Order Entry V2 Websocket - Mass Order Cancel

Input - Mass Order Cancel

Submit mass order cancel request.

Fields

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	`→ messageType`	Message Type	`MessageType`	`ORDCXLM` (Mass Order Cancel)	REQUIRED
6	`→ requestId`	Request ID	`String`		REQUIRED	A unique identifier for the request provided by the client for correlation.
7	`→ sentTime`	Sent Time	`DateTime`		REQUIRED	Timestamp of the message leaving the producing application.
8	`payload`
9	`→ customerAccountId`	Customer Account ID	`String`	Length: 1 - 12	REQUIRED
10	`→ 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
11	`→ entityScope`	Entity Scope	`OrderEntityScope`	`CUSTOMER_ACCOUNT` (Customer Account) `OPERATOR` (Operator)	OPTIONAL
12	`→ executingFirmId`	Executing Firm ID	`String`	Length: 1 - 10	REQUIRED
13	`→ glbxGroupId`	Globex Group ID	`String`		CONDITIONAL	Support for single Globex Group ID is offered today Criteria ALWAYS when `payload.instrumentScope = PRODUCT_GROUP`
14	`→ glbxSecurityId`	Globex Security ID	`Integer`		CONDITIONAL	Criteria ALWAYS when `payload.instrumentScope = INSTRUMENT`
15	`→ instrumentScope`	Instrument Scope	`OrderInstrumentScope`	`ALL` (All) `INSTRUMENT` (Instrument) `MARKET_SEGMENT` (Market Segment) `PRODUCT_GROUP` (Product Group)	REQUIRED
16	`→ manualInd`	Manual Indicator	`YesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	REQUIRED	Indicates whether the order was generated by automated trading logic.
17	`→ marketSegmentId`	Market Segment ID	`Integer`		CONDITIONAL	Criteria ALWAYS when `payload.instrumentScope = MARKET_SEGMENT`
18	`→ operatorId`	Operator ID	`String`	Length: 1 - 18	REQUIRED
19	`→ senderCountry`	Sender Country	`String`	Length: 1 - 2	REQUIRED
20	`→ senderState`	Sender State	`String`	Length: 2 - 2	OPTIONAL
21	`→ sideInd`	Side Indicator	`MarketSideIndicator`	`BUY` (Buy) - Identifies a buy side order `CROSS` (Cross) `SELL` (Sell) - Identifies a sell side order	OPTIONAL
22	`→ 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

Output - Mass Order Cancel Response - Success

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	`header`
2	`→ messageType`	Message Type	`messageType`	`ORDSTS` (Order Status)	ALWAYS
3	`→ possibleRetransInd`	Possible Retransmission Indicator	`yesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	OPTIONAL
4	`→ reportId`	Report ID	`string`		ALWAYS
5	`→ requestId`	Request ID	`string`		ALWAYS	A unique identifier for the request provided by the client for correlation.
6	`→ responseCount`	Response Count	`int32`		ALWAYS
7	`→ responseLastFragmentInd`	Response Last Fragment Indicator	`yesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	OPTIONAL
8	`→ sentTime`	Sent Time	`dateTime`		ALWAYS	Timestamp of the message leaving the producing application.
9	`→ sequenceNbr`	Sequence Number	`string`		ALWAYS
10	`payload`
11	`→ action`	Action	`orderAction`	`CANCEL_MASS` (Mass Cancel)	ALWAYS
12	`→ 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
13	`→ manualInd`	Manual Indicator	`yesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	ALWAYS	Indicates whether the order was generated by automated trading logic.
14	`→ marketSegmentId`	Market Segment ID	`int32`		ALWAYS
15	`→ orderKeys[]`
16	`→ → canceledQtyInt`	Canceled Quantity Int	`int32`		ALWAYS
17	`→ → customerOrderId`	Customer Order ID	`string`		ALWAYS
18	`→ → venueOrderId`	Venue Order ID	`string`		ALWAYS
19	`→ senderCountry`	Sender Country	`string`		ALWAYS
20	`→ senderState`	Sender State	`string`		OPTIONAL
21	`→ sideInd`	Side Indicator	`marketSideIndicator`	`BUY` (Buy) - Identifies a buy side order `CROSS` (Cross) `SELL` (Sell) - Identifies a sell side order	OPTIONAL
22	`→ transactionTime`	Transaction Time	`dateTime`		ALWAYS
23	`→ 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

Output - Mass Order Cancel Response - Error

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	`errors[]`
2	`→ code`	Code	`string`		ALWAYS
3	`→ message`	Message	`string`		ALWAYS
4	`→ referenceField`	Reference Field	`string`		OPTIONAL
5	`header`
6	`→ messageType`	Message Type	`messageType`	`ORDCXLMRJ` (Mass Order Cancel Reject)	ALWAYS
7	`→ requestId`	Request ID	`string`		ALWAYS	A unique identifier for the request provided by the client for correlation.
8	`→ sentTime`	Sent Time	`dateTime`		ALWAYS	Timestamp of the message leaving the producing application.
9	`→ sequenceNbr`	Sequence Number	`string`		ALWAYS
10	`payload`
11	`→ transactionTime`	Transaction Time	`dateTime`		OPTIONAL

Order Entry V2 Websocket - Mass Order Cancel

Input - Mass Order Cancel

Fields

Criteria

Criteria

Criteria

Output - Mass Order Cancel Response - Success

Fields

Output - Mass Order Cancel Response - Error

Fields