An Order Mass Action Report is used to acknowledge an Order Mass Action Request.
Sequence number assigned to this message.
The max value is 999999999 which is 1 short of 1 billion.
|39001||UUID||uInt64||8||Y||Matches Establish.UUID used to establish the connection.|
For futures and options markets: represents Operator ID.
For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters.
This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and the Advisory below:
In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact.
The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.
For pre-registered messages:
For on-demand messages:
Time the transaction represented by this Execution Report (35=8) occurred. Expressed as nanoseconds since epoch time.
UNDER DEVELOPMENT. Currently sent in milliseconds.
|5297||SendingTimeEpoch||uInt64||8||Y||Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970.|
OrderRequestID used to identify an OrderMassActionRequest and echo the value on the corresponding OrderMassActionReport
For the unsolicited events (e.g. fills and end of day eliminations), echo the value on the ExecutionReport representing the last accepted OrderRequestID on the corresponding order.
|1369||MassActionReportID||uInt64||8||Y||Unique ID of Order Mass Action Report as assigned by CME. If fragmented, then all messages must have the same value.|
Specifies the type of action requested.
Specifies the Product Group for which working orders should be cancelled. Conditionally present if MassActionScope=“Product Group” (tag 1374=10).
ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message.
The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).
The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).
For valid values, refer to ftp.cmegroup.com/fix/coo.
Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.
Note: this field is optional for EBS Market and eFIX Matching Service instruments.
Conditionally present if MassActionScope=”Instrument” (tag 1374=1).
Not currently being used.
|1375||MassActionResponse||MassActionResponse||1||Y||Specifies the action taken by CME when it received the Order Mass Action Request.|
Indicates if the message was initially received manually.
'0' indicates the message was generated by automated trading logic.
iLink messages containing a value other than '0' or '1' in this tag will be rejected.
This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.
Specifies the scope of the action.
Total number of orders affected by the Order Mass Action Request. Will be returned as zero for rejects or if no orders could be cancelled.
If fragmented, then this is the sum of NoAffectedOrders across all
Otherwise will have same value as NoAffectedOrders when one or more orders is cancelled.
|893||LastFragment||BooleanFlag||1||Y||Indicates whether the message is the last message in a sequence of messages to support fragmentation.|
|1376||MassActionRejectReason||uInt8NULL||1||N||Not currently being used.|
Specifies the market segment (physical match engine partition) for which working orders should be cancelled. Conditionally present if MassActionScope=”Market Segment” (tag 1374=9)
If present – specifies the scope of the Order Mass Action Request within the context of Session and Firm. If absent then all orders belonging to Session and Firm combination will be cancelled for specified MassActionScope.
If provided then only orders belonging to one side will be cancelled. If absent then orders belonging to both sides will be cancelled.
If provided then only orders of this type will be cancelled. If absent then all order types will be cancelled.
If provided then only orders with this qualifier will be cancelled. If absent then all Day & GT orders will be cancelled.
Indicates if a message was delayed as a result of:
If absent, the message was not delayed and was neither split nor received out of order.
Indicates if an order was submitted for market making obligation as required for MIFID.
Applicable only for EU BrokerTec.
Flags message as possible retransmission or duplicate
Indicates if message is an original transmission or duplicate in response to Retransmission Request or possible duplicate
Used when original messages are interleaved with Retransmission responses
Possible duplicate means the same message may have been sent again with different sequence number
|534||NoAffectedOrders||groupSize||3||N||Total number of order identifiers affected by the Order Mass Action Request. Only used if orders could actually be cancelled ,otherwise will be set to zero. Must be followed by OrigCIOrdID.|
|→41||OrigCIOrdID||String20Req||20||Y||Contains the ClOrd of the cancelled order.|
|→535||AffectedOrderID||uInt64||8||Y||Order ID of an order cancelled by a Mass Action Request.|
|→84||CxlQuantity||uInt32||4||Y||Total quantity cancelled for this order.|
Indicates the amount of time in nanoseconds that a message was subject to additional processing as a result of being:
Subtracting this number from tag 60-TransactTime will represent original received time of in-flight message.