Definition
The OrderMassCancelReport(35=r) message is used to acknowledge an OrderMassCancelRequest(35=q) message. Each affected order that is canceled is responded to with a separate ExecutionReport(35=8) or OrderCancelReject(9) message.
Message structure 2626 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.
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StandardHeaderComponentRequired
MsgType = r (lowercase R)
StandardHeader definition & usage →
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ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders.
Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request.
Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request
Secondary Order ID assigned by the recipient of the Order Mass Cancel Request.
Order Mass Cancel Request Type accepted by the system
Indicates the action taken by the counterparty order handling system as a result of the Cancel Request
0 - Indicates Order Mass Cancel Request was rejected.
Indicates why Order Mass Cancel Request was rejected
Required if MassCancelResponse = 0
Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request
AffectedOrdGrpRepeating groupCount tag 534—
List of orders affected by the Order Mass Cancel Request
AffectedOrdGrp definition & usage →
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NotAffectedOrdGrpRepeating groupCount tag 1370—
List of orders not affected by Order Mass Cancel Request.
NotAffectedOrdGrp definition & usage →
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Trading Session in which orders are to be canceled
PartiesRepeating groupCount tag 453—
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TargetPartiesRepeating groupCount tag 1461—
Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q).
TargetParties definition & usage →
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InstrumentComponent—
Instrument definition & usage →
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UnderlyingInstrumentComponent—
UnderlyingInstrument definition & usage →
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Side of the market specified on the Order Mass Cancel Request
Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
Must be set if EncodedText field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
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