This message is used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing-related attributes, only the key order attributes for high-performance trading are available.
The behavior of individual orders within a Mass Order may vary depending upon its attributes, e.g. OrdType (40) and TimeInForce (59). Individual orders may be modified or cancelled with single order messages such as Order Cancel/Replace Request <35=G> and Order Cancel Request <35=F>. Each of the orders in the Mass Order is to be treated as a standalone order.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 2423 | String | |||
| 2427 | Int Enum | |||
| 1301 | Exchange | |||
| 1300 | String | |||
| Component | This is party information related to the submitter | |||
| 1815 | Int Enum | |||
| 1816 | Int Enum | |||
| 1 | String | |||
| 660 | Int Enum | |||
| 581 | Int Enum | |||
| 528 | Char Enum | |||
| 529 | MultipleCharValue Enum | |||
| 582 | Int Enum | |||
| 1028 | Boolean | |||
| 1031 | MultipleStringValue Enum | |||
| 60 | UTCTimestamp | |||
| 58 | String | |||
| 354 | Length | Must be set if EncodedText(355) field is specified and must immediately precede it | ||
| 355 | Data | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field | ||
| 1685 | Int Enum | |||
| 2432 | Int | Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423) | ||
| 893 | Boolean Enum | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented | ||
| Component | ||||
| Component |