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Order Mass Status Request (tag 35-MsgType=AF) is sent by the client system to CME Globex to obtain status for multiple orders based on conditions specified by the client system.

Tag

Name

FIX Type

Enumeration

Req

Description

Standard Header - Client System to CME Globex




35MsgTypeString(2)AF=Order Mass Status RequestYHeader tag identifying message type.

584

MassStatusReqID

String(20)


Y

Unique identifier for Order Mass Status Request as assigned by the client system.

585

MassStatusReqType

Int(3)

1=Instrument

3=Group Code

7=All Orders

100=Market Segment

Y

Specifies the scope of the Order Mass Status Request. The statuses of all working orders will be returned for one of the following:

  • 1=Instrument
  • 3=Group Code
  • 7=All Orders
  • 100=Market Segment 
1300MarketSegmentIDInt(2)
C

Specifies the market segment for the Mass Order Status.

Required when tag 585=100

5000

OrdStatusReqType

Int(3)

100=SenderSubID

101=Account

N

Specifies the scope of the Order Mass Status Request within the context of tag 585-MassStatusRequestType and tag 49-SenderCompID for working orders only. Statuses will be returned for all orders matching the specified criteria specified.

1

Account

String(12)


C

Unique account identifier.

Note: Required if tag 5000-Order Status Request Type=101 (Account).

55

Symbol

String(6)


C

This tag contains the instrument group code of the instrument.

Note: Required if tag 585-MassStatusReqType=3 (Instrument Group).

107

SecurityDesc

String(20)


C

Instrument identifier.
Future Example: GEZ8
Option Example: CEZ9 C9375

Note: Conditionally required if 585-MassStatusReqType=1 (Instrument). Statuses for orders belonging to this particular instrument will be returned. If this field contains an invalid value, an Execution Report - Reject (no orders found) will be sent. This tag will be ignored if it is present when tag 585-MassStatusReqType does not equal 1 (Instrument).

59

TimeInForce

Char(1)

0=Day

1=Good Till Cancel (GTC) 6=Good Till Date (GTD)

N

Specifies how long the order remains in effect. If not present, DAY order is the default.

See Order Types for Futures and Options or Order Qualifiers for more information.

If this tag is sent, statuses will only be sent for orders with this qualifier. If this tag is not sent, statuses for all Day and GT orders will be sent.

60

TransactTime

UTCTimeStamp(21)


Y

Timestamp of the business event of submitting the Order Mass Status Request (e.g., when the submission button was clicked).

UTC format YYYYMMDD-HH:MM:SS.sss
e.g. 20091216-19:21:41.109

1028

ManualOrderIndicator

Boolean(1)

Y=Yes (Manual)

N=No (Electronic)

Y

Indicates if order was sent manually or generated by automated trading logic.

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