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 |
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Component | ||||
11 | String | 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
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526 | String | |||
37 | String | Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request
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1369 | String | Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request
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198 | String | Secondary Order ID assigned by the recipient of the Order Mass Cancel Request
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530 | Char Enum | Order Mass Cancel Request Type accepted by the system
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531 | Char Enum | Indicates the action taken by the counterparty order handling system as a result of the Cancel Request
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532 | Int Enum | Indicates why Order Mass Cancel Request was rejected
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533 | Int | Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request
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Component | List of orders affected by the Order Mass Cancel Request
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Component | List of orders not affected by Order Mass Cancel Request
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336 | String Enum | Trading Session in which orders are to be canceled
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625 | String Enum | |||
Component | The set of "Parties" (firm identification) fields defined in "common components of application messages"
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Component | Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q)
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Component | ||||
Component | ||||
1301 | Exchange | |||
1300 | String | |||
54 | Char Enum | Side of the market specified on the Order Mass Cancel Request
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60 | UTCTimestamp | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system
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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 |