This message is sent in response to the following messages if they cannot be honored:
Requests to change price or decrease quantity are fulfilled only when an outstanding quantity exists. Filled orders cannot be changed, i.e to reduce the quantity or change the price. However, increasing the order quantity on a currently filled order may be supported.
When rejecting an Order Cancel Request <35=F> or an Order Cancel/Replace Request <35=G>, this message should provide the ClOrdID (11) which was specified in the request, and the OrigClOrdID (41) should be that of the last accepted order, except if the rejection is because the ID is unknown.
When rejecting an Order Mass Cancel Request <35=q>, the ClOrdID (11) should be set to the ClOrdID (11) value which was present in the request. OrigClOrdID (41) is not specified for a rejected Order Mass Cancel Request.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 37 | String | If CxlRejReason="Unknown order", specify "NONE" | ||
| 198 | String | Can be used to provide order id used by exchange or executing system | ||
| 526 | String | |||
| 11 | String | Unique order id assigned by institution or by the intermediary with the closest association with the investor. to the cancel request or to the replacement order | ||
| 583 | String | |||
| 41 | String | ClOrdID which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order | ||
| 39 | Char Enum | OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected | ||
| 636 | Boolean Enum | For optional use with OrdStatus = 0 (New) | ||
| 586 | UTCTimestamp | |||
| 66 | String | Required for rejects against orders which were submitted as part of a list | ||
| 1 | String | |||
| 660 | Int Enum | |||
| 581 | Int Enum | |||
| 229 | LocalMktDate | |||
| 75 | LocalMktDate | |||
| 60 | UTCTimestamp | |||
| 434 | Char Enum | |||
| 102 | Int Enum | |||
| 58 | String | |||
| 354 | Length | Must be set if EncodedText field is specified and must immediately precede it | ||
| 355 | Data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field | ||
| Component |