When an order cancellation or order replacement fails, the system will send this message.
| Tag | Field Name | Data Type | Req’d | Comments |
|---|---|---|---|---|
| Standard header - Outgoing | Y | MsgType 35=9 | ||
| 11 | ClOrdID | string | Y | Unique identifier of the order as assigned by client. |
| 41 | OrigClOrdID | string | Y | ClOrdID <11> of the existing order that the replace/cancel request want to execute. |
| 37 | OrderID | string | N | Unique identifier for Order as assigned by the Exchange. |
| 39 | OrdStatus | string | Y | Identifies current status of order. Valid values:0 - New1 - Partially filled2 - Filled4 - Cancelled5 - Replaced8 - RejectedC - Expired |
| 102 | CxlRejReason | int | N | Code to identify reason for canceling rejection. Valid values:0 - Too late to cancel1 - Unknown order3 - Order already in pending cancel or pending replace status6 - Duplicated client order ID99 - Other reasons |
| 434 | CxlRejResponseTo | int | N | Identifies the type of request that a Cancel Reject <9> is in response to. Valid values: 1 - Order Cancel Request 2 - Order Cancel/Replace Request |
| 58 | Text | string | Y | providing supplemental information on reject reason. |
| Standard trailer | Y |