The Order Cancel Reject <9> message is issued by the broker
upon receipt of a Order Cancel Request <F> or
Order Cancel/Replace Request <G> message which cannot be honored.
Requests to change price or decrease quantity are executed only when an outstanding quantity exists;
orders which are filled cannot be changed.
When rejecting a Cancel/Replace Request <G>,
the ClOrdID <11> of the replacement order in the request message
is inserted in the ClOrdID <11> field of the
Cancel Reject <9> message for identification.
The Execution <8> message will be used to respond to accepted
Cancel Request <F> and Cancel/Replace Request <G> messages.