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 | Req'd | Comments | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AF |
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| 584 | MassStatusReqID | Y | Unique ID of Mass Status Request (AF) as assigned by the institution. |
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| 585 | MassStatusReqType | Y | Specifies the scope of the Mass Status Request (AF)
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| Component Block - <Parties> | N | ||||
| 1 | Account | N | Account |
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| 660 | AcctIDSource | N | |||
| 336 | TradingSessionID | N | Trading Session |
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| 625 | TradingSessionSubID | N | |||
| Component Block - <Instrument> | N | ||||
| Component Block - <UnderlyingInstrument> | N | ||||
| 54 | Side | N | Optional qualifier used to indicate the side of the market for which orders will be returned. |
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| <Standard Message Trailer> | Y | ||||