DontKnowTradeDK <Q> message – FIX 5.0 – FIX Dictionary

FIX 5.0 : DontKnowTradeDK <Q> message

Description

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.

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
<MessageHeader>		Y	MsgType <35> = 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.
<MessageTrailer>		Y

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