Mass Order Status functionality for iLink provides an efficient way to obtain statuses for all working orders with a single request.
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Mass Order Status Functionality on iLink
For Mass Order Status functionality, the client system must be able to process the following message types:
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- Status for all working orders for an instrument (tag 585-MassStatusReqType=1)
- Status for all working orders for an instrument group (tag 585-MassStatusReqType=3)
Status for all working orders (tag 585-MassStatusReqType=7) *only available for CGW sessions.
Info *If a MSGW session submits MOSR for all working orders (tag 585-MassStatusReqType=7), CME Globex will send a Business Level Reject with tag 58-Text=FIX field incorrect 'Order Status for all Orders Not Available on Market Segment Session: '7' tag: 585'.
- Status for all working orders for a market segment (tag 585-MassStatusReqType=100)
Info Tag 1300-MarketSegmentID is required when tag 585-MassStatusReqType=100. Tag 1300-Market SegmentID should be added to the Order Mass Status Request (tag 35-MsgType=AF) message to specify the market segment for the products customers want to retrieve mass order status.
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- Day orders (tag 59-TimeInForce=0)
- GTC orders (tag 59-TimeInForce=1)
- GTD orders (tag 59-TimeInForce=6)
Mass Order Status Request Parameters
The conditions for the Mass Order Status are defined in the Order Mass Status Request (tag 35-MsgType=AF) message at the following levels with the following tags.
Entity Identifier | Market Identifier | Order identifier |
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Tag 49-SenderCompID (Required) | Tag 585-MassStatusReqType(Required) Valid Values:
| Tag 59-TimeInForce Valid Values:
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Tag 5000-OrdStatusReqType (Optional) Valid Values:
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Entity Identifier
To obtain the statuses of all working orders for the specific tag 50-SenderSubID or tag 1-Account values, the client system must include tag 5000-OrdStatusReqType in the Order Mass Status Request (tag 35-MsgType=AF) message.
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| Info |
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| If tag 5000-OrdStatusReqType is not included in the Order Mass Status Request (tag 35-MsgType=AF) message, CME Globex will return the statuses for all working orders with the indicated tag 49-SenderCompID value, regardless of the tag 1-Account and tag 50-SenderSubID values. |
Market Identifier
To obtain statuses for all working orders, a specific instrument, or a specific instrument group, the client system must specify the value for tag 585-MassStatusReqType in the Order Mass Status Request (tag 35-MsgType=AF) message.
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The Order Mass Status Request (35=AF) message must include a valid combination for tag 585-MassStatusReqType and each tag 55-Symbol and tag 107-SecurityDesc. For example, if the client system submits a Order Mass Status Request (tag 35=AF) message for an instrument (tag 585-MassStatusReqType=1) and includes an invalid combination of tag 107-SecurityDesc and tag 55-Symbol, CME Globex will ignore the value in tag 55-Symbol and return statuses for all working orders for the instrument specified in tag 107-SecurityDesc. |
Order Identifiers
The use of order identifier parameters is optional.
- If the order identifier (tag 59-TimeInForce) is present, only the statuses for working orders that meet the criteria will be returned.
- If no order identifier is present, all working orders under the specified tag 49-SenderCompID will be returned.
Message Processing
Upon submission of a iLink 2 Order Mass Status Request message:
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Sample Messages
Order Mass Status Request
8=FIX.4.2|9=702|35=AF|34=1371912|49=ZZA147N|50=147|52=20101017-14:22:00.542|56=CME|57=G|142=US,IL| |
Execution Report - Order Status Request Acknowledgment (Not Last Message)
8=FIX.4.2|9=326|35=8|34=5040|369=188|52=20120509-20:18:17.347|97=N|43=N|49=CME|50=G|56=ZZA650N| |
Execution Report - Order Status Request Acknowledgment (Last Message)
8=FIX.4.2|9=326|35=8|34=5040|369=188|52=20120509-20:18:17.347|97=N|43=N|49=CME|50=G| |