Standard header, with 35=9.

The unique ID of the order, as returned to the client in the Execution Report in the OrderId field (37). If the rejection occurred because of unknown order, this tag is set to NONE.

The unique ID of the order assigned by the client. This ID would have been the new ClOrdID. When CxlRejResponseTo is “Order Cancel Request”, this is identical to the ClOrdID (11) in the Order Cancel Request (35=F). When CxlRejResponseTo is “Order Cancel/Replace Request”, this is identical to the ClOrdID (11) in the Order Cancel/Replace Request (35=F).

The ID of the order assigned by the client that could not be modified or cancelled.

The order status after the Cancel Reject. Note: If CxlRejReason is “Unknown order”, the OrdStatus should be Rejected (8).

The type of request that has been rejected. Supported values: 1 = Order Cancel Request 2 = Order Cancel/Replace Request

The reason for the rejection.

Message