The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding “S” to the ExecInst values. It can also be used for mass order cancellation.
Added in protocol FIX.5.0
See in: FIX.5.0SP1, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = CA | Y | FIX.5.0 | |
| 11 | ClOrdID | Unique ID of Order Mass Action Request as assigned by the institution. | Y | FIX.5.0 | |
| 526 | SecondaryClOrdID | FIX.5.0 | |||
| 1373 | MassActionType | Specifies the type of action requested | Y | FIX.5.0 | |
| 1374 | MassActionScope | Specifies the scope of the action | Y | FIX.5.0 | |
| 1301 | MarketID | MarketID for which orders are to be affected | FIX.5.0 | ||
| 1300 | MarketSegmentID | MarketSegmentID for which orders are to be affected | FIX.5.0 | ||
| 336 | TradingSessionID | Trading Session in which orders are to be affected | FIX.5.0 | ||
| 625 | TradingSessionSubID | FIX.5.0 | |||
| BlockRepeating | Parties | FIX.5.0 | |||
| BlockRepeating | TargetParties | Can be used to specify the parties to whom the Order Mass Action should apply. | FIX.5.0SP1 (85) | ||
| Block | Instrument | FIX.5.0 | |||
| Block | UnderlyingInstrument | FIX.5.0 | |||
| 54 | Side | FIX.5.0 | |||
| 60 | TransactTime | Y | FIX.5.0 | ||
| 58 | Text | FIX.5.0 | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.5.0 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.5.0 | ||
| Block | StandardTrailer | Y | FIX.5.0 |