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5.0 SP1 Feedback
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Re: Mass Order Amend
Mahesh Kumaraguru <>
4 May 2009 9:04AM ET There is a OrderMassActionRequest 35=CA, where the only values for MassActionType (1373) are suspend, unsuspend and Cancel, so that would not be appropriate.
In case the orders were placed as a NewOrderList 35=E, I see a ListCancelRequest 35=K, but I could not find a ListCancelReplaceRequest.
In OrderCancelReplaceRequest 35=G, ListID (66) is a conditionally required field to CancelReplace Orders submitted as part of NewOrderList
So I see the following choices
1. Send a List Cancel, wait for Executions to be received then place a NewOrderList for the unexecuted portion of the original NewOrderList + any new orders
2. Send series of OrderCancelReplaceRequest, one for each Order in the List
3. Propose to GTC a new message type to handle ListCancelReplaceRequest
4. Create a custom message (I would say this is the worst solution)
> Is there any message in FIX that can support mass order amendment? The
> requirement is to mass amend the price of a number of orders. I believe
> a list ID will have to be maintained for these orders, but is there a
> message I can utilize for this purpose?
Re: Mass Order Amend
Mahesh Kumaraguru 4 May 2009 9:04AM ET
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