FIX.5.0SP2 Message

OrderMassCancelRequest [type 'q']

<OrdMassCxlReq>

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).


Added  FIX.4.3

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Field or ComponentField NameFIXML nameReq'dCommentsDepr.
ComponentStandardHeaderBaseHeader

MsgType = q (lowercase Q)

 
11ClOrdID@ClOrdID

Unique ID of Order Mass Cancel Request as assigned by the institution.

 
526SecondaryClOrdID@ClOrdID2  
530MassCancelRequestType@ReqTyp

Specifies the type of cancellation requested

 
336TradingSessionID@SesID 

Trading Session in which orders are to be canceled

 
625TradingSessionSubID@SesSub  
ComponentPartiesPty 

Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages"

 
ComponentTargetPartiesTgtPty 

Can be used to specify the parties to whom the Order Mass Cancel should apply.

 
ComponentInstrumentInstrmt 

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

 
ComponentUnderlyingInstrumentUndly 

Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"

 
1301MarketID@MktID 

Required for MassCancelRequestType = 8 (Cancel orders for a market)

 
1300MarketSegmentID@MktSegID 

Required for MassCancelRequestType = 9 (Cancel orders for a market segment)

 
54Side@Side 

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.

 
60TransactTime@TxnTm

Time this order request was initiated/released by the trader or trading system.

 
58Text@Txt  
354EncodedTextLen@EncTxtLen 

Must be set if EncodedText field is specified and must immediately precede it.

 
355EncodedText@EncTxt 

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

 
ComponentStandardTrailer