Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
102 | CxlRejReason AbbrName: CxlRejRsn |
int | Code to identify reason for cancel rejection. Valid Values: 0 - Too late to cancel 1 - Unknown order 2 - Broker / Exchange Option 3 - Order already in Pending Cancel or Pending Replace status 4 - Unable to process Order Mass Cancel Request 5 - OrigOrdModTime (586) did not match last TransactTime (60) of order 6 - Duplicate ClOrdID (11) received 7 - Price exceeds current price 8 - Price exceeds current price band 18 - Invalid price increment 99 - Other Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. |
OrderCancelReject |