FIX 4.2: Messages by Category – FIX Dictionary

Pre-Trade

• Indication
  • Indication of Interest <6>
  • Advertisement <7>
• Event Communication
  • News <B>
  • Email <C>
• Quotation
  • Quote Request <R>
  • Quote <S>
  • Quote Cancel <Z>
  • Quote Status Request <a>
  • Quote Acknowledgement <b>
  • Mass Quote <i>
• Market Data
  • Market Data Request <V>
  • Market Data - Snapshot/Full Refresh <W>
  • Market Data - Incremental Refresh <X>
  • Market Data Request Reject <Y>
• Security and Trading Session Definition/Status
  • Security Definition Request <c>
  • Security Definition <d>
  • Security Status Request <e>
  • Security Status <f>
  • Trading Session Status Request <g>
  • Trading Session Status <h>
• List/Program/Basket Trading
  • Bid Request <k>
  • Bid Response <l>

Orders and Executions (Trade)

• Single/General Order Handling
  • Execution Report <8>
  • Order Cancel Reject <9>
  • Order - Single <D>
  • Order Cancel Request <F>
  • Order Cancel/Replace Request <G>
  • Order Status Request <H>
  • Don't Know Trade <Q>
• List/Program/Basket Trading
  • Order - List <E>
  • List Cancel Request <K>
  • List Execute <L>
  • List Status Request <M>
  • List Status <N>
  • List Strike Price <m>

Post-Trade

• Allocation and Ready-To-Book
  • Allocation <J>
  • Allocation ACK <P>
• Settlement Instructions
  • Settlement Instructions <T>

Other

• Common Application Messages
  • Business Message Reject <j>

• Heartbeat <0>
• Test Request <1>
• Resend Request <2>
• Reject <3>
• Sequence Reset <4>
• Logout <5>
• Logon <A>