Page History

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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

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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.

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.

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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.

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End Component

 </Parties>

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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.

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End Component

 </Instrument>

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.

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Component

 <Parties>

Y

Pty

448

PartyID

Y

ID

String

12

452

PartyRole

Y

R

Int

2

Indicates the party the request is being made for.

Supported Values:

1 – Trading Member Firm

24 – Customer Account

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End Component

 </Parties>

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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. 

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End Component

 </Instrument>