Order Mass Cancel Report  (MsgType = r)

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

Order Mass Cancel Report


Tag Field Name Req'd Comments
<Standard Message Header> Y MsgType = r
11 ClOrdID N ClOrdID provided on the Order Mass Cancel Request.
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
198 SecondaryOrderID N Secondary Order ID assigned by the recipient of the Order Mass Cancel Request
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 N 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
534 NoAffectedOrders N Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID (41) as the next field
=> 41 OrigClOrdID N Required if NoAffectedOrders (534) > 0 Indicates the client order id of an order affected by the Order Mass Cancel Request.
=> 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 - <Parties> N "Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages""
Component Block - <Instrument> N "Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages""
Component Block - <UnderlyingInstrument> N "Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages""
54 Side N Side of the market specified on the Order Mass Cancel Request
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 N Must be set if EncodedText (355) field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
<Standard Message Trailer> Y