Order Cancel Reject(9) — Production FIX API

OrderCancelReject(9) is the server reject for a cancel or cancel/replace request on the Deribit production FIX API, including reason codes for the failure.

Order Cancel Reject(9) is issued by the exchange upon receipt of Order Cancel Request(F) message which cannot be executed.

Alongside tags listed below, Order Cancel Reject(9) also sends corresponding tag (ClOrdID, OrigClOrdId or DeribitLabel), used by the user to cancel the order in Order Cancel Request(F) or Order Cancel/Replace Request(G).

Tag	Name	Type	Required	Comments
52	SendingTime	UTCTimestamp	Yes	Time of message transmission expressed in UTC
39	OrdStatus	char	No	Order status. Present only if applicable. Possible values: 0 = New, 1 = Partially filled, 4 = Cancelled, 6 = Pending cancel, 8 = Rejected
58	Text	String	No	Text string explaining the reason for rejection
41	OrigClOrdId	String	No	Original order identifier assigned by the user
11	ClOrdID	String	No	Order identifier assigned by Deribit
100010	DeribitLabel	String	No	A custom label for your order

Response on success

The following Execution Report(8) is sent by the exchange upon successfully processing a cancel request.

Tag	Name	Type	Required	Comments
52	SendingTime	UTCTimestamp	Yes	Time of message transmission expressed in UTC
11	ClOrdID	String	No	Deribit replaces this field with the own value assigned by the server (it is not the client id from New Order Single(D))
41	OrigClOrdId	String	No	The original value assigned by the client in the New Order Single(D) message
150	ExecType	char	No	Describes the specific Execution Report. Possible values: 4 = Cancelled, 6 = Pending Cancel
39	OrdStatus	char	Yes	For trade – order status. Possible values: 0 = New, 1 = Partially filled, 4 = Cancelled, 6 = Pending cancel, 8 = Rejected
58	Text	String	Yes	Text string describing the result

This brief Execution Report comes faster and just indicates that the order was cancelled. Besides this brief report, the server always sends the last state of the cancelled order as another Execution Report with Text=“notification” and all details about the cancelled order.