The Don’t 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.
Added in protocol FIX.4.0
See in: FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, 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 | |
| 198 | SecondaryOrderID | FIX.4.4 | |||
| 17 | ExecID | Execution ID of problem execution | Y | FIX.4.0 | |
| 127 | DKReason | Y | FIX.4.0 | ||
| Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” | Y | FIX.4.3 | |
| OptimisedImplicitBlockRepeating | UndInstrmtGrp | Number of underlyings | FIX.4.4 | ||
| OptimisedImplicitBlockRepeating | InstrmtLegGrp | Number of Legs | FIX.4.4 | ||
| 54 | Side | Y | FIX.4.0 | ||
| Block | OrderQtyData | Insert here the set of “OrderQtyData” fields defined in “Common Components of Application Messages” | Y | FIX.4.3 | |
| 32 | LastQty | 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 |