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.
Added in protocol FIX.2.7
See in: FIX.4.0, FIX.4.1, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = 9 | Y | FIX.2.7 | |
| 37 | OrderID | If CxlRejReason=”Unknown order”, specify “NONE”. | Y | FIX.2.7 | |
| 198 | SecondaryOrderID | Can be used to provide order id used by exchange or executing system. | FIX.4.1 | ||
| 11 | ClOrdID | Unique order id assigned by institution to the cancel request or to the replacement order. | Y | FIX.2.7 | |
| 41 | OrigClOrdID | 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. | Y | FIX.4.1 | |
| 39 | OrdStatus | OrdStatus value after this cancel reject is applied. | Y | FIX.4.1 | |
| 109 | ClientID | Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | FIX.3.0 | ||
| 76 | ExecBroker | Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | FIX.2.7 | ||
| 66 | ListID | Required for rejects against orders which were submitted as part of a list. | FIX.2.7 | ||
| 1 | Account | FIX.4.2 | |||
| 60 | TransactTime | FIX.4.2 | |||
| 434 | CxlRejResponseTo | Y | FIX.4.2 | ||
| 102 | CxlRejReason | FIX.2.7 | |||
| 58 | Text | FIX.2.7 | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.2 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| Block | StandardTrailer | Y | FIX.2.7 |