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