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Used In
Description
Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType <35> field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver.
Valid values: *** Note the use of lower case letters ***
0 = Heartbeat <0>
1 = Test Request <1>
2 = Resend Request <2>
3 = Reject <3>
4 = Sequence Reset <4>
5 = Logout <5>
6 = Indication of Interest <6>
7 = Advertisement <7>
8 = Execution Report <8>
9 = Order Cancel Reject <9>
A = Logon <A>
B = News <B>
C = Email <C>
D = Order - Single <D>
E = Order - List <E>
F = Order Cancel Request <F>
G= Order Cancel/Replace Request <G>
H= Order Status Request <H>
J = Allocation <J>
K = List Cancel Request <K>
L = List Execute <L>
M = List Status Request <M>
N = List Status <N>
P = Allocation ACK <P>
Q = Don't Know Trade <Q> (DK)
R = Quote Request <R>
S = Quote <S>
T = Settlement Instructions <T>
V = Market Data Request <V>
W = Market Data-Snapshot/Full Refresh <W>
X = Market Data-Incremental Refresh <X>
Y = Market Data Request Reject <Y>
Z = Quote Cancel <Z>
a = Quote Status Request <a>
b = Mass Quote Acknowledgement <b>
c = Security Definition Request <c>
d = Security Definition <d>
e = Security Status Request <e>
f = Security Status <f>
g = Trading Session Status Request <g>
h = Trading Session Status <h>
i = Mass Quote <i>
j = Business Message Reject <j>
k = Bid Request <k>
l = Bid Response <l> (lowercase L)
m = List Strike Price <m>
n = XML message (e.g. non-FIX MsgType) <n>
o = Registration Instructions <o>
p = Registration Instructions Response <p>
q = Order Mass Cancel Request <q>
r = Order Mass Cancel Report <r>
s = New Order - Cross <s>
t = Cross Order Cancel/Replace Request <t> (a.k.a. Cross Order Modification Request)
u = Cross Order Cancel Request <u>
v = Security Type Request <v>
w = Security Types <w>
x = Security List Request <x>
y = Security List <y>
z = Derivative Security List Request <z>
AA = Derivative Security List <AA>
AB = New Order - Multileg <AB>
AC = Multileg Order Cancel/Replace <AC> (a.k.a. Multileg Order Modification Request)
AD = Trade Capture Report Request <AD>
AE = Trade Capture Report <AE>
AF = Order Mass Status Request <AF>
AG = Quote Request Reject <AG>
AH = RFQ Request <AH>
AI = Quote Status Report <AI>
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