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Cancel Reject

Rejects an Order Cancel Request message or an Order Cancel/Replace Request message.

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
TagField NameDescription
35Standard Message HeaderMsgType = 9
11ClOrdIDClOrdID from the Order Cancel or Order Cancel/Replace message 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 is Unknown (1).
39OrdStatusOrdStatus of order that failed to be cancelled or replaced.
1AccountCopied from Order Cancel or Order Cancel/Replace message 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.
  • 4 = After Volatility Cutoff.
  • Optional
  • This field will not be reflected back on risk rejects.
58TextFree form text message.
7695MassCancelIDMassCancelID from a mass cancel request.
9324ClearingOptionalData
  • Up to 16 characters in ASCII range 33-126 are allowed, except for comma, semicolon and pipe characters.
  • Value will be reflected back on Execution Reports including FIX Drop.
  • FIX port attribute Send ClearingOptionalData set to 'Yes' is required to pass value to clearing.
Standard Message Trailer
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Cboe Titanium U.S. Options FIX Specification - Cancel Reject | Cboe