Code to identify reason for cancel rejection.
Code | Meaning |
---|---|
0 | Too late to cancel |
1 | Unknown order |
2 | Broker / Exchange Option |
3 | Order already in Pending Cancel or Pending Replace status |
4 | Unable to process Order Mass Cancel Request |
5 | OrigOrdModTime (586) did not match last TransactTime (60) of order |
6 | Duplicate ClOrdID (11) received |
99 | Other |