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FIXtags

FIX MESSAGE 35=9

OrderCancelReject

MsgType (35) = 9SingleGeneralOrderHandlingAdded FIX.2.7

Definition

The OrderCancelReject(35=9) message is issued by the recipient upon receipt of a OrderCancelRequest(35=F) or OrderCancelReplaceRequest(35=G) 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 recipient may support increasing the order quantity on a currently filled order).

Additional detail from the official source

When rejecting a OrderCancelReplaceRequest(35=G) (or OrderCancelRequest(35=F)) message, the OrderCancelReject(35=9) message should provide the ClOrdID(11) which was specified on the OrderCancelReplaceRequest(35=G) or OrderCancelRequest(35=F) message for identification, and the OrigClOrdID(41) should be that of the order being replaced or cancelled as specified in the OrderCancelReplaceRequest(35=G) or OrderCancelRequest(35=F) -- except in the case of CxlRejReason(102)=1 (Unknown Order).

When rejecting an OrderMassCancelRequest(35=q) message, ClOrdID(11) should be set to the ClOrdID(11) value of the OrderMassCancelRequest(35=q) message. OrigClOrdID(41) is not specified for a rejected OrderMassCancelRequest(35=q) message.

The ExecutionReport(35=8) message is the response to accept OrderCancelReplaceRequest(35=G) (or OrderCancelRequest(35=F)) messages.

Message structure 71 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

  1. StandardHeaderComponentRequired

    MsgType = 9

    StandardHeader definition & usage →

    1. 8 BeginStringStringRequired here

      FIX session profile (Always unencrypted, must be first field in message)

    2. 9 BodyLengthLengthRequired here

      (Always unencrypted, must be second field in message)

    3. 35 MsgTypeStringRequired here

      (Always unencrypted, must be third field in message)

    4. 1128 ApplVerIDString—

      Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

    5. 1156 ApplExtIDint—
    6. 1129 CstmApplVerIDString—

      Used to support bilaterally agreed custom functionality

    7. 49 SenderCompIDStringRequired here

      (Always unencrypted)

    8. 56 TargetCompIDStringRequired here

      (Always unencrypted)

    9. 115 OnBehalfOfCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    10. 128 DeliverToCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    11. 90 SecureDataLenDeprecated FIX.5.0SP2Length—

      Required to identify length of encrypted section of message. (Always unencrypted)

    12. 91 SecureDataDeprecated FIX.5.0SP2data—

      Required when message body is encrypted. Always immediately follows SecureDataLen field.

    13. 34 MsgSeqNumSeqNumRequired here

      (Can be embedded within encrypted data section.)

    14. 50 SenderSubIDString—

      (Can be embedded within encrypted data section.)

    15. 142 SenderLocationIDString—

      Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    16. 57 TargetSubIDString—

      "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

    17. 143 TargetLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    18. 116 OnBehalfOfSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    19. 144 OnBehalfOfLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    20. 129 DeliverToSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    21. 145 DeliverToLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    22. 43 PossDupFlagBoolean—

      Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

    23. 97 PossResendBoolean—

      Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

    24. 52 SendingTimeUTCTimestampRequired here

      (Can be embedded within encrypted data section.)

    25. 122 OrigSendingTimeUTCTimestamp—

      Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

    26. 212 XmlDataLenLength—

      Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

    27. 213 XmlDataXMLData—

      Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)

      See Volume 1: FIXML Support

    28. 347 MessageEncodingString—

      Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.

    29. 369 LastMsgSeqNumProcessedSeqNum—

      The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

    30. HopGrpRepeating groupCount tag 627—

      Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

      HopGrp definition & usage →

      1. 627 NoHopsGroup count—
      2. 628 HopCompIDString—
      3. 629 HopSendingTimeUTCTimestamp—
      4. 630 HopRefIDSeqNum—
  2. 37 OrderIDStringRequired

    If CxlRejReason="Unknown order", specify "NONE".

  3. 2422 OrderRequestIDint—

    Required if provided on the order cancel or cancel/replace request. Echo back the value provided by the requester.

  4. 198 SecondaryOrderIDString—

    Can be used to provide order id used by exchange or executing system.

  5. 526 SecondaryClOrdIDString—
  6. 11 ClOrdIDStringRequired

    Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order.

  7. 583 ClOrdLinkIDString—
  8. 41 OrigClOrdIDString—

    ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.

    Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID.

  9. 39 OrdStatuscharRequired

    OrdStatus value after this cancel reject is applied.

    If CxlRejReason = "Unknown Order", specify Rejected.

  10. 636 WorkingIndicatorBoolean—

    For optional use with OrdStatus = 0 (New)

  11. 586 OrigOrdModTimeUTCTimestamp—
  12. 66 ListIDString—

    Required for rejects against orders which were submitted as part of a list.

  13. 1 AccountString—
  14. 660 AcctIDSourceint—
  15. 581 AccountTypeint—
  16. 229 TradeOriginationDateLocalMktDate—
  17. 75 TradeDateLocalMktDate—
  18. 60 TransactTimeUTCTimestamp—
  19. 434 CxlRejResponseTocharRequired
  20. 102 CxlRejReasonint—
  21. 1328 RejectTextString—

    Reason description for rejecting the transaction request.

  22. 1664 EncodedRejectTextLenLength—

    Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.

  23. 1665 EncodedRejectTextdata—

    Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.

  24. 100 ExDestinationExchange—
  25. 1133 ExDestinationIDSourcechar—
  26. PartiesRepeating groupCount tag 453—

    Parties definition & usage →

    1. 453 NoPartyIDsGroup count—

      Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

    2. 448 PartyIDString—

      Required if NoPartyIDs(453) > 0.

      Identification of the party.

    3. 447 PartyIDSourcechar—

      Required if NoPartyIDs(453) > 0.

      Used to identify classification source.

    4. 452 PartyRoleint—

      Required if NoPartyIDs(453) > 0.

      Identifies the type of PartyID(448).

    5. 2376 PartyRoleQualifierint—
    6. PtysSubGrpRepeating groupCount tag 802—

      Repeating group of Party sub-identifiers.

      PtysSubGrp definition & usage →

      1. 802 NoPartySubIDsGroup count—
      2. 523 PartySubIDString—
      3. 803 PartySubIDTypeint—
  27. 58 TextString—
  28. 354 EncodedTextLenLength—

    Must be set if EncodedText field is specified and must immediately precede it.

  29. 355 EncodedTextdata—

    Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

  30. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    1. 93 SignatureLengthDeprecated FIX.5.0SP2Length—

      Required when trailer contains signature. Note: Not to be included within SecureData field

    2. 89 SignatureDeprecated FIX.5.0SP2data—

      Note: Not to be included within SecureData field

    3. 10 CheckSumStringRequired here

      (Always unencrypted, always last field in message)