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: <Standard Header>
Y 35=9 (MsgType)
For additional information about this component group, consult the full documentation.
Tag # Field name Req’d Data type Comments
8 BeginString Y String

FIX protocol version

The tag indicates the beginning of a new message. This tag is always the first tag in the message.

The value is always FIX.4.2.

9 BodyLength Y int

Message length (in characters)

The value represents number of characters in the message following this tag up to, and including, the delimiter immediately preceding Tag 10 (CheckSum). This tag must be the second field in a message.

35 MsgType Y String

Type of message contained in the message body

This tag must appear third in the list of header tags.

Possible values include:

  • 0: Heartbeat
  • 1: Test Request
  • 2: Resend Request
  • 3: Reject
  • 4: Sequence Reset
  • 5: Logout
  • 8: Execution Report
  • 9: Order Cancel Reject
  • A: Logon
  • B: News
  • c: Security Definition Request
  • D: Order Single
  • d: Security Definition
  • e: Security Status Request
  • f: Security Status
  • F: Order Cancel Request
  • G: Order Cancel Replace Request
  • H: Order Status Request
  • V: Market Data Request
  • W: Market Data Snapshot Full Refresh
  • X: Market Data Incremental Refresh
  • Y: Market Data Request Reject
  • AE: Trade Capture Report
49 SenderCompID Y String

ID of the FIX session

The value will be the same value the FIX client sends in tag 56 (TargetCompID) in its requests to TT FIX.

56 TargetCompID Y String

FIX client ID, corresponding to the SenderCompID specified for the user in TT User Setup

The value is the same as sent in tag 49 (SenderCompID) in FIX client requests.

50 SenderSubID C String

Unique ID for the message sender

For CME, the value corresponds to the Operator ID.

Condition: Sent if TT User Setup specifies an exchange operator ID

142 SenderLocationID N string Specific message originator's location (i.e. geographic location and/or desk, trader)
116 OnBehalfOfSubID N Data type: String

New tag for TT

Unique Trader ID (can also be provided in Tag 50 (SenderSubID))

The value maps to the Alias field configured for a user in Setup.

129 DeliverToSubID C String

Value of Tag 116 (OnBehalfOfSubID) in the FIX client request.

Condition: Sent in Execution Report (8) and Order Cancel Reject (9) messages.

34 MsgSeqNum Y SeqNum

Message sequence number.

43 PossDupFlag C Boolean

Whether the sequence number for this message is already used

Possible values include:

  • Y: Possible duplicate
  • N: Original transmission

Condition: Sent when TT FIX resends messages

97 PossResend C Boolean

Whether the message might contain information that has been sent under another sequence numbe

Possible values include:

  • Y: Possible resend
  • N: Original transmission

Condition: Sent when TT FIX restarts after encountering a corrupt FIX message cache, and only until it completes the initial download.

122 OrigSendingTime C UTCTimestamp

Original time of message transmission, when transmitting orders as the result of a resend request

Always expressed in UTC.

Condition: Sent when TT FIX resends a message

52

SendingTime

Y UTCTimestamp

Time, in UTC, the message was sent.

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 C String

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

Condition: Not sent in response to cancel requests sent by non-FIX components, such as Trade and algo child orders.

41 OrigClOrdID C String

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

Condition: Not sent in response to cancel requests sent by non-FIX components, such as Trade and algo child orders.

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
  • 3: Done for day
  • 4: Cancelled
  • 5: Replaced
  • 6: Cancel pending
  • 7: Stopped
  • 8: Rejected
  • 9: Suspended (Held)
  • A: Pending new
  • B: Calculated
  • C: Expired
  • D: Accepted for bidding
  • 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 N UTCTimestamp

Time, in UTC, the transaction occurred with microsecond precision.

For example:

  • Millisecond precision: 60=20170509-22:34:56.881
  • Microsecond precision: 60=20170509-22:34:56.881321

Note: This tag is valid only in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.

