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