CxlRejReason#

enum class roq::fix::CxlRejReason#

FIX CxlRejReason <102> field.

Code to identify reason for cancel rejection

Values:

enumerator UNDEFINED#

enumerator UNKNOWN#

enumerator TOO_LATE_TO_CANCEL#: 0 = Too late to cancel

enumerator UNKNOWN_ORDER#: 1 = Unknown order

enumerator BROKER_EXCHANGE_OPTION#: 2 = Broker / Exchange Option

enumerator ORDER_ALREADY_PENDING_CANCEL_OR_REPLACE#: 3 = Order already in Pending Cancel or Pending Replace status

enumerator UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST#: 4 = Unable to process Order Mass Cancel Request <q>

enumerator ORIG_ORD_MOD_TIME_NOT_MATCHING_TRANSACT_TIME#: 5 = OrigOrdModTime <586> did not match last TransactTime <60> of order

enumerator DUPLICATE_CL_ORD_ID#: 6 = Duplicate ClOrdID <11> received

enumerator PRICE_EXCEEDS_CURRENT_PRICE#: 7 = Price exceeds current price

enumerator PRICE_EXCEEDS_CURRENT_PRICE_BAND#: 8 = Price exceeds current price band

enumerator INVALID_PRICE_INCREMENT#: 18 = Invalid price increment

enumerator OTHER#: 99 = Other