The Don’t Know Trade (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.
Added in protocol FIX.4.0
See in: FIX.4.1, 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 | ||
54 | Side | Y | FIX.4.0 | ||
38 | OrderQty | Y | FIX.4.0 | ||
32 | LastShares | Y | FIX.4.0 | ||
31 | LastPx | Y | FIX.4.0 | ||
58 | Text | FIX.4.0 | |||
Block | StandardTrailer | Y | FIX.4.0 |