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  | 
  | Y  | Reflection of the   | 
37  | 
  | Y  | The   | 
39  | 
  | Y  | The current status of the order, which was unaffected by the failed Cancel Request. See possible values in Execution Report  | 
41  | 
  | Y  | Reflection of the   | 
58  | 
  | N  | Reason why the request could not be satisfied  | 
60  | 
  | Y  | The time this cancel request was initiated/released by the client system. GMT date/time in millisecond resolution or better  | 
434  | 
  | Y  | Identifies the type of request that a Cancel Reject is in response to. Supported values:  | 
Updated 3 months ago