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] |