Response to an OrderMassCancelRequest on the zerohash CLOB
The OrderMassCancelReport message (r) is sent by the zerohash EP3 Platform in response to an OrderMassCancelRequest (q). Exactly one OrderMassCancelReport is generated per mass cancel request, regardless of the number of orders affected.
When accepted, MassCancelResponse (531) reflects the scope of the cancellation performed and mirrors the MassCancelRequestType (530) submitted on the request. Individual order cancellations are reported separately via ExecutionReport (8) messages with ExecType (150) = 4 (Canceled).
When rejected, MassCancelResponse (531) = 0, MassCancelRejectReason (532) is populated, and Text (58) provides a human-readable explanation. No ExecutionReport (8) messages are generated for a rejected mass cancel request.
Message Fields
| Tag | Field Name | Required | Note |
|---|---|---|---|
| Standard Header | Yes | MsgType = r | |
| 1 | Account | Conditional | Echoed from the OrderMassCancelRequest when provided |
| 11 | ClOrdID | Yes | Echoed from the OrderMassCancelRequest |
| 22 | SecurityIDSource | Conditional | Sent only when MassCancelRequestType (530) = 1. The security_id_source on the instrument, if defined. Defaults to 8 (Exchange Symbol) if undefined |
| 37 | OrderID | Yes | Identifier assigned by the CLOB to the mass cancel request |
| 48 | SecurityID | Conditional | Sent only when MassCancelRequestType (530) = 1. The security_id on the instrument, if defined. Matches Symbol (55) if undefined |
| 55 | Symbol | Conditional | Sent only when MassCancelRequestType (530) = 1. Instrument symbol |
| 58 | Text | Conditional | Sent only on a reject. Explains the reason for the mass cancel reject |
| 60 | TransactTime | Yes | Time the OrderMassCancelRequest was initiated |
| 530 | MassCancelRequestType | Yes | 1 = Cancel orders for a security; 7 = Cancel all orders |
| 531 | MassCancelResponse | Yes | 0 = Cancel Request Rejected, see MassCancelRejectReason (532); 1 = Cancel orders for a security; 7 = Cancel all orders |
| 532 | MassCancelRejectReason | Conditional | Sent only on a reject, used with Text (58). 99 = Other |
| 583 | ClOrdLinkID | Conditional | Echoed from the OrderMassCancelRequest when provided |
| Standard Trailer | Yes |
Example Message
Rejected, ClOrdLinkID provided without an Account:
8=FIXT.1.1 | 9=162 | 35=r | 49=TARGET | 56=SENDER | 34=102 | 52=20251216-19:29:51 |
11=REJTEST001 | 37=CG7A82ZEG7ND | 530=7 | 531=0 | 532=99 | 583=NOACCTLINK |
58=at least one account must be provided when ClordLinkId is provided | 10=033