Message
OrderMassCancelRequest (q)
| ID | 50 |
| Pedigree | Added FIX.4.3 |
The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity).
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = q (lowercase Q) | Added FIX.4.3 | ||
11 | Y | Unique ID of Order Mass Cancel Request as assigned by the institution. | Added FIX.4.3 | ||
526 | Added FIX.4.3 | ||||
530 | Y | Specifies the type of cancellation requested | Added FIX.4.3 | ||
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 | Can be used to specify the parties to whom the Order Mass Cancel should apply. | 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 | Required for MassCancelRequestType = 8 (Cancel orders for a market) | Added EP-1 | |||
1300 | Required for MassCancelRequestType = 9 (Cancel orders for a market segment) | Added EP-1 | |||
54 | Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. | Added FIX.4.3 | |||
60 | Y | Time this order request was initiated/released by the trader or trading 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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