TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
103OrdRejReasonRejRsnintReserved100Plus

Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.


OrdRejReasonCodeSet
0=

Broker / Exchange option

Added FIX.2.7 [BrokerCredit]
1=

Unknown symbol

Added FIX.2.7 [UnknownSymbol]
2=

Exchange closed

Added FIX.2.7 [ExchangeClosed]
3=

Order exceeds limit

Added FIX.2.7 [OrderExceedsLimit]
4=

Too late to enter

Added FIX.4.0 [TooLateToEnter]
5=

Unknown order

Added FIX.4.1 [UnknownOrder]
6=

Duplicate Order (e.g. dupe ClOrdID)

Added FIX.4.1 [DuplicateOrder]
7=

Duplicate of a verbally communicated order

Added FIX.4.2 [DuplicateOfAVerballyCommunicatedOrder]
8=

Stale order

Added FIX.4.2 [StaleOrder]
9=

Trade along required

Added FIX.4.3 [TradeAlongRequired]
10=

Invalid Investor ID

Added FIX.4.3 [InvalidInvestorID]
11=

Unsupported order characteristic

Added FIX.4.3 [UnsupportedOrderCharacteristic]
12=

Surveillance option

Added FIX.4.3 Updated EP204 [SurveillanceOption]
13=

Incorrect quantity

Added FIX.4.4 [IncorrectQuantity]
14=

Incorrect allocated quantity

Added FIX.4.4 [IncorrectAllocatedQuantity]
15=

Unknown account(s)

Added FIX.4.4 [UnknownAccount]
16=

Price exceeds current price band

Added FIX.5.0 [PriceExceedsCurrentPriceBand]
18=

Invalid price increment

Added EP6 [InvalidPriceIncrement]
19=

Reference price not available

Added EP134 [ReferencePriceNotAvailable]
20=

Notional value exceeds threshold

Added EP134 [NotionalValueExceedsThreshold]
21=

Algorithm risk threshold breached

A sell-side broker algorithm has detected that a risk limit has been breached which requires further communication with the client. Used in conjunction with Text(58) to convey the details of the specific event.

Added EP149 [AlgorithRiskThresholdBreached]
22=

Short sell not permitted

Added EP164 [ShortSellNotPermitted]
23=

Short sell rejected due to security pre-borrow restriction

Added EP164 [ShortSellSecurityPreBorrowRestriction]
24=

Short sell rejected due to account pre-borrow restriction

Added EP164 [ShortSellAccountPreBorrowRestriction]
25=

Insufficient credit limit

Added EP171 [InsufficientCreditLimit]
26=

Exceeded clip size limit

Added EP171 [ExceededClipSizeLimit]
27=

Exceeded maximum notional order amount

Added EP171 [ExceededMaxNotionalOrderAmt]
28=

Exceeded DV01/PV01 limit

Added EP171 [ExceededDV01PV01Limit]
29=

Exceeded CS01 limit

Added EP171 [ExceededCS01Limit]
99=

Other

Added FIX.4.4 [Other]
Added FIX.2.7

Used in messages:
[ExecutionReport]

Used in components:
[OrdListStatGrp][OrderEntryAckGrp]