Message OrderMassCancelRequest (q)

The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity).

Added in protocol FIX.4.3

See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = q (lowercase Q) Y FIX.4.3
11 ClOrdID Unique ID of Order Mass Cancel Request as assigned by the institution. Y FIX.4.3
526 SecondaryClOrdID FIX.4.3
530 MassCancelRequestType Specifies the type of cancellation requested Y FIX.4.3
336 TradingSessionID Trading Session in which orders are to be canceled FIX.4.3
625 TradingSessionSubID FIX.4.3
BlockRepeating Parties Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" FIX.4.4
BlockRepeating TargetParties Can be used to specify the parties to whom the Order Mass Cancel should apply. FIX.5.0SP1 (85)
Block Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
Block UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" FIX.4.3
1301 MarketID Required for MassCancelRequestType = 8 (Cancel orders for a market) FIX.5.0
1300 MarketSegmentID Required for MassCancelRequestType = 9 (Cancel orders for a market segment) FIX.5.0
54 Side 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. FIX.4.3
60 TransactTime Time this order request was initiated/released by the trader or trading system. Y FIX.4.3
58 Text FIX.4.3
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.3
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
Block StandardTrailer Y FIX.4.3