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