Order Mass Status Request (MsgType = AF, FIXML = OrdMassStatReq)

The Order Mass Status Request (AF) message requests the status for orders matching criteria specified within the request.

A Mass Status Request (AF) is assigned a ClOrdID (11) and is treated as a separate entity.

ExecutionReports with ExecType (150) ="Order Status" are returned for all orders matching the criteria provided on the request.

Specifying order selection criteria is specified using the MassStatusReqType (585) field:

Field Value Description Explanation
1 Status for all orders for a security Return status on orders that match the security identification block, all fields required to uniquely qualify the security should be specified.
2 Status for all orders for an Underlying security Return status on orders that match the underlying security identification block, all fields required to uniquely identify the underlying security should be populated
3 Status for all orders for a Product Return status on orders for a specific type of Product (high-level security classification), only Product (460) should be specified
4 Status for all orders for a CFICode Return status on orders for a specific type of CFICode (security classification), only CFICode (461) should be specified
5 Status for all orders for a SecurityType Return status on orders for a specific type of security, only SecurityType (167) should be specified
6 Status for all orders for a trading session Return status on orders for a specific trading session, TradingSessionID (336) must be specified.
7 Status for all orders Return status on all orders for the firm identified using this FIX connection
8 Status for order belonging to a PartyID Status all orders belonging to a PartyID (448)
9 Status for all orders for an Account Status for all orders for an Account (1)

Example uses of MassStatusReqType (585) with Qualifiers:

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = AF
584 MassStatusReqID @MassStatReqID Y Unique ID of Order Mass Status Request (AF) as assigned by the institution.
585 MassStatusReqType @MassStatReqTyp Y Specifies the scope of the Order Mass Status Request (AF)
<Parties> N
1 Account @Acct N Account
660 AcctIDSource @AcctIDSrc N
336 TradingSessionID @SesID N Trading Session
625 TradingSessionSubID @SesSub N
<Instrument> N
<Underlying Instrument> N
54 Side @Side N Optional qualifier used to indicate the side of the market for which orders will be returned.
<Standard Message Trailer> Y