Code Set NameData TypeDescriptionPedigree
CxlRejReasonCodeSetint

Code to identify reason for cancel rejection.


0=

Too late to cancel

Added FIX.2.7 [TooLateToCancel]
1=

Unknown order

Added FIX.2.7 [UnknownOrder]
2=

Broker / Exchange Option

Added FIX.4.2 [BrokerCredit]
3=

Order already in Pending Cancel or Pending Replace status

Added FIX.4.2 [OrderAlreadyInPendingStatus]
4=

Unable to process Order Mass Cancel Request

Added FIX.4.3 [UnableToProcessOrderMassCancelRequest]
5=

OrigOrdModTime (586) did not match last TransactTime (60) of order

Added FIX.4.3 [OrigOrdModTime]
6=

Duplicate ClOrdID (11) received

Added FIX.4.3 [DuplicateClOrdID]
7=

Price exceeds current price

Added EP-1 [PriceExceedsCurrentPrice]
8=

Price exceeds current price band

Added EP43 [PriceExceedsCurrentPriceBand]
18=

Invalid price increment

Added EP6 [InvalidPriceIncrement]
99=

Other

Added FIX.4.4 [Other]
Added FIX.2.7

Used in fields:
[CxlRejReason]