From FIXwiki

FIX Message OrderMassCancelReport (MsgType=r)

MsgType	FIX Specification	First introduced	Deprecated
MsgType=r	Trade messages - OrderMassHandling	FIX.4.3

The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message.

Message Contents By FIX Version

Notes

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