Indexes

Message Layouts
PostTrade
Trade

Code Set

OrderCancelReasonCodeSet

ID30
TypeAlpha

Indicates the reason an order was canceled.

NameValueSynopsisElaborationPedigree
RegulatoryRestrictionD

This order cannot be executed because of a regulatory restriction (e.g.: trade through restrictions).

ClosedE

Any DAY order that was received after the closing cross is complete in a given symbol will receive this cancel reason.

PostOnlyCancelNMSF

This Post Only order was cancelled because it would have been price slid for NMS.

PostOnlyCancelContraSideG

This Post Only order was cancelled because it would have been price slid due to a contra side displayed order on the book.

HaltedH

The on-open order was canceled because the symbol remained halted after the opening cross completed.

ImmediateOrCancelI

Immediate or Cancel Order.

MarketCollarsK

This order cannot be executed because of Market Collars.

SelfMatchPreventionQ

The order was cancelled because it would have executed with an existing order entered by the same MPID.

SupervisoryS

The order was manually canceled or reduced by an NASDAQ supervisory terminal.

TimeOutT

The Time In Force for this order has expired.

UserRequestedCancelU

Sent in response to a Cancel Request Message.

OpenProtectionX

Orders that are cancelled as a result of the Opening Price Protection Threshold.

SystemCancelZ

This order was cancelled by the system.

CompanyDirectListingCapitalRaisee

Order exceeds allowable shares offered.

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