Order Cancel Reject (MsgType=9)

, ,
1

Imported from previous forum

2

From FIX 4.1 and onwards "Order cancel Reject"(msgtype=9) message has "OrdStatus" (tag=39) field as Required.
What should be the value of tag#39 in MsgType=9 in following cases –

  1. order cancel request was rejected because original order was not found.
  2. order cancel/replace request was rejected because original order was not found.

–Sujay

3

I think OrdStatus should be "Rejected" for those.

> From FIX 4.1 and onwards "Order cancel Reject"(msgtype=9) message has "OrdStatus" (tag=39) field as Required.
> What should be the value of tag#39 in MsgType=9 in following cases –
> 1. order cancel request was rejected because original order was not found.
> 2. order cancel/replace request was rejected because original order was not found.
>
> --Sujay
>