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 (EP 43)
11 Quote locked – unable to update/cancel FIX.5.0 (EP 45)
12 Invalid or unknown security issuer FIX.5.0SP1 (EP 85)
13 Invalid or unknown issuer of underlying security FIX.5.0SP1 (EP 85)
14 Notional value exceeds threshold FIX.5.0SP2 (EP 144)
15 Price exceeds current price band FIX.5.0SP2 (EP 144)
16 Reference price not available FIX.5.0SP2 (EP 144)
17 Insufficient credit limit FIX.5.0SP2 (EP 171)
18 Exceeded clip size limit FIX.5.0SP2 (EP 171)
19 Exceeded maximum notional order amount FIX.5.0SP2 (EP 171)
2 Exchange (security) closed FIX.4.2
20 Exceeded DV01/PV01 limit FIX.5.0SP2 (EP 171)
21 Exceeded CS01 limit FIX.5.0SP2 (EP 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