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Don't Know Trade <Q> message – FIX 4.0 – FIX Dictionary

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FIX 4.0 : Don't Know Trade <Q> message

Structure | Related Messages

Description

The Don't Know Trade <Q> (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 <32>=0 and OrdStatus <39>=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 <127> field may be acceptable and will not require a DK messages to be generated.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = Q
37 OrderID N

Broker Order Id as identified on problem execution
17 ExecID N

Execution Id of problem execution
127 DKReason Y
55 Symbol Y
54 Side Y
38 OrderQty Y
32 LastShares Y
31 LastPx Y
58 Text N
<MessageTrailer> Y

 

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