Rejecting an OrderCanceReject message

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Imported from previous forum

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Does anybody know under what condfitions an OrderCancelReject message would be rejected? If it is rejected, what would be the correct response?

Thanks.

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Does anybody know under what condfitions an OrderCancelReject
message would be rejected? If it is rejected, what would be the
correct response?

Thanks.

Well, it would be the normal rules only.
i.e. session level validation etc = session reject
if there are business rules broken - like wrong/unknown field values then a business message reject.

There is no other situation as far as I know as it is the sell-sides
priviledge to send you a OrderCancelReject based on normal trading rules.

Byron
my2denarii

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Hi Nik,

Does anybody know under what condfitions an OrderCancelReject
message would be rejected? If it is rejected, what would be the
correct response?

IMHO, rejecting a Reject does not make much sense at the business layer.

If the OrderCancelReject is missing some fields or contains unsupported values, it may be rejected by a BusinessMessageReject(MsgType=j) or a session level Reject (MsgType=3) if the OrderCancelReject violates the FIX protocol definition. This is at the technical layer.

How you should handle this? I would consider it as a serious error, log it and request manual intervention.

Cheers, Jörg