This message is used to acknowledge an Order Mass Cancel Request <35=q>, however each affected order produces a separate Execution Report <35=8> or Order Cancel Reject <35=9>.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 11 | String | 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 | ||
| 526 | String | |||
| 37 | String | Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request | ||
| 1369 | String | Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request | ||
| 198 | String | Secondary Order ID assigned by the recipient of the Order Mass Cancel Request | ||
| 530 | Char Enum | Order Mass Cancel Request Type accepted by the system | ||
| 531 | Char Enum | Indicates the action taken by the counterparty order handling system as a result of the Cancel Request | ||
| 532 | Int Enum | Indicates why Order Mass Cancel Request was rejected | ||
| 533 | Int | Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request | ||
| Component | List of orders affected by the Order Mass Cancel Request | |||
| Component | List of orders not affected by Order Mass Cancel Request | |||
| 336 | String Enum | Trading Session in which orders are to be canceled | ||
| 625 | String Enum | |||
| Component | The set of "Parties" (firm identification) fields defined in "common components of application messages" | |||
| Component | Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q) | |||
| Component | ||||
| Component | ||||
| 1301 | Exchange | |||
| 1300 | String | |||
| 54 | Char Enum | Side of the market specified on the Order Mass Cancel Request | ||
| 60 | UTCTimestamp | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system | ||
| 58 | String | |||
| 354 | Length | Must be set if EncodedText field is specified and must immediately precede it | ||
| 355 | Data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field | ||
| Component |