Home / FIX.4.0 / Messages / DontKnowTrade

DontKnowTrade

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MsgTypeQ
CategorySingleGeneralOrderHandling
SectionTrade
AddedFIX.4.0
Fields30
Components2
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.

Message Structure

30 fields, 2 components/groups — click any tag or field name for details
TagNameTypeReq DescriptionAdded
◈ StandardHeader [Component]YMsgType = QFIX.4.0
8BeginStringcharYFIX.4.0 (Always unencrypted, must be first field in message)FIX.4.0
9BodyLengthintY(Always unencrypted, must be second field in message)FIX.4.0
35MsgTypecharY(Always unencrypted, must be third field in message)
▶ 27 enum values
ValueNameDescription
0HeartbeatHeartbeat
1TestRequestTest Request
2ResendRequestResend Request
3RejectReject
4SequenceResetSequence Reset
5LogoutLogout
6IOIIndication of Interest
7AdvertisementAdvertisement
8ExecutionReportExecution Report
9OrderCancelRejectOrder Cancel Reject
ALogonLogon
BNewsNews
CEmailEmail
DNewOrderSingleOrder - Single
ENewOrderListOrder - List
FOrderCancelRequestOrder Cancel Request
GOrderCancelReplaceRequestOrder Cancel/Replace Request
HOrderStatusRequestOrder Status Request
JAllocationInstructionAllocation
KListCancelRequestList Cancel Request
LListExecuteList Execute
MListStatusRequestList Status Request
NListStatusList Status
PAllocationInstructionAckAllocation ACK
QDontKnowTradeDont Know Trade (DK)
RQuoteRequestQuote Request
SQuoteQuote
FIX.4.0
49SenderCompIDcharY(Always unencrypted)FIX.4.0
56TargetCompIDcharY(Always unencrypted)FIX.4.0
115OnBehalfOfCompIDcharNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
128DeliverToCompIDcharNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
90SecureDataLenLengthNRequired to identify length of encrypted section of message. (Always unencrypted)FIX.4.0
91SecureDatadataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.FIX.4.0
34MsgSeqNumintY(Can be embedded within encrypted data section.)FIX.4.0
50SenderSubIDcharN(Can be embedded within encrypted data section.)FIX.4.0
57TargetSubIDcharN"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)FIX.4.0
116OnBehalfOfSubIDcharNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
129DeliverToSubIDcharNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
43PossDupFlagcharNAlways required for retransmissions, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
ValueNameDescription
NOriginalTransmissionOriginal transmission
YPossibleDuplicatePossible duplicate
FIX.4.0
97PossResendcharNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)FIX.4.0
52SendingTimetimeY(Can be embedded within encrypted data section.)FIX.4.0
122OrigSendingTimetimeNRequired for message resends. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)FIX.4.0
37OrderIDcharNBroker Order Id as identified on problem executionFIX.4.0
17ExecIDintNExecution Id of problem executionFIX.4.0
127DKReasoncharYReason for execution rejection.
▶ 6 enum values
ValueNameDescription
AUnknownSymbolUnknown symbol
BWrongSideWrong side
CQuantityExceedsOrderQuantity exceeds order
DNoMatchingOrderNo matching order
EPriceExceedsLimitPrice exceeds limit
ZOtherOther
FIX.4.0
55SymbolcharYTicker symbolFIX.4.0
54SidecharYSide of order
▶ 6 enum values
ValueNameDescription
1BuyBuy
2SellSell
3BuyMinusBuy minus
4SellPlusSell plus
5SellShortSell short
6SellShortExemptSell short exempt
FIX.4.0
38OrderQtyintYNumber of shares orderedFIX.4.0
32LastSharesintYQuantity of shares bought/sold on this fill. Field not required for ExecTransType = 3 (Status)FIX.4.0
31LastPxfloatYPrice of last fill. Field not required for ExecTransType = 3 (Status)FIX.4.0
58TextcharNFree format text stringFIX.4.0
◈ StandardTrailer [Component]YThe standard FIX message trailerFIX.4.0
93SignatureLengthLengthNRequired when trailer contains signature. Note: Not to be included within SecureData fieldFIX.4.0
89SignaturedataNNote: Not to be included within SecureData fieldFIX.4.0
10CheckSumcharY(Always unencrypted, always last field in message)FIX.4.0