| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 111 | BZ | OrdMassActRpt |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 11 | ClOrdID | ClOrdID | optional | SYNOPSIS:
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.
|
| 526 | SecondaryClOrdID | ClOrdID2 | optional | SYNOPSIS:
Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.
|
| 1369 | MassActionReportID | MassActionReportID | required | SYNOPSIS:
Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN)
|
| 1373 | MassActionType | MassActionType | required | SYNOPSIS:
Specifies the type of action requested
|
| 1374 | MassActionScope | MassActionScope | required | SYNOPSIS:
Specifies scope of Order Mass Action Request.
|
| 2675 | MassActionReason | MassActnRsn | optional | SYNOPSIS:
Reason for submission of mass action.
|
| 1375 | MassActionResponse | MassActionResponse | required | SYNOPSIS:
Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request.
|
| 1376 | MassActionRejectReason | MassActionRejectReason | optional | SYNOPSIS:
Reason Order Mass Action Request was rejected
|
| 533 | TotalAffectedOrders | TotAffctdOrds | optional | SYNOPSIS:
Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q).
|
| 2678 | TotalNotAffectedOrders | TotNotAffctdOrds | optional | SYNOPSIS:
Total number of orders unaffected by either the OrderMassActionRequest(35=CA) or OrderMassCancelRequest(35=Q).
|
| 893 | LastFragment | LastFragment | optional | SYNOPSIS:
Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
|
| 2001 | AffectedOrdGrp | AfctdOrd | optional | SYNOPSIS: ELABORATION: |
| 2111 | NotAffectedOrdGrp | NotAfctdOrd | optional | SYNOPSIS: ELABORATION: |
| 2200 | AffectedMarketSegmentGrp | AfctdMktSeg | optional | SYNOPSIS:
List of market segments that have been affected by a mass action.
ELABORATION: |
| 2201 | NotAffectedMarketSegmentGrp | NotAfctdMktSeg | optional | SYNOPSIS:
List of market segments that were not affected by a mass action.
ELABORATION: |
| 1301 | MarketID | MktID | optional | SYNOPSIS:
Identifies the market
|
| 1300 | MarketSegmentID | MktSegID | optional | SYNOPSIS:
Identifies the market segment
|
| 2199 | TargetMarketSegmentGrp | TgtMktSeg | optional | SYNOPSIS:
Convey a list of market segments upon which an action is to be taken.
ELABORATION: |
| 336 | TradingSessionID | SesID | optional | SYNOPSIS:
Identifier for a trading session.
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.
To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).
Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
|
| 625 | TradingSessionSubID | SesSub | optional | SYNOPSIS:
Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
|
| 1012 | Parties | Pty | optional | SYNOPSIS:
The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.
ELABORATION: |
| 1063 | TargetParties | TgtPty | optional | SYNOPSIS: ELABORATION: |
| 1003 | Instrument | Instrmt | optional | SYNOPSIS:
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
ELABORATION: |
| 1021 | UnderlyingInstrument | Undly | optional | SYNOPSIS:
The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.
ELABORATION: |
| 54 | Side | Side | optional | SYNOPSIS:
Side of order (see Volume : "Glossary" for value definitions)
|
| 44 | Price | Px | optional | SYNOPSIS:
Price per unit of quantity (e.g. per share)
|
| 60 | TransactTime | TxnTm | optional | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 376 | ComplianceID | ComplianceID | optional | SYNOPSIS:
ID used to represent this transaction for compliance purposes (e.g. OATS reporting).
|
| 2404 | ComplianceText | ComplianceTxt | optional | SYNOPSIS:
Free text for compliance information required for regulatory reporting.
|
| 2351 | EncodedComplianceTextLen | EncComplianceTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field.
|
| 2352 | EncodedComplianceText | EncComplianceTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field.
|
| 58 | Text | Txt | optional | SYNOPSIS:
Free format text string
(Note: this field does not have a specified maximum length)
|
| 354 | EncodedTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
|
| 355 | EncodedText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |