developers:fixapi:cancelreject [Documentation]

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====== 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:**
<code>
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|
</code>

**Unknown Order Cancel:**
<code>
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|
</code>

===== Notes =====
  * For non-FIX orders: OrigClOrdID = OrderID
  * CxlRejReason provides standard rejection codes
  * Text field contains exchange-specific rejection details