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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
5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
6 = Duplicate ClOrdID (11) received
99 = Other
18 = Invalid price increment
7 = Price exceeds current price
8 = Price exceeds current price band
Used In
