Code Set NameData TypeDescriptionPedigree
MassCancelRejectReasonCodeSetint

Reason Order Mass Cancel Request was rejected


0=

Mass Cancel Not Supported

Added FIX.4.3 [MassCancelNotSupported]
1=

Invalid or unknown security

Added FIX.4.3 Updated EP271 [InvalidOrUnknownSecurity]
2=

Invalid or unknown underlying security

Added FIX.4.3 Updated EP271 [InvalidOrUnknownUnderlyingSecurity]
3=

Invalid or unknown product

Added FIX.4.3 Updated EP271 [InvalidOrUnknownProduct]
4=

Invalid or unknown CFI Code

Added FIX.4.3 Updated EP271 [InvalidOrUnknownCFICode]
5=

Invalid or unknown security type

Added FIX.4.3 Updated EP271 [InvalidOrUnknownSecurityType]
6=

Invalid or unknown trading session

Added FIX.4.3 Updated EP271 [InvalidOrUnknownTradingSession]
7=

Invalid or unknown market

Added EP58 Updated EP271 [InvalidOrUnknownMarket]
8=

Invalid or unknown market segment

Added EP58 Updated EP271 [InvalidOrUnkownMarketSegment]
9=

Invalid or unknown security group

Added EP58 Updated EP271 [InvalidOrUnknownSecurityGroup]
10=

Invalid or unknown security issuer

Added EP85 Updated EP271 [InvalidOrUnknownSecurityIssuer]
11=

Invalid or unknown issuer of underlying security

Added EP85 Updated EP271 [InvalidOrUnknownIssuerOfUnderlyingSecurity]
99=

Other

Added FIX.4.4 [Other]
Added FIX.4.3

Used in fields:
[MassCancelRejectReason]