The OrderMassCancelRequest(35=q) message is used to request the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request using MassCancelRequestType(530). Some of the criteria require the specification of another FIX field. This message can only be used to cancel orders.
Additional detail from the official source
An OrderMassCancelRequest(35=q) message is assigned its own unique ClOrdID(11) and is treated as a separate entity. It is acknowledged using an OrderMassCancelReport(35=r) message, referencing the ClOrdID(11) that was specified on the OrderMassCancelRequest(35=q) 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)=6 (Pending Cancel) be sent for each affected order unless the OrderMassCancelRequest(35=q) message can be immediately accepted (ExecutionReport(35=8) with ExecType(150)=4 (Canceled) for each affected order) or rejected (OrderCancelReject(35=9) message for each affected order).
Message structure 2611 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.
Includes nested components and groups. Escape clears the filter.
Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.