MassCancelOrderUSFuturesV1


Field Name	Offset	Length	Data Type	Description
StartOfMessage	0	2	Binary	`B0 E3` (58288)
MessageLength	2	2	Binary	`4B 00` (75)
MessageType	4	2	Binary	`EC 03` (1004)
MatchingUnit	6	1	Binary	Must be zero or correct unit
Reserved	7	1	Binary	Must be zero
SequenceNumber	8	4	Binary	The sequence number for this message
MassCancelId	12	20	Text	User-defined identifier of the mass cancel or purge request.
ClearingFirm	32	4	Alpha	EFID that will clear the trade. Port attribute value of 'Default EFID' is used if not provided. Sent to OCC in Exec Broker field.
ProductName	36	6	Text	Used to specify product class (e.g., "VX", "VA", etc.) for Purge Orders and Cancel Order message cancel by product functionality. If an unrecognized ProductName is provided, the associated request will be rejected with reason code C (Unknown Product Name).
MassCancelInst	42	16	Text	Corresponds to MassCancelInst (7700) in CFE FIX. Used for specification of Purge Orders functionality and optionally used for specification of Mass Cancel functionality associated with the Cancel Order message. At least one character must be provided (Clearing Firm Filter). Contiguous characters must be specified up to total length. Truncated/unspecified characters will default to values indicated (D) below. 1st Character : Clearing Firm Filter A=No filtering by clearing firm relationship is performed. F=All orders that were sent under the clearing relationship specified in ClearingFirm optional field. If "F" specified and ClearingFirm not provided, the Mass Cancel or Purge request will be rejected. 2nd Character : Acknowledgement Style M=(D) Order Cancelled messages are sent for each cancelled order. If "M" is set, any MassCancelId value is ignored. S=A single Mass Cancel Acknowledgement message is sent once all cancels have been processed. The MassCancelId optional field must be specified or the Mass Cancel or Purge Request will be rejected. B=Both individual Order Cancelled and Mass Cancel Acknowledgement messages will be sent. Also requires MassCancelId optional field to be specified or the Mass Cancel or Purge request will be rejected. 3rd Character : Lockout Instruction N=(D) No lockout `(Effective 08/24/26, this instruction will be required for all Mass Cancel messages)` L=Lockout until corresponding Reset Risk received. Lockout can be used only with Clearing Firm Filter set to "F", otherwise the Mass Cancel or Purge request will be rejected. Lockout will apply to all New Order, Quote Update, and Modify Order messages for the ClearingFirm (and ProductName or CustomGroupIds, if specified), regardless of other filtering in the Purge Orders or Cancel Order message. Effective 08/24/26, Mass Cancel messages with Lockout Instruction = L will be rejected. 4th Character : Instrument Type Filter B=(D) Cancel both Simple and Complex orders S=Cancel Simple orders only C=Cancel Spread orders only 5th Character : GTC Order Filter C=(D) Cancel GTC and GTD orders P=Don’t cancel (preserve) GTC and GTD orders 6th Character : Security Type F=Cancel orders(Futures only) O=Cancel orders(Options only) A=(D) Cancel All Futures and Options orders If ProductName optional field is specified, it must contain a valid futures root symbol (e.g., "VX"), in which case only orders/quotes associated with the specified product will be cancelled. A self-imposed lockout can be released using the Reset Risk message. An appropriate reset is required to be sent for each lockout type in order to resume trading. For example, a product-level lockout requires a product-level reset. For more information, refer to the CFE Risk Management Specification.
ManualOrderIndicator	58	1	Text	Y=Manual order entry N=Automated order entry
OEOID	59	18	Text	Identifies the Order Entry Operator responsible for this message. Min length 3, max length 18. Values in ASCII range 33-126 except comma, semicolon, and pipe are permissible.

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MassCancelOrderUSFuturesV1