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  • Z_EXEC_TIME_OUT - The confirm referred to an order that has been timed out. The confirm is ignored.
  • Z_EXEC_EXPIRATION - The confirm arrived after the associated maker exec has already been made permanent. The confirm is ignored.
  • Z_EXEC_ID_DISLOCATION - The conrm ExecID[17] matches something other than what was on record. The confirm is ignored. This is the most serious and least likely of the errors.
  • Z_EXEC_NOT_FOUND - Rogue confirmation. No record of associated maker exec existed; hence it was 'invented' by the exchange. The execution is accepted, and immediately made permanent.
  • Z_EXEC_REVISION - The confirm matches everything (exec id, order id, product, side), but quantity is different. The associated maker exec is updated. Not really an 'error' per se.

DontKnowTrade[Q]

OrderTimeOut[OT] & Currenex OrderTimeOut[U3]

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ExecID[17] will be looked up and execution invalidated if not already invalid. Additionally, if Reflector has previously blocked an execution identified by ExecID[17], then value of Text[58], if it exists, will be replaced by Reflector's ErrorCode.

Flag

Presence

FieldType
TEXTOptionalText[58]STRING
EXEC_IDRequiredExecID[17]STRING


OrderTimeOut[OT] & Currenex OrderTimeOut[U3]

ClOrdID[11] will be looked up and every associated execution invalidated. For Currenex only, U3 will be looked up instead of OT.

Flag

Presence in OT

Presence in U3

FieldType
ORDER_IDRequiredRequiredClOrdID[11]STRING


Reject[3] & BusinessMessageReject[j]

Reject[3] & BusinessMessageReject[j] are handled in the exact same way. If a corresponding execution is found when RefSeqNum[45] will be looked up, it will be invalidated. Additionally, if Reflector has previously blocked an execution 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

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