TT^® FIX Gateway

1: Reject is for an Order Cancel Request (F)
2: Reject is for an Order Cancel Replace Request (G)

Order Cancel/Reject (9)

Used to reject an order cancel or cancel/replace request

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

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 3: Done for day 4: Cancelled 5: Replaced 6: Cancel pending 7: Stopped 8: Rejected 9: Suspended A: Pending new B: Calculated C: Expired D: Accepted for bidding E: Pending replace F: Trade G: Trade correct H: Trade cancel I: Order status U: Unknown order Y: Order not found
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

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.