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 |
|