Order Cancel Request Reject

XCDE will respond with an OrderCancelReject message when it receives a Cancel Request or a cancel/replace request message which cannot be honoured. Requests to change price or decrease quantity of an Order are possible only when an outstanding quantity exists.

When rejecting a Cancel/Replace Request (or Cancel Request), the Cancel Reject message will provide the ClOrdID which was specified on the Cancel/Replace Request (or Cancel Request) message for identification, and the OrigClOrdId should be that of the last accepted Order message (except in the case of CxlRejReason = “Unknown Order”.

To accept CancelRequest and cancel/replace request messages, XCDE will send an simple ExecutionReport message.

Message format:

Field Name	Format	Req'd	Comments
MsgType	String	✓	9 = OrderCancelReject
MsgSeqNum	SeqNum	✓	User generated incremental number to allow receiver to identify possible message gaps
SendingTime	UTCTimestamp	✓	Time of sending this message

OrderID	String	✓	Assigned by XCDE for this message. If CxlRejReason = "Unknown order", specify "NONE".
ClOrdID	String	✓	User generated Unique identifier of this replacement order
ClOrdLinkID	String		In case of grouping of Orders e.g. with OCAO
OrigClOrdID	String		ClOrdID(11) which could not be canceled/replaced. This is of the previously accepted order (NOT the initial order of the day).
OrdStatus	Char	✓	OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", will be “Rejected”. Possible values: 1 =Partially filled 2 = Filled 4 = Canceled 8 = Rejected C = Expired
Account	String		User account as defined by XCDE
TransactTime	UTCTimestamp		Time of creation of this reject message
CxlRejResponseTo	Char	✓	Identifies which cancel type this reject responds to: 1 = Cancel request 2 = Cancel/replace request
CxlRejReason	Int		Possible values: 0 = Too late to cancel 1 = Unknown order 3 = Order already in Pending Cancel or Pending Replace status 4 = Unable to process Order Mass Cancel Request 6 = Duplicate ClOrdID (11) received 99 = Other
Text	String		Unessential freeform field to post information

Example message:

MsgType: 9
MsgSeqNum: 98287534
SendingTime: 20220907-02:45:32.274
OrderID: jdjg8786864-hsf
ClOrdID: dgte4-5762
OrigClOrdID: dgte4-5758
OrdStatus: 1
Account: 42119
TransactTime: 20220907-02:45:32.003
CxlRejResponseTo: 1
CxlRejReason: 0
Text: already partially filled

{
  "Header": {
    "MsgType": "9",
    "MsgSeqNum": "98287534",
    "SenderCompID": "SENDER",
    "TargetCompID": "TARGET",
    "SendingTime": "20220907-02:45:32.274"
  },
  "OrderID": "jdjg8786864-hsf",
  "ClOrdID": "dgte4-5762",
  "OrigClOrderID": "dgte4-5758",
  "OrdStatus": "1",
  "Account": "42119",
  "TransactTime": "20220907-02:45:32.003",
  "CxlRejResponseTo": "1",
  "CxlRejReason": "0",
  "Text": "Already partially filled"
}

Order Cancel Request Reject

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