This message is used to acknowledge an Order Mass Action Request <35=CA>. Each affected order that is suspended, released or canceled is acknowledged with an Execution Report <35=8> per order.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
Component | ||||
11 | String | ClOrdID provided on the Order Mass Action Request | ||
526 | String | |||
1369 | String | Unique Identifier for the Order Mass Action Report | ||
1373 | Int Enum | Order Mass Action Request Type accepted by the system | ||
1374 | Int Enum | Specifies the scope of the action | ||
2675 | Int Enum | Specifies the reason for the action taken | ||
1375 | Int Enum | Indicates the action taken by the counterparty order handling system as a result of the Action Request | ||
1376 | Int Enum | Indicates why Order Mass Action Request was rejected | ||
533 | Int | Optional field used to indicate the total number of orders affected by the Order Mass Action Request | ||
2678 | Int | Optional field used to indicate the total number of orders within the scope but not affected by the OrderMassActionRequest(35=CA) | ||
893 | Boolean Enum | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented | ||
Component | List of orders affected by the Order Mass Action Request | |||
Component | List of orders not affected by the Order Mass Action Request | |||
Component | List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component | |||
Component | List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component | |||
1301 | Exchange | MarketID for which orders are to be affected | ||
1300 | String | MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component | ||
Component | Mutually exclusive with MarketSegmentID(1300) | |||
336 | String Enum | TradingSessionID for which orders are to be affected | ||
625 | String Enum | TradingSessionSubID for which orders are to be affected | ||
Component | ||||
Component | Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA) | |||
Component | ||||
Component | ||||
54 | Char Enum | Side of the market specified on the Order Mass Action Request | ||
44 | Price | |||
60 | UTCTimestamp | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system | ||
376 | String | |||
2404 | String | |||
2351 | Length | Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it | ||
2352 | Data | Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field | ||
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 |