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.