MessageName | MsgType | AbbrName | Category | Section | Volume | FIXML? |
---|---|---|---|---|---|---|
AdjustedPositionReport | BL | AdjPosRpt | PositionMaintenance | Post Trade | Volume5 | |
Advertisement | 7 | Adv | Indication | Pre Trade | Volume3 | |
AllocationInstruction | J | AllocInstrctn | Allocation | Post Trade | Volume5 | |
AllocationInstructionAck | P | AllocInstrctnAck | Allocation | Post Trade | Volume5 | |
AllocationInstructionAlert | BM | AllocInstrAlert | Allocation | Post Trade | Volume5 | |
AllocationReport | AS | AllocRpt | Allocation | Post Trade | Volume5 | |
AllocationReportAck | AT | AllocRptAck | Allocation | Post Trade | Volume5 | |
ApplicationMessageReport | BY | ApplMsgRpt | Application | Infrastructure | Volume1 | |
ApplicationMessageRequest | BW | ApplMsgReq | Application | Infrastructure | Volume1 | |
ApplicationMessageRequestAck | BX | ApplMsgReqAck | Application | Infrastructure | Volume1 | |
AssignmentReport | AW | AsgnRpt | PositionMaintenance | Post Trade | Volume5 | |
BidRequest | k | BidReq | ProgramTrading | Trade | Volume4 | |
BidResponse | l | BidRsp | ProgramTrading | Trade | Volume4 | |
BusinessMessageReject | j | BizMsgRej | BusinessReject | Infrastructure | Volume1 | |
CollateralAssignment | AY | CollAsgn | CollateralManagement | Post Trade | Volume5 | |
CollateralInquiry | BB | CollInq | CollateralManagement | Post Trade | Volume5 | |
CollateralInquiryAck | BG | CollInqAck | CollateralManagement | Post Trade | Volume5 | |
CollateralReport | BA | CollRpt | CollateralManagement | Post Trade | Volume5 | |
CollateralRequest | AX | CollReq | CollateralManagement | Post Trade | Volume5 | |
CollateralResponse | AZ | CollRsp | CollateralManagement | Post Trade | Volume5 | |
Confirmation | AK | Cnfm | Confirmation | Post Trade | Volume5 | |
Confirmation_Ack | AU | CnfmAck | Confirmation | Post Trade | Volume5 | |
ConfirmationRequest | BH | CnfmReq | Confirmation | Post Trade | Volume5 | |
ContraryIntentionReport | BO | ContIntRpt | PositionMaintenance | Post Trade | Volume5 | |
CrossOrderCancelReplaceRequest | t | CrssOrdCxlRplcReq | CrossOrders | Trade | Volume4 | |
CrossOrderCancelRequest | u | CrssOrdCxlReq | CrossOrders | Trade | Volume4 | |
DerivativeSecurityList | AA | DerivSecList | ReferenceData | Pre Trade | Volume3 | |
DerivativeSecurityListRequest | z | DerivSecListReq | ReferenceData | Pre Trade | Volume3 | |
DerivativeSecurityListUpdateReport | BR | DerivSecListUpd | ReferenceData | Pre Trade | Volume3 | |
DontKnowTradeDK | Q | DkTrd | SingleGeneralOrderHandling | Trade | Volume4 | |
C | EventCommunication | Pre Trade | Volume3 | |||
ExecutionAcknowledgement | BN | ExecAck | SingleGeneralOrderHandling | Trade | Volume4 | |
ExecutionReport | 8 | ExecRpt | SingleGeneralOrderHandling | Trade | Volume4 | |
Heartbeat | 0 | Heartbeat | Session | Session | Volume2 | No |
IOI | 6 | IOI | Indication | Pre Trade | Volume3 | |
ListCancelRequest | K | ListCxlReq | ProgramTrading | Trade | Volume4 | |
ListExecute | L | ListExct | ProgramTrading | Trade | Volume4 | |
ListStatus | N | ListStat | ProgramTrading | Trade | Volume4 | |
