Reject message – FIX.5.0SP1 – FIX Reference

← RegistrationInstructionsResponse → RequestForPositions

MsgType3

CategorySession

SectionSession

AddedFIX.2.7

Fields46

Components3

The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks.

Message Structure

46 fields, 3 components/groups — click any tag or field name for details

Tag

Name

Type

Req

Description

Added

◈ StandardHeader [Component]

MsgType = 3

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)

▶ 113 enum values

Value	Name	Description
0	Heartbeat	Heartbeat
1	TestRequest	TestRequest
2	ResendRequest	ResendRequest
3	Reject	Reject
4	SequenceReset	SequenceReset
5	Logout	Logout
6	IOI	IOI
7	Advertisement	Advertisement
8	ExecutionReport	ExecutionReport
9	OrderCancelReject	OrderCancelReject
A	Logon	Logon
AA	DerivativeSecurityList	DerivativeSecurityList
AB	NewOrderMultileg	NewOrderMultileg
AC	MultilegOrderCancelReplace	MultilegOrderCancelReplace
AD	TradeCaptureReportRequest	TradeCaptureReportRequest
AE	TradeCaptureReport	TradeCaptureReport
AF	OrderMassStatusRequest	OrderMassStatusRequest
AG	QuoteRequestReject	QuoteRequestReject
AH	RFQRequest	RFQRequest
AI	QuoteStatusReport	QuoteStatusReport
AJ	QuoteResponse	QuoteResponse
AK	Confirmation	Confirmation
AL	PositionMaintenanceRequest	PositionMaintenanceRequest
AM	PositionMaintenanceReport	PositionMaintenanceReport
AN	RequestForPositions	RequestForPositions
AO	RequestForPositionsAck	RequestForPositionsAck
AP	PositionReport	PositionReport
AQ	TradeCaptureReportRequestAck	TradeCaptureReportRequestAck
AR	TradeCaptureReportAck	TradeCaptureReportAck
AS	AllocationReport	AllocationReport
AT	AllocationReportAck	AllocationReportAck
AU	ConfirmationAck	ConfirmationAck
AV	SettlementInstructionRequest	SettlementInstructionRequest
AW	AssignmentReport	AssignmentReport
AX	CollateralRequest	CollateralRequest
AY	CollateralAssignment	CollateralAssignment
AZ	CollateralResponse	CollateralResponse
B	News	News
BA	CollateralReport	CollateralReport
BB	CollateralInquiry	CollateralInquiry
BC	NetworkCounterpartySystemStatusRequest	NetworkCounterpartySystemStatusRequest
BD	NetworkCounterpartySystemStatusResponse	NetworkCounterpartySystemStatusResponse
BE	UserRequest	UserRequest
BF	UserResponse	UserResponse
BG	CollateralInquiryAck	CollateralInquiryAck
BH	ConfirmationRequest	ConfirmationRequest
BI	TradingSessionListRequest	TradingSessionListRequest
BJ	TradingSessionList	TradingSessionList
BK	SecurityListUpdateReport	SecurityListUpdateReport
BL	AdjustedPositionReport	AdjustedPositionReport
BM	AllocationInstructionAlert	AllocationInstructionAlert
BN	ExecutionAcknowledgement	ExecutionAcknowledgement
BO	ContraryIntentionReport	ContraryIntentionReport
BP	SecurityDefinitionUpdateReport	SecurityDefinitionUpdateReport
BQ	SettlementObligationReport	SettlementObligationReport
BR	DerivativeSecurityListUpdateReport	DerivativeSecurityListUpdateReport
BS	TradingSessionListUpdateReport	TradingSessionListUpdateReport
BT	MarketDefinitionRequest	MarketDefinitionRequest
BU	MarketDefinition	MarketDefinition
BV	MarketDefinitionUpdateReport	MarketDefinitionUpdateReport
BW	ApplicationMessageRequest	ApplicationMessageRequest
BX	ApplicationMessageRequestAck	ApplicationMessageRequestAck
BY	ApplicationMessageReport	ApplicationMessageReport
BZ	OrderMassActionReport	OrderMassActionReport
C	Email	Email
CA	OrderMassActionRequest	OrderMassActionRequest
CB	UserNotification	UserNotification
D	NewOrderSingle	NewOrderSingle
E	NewOrderList	NewOrderList
F	OrderCancelRequest	OrderCancelRequest
G	OrderCancelReplaceRequest	OrderCancelReplaceRequest
H	OrderStatusRequest	OrderStatusRequest
J	AllocationInstruction	AllocationInstruction
K	ListCancelRequest	ListCancelRequest
L	ListExecute	ListExecute
M	ListStatusRequest	ListStatusRequest
N	ListStatus	ListStatus
P	AllocationInstructionAck	AllocationInstructionAck
Q	DontKnowTrade	DontKnowTrade
R	QuoteRequest	QuoteRequest
S	Quote	Quote
T	SettlementInstructions	SettlementInstructions
V	MarketDataRequest	MarketDataRequest
W	MarketDataSnapshotFullRefresh	MarketDataSnapshotFullRefresh
X	MarketDataIncrementalRefresh	MarketDataIncrementalRefresh
Y	MarketDataRequestReject	MarketDataRequestReject
Z	QuoteCancel	QuoteCancel
a	QuoteStatusRequest	QuoteStatusRequest
b	MassQuoteAcknowledgement	MassQuoteAcknowledgement
c	SecurityDefinitionRequest	SecurityDefinitionRequest
d	SecurityDefinition	SecurityDefinition
e	SecurityStatusRequest	SecurityStatusRequest
f	SecurityStatus	SecurityStatus
g	TradingSessionStatusRequest	TradingSessionStatusRequest
h	TradingSessionStatus	TradingSessionStatus
i	MassQuote	MassQuote
j	BusinessMessageReject	BusinessMessageReject
k	BidRequest	BidRequest
l	BidResponse	BidResponse
m	ListStrikePrice	ListStrikePrice
n	XMLnonFIX	XMLnonFIX
o	RegistrationInstructions	RegistrationInstructions
p	RegistrationInstructionsResponse	RegistrationInstructionsResponse
q	OrderMassCancelRequest	OrderMassCancelRequest
r	OrderMassCancelReport	OrderMassCancelReport
s	NewOrderCross	NewOrderCross
t	CrossOrderCancelReplaceRequest	CrossOrderCancelReplaceRequest
u	CrossOrderCancelRequest	CrossOrderCancelRequest
v	SecurityTypeRequest	SecurityTypeRequest
w	SecurityTypes	SecurityTypes
x	SecurityListRequest	SecurityListRequest
y	SecurityList	SecurityList
z	DerivativeSecurityListRequest	DerivativeSecurityListRequest

