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FIX MESSAGE 35=AF

OrderMassStatusRequest

MsgType (35) = AFOrderMassHandlingAdded FIX.4.3

Definition

The OrderMassStatusRequest(35=AF) message requests the status for orders matching criteria specified within the request using MassStatusReqType(585). Some of the criteria require the specification of another FIX field. The request is assigned its own unique ClOrdID(11) and is treated as a separate entity. Individual ExecutionReport(35=8) messages with ExecType(150)=I (Order Status) are returned for each order matching the criteria provided on the request with the order's status.

Additional detail from the official source

Note that MassStatusReqType(585)=8 (Status for orders for a party identifier) requires the use of TargetParties component and not Parties component.

Message structure 2606 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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  1. StandardHeaderComponentRequired

    MsgType = AF

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  2. 584 MassStatusReqIDStringRequired

    Unique ID of mass status request as assigned by the institution.

  3. PartiesRepeating groupCount tag 453

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  4. TargetPartiesRepeating groupCount tag 1461

    Can be used to specify the parties to whom the Order Mass Status Request should apply.

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  5. 1 AccountString

    Account

  6. Trading Session

  7. InstrumentComponent

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  8. UnderlyingInstrumentComponent

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  9. 54 Sidechar

    Optional qualifier used to indicate the side of the market for which orders will be returned.

  10. StandardTrailerComponentRequired

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