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q Order Mass Cancel Request

This message requests the cancellation of the remaining quantity of a group of orders matching the criteria specified. It cannot be used to partially reduce the order quantity.

This message is acknowledged using an Order Mass Cancel Report <35=r>, but each affected order will result in an Execution Report <35=8> or an Order Cancel Reject <35=9>.

Each request is assigned a ClOrdID (11) and is treated as a separate entity. The Order Mass Cancel Report <35=r> will contain the ClOrdID (11) from the request. The ClOrdID (11) must be unique amongst the ClOrdID (11)s used across all message types.

An immediate response to this message is required. It is recommended that an Execution Report <35=8> with ExecType (150) = "pending cancel" be sent unless the request can be immediately accepted or rejected.

Order cancellation criteria are specified using the MassCancelRequestType (530) field:

Field ValueDescriptionExplanation
1Cancel orders that match the Instrument component
2Cancel orders that match the UnderlyingInstrument component
3Cancel orders for a Product (460)
4Cancel orders for a CFICode (461)
5Cancel orders for a SecurityType (167)
6Cancel orders for a TradingSessionID (336)
7Cancel all orders

Structure

TagNameTypeRequiredDescription
Component
Required
11String
Required
Unique ID of Order Mass Cancel Request as assigned by the institution
526String
530Char Enum
Required
Specifies the type of cancellation requested
336StringTrading Session in which orders are to be canceled
625String
ComponentThe set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
ComponentThe set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
54Char EnumThe side of the market for which orders are to be canceled. If absent, orders are to be canceled regardless of side
60UTCTimestamp
Required
Time this order request was initiated/released by the trader or trading system
58String
354LengthMust be set if EncodedText field is specified and must immediately precede it
355DataEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field
Component
Required