fixparser/types/fieldtypes/OrdRejReason.d.ts

FIX.Latest / 5.0 SP2 Parser

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