DescriptionCode 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> did not match last TransactTime <60> of order 6 = Duplicate ClOrdID <11> received 7 = Price exceeds current price 8 = Price exceeds current price band 18 = Invalid price increment 99 = Other or any value conforming to the data type Reserved100Plus Used In |
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