r Order Mass Cancel Report

Created 2 years ago · No revisions

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

Tag	Name	Type
	StandardHeader	Component
11	ClOrdID	String
526	SecondaryClOrdID	String
37	OrderID	String
198	SecondaryOrderID	String
530	MassCancelRequestType	Char Enum
531	MassCancelResponse	Char Enum
532	MassCancelRejectReason	Char
533	TotalAffectedOrders	Int
	AffectedOrders	Component
336	TradingSessionID	String
625	TradingSessionSubID	String
	Instrument	Component
	UnderlyingInstrument	Component
54	Side	Char Enum
60	TransactTime	UTCTimestamp
58	Text	String
354	EncodedTextLen	Length
355	EncodedText	Data
	StandardTrailer	Component