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 | ||
| 526 | String | |||
| 37 | String | Unique Identifier for the Order Mass Cancel Request 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 0 - Indicates Order Mass Cancel Request was rejected | ||
| 532 | Int Enum | Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 | ||
| 533 | Int | Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request | ||
| Component | Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field | |||
| 336 | String | Trading Session in which orders are to be canceled | ||
| 625 | String | |||
| Component | The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| Component | The set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" | |||
| 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 |