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FIX Adapter Reference

Order Cancel Reject (9)

Purpose

Used to reject an order cancel or cancel/replace request

Message Direction

From TT FIX Adapter to FIX client and from FIX client to TT FIX Adapter

Message Availability

Use CasePrice SessionOrder Session

Drop Copy

NoYes

Order Routing

NoYes

Supported Tags

Tag #Field NameReq’dComments
Component Block <Standard Header>

Y

35=A (MsgType)
37OrderID

Y

Internal TT order key assigned to all orders submitted through any TT software. The value remains constant for the life of an order. In the following situations, the tag contains a value other than an internal key.

For messages where the order is unknown, FIX Adapter returns the string NONE.

Data type: String

11ClOrdID

Y

Client order identifier specified by the FIX Client; included in Tag 11 (ClOrdID) of the initial message

Data type: String

41OrigClOrdIDC

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

Data type: String

Condition: Sent if available

198SecondaryOrderIDC

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

Condition: Data type: String

1AccountC

Order-routing account. The value matches the Tag 1 (Account) in the corresponding request.

Data type: String

Condition: Sent if the rejected message includes the tag.

10553TTUsernameC

TT Universal Login ID

Data type: String

Condition: Sent only if the universal login is configured in TT User Setup and is available.

39OrdStatusY

Status of the order. Possible values include:

  • 0 : New
  • 1 : Partially filled
  • 2 : Filled
  • 4 : Cancelled
  • 5 : Replaced
  • 6 : Cancel pending
  • 8 : Rejected
  • 9 : Suspended (Held)
  • A : Pending new
  • C : Expired
  • E : Pending replace
  • U : Order in an unknown state due to a TT Gateway or Exchange error

    Note: The trader should immediately contact the Exchange to clarify the status of the order.

Data type: char

Note: If more than one of these values applies, TT FIX Adapter sends the value required by the FIX 4.2 specification.

60TransactTimeY

Time, in UTC, the transaction occurred.

Data type: UTCTimestamp

Note: Some Exchanges might send milliseconds in certain circumstances, in the form: YYYYMMDD-HH:MM:SS.sss. TT recommends that you allocate enough memory to handle the longer timestamp should an Exchange send it.

434CxlRejResponseToY

Type of rejected message. Valid values include:

  • 1: Reject is for an Order Cancel Request (F)
  • 2: Reject is for an Order Cancel Replace Request (G)

Data type: int

102CxlRejReasonY

Reason for rejecting the cancel request. Valid values include:

  • 0 : Too Late to Cancel
  • 1 : Unknown Order
  • 2 : Broker Option
  • 3 : Action Already Pending
  • 4 : Too Early to Cancel (Used only by the TT BrokerTec Gateway)
  • 100 : Timed Out

Data type: int

Note: A value of 100 (Timed Out) indicates that one of the following order requests received no acknowledgment from the TT Gateway:

  • Order Cancel Request (F)
  • Order Cancel Replace Request (G)

TT recommends that you contact your risk administrator to determine the status of the order.

58TextC

Additional information about the message.

Data type: String

Condition: Sent if TT FIX Adapter needs to convey additional information.

Component Block <Standard Trailer>Y

Message Notes

The Order Cancel Reject (9) message is used by TT FIX Adapter to reject an Order Cancel Request (F) or Order Cancel Replace Request (G) message.

Related Information

Order Cancel/Replace Request (G)

Order Cancel Request (F)