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