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
  • 9: Trade Along Required
  • 10: Invalid Investor Id
  • 11: Unsupported Order Characteristic
  • 12: Surveillence Option
  • 13: Incorrect Quantity
  • 14: Incorrect Allocated Quantity
  • 15: Unknown Account
  • 16: Price Exceeds Current Price Band
  • 18: Invalid Price Increment
  • 19: Message Pending
  • 20: Routing Error
  • 99: Other
  • 1003: Market Closed
  • 1007: Fix Field Missing Or Incorrect
  • 1010: Required Field Missing
  • 1011: Fix Field Incorrect
  • 1012: Price Must Be Greater Than Zero
  • 1013: Invalid Order Qualifier
  • 1014: User Not Authorized
  • 2013: Market Orders Not Supported By Opposite
  • 2019: Invalid Expire Date
  • 2044: Order Not In Book
  • 2045: Order Not In Book2
  • 2046: Disclosed Qty Cannot Be Greater
  • 2047: Unknown Contract
  • 2048: Cancel With Different Sender Comp Id
  • 2049: Clordid Different Than Correlationclordid
  • 2050: Clordid Different Than Originalclordid
  • 2051: Different Side
  • 2052: Different Group
  • 2053: Different Security Type
  • 2054: Different Account
  • 2055: Different Qty
  • 2056: Cancel With Different Trader Id
  • 2058: Stop Price Must Be Greater
  • 2059: Stop Price Must Be Smaller
  • 2060: Sell Stop Price Must Be Below Ltp
  • 2061: Buy Stop Price Must Be Above Ltp
  • 2100: Different Product
  • 2101: Different Inflight Fill Mitigation
  • 2102: Modify With Different Sender Comp Id
  • 2103: Modify With Different Trader Id
  • 2115: Order Qty Outside Allowable Range
  • 2130: Invalid Order Type For Pcp
  • 2137: Order Price Outside Limits
  • 2179: Order Price Outside Bands
  • 2311: Invalid Order Type For Group
  • 2500: Instrument Cross Request In Progress
  • 2501: Order Qty Too Low
  • 2600: Market Maker Protection Has Tripped
  • 4000: Engine did not respond
  • 5001: Euronext Unknown Order
  • 5020: Comp Id Problem
  • 5099: Euronext Other
  • 5300: Logon Problem
  • 5313: No Router For Security Group
  • 5314: Router Not Available Or Connected
  • 5318: Invalid Price
  • 5319: Invalid Ordqty
  • 5320: Invalid Ordtype
  • 5321: Invalid Side
  • 6000: Fully filled
  • 6001: Pending replace
  • 6002: Pending cancel
  • 7000: Order Rejected
  • 7001: Contract Not Gtc Gtd Eligible
  • 7009: Contract Past Expiration
  • 7011: Max Contract Working Qty Exceeded
  • 7015: Modify With Different Side
  • 7018: Contract Not Gtc Gtd Eligible2
  • 7020: No Trading Calendar For Expire Date
  • 7021: Expire Date Beyond Instrument Expiration
  • 7022: Expire Date Beyond Leg Instrument Expiration
  • 7024: Market In No Cancel
  • 7027: Invalid Order Type For Reserved Market
  • 7028: Order Session Date In Past
  • 7613: Disclosed Qty Cannot Be Smaller
  • 9999: Technical Error Function Not Performed
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
  • 6: Released order
  • 7: Replaced order
  • 8: No action on order
  • 9: Cancel replace
Component: <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 HandlInst 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.

16116 OrderIDGUID C int

TT order ID

This tag is populated with the regular TT order ID when a shortened ID is sent in tag 37 (OrderID).

Condition: Sent only when the Send and receive Order ID values in short form setting is enabled for the FIX session in the Setup application.

16999 ClearingAccountOverride N String

Overrides the clearing account defined in the Setup application for the user's account named in Tag 1.

16556 TextA N String Value corresponding to the Text A field in TT widgets
16557 TextB N String Value corresponding to the Text B field in TT widgets
16558 TextTT N String Value corresponding to the Text TT field in TT widgets
16559 TextC N String Customer-defined text field not sent to exchange.
Group: <StrategyParametersGrp> C

Strategy parameter repeating group for TT Order types, user-defined ADL algos, third-party algos, or informational fields

Condition: Sent for rejections associated with these types of orders.

16561 TransactTimeRecvOC N String Time in UTC that an exchange execution report message was received by the TT order connector application.
16117 OrderSource N int TT component that most recently acted on an active order.

Possible values include:

  • 0: ASE
  • 2: NTW
  • 3: Invalid
  • 4: T Trader
  • 6: Mobile
  • 7: ROE
  • 9: External
  • 10: FIX Adpater
  • 11: Aggregator
  • 12: Bouncer
  • 13: Lambda Liquidator
  • 14: External FIX Adapter
  • 15: Prime ASE
  • 16: Nimbus
  • 17: ADL
  • 18: TTSDK
  • 19: TT Algo
  • 20: ADL Prime
  • 21: TTSDK Prime
  • 22: TT Algo Prime
  • 23: Chart
  • 24: TTD
  • 25: TTD Chart
  • 26: TTINT
16601 EchoDC_01 N String

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

16602 EchoDC_02 N String

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

16603 EchoDC_03 N String

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

16604 EchoDC_04 N String

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

16605 EchoDC_05 N String

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

16606 EchoDC_06 N String

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

16607 EchoDC_07 N String

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

16608 EchoDC_08 N String

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

16609 EchoDC_09 N String

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

16610 EchoDC_10 N String

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Component: <Standard Trailer>
Y For additional information about this component group, consult the full documentation.
Tag # Field Name Req’d Data type Comments
10 Checksum Y String

Unencrypted three-character checksum

This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).

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:

  • TTUsername [10553]
  • UserTag [16104]