OrderMassStatusRequest/FIX.5.0SP2+
From FIXwiki
Message Content of OrderMassStatusRequest (MsgType=AF)
| TagText | FieldName or ComponentName | Required | Description |
|---|---|---|---|
| StandardHeader | x | MsgType = AF
| |
| 584 | MassStatusReqID | x | Unique ID of mass status request as assigned by the institution.
|
| 585 | MassStatusReqType | x | Specifies the scope of the mass status request
|
| Parties | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
| ||
| TargetParties | Can be used to specify the parties to whom the Order Mass Status Request should apply.
| ||
| 1 | Account | Account
| |
| 660 | AcctIDSource | ||
| 336 | TradingSessionID | Trading Session
| |
| 625 | TradingSessionSubID | ||
| Instrument | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
| ||
| UnderlyingInstrument | Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
| ||
| 54 | Side | Optional qualifier used to indicate the side of the market for which orders will be returned.
| |
| StandardTrailer | x |
Notes
Please post comments, clarifications, examples here. Click on the edit button on the right and away you go!
Don't forget to refer to the FPL Discussion Groups to back up anything you write. You will often find the authoritative statements on matters of FIX specification interpretation there. 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.