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OrderMassCancelRequest (35=q)

Cancels all orders for a particular instrument/pair (asynchronous).

This call is asynchronous, so the response as OrderMassCancelReport is simply an acceptance of the request, but not necessarily mean it is confirmed into order book.

The drop copy subscription can be used to check when the order is successfully cancelled with ExecutionReport or rejected with OrderCancelReject message.

From the drop copy, for each respective order, Execution Report (8) with ExecType=6 (Pending Cancel) and/or ExecType=4 (Cancelled) for acceptance and confirmation of the cancel request respectively. Besides, OrderCancelReject (9) can be returned if cancel reject happens.

Response Attributes: See OrderMassCancelReport for details.

Request​

Body

required
    ClOrdID Tag 11 (string)required

    Unique ID of Order Mass Cancel Request (q) as assigned by the client.

    MassCancelRequestType Tag 530 (integer)required

    Specifies the type of cancellation requested. Supported values: 1: Cancel by Symbol

    Symbol Tag 55 (string)

    The symbol for which to cancel all orders. Required when MassCancelRequestType=1

    MsgType Tag 35 (string)

    Possible values: [q]

    Message Type = q (Order Mass Cancel Request)

Mass cancel report
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)