Mass Cancel Request usage

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1

Imported from previous forum

2

Hi all,

Can anyone tell me whether the Mass Cancel Request message type is able to be used with PartyID as the identifier.

Thanks.

Di

3

FIX 4.3 doesn’t have the Parties component block as part of the message type q, Order Mass Cancel Request. However, it is on the basic message type F, Order Cancel Request. There is probably a reason why it was not carried over, but I don’t know the specifics.

That being said, I think this is a good example of where some counterparties choose to extend FIX in fairly simple ways. Taking a component block from another message type (like message type F in this case) may add some benefit without getting too far away from the standard, especially if its usage is optional.

David Rhodes
TransactTools

Hi all,

Can anyone tell me whether the Mass Cancel Request message type is able
to be used with PartyID as the identifier.

Thanks.

Di