The OrderMassActionRequest(35=CA) message is used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual OrderCancelReplaceRequest(35=G) messages for each order with or without specifying the value "S" in ExecInst(18). It can also be used for mass order cancellation.
Additional detail from the official source
An OrderMassActionRequest(35=CA) message is assigned its own unique ClOrdID(11) and is treated as a separate entity. It is acknowledged using an OrderMassActionReport(35=BZ) message. The OrderMassActionReport(35=BZ) message will contain the ClOrdID(11) that was specified on the OrderMassActionRequest(35=CA) message.
To transmit a change in OrdStatus(39) for an order, the recipient should send an ExecutionReport(35=8) message with the new OrdStatus(39) value and an ExecType(150) value that reflects the event that caused the order status to change. It is recommended that an ExecutionReport(35=8) with ExecType(150)=E (Pending Replace) (or ExecType(150)=6 (Pending Cancel) if used for mass cancellation) be sent for each affected order unless the OrderMassActionRequest(35=CA) message can be immediately accepted (ExecutionReport(35=8) with ExecType(150)=5 (Replaced) or ExecType(150)=4 (Canceled) for each affected order) or rejected (OrderCancelReject(35=9) message for each affected order).
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.
Includes nested components and groups. Escape clears the filter.