| ID | 25 |
| Pedigree | Added FIX.4.0, Updated FIX.4.1 |
The Don’t Know Trade (DK) message notifies 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 Updated FIX.4.1 | |||
17 | Execution ID of problem execution | Added FIX.4.0 Updated FIX.4.1 | |||
127 | Y | Added FIX.4.0 | |||
55 | Y | Added FIX.4.0 | |||
65 | Added FIX.4.1 | ||||
48 | Added FIX.4.1 | ||||
22 | Added FIX.4.1 | ||||
167 | Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. | Added FIX.4.1 | |||
200 | For Options or Futures to specify the month and year of maturity. | Added FIX.4.1 | |||
205 | For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | Added FIX.4.1 | |||
201 | For Options. | Added FIX.4.1 | |||
202 | For Options. | Added FIX.4.1 | |||
206 | For Options. | Added FIX.4.1 | |||
207 | Can be used to identify the security. | Added FIX.4.1 | |||
106 | Added FIX.4.1 | ||||
107 | Added FIX.4.1 | ||||
54 | Y | Added FIX.4.0 | |||
38 | Either CashOrderQty or OrderQty is required. | Added FIX.4.0 Updated FIX.4.1 | |||
152 | Either CashOrderQty or OrderQty is required. Specifies the approximate “dollar quantity” for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. | Added FIX.4.1 | |||
32 | Required if specified on the ExecutionRpt | Added FIX.4.0 Updated FIX.4.1 | |||
31 | Required if specified on the ExecutionRpt | Added FIX.4.0 Updated FIX.4.1 | |||
58 | Added FIX.4.0 | ||||
StandardTrailer | Y | Added FIX.4.0 |
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