| Tag | Field Name | Required | Comments |
|---|---|---|---|
| Standard Header | Yes | MsgType <35> = q | |
| 11 | CIOrdID | Yes | Client specified identifier of the mass cancel request |
| 530 | MassCancel RequestType | Yes | Valid values: ‘3’ – Cancel all firm orders for instrument ‘7’ – Cancel all firm open orders |
| 1 | Account | No* | If not specified, open orders for all accounts are listed for cancellation *Required for sessions that route to multiple sub-accounts |
| 55 | Symbol | No* | *Required if the scope of mass cancel is for an instrument |
| 60 | TransactTime | Yes | Time the mass cancel request was created (express in UTC) |
| Standard trailer | Yes |
RAW
8=FIX.4.4|9=92|35=q|49=JOSEPH|56=TradingGateway|34=42|52=20240218-15:56:32|11=1981400112|530=3|55=ETH-USDC|10=117 |
HEADER
8 BeginString: FIX 4.4
9 BodyLength: 92
35 MsgType: q (MassQuote)
49 SenderCompID: JOSEPH
56 TargetCompID: TradingGateway
34 MsgSeqNum: 42
52 SendingTime: 20240218-15:56:32
BODY
11 ClOrdID: 1981400112
530 MassCancelRequestType: 3
55 Symbol: ETH-USDC
TRAILER
10 CheckSum: 117