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Cancel Reject

Rejects a Cancel or Cancel/Replace request.

When a Cancel/Replace is rejected, by default the original order is left alive. A Cancel Reject should not be used as a sign that the original order has been cancelled. Even if the CancelOrigOnReject = Y option is being used a separate unsolicited cancel will be sent to close out the original order.

TagField NameDescription
35Standard Message HeaderMsgType=‘9’
11ClOrdIDClOrdID from the Cancel or Cancel/Replace request.
41OrigClOrdIDClOrdID of the order that failed to be cancelled or replaced.
37OrderId
  • OrderId of order that failed to be cancelled or replaced.
  • NONE if CxlRejReason = 1 (Unknown).
39OrdStatusOrdStatus of order that failed to be cancelled or replaced.
1AccountCopied from Cancel or Cancel/Replace request.
434CxlRejResponseTo
  • 1 = Cancel
  • 2 = Cancel/Replace
102CxlRejReason
  • 0 = Too late to cancel.
  • 1 = Unknown order.
  • 2 = Broker Option.
  • 3 = Already pending cancel or pending replace.
  • This field will not be reflected back on risk rejects.
58TextFree form text
7695MassCancelIDMassCancelID from a Cancel Request where MassCancel is set.
Standard Message Trailer
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Cboe Titanium Cboe Futures Exchange FIX Specification - Cancel Reject | Cboe