This message is sent in response to the following messages if they cannot be honored:

• Order Cancel Request <35=F>
• Order Cancel/Replace Request <35=G>

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.

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.