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FIX Message OrderMassActionRequest (MsgType=CA)

MsgType	FIX Specification	First introduced	Deprecated
MsgType=CA	Trade messages - OrderMassHandling	FIX.5.0

The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation.

An Order Mass Action Request is assigned a ClOrdID and is treated as a separate entity. The Order Mass Action Request is acknowledged using an Order Mass Action Report. The Order Mass Action Report will contain the ClOrdID that was specified on the Order Mass Action Request. The ClOrdID assigned to the suspension or release request must be unique amongst the ClOrdID assigned to regular orders, replacement orders, cancel requests, etc.

An immediate response to this message is required. It is recommended that an Execution Report with ExecType=Pending Replace (or Pending Cancel if used for mass cancellation) be sent unless the Order Mass Action Request can be immediately accepted (Execution Report with ExecType=Replaced or Canceled).

Specifying filtering criteria is done using the MassActionType field.

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Notes

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Don't forget to refer to the FPL Discussion Groups to back up anything you write.
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Links from FIXwiki pages to relevant discussions on the FPL site are very valuable.

For example if you were writing a clarification on how to specify the "quantity" of an order in FIX, you might add the
following relevant link, http://www.fixprotocol.org/discuss/read/f5014573, to back up your points.