Type: int
Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.
Added in protocol FIX.2.7
See in: FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Broker / Exchange option | FIX.2.7 |
| 1 | Unknown symbol | FIX.2.7 |
| 10 | Invalid Investor ID | FIX.4.3 |
| 11 | Unsupported order characteristic | FIX.4.3 |
| 12 | Surveillance option | FIX.4.3 |
| 13 | Incorrect quantity | FIX.4.4 |
| 14 | Incorrect allocated quantity | FIX.4.4 |
| 15 | Unknown account(s) | FIX.4.4 |
| 16 | Price exceeds current price band | FIX.5.0 |
| 18 | Invalid price increment | FIX.4.4 (6) |
| 19 | Reference price not available | FIX.5.0SP2 (134) |
| 2 | Exchange closed | FIX.2.7 |
| 20 | Notional value exceeds threshold | FIX.5.0SP2 (134) |
| 21 | Algorithm risk threshold breached | FIX.5.0SP2 (149) |
| 22 | Short sell not permitted | FIX.5.0SP2 (164) |
| 23 | Short sell rejected due to security pre-borrow restriction | FIX.5.0SP2 (164) |
| 24 | Short sell rejected due to account pre-borrow restriction | FIX.5.0SP2 (164) |
| 25 | Insufficient credit limit | FIX.5.0SP2 (171) |
| 26 | Exceeded clip size limit | FIX.5.0SP2 (171) |
| 27 | Exceeded maximum notional order amount | FIX.5.0SP2 (171) |
| 28 | Exceeded DV01/PV01 limit | FIX.5.0SP2 (171) |
| 29 | Exceeded CS01 limit | FIX.5.0SP2 (171) |
| 3 | Order exceeds limit | FIX.2.7 |
| 4 | Too late to enter | FIX.4.0 |
| 5 | Unknown order | FIX.4.1 |
| 6 | Duplicate Order (e.g. dupe ClOrdID) | FIX.4.1 |
| 7 | Duplicate of a verbally communicated order | FIX.4.2 |
| 8 | Stale order | FIX.4.2 |
| 9 | Trade along required | FIX.4.3 |
| 99 | Other | FIX.4.4 |