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fixparser

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FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

fixparser.dev

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/** * 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; /** Unknown symbol In the context of IA FX Reject codes, Trade Request Rejection Category F, order rejected due to the product not being supported, e.g. by the specific venue, tenor restrictions on the market participant(s) involved. */ 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; /** Unknown account(s) In the context of IA FX Reject codes, Trade Request Rejection Category D, order rejected due to static data when the account/fund is not setup or unknown. */ 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; /** Algorithm risk threshold breached A sell-side broker algorithm has detected that a risk limit has been breached which requires further communication with the client. Used in conjunction with Text(58) to convey the details of the specific event. */ 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; /** Insufficient credit limit In the context of IA FX Reject codes, Trade Request Rejection Category C, order rejected due to credit limit exceeded or not in place. */ 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; /** Last look In the context of IA FX Reject codes, Trade Request Rejection Category A-1, order rejected due to a "last look". */ readonly LastLook: 30; /** Last look latency In the context of IA FX Reject codes, Trade Request Rejection Category A-2, order rejected due to "last look latency", therefore price or liquidity is unavailable. */ readonly LastLookLatency: 31; /** Unavailable price or liquidity In the context of IA FX Reject codes, Trade Request Rejection Category B, the order was not subjected to last look but rejected due to pricing or liquidity being no longer available for execution. */ readonly UnavailablePriceLiquidity: 32; /** Invalid or missing entitlements In the context of IA FX Reject codes, Trade Request Rejection Category D, order rejected due to static/reference data error where counterparty is not permissioned or entitled. */ readonly InvalidMissingEntitlements: 33; /** Other In the context of IA FX Reject codes, Trade Request Rejection Category E, order rejected due to other exceptions. Further detail may be provided in RejectText(1328) or Text(58), with preference for RejectText(1328) if field is present in the message. */ readonly Other: 99; }>; export type OrdRejReason = (typeof OrdRejReason)[keyof typeof OrdRejReason];