Gemini sends an Order Cancel Reject <9> message when the exchange receives an Order Cancel Request <F> message which cannot be honored because:
- Order Cancel Request
<F>message has an unknown OrigClOrdID<41> - the order referred to by OrigClOrdID
<41>exists, but cannot be canceled because it is not currently active:- rejected
- already filled
- already canceled
Fields
| Tag | Name | Req | Description |
|---|---|---|---|
| Standard Header | Y | MsgType = 9 | |
| 11 | ClOrdID | Y | Unique identifier for the order as assigned by the institution. |
| 37 | OrderID | Y | Unique identifier for the order as assigned by Gemini. Uniqueness is guaranteed for the trading session. The value is NONE for unknown orders. |
| 39 | OrdStatus | Y | Identifies the current status of the order. The status is 8 = Rejected if the order is unknown. Valid values: 0 = New1 = Partially filled2 = Filled4 = Canceled8 = Rejected |
| 41 | OrigClOrdID | Y | The ClOrdID <11> of the order to cancel. Needs to correspond to a current outstanding order submitted during this trading session. |
| 60 | TransactTime | Y | Time the transaction represented by this Order Cancel Reject <9> occurred (expressed in UTC). |
| 102 | CxlRejReason | N | Code to identify the reason for cancel rejection. Valid values: 0 = Too late to cancel1 = Unknown order3 = Order already in Pending Cancel or Pending Replace status |
| 198 | SecondaryOrderID | N | Can be used to provide the order ID used by the exchange or executing system. |
| 434 | CxlRejResponseTo | Y | Indicates the type of request that the message is in response to. Valid values: 1 = Order Cancel Request <F> |
| 58 | Text | N | |
| Standard Trailer | Y |
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