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.4.1, 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 | Y | FIX.4.0 | |
| 17 | ExecID | Execution ID of problem execution | Y | 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 | Specifiesthe month and year of maturity. Required if MaturityDay is specified. | FIX.4.1 | ||
| 205 | MaturityDay | 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 | ||
| 231 | ContractMultiplier | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the “nominal” (e.g. contracts vs. shares) amount. | FIX.4.2 | ||
| 223 | CouponRate | For Fixed Income. | FIX.4.2 | ||
| 207 | SecurityExchange | Can be used to identify the security. | FIX.4.1 | ||
| 106 | Issuer | FIX.4.1 | |||
| 348 | EncodedIssuerLen | Must be set if EncodedIssuer (349) field is specified and must immediately precede it. | FIX.4.2 | ||
| 349 | EncodedIssuer | Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 107 | SecurityDesc | FIX.4.1 | |||
| 350 | EncodedSecurityDescLen | Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. | FIX.4.2 | ||
| 351 | EncodedSecurityDesc | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 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 “monetary 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 | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.2 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| Block | StandardTrailer | Y | FIX.4.0 |