FIX 5.0 SP1 : CxlRejReason <102> field

Type: int

Used In

Description

Code to identify reason for cancel rejection.

Valid values:

0 = Too late to cancel

1 = Unknown order

2 = Broker / Exchange Option

3 = Order already in Pending Cancel or Pending Replace status

4 = Unable to process Order Mass Cancel Request

5 = OrigOrdModTime (586) did not match last TransactTime (60) of order

6 = Duplicate ClOrdID (11) received

99 = Other

18 = Invalid price increment

7 = Price exceeds current price

8 = Price exceeds current price band

Used In