| Tag | Field Name | Req'd | Comments |
|---|
| StandardHeader | | Yes |
MsgType = q (lowercase Q)
|
| 11 | ClOrdID | Yes |
Unique ID of Order Mass Cancel Request as assigned by the institution.
|
| 526 | SecondaryClOrdID | No | |
| 530 | MassCancelRequestType | Yes |
Specifies the type of cancellation requested
|
| 336 | TradingSessionID | No |
Trading Session in which orders are to be canceled
|
| 625 | TradingSessionSubID | No | |
| Parties | | No | Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" |
| Instrument | | No |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
|
| UnderlyingInstrument | | No |
Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
|
| 54 | Side | No |
Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.
|
| 60 | TransactTime | Yes |
Time this order request was initiated/released by the trader or trading system.
|
| 58 | Text | No | |
| 354 | EncodedTextLen | No |
Must be set if EncodedText field is specified and must immediately precede it.
|
| 355 | EncodedText | No |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
|
| StandardTrailer | | Yes | |