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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- 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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- If the Mass Order Status Request is accepted, CME Globex will respond with individual Execution Report: Order Status Request Acknowledgement 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 Acknowledgement 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 Business Level Reject (tag 35-MsgType=j) message.
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