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 |