Enquiry on multiple orders

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Imported from previous forum

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To whom it may concern,

Currently our system supports deal/order enquiry using Order Status Enquiry (MsgType=H) and Execution Report (MsgType=8). However it only supports a single order. If we want to support multiple orders
enquiry, what is the conventional way? Can we use Trade Capture Report for the purpose?

Many Thanks,
Jack

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You can use Order Mass Status Request (message type = AF)

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You can use Order Mass Status Request (message type = AF)

Thx a lot. I suppose we should use Execution Report (MsgType=8) to reply to Order Mass Status Request (MsgType=AF). However, assume we have 50 orders fitting the status enquiry criteria, should we return 50 Execution Report messages one by one? In fact I am thinking if we could return a single Execution Report but containing 20 order details.

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You should return 50 Execution Reports with ExecType=“Order Status” for each order that matches the criteria provided on the request.

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You should return 50 Execution Reports with ExecType=“Order Status” for
each order that matches the criteria provided on the request.

Thx a lot.