Activity reasons.
| Enumerator |
|---|
| USER |
A user initiated cancel.
|
| SYSTEM |
A non-user initiated cancel, e.g. Replacement order canceled due to the system's inability to cancel the original order.
|
| LOST_CONNECTION |
Cancel reason that applies to quotes only.
|
| INSUFFICIENT_QUANTITY |
Cancel reason that applies to quotes only.
|
| SPECIAL_ADJUSTMENT |
Orders automatically canceled due to a special cash adjustment (product adjustment)
|
| QRM_REMOVED |
Cancel reason that applies to quotes only.
|
| QUOTE_UPDATE_CONTROL |
Ability to update a quote.
|
| FAILOVER |
This code may be used to indicate that a quote has been canceled due to CBOE Command server failover.
|
| QUOTE_IN_TRIGGER |
Quote is in a trigger status.
|
| INVALID_SESSION_ID |
The session is not valid.
|
| SAL_IN_PROGRESS |
This activity reason is used when SAL auction is in progress.
|
| CROSS_IN_PROGRESS |
The order was the same as the resting Cross order. The resting Cross order did not route as a pair and is waiting to trade.
|
| INVALID_NBBO |
Signifies that the NBBO was invalid for the order.
|
| NOT_WITHIN_NBBO |
The Cross order price was not within the NBBO.
|
| TRADE_THROUGH_CBOE |
The order price traded through CBOE's market.
|
| INSUFFICIENT_CUSTOMER_ORDER_QUANTITY |
The Cross order quantity was less than the customer order quantity at CBOE's best market.
|
| INSUFFICIENT_CROSS_ORDER_SIZE |
The Cross order size was less than the defined minimum order size.
|
| INSUFFICIENT_CROSS_ORDER_DOLLAR_AMOUNT |
The Cross order price was less than the defined minimum dollar amount.
|
| SELL_SHORT_RULE_VIOLATION |
The order violated the Sell Short rule.
|
| NO_USER_ACTIVITY |
No quoting activity has occurred in a certain period of time.
|
| CANCEL_ON_RSS |
Cancel report reason used when a series becomes restricted. Any resting orders that would open a position will be canceled by the system.
|
| QUOTE_UPDATES_REQUESTED |
Request for user to re-enter quotes.
|
| QRM_REMOVED_FULLY_TRADED_SERIES |
Cancel reason used when the number of sides that are fully traded in the set time frame equals or exceeds the set QRM value.
|
| QRM_REMOVED_EXCHANGEWIDE_USER |
Cancel reason used when the number of times the quotes from the specific acronym cancelled due to any of the class QRMs (including the existing QRM as well the new QRMs), on any of the classes in the trading session, equals or exceeds the set acronym level Exchange-wide QRM value for that acronym.
|
| QRM_REMOVED_EXCHANGEWIDE_FIRM |
Cancel reason used when the number of times the quotes from the acronyms belonging to that specific trading firm cancelled due to any of the class QRMs (including the existing QRM as well the new QRMs), on any of the classes in the trading session, equals or exceeds the set trading firm level Exchange-wide QRM value.
|
| QRM_REMOVED_CUMULATIVE |
Cancel reason used when the cumulative percentage after a trade equals or exceeds the QRM setting.
|
| BROKER_OPTION |
Broker option (admission of non-compliance).
|
| DUPLICATE_ORDER |
Duplicate order.
|
| EXCHANGE_CLOSED |
Exchange closed (an executing participant's order handling system receives an order when the market is closed).
|
| GATE_VIOLATION |
Order received too soon (does not meet gate requirements)
|
| INVALID_ACCOUNT |
Clearing account missing.
|
| INVALID_AUTOEX_VALUE |
Invalid Auto-Ex value.
|
| INVALID_CMTA |
Unknown clearing firm.
|
| INVALID_FIRM |
Exec Broker missing.
|
| INVALID_ORIGIN_TYPE |
Order Capacity missing or invalid.
