ORDER MASS STATUS REQUEST [35=AF]
The Order Mass Status Request message lists open orders with optional filtering.
Filter Types
MassStatusReqType (585) - Required:
| Value | Type | Required Tag |
|---|---|---|
| 1 | Market | SecurityID (48) |
| 3 | Contract | Symbol (55) |
| 5 | Exchange | SecurityExchange (207) |
| 7 | All | None |
Optional Filters:
- OrdStatusReqType (5000): 100=User, 101=Account
- TimeInForce (59): 0=Day, 1=GTC, 3=IOC, 4=FOK
Message Specification
Message Direction: Client → T4
| Tag | Field Name | Type | Req'd | Description |
|---|---|---|---|---|
| Message Header | Y | MsgType = AF | ||
| 584 | MassStatusReqID | String | Y | Unique request ID |
| 585 | MassStatusReqType | Int | Y | 1=Market, 3=Contract, 5=Exchange, 7=All |
| 5000 | OrdStatusReqType | Int | O | 100=User, 101=Account |
| 1 | Account | String | C | Required if OrdStatusReqType=101 |
| 553 | UserName | String | C | Required if OrdStatusReqType=100 (Multi-Trader mode only) |
| 48 | SecurityID | String | C | Required if MassStatusReqType=1 |
| 55 | Symbol | String | C | Required if MassStatusReqType=3 |
| 207 | SecurityExchange | String | C | Required if MassStatusReqType=5 |
| 59 | TimeInForce | Char | O | 0=Day, 1=GTC, 3=IOC, 4=FOK |
| 60 | TransactTime | UTCTimestamp | Y | Request time |
| 1028 | ManualOrderIndicator | Boolean | O | Y=Manual, N=Automated |
| Message Trailer | Y |
Sample Messages
List All Orders:
8=FIX.4.2|9=150|35=AF|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|10=123|
List Orders by Market:
8=FIX.4.2|9=180|35=AF|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|10=123|
List Orders by Account:
8=FIX.4.2|9=180|35=AF|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|10=123|
Notes
- Returns Execution Report (35=8) per open order with ExecType=I, PossResend=Y
- No orders return OrdStatus=U
- UserName filter requires Multi-Trader mode (Tag 372=UCG)
- Alternative to Collateral Inquiry for order listing