Code to identify reason for order rejection.
Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.
| Code | Meaning |
|---|---|
| 0 | Broker / Exchange option |
| 1 | Unknown symbol |
| 2 | Exchange closed |
| 3 | Order exceeds limit |
| 4 | Too late to enter |
| 5 | Unknown order |
| 6 | Duplicate Order (e.g. dupe ClOrdID) |
| 7 | Duplicate of a verbally communicated order |
| 8 | Stale order |
| 9 | Trade along required |
| 10 | Invalid Investor ID |
| 11 | Unsupported order characteristic |
| 12 | Surveillance option |
| 13 | Incorrect quantity |
| 14 | Incorrect allocated quantity |
| 15 | Unknown account(s) |
| 16 | Price exceeds current price band |
| 18 | Invalid price increment |
| 19 | Reference price not available |
| 20 | Notional value exceeds threshold |
| 21 | Algorithm risk threshold breached |
| 22 | Short sell not permitted |
| 23 | Short sell rejected due to security pre-borrow restriction |
| 24 | Short sell rejected due to account pre-borrow restriction |
| 25 | Insufficient credit limit |
| 26 | Exceeded clip size limit |
| 27 | Exceeded maximum notional order amount |
| 28 | Exceeded DV01/PV01 limit |
| 29 | Exceeded CS01 limit |
| 99 | Other |