Standard Header

Y

MsgType = 9

1

Account

String(256)

N

Account ID (managed by the CQG gateway).

11

ClOrdID

String(64)

C

ClOrdID of the Cancel Request or Cancel/Replace that is being rejected. Format for orders originating from CQG IC: ‘CQG_’ + numeric order identifier.

37

OrderID

String(32)

C

Unique identifier for the order as assigned by the CQG gateway.

39

OrdStatus

Char

Y

Identifies the current status of the order.

Valid values:

0 = New

1 = Partially Filled

2 = Filled

4 = Canceled

5 = Replaced

6 = Pending Cancel

8 = Rejected

9 = Suspended (see Confirmation/ Acknowledgement Execution Report for details)

C = Expired (the expired state is calculated by the CQG gateway and may be followed by late fill)

E = Pending Replace

Z = Disconnected (order may be cancelled because a disconnect occurred)

41

OrigClOrdID

String(64)

C

OrigClOrdID of the Cancel Request or Cancel/Replace that is being rejected. Format for orders originating from CQG IC: ‘CQG_’ + numeric order identifier.

58

Text

String

N

Provides the reason why the request was rejected.

60

TransactTime

UTC Timestamp

N

Time this order request was rejected.

102

CxlRejReason

Int

N

Code to identify reason for cancel rejection. See Reject Codes for complete list of error codes and their meaning.

115

OnBehalfOfCompID

String(32)

N

Broker company ID used when sending notifications via the CQG gateway. Note this field is a part of Standard Header.

128

DeliverToCompID

String(32)

C

Trading firm that the trader specified in tag 129 (DeliverToSubID) belongs to. Note this field is a part of Standard Header.

129

DeliverToSubID

String(32)

N

CQG username of the trader who placed the order. Part of Standard Header.

198

SecondaryOrderID

String

N

Unique order ID assigned by the execution system or exchange.

434

CxlRejResponseTo

Char

Y

Identifies the type of request this Cancel Reject is in response to.

Valid values:

1 = Order Cancel Request

2 = Order Cancel/Replace Request

1028

ManualOrderIndicator

Boolean

N

Echoes value specified in corresponding order request.

20010

AccountName

String

N

Symbolic name of account.

20014

FCMAccountNumber

String

N

Unique identifier of the account of the FCM.

20026

OrderSource

String(48)

N

Identifier of the CQG sub-system that originated this order. It can be used to identify trades entered manually by FCM using CQG Customer and Account Service Tool (CAST). For such orders, this string begins with “CAST”. Format for other systems is not defined and can change any time.

20029

ChainOrderID

String(64)

N

Unique identifier for the whole order chain, which stays unchanged even when order cancel request was rejected.

20062

SalesSeriesNumber

String(16)

N

Reserved for account sales series identification used by custom FIX Connect vendor. It should not appear for FIX vendors that do not have it explicitly configured.

20175

TransactTimeHR

UTC HR Timestamp

N

The high-precision time at which the order was rejected. Supported format: YYYYMMDD-HH:MM:SS.ssssss (microseconds).

Standard Trailer

Y