Message OrderCancelReject Scenario base

SYNOPSIS: The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored.

ID MsgType Abbr Flow
109

Pedigree

Added EP Updated EP Deprecated EP
FIX.2.7

Responses

None

Members

OrderCancelReject base members
ID Name Abbr Presence Description
1001StandardHeaderrequiredSYNOPSIS: The standard FIX message header
ELABORATION:
37OrderID required SYNOPSIS: Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
198SecondaryOrderID optional SYNOPSIS: Assigned by the party which accepts the order. Can be used to provide the OrderID used by an exchange or executing system.
11ClOrdID required SYNOPSIS: Unique identifier for Order as assigned by institution (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.
41OrigClOrdID required SYNOPSIS: ClOrdID of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.
39OrdStatus required SYNOPSIS: Identifies current status of order.
109ClientID optional SYNOPSIS: Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
76ExecBroker optional SYNOPSIS: Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred.
66ListID optional SYNOPSIS: Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.
1Account optional SYNOPSIS: Account mnemonic as agreed between broker and institution.
60TransactTime optional SYNOPSIS: Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")
434CxlRejResponseTo required SYNOPSIS: Identifies the type of request that a Cancel Reject is in response to.
102CxlRejReason optional SYNOPSIS: Code to identify reason for cancel rejection.
58Text optional SYNOPSIS: Free format text string (Note: this field does not have a specified maximum length)
354EncodedTextLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedText field.
355EncodedText optional SYNOPSIS: Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Text field.
1002StandardTrailerrequiredSYNOPSIS: The standard FIX message trailer
ELABORATION: