Rejecting a Multileg order

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Imported from previous forum

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Hello,
I am interested in finding out what is the standard FIX message response for rejecting a NewOrderMultileg order. I understand that it should be an execution report that references the ClOrdID of the NewOrderMultileg.

I see at least 3 possibilities:

  1. Send one execution report reject containing InstrmtLegExecGrp with all of the legs from the NewOrderMultileg
  2. Send execution report rejects, one for each leg, all referencing the same client order id from the NewOrderMultileg
  3. Send one execution report with arbitrary security details, and referencing the client order id from the NewOrderMultileg

Are there any users that have run into this workflow before, and if so, what is the common implementation?
Also, what is the expected response from the receiver of an execution report that rejected one of the legs, but processed another leg(s) from the same order?

Thank you,
Peter