Order Cancel Reject (9) Message

Internal TT order key assigned to all orders submitted through any TT software.

The value remains constant for the life of an order.

Unique identifier for an Order as assigned by TT. Uniqueness is guaranteed within a single FIX trading session. Tag 11 values may be reused after the daily or weekly FIX session reset. Maximum length of the tag 11 is (20) characters.

Previous order identifier. Equal to Tag 11 (ClOrdID) of the original request message

Note: Tag 11 (ClOrdID) of an order can change over time.

Note: Not sent in response to cancel requests sent by non-FIX components, such as Trade and algo child orders.

Unique identifier for the order, as assigned by the exchange.

Note: The value can vary over time for the same order.

Internal unique id across TT system; used primarily for internal debugging

Status of the order

Time, in UTC, the transaction occurred with microsecond precision.

For example:

• Millisecond precision: 60=20170509-22:34:56.881
• Microsecond precision: 60=20170509-22:34:56.881321

Note: This tag is valid only in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.

Type of rejected message

Reason for rejecting the cancel request

Possible values:

• 0: Too Late to Cancel
• 1: Unknown Order
• 2: Broker Option
• 3: Action Already Pending
• 4: Unable to process Order Mass Cancel Request
• 5: OrigOrdModTime (586) did not match last TransactTime (60) of order
• 6: Duplicate ClOrdID (11) received
• 7: Price exceeds current price
• 8: Price exceeds current price band
• 9: Trade Along Required
• 10: Invalid Investor Id
• 11: Unsupported Order Characteristic
• 12: Surveillence Option
• 13: Incorrect Quantity
• 14: Incorrect Allocated Quantity
• 15: Unknown Account
• 16: Price Exceeds Current Price Band
• 18: Invalid Price Increment
• 19: Message Pending
• 20: Routing Error
• 99: Other
• 1003: Market Closed
• 1007: Fix Field Missing Or Incorrect
• 1010: Required Field Missing
• 1011: Fix Field Incorrect
• 1012: Price Must Be Greater Than Zero
• 1013: Invalid Order Qualifier
• 1014: User Not Authorized
• 2013: Market Orders Not Supported By Opposite
• 2019: Invalid Expire Date
• 2044: Order Not In Book
• 2045: Order Not In Book2
• 2046: Disclosed Qty Cannot Be Greater
• 2047: Unknown Contract
• 2048: Cancel With Different Sender Comp Id
• 2049: Clordid Different Than Correlationclordid
• 2050: Clordid Different Than Originalclordid
• 2051: Different Side
• 2052: Different Group
• 2053: Different Security Type
• 2054: Different Account
• 2055: Different Qty
• 2056: Cancel With Different Trader Id
• 2058: Stop Price Must Be Greater
• 2059: Stop Price Must Be Smaller
• 2060: Sell Stop Price Must Be Below Ltp
• 2061: Buy Stop Price Must Be Above Ltp
• 2100: Different Product
• 2101: Different Inflight Fill Mitigation
• 2102: Modify With Different Sender Comp Id
• 2103: Modify With Different Trader Id
• 2115: Order Qty Outside Allowable Range
• 2130: Invalid Order Type For Pcp
• 2137: Order Price Outside Limits
• 2179: Order Price Outside Bands
• 2311: Invalid Order Type For Group
• 2500: Instrument Cross Request In Progress
• 2501: Order Qty Too Low
• 2600: Market Maker Protection Has Tripped
• 4000: Engine did not respond
• 5001: Euronext Unknown Order
• 5099: Euronext Other
• 5020: Comp Id Problem
• 5300: Logon Problem
• 5313: No Router For Security Group
• 5314: Router Not Available Or Connected
• 5318: Invalid Price
• 5319: Invalid Ordqty
• 5320: Invalid Ordtype
• 5321: Invalid Side
• 6000: Fully filled
• 6001: Pending replace
• 6002: Pending cancel
• 7000: Order Rejected
• 7001: Contract Not Gtc Gtd Eligible
• 7009: Contract Past Expiration
• 7011: Max Contract Working Qty Exceeded
• 7015: Modify With Different Side
• 7018: Contract Not Gtc Gtd Eligible2
• 7020: No Trading Calendar For Expire Date
• 7021: Expire Date Beyond Instrument Expiration
• 7022: Expire Date Beyond Leg Instrument Expiration
• 7024: Market In No Cancel
• 7027: Invalid Order Type For Reserved Market
• 7028: Order Session Date In Past
• 7613: Disclosed Qty Cannot Be Smaller
• 9999: Technical Error Function Not Performed

Source of the reject message.

