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
- 22 ShortSellNotPermitted
- 23 ShortSellSecurityPreBorrowRestriction
- 24 ShortSellAccountPreBorrowRestriction
- 2 ExchangeClosed
- 3 OrderExceedsLimit
- 4 TooLateToEnter
- 5 UnknownOrder
- 6 DuplicateOrder
- 7 DuplicateOfAVerballyCommunicatedOrder
- 8 StaleOrder
- 99 Other
- 9 TradeAlongRequired
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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.