Page tree
Skip to end of metadata
Go to start of metadata

Order Mass Action Request (tag 35-MsgType=CA) is sent by the client system to the CME Globex Platform to mass-cancel orders based on conditions specified by the client in the message.

Tag

Name

FIX Type

Enumeration

Req

Description

Standard Header - Client to CME Globex




35MsgTypeSting(2)CA=Order Mass Action RequestYHeader tag identifying message type.

11

ClOrdID

String(32)


Y

Unique ID of Order Mass Action Request as assigned by the customer. Uniqueness must be enforced by client system.

1373

MassActionType

Int(1)

3=Cancel Orders

Y

Specifies the type of action requested. 

1374

MassActionScope

Int(2)

1=Instrument

9=Market Segment ID

10=Group Code

Y

Specifies the scope of the action. All orders will be cancelled for either:

  • Instrument
  • Market Segment ID
  • Group Code

1300

MarketSegmentID

Int(2)


C

Specifies the market segment for which working orders should be cancelled. Conditionally Required if Mass Action Scope=”Market Segment” (Tag 1374=9). Will be ignored if present for any other criteria specified in Mass Action Scope besides Market Segment.

55

Symbol

String(6)


C

Specifies the Instrument Group for which working orders should be cancelled. Conditionally required if Mass Action Scope= “Instrument Group” (Tag 1374=10). Ignored if present for any other criteria specified in Mass Action Scope besides Instrument Group.

107

SecurityDesc

String(20)


C

Conditionally required if Mass Action Scope=”Instrument” (Tag 1374=1). Will be ignored if present for any other criteria specified in Mass Action Scope besides Instrument.

6115

MassCancelRequestType

Int(3)

100=SenderSubID

101=Account

N

If present – 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.

1

Account

String(12)


C

Conditionally required if Mass Cancel Request Type=”Account” (Tag 6115=101). If provided then orders belonging to Account & Sender Comp ID will be cancelled for specified Mass Action Scope. Will be ignored if present for any other criteria specified in Mass Cancel Request Type besides Account or if Mass Cancel Request Type itself is absent.

54

Side

Char(1)

1=Buy

2=Sell

N

If provided then only orders belonging to one side will be cancelled. If absent then orders belonging to both sides will be cancelled.

40

OrdType

Char(1)

2=Limit

4=Stop Limit

N

If ‘2’ then all limit, market-limit, and market-protect orders will be cancelled.

If ‘4’ then all stop and stop-limit orders will be cancelled.

If this tag is present, only orders of this type will be cancelled. If not present all orders will be cancelled.

59

TimeInForce

Char(1)

0=Day

1=Good Till Cancel (GTC)

6=Good Till Date (GTD)

N

If this tag is present, only orders with this qualifier will be cancelled. If not present, all Day & GT orders will be cancelled.

60

TransactTime

UTCTimeStamp(21)


Y

Time of execution/creation; expressed in UTC.

1028

ManualOrderIndicator

Boolean(1)

N=No (Electronic)

Y=Yes (Manual)

Y*

Indicates if the request was initially received manually.

Standard Message Trailer





 End of message.
Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally