OrderMassCancelResponse when no orders to cancel

, ,
1

Imported from previous forum

2

Hi,

FIX 4.4.
OrderMassCancelRequest is sent and there are no orders to cancel matching the request.

Should I send OrderMassCancelResponse back with MassCancelResponse(531)=0 (Rejected) and MassCancelRejectReason(532)=‘explanation’?
Or should I just respond with MassCancelResponse(531) filled with the value from OrderMassCancelRequest?

How to notify user that there are no orders to cancel? Using TotalAffectedOrders(533)?

Thank you in advance.

3

Yes correct, since the message itself is well formed it cannot be rejected as such. The fact that there are no working orders to be cancelled which match the criteria specified in the request is not a valid reason to reject the message itself. Instead 533=0 without the presence of AffectedOrdGrp component will let the recipient know that there was nothing to cancel.

4

Aditya, thank you very much for your response.