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Tag

Field Name

Req

FIXML Element

Data Type

Max Length

Description

Component <StandardHeader>

 


Hdr

 

 

 




49

SenderCompID

Y

SID

String

7

Sender Company Identifier. Value will be provided by CME.

56

TargetCompID

Y

TID

String

7

Target Company Identifier. Supported Value: CME

57

TargetSubID

Y

TSub

String

5

Target Sub Identifier. Supported Value: RMAPI

...

Tag

Field Name

Req

FIXML Element

Data Type

Max Length

Description

Component <StandardHeader> 


Hdr

 

 

 




49

SenderCompID

Y

SID

String

7

Sender Company Identifier. Supported Value: CME

50

SenderSubID

Y

SSub

String

5

Sender Sub Identifier. Supported Value:RMAPI

56

TargetCompID

Y

TID

String

7

Target Company Identifier. Value will be provided by CME.

...

Tag

Field Name

Req

FIXML Element

Data Type

Max Length

Description

35

OrderMassActionRequest

Y

OrdMassActReq

String

2

MsgType=CA

11

ClOrdID

Y

CIOrdID

String

16

Identifier of Order Mass Action Request. It is recommended that customers send unique identifiers but uniqueness is not enforced by the API.  

1373

MassActionType

Y

MassActionType

Int

1

Specifies the type of action requested.

Supported Values:

3 - Cancel Orders

1374

MassActionScope

Y

MassActionScope

Int

3

Specifies scope of Order Mass Action Request.

Supported Values:

100 – All orders for an exchange.

101 – All orders for all exchanges.

60

TransactTime

Y

TxnTm

UTCTimestamp

23

Timestamp when the business transaction represented by the message occurred. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

Component

 <Parties>

Y

Pty

 

 

 




448

PartyID

Y

ID

String

12

Specific value for a specified Party Role.

452

PartyRole

Y

R

Int

2

Indicates the party the request is being made for.

Supported Values:

1 – Trading Member Firm.

24 – Customer Account.

Each incoming Order Mass Action Request can only have one account and one firm.

End Component

 </Parties>

 

 

 

 

 






Component

 <Instrument>

Conditional

Instrmt

 

 

 




207

SecurityExchange

Conditional

Exch

String

4

Needed to specify the product exchange for which all open orders will be cancelled. Required only when Mass Action Scope=100.

End Component

 </Instrument>

 

 

 

 

 






Order Mass Action Report (tag 35-MsgType=BZ)

Tag

Field Name

Req

FIXML Element

Data Type

Max Length

Description

35

OrderMassActionReport

Y

OrdMassActRpt

String

2

MsgType=BZ

11

ClOrdID

Y

CIOrdID

String

16

Pancake flip of the ClientOrder ID provided on the incoming Order Mass Action Request message.

1369

MassActionReportID

Y

MassActionReportID

String

20

Unique ID of Order Mass Action Report as assigned by RMI API.

1373

MassActionType

Y

MassActionType

Int

3

Specifies the type of action requested. This is a pancake flip of the incoming value provided on the Order Mass Action Request message.

1374

MassActionScope

Y

MassActionScope

Int

3

Specifies the scope of the Action – this is a pancake flip of the incoming value provided on the Order Mass Action Request message.

1375

MassActionResponse

Y


 

MassActionResponse

Int

1

Specifies the action taken by RMI API when it receives the Order Mass Action Request.

Supported Values:

1 – Accepted.

1376

MassActionReject

Reason

Conditional

MassActionRejectReason

Int

3

Reason Order Mass Action Request was rejected. Required if Mass Action Response=0. Supported Values:

99 – Other

58

Text

Optional

Txt

String

250

Text further explaining the Party Entitlement Definition Request Result.

Component

 <Parties>

Y

Pty

 

 

 




448

PartyID

Y

ID

String

12

Specific value for a specified Party Role.

Info
 The account reflects a capitalized value regardless of the inbound value.

452

PartyRole

Y

R

Int

2

Indicates the party the request is being made for.

Supported Values:

1 – Trading Member Firm

24 – Customer Account

End Component

 </Parties>

 

 

 

 

 






Component

 <Instrument>

Y

Instrmt

 

 

 




207

SecurityExchange

Y

Exch

String

4

Specifies the exchange requested for which orders are to be cancelled. This is a flip of the incoming value unless it is missing or null in which case it will not be sent. 

End Component

 </Instrument>

 

 

 

 

 






Business Level Reject (tag 35-MsgType=j)

...

Panel
titleBusiness Level Reject

<FIXML v="FIX.5.0SP2" xv="130" cv="CME.1000" s="2010-11-16" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">

   <BizMsgRej RefMsgTyp="CA" BizRejRefID="0" BizRejRsn="0" Txt="Value 'abc1234567890' with length = '13' is not facet-valid with respect to maxLength '12' for type 'PartyID_t'.">

      <Hdr SID="CME" TID="CMC" SSub="RMAPI"/>

   </BizMsgRej>

</FIXML>

Note
All risk management services are offered by CME Group on a best-efforts basis. Clearing Member Firm (CMF) Risk Administrators only have access to the Execution Firms and Exchanges that they guarantee. Any attempt to take action on an Executing Firm and Exchange assigned to a different CMF will be rejected.

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