The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message.

Added in protocol FIX.4.3

See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = r (lowercase R) Y FIX.4.3
11 ClOrdID ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders. FIX.4.3
526 SecondaryClOrdID FIX.4.3
37 OrderID Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. Y FIX.4.3 Y
1369 MassActionReportID Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request Y FIX.5.0
198 SecondaryOrderID Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. FIX.4.3 Y
530 MassCancelRequestType Order Mass Cancel Request Type accepted by the system Y FIX.4.3
531 MassCancelResponse Indicates the action taken by the counterparty order handling system as a result of the Cancel Request
0 – Indicates Order Mass Cancel Request was rejected.
Y FIX.4.3
532 MassCancelRejectReason Indicates why Order Mass Cancel Request was rejected
Required if MassCancelResponse = 0
FIX.4.3
533 TotalAffectedOrders Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request FIX.4.3
ImplicitBlockRepeating AffectedOrdGrp List of orders affected by the Order Mass Cancel Request FIX.4.4
ImplicitBlockRepeating NotAffectedOrdersGrp List of orders not affected by Order Mass Cancel Request FIX.5.0
336 TradingSessionID Trading Session in which orders are to be canceled FIX.4.3
625 TradingSessionSubID FIX.4.3
BlockRepeating Parties Insert here the set of “Parties” (firm identification) fields defined in “common components of application messages” FIX.4.4
BlockRepeating TargetParties Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). FIX.5.0SP1 (85)
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” FIX.4.3
Block UnderlyingInstrument Insert here the set of “UnderlyingInstrument” (underlying symbology) fields defined in “Common Components of Application Messages” FIX.4.3
1301 MarketID FIX.5.0
1300 MarketSegmentID FIX.5.0
54 Side Side of the market specified on the Order Mass Cancel Request FIX.4.3
60 TransactTime Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. FIX.4.3
58 Text FIX.4.3
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.3
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
Block StandardTrailer Y FIX.4.3