The FIX Client uses this message to request all current day orders from the CQG gateway. The CQG gateway responds with Execution Reports (8) for all day and GTC/GTD orders that are working or were filled or cancelled today. It additionally responds with List Status Request (N) for any included orders that are members of a list (compound order).
Execution reports in response to an Order Mass Status request contain Tag 20 (ExecTransType) equal to 3 (Status). List Status Request reports in response to an Order Mass Status request contain Tag 429 (ListStatusType) equal to 2 (Response). Possible response messages: Order Mass Status Request Ack (UBR) and Execution Report (8) and List Status Request (N), or Business Message Reject (j).
|
Tag |
Name |
Format |
Req |
Comments |
|
|
Standard Header |
|
Y |
MsgType = UAF |
|
1 |
Account |
String(256) |
N |
Account ID (managed by the CQG gateway). Used to filter positions by account. If no account provided, then Execution Reports are created for all accounts client is authorized for. |
|
22 |
IDSource |
String |
N |
Reserved for contract identification used by custom FIX Connect vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured. |
|
48 |
SecurityID |
String |
N |
Reserved for contract identification used by custom FIX Connect vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured. |
|
54 |
Side |
Char |
N |
Optional qualifier used to filter the side of the market for which orders will be returned. Valid values: 1 = Buy 2 = Sell 5 = Sell Short 6 = Sell Short Exempt |
|
55 |
Symbol |
String(64) |
N |
Optional qualifier used to filter the trading instrument of the CQG system for which orders will be returned. |
|
65 |
SymbolSfx |
String |
N |
Reserved for contract identification used by custom FIX Connect vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured. |
|
167 |
SecurityType |
String |
N |
Indicates type of security. Reserved for contract identification used by custom FIX Connect vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured. |
|
200 |
MaturityMonthYear |
MonthYear |
N |
Month and year of the maturity. Format: YYYYMM. Reserved for contract identification used by custom FIX Connect vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured. For FIX message consistency, CQG defines maturity as contract last trading date. |
|
201 |
PutOrCall |
Int |
N |
Indicates whether an option is a put or call. Valid values: 0 = Put 1 = Call Reserved for contract identification used by custom FIX Connect vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured. |
|
202 |
StrikePrice |
Price |
N |
Option strike price. Reserved for contract identification used by custom FIX Connect vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured. |
|
207 |
SecurityExchange |
String |
N |
Market used to help identify a security. Reserved for contract identification used by custom FIX Connect Vendor contract symbol mappings. It should not appear for FIX vendors which do not have it explicitly configured. |
|
223 |
CouponRate |
Price |
N |
For fixed income. Coupon rate of the bond. Reserved for contract identification used by custom FIX Connect Vendor contract symbol mappings. It should not appear for FIX vendors which do not have it explicitly configured. |
|
541 |
MaturityDate |
LocalMktDate |
N |
Date of maturity. Reserved for contract identification used by custom FIX Connect Vendor contract symbol mappings. It should not appear for FIX vendors which do not have it explicitly configured. For FIX message consistency, CQG defines maturity as contract last trading date. |
|
20607 |
ContractDate |
LocalMktDate |
N |
Contract date of the symbol. Reserved for contract identification used by custom FIX API Vendor contract symbol mappings. It should not appear for FIX vendors which do not have it explicitly configured |
|
20608 |
ContractDay |
Int |
N |
Contract day of the symbol. Reserved for contract identification used by custom FIX API Vendor contract symbol mappings. It should not appear for FIX vendors which do not have it explicitly configured |
|
20609 |
ContractMonthYear |
MonthYear |
N |
Contract month and year of the symbol. Format: YYYYMM. Reserved for contract identification used by custom FIX API Vendor contract symbol mappings. It should not appear for FIX vendors which do not have it explicitly configured |
|
50584 |
MassStatusReqID |
String(64) |
Y |
Unique ID for this request assigned by the FIX Client. |
|
|
Standard Trailer |
|
Y |
|
Example: Order Mass Status Request
8=FIX.4.2 | 9=78 | 35=UAF | 49= fix_client | 56=CQG_Gateway | 34=10 | 52=20061122-13:45:23.952 | 1=286 | 50584=MS1 | 10=000 |