===== 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:
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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