OrderCancelReject message – FIX.4.3 – FIX Reference

MsgType9

CategorySingleGeneralOrderHandling

SectionTrade

AddedFIX.2.7

Fields53

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

53 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.4.3 (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)

▶ 68 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
AA	DerivativeSecurityList	Derivative Security List
AB	NewOrderMultileg	New Order - Multileg
AC	MultilegOrderCancelReplace	Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)
AD	TradeCaptureReportRequest	Trade Capture Report Request
AE	TradeCaptureReport	Trade Capture Report
AF	OrderMassStatusRequest	Order Mass Status Request
AG	QuoteRequestReject	Quote Request Reject
AH	RFQRequest	RFQ Request
AI	QuoteStatusReport	Quote Status Report
b	MassQuoteAcknowledgement	Mass Quote Acknowledgement
B	News	News
c	SecurityDefinitionRequest	Security Definition Request
C	Email	Email
d	SecurityDefinition	Security Definition
D	NewOrderSingle	Order Single
e	SecurityStatusRequest	Security Status Request
E	NewOrderList	Order List
f	SecurityStatus	Security Status
F	OrderCancelRequest	Order Cancel Request
G	OrderCancelReplaceRequest	Order Cancel/Replace Request
g	TradingSessionStatusRequest	Trading Session Status Request
h	TradingSessionStatus	Trading Session Status
H	OrderStatusRequest	Order Status Request
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
n	XMLNonFIX	XML message (e.g. non-FIX MsgType)
o	RegistrationInstructions	Registration Instructions
P	AllocationInstructionAck	Allocation ACK
p	RegistrationInstructionsResponse	Registration Instructions Response
q	OrderMassCancelRequest	Order Mass Cancel Request
Q	DontKnowTrade	Dont Know Trade (DK)
r	OrderMassCancelReport	Order Mass Cancel Report
R	QuoteRequest	Quote Request
s	NewOrderCross	New Order - Cross
S	Quote	Quote
t	CrossOrderCancelReplaceRequest	Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
T	SettlementInstructions	Settlement Instructions
u	CrossOrderCancelRequest	Cross Order Cancel Request
v	SecurityTypeRequest	Security Type Request
V	MarketDataRequest	Market Data Request
w	SecurityTypes	Security Types
W	MarketDataSnapshotFullRefresh	Market Data-Snapshot/Full Refresh
x	SecurityListRequest	Security List Request
X	MarketDataIncrementalRefresh	Market Data-Incremental Refresh
y	SecurityList	Security List
Y	MarketDataRequestReject	Market Data Request Reject
z	DerivativeSecurityListRequest	Derivative Security List Request
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 Volume 1: "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
UTF-8	UTF8	(for using Unicode)
ISO-2022-JP	ISO2022JP	(for using JIS)
EUC-JP	EUCJP	(for using EUC)
Shift_JIS	ShiftJIS	(for using SJIS)

FIX.4.2

369

LastMsgSeqNumProcessed

int

The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

FIX.4.2

370

OnBehalfOfSendingTime

UTCTimestamp

(deprecated) 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

627

Tag627

Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

FIX.4.3

628

Tag628

Third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.

FIX.4.3

629

Tag629

Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.

FIX.4.3

630

Tag630

Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.

FIX.4.3

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

526

Tag526

—

FIX.4.3

ClOrdID

String

Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order.

FIX.2.7

583

Tag583

—

FIX.4.3

OrigClOrdID

String

ClOrdID which could not be canceled/replaced. ClOrdID of the previous accepted 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
5	Replaced	Replaced (Removed/Replaced)
2	Filled	Filled
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)
3	DoneForDay	Done for day
4	Canceled	Canceled

FIX.4.1

636

Tag636

For optional use with OrdStatus = 0 (New)

▶ 2 enum values

Value	Name	Description
N	NotWorking	Order has been accepted but not yet in a working state
Y	Working	Order is currently being worked

FIX.4.3

586

Tag586

—

FIX.4.3

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

581

Tag581

—

▶ 7 enum values

Value	Name	Description
3	HouseTrader	House Trader
7	HouseTraderCrossMargined	Account is house trader and is cross margined
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
4	FloorTrader	Floor Trader
2	CarriedNonCustomerSide	Account is carried on non-Customer Side of books
1	CarriedCustomerSide	Account is carried on customer Side of Books
8	JointBackOfficeAccount	Joint Backoffice Account (JBO)

FIX.4.3

229

Tag229

—

FIX.4.3

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
2	OrderCancel	Order Cancel/Replace Request
1	OrderCancelRequest	Order Cancel Request

FIX.4.2

102

CxlRejReason

int

Code to identify reason for cancel rejection.

▶ 7 enum values

Value	Name	Description
1	UnknownOrder	Unknown order
0	TooLateToCancel	Too late to cancel
6	DuplicateClOrdID	Duplicate ClOrdID received
5	OrigOrdModTime	OrigOrdModTime did not match last TransactTime of order
4	UnableToProcessOrderMassCancelRequest	Unable to process Order Mass Cancel Request
3	OrderAlreadyInPendingStatus	Order already in Pending Cancel or Pending Replace status
2	BrokerCredit	Broker / Exchange Option