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OrderCancelReject (35=9)

The Order Cancel Reject (9) message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. Requests to change price or decrease quantity are executed only when an outstanding quantity exists. Filled orders cannot be changed (i.e quantity reduced or price change. However, the broker/sellside may support increasing the order quantity on a currently filled order).

When rejecting a Cancel/Replace Request (or Cancel Request), the Cancel Reject (9) message should provide the ClOrdID (11) which was specified on the Cancel/Replace Request (or Cancel Request) message for identification, and the OrigClOrdId should be that of the last accepted order (except in the case of CxlRejReason (102) = "Unknown Order".

Cancel reject received
Schema
    StandardHeader objectrequired
    The header identifies the message type, length, destination, sequence number, origination point and time. Every FIX message begins with a Standard Header.
    BeginString Tag 8 (string)required

    Must be "FIX.4.4"

    BodyLength Tag 9 (integer)required

    Length of the message body in bytes

    MsgType Tag 35 (string)required

    Message Type

    MsgSeqNum Tag 34 (integer)required

    Integer message sequence number

    PossDupFlag Tag 43 (boolean)

    Indicates possible retransmission of message with this sequence number. If a message with this sequence number has been previously received, ignore message; if not, process normally.

    SenderCompID Tag 49 (string)required

    See FIX Endpoints for details

    TargetCompID Tag 56 (string)required

    See FIX Endpoints for details

    SendingTime Tag 52 (date-time)required

    Time when the message is being sent out from FIX Gateway

    PossResend Tag 97 (boolean)

    Indicates that message may contain information sent under another sequence number. Forward message to application and determine if previously received (i.e. verify order id and parameters).

    OrderID Tag 37 (string)required

    Newly created order ID

    ClOrdID Tag 11 (string)

    Unique identifier for Order as assigned by the buy-side. Uniqueness must be guaranteed across trading sessions.

    OrigClOrdID Tag 41 (string)

    Original Unique identifier for Order as assigned by the buy-side. Uniqueness must be guaranteed across trading sessions.

    OrdStatus Tag 39 (string)required

    Possible values: [0, 1, 2, 4, 6, 8, A]

    OrdStatus value after this cancel reject is applied.

    CxlRejResponseTo Tag 434 (string)required

    Possible values: [1, 2]

    1 = Order Cancel Request, 2 = Order Cancel/Replace Request

    CxlRejReason Tag 102 (integer)

    Cancel reject reason

    Text Tag 58 (string)
    ExecRefID Tag 19 (string)

    For CDC internal reference only.

    StandardTrailer objectrequired
    Each FIX message is terminated by a Standard Trailer as a message delimiter as well as containing the checksum value.
    CheckSum Tag 10 (string)required

    Three bytes, simple checksum. Always last field in message