Expired Day Orders

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Imported from previous forum

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[ original email was from Richard Bloomfield - richard.bloomfield@nyfix.com ]
Which message should be sent to indicate that a DAY order has expired at the end of the trading session?

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[ original email was from Witold Sames - witold.sames@reuters.com ]
> Which message should be sent to indicate that a DAY order has expired at the end of the trading session?
>

I would suggest an Execution Report message with OrdStatus (39) set to C=Expired. Additionally, you would probably set ExecType (150) to C=Expired.