Cancel Reject Message Fields

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.

Table 1. Cancel Reject Message Fields
Tag	Field Name	Req’d	Description
35	Standard Message Header	Y	MsgType=‘9’
11	ClOrdID	Y	ClOrdID from the Cancel or Cancel/Replace request.
41	OrigClOrdID	Y	ClOrdID of the order that failed to be cancelled or replaced.
37	OrderId	Y	OrderId of order that failed to be cancelled or replaced. Represents the originating/initial order in an order chain. ‘NONE’ if CxlRejReason is Unknown (1).
39	OrdStatus	Y	Order Status of order that failed to be cancelled or replaced.
1	Account	N	Copied from Cancel or Cancel/Replace request.
434	CxlRejResponseTo	Y	This reject is in response to a: 1 = Cancel 2 = Cancel/Replace
102	CxlRejReason	N	0 = Too late to cancel. 1 = Unknown order. 3 = Already pending cancel or pending replace.
58	Text	N	Free form text message.
	Standard Message Trailer	Y

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Cancel Reject Message Fields