This topic provides the Order Mass Action Report (tag 35-MsgType=BZ) message specification.
Order Mass Action Report (tag 35-MsgType=BZ) is sent by the CME Globex platform to the client system to confirm the number of orders cancelled by the Order Mass Action Request.
|Standard Header - CME Globex to Client System|
|35||MsgType||String(2)||BZ=Order Mass Action Report||Y||Header tag identifying message type.|
Unique ID of Order Mass Action Request as assigned by the customer.
Unique ID of Order Mass Action Report. If fragmented then all messages must have the same value.
Specifies the type of action requested.
Specifies the scope of the action.
Indicates if request was accepted.
Total number of orders affected by the Order Mass Action Request. Will be returned as zero for rejects or if request is accepted but no orders could be cancelled. If fragmented, then this is the sum of NoAffectedOrders across all messages with the same MassActionReportID. Otherwise will have same value as NoAffectedOrders when one or more orders is cancelled.
Total number of order identifiers affected by the Order Mass Action Request. Only used if orders could actually be cancelled. Must be followed by OrigCIOrdID.
Required if NoAffectedOrders > 0 and must be the first repeating field in the group. Indicates the CIOrdID of an order cancelled by this request.
Total quantity cancelled for this order.
Order ID of an order cancelled by a mass action request.
Specifies the market segment for which working orders should be cancelled.
Specifies the Group Code for which working orders should be cancelled.
Specifies the Instrument for which working orders should be cancelled.
Specifies the scope of the Order Mass Action Request within the context of Sender Comp ID. If absent then all orders belonging to Sender Comp ID will be cancelled for specified Mass Action Scope.
If provided then orders belonging to Account & Sender Comp ID will be cancelled for specified Mass Action Scope.
If present then only orders belonging to one side will be cancelled. If not sent, orders belonging to both sides will be cancelled.
If provided then only orders of this type will be cancelled. If absent then all orders will be cancelled. Stop Protect orders rest on the book as Stop Limit. Market Protect & Market Limit orders rest on the book as Limit but are required to be referenced as Market Protect & Market Limit only.
1=Good Till Cancel (GTC)
6=Good Till Date (GTD)
If present then only orders with this qualifier will be cancelled. If not present, all Day & GT orders will be cancelled.
Note: FAK orders are not cancelled since they do not rest on the book.
Time of execution/creation; expressed in UTC.
Indicates if the request was initially received manually (as opposed to electronically).
N=Not Last MessageY=Last Message
|Y||Indicates whether the message is the last message in a sequence of messages to support fragmentation.|
Reason orders could not be cancelled.
|5979||RequestTime||Int(20)||N||Information carried on a response to convey the time (UTC) when the request was received by the MSGW application. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.|
|Standard Message Trailer||End of message.|