The OrderMassStatusRequest(35=AF) message requests the status for orders matching criteria specified within the request using MassStatusReqType(585). Some of the criteria require the specification of another FIX field. The request is assigned its own unique ClOrdID(11) and is treated as a separate entity. Individual ExecutionReport(35=8) messages with ExecType(150)=I (Order Status) are returned for each order matching the criteria provided on the request with the order's status.
Additional detail from the official source
Note that MassStatusReqType(585)=8 (Status for orders for a party identifier) requires the use of TargetParties component and not Parties component.
Message structure 2606 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.
Includes nested components and groups. Escape clears the filter.