This topic provides the Order Mass Action Report (tag 35-MsgType=BZ) message specification.
Order Mass Action Report (tag 35-MsgType=BZ) is sent by the CME Globex platform to the client system to confirm the number of orders cancelled by the iLink 2 Order Mass Action Request.
|iLink 2 Standard Header - CME Globex to Client System|
|35||MsgType||String(2)||BZ=Order Mass Action Report||Y||Header tag identifying message type.|
Unique ID of Order Mass Action Request as assigned by the customer.
Unique ID of Order Mass Action Report. If fragmented then all messages must have the same value.
Specifies the type of action requested.
Specifies the scope of the action.
Indicates if request was accepted.
Total number of orders affected by the Order Mass Action Request. Will be returned as zero for rejects or if request is accepted but no orders could be cancelled. If fragmented, then this is the sum of NoAffectedOrders across all messages with the same MassActionReportID. Otherwise will have same value as NoAffectedOrders when one or more orders is cancelled.
Total number of order identifiers affected by the Order Mass Action Request. Only used if orders could actually be cancelled. Must be followed by OrigCIOrdID.
Required if NoAffectedOrders > 0 and must be the first repeating field in the group. Indicates the CIOrdID of an order cancelled by this request.
Total quantity cancelled for this order.
Order ID of an order cancelled by a mass action request.
Specifies the market segment for which working orders should be cancelled.
Specifies the Group Code for which working orders should be cancelled.
Specifies the Instrument for which working orders should be cancelled.
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.
If provided then orders belonging to Account & Sender Comp ID will be cancelled for specified Mass Action Scope.
If present then only orders belonging to one side will be cancelled. If not sent, orders belonging to both sides will be cancelled.
If provided then only orders of this type will be cancelled. If absent then all orders will be cancelled. Stop Protect orders rest on the book as Stop Limit. Market Protect & Market Limit orders rest on the book as Limit but are required to be referenced as Market Protect & Market Limit only.
1=Good Till Cancel (GTC)
6=Good Till Date (GTD)
If present then only orders with this qualifier will be cancelled. If not present, all Day & GT orders will be cancelled.
Note: FAK orders are not cancelled since they do not rest on the book.
Time of execution/creation; expressed in UTC.
Indicates if the request was initially received manually (as opposed to electronically).
Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing
Note: if tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response.
N=Not Last MessageY=Last Message
|Y||Indicates whether the message is the last message in a sequence of messages to support fragmentation.|
Reason orders could not be cancelled.
|5979||RequestTime||Int(20)||Y||Information carried on a response to convey the time (UTC) when the request was received by the MSGW application. UTC timestamps are sent in number of nanoseconds since UNIX epoch with microsecond precision.|
Indicates the amount of time in nanoseconds that a message was subject to additional processing as a result of being:
- split among multiple packets (tag 9553=0)
- out-of-order (tag 9553=1)
- a previously submitted split message (tag 9553=2)
Subtracting this number from tag 5979-RequestTime will represent original received time of in-flight message
0 – Split message
1 – Out-of-order message
2 – Complete message
Indicates whether a message was subject to additional processing as a result of being:
- split among multiple packets (0)
- out-of-order (1)
- a previously submitted split message (2)
If absent, then the message was not subject to additional processing.
|iLink 2 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