OrderCancelReject (MsgType = 9, FIXML = OrdCxlRej)

The order cancel reject 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 message should provide the ClOrdID (11) which wasspecified 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.

When rejecting an Order Mass Cancel Request, the ClOrdID (11) should be set to the ClOrdID (11) value of the Order Mass Cancel Request. OrigClOrdID (41) is not specified for a rejected Order Mass Cancel Requests

The execution message responds to accepted cancel request and cancel/replace request messages.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = 9
37	OrderID	@OrdID	Y	Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
2422	OrderRequestID	@OrdReqID	N	Required if provided on the order cancel or cancel/replace request. Echo back the value provided by the requester.
198	SecondaryOrderID	@OrdID2	N	Can be used to provide order id used by exchange or executing system.
526	SecondaryClOrdID	@ClOrdID2	N	Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.
11	ClOrdID	@ClOrdID	Y	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.
583	ClOrdLinkID	@ClOrdLinkID	N	Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.
41	OrigClOrdID	@OrigClOrdID	N	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.
39	OrdStatus	@OrdStat	Y	OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected.
636	WorkingIndicator	@WorkingInd	N	For optional use with OrdStatus = 0 (New)
586	OrigOrdModTime	@OrigOrdModTm	N	The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended.
66	ListID	@ListID	N	Required for rejects against orders which were submitted as part of a list.
1	Account	@Acct	N	Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
660	AcctIDSource	@AcctIDSrc	N	Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
581	AccountType	@AcctTyp	N	Type of account associated with an order
229	TradeOriginationDate	@OrignDt	N	Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
75	TradeDate	@TrdDt	N	Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
60	TransactTime	@TxnTm	N	Timestamp when the business transaction represented by the message occurred.
434	CxlRejResponseTo	@CxlRejRspTo	Y	Identifies the type of request that a Cancel Reject is in response to.
102	CxlRejReason	@CxlRejRsn	N	Code to identify reason for cancel rejection.
1328	RejectText	@RejTxt	N	Reason description for rejecting the transaction request.
1664	EncodedRejectTextLen	@EncRejTxtLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	@EncRejTxt	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
100	ExDestination	@ExDest	N	Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C"
1133	ExDestinationIDSource	@ExDestIDSrc	N	The ID source of ExDestination
<Parties>			N	Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp.
58	Text	@Txt	N	Free format text string (Note: this field does not have a specified maximum length)
354	EncodedTextLen	@EncTxtLen	C	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	@EncTxt	C	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
<Standard Message Trailer>			Y