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 | Req'd | Comments | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = r |
|||
| 11 | ClOrdID | N | ClOrdID provided on the Order Mass Cancel Request (q) . |
||
| 526 | SecondaryClOrdID | N | |||
| 37 | OrderID | Y | Unique Identifier for the Order Mass Cancel Request (q) assigned by the recipient of the Order Mass Cancel Request (q)
|
||
| 198 | SecondaryOrderID | N | Secondary Order ID assigned by the recipient of the Order Mass Cancel Request (q) . |
||
| 530 | MassCancelRequestType | Y | Order Mass Cancel Request Type accepted by the system. |
||
| 531 | MassCancelResponse | 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 | C | Indicates why Order Mass Cancel Request (q) was rejected.
Required if MassCancelResponse (531) = 0. |
||
| 533 | TotalAffectedOrders | N | Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request (q) . |
||
| 534 | NoAffectedOrders | 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 | C | Required if NoAffectedOrders (534) > 0. Indicates the
client order id of an order affected by the Order Mass Cancel Request (q) . |
|
| => | 535 | AffectedOrderID | N | Contains the OrderID (37) assigned by the counterparty of
an affected order. Not required as part of the repeating group. |
|
| => | 536 | AffectedSecondaryOrderID | N | Contains the SecondaryOrderID (198) assigned by the
counterparty of an affected order. Not required as part of the repeating group. |
|
| 336 | TradingSessionID | N | Trading Session in which orders are to be canceled. |
||
| 625 | TradingSessionSubID | N | |||
| Component Block - <Instrument> | N | ||||
| Component Block - <UnderlyingInstrument> | N | ||||
| 54 | Side | N | Side of the market specified on the Order Mass Cancel Request (q) . |
||
| 60 | TransactTime | N | Time this report was initiated/released by the sells-side (broker, exchange, ECN)
or sell-side executing system. |
||
| 58 | Text | N | |||
| 354 | EncodedTextLen | C | Must be set if EncodedText (355) field is specified and must
immediately precede it. |
||
| 355 | EncodedText | 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 | ||||