Order Mass Cancel Report (MsgType = r, FIXML = OrdMassCxlRpt)

The Order Mass Cancel Report (r) is used to acknowledge an Order Mass Cancel Request (q) . Note that each affected order that is canceled is acknowledged with a separate Execution Report (8) or Order Cancel Reject (9) message.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = r
11 ClOrdID @ClOrdID N ClOrdID provided on the Order Mass Cancel Request (q) .
526 SecondaryClOrdID @ClOrdID2 N
37 OrderID @OrdID Y Unique Identifier for the Order Mass Cancel Request (q) assigned by the recipient of the Order Mass Cancel Request (q)
198 SecondaryOrderID @OrdID2 N Secondary Order ID assigned by the recipient of the Order Mass Cancel Request (q) .
530 MassCancelRequestType @MassCxlReqTyp Y Order Mass Cancel Request Type accepted by the system.
531 MassCancelResponse @MassCxlRsp Y Indicates the action taken by the counterparty order handling system as a result of the Cancel Request. 0 - Indicates Order Mass Cancel Request (q) was rejected.
532 MassCancelRejectReason @MassCxlRejRsn C Indicates why Order Mass Cancel Request (q) was rejected. Required if MassCancelResponse (531) = 0.
533 TotalAffectedOrders @TotAffctdOrds N Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request (q) .
534 NoAffectedOrders AffectOrd N Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request (q) . Must be followed with OrigClOrdID (41) as the next field.
=> 41 OrigClOrdID @OrigClOrdID C Required if NoAffectedOrders (534) > 0. Indicates the client order id of an order affected by the Order Mass Cancel Request (q) .
=> 535 AffectedOrderID @AffctdOrdID N Contains the OrderID (37) assigned by the counterparty of an affected order. Not required as part of the repeating group.
=> 536 AffectedSecondaryOrderID @AffctdScndOrdID N Contains the SecondaryOrderID (198) assigned by the counterparty of an affected order. Not required as part of the repeating group.
336 TradingSessionID @SesID N Trading Session in which orders are to be canceled.
625 TradingSessionSubID @SesSub N
<Instrument> N
<Underlying Instrument> N
54 Side @Side N Side of the market specified on the Order Mass Cancel Request (q) .
60 TransactTime @TxnTm N Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
58 Text @Txt N
354 EncodedTextLen @EncTxtLen C Must be set if EncodedText (355) field is specified and must immediately precede it.
355 EncodedText @EncTxt C Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
<Standard Message Trailer> Y