0 - Indicates Order Mass Cancel Request was rejected.
Required if MassCancelResponse = 0
Indicates the client order id of an order affected by the Order Mass Cancel Request.
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Standard Header | Y | MsgType = r (lowercase R) | ||
| 11 | ClOrdID | N | ClOrdID provided on the Order Mass Cancel Request. | |
| 526 | SecondaryClOrdID | N | ||
| 37 | OrderID | Y | Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request | |
| 198 | SecondaryOrderID | N | Secondary Order ID assigned by the recipient of the Order Mass Cancel Request | |
| 530 | MassCancelRequestType | Y | Order Mass Cancel Request Type accepted by the system | |
| 531 | MassCancelResponse | Y | 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. | |
| 532 | MassCancelRejectReason | N | Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 | |
| 533 | TotalAffectedOrders | N | Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request | |
| 534 | NoAffectedOrders | N | Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field | |
| 41 | OrigClOrdID | N | Required if NoAffectedOrders > 0 Indicates the client order id of an order affected by the Order Mass Cancel Request. |
| 535 | AffectedOrderID | N | Contains the OrderID assigned by the counterparty of an affected order. Not required as part of the repeating group. |
| 536 | AffectedSecondaryOrderID | N | Contains the SecondaryOrderID assigned by the counterparty of an affected order. Not required as part of the repeating group |
| 336 | TradingSessionID | N | Trading Session in which orders are to be canceled | |
| 625 | TradingSessionSubID | N | ||
| Component block <Instrument> | N | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | ||
| Component block <UnderlyingInstrument> | N | Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | ||
| 54 | Side | N | Side of the market specified on the Order Mass Cancel Request | |
| 60 | TransactTime | N | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. | |
| 58 | Text | N | ||
| 354 | EncodedTextLen | N | Must be set if EncodedText field is specified and must immediately precede it. | |
| 355 | EncodedText | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | |
| Standard Trailer | Y | |||