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FIX MESSAGE 35=CA

OrderMassActionRequest

MsgType (35) = CAOrderMassHandlingAdded FIX.5.0

Definition

The OrderMassActionRequest(35=CA) message is used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual OrderCancelReplaceRequest(35=G) messages for each order with or without specifying the value "S" in ExecInst(18). It can also be used for mass order cancellation.

Additional detail from the official source

An OrderMassActionRequest(35=CA) message is assigned its own unique ClOrdID(11) and is treated as a separate entity. It is acknowledged using an OrderMassActionReport(35=BZ) message. The OrderMassActionReport(35=BZ) message will contain the ClOrdID(11) that was specified on the OrderMassActionRequest(35=CA) message.

To transmit a change in OrdStatus(39) for an order, the recipient should send an ExecutionReport(35=8) message with the new OrdStatus(39) value and an ExecType(150) value that reflects the event that caused the order status to change. It is recommended that an ExecutionReport(35=8) with ExecType(150)=E (Pending Replace) (or ExecType(150)=6 (Pending Cancel) if used for mass cancellation) be sent for each affected order unless the OrderMassActionRequest(35=CA) message can be immediately accepted (ExecutionReport(35=8) with ExecType(150)=5 (Replaced) or ExecType(150)=4 (Canceled) for each affected order) or rejected (OrderCancelReject(35=9) message for each affected order).

Specifying filtering criteria is done using the MassActionType(1373) field.

Message structure 2620 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

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  1. StandardHeaderComponentRequired

    MsgType = CA

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  2. 11 ClOrdIDStringRequired

    Unique ID of Order Mass Action Request as assigned by the institution.

  3. Specifies the type of action requested

  4. Specifies the scope of the action

  5. Specifies the reason for the action requested.

  6. 1301 MarketIDExchange

    MarketID for which orders are to be affected

  7. MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component.

  8. TargetMarketSegmentGrpRepeating groupCount tag 1789

    List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID(1300).

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  9. Trading Session in which orders are to be affected

  10. PartiesRepeating groupCount tag 453

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  11. TargetPartiesRepeating groupCount tag 1461

    Can be used to specify the parties to whom the Order Mass Action should apply.

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  12. InstrumentComponent

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  13. UnderlyingInstrumentComponent

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  14. 54 Sidechar

    Can be used to filter for orders of a single instrument.

  15. 44 PricePrice

    Can be used to filter for orders of a single instrument.

  16. 60 TransactTimeUTCTimestampRequired
  17. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.

  18. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.

  19. 58 TextString
  20. Must be set if EncodedText field is specified and must immediately precede it.

  21. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

  22. StandardTrailerComponentRequired

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