@sotatech/node-fixjs/types/fieldtypes/OrdRejReason.d.ts

FIX Protocol Parser for Node.js

/**
 * Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.
 * tag: 103
 * @readonly
 * @enum {number} (int)
 */
export declare enum OrdRejReason {
    /** Broker / Exchange option */
    BrokerCredit = 0,
    UnknownSymbol = 1,
    /** Exchange closed */
    ExchangeClosed = 2,
    /** Order exceeds limit */
    OrderExceedsLimit = 3,
    /** Too late to enter */
    TooLateToEnter = 4,
    /** Unknown order */
    UnknownOrder = 5,
    /** Duplicate Order (e.g. dupe ClOrdID) */
    DuplicateOrder = 6,
    /** Duplicate of a verbally communicated order */
    DuplicateOfAVerballyCommunicatedOrder = 7,
    /** Stale order */
    StaleOrder = 8,
    /** Trade along required */
    TradeAlongRequired = 9,
    /** Invalid Investor ID */
    InvalidInvestorID = 10,
    /** Unsupported order characteristic */
    UnsupportedOrderCharacteristic = 11,
    /** Surveillance option */
    SurveillanceOption = 12,
    /** Incorrect quantity */
    IncorrectQuantity = 13,
    /** Incorrect allocated quantity */
    IncorrectAllocatedQuantity = 14,
    UnknownAccount = 15,
    /** Price exceeds current price band */
    PriceExceedsCurrentPriceBand = 16,
    /** Invalid price increment */
    InvalidPriceIncrement = 18,
    /** Reference price not available */
    ReferencePriceNotAvailable = 19,
    /** Notional value exceeds threshold */
    NotionalValueExceedsThreshold = 20,
    AlgorithmRiskThresholdBreached = 21,
    /** Short sell not permitted */
    ShortSellNotPermitted = 22,
    /** Short sell rejected due to security pre-borrow restriction */
    ShortSellSecurityPreBorrowRestriction = 23,
    /** Short sell rejected due to account pre-borrow restriction */
    ShortSellAccountPreBorrowRestriction = 24,
    InsufficientCreditLimit = 25,
    /** Exceeded clip size limit */
    ExceededClipSizeLimit = 26,
    /** Exceeded maximum notional order amount */
    ExceededMaxNotionalOrderAmt = 27,
    /** Exceeded DV01/PV01 limit */
    ExceededDV01PV01Limit = 28,
    /** Exceeded CS01 limit */
    ExceededCS01Limit = 29,
    LastLook = 30,
    LastLookLatency = 31,
    UnavailablePriceLiquidity = 32,
    InvalidMissingEntitlements = 33,
    Other = 99
}