ComplianceText (Tag 2404) is a free-form text field containing compliance information used for regulatory reporting. Tag 2404 is supported on all order, change, cancel and execution report messages.

ComplianceText (Tag 2404) is conditionally required for some orders in production for Eurex and EEX.

• If Trading Capacity is Proprietary (5) then ComplianceText (Tag 2404) is required
• If Trading Capacity is Agency (1), then ComplianceText (Tag 2404) is required when the user is an Exchange Trader acting for another exchange participant. It should not be sent when the user is a client of the Member (not an exchange trader).

Note: Orders will not be rejected by the exchange if this field is not populated.

Tag 2404 in the TT system behaves as follows:

• ComplianceText (Tag 2404) should include the following info: Member ID/ Trader ID combination, aka the MGT (for ex. ABCFRTRD001).
• ComplianceText (Tag 2404) will be set at the User level in a new field to be added in Setup, “Compliance Text”.
• If ComplianceText (Tag 2404) is populated, TT will send it to the exchange in Tag 2404, if it is not populated, TT will not send the tag.

Indicates the action taken to avoid internal crossing orders

User-defined name of the trader’s organization.

Additional information about the message

Order handling instructions.

Message text associated with the staged order.

Typically used to provide additional information to the broker responsible for managing the order. Will appear on both parent and child staged orders.

Note: Sent only for staged orders (Tag 21 (HandlInst)=3)

ID of the trader working the staged order.

Whether this message was imported from an external source.

TT order ID

This tag is populated with the regular TT order ID when a shortened ID is sent in tag 37 (OrderID).

Overrides the clearing account defined in the Setup application for the user’s account named in Tag 1.

Value corresponding to the Text A field in TT widgets

Value corresponding to the Text B field in TT widgets

Value corresponding to the Text TT field in TT widgets

Customer-defined text field not sent to exchange.

Time in UTC that an exchange execution report message was received by the TT order connector application.

Related to TFEX Non-Voting Depository Receipt (NVDR) trading.

Note: TFEX does not provide documentation to ISVs regarding usage of the NVDR (Tag 16626) and TTF (Tag 16627) fields. For information about how to use these fields, please contact the exchange.

Related to TFEX Thai Trust Fund (TTF) trading.

Note: TFEX does not provide documentation to ISVs regarding usage of the NVDR (Tag 16626) and TTF (Tag 16627) fields. For information about how to use these fields, please contact
the exchange.

Sets the type of user that entered the order.

Note: For information on the TFEX user types, please refer to the exchange’s documentation.

TT component that most recently acted on an active order.

Exchange-registered identifier that enables customers to prevent the matching of orders for accounts with common ownership, even across different executing firms.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

This optional tag is available in all order and execution report messages. In addition, these tags will not appear in any current messages in production and are reserved for future use.

Exchange order routing credential that was used to route the order

User-defined, alphanumeric identifier used to tag orders so the TT system can match potential crossed trades.

Note: TT Self-Match Prevention by ID (TT SMP) is currently available on
a limited basis. For access to TT SMP, contact your TT representative. Exchange-based SMP continues to use FIX Tag 7928 (SelfMatchPreventionID) and FIX Tag 8000 (SMPInstruction).

For more info on TT Self-Match Prevention, refer to https://library.tradingtechnologies.com/user-setup/ocp-tt-self-match-prevention-by-id.html
in the Setup help.

Sets the TT SMP behavior and determines which order is canceled (resting or aggressing) if self-match prevention occurs.

Note: TT Self-Match Prevention by ID (TT SMP) is currently available on a limited basis. For access to TT SMP, contact your TT representative. Exchange-based SMP continues to use FIX Tag 7928 (SelfMatchPreventionID) and FIX Tag 8000 (SMPInstruction).

For more info on TT Self-Match Prevention, refer to https://library.tradingtechnologies.com/user-setup/ocp-tt-self-match-prevention-by-id.html in the Setup help.

Number of entries in the event types repeating group

(TT internal use only)

Included in TT FIX messages (from TT FIX to the FIX client) for use during the FIX recovery process.

Note: This tag should not be dropped via TT FIX rule.