FixOrderMassCancelRequest

FixOrderMassCancelRequest(FixId, string, string, string[], string, string, string, char?, char?, OrderGroupCancelModes, FixParty[])

Data from OrderMassCancelRequest FIX message.

ClOrdId

Client order identifier for the cancel request.

Account

Account identifier filter.

SecurityType

Security type filter.

SecurityTypes

Multiple security types filter.

CfiCode

CFI code filter.

Symbol

Security symbol filter.

SecurityExchange

Security exchange filter.

Side

Side filter (1=Buy, 2=Sell).

MassCancelRequestType

Mass cancel request type.

Mode

Order group cancel mode.

Parties

Party information (client code, broker code, etc.).

Account : string

Account identifier filter.

CfiCode : string

CFI code filter.

ClOrdId : FixId

Client order identifier for the cancel request.

MassCancelRequestType : char?

Mass cancel request type.

Mode : OrderGroupCancelModes

Order group cancel mode.

Parties : FixParty[]

Party information (client code, broker code, etc.).

SecurityExchange : string

Security exchange filter.

SecurityType : string

Security type filter.

SecurityTypes : string[]

Multiple security types filter.

Side : char?

Side filter (1=Buy, 2=Sell).

Symbol : string

Security symbol filter.