An unsolicited Cancel Execution Report (8) message will be sent to a FIX Client if the exchange cancels the order and reports the same to us. Examples:
1. The exchange expires orders.
The following FIX tags are populated:
20 ExecTransType = 0 "New"
150 ExecType = C "Expired"
Alternatively,
20 ExecTransType = 0 "New"
150 ExecType = 3 "DoneForDay"
2. The order is cancelled according to an exchange request which did not originate from this Fix Client.
The following FIX tags are populated:
20 ExecTransType = 0 "New"
150 ExecType = 4 "Canceled"