The session-level reject (3) is a possible response to any of these FIX client to CQG gateway messages.
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New Order Single (D)
New Order Multileg (AB)
Order Cancel/Replace Multileg (AC)
New Order List (E)
Order Cancel Request (F)
Order Cancel/Replace Request (G)
Parked Order Activation Request (G)
Update Order Attributes Request (G)
Allocation (J)
Security Definition Request (c)
Order Status Request (H)
Order Mass Status Request (UAF)
Request for Position (UAN)
Account Data Request (UAR)
Collateral Inquiry (UBB)
User Request (UBE)
Fill Care Orders (UCF)
Account Risk Parameters Request (URR)
Authorized Accounts Request (UZS)
FCM Currency Rate Request (UZU)
Allowed Feature Request (UZX)
Market Data Enablements Request (UZZ)
Quote Request (R)