1 and 7 are engine sweeps per instrument and Account, not per session: they cancel every order of that Account on each instrument where this SenderCompID has a cached open order, earlier connections included, whoever placed the order. If nothing is cached for the scope, Kraken sends no request to the engine and sends no reply. Each cancellation is confirmed by its own Execution Report; there is no mass cancel report.
Mass cancel: venue differences
required
35=
qstring
required
Client-assigned identifier of the mass cancel request. On US Perps it must be a positive integer of at most 19 digits: use an ever-increasing number, for example a microsecond timestamp. See New Order Single for how invalid values are rejected.Format: Positive integer, up to 19 digits, e.g. a microsecond timestamp.
char
required
Scope of the mass cancel.Possible values:
1: Cancel by instrument. Requires Symbol (55) or InstrumentID (48). Engine sweep: for each Account that has a cached open order of this SenderCompID on that instrument, every order of that Account on the instrument is cancelled, whoever placed it. Nothing cached for the instrument means no request and no reply.6: Cancel the orders created on this connection, one by one.7: Cancel by SenderCompID. Engine sweep for every instrument where this SenderCompID has a cached open order, earlier connections included: for each such instrument and Account, every order of that Account is cancelled, whoever placed it. An instrument with nothing cached is not reached; nothing cached at all means no request and no reply.
string
Trading session the status applies to.
string
Perpetual futures contract, in the venue symbol form. Ten contracts are listed at launch. Required for type
1 unless InstrumentID is sent. Ignored when InstrumentID is also sent: the instrument is then recognised from InstrumentID.Format: Venue symbol.Required: Conditionalstring
Identifier of the instrument within the identification scheme named by InstrumentIDSource.
Where both Symbol and InstrumentID are sent, InstrumentID is what the instrument is recognised from and Symbol is ignored.Format: Venue instrument identifier. Takes precedence over Symbol when both are sent.
Where both Symbol and InstrumentID are sent, InstrumentID is what the instrument is recognised from and Symbol is ignored.Format: Venue instrument identifier. Takes precedence over Symbol when both are sent.
string
Identification scheme that InstrumentID is expressed in.Possible values:
8: Exchange symbol.
UTCTimestamp
required
Time of the business event in UTC, formatted YYYYMMDD-HH:MM:SS.uuu.Format: UTC timestamp, YYYYMMDD-HH:MM:SS.uuu
required