Table of Contents

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:

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