Order Cancel Reject (9)

Sent by the server to notify the client that an OrderCancelRequest (F) failed.

35MsgType9Order Cancel Reject message type
11ClOrdIDcancel123Only present when you supplied
37OrderID123456System-assigned id
41OrigClOrdIDorder123Client-assigned id
39OrdStatus4"4" (Canceled) if the order was already cancelled
102CxlRejReason1"0": order already cancelled, "1": unknown order
434CxlRejResponseTo1Always set to "1"

Example cancel reject message sent from server: