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Don't Know Trade <Q> message – FIX 4.1 – FIX Dictionary

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FIX 4.1 : Don't Know Trade <Q> message

Structure | Related Messages

Description

The Don't Know Trade <Q> (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 <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
65 SymbolSfx N
48 SecurityID N
22 IDSource N
167 SecurityType N

Must be specified if a Future or Option. If a Future: Symbol <55>, SecurityType <167>, and MaturityMonthYear <200> are required. If an Option: Symbol <55>, SecurityType <167>, MaturityMonthYear <200>, PutOrCall <201>, and StrikePrice <202> are required.

200 MaturityMonthYear N

For Options or Futures to specify the month and year of maturity.
205 MaturityDay N

For Options or Futures and can be used in conjunction with MaturityMonthYear <200> to specify a particular maturity date.

201 PutOrCall N

For Options.
202 StrikePrice N

For Options.
206 OptAttribute N

For Options.
207 SecurityExchange N

Can be used to identify the security.
106 Issuer N
107 SecurityDesc N
54 Side Y
38 OrderQty N

Either CashOrderQty <152> or OrderQty <38> is required.

152 CashOrderQty N

Either CashOrderQty <152> or OrderQty <38> is required. Specifies the approximate 'dollar quantity' for the order. Broker is responsible for converting and calculating OrderQty <38> in shares for subsequent messages.

32 LastShares N

Required if specified on the Execution Report <8>
31 LastPx N

Required if specified on the Execution Report <8>
58 Text N
<MessageTrailer> Y

 

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