Order Cancel Reject (MsgType=9)

The following Order Cancel Reject fields are provided:

Order Cancel Reject

Tag

Field Name

Req’d

Comment

 

Standard Header

Y

MsgType = 9

37

OrderID

Y

OrderID(37) is unique per order book. Max length: 32.

11

ClOrdID

Y

ClOrdID assigned by Client to the Order Cancel Request or Order Cancel/Replace Request.

41

OrigClOrdID

Y

ClOrdID of the previous order which could not be canceled/replaced. 

434

CxlRejResponseTo

Y

Identifies the type of request that Order Cancel Reject (9) is in response to.

 

Valid values:

1= Order Cancel Request

2= Order Cancel/Replace Request

102

CxlRejReason

Y

Code to identify reason for cancel rejection.

Valid values:

0= Too late to cancel

1= Unknown order

58

Text

N

Reject reason.

 

Standard Trailer

Y