Usage
Moment sends an Order Cancel Reject (35=9) to the Client in response to an Order Cancel Request (35=F) that is not valid. The request could be invalid for one of three reasons:
- The Order Cancel Request is for an order that is no longer active.
- The Order Cancel request is for a non-existent order.
- An Order Cancel Request is already pending for the order.
Note that if the trading venue rejects Moment's cancel request, but none of these conditions are met (meaning the order should be cancelable), then Moment will continue attempting to cancel the order until it has been successfully canceled or it has reached an un-cancelable state.
Schema
| Field Name | Tag | Description | Required | Example |
|---|---|---|---|---|
| OrderID | 37 | Unique ID of the order that the Client attempted to cancel. Will be "None" if CxlRejReason = "1", meaning the order is unknown. | Y | "29b5e57e-0adc-45cf-936d-5b1055abeb08" |
| OrigClOrdID | 41 | ClOrdID (11) of the order that the Client attempted to cancel. | Y | "fcd69fbf-0c0f-41fa-8c4b-45c36c73ca06" |
| ClOrdID | 11 | Unique identifier for the Order Cancel Request message that is being rejected. | Y | "aa0c9d08-6390-4aa2-9d0c-9038d9a302e9" |
| CxlRejReason | 102 | 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 | Y | "0" |
| TransactTime | 60 | Time the cancel request was created (GMT). | Y | "20231005-11:49:33" |
| MsgNum | 5017 | Moment-assigned ID for an Execution Report message. | Y | "202410160000000026" |
| ExecID | 17 | Unique, Moment-assigned Event ID. This identifier will be unique across all messages that Moment sends to the Client. | Y | "01JADC9ARQ3A2NW9D3Y5VBA3S1" |