fix协议介绍14-批量取消订单（OrderMassCancelRequest）

FIX.5.0SP2 Message

OrderMassCancelRequest [type 'q']

<OrdMassCxlReq>

The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity).

Added  FIX.4.3

Expand Components | Collapse Components

	Field or Component	Field Name	FIXML name	Req'd	Comments	Depr.

Component

StandardHeader

BaseHeader

MsgType = q (lowercase Q)

	11	ClOrdID	@ClOrdID		Unique ID of Order Mass Cancel Request as assigned by the institution.
	526	SecondaryClOrdID	@ClOrdID2
	530	MassCancelRequestType	@ReqTyp		Specifies the type of cancellation requested
	336	TradingSessionID	@SesID		Trading Session in which orders are to be canceled
	625	TradingSessionSubID	@SesSub

Component

Parties

Pty

Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages"

Component

TargetParties

TgtPty

Can be used to specify the parties to whom the Order Mass Cancel should apply.

Component

Instrument

Instrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

Component

UnderlyingInstrument

Undly

Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"

	1301	MarketID	@MktID		Required for MassCancelRequestType = 8 (Cancel orders for a market)
	1300	MarketSegmentID	@MktSegID		Required for MassCancelRequestType = 9 (Cancel orders for a market segment)
	54	Side	@Side		Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.
	60	TransactTime	@TxnTm		Time this order request was initiated/released by the trader or trading system.
	58	Text	@Txt
	354	EncodedTextLen	@EncTxtLen		Must be set if EncodedText field is specified and must immediately precede it.
	355	EncodedText	@EncTxt		Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

Component

StandardTrailer

© 2007 - 2012 FIX Protocol Limited Contact us Copyright and Acceptable Use policy Privacy Policy

消息实现：

package cs.mina.codec.msg;

import java.util.HashSet;
import java.util.List;
import java.util.Set;

import cs.mina.exception.InValidDataException;

/*
 *@author(huangxiaoping)
 *@date 2013-11-29
 */
public class OrderMassCancelRequestMsg extends BaseMsg {
	private Tag clOrdID=new Tag("11","String",true);
	private Tag parties=new PartiesTag(false);
	private Tag instrument=new InstrumentTag(true);
	private Tag transactTime=new Tag("60","UTCTimestamp",true);
	private Tag side=new Tag("54","char",false);
	private Tag massCancelRequestType=new Tag("530","char",true);
	private Tag marketSegmentID=new Tag("1300","String",false);
	
	private Set<String> tagIdsSet=new HashSet<String>();
	
	public OrderMassCancelRequestMsg(){
		this.getHeadEntity().getMsgType().setTagValue("q");
		tagIdsSet.add("11");
		tagIdsSet.add("60");
		tagIdsSet.add("54");
		tagIdsSet.add("530");
		tagIdsSet.add("1300");
		this.bodyEntity.getBodyTagList().add(clOrdID);
		this.bodyEntity.getBodyTagList().add(parties);
		this.bodyEntity.getBodyTagList().add(instrument);
		this.bodyEntity.getBodyTagList().add(transactTime);
		this.bodyEntity.getBodyTagList().add(side);
		this.bodyEntity.getBodyTagList().add(massCancelRequestType);
		this.bodyEntity.getBodyTagList().add(marketSegmentID);
	}
	
	@Override
	public void decodeBody() {

	}

	@Override
	public void validate() {
		this.headEntity.validate();
		List<Tag> bodyTagList=this.bodyEntity.getBodyTagList();
		for(int i=0;i<bodyTagList.size();i++){
			bodyTagList.get(i).validate();
		}
		this.tailerEntity.validate();
		if(massCancelRequestType.getTagValue()!=null){
			if(!MsgUtil.massCancelRequestType.contains(massCancelRequestType.getTagValue())){
				throw new InValidDataException("massCancelRequestType错误["+massCancelRequestType.getTagId()+"="+massCancelRequestType.getTagValue()+"]");
			}
		}
	}

	public Tag getClOrdID() {
		return clOrdID;
	}

	public void setClOrdID(Tag clOrdID) {
		this.clOrdID = clOrdID;
	}

	public Tag getParties() {
		return parties;
	}

	public void setParties(Tag parties) {
		this.parties = parties;
	}

	public Tag getInstrument() {
		return instrument;
	}

	public void setInstrument(Tag instrument) {
		this.instrument = instrument;
	}

	public Tag getTransactTime() {
		return transactTime;
	}

	public void setTransactTime(Tag transactTime) {
		this.transactTime = transactTime;
	}

	public Tag getSide() {
		return side;
	}

	public void setSide(Tag side) {
		this.side = side;
	}

	public Tag getMassCancelRequestType() {
		return massCancelRequestType;
	}

	public void setMassCancelRequestType(Tag massCancelRequestType) {
		this.massCancelRequestType = massCancelRequestType;
	}

	public Tag getMarketSegmentID() {
		return marketSegmentID;
	}

	public void setMarketSegmentID(Tag marketSegmentID) {
		this.marketSegmentID = marketSegmentID;
	}

	public Set<String> getTagIdsSet() {
		return tagIdsSet;
	}

	public void setTagIdsSet(Set<String> tagIdsSet) {
		this.tagIdsSet = tagIdsSet;
	}

}

业务处理：略