FIX Gateway

Order Cancel Reject (9) Message

Purpose

Used to reject an order cancel or cancel/replace request

Message Direction

From a third-party FIX acceptor to the TT FIX Order Gateway

Supported Tags

Tag # Field Name Req’d Data type Comments
Component: Standard Header Y 35=9 (MsgType)
37 OrderID Y String

Order ID assigned by the third-party FIX acceptor

11 ClOrdId Y String

TT order identifier

41 OrigClOrdID C String

Previous order identifier. Equal to Tag 11 (ClOrdID) of the original request message

Condition: Not required when 150=0 (New) or when this Execution Report (8) is not in response to a direct change change (such as a fill).

39 OrdStatus Y char

Status of the order

Possible values include:

  • 0: New
  • 1: Partially filled
  • 2: Filled
  • 4: Cancelled
  • 5: Replaced
  • 6: Cancel pending
  • 8: Rejected
  • A: Pending new
  • C: Expired
  • E: Pending replace
60 TransactTime Y UTCTimestamp

Time, in UTC, the transaction occurred

434 CxlRejResponseTo Y int

Type of rejected message

Possible values include:

  • 1: Reject is for an Order Cancel Request (F)
  • 2: Reject is for an Order Cancel Replace Request (G)
102 CxlRejReason Y int

Reason for rejecting the cancel request

Possible values include:

  • 0: Too Late to Cancel
  • 1: Unknown Order
  • 2: Broker Option
  • 3: Action Already Pending
  • 5: OrigOrdModTime (586) did not match last TransactTime (60) of order
  • 6: Duplicate ClOrdID (11) received
  • 8: Price exceeds current price band
  • 18: Invalid price increment
  • 99: Other
58 Text N String

Additional information about the message

Component: Standard Trailer Y

Message Notes

The Order Cancel Reject (9) message is used by TT FIX to reject an Order Cancel Request (F) or Order Cancel Replace Request (G) message.