RMI API Cancel Functionality

Cancellation Level

Required

Description

FIX Tag

1^st qualifier

Y

Execution Firm

tag 49-SenderCompID (bytes 4-6)

2^nd  qualifier

Y

Account Number

tag 448-PartyID

3^rd  qualifier

N

Exchange (required if cancel is not for all exchanges)

tag 207-SecurityExchange

→

Component <StandardHeader>

Hdr

49

SenderCompID

Y

SID

String

7

Sender Company Identifier. Value will be provided by CME.

56

TargetCompID

Y

TID

String

7

Target Company Identifier. Supported Value: CME

57

TargetSubID

Y

TSub

String

5

Target Sub Identifier. Supported Value: RMAPI

→

Component <StandardHeader>

Hdr

49

SenderCompID

Y

SID

String

7

Sender Company Identifier. Supported Value: CME

50

SenderSubID

Y

SSub

String

5

Sender Sub Identifier. Supported Value:RMAPI

56

TargetCompID

Y

TID

String

7

Target Company Identifier. Value will be provided by CME.

35

OrderMassActionRequest

Y

OrdMassActReq

String

2

MsgType=CA

11

ClOrdID

Y

CIOrdID

String

16

Identifier of Order Mass Action Request. It is recommended that customers send unique identifiers but uniqueness is not enforced by the API.  

1373

MassActionType

Y

MassActionType

Int

1

Specifies the type of action requested.

Supported Values:

3 - Cancel Orders

1374

MassActionScope

Y

MassActionScope

Int

3

Specifies scope of Order Mass Action Request.

Supported Values:

100 – All orders for an exchange.

101 – All orders for all exchanges.

60

TransactTime

Y

TxnTm

UTCTimestamp

23

Timestamp when the business transaction represented by the message occurred. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

→

Component

 <Parties>

Y

Pty

448

PartyID

Y

ID

String

12

Specific value for a specified Party Role.

452

PartyRole

Y

R

Int

2

Indicates the party the request is being made for.

Supported Values:

1 – Trading Member Firm.

24 – Customer Account.

Each incoming Order Mass Action Request can only have one account and one firm.

→

End Component

 </Parties>

→

Component

 <Instrument>

Conditional

Instrmt

207

SecurityExchange

Conditional

Exch

String

4

Needed to specify the product exchange for which all open orders will be cancelled. Required only when Mass Action Scope=100.

→

End Component

 </Instrument>

35

OrderMassActionReport

Y

OrdMassActRpt

String

2

MsgType=BZ

11

ClOrdID

Y

CIOrdID

String

16

Pancake flip of the ClientOrder ID provided on the incoming Order Mass Action Request message.

1369

MassActionReportID

Y

MassActionReportID

String

20

Unique ID of Order Mass Action Report as assigned by RMI API.

1373

MassActionType

Y

MassActionType

Int

3

Specifies the type of action requested. This is a pancake flip of the incoming value provided on the Order Mass Action Request message.

1374

MassActionScope

Y

MassActionScope

Int

3

Specifies the scope of the Action – this is a pancake flip of the incoming value provided on the Order Mass Action Request message.

1375

MassActionResponse

Y

MassActionResponse

Int

1

Specifies the action taken by RMI API when it receives the Order Mass Action Request.

Supported Values:

1 – Accepted.

1376

MassActionReject

Reason

Conditional

MassActionRejectReason

Int

3

Reason Order Mass Action Request was rejected. Required if Mass Action Response=0. Supported Values:

99 – Other

58

Text

Optional

Txt

String

250

Text further explaining the Party Entitlement Definition Request Result.

→

Component

 <Parties>

Y

Pty

448

PartyID

Y

ID

String

12

Specific value for a specified Party Role.

452

PartyRole

Y

R

Int

2

Indicates the party the request is being made for.

Supported Values:

1 – Trading Member Firm

24 – Customer Account

→

End Component

 </Parties>

→

Component

 <Instrument>

Y

Instrmt

207

SecurityExchange

Y

Exch

String

4

Specifies the exchange requested for which orders are to be cancelled. This is a flip of the incoming value unless it is missing or null in which case it will not be sent. 

→

End Component

 </Instrument>

35

BusinessMessageReject

Y

BizMsgRej

String

1

MsgType=j

372

RefMsgType

Y

 RefMsgTyp

 String

 2

The MsgType (35) of the FIXML message being rejected.

379

BusinessRejectRefID

Y

 BizRejRefID

 Int

 16

The value of the business-level "ID" field on the message being referenced.

380

BusinessRejectReason

Y

BizRejRsn

Int

1

Code to identify reason for a business reject message. Supported Values:

0 – Other

1 – Unknown ID

2 – Unknown Security Group

3 – Unsupported message type

4 – Application not available

5 – Conditionally required field is missing

6 – Not Authorized

100 – Request accepted but unable to construct response

101 – Request timed out

102 – Invalid Exchange

103 – Only one customer account allowed

104 – Only one executing firm allowed

105 – Only one security exchange allowed

106 – Mismatch between mass action scope and security exchange       

58

Text

Optional

Txt

String

250

Reason for rejection.