Cancel Reject
All new order messages have MsgType<35> = 9.
A Cancel Reject is sent whenever a Cancel Request or Cancel/Replace Request cannot be accepted.
Supported fields
| Tag | Field name | Req'd | Description |
|---|---|---|---|
| 11 | ClOrdId | Y | Reflection of the ClOrdId<11> from the Cancel Request |
| 37 | OrderId | Y | The OrderId<37> that represents the order when receiving an Execution Report |
| 39 | OrdStatus | Y | The current status of the order, which was unaffected by the failed Cancel Request. See possible values in Execution Report |
| 41 | OrigClOrdId | Y | Reflection of the OrigClOrdId<41> from the Cancel Request |
| 58 | Text | N | Reason why the request could not be satisfied |
| 60 | TransactTime | Y | The time this cancel request was initiated/released by the client system. GMT date/time in millisecond resolution or better |
| 434 | CxlRejResponseTo | Y | Identifies the type of request that a Cancel Reject is in response to. Supported values: |
Updated 11 months ago
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