TT® FIX

Order Cancel Reject (9) Message

Purpose

Used to reject an order cancel or cancel/replace request

Message Direction

From TT FIX to FIX client

Supported Tags

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

Internal TT order key assigned to all orders submitted through any TT software

The value remains constant for the life of an order. In the following situations, the tag contains a value other than an internal key.

For messages where the order is unknown, TT FIX returns the string NONE.

11 ClOrdID Y String

Client order identifier specified by the FIX Client; included in Tag 11 (ClOrdID) of the initial message

41 OrigClOrdID Y String

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

198 SecondaryOrderID N String

Unique identifier for the order, as assigned by the exchange.

Note: The value can vary over time for the same order.

10011 TTClOrdID C String

New tag for TT

Internal unique id across TT system

Condition: Sent when available

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
  • 9: Suspended (Held)
  • A: Pending new
  • C: Expired
  • E: Pending replace

Note: If more than one of these values applies, TT FIX sends the value required by the FIX 4.2 specification.

60 TransactTime Y UTCTimestamp

Time, in UTC, the transaction occurred

Note: Some Exchanges might send milliseconds in certain circumstances, in the form: YYYYMMDD-HH:MM:SS.sss. TT recommends that you allocate enough memory to handle the longer timestamp should an Exchange send it

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
  • 4: Unable to process Order Mass Cancel Request
  • 5: OrigOrdModTime (586) did not match last TransactTime (60) of order
  • 6: Duplicate ClOrdID (11) received
  • 7: Price exceeds current price
  • 8: Price exceeds current price band
  • 18: Invalid price increment
  • 99: Other
18222 AOTCPreventionActionType N int

New tag for TT

Indicates the prevention action specified for internal crossing orders

Possible values include:

  • 0: None
  • 1: Held
  • 2: Cancel
  • 3: Fill
  • 4: Reduced order
  • 5: Reduced change
Component Block: <Trader> Y

Information about the trader routing the order

58 Text C String

Additional information about the message

Condition: Sent with TT FIX needs to provide additional information

21 HanldInst C int

Order handling instructions.

Possible values include:

  • 1: Automated execution order, private, no broker intervention
  • 2: Automated execution order, public, broker intervention OK
  • 3: Staged order, broker intervention required

Condition: Required when submitting a staged order

16106 StagedOrderMsg N string, 256 character maximum

Message text associated with the staged order.

Typically used to provide additional information to the broker responsible for managing the order.

Note: Sent only for staged orders (Tag 21 (HandlInst)=3)

16111 StagedRoutingLevel C char

Indicator of who can work the staged order.

Possible values include:

  • B: Broker
  • I: Internal

Condition: Sent for staged orders (Tag 21 (HandlInst)=3)

16110 StagedOrderOwner C String

ID of the trader working the staged order.

Condition: Sent for staged orders (Tag 21 (HandlInst)=3)

21 StagedOrderStatus C char

Claim status of the staged order

Possible values include:

  • A: Staged order is available to claim
  • O: Staged order has been claimed

Condition: Sent for staged orders (Tag 21 (HandlInst)=3)

16115 ExternalSource N Boolean

Whether this message was imported from an external source.

Component Block <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.

Notes for 7.X TT FIX Adapter Developers

The following Order Cancel Reject (9) message tags from TT FIX Adapter 7.X are deprecated in TT FIX:

  • HandlInst [21]
  • TTUsername [10553]
  • UserTag [16104]