Order Entry API V2 - Mass Order Cancel

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) - Order expires at the end of the trading day. `GOOD_TILL_CANCEL` (Good till Cancel) - Order remains working until cancelled `GOOD_TILL_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` (Customer Account) `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 `payload.instrumentScope = PRODUCT_GROUP`
13	`→ glbxSecurityId`	Globex Security ID	`Integer`		CONDITIONAL	Support for single Globex Security ID is offered today Criteria ALWAYS when `payload.instrumentScope = INSTRUMENT`
14	`→ instrumentScope`	Instrument Scope	`OrderInstrumentScope`	`ALL` (All) `INSTRUMENT` (Instrument) `MARKET_SEGMENT` (Market Segment) `PRODUCT_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 `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 `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) - Identifies a buy side order `CROSS` (Cross) `SELL` (Sell) - Identifies a sell side order	OPTIONAL
21	`→ type`	Type	`OrderType`	`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` (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 `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 Cancel)	ALWAYS
9	`→ durationType`	Duration Type	`orderDurationType`	`DAY` (Day) - Order expires at the end of the trading day. `FILL_AND_KILL` (Fill and Kill) - Order is immediately executed against any available quantity and any remaining quantity is eliminated `FILL_OR_KILL` (Fill or Kill) - Order is filled completely or else eliminated `GOOD_TILL_CANCEL` (Good till Cancel) - Order remains working until cancelled `GOOD_TILL_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 `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) - Identifies a buy side order `CROSS` (Cross) `SELL` (Sell) - Identifies a sell side order	OPTIONAL
19	`→ transactionTime`	Transaction Time	`dateTime`		ALWAYS
20	`→ type`	Type	`orderType`	`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) - 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` (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) - 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` (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` - {Unclassified error message} `100` - Request is invalid: {Error Message} `101` - {Field} is not present `102` - {Field} has an incorrect value: {Value} `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` - {Unclassified error message} `100` - Request is invalid: {Error Message} `101` - {Field} is not present `102` - {Field} has an incorrect value: {Value} `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` - {Unclassified error message} `100` - Request is invalid: {Error Message} `101` - {Field} is not present `102` - {Field} has an incorrect value: {Value} `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

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

Request

Body

Criteria

Criteria

Criteria

Response - 200

Body

Response - 400

Body

Response - 403

Body

Response - 500

Body