Order Cancel Reject Event Handling

In order to handle order cancel reject event. Application needs to hook up the event handler. The event handler is associated with each FIXSessionOrderManager.

CopyOrder Cancel Reject Event Handling

// Prerequisites: Variable "session" of type FIXSession.
FIXSessionOrderManager sessionOM = FIXOrderManager.GetSessionOrderManager(session);
// Create an order cancel reject event handler
// See FIXSessionOrderManager.OrderCancelRejectAdded for more details.
sessionOM.OrderCancelRejectAdded += new OrderCancelRejectEventHandler(sessionOM_OrderCancelRejectAdded);

CopyOrder Cancel Reject Event Handling

static void sessionOM_OrderCancelRejectAdded(FIXRegularOrder order, FIXMessage cxlRejMessage, FIXMessageComponent origOrder, FIXEngineMessageHandlerStatus status)
{
    // TODO: Implement your own cancel reject handler.
}

This example works with FIX versions from 4.1 to 5.0+.