Cancel Reject messages on the Zero Hash CLOB.
A Cancel Reject message is sent by the Zero Hash Gateway in response to a cancel request (Order Cancel Request - MsgType = F) or a cancel replace request (Cancel Replace - MsgType = G) that cannot be completed successfully. This rejection message provides information regarding the failure to cancel the requested order.
Cancel Reject Scenario
Cancel Rejects can occur due to various reasons, such as:
- The order to be canceled or replaced does not exist or cannot be found.
- The order has already been filled or partially filled and cannot be canceled.
- The order replace can not be entered, so the cancel does not occur. (e.g. cancel replace with Post Only mode)
Message Fields
| Field | Description | Note |
|---|---|---|
| Standard Header | MsgType = 9 | |
| 41 | OrigClOrdId | ClOrdID of the previous order. |
| 37 | OrdId | Unique Identifier of order assigned by the platform. |
| 11 | ClOrdId | Unique identifier of the order. Must be unique for each session. |
| 39 | OrdStatus | OrdStatus value after this cancel reject is applied. |
| 102 | CxlRejReason | Code to identify reason for cancel rejection. |
| 58 | Text | Optional explanation message. |
| 434 | CxlRejResponseTo | Unique identifier of the Canceled order. |
| Standard Trailer |