Overview
The Order Cancel Reject message (MsgType ="9") is sent by the gateway when a cancellation request cannot be processed. This typically occurs when an order is already filled, expired, or in a non-cancellable state.
Field Layout
Example Message
Handling Cancel Rejects
- Review Tag 58 (Text) for the human-readable rejection reason
- The original order maintains its current state — use Order Status Request to verify if needed
- Common rejection causes: order already filled, order already cancelled, order expired, or invalid OrderId
REST Equivalent
The REST cancel endpoint (POST /api/external/cancel) provides similar functionality, returning error details when cancellation fails.