Mass Order Status
- Space Sync for Confluence
Mass Order Status functionality for iLink provides an efficient way to obtain statuses for all working orders with a single request.
Certification is required for customer systems who wish to use Mass Order Status functionality in production. Customers and system providers can certify Mass Order Status functionality using the AutoCert+ tool.
Contents
Mass Order Status Functionality on iLink
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 49) via the Order Mass Status Request (tag 35-MsgType=AF) message at the following levels:
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)Â *only available for CGW sessions.
*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)
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.Â
Client systems can also optionally request the statuses only for working orders with the following order qualifiers:
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 |
|---|---|---|
Tag 49-SenderCompID (Required) | Tag 585-MassStatusReqType(Required) Valid Values:
| Tag 59-TimeInForce Valid Values:
|
Tag 5000-OrdStatusReqType (Optional) Valid Values:
|
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.
Tag 5000-OrdStatusReqType Value | Description |
|---|---|
100 | Return status for all working orders that match tag 50-SenderSubID under tag 49-SenderCompID |
101 | Return status for all working orders that match tag 1-Account under tag 49-SenderCompID |
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.
Tag 585-MassStatusReqType Value | Description |
|---|---|
1 | Return status for all working orders that match the instrument (tag 107-SecurityDec) under tag 49-SenderCompID |
3 | Return status for all working orders that match instrument group (tag 55-Symbol) under tag 49-SenderCompID |
7 | Return status for all working orders under tag 49-SenderCompID |
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 Business Level Reject (tag 35-MsgType=j) message.
The following diagram shows the message flow for the individual Execution Report: Order Status Acknowledgment (tag 35-MsgType=8, tag 150-ExecType=I) messages.
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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| |
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