ListStatusRequest | M | ListStatReq | ProgramTrading | Trade | Volume4 | |
ListStrikePrice | m | ListStrkPx | ProgramTrading | Trade | Volume4 | |
Logon | A | Logon | Session | Session | Volume2 | No |
Logout | 5 | Logout | Session | Session | Volume2 | No |
MarketDataIncrementalRefresh | X | MktDataInc | MarketData | Pre Trade | Volume3 | |
MarketDataRequest | V | MktDataReq | MarketData | Pre Trade | Volume3 | No |
MarketDataRequestReject | Y | MktDataReqRej | MarketData | Pre Trade | Volume3 | |
MarketDataSnapshotFullRefresh | W | MktDataFull | MarketData | Pre Trade | Volume3 | |
MarketDefinition | BU | MktDef | MarketStructure | Pre Trade | Volume3 | |
MarketDefinitionRequest | BT | MktDefReq | MarketStructure | Pre Trade | Volume3 | |
MarketDefinitionUpdateReport | BV | MktDefUpd | MarketStructure | Pre Trade | Volume3 | |
MassQuote | i | MassQuot | QuotationNegotiation | Pre Trade | Volume3 | |
MassQuoteAcknowledgement | b | MassQuotAck | QuotationNegotiation | Pre Trade | Volume3 | |
MultilegOrderCancelReplace | AC | MlegOrdCxlRplc | MultilegOrders | Trade | Volume4 | |
NetworkCounterpartySystemStatusRequest | BC | NtwkSysStatReq | Network | Infrastructure | Volume1 | |
NetworkCounterpartySystemStatusResponse | BD | NtwkSysStatRsp | Network | Infrastructure | Volume1 | |
NewOrderCross | s | NewOrdCrss | CrossOrders | Trade | Volume4 | |
NewOrderList | E | NewOrdList | ProgramTrading | Trade | Volume4 | |
NewOrderMultileg | AB | NewOrdMleg | MultilegOrders | Trade | Volume4 | |
NewOrderSingle | D | Order | SingleGeneralOrderHandling | Trade | Volume4 | |
News | B | News | EventCommunication | Pre Trade | Volume3 | |
OrderCancelReject | 9 | OrdCxlRej | SingleGeneralOrderHandling | Trade | Volume4 | |
OrderCancelReplaceRequest | G | OrdCxlRplcReq | SingleGeneralOrderHandling | Trade | Volume4 | |
OrderCancelRequest | F | OrdCxlReq | SingleGeneralOrderHandling | Trade | Volume4 | |
OrderMassActionReport | BZ | OrdMassActRpt | OrderMassHandling | Trade | Volume4 | |
OrderMassActionRequest | CA | OrdMassActReq | OrderMassHandling | Trade | Volume4 | |
OrderMassCancelReport | r | OrdMassCxlRpt | OrderMassHandling | Trade | Volume4 | |
OrderMassCancelRequest | q | OrdMassCxlReq | OrderMassHandling | Trade | Volume4 | |
OrderMassStatusRequest | AF | OrdMassStatReq | OrderMassHandling | Trade | Volume4 | |
OrderStatusRequest | H | OrdStatReq | SingleGeneralOrderHandling | Trade | Volume4 | |
PositionMaintenanceReport | AM | PosMntRpt | PositionMaintenance | Post Trade | Volume5 | |
PositionMaintenanceRequest | AL | PosMntReq | PositionMaintenance | Post Trade | Volume5 | |
PositionReport | AP | PosRpt | PositionMaintenance | Post Trade | Volume5 | |
Quote | S | Quot | QuotationNegotiation | Pre Trade | Volume3 | |
QuoteCancel | Z | QuotCxl | QuotationNegotiation | Pre Trade | Volume3 | |
QuoteRequest | R | QuotReq | QuotationNegotiation | Pre Trade | Volume3 | |
QuoteRequestReject | AG | QuotReqRej | QuotationNegotiation | Pre Trade | Volume3 | |
QuoteResponse | AJ | QuotRsp | QuotationNegotiation | Pre Trade | Volume3 | |
