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FIX MESSAGE 35=q

OrderMassCancelRequest

MsgType (35) = qOrderMassHandlingAdded FIX.4.3

Definition

The OrderMassCancelRequest(35=q) message is used to request the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request using MassCancelRequestType(530). Some of the criteria require the specification of another FIX field. This message can only be used to cancel orders.

Additional detail from the official source

An OrderMassCancelRequest(35=q) message is assigned its own unique ClOrdID(11) and is treated as a separate entity. It is acknowledged using an OrderMassCancelReport(35=r) message, referencing the ClOrdID(11) that was specified on the OrderMassCancelRequest(35=q) 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)=6 (Pending Cancel) be sent for each affected order unless the OrderMassCancelRequest(35=q) message can be immediately accepted (ExecutionReport(35=8) with ExecType(150)=4 (Canceled) for each affected order) or rejected (OrderCancelReject(35=9) message for each affected order).

Message structure 2611 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 = q (lowercase Q)

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  2. 11 ClOrdIDStringRequired

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

  3. Specifies the type of cancellation requested

  4. Trading Session in which orders are to be canceled

  5. PartiesRepeating groupCount tag 453

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  6. TargetPartiesRepeating groupCount tag 1461

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

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  7. InstrumentComponent

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  8. UnderlyingInstrumentComponent

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  9. 1301 MarketIDExchange

    Required for MassCancelRequestType = 8 (Cancel orders for a market)

  10. Required for MassCancelRequestType = 9 (Cancel orders for a market segment)

  11. 54 Sidechar

    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.

  12. 60 TransactTimeUTCTimestampRequired

    Time this order request was initiated/released by the trader or trading system.

  13. 58 TextString
  14. Must be set if EncodedText field is specified and must immediately precede it.

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

  16. StandardTrailerComponentRequired

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