Message
OrderMassCancelReport (r)
| ID | 51 |
| Pedigree | Added FIX.4.3 |
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.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = r (lowercase R) | Added FIX.4.3 | ||
11 | 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. | Added FIX.4.3 | |||
526 | Added FIX.4.3 | ||||
37 | Y | Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. | Added FIX.4.3 Deprecated FIX.5.0SP1 | ||
1369 | Y | Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request | Added EP-1 | ||
198 | Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. | Added FIX.4.3 Deprecated FIX.5.0SP1 | |||
530 | Y | Order Mass Cancel Request Type accepted by the system | Added FIX.4.3 | ||
531 | Y | 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. | Added FIX.4.3 | ||
532 | Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 | Added FIX.4.3 | |||
533 | Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request | Added FIX.4.3 | |||
AffectedOrdGrp | List of orders affected by the Order Mass Cancel Request | Added FIX.4.4 | |||
NotAffectedOrdGrp | List of orders not affected by Order Mass Cancel Request. | Added EP131 | |||
336 | Trading Session in which orders are to be canceled | Added FIX.4.3 | |||
625 | Added FIX.4.3 | ||||
Parties | Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" | Added EP-1 | |||
TargetParties | Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). | Added EP85 | |||
Instrument | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | |||
UnderlyingInstrument | Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | |||
1301 | Added EP-1 | ||||
1300 | Added EP-1 | ||||
54 | Side of the market specified on the Order Mass Cancel Request | Added FIX.4.3 | |||
60 | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. | Added FIX.4.3 | |||
58 | Added FIX.4.3 | ||||
354 | Must be set if EncodedText field is specified and must immediately precede it. | Added FIX.4.3 | |||
355 | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | Added FIX.4.3 | |||
StandardTrailer | Y | Added FIX.4.3 |
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