Table of Contents

ORDER CANCEL REJECT [35=9]

The Order Cancel Reject message notifies clients when cancel or replace requests fail.

Rejection Scenarios

Request Identification

Target Order Identification

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