|
| INVALID_POSITION_EFFECT |
Open/Close missing or invalid.
|
| INVALID_PRICE |
Reference price is out of bounds.
|
| INVALID_PRODUCT |
Unknown, invalid, or ineligible symbol (series, expiration, strike).
|
| INVALID_PRODUCT_TYPE |
Complex order.
|
| INVALID_QUANTITY |
Order exceeds limit.
|
| INVALID_SIDE |
Invalid side.
|
| INVALID_SUBACCOUNT |
Sub-account ID missing.
|
| INVALID_TIME_IN_FORCE |
TimeInForce missing/invalid.
|
| INVALID_USER |
Account missing.
|
| LATE_PRINT |
Late print to OPRA Tape.
|
| MISSING_EXEC_INFO |
Execution information missing.
|
| NOT_NBBO |
Not at NBBO.
|
| COMM_DELAYS |
Communication delays to OPRA.
|
| PRODUCT_HALTED |
Product has been halted.
|
| PRODUCT_IN_ROTATION |
Product is in opening rotation.
|
| STALE_ORDER |
Stale order (Time-to-live of received order has expired)
|
| ORDER_TOO_LATE |
Too late to enter.
|
| TRADE_BUSTED |
Trade busted/corrected.
|
| TRADE_REJECTED |
Trade rejected.
|
| UNKNOWN_ORDER |
Unknown order.
|
| INVALID_EXCHANGE |
Exchange is missing or invalid.
|
| PRODUCT_SUSPENDED |
This code may be used to indicate that a quote has been canceled due to product state transition to ProductStates.SUSPENDED.
|
| SYLQ_TRADE |
Synthetic Leg Quotes.
|
| CANCEL_BY_CLEARING_FIRM |
Cancel reason for orders/quotes that are cancelled due to clearing firm deactivation.
|
| CANCEL_ON_DISCONNECT |
When risk controls are enabled, this cancel reason is used if orders are cancelled due to disconnect feature.
|
| RISK_CONTROL_SIZE_CANCEL |
Cancel reason if orders/quotes are cancelled due to risk control parameters.
|
| RISK_CONTROL_DAILY_SHORT_CANCEL |
Cancel reason if quantity exceeds risk control parameter.
|
| RISK_CONTROL_DAILY_LONG_CANCEL |
Cancel reason if quantity exceeds risk control parameter.
|
| CANCEL_ON_FALLBACK |
Force cancel orders due to system fallback.
|
| WASH_TRADE_PREVENTION |
Cancel reason if order is about to trade against another order or quote from the same user.
|
| MISMATCHED_QUANTITY |
Cancel reason for mismatched quantity in cancel/replace for orders.
|
| QUOTE_UPDATE_LOCKS_or_INVERTS_AWAY_MARKET |
Notifies the user that the quote inverts the NBBO by more than an allowable amount or that the quote, if displayed would lock or invert an away market.
|
| LIMIT_EXECUTION_PRICE_WOULD_BE_DEBIT |
Notifies the user that the execution price would be a debit and the strategy is defined as a credit; or the initial execution price is a credit and the drill through execution price would be a debit (applies to all strategies).
|
| LIMIT_EXECUTION_PRICE_EXCEEDS_EXCEED_MAX_VALUE |
Used for verticals, butterflies, and box spread orders and notifies the user that the limit price exceeds the maximum allowable value for the strategy.
|
| INVALID_PRICE_REASONABILITY |
This cancel message informs the user that the order price failed reasonability checks.
|
| CALL_BID_EXCEEDS_UNDERLYING_PRICE |
This cancel message notifies the user that the price on a call buy limit order equals or exceeds the underlying price.
|
| PUT_BID_EXCEEDS_STRIKE_PRICE |
This cancel message communicates to the user that the price on a put buy limit order equals or exceeds the strike price.
|
| NOT_TRADED_DRILL_THROUGH_PROTECTION |
This cancel message notifies the user that the limit or market order attempted to trade beyond the allowed price range.
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