Purge Request

Request the cancellation of a subset (or all) open orders across multiple logical ports/sessions (i.e. match capacity allocations).

This differs from a Mass Cancel sent via an Order Cancel Request as the Purge Request is applied across all the TPH’s sessions, not just the session on which the Order Cancel Request was received. In addition, the Purge Request message optionally accepts a list of one or more CustomGroupID (7699) values as part of the order matching filter.

• Purge Request requires sending MassCancelInst (7700).
• Optionally, OnBehalfOfCompID (115), Symbol (55), MassCancelID (7695) and list of CustomGroupID (7699) values may also be sent.
• Symbol (55) and CustomGroupID (7699) are mutually exclusive. Messages containing both will be rejected.
• A maximum of 10 CustomGroupID (7699) values may be sent in one message.
• If cancelling by OnBehalfOfCompID (115) by using F as the first character of MassCancelInst (7700) in combination with one or more CustomGroupId (7699), only orders entered matching both CustomerGroupId (7699) and the EFID will be cancelled.
• A Purge Acknowledgement (35= 8, 150= M) may be requested by setting the Acknowledgement Style to S or B, in which case the MassCancelID (7695) field must be provided or the Purge Request will be rejected.

  Tag		Field Name	Req’d	Description
  35		Standard Message Header	Y	MsgType=‘F’
  97		PossResend	N	Y = Indicates an application level unsolicited resend. If ClOrdID has not yet been seen, the cancel is treated as normal. If ClOrdID already exists, the resent cancel is ignored. N = (default) indicates a new cancel.
  60		TransactTime	Y	Time cancel initiated/released. Required by FIX 4.2.
  7700		MassCancelInst	Y	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 (Default) below. 1st Character : Clearing Firm Filter A = No filtering by clearing firm relationship is performed. F = All orders sent under the clearing relationship specified in OnBehalfOfCompId (115) will be cancelled. 2nd Character : Acknowledgement Style M = (Default) Individual Execution Reports are sent for each cancelled order. S = Single summary Execution Report sent once all cancels have been processed. Single Execution Report will contain MassCancelId (7695) and CancelledOrderCount (7696). MassCancelId (7695) must be specified or the Order Cancel Request will be rejected. B = Both individual Execution Reports and single summary Execution report. Also requires MassCancelId (7695) to be specified. 3rd Character : Lockout Instruction N = (Default) No lockout L = Lockout until corresponding Risk Reset received. Lockout can be used only with Clearing Firm Filter set to ‘F’, otherwise the Order Cancel Request will be rejected. Lockout will apply to all new orders and cancel/replace orders for the EFID (and Symbol (55) or CustomGroupId (7699), if specified), regardless of other filtering in the MassCancelInst. 4th Character : Instrument Type Filter B = (Default) Cancel both Simple and Spread orders S = Cancel Simple orders only C = Cancel Spread orders only 5th Character : GTC Order Filter C = (Default) Cancel GTC and GTD orders P = Don’t cancel (preserve) GTC and GTD orders 6th Character : Security Type F = (D) Cancel orders (Futures only) O = Cancel orders (Options only) A = Cancel Both Futures and Options orders If Symbol (55) is specified, it must contain a valid product symbol (e.g., ‘VX’), in which case only orders associated with the specified product will be cancelled. A self-imposed lockout can be released using the RiskReset (7692) field of the New Order Single message. If Symbol (55) is not specified a zero CustomGroupId (7699) values are specified, a Firm level reset is required. If Symbol is specified, a Product level reset is required. If one or more CustomGroupId values are provided a Custom Group level reset is required. For more information, refer to the CFE Risk Management Specification.
  7695		MassCancelID	N	This field will be echoed back in the resulting order execution report when the Acknowledgement Style value of the MassCancelInst (7700) = S or ‘B’. Purge requests containing a MassCancelID that is currently outstanding will be rejected.
  55		Symbol	N	Futures product symbol (upper case). Limits cancellations to only orders with the specified product.
  7698 Repeating Group		CustomGroupIDCnt	N	Number of repeating CustomGroupIDs (7699) included in this message. Integer 0-10
  ➔	7699	CustomGroupID	N	CustomGroupID (7699) to cancel. Only present if CustomGroupIDCnt (7698) is non-zero. Number of repeating groups must match number specified in CustomGroupIDCnt (7698).
  1028		ManualOrderIndicator	Y	Y = Manual order entry N = Automated order entry
  25004		OEOID	Y	Identifies the Order Entry Operator responsible for this message. Minimum and maximum length is 3 and 18 characters, respectively. Characters in ASCII range 33-126 are allowed, except for comma, semicolon, and pipe.
  		Standard Message Trailer	Y