Messages by Category

Session

Session level messages to establish and control a FIX session.

• Session
  • Heartbeat <0>
  • TestRequest <1>
  • ResendRequest <2>
  • Reject <3>
  • SequenceReset <4>
  • Logout <5>
  • Logon <A>
  • XMLnonFIX <n>

PreTrade

Pre trade messages including Indication of Interest (IOI) and advertisement, news and email, quote negotiations, market data requests, static data requests for instrument, market and counter-parties.

• Indication
  • IOI <6>
  • Advertisement <7>
  • CrossRequest <DS>
  • CrossRequestAck <DT>

• EventCommunication
  • News <B>
  • Email <C>

• QuotationNegotiation
  • QuoteRequest <R>
  • Quote <S>
  • QuoteCancel <Z>
  • QuoteStatusRequest <a>
  • MassQuoteAck <b>
  • MassQuote <i>
  • QuoteRequestReject <AG>
  • RFQRequest <AH>
  • QuoteStatusReport <AI>
  • QuoteResponse <AJ>
  • QuoteAck <CW>

• MarketData
  • MarketDataRequest <V>
  • MarketDataSnapshotFullRefresh <W>
  • MarketDataIncrementalRefresh <X>
  • MarketDataRequestReject <Y>
  • StreamAssignmentRequest <CC>
  • StreamAssignmentReport <CD>
  • StreamAssignmentReportACK <CE>
  • MarketDataStatisticsRequest <DO>
  • MarketDataStatisticsReport <DP>
  • MarketDataReport <DR>

• SecuritiesReferenceData
  • SecurityDefinitionRequest <c>
  • SecurityDefinition <d>
  • SecurityStatusRequest <e>
  • SecurityStatus <f>
  • SecurityTypeRequest <v>
  • SecurityTypes <w>
  • SecurityListRequest <x>
  • SecurityList <y>
  • DerivativeSecurityListRequest <z>
  • DerivativeSecurityList <AA>
  • SecurityDefinitionUpdateReport <BP>
  • SecurityListUpdateReport <BK>
  • DerivativeSecurityListUpdateReport <BR>
  • SecurityMassStatusRequest <CN>
  • SecurityMassStatus <CO>

• MarketStructureReferenceData
  • TradingSessionStatusRequest <g>
  • TradingSessionStatus <h>
  • TradingSessionList <BJ>
  • TradingSessionListRequest <BI>
  • TradingSessionListUpdateReport <BS>
  • MarketDefinitionRequest <BT>
  • MarketDefinition <BU>
  • MarketDefinitionUpdateReport <BV>

• PartiesReferenceData
  • PartyDetailsListRequest <CF>
  • PartyDetailsListReport <CG>
  • PartyDetailsListUpdateReport <CK>
  • PartyRiskLimitsRequest <CL>
  • PartyRiskLimitsReport <CM>
  • PartyRiskLimitsUpdateReport <CR>
  • PartyRiskLimitsDefinitionRequest <CS>
  • PartyRiskLimitsDefinitionRequestAck <CT>
  • PartyEntitlementsRequest <CU>
  • PartyEntitlementsReport <CV>
  • PartyDetailsDefinitionRequest <CX>
  • PartyDetailsDefinitionRequestAck <CY>
  • PartyEntitlementsUpdateReport <CZ>
  • PartyEntitlementsDefinitionRequest <DA>
  • PartyEntitlementsDefinitionRequestAck <DB>
  • PartyRiskLimitsReportAck <DE>

• PartiesAction
  • PartyRiskLimitCheckRequest <DF>
  • PartyRiskLimitCheckRequestAck <DG>
  • PartyActionRequest <DH>
  • PartyActionReport <DI>

Trade

Order handling and execution messages.

