FIX.Latest_EP291 Message

OrderMassCancelRequest [type 'q']


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).

Pedigree Added FIX.4.3

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType = q (lowercase Q)Added FIX.4.3
11ClOrdIDClOrdIDYUnique ID of Order Mass Cancel Request as assigned by the institution.Added FIX.4.3
526SecondaryClOrdIDClOrdID2 Added FIX.4.3
530MassCancelRequestTypeReqTypYSpecifies the type of cancellation requestedAdded FIX.4.3
336TradingSessionIDSesID Trading Session in which orders are to be canceledAdded FIX.4.3
625TradingSessionSubIDSesSub Added FIX.4.3
ComponentPartiesPty Insert here the set of Parties (firm identification) fields defined in common components of application messagesAdded EP-1
ComponentTargetPartiesTgtPty Can be used to specify the parties to whom the Order Mass Cancel should apply.Added EP85
ComponentInstrumentInstrmt Insert here the set of Instrument (symbology) fields defined in Common Components of Application MessagesAdded FIX.4.3
ComponentUnderlyingInstrumentUndly Insert here the set of UnderlyingInstrument (underlying symbology) fields defined in Common Components of Application MessagesAdded FIX.4.3