Imported from previous forum
Hello,
can someone tell me what the correct response to an OrderMassStatusRequest if there are no orders matching the MassStatusReqType?
Many thanks in advance,
Harald
No response (ExecutionReport) needs to be sent if no orders matched. Unlike MassCancel/MassCancelReport pair there is no equivalent “MassStatusReport”
Hello,
can someone tell me what the correct response to an OrderMassStatusRequest if there are no orders matching the MassStatusReqType?Many thanks in advance,
Harald
How long do you wait before you know that no response is coming?
I would prefer an explicit response even if it might not be 100% compliant. I suggest to send an ER with 911 TotNumReports=0, 912 LastRptRequested=Y,150 ExecType=I=“Order Status”, 39 OrdStatus=8=Rejected (still the best value for that). You will also need to include required fields (OrderID, Symbol, Side) and fill them with dummy values such as 0, 1 or “[N/A]”. Your Rules of Engagement document should explicitly describe this case.
Hope you are using FIX 4.4 or higher to be able to use tags 911/912 
Regards,
Hanno.
No response (ExecutionReport) needs to be sent if no orders matched. Unlike MassCancel/MassCancelReport pair there is no equivalent “MassStatusReport”
Hello,
can someone tell me what the correct response to an OrderMassStatusRequest if there are no orders matching the MassStatusReqType?Many thanks in advance,
Harald
This is very useful information. Does Tag 911 (TotNumReports) have to be present in each execution report returned? Is this the total count or is it a running total of sorts? For example if a order mass status request returns 1000 orders then will each ER contain 911=1000 or will it be 911=1/1000, 911=2/1000 etc?
-Aditya Kapur
How long do you wait before you know that no response is coming?
I would prefer an explicit response even if it might not be 100% compliant. I suggest to send an ER with 911 TotNumReports=0, 912 LastRptRequested=Y,150 ExecType=I=“Order Status”, 39 OrdStatus=8=Rejected (still the best value for that). You will also need to include required fields (OrderID, Symbol, Side) and fill them with dummy values such as 0, 1 or “[N/A]”. Your Rules of Engagement document should explicitly describe this case.
Hope you are using FIX 4.4 or higher to be able to use tags 911/912Regards,
Hanno.No response (ExecutionReport) needs to be sent if no orders matched. Unlike MassCancel/MassCancelReport pair there is no equivalent “MassStatusReport”
Hello,
can someone tell me what the correct response to an OrderMassStatusRequest if there are no orders matching the MassStatusReqType?Many thanks in advance,
Harald
911 is a total (no counter) and needs to be on every ER together with 912. Both only allow a gap detection when 912=Y (last report) and the receipient has counted less ERs than 911 tells him. There is no counter with a request scope, the following explains an overall counter for your stream of ERs.
You should use Application Sequencing as a general concept if you want to support immediate gap detection and retransmission of ERs. The responses to a mass action request then add to the stream of ERs that contain ApplID (1180) and ApplSeqNum (1181). Your stream of ApplSeqNum values needs to be ascending but not necessarily gapless. If you need to support a sequence with intentional gaps then you also need to provide ApplLastSeqNum (1350) to “jump over” such technical gaps which are none from a business perspective and should not cause the recipient to ask for a retransmission.
Regards,
Hanno.
This is very useful information. Does Tag 911 (TotNumReports) have to be present in each execution report returned? Is this the total count or is it a running total of sorts? For example if a order mass status request returns 1000 orders then will each ER contain 911=1000 or will it be 911=1/1000, 911=2/1000 etc?
-Aditya Kapur
How long do you wait before you know that no response is coming?
I would prefer an explicit response even if it might not be 100% compliant. I suggest to send an ER with 911 TotNumReports=0, 912 LastRptRequested=Y,150 ExecType=I=“Order Status”, 39 OrdStatus=8=Rejected (still the best value for that). You will also need to include required fields (OrderID, Symbol, Side) and fill them with dummy values such as 0, 1 or “[N/A]”. Your Rules of Engagement document should explicitly describe this case.
Hope you are using FIX 4.4 or higher to be able to use tags 911/912Regards,
Hanno.No response (ExecutionReport) needs to be sent if no orders matched. Unlike MassCancel/MassCancelReport pair there is no equivalent “MassStatusReport”
Hello,
can someone tell me what the correct response to an OrderMassStatusRequest if there are no orders matching the MassStatusReqType?Many thanks in advance,
Harald
Danke vielmals (Many thanks)
-Aditya Kapur
911 is a total (no counter) and needs to be on every ER together with 912. Both only allow a gap detection when 912=Y (last report) and the receipient has counted less ERs than 911 tells him. There is no counter with a request scope, the following explains an overall counter for your stream of ERs.
You should use Application Sequencing as a general concept if you want to support immediate gap detection and retransmission of ERs. The responses to a mass action request then add to the stream of ERs that contain ApplID (1180) and ApplSeqNum (1181). Your stream of ApplSeqNum values needs to be ascending but not necessarily gapless. If you need to support a sequence with intentional gaps then you also need to provide ApplLastSeqNum (1350) to “jump over” such technical gaps which are none from a business perspective and should not cause the recipient to ask for a retransmission.
Regards,
Hanno.This is very useful information. Does Tag 911 (TotNumReports) have to be present in each execution report returned? Is this the total count or is it a running total of sorts? For example if a order mass status request returns 1000 orders then will each ER contain 911=1000 or will it be 911=1/1000, 911=2/1000 etc?
-Aditya Kapur
How long do you wait before you know that no response is coming?
I would prefer an explicit response even if it might not be 100% compliant. I suggest to send an ER with 911 TotNumReports=0, 912 LastRptRequested=Y,150 ExecType=I=“Order Status”, 39 OrdStatus=8=Rejected (still the best value for that). You will also need to include required fields (OrderID, Symbol, Side) and fill them with dummy values such as 0, 1 or “[N/A]”. Your Rules of Engagement document should explicitly describe this case.
Hope you are using FIX 4.4 or higher to be able to use tags 911/912Regards,
Hanno.No response (ExecutionReport) needs to be sent if no orders matched. Unlike MassCancel/MassCancelReport pair there is no equivalent “MassStatusReport”
Hello,
can someone tell me what the correct response to an OrderMassStatusRequest if there are no orders matching the MassStatusReqType?Many thanks in advance,
Harald