• SingleGeneralOrderHandling
  • ExecutionReport <8>
  • OrderCancelReject <9>
  • NewOrderSingle <D>
  • OrderCancelRequest <F>
  • OrderCancelReplaceRequest <G>
  • OrderStatusRequest <H>
  • DontKnowTrade <Q>
  • ExecutionAck <BN>

• ProgramTrading
  • NewOrderList <E>
  • ListCancelRequest <K>
  • ListExecute <L>
  • ListStatusRequest <M>
  • ListStatus <N>
  • BidRequest <k>
  • BidResponse <l>
  • ListStrikePrice <m>

• OrderMassHandling
  • OrderMassCancelRequest <q>
  • OrderMassCancelReport <r>
  • OrderMassStatusRequest <AF>
  • OrderMassActionReport <BZ>
  • OrderMassActionRequest <CA>
  • MassOrder <DJ>
  • MassOrderAck <DK>

• CrossOrders
  • NewOrderCross <s>
  • CrossOrderCancelReplaceRequest <t>
  • CrossOrderCancelRequest <u>

• MultilegOrders
  • NewOrderMultileg <AB>
  • MultilegOrderCancelReplace <AC>

PostTrade

Post trade messages including trade reporting, allocation, collateral, confirmation, position maintenance, registration instruction, and settlement instructions.

• Allocation
  • AllocationInstruction <J>
  • AllocationInstructionAck <P>
  • AllocationReport <AS>
  • AllocationReportAck <AT>
  • AllocationInstructionAlert <BM>
  • AllocationInstructionAlertRequest <DU>
  • AllocationInstructionAlertRequestAck <DV>

• SettlementInstruction
  • SettlementInstructions <T>
  • SettlementInstructionRequest <AV>
  • SettlementObligationReport <BQ>

• RegistrationInstruction
  • RegistrationInstructions <o>
  • RegistrationInstructionsResponse <p>

• TradeCapture
  • TradeCaptureReportRequest <AD>
  • TradeCaptureReport <AE>
  • TradeCaptureReportRequestAck <AQ>
  • TradeCaptureReportAck <AR>
  • TradeMatchReport <DC>
  • TradeMatchReportAck <DD>

• Confirmation
  • Confirmation <AK>
  • ConfirmationAck <AU>
  • ConfirmationRequest <BH>

• PositionMaintenance
  • PositionMaintenanceRequest <AL>
  • PositionMaintenanceReport <AM>
  • RequestForPositions <AN>
  • RequestForPositionsAck <AO>
  • PositionReport <AP>
  • AssignmentReport <AW>
  • ContraryIntentionReport <BO>
  • AdjustedPositionReport <BL>
  • PositionTransferInstruction <DL>
  • PositionTransferInstructionAck <DM>
  • PositionTransferReport <DN>

• CollateralManagement
  • CollateralRequest <AX>
  • CollateralAssignment <AY>
  • CollateralResponse <AZ>
  • CollateralReport <BA>
  • CollateralInquiry <BB>
  • CollateralInquiryAck <BG>
  • CollateralReportAck <DQ>

• MarginRequirementManagement
  • MarginRequirementInquiry <CH>
  • MarginRequirementInquiryAck <CI>
  • MarginRequirementReport <CJ>

• AccountReporting
  • AccountSummaryReport <CQ>

• TradeManagement
  • TradeAggregationRequest <DW>
  • TradeAggregationReport <DX>

• PayManagement
  • PayManagementReport <EA>
  • PayManagementReportAck <EB>
  • PayManagementRequest <DY>
  • PayManagementRequestAck <DZ>

Infrastructure

Infrastructure messages for application sequencing, business reject, network and user management.

• BusinessReject
  • BusinessMessageReject <j>

• Network
  • NetworkCounterpartySystemStatusRequest <BC>
  • NetworkCounterpartySystemStatusResponse <BD>

• UserManagement
  • UserRequest <BE>
  • UserResponse <BF>
  • UserNotification <CB>

• Application
  • ApplicationMessageRequest <BW>
  • ApplicationMessageRequestAck <BX>
  • ApplicationMessageReport <BY>