Description

Type: int

Reason Quote Entry was rejected:

Valid values:

  • 1 = Unknown symbol (security)
  • 2 = Exchange (security) closed
  • 3 = Quote Request exceeds limit
  • 4 = Too late to enter
  • 5 = Unknown quote
  • 6 = Duplicate quote
  • 7 = Invalid bid/ask spread
  • 8 = Invalid price
  • 9 = Not authorized to quote security
  • 10 = Price exceeds current price band
  • 11 = Quote locked - unable to update/cancel
  • 12 = Invalid or unknown security issuer
  • 13 = Invalid or unknown issuer of underlying security
  • 14 = Notional value exceeds threshold
  • 15 = Price exceeds current price band
  • 16 = Reference price not available
  • 17 = Insufficient credit limit
  • 18 = Exceeded clip size limit
  • 19 = Exceeded maximum notional order amount
  • 20 = Exceeded DV01/PV01 limit
  • 21 = Exceeded CS01 limit
  • 22 = Unavailable price or liquidity

    In the context of IA FX Reject codes, Trade Request Rejection Category B, this may be used with QuoteStatus <297>=5 (Rejected) to indicate the "Hit/lift" was not subjected to last look but pricing or liquidity is no longer available for execution.

  • 23 = Invalid or missing entitlements

    In the context of IA FX Reject codes, Trade Request Rejection Category D, this may be used with QuoteStatus <297>=5 (Rejected) to indicate the counterparty is not authorized or has missing entitlements.

  • 24 = Unknown account(s)

    In the context of IA FX Reject codes, Trade Request Rejection Category D, this may be used with QuoteStatus <297>=5 (Rejected) to indicate the account/fund is unknown or not setup.

  • 99 = Other
  • or any value conforming to the data type Reserved100Plus

Used In