OrderCancelReject (9)

The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honoured.

Tag	FieldName	Data type	Req’d	Comments
StandardHeader			Y	MsgType = 9 TargetSubID (57) identifies the rejected trader.
11	ClOrdID	String [20]	Y	Unique identifier of the modification request.
37	OrderID	String [18]	Y	Unique order identifier as assigned by NSX. Set to the character 'NONE' when CxlRejReason=Unknown Order (102=1).
41	OrigClOrdID	String [20]		OrigClOrdID (41) supplied on OrderCancelRequest (F) or OrderCancelReplaceRequest (G) message.
60	TransactTime	UTCTimeStamp	Y	Timestamp when the business transaction represented by the message occurred.
102	CxlRejReason	int		Code to identify reason for cancel rejection. Supplied when ExecType=Rejected (150=8). Valid values 1 = Unknown order 6 = Duplicate order (e.g. duplicate ClOrdID) 99 = Other. Refer to Text (58) field for exact reason for rejection.
434	CxlRejResponseTo	char	Y	Identifies the type of request that a Cancel Reject is in response to. Valid values 1 = Order Cancel Request 2 = Order Cancel/Replace Request
58	Text	String [unlimited]		Further information describing the reason for the rejection. Supplied when CxlRejReason=Other (102=99)
Standard Trailer			Y