Purge Orders

Request to cancel a group of orders or quotes across all the TPH's sessions for that port's matching unit. This differs from a mass cancel request sent via a Mass Cancel Order message as the purge request is applied across all of the TPH's sessions, not just the session on which the Mass Cancel Order was received. In addition, the Purge Orders message accepts a list of CustomGroupIds as part of the order matching filter.

Any self-imposed lockout at the Firm/EFID or CustomGroupId level sent on a BOEv3 Purge Orders message will only apply to the port’s matching unit and will not apply across all units.

• Purge Orders requires sending MassCancelInst bitfield.
• Optionally ProductName, ClearingFirm, MassCancelId and list of CustomGroupId may also be sent (if non-blank).
• ProductName and CustomGroupId are mutually exclusive. Messages containing both will be rejected.
• A maximum of 10 CustomGroupId may be sent in one message.
• A Purge Acknowledgment message may be requested by setting the Acknowledgement Style value in the required optional field MassCancelInst to S or Bor in combination with M. In these cases, the Purge Orders request will be rejected if the MassCancelId optional field is not provided.
• Individual Order Cancelled or Quote Cancelled messages are requested by setting the Acknowledgement Style value of the required optional field MassCancelInst to M or B.

The system limits the rate at which identical Mass Cancel Order and Purge Orders requests can be submitted to the system. Requests are restricted to twenty (20) messages per second per port.

An identical Purge Orders message is defined as a message having all of the same CustomGroupId, Symbol, Clearing Firm, Lockout Instruction, Instrument Type Filter and GTC Order Filter field values, as a previously received message.