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Excerpt

hidden	false

Submit mass order cancel request.

Style
.wiki-content .columnLayout .cell.aside {width:400px;}

Panel

borderColor	lightgray

Page Properties

URL	/order/cancel-mass
HTTP Method	PUT
Version	2.0.0

Panel

borderColor	lightgray
titleBGColor	whitesmoke
title	Contents

Table of Contents

maxLevel	3

Request

Body

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	→ requestId	Request ID	String		REQUIRED	A unique identifier for the request provided by the client for correlation.
6	→ sentTime	Sent Time	DateTime		REQUIRED	Timestamp of the message leaving the producing application.
7	payload
8	→ customerAccountId	Customer Account ID	String	Length: 1 - 12	REQUIRED	Support for single Customer Account ID is offered today
9	→ 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
10	→ entityScope	Entity Scope	OrderEntityScope	CUSTOMER_ACCOUNT ACCOUNT (Customer Account) `OPERATOR` OPERATOR (Operator)	OPTIONAL
11	→ executingFirmId	Executing Firm ID	String	Length: 1 - 10	REQUIRED	Support for single Executing Firm ID is offered today
12	→ glbxGroupId	Globex Group ID	String		CONDITIONAL	Support for single Globex Group ID is offered today Criteria ALWAYS when payloadwhen payload.instrumentScope = PRODUCT_GROUP
13	→ glbxSecurityId	Globex Security ID	Integer		CONDITIONAL	Support for single Globex Security ID is offered today Criteria ALWAYS when payloadwhen payload.instrumentScope = INSTRUMENT
14	→ instrumentScope	Instrument Scope	OrderInstrumentScope	`ALL` ALL (All) `INSTRUMENT` INSTRUMENT (Instrument) MARKET_SEGMENT SEGMENT (Market Segment) PRODUCT_GROUP GROUP (Product Group)	REQUIRED	Support for Instrument Scope == ALL will be extended to the API in Q4 2023
15	→ manualInd	Manual Indicator	YesNoIndicator	`NO` NO (No) - No `YES` YES (Yes) - Yes	REQUIRED	Indicates whether the order was generated by automated trading logic.
16	→ marketSegmentId	Market Segment ID	Integer		CONDITIONAL	Support for single Market Segment ID is offered today Criteria ALWAYS when payloadwhen payload.instrumentScope = MARKET_SEGMENT
17	→ operatorId	Operator ID	String	Length: 1 - 18	REQUIRED	Support for single Operator ID is offered today
18	→ senderCountry	Sender Country	String	Length: 1 - 2	REQUIRED
19	→ senderState	Sender State	String	Length: 2 - 2	OPTIONAL
20	→ sideInd	Side Indicator	MarketSideIndicator	`BUY` BUY (Buy) - Identifies a buy side order `CROSS` CROSS (Cross) `SELL` SELL (Sell) - Identifies a sell side order	OPTIONAL
21	→ 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

Response - 200

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	header
2	→ reportId	Report ID	string		ALWAYS
3	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
4	→ responseCount	Response Count	int32		ALWAYS
5	→ responseLastFragmentInd	Response Last Fragment Indicator	yesNoIndicator	`NO` NO (No) - No `YES` YES (Yes) - Yes	OPTIONAL
6	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.
7	payload
8	→ action	Action	orderAction	CANCEL_MASS MASS (Mass Cancel)	ALWAYS
9	→ 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
10	→ manualInd	Manual Indicator	yesNoIndicator	`NO` NO (No) - No `YES` YES (Yes) - Yes	ALWAYS	Indicates whether the order was generated by automated trading logic.
11	→ marketSegmentId	Market Segment ID	int32		OPTIONAL	ALWAYS when Instrument Scope in (MARKET_SEGMENT, ALL)
12	→ orderKeys[]
13	→ → canceledQtyInt	Canceled Quantity Int	int32		ALWAYS
14	→ → customerOrderId	Customer Order ID	string		ALWAYS
15	→ → venueOrderId	Venue Order ID	string		ALWAYS
16	→ senderCountry	Sender Country	string		ALWAYS
17	→ senderState	Sender State	string		OPTIONAL
18	→ sideInd	Side Indicator	marketSideIndicator	`BUY` BUY (Buy) - Identifies a buy side order `CROSS` CROSS (Cross) `SELL` SELL (Sell) - Identifies a sell side order	OPTIONAL
19	→ transactionTime	Transaction Time	dateTime		ALWAYS
20	→ 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

Response - 400

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Code	string	`1` 1 - {Unclassified error message} `100` 100 - Request is invalid: {Error Message} `101` 101 - {Field} is not present `102` 102 - {Field} has an incorrect value: {Value} `103` 103 - {Field} is invalid	ALWAYS
3	→ message	Message	string		ALWAYS
4	header
5	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
6	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.

Response - 403

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Code	string	`1` 1 - {Unclassified error message} `100` 100 - Request is invalid: {Error Message} `101` 101 - {Field} is not present `102` 102 - {Field} has an incorrect value: {Value} `103` 103 - {Field} is invalid	ALWAYS
3	→ message	Message	string		ALWAYS
4	header
5	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
6	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.

Response - 500

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Code	string	`1` 1 - {Unclassified error message} `100` 100 - Request is invalid: {Error Message} `101` 101 - {Field} is not present `102` 102 - {Field} has an incorrect value: {Value} `103` 103 - {Field} is invalid	ALWAYS
3	→ message	Message	string		ALWAYS
4	→ referenceField	Reference Field	string		OPTIONAL
5	header
6	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
7	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.
8	payload[]
9	→ 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

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