Order Cancel Reject (9) Message
Purpose
Used to reject an order cancel or cancel/replace request
Message Direction
From a third-party FIX acceptor to the TT FIX Order Gateway
Using the FIX Tag Directory
- Context – Select to filter by context (e.g., “Order routing, FIX client to TT FIX”, “Request by security ID”, “TT Premium Order Types”). Only tags available for the selected context will be displayed.
- Show Comments – Select to display text in the Comments column of the table. Clear to display a condensed table without text in the Comments column.
- Flat tag list – Select to display all tags for the selected context in one list. Clear to display all tags for the selected context separated by component (e.g., Header, Instrument, Parties)
An asterisk (*) on the tag number button indicates that it appears in the table more than once for the selected context.
| Tag | Name | Type | Required | Comments | |||||
|---|---|---|---|---|---|---|---|---|---|
| Header | Y | For additional information about this component group, consult the documentation. 35=9 (MsgType) | |||||||
| 37 | OrderID | STRING | Y | Order ID assigned by the third-party FIX acceptor | |||||
| 11 | ClOrdID | STRING | Y | TT order ID | |||||
| 41 | OrigClOrdID | STRING | C Not required when 150=0 (New) or when this Execution Report (8) is not in response to a direct change change (such as a fill). | Previous order identifier. Equal to Tag 11 (ClOrdID) of the original request message | |||||
| 39 | OrdStatus | CHAR | Y | Status of the order Possible values include:
| |||||
| 60 | TransactTime | UTCTIMESTAMP | Y | ||||||
| 434 | CxlRejResponseTo | CHAR | Y | Type of rejected message Possible values:
| |||||
| 102 | CxlRejReason | INT | Y | Reason for rejecting the cancel request Possible values:
| |||||
| 58 | Text | STRING | N | Additional information about the message | |||||
| 18233 | BrokerRoute | STRING | N | This tag will be populated only on FIX Order Gateway orders, and only if a value is defined for the ‘Route’ parameter under a FIX Order Gateway connection in TTUS. | |||||
| Trailer | Y | For additional information about this component group, consult the full documentation. | |||||||
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Message Notes
The Order Cancel Reject (9) message is used by TT FIX to reject an Order Cancel Request (F) or Order Cancel Replace Request (G) message.