ORDER CANCEL REJECT [35=9]
The Order Cancel Reject message notifies clients when cancel or replace requests fail.
Rejection Scenarios
- Invalid cancel request
- Invalid cancel/replace request
- List cancel request failure
- Unsolicited rejections from non-FIX sources
Request Identification
- ClOrdID (11) - Failed request ID
- CxlRejResponseTo (434) - Request type:
- 1 = Cancel Request
- 2 = Cancel/Replace Request
- 3 = List Cancel Request
Target Order Identification
- OrigClOrdID (41) - Original order's ClOrdID
- OrderID (37) - T4-assigned order ID
- ListID (66) - Batch order identifier (if applicable)
Message Specification
Message Direction: T4 → Client
| Tag | Field Name | Type | Req'd | Description |
|---|---|---|---|---|
| Message Header | Y | MsgType = 9 | ||
| 1 | Account | String | O | Account code |
| 11 | ClOrdID | String | Y | Failed request ID |
| 41 | OrigClOrdID | String | Y | Target order's ClOrdID |
| 37 | OrderID | String | O | T4-assigned order ID |
| 66 | ListID | String | O | Batch order ID |
| 39 | OrdStatus | Char | Y | Current order status |
| 434 | CxlRejResponseTo | Char | Y | 1=Cancel, 2=Replace, 3=List Cancel |
| 102 | CxlRejReason | Int | O | 1=Unknown order, 2=Broker option |
| 58 | Text | String | O | Rejection details |
| 60 | TransactTime | UTCTimestamp | O | Rejection time |
| 1028 | ManualOrderIndicator | Boolean | O | Y=Manual, N=Automated |
| Message Trailer | Y |
Sample Messages
Note: Pipe (|) used for readability. Actual FIX messages use SOH (ASCII 01) delimiter.
Invalid Price in Cancel/Replace:
8=FIX.4.2|9=350|35=9|49=T4|56=T4Example|50=T4FIX|52=20121212-21:35:28.098| 1=Account1|11=fr-634909233280833034|41=fn-634909233209540909| 37=EDDF2612-A6E5-426D-A7A1-0925EBA836B5|39=0|434=2|102=2| 58=CME:FIX field incorrect 'Illegal Price: '143001.0 contract 'ESZ2' (ticks in 25, CAB of 0)'| 60=20121212-21:35:49.172|1028=N|10=234|
Unknown Order Cancel:
8=FIX.4.2|9=250|35=9|49=T4|56=T4Example|50=T4FIX|52=20121212-21:37:11.508| 1=Account1|11=fc-634909234315082852|41=fn-634909233209540909|37=NONE| 39=8|434=1|102=1|58=Undetermined Order|60=20121212-21:37:11.508|1028=N|10=234|
Notes
- For non-FIX orders: OrigClOrdID = OrderID
- CxlRejReason provides standard rejection codes
- Text field contains exchange-specific rejection details