Order Mass Cancel Report

Tag			Field Name	Req'd	Comments
Component Block <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 <Underlying Instrument>				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.
Component Block <Standard Trailer>				Y
XML DTD
<!ENTITY % OrdMassCxlRptCustom "" > <!ENTITY % OrdMassCxlRptContent "ClOrdID?, ScndClOrdID?, OrdID, ScndOrdID?, MassCxlReqTyp, MassCxlRsp, MassCxlRejRsn?, TotAffctdOrds?, AffectedOrdGrp*, TrdgSessID?, TrdgSessSubID?, Instrmt?, UndInstrmt?, Side?, TransactTm?, Text?, EncTextLen?, EncText? %OrdMassCxlRptCustom;" > <!ELEMENT OrdMassCxlRpt (%OrdMassCxlRptContent;)> <!ATTLIST OrdMassCxlRpt FIXMsgType_ENUM CDATA #FIXED "r" Category CDATA #FIXED "SingleGeneralOrderHandling" FIXSpecVolume CDATA #FIXED 'Volume4' FullName CDATA #FIXED "OrderMassCancelReport" ComponentType CDATA #FIXED "Message" >