CancelReject (I)
| ID | 18 |
A Cancel Reject Message is sent in response to a partial cancel request (with non-zero “intended order size”) for a cross order during a pre-cross late period signifying that it cannot be partially canceled at this time. No automatic cancel will be scheduled for this order. Clients could repeat their request for any unexecuted portion of the order after the cross completes.
This message will only be sent once for a given UserRefNum. Duplicate cancel requests for the same UserRefNum will be ignored by OUCH.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
51 | Cancel Reject Message. | ||||
49 | Y | Expressed as nanoseconds since midnight. | |||
53 | Y | The UserRefNum of the order that was cancel-rejected. | |||
2 | Y | The length of the remaining Optional Appendage field. | |||
29 | Y | The available options supported on this message are: UserRefIdx |
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