This message is used when an execution is rejected.
The decision to reject ("DK") an execution lies with the institution. It is not a requirement to enforce all the reasons given in DKReason (127).
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 37 | String | Broker Order ID as identified on problem execution
| ||
| 17 | String | Execution ID of problem execution
| ||
| 127 | Char Enum | |||
| 55 | String | |||
| 65 | String | |||
| 48 | String | |||
| 22 | String Enum | |||
| 167 | String Enum | Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and
MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear,
PutOrCall, and StrikePrice are required
| ||
| 200 | MonthYear | Specifies the month and year of maturity. Required if MaturityDay is specified
| ||
| 205 | DayOfMonth | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date
| ||
| 201 | Int Enum | For Options
| ||
| 202 | Price | For Options
| ||
| 206 | Char | For Options
| ||
| 231 | Float | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be
expressed in the "nominal" (e.g. contracts vs. shares) amount
| ||
| 223 | Float | For Fixed Income
| ||
| 207 | Exchange | Can be used to identify the security
| ||
| 106 | String | |||
| 348 | Int | Must be set if EncodedIssuer field is specified and must immediately precede it
| ||
| 349 | Data | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format
specified via the MessageEncoding field
| ||
| 107 | String | |||
| 350 | Int | Must be set if EncodedSecurityDesc field is specified and must immediately precede it
| ||
| 351 | Data | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded
format specified via the MessageEncoding field
| ||
| 54 | Char Enum | |||
| 38 | Quantity | Either CashOrderQty or OrderQty is required
| ||
| 152 | Quantity | Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity"
for the order. Broker is responsible for converting and calculating OrderQty in shares for
subsequent messages
| ||
| 32 | Quantity | Required if specified on the ExecutionRpt
| ||
| 31 | Price | Required if specified on the ExecutionRpt
| ||
| 58 | String | |||
| 354 | Int | Must be set if EncodedText field is specified and must immediately precede it
| ||
| 355 | Data | Encoded (non-ASCII characters) representation of the Text field in the encoded format
specified via the MessageEncoding field
| ||
| Component |