Page History: Order Mass Status Request
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Page Revision: 2016/07/21 13:08
Order Mass Status RequestThe Order Mass Status Request message (MsgType=AF) is used by the T4 FIX API to list open orders. Request can be pinpointed for specific a Account (Tag 1), User (Tag 553), SecurityID (Tag 48), Symbol (Tag 55) and Security Exchange (Tag 207). Orders can also be subset by Time-in-Force (Tag 59). User Name filtering (Tag 553) is only available under the Multi-Trader mode.
This message spans open orders with all security types including outright futures, futures options, spreads and multi-leg strategies.
Identifying specific markets, contracts and exchangesIdentifying specific accounts and users
Important Considerations
Message Dictionary
| Tag | Field Name | Req'd | Comments |
|---|
| Standard Header | Y | MsgType = AF |
| 584 | MassStatusReqID | Y | Unique identifier for Order Mass Status Request. Assigned by the FIX API client. |
| 585 | MassStatusReqType | Y | Specifies the domain of the Order Mass Status Request. Working orders will be returned with the following options: |
| | | 1 = Market. Open orders are listed for only the market identified by Security ID (Tag 48). |
| | | 3 = Contract. Open orders are listed for only the contract identified by Symbol (Tag 55). |
| | | 5 = Exchange. Open orders are listed for only the exchange identified by SecurityExchange (Tag 207). |
| | | 7 = All. All open orders are listed. |
| 5000 | OrdStatusReqType | N | Specifies the optional domain of accounts and users within the context of MassStatusReqType (Tag 585). Valid values are: |
| | | 100 = User. Open orders pertaining to UserName (Tag 553) are listed. Only available in Multi-Trader mode for Master User requests. |
| | | 101 = Account. Open orders pertaining to Account (Tag 1) are listed. |
| 1 | Account | N | Account name for the optional OrdStatusReqType (Tag 5000). If not specified open orders for all accounts are listed. |
| 207 | SecurityExchange | N | Specific Security Exchange requested for the Exchange MassStatusReqType (Tag 585=5). |
| 55 | Symbol | N | Specific Symbol requested for the Contract MassStatusReqType (Tag 585=3) |
| 48 | SecurityID | N | Specific SecurityID requested for the Market MassStatusReqType (Tag 585=1) |
| 553 | UserName | N | User Name for the optional OrdStatusReqType (Tag 5000). If not specified open orders for all users are listed. Only valid in Multi-Trader mode. |
| 59 | TimeInForce | N | Specifies how long the order remains in effect. Valid values are: |
| | | 0 = Day |
| | | 1 = Good Until Cancel |
| | | 3 = Immediate or Cancel |
| | | 4 = Fill Or Kill |
| 60 | TransactTime | Y | Time the order mass status request was submitted. Specified in UTC form. |
| 1028 | ManualOrderIndicator | N | Indicates if the order was sent Manually (i.e. order action is immediate from a human). Valid values are: |
| | | Y = Order was entered Manually |
| | | N = Order was entered by an Automated System, Program or Algorithm |
| | Standard Trailer | Y |
Sample MessagesListing all open orders:
1 - ORDERMASSSTATUSREQUEST
34=32|49=T4Test|56=test|52=20160721-17:44:19.370|584=msri-07-21-2016-12:44:19.3706427|585=7|59=0|60=20160721-17:44:19.370|
[21-Jul-2016] 12:44:19.3726972
[MsgSeqNum] 34 = 32
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20160721-17:44:19.370
[MassStatusReqID] 584 = msri-07-21-2016-12:44:19.3706427
[MassStatusReqType] 585 = 7 (ALL)
[TimeInForce] 59 = 0 (DAY)
[TransactTime] 60 = 20160721-17:44:19.370
2 - EXECUTIONREPORT
