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