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developers:fixapi:ordermassstatusrequest [2025/09/12 01:36] – removed - external edit (Unknown date) 127.0.0.1 | developers:fixapi:ordermassstatusrequest [2025/09/12 02:17] (current) – chad | ||
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+ | ====== 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: | ||
+ | |||
+ | ^ 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: | ||
+ | 584=msri-07-21-2016-12: | ||
+ | </ | ||
+ | |||
+ | **List Orders by Market:** | ||
+ | < | ||
+ | 8=FIX.4.2|9=180|35=AF|49=T4Test|56=test|52=20160721-17: | ||
+ | 584=msri-07-21-2016-12: | ||
+ | 60=20160721-17: | ||
+ | </ | ||
+ | |||
+ | **List Orders by Account:** | ||
+ | < | ||
+ | 8=FIX.4.2|9=180|35=AF|49=T4Test|56=test|52=20160721-17: | ||
+ | 584=msri-07-21-2016-12: | ||
+ | 60=20160721-17: | ||
+ | </ | ||
+ | |||
+ | ===== 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 |