CxlRejReason#

class roq.fix.CxlRejReason#

Members:

UNDEFINED

UNKNOWN

TOO_LATE_TO_CANCEL

UNKNOWN_ORDER

BROKER_EXCHANGE_OPTION

ORDER_ALREADY_PENDING_CANCEL_OR_REPLACE

UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST

ORIG_ORD_MOD_TIME_NOT_MATCHING_TRANSACT_TIME

DUPLICATE_CL_ORD_ID

PRICE_EXCEEDS_CURRENT_PRICE

PRICE_EXCEEDS_CURRENT_PRICE_BAND

INVALID_PRICE_INCREMENT

OTHER