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Order Cancel Reject

The OrderCancelReject message is used to reject invalid cancel or cancel/replace requests.

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 : New
  • 1 : Partially filled
  • 2 : Filled
  • 4 : Canceled
  • 6 : Pending Cancel (i.e. result of Order Cancel Request)
  • 8 : Rejected
  • A : Pending New
  • E : 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 request
  • 2 : Order cancel/replace request
102 - CxlRejReason integer

Code to identify reason for cancel rejection.

    Possible values:
  • 0 : Too late to cancel
  • 1 : Unknown order
  • 2 : Broker / Exchange Option
  • 3 : Order already in Pending Cancel or Pending Replace status
58 - Text string

Free-format text string.

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