Type: int
Reason Quote was rejected:
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
Value | Description | Added |
---|---|---|
1 | Unknown symbol (security) | FIX.4.2 |
10 | Price exceeds current price band | FIX.5.0 (43) |
11 | Quote locked – unable to update/cancel | FIX.5.0 (45) |
12 | Invalid or unknown security issuer | FIX.5.0SP1 (85) |
13 | Invalid or unknown issuer of underlying security | FIX.5.0SP1 (85) |
14 | Notional value exceeds threshold | FIX.5.0SP2 (144) |
15 | Price exceeds current price band | FIX.5.0SP2 (144) |
16 | Reference price not available | FIX.5.0SP2 (144) |
17 | Insufficient credit limit | FIX.5.0SP2 (171) |
18 | Exceeded clip size limit | FIX.5.0SP2 (171) |
19 | Exceeded maximum notional order amount | FIX.5.0SP2 (171) |
2 | Exchange (security) closed | FIX.4.2 |
20 | Exceeded DV01/PV01 limit | FIX.5.0SP2 (171) |
21 | Exceeded CS01 limit | FIX.5.0SP2 (171) |
3 | Quote Request exceeds limit | FIX.4.2 |
4 | Too late to enter | FIX.4.2 |
5 | Unknown quote | FIX.4.2 |
6 | Duplicate quote | FIX.4.2 |
7 | Invalid bid/ask spread | FIX.4.2 |
8 | Invalid price | FIX.4.2 |
9 | Not authorized to quote security | FIX.4.2 |
99 | Other | FIX.4.4 |