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Why was my order cancelled with the reason "exchange mass cancel"?

Your orders get cancelled with the reason "exchange mass cancel" because unmatched pending orders get cancelled once the market closes. The validity of an unmatched order is till the market closes.

All unmatched orders will get cancelled after the following time mentioned below in the respective segments.

Segment Timings
Equity 4:00 PM
Currency 5:00 PM
Commodities 11:45 PM

The market timings are mentioned here .

If any orders you have placed are not matched on the exchange, i.e. not executed, the exchange cancels all pending orders after the market closes, and you will have to place your orders again for the next trading session.

Using Kite’s After Market Order(AMO) feature, you can place orders for the next trading day. To know more, click here .

You can place a GTT order if you wish to place an order that has greater validity. To know more about GTT, please click here .