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r Order Mass Cancel Report

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>.

Structure

TagNameTypeRequiredDescription
Component
Required
11String
ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders
526String
37String
Required
Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request
1369String
Required
Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request
198String
Secondary Order ID assigned by the recipient of the Order Mass Cancel Request
530Char Enum
Required
Order Mass Cancel Request Type accepted by the system
531Char Enum
Required
Indicates the action taken by the counterparty order handling system as a result of the Cancel Request
532Int Enum
Indicates why Order Mass Cancel Request was rejected
533Int
Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request
Component
List of orders affected by the Order Mass Cancel Request
Component
List of orders not affected by Order Mass Cancel Request
336String Enum
Trading Session in which orders are to be canceled
625String Enum
Component
The set of "Parties" (firm identification) fields defined in "common components of application messages"
Component
Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q)
Component
Component
1301Exchange
1300String
54Char Enum
Side of the market specified on the Order Mass Cancel Request
60UTCTimestamp
Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system
58String
354Length
Must be set if EncodedText field is specified and must immediately precede it
355Data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field
Component
Required