FIX.5.0SP2 Message
OrderMassCancelReport [type 'r']
<OrdMassCxlRpt>
The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message.
Added FIX.4.3
Expand Components | Collapse Components
| Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
|---|
| Component | StandardHeader | BaseHeader | 
| MsgType = r (lowercase R)
| |
| 11 | ClOrdID | @ClOrdID | | ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders.
| |
| 526 | SecondaryClOrdID | @ClOrdID2 | | | |
| 37 | OrderID | @OrdID |
| Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request.
| FIX.5.0SP1 |
| 1369 | MassActionReportID | @MassActionReportID |
| Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request
| |
| 198 | SecondaryOrderID | @OrdID2 | | Secondary Order ID assigned by the recipient of the Order Mass Cancel Request.
| FIX.5.0SP1 |
| 530 | MassCancelRequestType | @ReqTyp |
| Order Mass Cancel Request Type accepted by the system
| |
| 531 | MassCancelResponse | @Rsp |
| Indicates the action taken by the counterparty order handling system as a result of the Cancel Request
0 - Indicates Order Mass Cancel Request was rejected.
| |
| 532 | MassCancelRejectReason | @MassCxlRejRsn | | Indicates why Order Mass Cancel Request was rejected
Required if MassCancelResponse = 0
| |
| 533 | TotalAffectedOrders | @TotAffctdOrds | | Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request
| |
| Component | AffectedOrdGrp | AffectOrd | | List of orders affected by the Order Mass Cancel Request
| |
| Component | NotAffectedOrdersGrp | NotAffectedOrdersGrp | | List of orders not affected by Order Mass Cancel Request
| |
| Component | Parties | Pty | | Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages"
| |
| Component | TargetParties | TgtPty | | Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q).
| |
| Component | Instrument | Instrmt | | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
| |
| Component | UnderlyingInstrument | Undly | | Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
| |
消息实现：
package cs.mina.codec.msg;
import java.util.HashSet;
import java.util.List;
import java.util.Set;
import cs.mina.exception.InValidDataException;
/*
*@author(huangxiaoping)
*@date 2013-11-30
*/
public class OrderMassCancelReportMsg extends BaseMsg {
private Tag clOrdID=new Tag("11","String",true);
private Tag parties=new PartiesTag(false);
private Tag instrument=new InstrumentTag(false);
private Tag transactTime=new Tag("60","UTCTimestamp",true);
private Tag massActionReportID=new Tag("1369","String",true);
private Tag massCancelRequestType=new Tag("530","char",true);
private Tag massCancelResponse=new Tag("531","char",true);
private Tag massCancelRejectReason=new Tag("532","int",false);
private Tag text=new Tag("58","String",false);
private Set<String> tagIdsSet=new HashSet<String>();
public OrderMassCancelReportMsg(){
this.getHeadEntity().getMsgType().setTagValue("r");
tagIdsSet.add("11");
tagIdsSet.add("60");
tagIdsSet.add("1369");
tagIdsSet.add("530");
tagIdsSet.add("531");
tagIdsSet.add("532");
tagIdsSet.add("58");
this.bodyEntity.getBodyTagList().add(clOrdID);
this.bodyEntity.getBodyTagList().add(parties);
this.bodyEntity.getBodyTagList().add(instrument);
this.bodyEntity.getBodyTagList().add(transactTime);
this.bodyEntity.getBodyTagList().add(massActionReportID);
this.bodyEntity.getBodyTagList().add(massCancelRequestType);
this.bodyEntity.getBodyTagList().add(massCancelResponse);
this.bodyEntity.getBodyTagList().add(massCancelRejectReason);
this.bodyEntity.getBodyTagList().add(text);
}
@Override
public void decodeBody() {
Set<String> already=new HashSet<String>();
String input=this.body;
while(input.length()!=0){
String firstTagId=input.substring(0, input.indexOf("="));
if(firstTagId.equals("453")){
input=this.getParties().decode(input, already);
}else if(InstrumentTag.tagIdsSet.contains(firstTagId)){
input=this.instrument.decode(input, already);
}else{
List<Tag> tagList=this.bodyEntity.getBodyTagList();
boolean exist=false;
for(int j=0;j<tagList.size();j++){
Tag tag=tagList.get(j);
if(tag.getTagId().equals(firstTagId)){
input=tag.decode(input, already);
exist=true;
break;
}
}
if(!exist){
throw new InValidDataException(firstTagId+"不在消息字段中");
}
}
}
}
@Override
public void validate() {
this.headEntity.validate();
List<Tag> bodyTagList=this.bodyEntity.getBodyTagList();
for(int i=0;i<bodyTagList.size();i++){
bodyTagList.get(i).validate();
}
this.tailerEntity.validate();
if(massCancelRequestType.getTagValue()!=null){
if(!MsgUtil.massCancelRequestType.contains(massCancelRequestType.getTagValue())){
throw new InValidDataException("massCancelRequestType错误["+massCancelRequestType.getTagId()+"="+massCancelRequestType.getTagValue()+"]");
}
}
if(massCancelResponse.getTagValue()!=null){
if(!MsgUtil.massCancelResponse.contains(massCancelResponse.getTagValue())){
throw new InValidDataException("massCancelResponse错误["+massCancelResponse.getTagId()+"="+massCancelResponse.getTagValue()+"]");
}
}
if(massCancelRejectReason.getTagValue()!=null){
if(!((Integer.parseInt(massCancelRejectReason.getTagValue())>=0&&Integer.parseInt(massCancelRejectReason.getTagValue())<=11)||Integer.parseInt(massCancelRejectReason.getTagValue())==99)){
throw new InValidDataException("massCancelRejectReason错误["+massCancelRejectReason.getTagId()+"="+massCancelRejectReason.getTagValue()+"]");
}
}
}
public Tag getClOrdID() {
return clOrdID;
}
public void setClOrdID(Tag clOrdID) {
this.clOrdID = clOrdID;
}
public Tag getParties() {
return parties;
}
public void setParties(Tag parties) {
this.parties = parties;
}
public Tag getInstrument() {
return instrument;
}
public void setInstrument(Tag instrument) {
this.instrument = instrument;
}
public Tag getTransactTime() {
return transactTime;
}
public void setTransactTime(Tag transactTime) {
this.transactTime = transactTime;
}
public Tag getMassActionReportID() {
return massActionReportID;
}
public void setMassActionReportID(Tag massActionReportID) {
this.massActionReportID = massActionReportID;
}
public Tag getMassCancelRequestType() {
return massCancelRequestType;
}
public void setMassCancelRequestType(Tag massCancelRequestType) {
this.massCancelRequestType = massCancelRequestType;
}
public Tag getMassCancelResponse() {
return massCancelResponse;
}
public void setMassCancelResponse(Tag massCancelResponse) {
this.massCancelResponse = massCancelResponse;
}
public Tag getMassCancelRejectReason() {
return massCancelRejectReason;
}
public void setMassCancelRejectReason(Tag massCancelRejectReason) {
this.massCancelRejectReason = massCancelRejectReason;
}
public Tag getText() {
return text;
}
public void setText(Tag text) {
this.text = text;
}
public Set<String> getTagIdsSet() {
return tagIdsSet;
}
public void setTagIdsSet(Set<String> tagIdsSet) {
this.tagIdsSet = tagIdsSet;
}
}消息处理：略
