FIX.Latest_EP292 Message

OrderMassCancelReport [type 'r']

<OrdMassCxlRpt>

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.

Pedigree Added FIX.4.3

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType = r (lowercase R)Added FIX.4.3
11ClOrdIDClOrdID 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
526SecondaryClOrdIDClOrdID2 Added FIX.4.3
37OrderIDOrdIDYUnique 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
1369MassActionReportIDMassActionReportIDYUnique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel RequestAdded EP-1
198SecondaryOrderIDOrdID2 Secondary Order ID assigned by the recipient of the Order Mass Cancel Request.Added FIX.4.3 Deprecated FIX.5.0SP1
530MassCancelRequestTypeReqTypYOrder Mass Cancel Request Type accepted by the systemAdded FIX.4.3
531MassCancelResponseRspYIndicates 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
532MassCancelRejectReasonMassCxlRejRsn Indicates why Order Mass Cancel Request was rejected
Required if MassCancelResponse = 0
Added FIX.4.3
533TotalAffectedOrdersTotAffctdOrds Optional field used to indicate the total number of orders affected by the Order Mass Cancel RequestAdded FIX.4.3
ComponentAffectedOrdGrpAfctdOrd List of orders affected by the Order Mass Cancel RequestAdded FIX.4.4
ComponentNotAffectedOrdGrpNotAfctdOrd List of orders not affected by Order Mass Cancel Request.Added EP131
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 Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q).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