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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
    StandardHeader objectrequired
    The header identifies the message type, length, destination, sequence number, origination point and time. Every FIX message begins with a Standard Header.
    BeginString Tag 8 (string)required

    Must be "FIX.4.4"

    BodyLength Tag 9 (integer)required

    Length of the message body in bytes

    MsgType Tag 35 (string)required

    Message Type

    MsgSeqNum Tag 34 (integer)required

    Integer message sequence number

    PossDupFlag Tag 43 (boolean)

    Indicates possible retransmission of message with this sequence number. If a message with this sequence number has been previously received, ignore message; if not, process normally.

    SenderCompID Tag 49 (string)required

    See FIX Endpoints for details

    TargetCompID Tag 56 (string)required

    See FIX Endpoints for details

    SendingTime Tag 52 (date-time)required

    Time when the message is being sent out from FIX Gateway

    PossResend Tag 97 (boolean)

    Indicates that message may contain information sent under another sequence number. Forward message to application and determine if previously received (i.e. verify order id and parameters).

    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

    StandardTrailer objectrequired
    Each FIX message is terminated by a Standard Trailer as a message delimiter as well as containing the checksum value.
    CheckSum Tag 10 (string)required

    Three bytes, simple checksum. Always last field in message

Mass cancel report
Schema
    StandardHeader objectrequired
    The header identifies the message type, length, destination, sequence number, origination point and time. Every FIX message begins with a Standard Header.
    BeginString Tag 8 (string)required

    Must be "FIX.4.4"

    BodyLength Tag 9 (integer)required

    Length of the message body in bytes

    MsgType Tag 35 (string)required

    Message Type

    MsgSeqNum Tag 34 (integer)required

    Integer message sequence number

    PossDupFlag Tag 43 (boolean)

    Indicates possible retransmission of message with this sequence number. If a message with this sequence number has been previously received, ignore message; if not, process normally.

    SenderCompID Tag 49 (string)required

    See FIX Endpoints for details

    TargetCompID Tag 56 (string)required

    See FIX Endpoints for details

    SendingTime Tag 52 (date-time)required

    Time when the message is being sent out from FIX Gateway

    PossResend Tag 97 (boolean)

    Indicates that message may contain information sent under another sequence number. Forward message to application and determine if previously received (i.e. verify order id and parameters).

    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

    StandardTrailer objectrequired
    Each FIX message is terminated by a Standard Trailer as a message delimiter as well as containing the checksum value.
    CheckSum Tag 10 (string)required

    Three bytes, simple checksum. Always last field in message