34=71|49=test|56=T4Test|50=T4FIX|52=20160721-17:44:19.372|143=US,IL|97=Y|1=Account1|11=fn-636047018544844180|17=607DB8AC-B3EE-4579-9260-4D1946C446BD_2_U|150=I|37=607DB8AC-B3EE-4579-9260-4D1946C446BD|39=0|48=XCME_C ZC (U16)|55=ZC|207=CME_C|200=201609|59=0|107=Corn Sep16|54=1|167=FUT|38=1|40=2|44=34050|912=N|60=20160721-17:44:17.476|21=1|204=0|584=msri-07-21-2016-12:44:19.3706427|
[21-Jul-2016] 12:44:19.3729367
[MsgSeqNum] 34 = 71
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160721-17:44:19.372
[TargetLocationID] 143 = US,IL
[PossResend] 97 = Y (YES)
[Account] 1 = Account1
[ClOrdID] 11 = fn-636047018544844180
[ExecID] 17 = 607DB8AC-B3EE-4579-9260-4D1946C446BD_2_U
[ExecType] 150 = I (ORDER_STATUS)
[OrderID] 37 = 607DB8AC-B3EE-4579-9260-4D1946C446BD
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = XCME_C ZC (U16)
[Symbol] 55 = ZC
[SecurityExchange] 207 = CME_C
[MaturityMonthYear] 200 = 201609
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = Corn Sep16
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 34050
[LastRptRequested] 912 = N (NO)
[TransactTime] 60 = 20160721-17:44:17.476
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[MassStatusReqID] 584 = msri-07-21-2016-12:44:19.3706427
3 - EXECUTIONREPORT
34=72|49=test|56=T4Test|50=T4FIX|52=20160721-17:44:19.372|143=US,IL|97=Y|1=Account1|11=fn-636046978602258221|17=B5F1A5EB-ECA0-4E24-826B-6F57542D0829_3_U|150=I|37=B5F1A5EB-ECA0-4E24-826B-6F57542D0829|39=0|48=XCME_Eq ES (U16)|55=ES|207=CME_Eq|200=201609|59=0|107=E-mini S&P 500 Sep16|54=2|167=FUT|38=1|40=2|44=214950|912=N|60=20160721-16:37:43.137|21=1|204=0|584=msri-07-21-2016-12:44:19.3706427|
[21-Jul-2016] 12:44:19.3730290
[MsgSeqNum] 34 = 72
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160721-17:44:19.372
[TargetLocationID] 143 = US,IL
[PossResend] 97 = Y (YES)
[Account] 1 = Account1
[ClOrdID] 11 = fn-636046978602258221
[ExecID] 17 = B5F1A5EB-ECA0-4E24-826B-6F57542D0829_3_U
[ExecType] 150 = I (ORDER_STATUS)
[OrderID] 37 = B5F1A5EB-ECA0-4E24-826B-6F57542D0829
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = XCME_Eq ES (U16)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201609
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep16
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 214950
[LastRptRequested] 912 = N (NO)
[TransactTime] 60 = 20160721-16:37:43.137
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[MassStatusReqID] 584 = msri-07-21-2016-12:44:19.3706427
4 - EXECUTIONREPORT
34=73|49=test|56=T4Test|50=T4FIX|52=20160721-17:44:19.373|97=Y|1=Account2|11=fn-636046979248572065|17=DBE4D731-AD6F-473B-9500-3E4CC0922526_3_U|150=I|37=DBE4D731-AD6F-473B-9500-3E4CC0922526|39=0|48=D_F_F_20160900|55=F|207=D_F|200=201609|59=0|107=D-Financial (00:00) Sep16|54=2|167=FUT|38=1|40=2|44=13800|912=Y|60=20160721-16:38:47.748|21=1|204=0|584=msri-07-21-2016-12:44:19.3706427|
[21-Jul-2016] 12:44:19.3731161
[MsgSeqNum] 34 = 73
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160721-17:44:19.373
[PossResend] 97 = Y (YES)
[Account] 1 = Account2
[ClOrdID] 11 = fn-636046979248572065
[ExecID] 17 = DBE4D731-AD6F-473B-9500-3E4CC0922526_3_U
[ExecType] 150 = I (ORDER_STATUS)
[OrderID] 37 = DBE4D731-AD6F-473B-9500-3E4CC0922526
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = D_F_F_20160900
[Symbol] 55 = F
[SecurityExchange] 207 = D_F
[MaturityMonthYear] 200 = 201609
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = D-Financial (00:00) Sep16
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 13800
[LastRptRequested] 912 = Y (YES)
[TransactTime] 60 = 20160721-16:38:47.748
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[MassStatusReqID] 584 = msri-07-21-2016-12:44:19.3706427