QuoteStatusReport | AI | QuotStatRpt | QuotationNegotiation | Pre Trade | Volume3 | |
QuoteStatusRequest | a | QuotStatReq | QuotationNegotiation | Pre Trade | Volume3 | |
RegistrationInstructions | o | RgstInstrctns | RegistrationInstruction | Post Trade | Volume3 | |
RegistrationInstructionsResponse | p | RgstInstrctnsRsp | RegistrationInstruction | Post Trade | Volume3 | |
Reject | 3 | Reject | Session | Session | Volume2 | No |
RequestForPositions | AN | ReqForPoss | PositionMaintenance | Post Trade | Volume5 | |
RequestForPositionsAck | AO | ReqForPossAck | PositionMaintenance | Post Trade | Volume5 | |
ResendRequest | 2 | ResendRequest | Session | Session | Volume2 | No |
RFQRequest | AH | RFQReq | QuotationNegotiation | Pre Trade | Volume3 | |
SecurityDefinition | d | SecDef | ReferenceData | Pre Trade | Volume3 | |
SecurityDefinitionRequest | c | SecDefReq | ReferenceData | Pre Trade | Volume3 | |
SecurityDefinitionUpdateReport | BP | SecDefUpd | ReferenceData | Pre Trade | Volume3 | |
SecurityList | y | SecList | ReferenceData | Pre Trade | Volume3 | |
SecurityListRequest | x | SecListReq | ReferenceData | Pre Trade | Volume3 | |
SecurityListUpdateReport | BK | SecListUpd | ReferenceData | Pre Trade | Volume3 | |
SecurityStatus | f | SecStat | ReferenceData | Pre Trade | Volume3 | |
SecurityStatusRequest | e | SecStatReq | ReferenceData | Pre Trade | Volume3 | |
SecurityTypeRequest | v | SecTypReq | ReferenceData | Pre Trade | Volume3 | |
SecurityTypes | w | SecTyps | ReferenceData | Pre Trade | Volume3 | |
SequenceReset | 4 | SequenceReset | Session | Session | Volume2 | No |
SettlementInstructionRequest | AV | SettlInstrctnReq | SettlementInstruction | Post Trade | Volume5 | |
SettlementInstructions | T | SettlInstrctns | SettlementInstruction | Post Trade | Volume5 | |
SettlementObligationReport | BQ | SettlObligation | SettlementInstruction | Post Trade | Volume5 | |
TestRequest | 1 | TestRequest | Session | Session | Volume2 | No |
TradeCaptureReport | AE | TrdCaptRpt | TradeCapture | Post Trade | Volume5 | |
TradeCaptureReportAck | AR | TrdCaptRptAck | TradeCapture | Post Trade | Volume5 | |
TradeCaptureReportRequest | AD | TrdCaptRptReq | TradeCapture | Post Trade | Volume5 | |
TradeCaptureReportRequestAck | AQ | TrdCaptRptReqAck | TradeCapture | Post Trade | Volume5 | |
TradingSessionList | BJ | TrdgSesList | MarketStructure | Pre Trade | Volume3 | |
TradingSessionListRequest | BI | TrdgSesListReq | MarketStructure | Pre Trade | Volume3 | |
TradingSessionListUpdateReport | BS | TrdgSesListUpd | MarketStructure | Pre Trade | Volume3 | |
TradingSessionStatus | h | TrdgSesStat | MarketStructure | Pre Trade | Volume3 | |
TradingSessionStatusRequest | g | TrdgSesStatReq | MarketStructure | Pre Trade | Volume3 | |
UserNotification | CB | UserNotifctn | UserManagement | Infrastructure | Volume1 | |
UserRequest | BE | UserReq | UserManagement | Infrastructure | Volume1 | |
UserResponse | BF | UserRsp | UserManagement | Infrastructure | Volume1 | |
XML_non_FIX | n | XML_non_FIX | Session | Session | Volume1 | No |