Show pageOld revisionsBacklinksBack to top This page is read only. You can view the source, but not change it. Ask your administrator if you think this is wrong. ===== Order Mass Status Request ===== **Listing Open Orders** The **Order Mass Status Request** message (`MsgType=AF`) is used by the T4 FIX API to list open orders. Requests can be filtered by: * Account (`Tag 1`) * UserName (`Tag 553`) * SecurityID (`Tag 48`) * Symbol (`Tag 55`) * SecurityExchange (`Tag 207`) * Time-In-Force (`Tag 59`) **UserName filtering** (`Tag 553`) is available only under **Multi-Trader mode** (`Tag 372=UCG`) in the Logon message. This message is an alternative to **Collateral Inquiry** for listing open orders. ---- === Response === * Responded with an **Execution Report** for each open order * If no open orders found → Execution Report with: - `OrdStatus=Unknown` (`Tag 39=U`) * All responses: - `PossResend` (`Tag 97=Y`) - Include `MassStatusReqID` (`Tag 584`) ---- === Market / Contract / Exchange Filters === * `MassStatusReqType` (`Tag 585`) **must** be set * Values: - `1` = Market (requires `SecurityID` Tag 48) - `3` = Contract (requires `Symbol` Tag 55) - `5` = Exchange (requires `SecurityExchange` Tag 207) - `7` = All markets/accounts **Note:** Market/contract/exchange IDs can be obtained via **Security Definition Request** (`MsgType=c`). ---- === Account / User / Time-In-Force Filters === Optional `OrdStatusReqType` (`Tag 5000`): * `100` = User (requires `UserName` Tag 553) – only in Multi-Trader mode from Master User * `101` = Account (requires `Account` Tag 1) Optional `TimeInForce` (`Tag 59`): * `0` = Day * `1` = Good Until Cancel * `3` = Immediate Or Cancel * `4` = Fill Or Kill If not specified → all Time-In-Force values are returned. ---- === Important Considerations === * Maintain a local collection of open orders for reconciliation * If AutoPortfolio Refresh is enabled (default), open orders are listed at session start * Unknown Order Status (`Tag 39=U`) if: - Account not subscribed - Order no longer in the book ---- === Message Dictionary === ^ Tag ^ Field Name ^ Req'd ^ Comments ^ | **Standard Header** | Y | MsgType = AF | | 584 | MassStatusReqID | Y | Unique ID for the mass status request | | 585 | MassStatusReqType | Y | 1=Market, 3=Contract, 5=Exchange, 7=All | | 5000 | OrdStatusReqType | N | 100=User, 101=Account | | 1 | Account | N | Account filter (for `OrdStatusReqType`=101) | | 207 | SecurityExchange | N | Required if `MassStatusReqType`=5 | | 55 | Symbol | N | Required if `MassStatusReqType`=3 | | 48 | SecurityID | N | Required if `MassStatusReqType`=1 | | 553 | UserName | N | User filter (for `OrdStatusReqType`=100). Only valid in Multi-Trader mode | | 59 | TimeInForce | N | 0=Day, 1=GTC, 3=IOC, 4=FOK | | 60 | TransactTime | Y | UTC time request submitted | | 1028 | ManualOrderIndicator | N | Y=Manual, N=Automated | | **Standard Trailer** | Y | | ==== Sample Messages ==== Listing all open orders: <code> 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 </code> Listing open orders for a specific market: <code> 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 </code> Listing open orders for a specific account: <code> 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 </code> [[developers:legacy_fix_api|T4 FIX API Home]] developers/fixapi.ordermassstatusrequest.txt Last modified: 2025/08/15 13:15by rob