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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For Mass Order Status functionality, the client system must be able to process the following message types:
Mass Order Status functionality allows client systems to obtain the statuses of all working orders for an iLink SenderCompID (FIX tag 49i.e. a combination of SessionID and FirmID) via the Order Mass Status Request (tag 35-MsgType=AF) message at the following levels:
Status for all working orders for an instrument ID (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.
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*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)
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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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Entity Identifier | Market Identifier | Order identifier |
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Tag 49-SenderCompID SenderCompID; i.e. SessionID + FirmID (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
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Tag 5000-OrdStatusReqType Value | Description |
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100 | Return status for all working orders that match tag 505392-SenderSubID SenderID under tag 49- SenderCompID |
101 | Return status for all working orders that match customer account (tag 1-Account under tag 49-1693-PartyDetailRole=24) under SenderCompID |
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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. |
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To obtain statuses for all working orders, a specific instrument ID, 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.
Tag 585-MassStatusReqType Value | Description |
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1 | Return status for all working orders that match the instrument ID (tag 10748-SecurityDecSecurityID) under tag 49- SenderCompID |
3 | Return status for all working orders that match instrument group (tag 551151-SymbolSecurityGroup) under tag 49- SenderCompID |
7 | Return status for all working orders under tag 49- SenderCompID |
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The Order Mass Status Request (35=AF) message must include a valid combination for tag 585-MassStatusReqType and each tag 551151-Symbol SecurityGroup and tag 10748-SecurityDescSecurityID. For example, if the client system submits a Order Mass Status Request (tag 35=AF) message for an instrument ID (tag 585-MassStatusReqType=1) and includes an invalid combination of tag 10748-SecurityDesc SecurityID and tag 551151-SymbolSecurityGroup, CME Globex will ignore the value in tag 551151-Symbol SecurityGroup and return statuses for all working orders for the instrument ID specified in tag 10748-SecurityDescSecurityID. |
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:
If the Mass Order Status Request is accepted, CME Globex will respond with individual Execution Report: Order Status Request Acknowledgment (tag 35-MsgType=8, tag 150-ExecType=I) messages, indicating the order status (tag 39-OrdStatus) for all orders matching the criteria provided on the request.
If the Mass Order Status Request is accepted, but no orders are found, CME Globex will respond with individual Execution Report: Order Status Request Acknowledgment [tag 35-MsgType=8, tag 150-ExecType=I, tag 39-OrdStatus=U (Unknown)] messages, with tag 58-Text=Order Status Not Found.
If the Mass Order Status Request is rejected (i.e., missing required tags, invalid FIX tags, etc.), the message is rejected with a iLink Business Level Reject (tag 35-MsgType=j) message.
The following diagram shows the message flow for the individual Execution Report: Order iLink Execution Report - Status Acknowledgment (tag 35-MsgType=8, tag 150-ExecType=I) messages.
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Tag 912=LastRptRequested indicates that a message is the last reporting message response to a Order Mass Status Request (tag 35-MsgType=AF) message. |
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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| |
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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| |
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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| |
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