|
||||
Description
Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters ***
Valid values:
0 = Heartbeat
1 = Test Request
2 = Resend Request
3 = Reject
4 = Sequence Reset
5 = Logout
6 = Indication of Interest
7 = Advertisement
8 = Execution Report
9 = Order Cancel Reject
a = Quote Status Request
A = Logon
AA = Derivative Security List
AB = New Order - Multileg
AC = Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)
AD = Trade Capture Report Request
AE = Trade Capture Report
AF = Order Mass Status Request
AG = Quote Request Reject
AH = RFQ Request
AI = Quote Status Report
AJ = Quote Response
AK = Confirmation
AL = Position Maintenance Request
AM = Position Maintenance Report
AN = Request For Positions
AO = Request For Positions Ack
AP = Position Report
AQ = Trade Capture Report Request Ack
AR = Trade Capture Report Ack
AS = Allocation Report (a.k.a. Allocation Claim)
AT = Allocation Report Ack (a.k.a. Allocation Claim Ack)
AU = Confirmation Ack (a.k.a. Affirmation)
AV = Settlement Instruction Request
AW = Assignment Report
AX = Collateral Request
AY = Collateral Assignment
AZ = Collateral Response
B = News
b = Mass Quote Acknowledgement
BA = Collateral Report
BB = Collateral Inquiry
BC = Network Counterparty System Status Request
BD = Network Counterparty System Status Response
BE = User Request
BF = User Response
BG = Collateral Inquiry Ack
BH = Confirmation Request
C = Email
c = Security Definition Request
d = Security Definition
D = New Order - Single
e = Security Status Request
E = New Order - List
F = Order Cancel Request
f = Security Status
G = Order Cancel/Replace Request (a.k.a. Order Modification Request)
g = Trading Session Status Request
H = Order Status Request
h = Trading Session Status
i = Mass Quote
j = Business Message Reject
J = Allocation Instruction
k = Bid Request
K = List Cancel Request
l = Bid Response (lowercase L)
L = List Execute
m = List Strike Price
M = List Status Request
n = XML message (e.g. non FIX Msg Type)
N = List Status
o = Registration Instructions
p = Registration Instructions Response
P = Allocation Instruction Ack
q = Order Mass Cancel Request
Q = Don't Know Trade (DK)
R = Quote Request
r = Order Mass Cancel Report
S = Quote
s = New Order - Cross
T = Settlement Instructions
t = Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
u = Cross Order Cancel Request
V = Market Data Request
v = Security Type Request
w = Security Types
W = Market Data - Snapshot/Full Refresh
x = Security List Request
X = Market Data - Incremental Refresh
Y = Market Data Request Reject
y = Security List
Z = Quote Cancel
z = Derivative Security List Request
BO = Contrary Intention Report
BP = Security Definition Update Report
BK = Security List Update Report
BL = Adjusted Position Report
BM = Allocation Instruction Alert
BN = Execution Acknowledgement
BJ = Trading Session List
BI = Trading Session List Request
Used In
