Description

Type: int

Code to identify reason for an ExecutionReport (35=8) message sent with ExecType <150>='Restated' or used when communicating an unsolicited cancel.

Valid values:

  • 0 = GT corporate action
  • 1 = GT renewal / restatement (no corporate action)
  • 2 = Verbal change
  • 3 = Repricing of order
  • 4 = Broker option
  • 5 = Partial decline of OrderQty <38> (e.g. exchange initiated partial cancel)
  • 6 = Cancel on Trading Halt
  • 7 = Cancel on System Failure
  • 8 = Market (Exchange) option
  • 9 = Canceled, not best
  • 10 = Warehouse Recap
  • 11 = Peg Refresh
  • 12 = Cancel On Connection Loss
  • 13 = Cancel On Logout
  • 14 = Assign Time Priority
  • 15 = Cancelled, Trade Price Violation
  • 16 = Cancelled, Cross Imbalance
  • 99 = Other
  • or any value conforming to the data type Reserved100Plus

Used In