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OrderMassCancelReport (35=r)

The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report (8) or Order Cancel Reject (9) message.
Mass cancel report received
Schema
    ClOrdID Tag 11 (string)required

    Echoed back from the OrderMassCancelRequest

    ExecRefID Tag 19 (string)

    For CDC internal reference only

    MassCancelRequestType Tag 530 (integer)required

    Echoed back from the OrderMassCancelRequest

    MassCancelResponse Tag 531 (integer)

    If successful, echoes the MassCancelRequestType.

    MassCancelRejectReason Tag 532 (integer)

    Reason why cancel request has failed. 1: Unknown Symbol, 5: Unknown SecurityType

    MsgType Tag 35 (string)

    Possible values: [r]

    Message Type = r (Order Mass Cancel Report)