Order Cancel Reject <9>

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 - New
1 - Partially filled
2 - Filled
4 - Cancelled
5 - Replaced
8 - Rejected
C - Expired

102

CxlRejReason

int

N

Code to identify reason for canceling rejection. Valid values:

0 - Too late to cancel
1 - Unknown order
3 - Order already in pending cancel or pending replace status
6 - Duplicated client order ID
99 - 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 <F>
2 - Order Cancel/Replace Request <G>

58

Text

string

Y

providing supplemental information on reject reason.

Standard trailer

Y