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OrderMassCancelReport[r] & OrderCancelReject[9]

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On OrderMassCancelReport[r], on every ClOrdID[11] and OrigClOrdID[41] observed, the corresponding live order is looked up and invalidated. On OrderCancelReject[9], no order actions are taken; but if fields ClOrdID[11] and Text[58] exist, and Reflector has previously blocked an order identified by ClOrdID[11], then the value of Text[58] will be replaced by Reflector's ErrorCode.

Flag

Presence in 8

Presence in AE

FieldType
TEXT-OptionalText[58]STRING
ORIG_ORDER_IDOptional-OrigClOrdID[41]STRING
TEXTOptionalOptionalClOrdID[11]STRING


Reject[3] & BusinessMessageReject[j]

Reject[3] & BusinessMessageReject[j] are handled in the exact same way. If a corresponding live order is found when RefSeqNum[45] will be looked up, it will be invalidated. Additionally, if Reflector has previously blocked an order identified by RefSeqNum[45], then the value of Text[58], if it exists, will be replaced by Reflector's ErrorCode.

Flag

Presence in 8

Presence in AE

FieldType
TEXTOptionalOptionalText[58]STRING
REF_SEQ_NUMRequiredRequiredRefSeqNum[45]INT

Maker

Outbound

ExecutionReport[8] & ExecutionAcknowledgement[BN]

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