Tag 20 -- unsolicited order/trade cancel

1) For all the execution report messages, tag 20 should be first looked at.

 

 If tag 20(execTransType) = 1(CANCEL), then, this is an unsolicited trade cancel. And we need to overlook tag 150(ExecType).

 

 If tag 20(execTransType) = 0(NEW), then, this can be an unsolicited order cancel or other common execution report messages.

 

2) If tag 20 = 0, then, we can go to the usual execution report processing logic.