Listing open orders for a specific market:
1 - ORDERMASSSTATUSREQUEST
34=22|49=T4Test|56=test|52=20160721-17:41:37.053|584=msri-07-21-2016-12:41:37.0530039|585=1|48=XCME_Eq ES (U16)|59=0|60=20160721-17:41:37.053|
[21-Jul-2016] 12:41:37.0547610
[MsgSeqNum] 34 = 22
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20160721-17:41:37.053
[MassStatusReqID] 584 = msri-07-21-2016-12:41:37.0530039
[MassStatusReqType] 585 = 1 (MARKET)
[SecurityID] 48 = XCME_Eq ES (U16)
[TimeInForce] 59 = 0 (DAY)
[TransactTime] 60 = 20160721-17:41:37.053
2 - EXECUTIONREPORT
34=60|49=test|56=T4Test|50=T4FIX|52=20160721-17:41:37.054|143=US,IL|97=Y|1=Account1|11=fn-636046978602258221|17=B5F1A5EB-ECA0-4E24-826B-6F57542D0829_3_U|150=I|37=B5F1A5EB-ECA0-4E24-826B-6F57542D0829|39=0|48=XCME_Eq ES (U16)|55=ES|207=CME_Eq|200=201609|59=0|107=E-mini S&P 500 Sep16|54=2|167=FUT|38=1|40=2|44=214950|912=Y|60=20160721-16:37:43.137|21=1|204=0|584=msri-07-21-2016-12:41:37.0530039|
[21-Jul-2016] 12:41:37.0549716
[MsgSeqNum] 34 = 60
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160721-17:41:37.054
[TargetLocationID] 143 = US,IL
[PossResend] 97 = Y (YES)
[Account] 1 = Account1
[ClOrdID] 11 = fn-636046978602258221
[ExecID] 17 = B5F1A5EB-ECA0-4E24-826B-6F57542D0829_3_U
[ExecType] 150 = I (ORDER_STATUS)
[OrderID] 37 = B5F1A5EB-ECA0-4E24-826B-6F57542D0829
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = XCME_Eq ES (U16)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201609
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep16
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 214950
[LastRptRequested] 912 = Y (YES)
[TransactTime] 60 = 20160721-16:37:43.137
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[MassStatusReqID] 584 = msri-07-21-2016-12:41:37.0530039
Listing open orders for a specific account:
1 - ORDERMASSSTATUSREQUEST
34=2|49=T4Test|56=test|52=20160721-17:33:55.753|584=msri-07-21-2016-12:33:55.7537682|585=7|5000=101|1=Account1|59=0|60=20160721-17:33:55.753|
[21-Jul-2016] 12:33:55.7562146
[MsgSeqNum] 34 = 2
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20160721-17:33:55.753
[MassStatusReqID] 584 = msri-07-21-2016-12:33:55.7537682
[MassStatusReqType] 585 = 7 (ALL)
[OrdStatusReqType] 5000 = 101 (ACCOUNT)
[Account] 1 = Account1
[TimeInForce] 59 = 0 (DAY)
[TransactTime] 60 = 20160721-17:33:55.753
2 - EXECUTIONREPORT
34=40|49=test|56=T4Test|50=T4FIX|52=20160721-17:33:55.756|143=US,IL|97=Y|1=Account1|11=fn-636046978602258221|17=B5F1A5EB-ECA0-4E24-826B-6F57542D0829_3_U|150=I|37=B5F1A5EB-ECA0-4E24-826B-6F57542D0829|39=0|48=XCME_Eq ES (U16)|55=ES|207=CME_Eq|200=201609|59=0|107=E-mini S&P 500 Sep16|54=2|167=FUT|38=1|40=2|44=214950|912=Y|60=20160721-16:37:43.137|21=1|204=0|584=msri-07-21-2016-12:33:55.7537682|
[21-Jul-2016] 12:33:55.7564302
[MsgSeqNum] 34 = 40
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160721-17:33:55.756
[TargetLocationID] 143 = US,IL
[PossResend] 97 = Y (YES)
[Account] 1 = Account1
[ClOrdID] 11 = fn-636046978602258221
[ExecID] 17 = B5F1A5EB-ECA0-4E24-826B-6F57542D0829_3_U
[ExecType] 150 = I (ORDER_STATUS)
[OrderID] 37 = B5F1A5EB-ECA0-4E24-826B-6F57542D0829
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = XCME_Eq ES (U16)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201609
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep16
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 214950
[LastRptRequested] 912 = Y (YES)
[TransactTime] 60 = 20160721-16:37:43.137
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[MassStatusReqID] 584 = msri-07-21-2016-12:33:55.7537682
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