Order Cancel Reject
The OrderCancelReject message is used to reject invalid cancel or cancel/replace requests.
- FIX Specification
MESSAGE BODY
header required
MsgType
9
11 - ClOrdID string required
ClOrdID(11) which could not be canceled/replaced.
41 - OrigClOrdID string required
ClOrdID of the previous accepted order.
37 - OrderID string required
Unique identifier of most recent order as assigned by Customer. If CxlRejReason="Unknown order", then will be "NONE".
60 - TransactTime string
Format: YYYYMMDD-HH:MM:SS.uuu
Business timestamp for this reject.
39 - OrdStatus integer required
Identifies current status of order.
- Possible values:
0
: New1
: Partially filled2
: Filled4
: Canceled6
: Pending Cancel (i.e. result of Order Cancel Request)8
: RejectedA
: Pending NewE
: Pending Replace (i.e. result of Order Cancel/Replace Request)
434 - CxlRejResponseTo integer required
Identifies the type of request that a Cancel Reject is in response to.
- Possible values:
1
: Order cancel request2
: Order cancel/replace request
102 - CxlRejReason integer
Code to identify reason for cancel rejection.
- Possible values:
0
: Too late to cancel1
: Unknown order2
: Broker / Exchange Option3
: Order already in Pending Cancel or Pending Replace status
58 - Text string
Free-format text string.
trailer required