Don't Know Trade (MsgType = Q, FIXML = DK_Trade)

The Don't Know Trade (DK) (Q) 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 (8) message ( LastShares (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.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = Q
37	OrderID	OrderID	N	Broker Order ID as identified on problem execution
17	ExecID	ExecID	N	Execution ID of problem execution
127	DKReason	DK_Reason	Y
55	Symbol	Symbol	Y
65	SymbolSfx	SymbolSfx	N
48	SecurityID	SecurityID	N
22	IDSource	IDSource	N
167	SecurityType	SecurityType	N	Must be specified if a Future or Option. If a Future: Symbol (55) , SecurityType (167) , and MaturityMonthYear (200) are required. If an Option: Symbol (55) , SecurityType (167) , PutOrCall (201) , and StrikePrice (202) are required.
200	MaturityMonthYear	MonthYear	C	For Options or Futures to specify the month and year of maturity.
205	MaturityDay	Day	N	For Options or Futures and can be used in conjunction with MaturityMonthYear (200) to specify a particular maturity date.
201	PutOrCall	PutCall	C	For Options.
202	StrikePrice	StrikePx	C	For Options.
206	OptAttribute	OptAttribute	N	For Options.
207	SecurityExchange	SecurityExch	N	Can be used to identify the security.
106	Issuer	Issuer	N
107	SecurityDesc	SecurityDesc	N
54	Side	Side	Y
38	OrderQty	OrderQty	C	Either CashOrderQty (152) or OrderQty (38) is required.
152	CashOrderQty	CashOrderQty	C	Either CashOrderQty (152) or OrderQty (38) is required. Specifies the approximate "dollar quantity" for the order. Broker is responsible for converting and calculating OrderQty (38) in shares for subsequent messages.
32	LastShares	LastShares	N	Required if specified on the ExecutionRpt (8)
31	LastPx	LastPx	N	Required if specified on the ExecutionRpt (8)
58	Text	Text	N
<Standard Message Trailer>			Y

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