Order Mass Cancel Request (MsgType)

Imported from previous forum

[ original email was from ron newell - rnewell@cme.com ]
Perhaps useful if supported cancellation of a list and/or range of ClOrdID. Would require an additional value for MassCancelRequestType and tag in which to specify ClOrdID range.

[ original email was from Jim Northey - jnorthey@lasalletech.com ]
During development of the Order Mass Cancel Request the Technical Committee decided that if you knew a list of orders to cancel that you should just go ahead and send in individual Cancel Requests for those orders.

The Order Mass Cancel Request was intended to get out of orders when there was no time to look up order ids.

> Perhaps useful if supported cancellation of a list and/or range of ClOrdID. Would require an additional value for MassCancelRequestType and tag in which to specify ClOrdID range.
>