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Input - Mass Order Cancel

Submit mass order cancel request.

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	header
2	→ applicationName	Application Name	String		REQUIRED	Identifies the application generating the message.
3	→ applicationVendor	Application Vendor	String		REQUIRED	Identifies the vendor of the application generating the message.
4	→ applicationVersion	Application Version	String		REQUIRED	Identifies the version of the application generating the message.
5	→ messageType	Message Type	MessageType	`ORDCXLM` ORDCXLM (Mass Order Cancel)	REQUIRED
6	→ requestId	Request ID	String		REQUIRED	A unique identifier for the request provided by the client for correlation.
7	→ sentTime	Sent Time	DateTime		REQUIRED	Timestamp of the message leaving the producing application.
8	payload
9	→ customerAccountId	Customer Account ID	String	Length: 1 - 12	REQUIRED
10	→ durationType	Duration Type	OrderDurationType	`DAY` DAY (Day) - Order expires at the end of the trading day. GOOD_TILL_CANCEL CANCEL (Good till Cancel) - Order remains working until cancelled GOOD_TILL_DATE DATE (Good till Date) - Order remains working until the end of the trading session of the local market date specified in the ExpirationDate field.	OPTIONAL
11	→ entityScope	Entity Scope	OrderEntityScope	CUSTOMER_ACCOUNT ACCOUNT (Customer Account) `OPERATOR` OPERATOR (Operator)	OPTIONAL
12	→ executingFirmId	Executing Firm ID	String	Length: 1 - 10	REQUIRED
13	→ glbxGroupId	Globex Group ID	String		CONDITIONAL	Support for single Globex Group ID is offered today Criteria ALWAYS when payloadwhen payload.instrumentScope = PRODUCT_GROUP
14	→ glbxSecurityId	Globex Security ID	Integer		CONDITIONAL	Criteria ALWAYS when payloadwhen payload.instrumentScope = INSTRUMENT
15	→ instrumentScope	Instrument Scope	OrderInstrumentScope	`ALL` ALL (All) `INSTRUMENT` INSTRUMENT (Instrument) MARKET_SEGMENT SEGMENT (Market Segment) PRODUCT_GROUP GROUP (Product Group)	REQUIRED
16	→ manualInd	Manual Indicator	YesNoIndicator	`NO` NO (No) - No `YES` YES (Yes) - Yes	REQUIRED	Indicates whether the order was generated by automated trading logic.
17	→ marketSegmentId	Market Segment ID	Integer		CONDITIONAL	Criteria ALWAYS when payloadwhen payload.instrumentScope = MARKET_SEGMENT
18	→ operatorId	Operator ID	String	Length: 1 - 18	REQUIRED
19	→ senderCountry	Sender Country	String	Length: 1 - 2	REQUIRED
20	→ senderState	Sender State	String	Length: 2 - 2	OPTIONAL
21	→ sideInd	Side Indicator	MarketSideIndicator	`BUY` BUY (Buy) - Identifies a buy side order `CROSS` CROSS (Cross) `SELL` SELL (Sell) - Identifies a sell side order	OPTIONAL
22	→ type	Type	OrderType	`LIMIT` LIMIT (Limit) - A Limit order defines the upper price limit at which to buy an instrument and lower price limit at which to sell an instrument. The price limit is defined in the Price field. If the price is not immediately available, the Limit order will rest until filled or cancelled. STOP_LIMIT LIMIT (Stop Limit) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop-Limit order goes on the book as a Limit order once triggered.	OPTIONAL

