From FIXwiki

FIX Message BusinessMessageReject (MsgType=j)

MsgType	FIX Specification	First introduced	Deprecated
MsgType=j	Infrastructure messages - BusinessReject	FIX.4.2

The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued.

The only exception to this rule is when a transport other than the FIX session protocol is being used (transport independence). An appropriate reject message of the given session protocol or the Business Message Reject message should be used instead.

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Notes

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