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 18 days ago