ClOrdID provided on the Order Mass Cancel Request

Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request

Secondary Order ID assigned by the recipient of the Order Mass Cancel Request

Order Mass Cancel Request Type accepted by the system

Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected

Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0

Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request

Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field

Trading Session in which orders are to be canceled

The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

The set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"

Side of the market specified on the Order Mass Cancel Request

Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system

Must be set if EncodedText field is specified and must immediately precede it

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field