ZagTrader

FIX Protocol Tag 102: CxlRejReason

Reason an order cancel or cancel/replace request was rejected, such as too late to cancel or unknown order.

Tag number
102
Data type
INT
FIX versions
FIX 4.0 to 5.0 SP2
Used in
1 message type

Practical notes on CxlRejReason

CxlRejReason gives the reason on an Order Cancel Reject (35=9).

  • 0 Too late to cancel: the order already filled or ended.
  • 1 Unknown order: the order referenced by OrigClOrdID was not found.
  • 3 Order already in pending cancel or pending replace: a previous request is still being processed.
  • 6 Duplicate ClOrdID: the cancel or replace reused an identifier.

Changes between FIX versions

  • FIX 4.2 has codes 0 to 3. FIX 4.3 adds 4 to 6, FIX 4.4 adds 99 (Other), and FIX 5.0 SP1 adds price-related codes 7 and 8.

See also:Unknown order (102=1)Too late to cancel (102=0)

Tag 102 in each FIX version

Values and message usage as defined in a specific version.

Data type

INT: A whole number without a decimal point. It may be negative.

Valid values

11 enumerated values across all FIX versions.

ValueMeaningFIX versions
0Too late to cancelAll
1Unknown orderAll
2Broker / exchange option4.2, 4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2
3Order already in pending cancel or pending replace status4.2, 4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2
4Unable to process order mass cancel request4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2
5OrigOrdModTime (586) did not match last TransactTime (60) of order4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2
6Duplicate ClOrdID (11) received4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2
7Price exceeds current price5.0 SP1, 5.0 SP2
8Price exceeds current price band5.0 SP1, 5.0 SP2
18Invalid price increment5.0, 5.0 SP1, 5.0 SP2
99Other4.4, 5.0, 5.0 SP1, 5.0 SP2

Example

102=0

Illustrative value. In a message, fields are separated by the SOH character (0x01), often shown as | or ^ in logs.

Decode a message with this tag

Message types that use tag 102

Covers every version from FIX 4.0 to 5.0 SP2, including fields reached through components and repeating groups. The version pages above show whether the tag is required in each message.

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.