CxlRejReason¶
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enum class roq::fix::CxlRejReason¶
FIX CxlRejReason <102> field.
Code to identify reason for cancel rejection
Values:
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enumerator UNDEFINED¶
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enumerator UNKNOWN¶
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enumerator TOO_LATE_TO_CANCEL¶
0 = Too late to cancel
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enumerator UNKNOWN_ORDER¶
1 = Unknown order
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enumerator BROKER_EXCHANGE_OPTION¶
2 = Broker / Exchange Option
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enumerator ORDER_ALREADY_PENDING_CANCEL_OR_REPLACE¶
3 = Order already in Pending Cancel or Pending Replace status
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enumerator UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST¶
4 = Unable to process Order Mass Cancel Request <q>
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enumerator ORIG_ORD_MOD_TIME_NOT_MATCHING_TRANSACT_TIME¶
5 = OrigOrdModTime <586> did not match last TransactTime <60> of order
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enumerator DUPLICATE_CL_ORD_ID¶
6 = Duplicate ClOrdID <11> received
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enumerator PRICE_EXCEEDS_CURRENT_PRICE¶
7 = Price exceeds current price
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enumerator PRICE_EXCEEDS_CURRENT_PRICE_BAND¶
8 = Price exceeds current price band
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enumerator INVALID_PRICE_INCREMENT¶
18 = Invalid price increment
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enumerator OTHER¶
99 = Other
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enumerator UNDEFINED¶