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 | |
| 11 | ClOrdID | Yes | Echoed from the OrderMassCancelRequest |
| 22 | SecurityIDSource | Yes | The security_id_source on the instrument, if defined. Defaults to 8 (Exchange Symbol) if undefined |
| 48 | SecurityID | Yes | The security_id on the instrument, if defined. Matches Symbol (55) if undefined |
| 55 | Symbol | Yes | Instrument symbol |
| 58 | Text | - | Explains the reason for a 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 | Yes | Populated on rejection, used with Text (58). 99 = Other |
| 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=EXAMPLE_ORDER_001 | 530=7 | 531=0 | 532=0 |
58=at least one account must be provided when ClOrdLinkID is provided | 10=033