OrderCancelReject message – FIX.5.0 – FIX Reference

MsgType9

CategorySingleGeneralOrderHandling

SectionTrade

AddedFIX.2.7

Fields56

Components3

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

56 fields, 3 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

FIXT.1.1 (Always unencrypted, must be first field in message)

FIX.4.0

BodyLength

Length

(Always unencrypted, must be second field in message)

FIX.4.0

MsgType

String

(Always unencrypted, must be third field in message)

▶ 101 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	Logon	Logon
B	News	News
C	Email	Email
D	NewOrderSingle	New Order - Single
E	NewOrderList	New Order - List
F	OrderCancelRequest	Order Cancel Request
G	OrderCancelReplaceRequest	Order Cancel/Replace Request (a.k.a. Order Modification Request)
H	OrderStatusRequest	Order Status Request
J	AllocationInstruction	Allocation Instruction
K	ListCancelRequest	List Cancel Request
L	ListExecute	List Execute
M	ListStatusRequest	List Status Request
N	ListStatus	List Status
P	AllocationInstructionAck	Allocation Instruction Ack
Q	DontKnowTrade	Don't 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
a	QuoteStatusRequest	Quote Status Request
b	MassQuoteAcknowledgement	Mass Quote Acknowledgement
c	SecurityDefinitionRequest	Security Definition Request
d	SecurityDefinition	Security Definition
e	SecurityStatusRequest	Security Status Request
f	SecurityStatus	Security Status
g	TradingSessionStatusRequest	Trading Session Status Request
h	TradingSessionStatus	Trading Session Status
i	MassQuote	Mass Quote
j	BusinessMessageReject	Business Message Reject
k	BidRequest	Bid Request
l	BidResponse	Bid Response (lowercase L)
m	ListStrikePrice	List Strike Price
n	XMLNonFIX	XML message (e.g. non FIX Msg Type)
o	RegistrationInstructions	Registration Instructions
p	RegistrationInstructionsResponse	Registration Instructions Response
q	OrderMassCancelRequest	Order Mass Cancel Request
r	OrderMassCancelReport	Order Mass Cancel Report
s	NewOrderCross	New Order - Cross
t	CrossOrderCancelReplaceRequest	Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
u	CrossOrderCancelRequest	Cross Order Cancel Request
v	SecurityTypeRequest	Security Type Request
w	SecurityTypes	Security Types
x	SecurityListRequest	Security List Request
y	SecurityList	Security List
z	DerivativeSecurityListRequest	Derivative Security List Request
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
AJ	QuoteResponse	Quote Response
AK	Confirmation	Confirmation
AL	PositionMaintenanceRequest	Position Maintenance Request
AM	PositionMaintenanceReport	Position Maintenance Report
AN	RequestForPositions	Request For Positions
AO	RequestForPositionsAck	Request For Positions Ack
AP	PositionReport	Position Report
AQ	TradeCaptureReportRequestAck	Trade Capture Report Request Ack
AR	TradeCaptureReportAck	Trade Capture Report Ack
AS	AllocationReport	Allocation Report (a.k.a. Allocation Claim)
AT	AllocationReportAck	Allocation Report Ack (a.k.a. Allocation Claim Ack)
AU	ConfirmationAck	Confirmation Ack (a.k.a. Affirmation)
AV	SettlementInstructionRequest	Settlement Instruction Request
AW	AssignmentReport	Assignment Report
AX	CollateralRequest	Collateral Request
AY	CollateralAssignment	Collateral Assignment
AZ	CollateralResponse	Collateral Response
BA	CollateralReport	Collateral Report
BB	CollateralInquiry	Collateral Inquiry
BC	NetworkCounterpartySystemStatusRequest	Network Counterparty System Status Request
BD	NetworkCounterpartySystemStatusResponse	Network Counterparty System Status Response
BE	UserRequest	User Request
BF	UserResponse	User Response
BG	CollateralInquiryAck	Collateral Inquiry Ack
BH	ConfirmationRequest	Confirmation Request
BI	TradingSessionListRequest	Trading Session List Request
BJ	TradingSessionList	Trading Session List
BK	SecurityListUpdateReport	Security List Update Report
BL	AdjustedPositionReport	Adjusted Position Report
BM	AllocationInstructionAlert	Allocation Instruction Alert
BN	ExecutionAcknowledgement	Execution Acknowledgement
BO	ContraryIntentionReport	Contrary Intention Report
BP	SecurityDefinitionUpdateReport	Security Definition Update Report

FIX.4.0

1128

ApplVerID

String

Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

▶ 8 enum values

Value	Name	Description
0	FIX27	FIX27
1	FIX30	FIX30
2	FIX40	FIX40
3	FIX41	FIX41
4	FIX42	FIX42
5	FIX43	FIX43
6	FIX44	FIX44
7	FIX50	FIX50

FIX.4.4

1129

CstmApplVerID

String

Used to support bilaterally agreed custom functionality

FIX.4.4

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

SeqNum

(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.

FIX.4.2

369

LastMsgSeqNumProcessed

SeqNum

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

◈ HopGrp [Component]

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.4.4

627

NoHops

NumInGroup

Number of HopCompID entries in repeating group.

FIX.4.4

628

HopCompID

String

Assigned value used to identify the 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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.

FIX.4.4

629

HopSendingTime

UTCTimestamp

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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.

FIX.4.4

630

HopRefID

SeqNum

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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.

FIX.4.4

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

SecondaryClOrdID

String

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

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

ClOrdLinkID

String

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

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. If CxlRejReason = "Unknown Order", specify Rejected.

▶ 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 (No longer used)
6	PendingCancel	Pending Cancel (i.e. 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 (i.e. result of Order Cancel/Replace Request)

FIX.4.1

636

WorkingIndicator

Boolean

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

OrigOrdModTime

UTCTimestamp

The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. This is provided to support markets similar to Eurex and A/C/E.

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 buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.2

660

AcctIDSource

int

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID Code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (Alert ID)
5	DTCCCode	DTCC Code
99	Other	Other (custom or proprietary)

FIX.4.4

581

AccountType

int

Type of account associated with an order

▶ 7 enum values

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

FIX.4.3

229

TradeOriginationDate

LocalMktDate

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

TradeDate

LocalMktDate

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

FIX.4.4

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.

▶ 9 enum values

Value	Name	Description
0	TooLateToCancel	Too late to cancel
1	UnknownOrder	Unknown order
2	BrokerCredit	Broker / Exchange Option
3	OrderAlreadyInPendingStatus	Order already in Pending Cancel or Pending Replace status
4	UnableToProcessOrderMassCancelRequest	Unable to process Order Mass Cancel Request
5	OrigOrdModTime	OrigOrdModTime (586) did not match last TransactTime (60) of order
6	DuplicateClOrdID	Duplicate ClOrdID (11) received
18	InvalidPriceIncrement	Invalid price increment
99	Other	Other