| ID | 25 |
| Pedigree | Added FIX.4.0 |
The Don’t Know Trade (DK) message is used to notify a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message.
This message has special utility when dealing with one-way execution reporting, if the initial Order Acknowledgment message (LastShares=0 and OrdStatus=New) does not match an existing order this message can be used to notify the broker of a potential problem order.
Note that the decision to DK an execution lies with the institution; some of the mismatches listed in the DKReason field may be acceptable and will not require a DK messages to be generated.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = Q | Added FIX.4.0 | ||
37 | Broker Order Id as identified on problem execution | Added FIX.4.0 | |||
17 | Execution Id of problem execution | Added FIX.4.0 | |||
127 | Y | Added FIX.4.0 | |||
55 | Y | Added FIX.4.0 | |||
54 | Y | Added FIX.4.0 | |||
38 | Y | Added FIX.4.0 | |||
32 | Y | Added FIX.4.0 | |||
31 | Y | Added FIX.4.0 | |||
58 | Added FIX.4.0 | ||||
StandardTrailer | Y | Added FIX.4.0 |
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