fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
34 lines (33 loc) • 1.16 kB
TypeScript
/**
* Code to identify reason for cancel rejection.
* - Tag: 102
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const CxlRejReason: Readonly<{
/** Too late to cancel */
readonly TooLateToCancel: 0;
/** Unknown order */
readonly UnknownOrder: 1;
/** Broker / Exchange Option */
readonly BrokerCredit: 2;
/** Order already in Pending Cancel or Pending Replace status */
readonly OrderAlreadyInPendingStatus: 3;
/** Unable to process Order Mass Cancel Request */
readonly UnableToProcessOrderMassCancelRequest: 4;
/** OrigOrdModTime (586) did not match last TransactTime (60) of order */
readonly OrigOrdModTime: 5;
/** Duplicate ClOrdID (11) received */
readonly DuplicateClOrdID: 6;
/** Price exceeds current price */
readonly PriceExceedsCurrentPrice: 7;
/** Price exceeds current price band */
readonly PriceExceedsCurrentPriceBand: 8;
/** Invalid price increment */
readonly InvalidPriceIncrement: 18;
/** Other */
readonly Other: 99;
}>;
export type CxlRejReason = (typeof CxlRejReason)[keyof typeof CxlRejReason];