Risk Reject Codes
Deltix OMS reserves reject codes in the 5000 - 7500 range for risk limit related order rejections.
| Code | Risk Rule | Description |
|---|---|---|
| 5000 | TRADING_IS_HALTED | Order is rejected because trading is halted either system-wide or for a specific projection |
| 5001 | MAX_ORDER_SIZE | Reject is due to the Order Size limit |
| 5002 | MAX_LONG_POSITION_SIZE | Reject is due to the Maximum Long position size limit |
| 5003 | MAX_SHORT_POSITION_SIZE | Reject is due to the Maximum Long position size limit |
| 5004 | MAX_POSITION_COUNT | Reject is due to Maximum number of open position limit |
| 5005 | MAX_ORDER_SUBMIT_FREQUENCY | Order rate exceeds Order Submission Frequency limit |
| 5006 | MAX_ORDER_REPLACE_FREQUENCY | Order modification rate exceeds the Order Replace Frequency limit |
| 5007 | MAX_ORDER_REJECT_FREQUENCY | Orders are rejected too often. This may trigger a trading halt. You should not see this as the order reject reason - TRADING_IS_HALTED is seen as the reject reason instead. |
| 5008 | ORDER_MARKET_PRICE_UNKNOWN | Order cannot be validated because market price is not available for an instrument |
| 5009 | ORDER_PRICE_TOO_FAR_FROM_MARKET | Reject is from one of the Order Price limits |
| 5010 | ORDER_ACK_TIMEOUT | Orders are not getting acknowledged in the configured time. This may trigger a trading halt. You should not see this as the order reject reason - TRADING_IS_HALTED is seen as the reject reason instead. |
| 5011 | ORDER_LIFE_TIMEOUT | Orders are not getting completed in the configured time. This may trigger a trading halt. You should not see this as the order reject reason - TRADING_IS_HALTED is seen as the reject reason instead. |
| 5012 | MAX_GROSS_TRADE_VOLUME | Reject is due to the Maximum Gross Trading Volume limit |
| 5013 | SYMBOL_TRADING_IS_HALTED | Order is rejected because trading is halted for a specific projection |
| 5014 | NO_RISK_LIMIT | Reject is due to the fact that no specific risk limit value is defined for the order projection |
| 5015 | MAX_ORDER_REQUEST_FREQUENCY | Request rate exceeds the Request Frequency limit |
| 5016 | MAX_OPEN_ORDERS_COUNT | Too many open orders for a given projection |
| 5017 | UNDEFINED_PROJECTION_VALUE | Order Projection is not represented in the Risk Limits cases table |
| 5018 | MAX_NET_POSITION_SIZE | Reject is due to the Maximum Net Position Size limit |
| 5019 | MAX_ORDER_COUNT | Reject is due to the Maximum Daily Order Count limit |
| 5020 | MAX_REQUEST_COUNT | Reject is due to the Maximum Daily Request Count limit |
| 5021 | MAX_SHORT_EXPOSURE | Reject is due to the Maximum Short Exposure limit |
| 5022 | MAX_LONG_EXPOSURE | Reject is due to the Maximum Long Exposure limit |
| 5023 | MAX_NET_EXPOSURE | Reject is due to the Maximum Net Exposure limit |
| 5024 | MAX_GROSS_EXPOSURE | Reject is due to the Maximum Gross Exposure limit |
| 5025 | MAX_SHORT_LONG_EXPOSURE | Reject is due to the Maximum Short/Long Exposure limit |
| 5026 | MAX_OPEN_QUANTITY | Reject is due to the Maximum Quantity of Open orders limit |
| 5027 | MAX_LOSS | Reject is due to the Maximum P&L Loss limit |
| 5028 | MIN_DUPLICATE_INTERVAL | Reject is due to a duplicate order check |
| 5029 | MAX_GROSS_NOTIONAL_VALUE | Reject is due to Maximum Gross Notional Value limit |