| ID | 10 |
| Pedigree | Added FIX.2.7, Updated FIX.4.1 |
The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. Requests to change price or decrease quantity are executed only when an outstanding quantity exists. Filled orders cannot be changed (i.e quantity reduced or price change. However, the broker/sellside may support increasing the order quantity on a currently filled order).
When rejecting a Cancel/Replace Request, the Cancel Reject message should provide the ClOrdID and OrigClOrdID values which were specified on the Cancel/Replace Request message for identification
The execution message responds to accepted cancel request and cancel/replace request messages.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = 9 | Added FIX.2.7 | ||
37 | Y | If CxlRejReason=”Unknown order”, specify “NONE”. | Added FIX.2.7 Updated FIX.4.2 | ||
198 | Can be used to provide order id used by exchange or executing system. | Added FIX.4.1 | |||
101 | Y | ID of Cancel Request. | Added FIX.2.7 Deprecated FIX.3.0 | ||
11 | Y | Unique order id assigned by institution to the cancel request or to the replacement order. | Added FIX.3.0 | ||
41 | Y | ClOrdID which could not be canceled/replaced. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. | Added FIX.4.1 | ||
39 | Y | OrdStatus value after this cancel reject is applied. | Added FIX.4.1 | ||
109 | Used for firm identification in third-party transactions. | Added FIX.3.0 | |||
76 | Used for firm identification in third-party transactions. | Added FIX.3.0 | |||
66 | Required for rejects against orders which were submitted as part of a list. | Added FIX.2.7 | |||
1 | Added FIX.4.2 | ||||
60 | Added FIX.4.2 | ||||
434 | Y | Added FIX.4.2 | |||
102 | Added FIX.2.7 | ||||
58 | Added FIX.2.7 | ||||
354 | Must be set if EncodedText field is specified and must immediately precede it. | Added FIX.4.2 | |||
355 | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | Added FIX.4.2 | |||
StandardTrailer | Y | Added FIX.2.7 |
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