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DontKnowTradeDK <Q> message – FIX 5.0 SP1 – FIX Dictionary

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FIX 5.0 SP1 : DontKnowTradeDK <Q> message

Structure | Related Messages

Description

The Dont 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 (Execution Report with LastQty <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
Component Block - <StandardHeader> Y MsgType = Q
37 OrderID Y Broker Order ID as identified on problem execution
198 SecondaryOrderID N
17 ExecID Y Execution ID of problem execution
127 DKReason Y
Component Block - <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Component Block - <UndInstrmtGrp> N Number of underlyings
Component Block - <InstrmtLegGrp> N Number of Legs
54 Side Y
Component Block - <OrderQtyData> Y Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
32 LastQty N Required if specified on the ExecutionRpt
31 LastPx N Required if specified on the ExecutionRpt
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Component Block - <StandardTrailer> Y
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