Output - Mass Order Cancel Response - Success

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	header
2	→ messageType	Message Type	messageType	`ORDSTS` ORDSTS (Order Status)	ALWAYS
3	→ possibleRetransInd	Possible Retransmission Indicator	yesNoIndicator	`NO` NO (No) - No `YES` YES (Yes) - Yes	OPTIONAL
4	→ reportId	Report ID	string		ALWAYS
5	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
6	→ responseCount	Response Count	int32		ALWAYS
7	→ responseLastFragmentInd	Response Last Fragment Indicator	yesNoIndicator	`NO` NO (No) - No `YES` YES (Yes) - Yes	OPTIONAL
8	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.
9	→ sequenceNbr	Sequence Number	string		ALWAYS
10	payload
11	→ action	Action	orderAction	CANCEL_MASS MASS (Mass Cancel)	ALWAYS
12	→ durationType	Duration Type	orderDurationType	`DAY` DAY (Day) - Order expires at the end of the trading day. FILL_AND_KILL KILL (Fill and Kill) - Order is immediately executed against any available quantity and any remaining quantity is eliminated FILL_OR_KILL KILL (Fill or Kill) - Order is filled completely or else eliminated GOOD_TILL_CANCEL CANCEL (Good till Cancel) - Order remains working until cancelled GOOD_TILL_DATE DATE (Good till Date) - Order remains working until the end of the trading session of the local market date specified in the ExpirationDate field.	OPTIONAL
13	→ manualInd	Manual Indicator	yesNoIndicator	`NO` NO (No) - No `YES` YES (Yes) - Yes	ALWAYS	Indicates whether the order was generated by automated trading logic.
14	→ marketSegmentId	Market Segment ID	int32		ALWAYS
15	→ orderKeys[]
16	→ → canceledQtyInt	Canceled Quantity Int	int32		ALWAYS
17	→ → customerOrderId	Customer Order ID	string		ALWAYS
18	→ → venueOrderId	Venue Order ID	string		ALWAYS
19	→ senderCountry	Sender Country	string		ALWAYS
20	→ senderState	Sender State	string		OPTIONAL
21	→ sideInd	Side Indicator	marketSideIndicator	`BUY` BUY (Buy) - Identifies a buy side order `CROSS` CROSS (Cross) `SELL` SELL (Sell) - Identifies a sell side order	OPTIONAL
22	→ transactionTime	Transaction Time	dateTime		ALWAYS
23	→ type	Type	orderType	`LIMIT` LIMIT (Limit) - A Limit order defines the upper price limit at which to buy an instrument and lower price limit at which to sell an instrument. The price limit is defined in the Price field. If the price is not immediately available, the Limit order will rest until filled or cancelled. `MARKET` MARKET (Market) - A Market order with protection is filled within a pre-defined range of prices referred to as the protected range. For buy orders, protection points are added to the current best offer price to calculate the protection price limit. For sell orders, protection points are subtracted from the current best bid price. MARKET_TO_LIMIT LIMIT (Market to Limit) - A Market-limit order is executed at the best price available in the market. If the market-limit order can only be partially filled, the order becomes a limit order and the remaining quantity remains on the order book at the specified limit price. `STOP` STOP (Stop) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop order goes on the book as a Market order once triggered. STOP_LIMIT LIMIT (Stop Limit) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop-Limit order goes on the book as a Limit order once triggered.	OPTIONAL

Output - Mass Order Cancel Response - Error

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Code	string		ALWAYS
3	→ message	Message	string		ALWAYS
4	→ referenceField	Reference Field	string		OPTIONAL
5	header
6	→ messageType	Message Type	messageType	`ORDCXLMRJ` ORDCXLMRJ (Mass Order Cancel Reject)	ALWAYS
7	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
8	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.
9	→ sequenceNbr	Sequence Number	string		ALWAYS
10	payload
11	→ transactionTime	Transaction Time	dateTime		OPTIONAL

Version	Old Version 1	New Version Current
Changes made by	Space Sync for Confluence	Space Sync for Confluence
Saved on	Dec 21, 2024	Dec 30, 2024

Page Comparison

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Key

Input - Mass Order Cancel

Fields

Criteria

Criteria

Criteria

Output - Mass Order Cancel Response - Success

Fields

Output - Mass Order Cancel Response - Error

Fields