FIX Field 103
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.
- 0 BrokerCredit
- 10 InvalidInvestorID
- 11 UnsupportedOrderCharacteristic
- 12 SurveillenceOption
- 13 IncorrectQuantity
- 14 IncorrectAllocatedQuantity
- 15 UnknownAccount
- 16 PriceExceedsCurrentPriceBand
- 18 InvalidPriceIncrement
- 19 ReferencePriceNotAvailable
- 1 UnknownSymbol
- 20 NotionalValueExceedsThreshold
- 21 AlgorithRiskThresholdBreached
- 2 ExchangeClosed
- 3 OrderExceedsLimit
- 4 TooLateToEnter
- 5 UnknownOrder
- 6 DuplicateOrder
- 7 DuplicateOfAVerballyCommunicatedOrder
- 8 StaleOrder
- 99 Other
- 9 TradeAlongRequired
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Don't forget to refer to the FPL Discussion Groups to back up anything you write. You will often find the authoritative statements on matters of FIX specification interpretation there. Links from FIXwiki pages to relevant discussions on the FPL site are very valuable.
For example if you were writing a clarification on how to specify the "quantity" of an order in FIX, you might add the following relevant link, http://www.fixprotocol.org/discuss/read/f5014573, to back up your points.