Skip to content
FIXtags

FIX MESSAGE 35=DJ

MassOrder

MsgType (35) = DJOrderMassHandlingAdded FIX.5.0SP2

Definition

The MassOrder(35=DJ) message is used to add, modify or delete multiple unrelated orders using a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available.

Additional detail from the official source

The behavior of individual orders within a MassOrder(35=DJ) message may vary depending upon its attributes, e.g. OrdType(40) and TimeInForce(59). Individual orders may be modified or deleted/canceled using OrderCancelReplaceRequest(35=G) and OrderCancelRequest(35=F) messages. Each of the orders in the MassOrder(35=DJ) message are to be treated as stand-alone individual orders.

Message structure 1330 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

Nested fields load when needed. Open the full static layout (also works without JavaScript).

  1. StandardHeaderComponentRequired

    MsgType = DJ

    StandardHeader definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  2. 2423 MassOrderRequestIDStringRequired
  3. 2427 OrderResponseLevelint—
  4. 1301 MarketIDExchange—
  5. 1300 MarketSegmentIDString—
  6. PartiesRepeating groupCount tag 453—

    This is party information related to the submitter.

    Parties definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  7. 1815 TradingCapacityint—
  8. 1816 ClearingAccountTypeint—
  9. 1 AccountString—
  10. 660 AcctIDSourceint—
  11. 581 AccountTypeint—
  12. 528 OrderCapacitychar—
  13. 529 OrderRestrictionsMultipleCharValue—
  14. 582 CustOrderCapacityint—
  15. 1028 ManualOrderIndicatorBoolean—
  16. 1031 CustOrderHandlingInstMultipleStringValue—
  17. 60 TransactTimeUTCTimestamp—
  18. 58 TextString—
  19. 354 EncodedTextLenLength—

    Must be set if EncodedText(355) field is specified and must immediately precede it.

  20. 355 EncodedTextdata—

    Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.

  21. 1685 ThrottleInstint—
  22. 2432 TotNoOrderEntriesint—

    Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423).

  23. 893 LastFragmentBoolean—

    Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

  24. OrderEntryGrpRepeating groupCount tag 2428Required

    OrderEntryGrp definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  25. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    Open this block to load its fields in message context, or follow the definition link.