The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected.
Added in protocol FIX.4.0
See in: FIX.4.0, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = Q | Y | FIX.4.0 | |
| 37 | OrderID | Broker Order ID as identified on problem execution | FIX.4.0 | ||
| 17 | ExecID | Execution ID of problem execution | FIX.4.0 | ||
| 127 | DKReason | Y | FIX.4.0 | ||
| 55 | Symbol | Y | FIX.4.0 | ||
| 65 | SymbolSfx | FIX.4.1 | |||
| 48 | SecurityID | FIX.4.1 | |||
| 22 | IDSource | FIX.4.1 | |||
| 167 | SecurityType | 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. | FIX.4.1 | ||
| 200 | MaturityMonthYear | For Options or Futures to specify the month and year of maturity. | FIX.4.1 | ||
| 205 | MaturityDay | For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.1 | ||
| 201 | PutOrCall | For Options. | FIX.4.1 | ||
| 202 | StrikePrice | For Options. | FIX.4.1 | ||
| 206 | OptAttribute | For Options. | FIX.4.1 | ||
| 207 | SecurityExchange | Can be used to identify the security. | FIX.4.1 | ||
| 106 | Issuer | FIX.4.1 | |||
| 107 | SecurityDesc | FIX.4.1 | |||
| 54 | Side | Y | FIX.4.0 | ||
| 38 | OrderQty | Either CashOrderQty or OrderQty is required. | FIX.4.0 | ||
| 152 | CashOrderQty | 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. | FIX.4.1 | ||
| 32 | LastShares | Required if specified on the ExecutionRpt | FIX.4.0 | ||
| 31 | LastPx | Required if specified on the ExecutionRpt | FIX.4.0 | ||
| 58 | Text | FIX.4.0 | |||
| Block | StandardTrailer | Y | FIX.4.0 |