FIX.4.0

1128

ApplVerID

String

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

▶ 9 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
8	FIX50SP1	FIX50SP1

FIX.4.4

1156

ApplExtID

int

The extension pack number associated with an application message.

FIX.5.0

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

RefSeqNum

SeqNum

MsgSeqNum of rejected message

FIX.2.7

371

RefTagID

int

The tag number of the FIX field being referenced.

FIX.4.2

372

RefMsgType

String

The MsgType of the FIX message being referenced.

FIX.4.2

1130

RefApplVerID

String

Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided.

FIX.5.0

1406

RefApplExtID

int

Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided.

FIX.5.0

1131

RefCstmApplVerID

String

Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided.

FIX.5.0

373

SessionRejectReason

int

Code to identify reason for a session-level Reject message.

▶ 20 enum values

Value	Name	Description
0	InvalidTagNumber	Invalid Tag Number
1	RequiredTagMissing	Required Tag Missing
2	TagNotDefinedForThisMessageType	Tag not defined for this message type
3	UndefinedTag	Undefined tag
4	TagSpecifiedWithoutAValue	Tag specified without a value
5	ValueIsIncorrect	Value is incorrect (out of range) for this tag
6	IncorrectDataFormatForValue	Incorrect data format for value
7	DecryptionProblem	Decryption problem
8	SignatureProblem	Signature problem
9	CompIDProblem	CompID problem
10	SendingTimeAccuracyProblem	SendingTime Accuracy Problem
11	InvalidMsgType	Invalid MsgType
12	XMLValidationError	XML Validation Error
13	TagAppearsMoreThanOnce	Tag appears more than once
14	TagSpecifiedOutOfRequiredOrder	Tag specified out of required order
15	RepeatingGroupFieldsOutOfOrder	Repeating group fields out of order
16	IncorrectNumInGroupCountForRepeatingGroup	Incorrect NumInGroup count for repeating group
17	Non	Non "Data" value includes field delimiter (<SOH> character)
18	Invalid	Invalid/Unsupported Application Version
99	Other	Other