Message
| ID | 10 |
| Pedigree | Added FIX.2.7 |
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; orders which are filled cannot be changed.
The execution message will be used to respond 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 | Added FIX.2.7 | |||
101 | Y | ID of Cancel Request. | Added FIX.2.7 | ||
66 | Required for rejects against orders which were submitted as part of a list. | Added FIX.2.7 | |||
102 | Added FIX.2.7 | ||||
58 | Added FIX.2.7 | ||||
StandardTrailer | Y | Added FIX.2.7 |
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