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