OrderCancelReject message – FIX.4.2 – FIX Reference

MsgType9

CategorySingleGeneralOrderHandling

SectionTrade

AddedFIX.2.7

Fields45

Components2

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.

Message Structure

45 fields, 2 components/groups — click any tag or field name for details

Tag

Name

Type

Req

Description

Added

◈ StandardHeader [Component]

MsgType = 9

FIX.2.7

BeginString

String

FIX.4.2 (Always unencrypted, must be first field in message)

FIX.4.0

BodyLength

int

(Always unencrypted, must be second field in message)

FIX.4.0

MsgType

String

(Always unencrypted, must be third field in message)

▶ 46 enum values

Value	Name	Description
0	Heartbeat	Heartbeat
1	TestRequest	Test Request
2	ResendRequest	Resend Request
3	Reject	Reject
4	SequenceReset	Sequence Reset
5	Logout	Logout
6	IOI	Indication of Interest
7	Advertisement	Advertisement
8	ExecutionReport	Execution Report
9	OrderCancelReject	Order Cancel Reject
a	QuoteStatusRequest	Quote Status Request
A	Logon	Logon
B	News	News
b	MassQuoteAcknowledgement	Quote Acknowledgement
C	Email	Email
c	SecurityDefinitionRequest	Security Definition Request
D	NewOrderSingle	Order Single
d	SecurityDefinition	Security Definition
E	NewOrderList	Order List
e	SecurityStatusRequest	Security Status Request
f	SecurityStatus	Security Status
F	OrderCancelRequest	Order Cancel Request
G	OrderCancelReplaceRequest	Order Cancel/Replace Request
g	TradingSessionStatusRequest	Trading Session Status Request
H	OrderStatusRequest	Order Status Request
h	TradingSessionStatus	Trading Session Status
i	MassQuote	Mass Quote
j	BusinessMessageReject	Business Message Reject
J	AllocationInstruction	Allocation
K	ListCancelRequest	List Cancel Request
k	BidRequest	Bid Request
l	BidResponse	Bid Response (lowercase L)
L	ListExecute	List Execute
m	ListStrikePrice	List Strike Price
M	ListStatusRequest	List Status Request
N	ListStatus	List Status
P	AllocationInstructionAck	Allocation ACK
Q	DontKnowTrade	Dont Know Trade (DK)
R	QuoteRequest	Quote Request
S	Quote	Quote
T	SettlementInstructions	Settlement Instructions
V	MarketDataRequest	Market Data Request
W	MarketDataSnapshotFullRefresh	Market Data-Snapshot/Full Refresh
X	MarketDataIncrementalRefresh	Market Data-Incremental Refresh
Y	MarketDataRequestReject	Market Data Request Reject
Z	QuoteCancel	Quote Cancel

FIX.4.0

SenderCompID

String

(Always unencrypted)

FIX.4.0

TargetCompID

String

(Always unencrypted)

FIX.4.0

115

OnBehalfOfCompID

String

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

128

DeliverToCompID

String

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

SecureDataLen

Length

Required to identify length of encrypted section of message. (Always unencrypted)

FIX.4.0

SecureData

data

Required when message body is encrypted. Always immediately follows SecureDataLen field.

FIX.4.0

MsgSeqNum

int

(Can be embedded within encrypted data section.)

FIX.4.0

SenderSubID

String

(Can be embedded within encrypted data section.)

FIX.4.0

142

SenderLocationID

String

Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

TargetSubID

String

"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

FIX.4.0

143

TargetLocationID

String

Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

116

OnBehalfOfSubID

String

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

144

OnBehalfOfLocationID

String

Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.1

129

DeliverToSubID

String

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

145

DeliverToLocationID

String

Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.1

PossDupFlag

Boolean

Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

▶ 2 enum values

Value	Name	Description
N	OriginalTransmission	Original transmission
Y	PossibleDuplicate	Possible duplicate

FIX.4.0

PossResend

Boolean

Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

▶ 2 enum values

Value	Name	Description
N	OriginalTransmission	Original transmission
Y	PossibleResend	Possible resend

FIX.4.0

SendingTime

UTCTimestamp

(Can be embedded within encrypted data section.)

FIX.4.0

122

OrigSendingTime

UTCTimestamp

Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

FIX.4.0

212

XmlDataLen

Length

Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

FIX.4.2

213

XmlData

data

Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support

FIX.4.2

347

MessageEncoding

String

Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

▶ 4 enum values

Value	Name	Description
EUC-JP	EUCJP	(for using EUC)
ISO-2022-JP	ISO2022JP	(for using JIS)
Shift_JIS	ShiftJIS	(for using SJIS)
UTF-8	UTF8	(for using Unicode)

FIX.4.2

369

LastMsgSeqNumProcessed

int

The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

FIX.4.2

370

OnBehalfOfSendingTime

UTCTimestamp

Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.2

OrderID

String

If CxlRejReason="Unknown order", specify "NONE".

FIX.2.7

198

SecondaryOrderID

String

Can be used to provide order id used by exchange or executing system.

FIX.4.1

ClOrdID

String

Unique order id assigned by institution to the cancel request or to the replacement order.

FIX.2.7

OrigClOrdID

String

ClOrdID which could not be canceled/replaced. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.

FIX.4.1

OrdStatus

char

OrdStatus value after this cancel reject is applied.

▶ 15 enum values

Value	Name	Description
0	New	New
1	PartiallyFilled	Partially filled
2	Filled	Filled
3	DoneForDay	Done for day
4	Canceled	Canceled
5	Replaced	Replaced
6	PendingCancel	Pending Cancel (e.g. result of Order Cancel Request)
7	Stopped	Stopped
8	Rejected	Rejected
9	Suspended	Suspended
A	PendingNew	Pending New
B	Calculated	Calculated
C	Expired	Expired
D	AcceptedForBidding	Accepted for bidding
E	PendingReplace	Pending Replace (e.g. result of Order Cancel/Replace Request)

FIX.4.1

109

ClientID

String

Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

FIX.3.0

ExecBroker

String

Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

FIX.2.7

ListID

String

Required for rejects against orders which were submitted as part of a list.

FIX.2.7

Account

String

Account mnemonic as agreed between broker and institution.

FIX.4.2

TransactTime

UTCTimestamp

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.2

434

CxlRejResponseTo

char

Identifies the type of request that a Cancel Reject is in response to.

▶ 2 enum values

Value	Name	Description
1	OrderCancelRequest	Order Cancel Request
2	OrderCancel	Order Cancel/Replace Request

FIX.4.2

102

CxlRejReason

int

Code to identify reason for cancel rejection.

▶ 4 enum values

Value	Name	Description
0	TooLateToCancel	Too late to cancel
1	UnknownOrder	Unknown order
2	BrokerCredit	Broker Option
3	OrderAlreadyInPendingStatus	Order already in Pending Cancel or Pending Replace status