Usage
The Venue sends an Order Cancel Reject to Moment in order to reject Moment's attempt to cancel an order.
Schema
| Field Name | Tag | Required | Description |
|---|---|---|---|
| StandardHeader | |||
| OrderID | 37 | Y | Unique ID of the order that Moment attempted to cancel. Will be "None" if CxlRejReason = "1", meaning the order is unknown. |
| OrigClOrdID | 41 | Y | ClOrdID (11) of the order that Moment attempted to cancel. |
| ClOrdID | 11 | Y | Unique identifier for the Order Cancel Request message that is being rejected. |
| CxlRejReason | 102 | Y | Reason for rejection. "0" = Too late to cancel. The order is no longer open. "1" = Unknown Order "3" = Order cancel is already pending. "99" = Other |
| Text | 58 | C | Conditionally required if CxlRejReason=99 (Other). Additional details for why the order was canceled. |
| TransactTime | 60 | Y | Time the cancel request was created (GMT). |
| StandardTrailer |