CODEWITHSUNDEEP
c#.netfinancefix-protocol
Zaken
Zaken

Reputation: 23

FIX mass cancel of orders base on criteria

I'm currently working with FIX5.0 and need to do a mass cancel of all orders for a certain account. When we send a NewSingleOrder we also specify Account (Tag=1), and each order may or may not have the same account. It could be 1000's of orders on just about 50-100 accounts.

What we like to do is send a mass cancel request for a certain account, and orders for that account should all be canceled. How can this be done using the FIX5.0 environment. I know it can be done with OrderStatus usually by exchange where we input the ClOrdId as "*" as part of the request, but i am not sure about canceling orders.

Upvotes: -1

Views: 67

Answers (1)

Grant Birchmeier
Grant Birchmeier

Reputation: 18504

This is not a FIX protocol question, but a counterparty question. You need to ask them if they support this, and what the message to trigger this should look like. They may have documentation that you should be reading.

Upvotes: 1

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