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Description
Code to identify reason for cancel rejection.
Valid values:
0 = Too late to cancel
1 = Unknown order
2 = Broker / Exchange Option
3 = Order already in Pending Cancel or Pending Replace status
4 = Unable to process Order Mass Cancel Request <q>
5 = OrigOrdModTime <586> (586) did not match last TransactTime <60> (60) of order
6 = Duplicate ClOrdID <11> () received
99 = Other
Used In
