| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = r (lowercase R) | |||
| 11 | ClOrdID | No |
ClOrdID provided on the Order Mass Cancel Request. | ||
| 526 | SecondaryClOrdID | No | |||
| 37 | OrderID | Yes |
Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request | ||
| 198 | SecondaryOrderID | No |
Secondary Order ID assigned by the recipient of the Order Mass Cancel Request | ||
| 530 | MassCancelRequestType | Yes |
Order Mass Cancel Request Type accepted by the system | ||
| 531 | MassCancelResponse | Yes |
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 | No |
Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 | ||
| 533 | TotalAffectedOrders | No |
Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request | ||
| AffectedOrdGrp | No |
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 | |||
| 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 |
Side of the market specified on the Order Mass Cancel Request | ||
| 60 | TransactTime | No |
Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing 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 | ||||