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rejecting a List Cancel Request message
Mohammad Ismael / Lehman Brothers
6 Oct 2004 2:33PM ET

I was wondering if there is a simple way to reject a List Cancel Request message (MsgType=K). For single order cancels, there is a special message type for rejections (MsgType=9); however, I do not see the analog for lists. The List Status message is not suitable and requires detailed information for each order in the List. What is the correct way to do this?

rejecting a List Cancel Request message
Mohammad Ismael / Lehman Brothers   6 Oct 2004 2:33PM ET

Re: rejecting a List Cancel Request message
Andrew Broome / TransactTools   6 Oct 2004 4:01PM ET