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Re: Mass Cancel Request usage
David Rhodes / TransactTools
28 Sep 2004 10:25AM ET

FIX 4.3 doesn't have the Parties component block as part of the message type q, Order Mass Cancel Request. However, it is on the basic message type F, Order Cancel Request. There is probably a reason why it was not carried over, but I don't know the specifics.

That being said, I think this is a good example of where some counterparties choose to extend FIX in fairly simple ways. Taking a component block from another message type (like message type F in this case) may add some benefit without getting too far away from the standard, especially if its usage is optional.

David Rhodes
TransactTools

> Hi all,
>
> Can anyone tell me whether the Mass Cancel Request message type is able
> to be used with PartyID as the identifier.
>
> Thanks.
>
> Di

Mass Cancel Request usage
Dianne Edwards / Goldman Sachs JBWere Pty Ltd   27 Sep 2004 7:22PM ET

Re: Mass Cancel Request usage
David Rhodes / TransactTools   28 Sep 2004 10:25AM ET