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FIXtags

FIX TAG 368

QuoteEntryRejectReason

intAdded FIX.4.2

Definition

Reason Quote Entry was rejected:

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

Values only in FIX Latest · EP309 25

  • 1Unknown symbol (security)
    Additional source detail

    In the context of IA FX Reject codes, Trade Request Rejection Category F, this may be used with QuoteStatus(297)=5 (Rejected) to indicate product is not supported, e.g. by the specific venue, tenor restrictions on the market participant(s) involved.

  • 2Exchange (security) closed
  • 3Quote Request exceeds limit
  • 4Too late to enter
  • 5Unknown quote
  • 6Duplicate quote
  • 7Invalid bid/ask spread
  • 8Invalid price
    Additional source detail

    In the context of IA FX Reject codes, Trade Request Rejection Category A-2, this may be used with QuoteStatus(297)=5 (Rejected) to indicate price is not valid due to "last look latency".

  • 9Not authorized to quote security
  • 10Price exceeds current price band
  • 11Quote locked - unable to update/cancel
  • 12Invalid or unknown security issuer
  • 13Invalid or unknown issuer of underlying security
  • 14Notional value exceeds threshold
  • 15Price exceeds current price bandDeprecated FIX.5.0SP2 · EP171
  • 16Reference price not available
  • 17Insufficient credit limit
    Additional source detail

    In the context of IA FX Reject codes, Trade Request Rejection Category C, this may be used with QuoteStatus(297)=5 (Rejected) to indicate credit limit is exceeded or not in place.

  • 18Exceeded clip size limit
  • 19Exceeded maximum notional order amount
  • 20Exceeded DV01/PV01 limit
  • 21Exceeded CS01 limit
  • 22Unavailable price or liquidity
    Additional source detail

    In the context of IA FX Reject codes, Trade Request Rejection Category B, this may be used with QuoteStatus(297)=5 (Rejected) to indicate the "Hit/lift" was not subjected to last look but pricing or liquidity is no longer available for execution.

  • 23Invalid or missing entitlements
    Additional source detail

    In the context of IA FX Reject codes, Trade Request Rejection Category D, this may be used with QuoteStatus(297)=5 (Rejected) to indicate the counterparty is not authorized or has missing entitlements.

  • 24Unknown account(s)
    Additional source detail

    In the context of IA FX Reject codes, Trade Request Rejection Category D, this may be used with QuoteStatus(297)=5 (Rejected) to indicate the account/fund is unknown or not setup.

  • 99Other
    Additional source detail

    In the context of IA FX Reject codes, Trade Request Rejection Category E, order rejected due to other exceptions. Further detail may be provided in RejectText(1328) or Text(58), with preference for RejectText(1328) if field is present in the message.

Values 25

ValueMeaning
1

Unknown symbol (security)

Additional detail from the official source

In the context of IA FX Reject codes, Trade Request Rejection Category F, this may be used with QuoteStatus(297)=5 (Rejected) to indicate product is not supported, e.g. by the specific venue, tenor restrictions on the market participant(s) involved.

2

Exchange (security) closed

3

Quote Request exceeds limit

4

Too late to enter

5

Unknown quote

6

Duplicate quote

7

Invalid bid/ask spread

8

Invalid price

Additional detail from the official source

In the context of IA FX Reject codes, Trade Request Rejection Category A-2, this may be used with QuoteStatus(297)=5 (Rejected) to indicate price is not valid due to "last look latency".

9

Not authorized to quote security

10

Price exceeds current price band

11

Quote locked - unable to update/cancel

12

Invalid or unknown security issuer

13

Invalid or unknown issuer of underlying security

14

Notional value exceeds threshold

15

Price exceeds current price band

Deprecated FIX.5.0SP2
16

Reference price not available

17

Insufficient credit limit

Additional detail from the official source

In the context of IA FX Reject codes, Trade Request Rejection Category C, this may be used with QuoteStatus(297)=5 (Rejected) to indicate credit limit is exceeded or not in place.

18

Exceeded clip size limit

19

Exceeded maximum notional order amount

20

Exceeded DV01/PV01 limit

21

Exceeded CS01 limit

22

Unavailable price or liquidity

Additional detail from the official source

In the context of IA FX Reject codes, Trade Request Rejection Category B, this may be used with QuoteStatus(297)=5 (Rejected) to indicate the "Hit/lift" was not subjected to last look but pricing or liquidity is no longer available for execution.

23

Invalid or missing entitlements

Additional detail from the official source

In the context of IA FX Reject codes, Trade Request Rejection Category D, this may be used with QuoteStatus(297)=5 (Rejected) to indicate the counterparty is not authorized or has missing entitlements.

24

Unknown account(s)

Additional detail from the official source

In the context of IA FX Reject codes, Trade Request Rejection Category D, this may be used with QuoteStatus(297)=5 (Rejected) to indicate the account/fund is unknown or not setup.

99

Other

Additional detail from the official source

In the context of IA FX Reject codes, Trade Request Rejection Category E, order rejected due to other exceptions. Further detail may be provided in RejectText(1328) or Text(58), with preference for RejectText(1328) if field is present in the message.

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").

Used in messages 1

Includes nested components and repeating groups. Open a location to see its surrounding requirements.