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 |
| 7 | Price exceeds current price |
| 8 | Price exceeds current price band |
| 18 | Invalid price increment |
| 99 | Other |