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.
| 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 EP-1
| | [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
Updated EP271
| | [AlgorithmRiskThresholdBreached] |
| 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] |