Allocation

J

Allocation

The Allocation message provides the ability to specify how an order or set of orders should be subdivided amongst one or…

AllocationAck

P

Allocation

The Allocation ACK message is used to acknowledge the receipt and status of an Allocation message.

BusinessMessageReject

j

Common

CrossOrderCancelReplaceRequest

t

CrossOrders

Used to modify a cross order previously submitted using the New Order - Cross message.

CrossOrderCancelRequest

u

CrossOrders

Used to fully cancel the remaining open quantity of a cross order.

NewOrderCross

s

CrossOrders

Used to submit a cross order into a market.

Email

C

EventCommunication

The email message is similar to the format and purpose of the News message, however, it is intended for private use betw…

News

B

EventCommunication

The news message is a general free format message between the broker and institution.

Advertisement

7

Indication

Advertisement messages are used to announce completed transactions.

IOI

6

Indication

Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprie…

MarketDataIncrementalRefresh

X

MarketData

The second Market Data message format is used for incremental updates.

MarketDataRequest

V

MarketData

Some systems allow the transmission of real-time quote, order, trade and/or other price information on a subscription ba…

MarketDataRequestReject

Y

MarketData

The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technica…

MarketDataSnapshotFullRefresh

W

MarketData

The Market Data messages are used as the response to a Market Data Request message.

MultilegOrderCancelReplaceRequest

AC

MultilegOrders

Used to modify a multileg order previously submitted using the New Order - Multileg message.

NewOrderMultileg

AB

MultilegOrders

The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as l…

BidRequest

k

ProgramTrading

The BidRequest Message can be used in one of two ways depending on which market conventions are being followed.

BidResponse

l

ProgramTrading

The Bid Response message can be used in one of two ways depending on which market conventions are being followed. …

ListCancelRequest

K

ProgramTrading

The list cancel request message type is used by institutions wishing to cancel previously submitted lists either before …

ListExecute

L

ProgramTrading

The list execute message type is used by institutions to instruct the broker to begin execution of a previously submitte…

ListStatus

N

ProgramTrading

The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the…

ListStatusRequest

M

ProgramTrading

The list status request message type is used by institutions to instruct the broker to generate status messages for a li…

ListStrikePrice

m

ProgramTrading

The strike price message is used to exchange strike price information for principal trades.

NewOrderList

E

ProgramTrading

The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.

MassQuote

i

QuotationNegotiation

The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quotin…

MassQuoteAcknowledgement

b

QuotationNegotiation

Mass Quote Acknowledgement is used as the application level response to a Mass Quote message.

Quote

S

QuotationNegotiation

The quote message is used as the response to a Quote Request message in both indicative, tradeable, and restricted trade…

QuoteCancel

Z

QuotationNegotiation

The Quote Cancel message is used by an originator of quotes to cancel quotes.

QuoteRequest

R

QuotationNegotiation

In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request mess…

QuoteRequestReject

AG

QuotationNegotiation

The Quote Request Reject message is used to reject Quote Request messages for all quoting models.

QuoteStatusReport

AI

QuotationNegotiation

The quote status report message is used: • As the response to a Quote Status Request message • As a response to a Quote …

QuoteStatusRequest

a

QuotationNegotiation

The quote status request message is used for the following purposes in markets that employ tradeable or restricted trade…

RFQRequest

AH

QuotationNegotiation

In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascert…

RegistrationInstructions

o

RegistrationInstruction

The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronicall…

RegistrationInstructionsResponse

p

RegistrationInstruction

The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Reg…

DerivativeSecurityList

AA

SecurityAndTradingSessionDefinitionOrStatus

The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Der…

DerivativeSecurityListRequest

z

SecurityAndTradingSessionDefinitionOrStatus

The Derivative Security List Request message is used to return a list of securities from the counterparty that match cri…

SecurityDefinition

d

SecurityAndTradingSessionDefinitionOrStatus

The Security Definition message is used for the following: 1. Accept the security defined in a Security Definition messa…

SecurityDefinitionRequest

c

SecurityAndTradingSessionDefinitionOrStatus

The Security Definition Request message is used for the following: 1. Request a specific Security to be traded with the …

SecurityList

y

SecurityAndTradingSessionDefinitionOrStatus

The Security List message is used to return a list of securities that matches the criteria specified in a Security List …

SecurityListRequest

x

SecurityAndTradingSessionDefinitionOrStatus

The Security List Request message is used to return a list of securities from the counterparty that match criteria provi…

SecurityStatus

f

SecurityAndTradingSessionDefinitionOrStatus

The Security Status message provides for the ability to report changes in status to a security.

SecurityStatusRequest

e

SecurityAndTradingSessionDefinitionOrStatus

The Security Status Request message provides for the ability to request the status of a security.

SecurityTypeRequest

v

SecurityAndTradingSessionDefinitionOrStatus

The Security Type Request message is used to return a list of security types available from a counterparty or market.

SecurityTypes

w

SecurityAndTradingSessionDefinitionOrStatus

The Security Type message is used to return a list of security types available from a counterparty or market.

TradingSessionStatus

h

SecurityAndTradingSessionDefinitionOrStatus

The Trading Session Status provides information on the status of a market.

TradingSessionStatusRequest

g

SecurityAndTradingSessionDefinitionOrStatus

The Trading Session Status Request is used to request information on the status of a market.

Heartbeat

0

Session

The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not…

Logon

A

Session

The logon message authenticates a user establishing a connection to a remote system.

Logout

5

Session

The logout message initiates or confirms the termination of a FIX session.

Reject

3

Session

The reject message should be issued when a message is received but cannot be properly processed due to a session-level r…

ResendRequest

2

Session

The resend request is sent by the receiving application to initiate the retransmission of messages. This function is uti…

SequenceReset

4

Session

The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side…

TestRequest

1

Session

The test request message forces a heartbeat from the opposing application.

XMLnonFIX

n

Session

SettlementInstructions

T

SettlementInstruction

The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for tra…

DontKnowTrade

Q

SingleGeneralOrderHandling

The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected…

ExecutionReport

8

SingleGeneralOrderHandling

The execution report message is used to: 1. Confirm the receipt of an order 2. Confirm changes to an existing order (i.e…

NewOrderSingle

D

SingleGeneralOrderHandling

The new order message type is used by institutions wishing to electronically submit securities and forex orders to a bro…

OrderCancelReject

9

SingleGeneralOrderHandling

The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request messa…

OrderCancelReplaceRequest

G

SingleGeneralOrderHandling

The order cancel/replace request is used to change the parameters of an existing order.

OrderCancelRequest

F

SingleGeneralOrderHandling

The order cancel request message requests the cancellation of all of the remaining quantity of an existing order.

OrderMassCancelReport

r

SingleGeneralOrderHandling

The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request.

OrderMassCancelRequest

q

SingleGeneralOrderHandling

The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders ma…

OrderMassStatusRequest

AF

SingleGeneralOrderHandling

The order mass status request message requests the status for orders matching criteria specified within the request.

OrderStatusRequest

H

SingleGeneralOrderHandling

The order status request message is used by the institution to generate an order status message back from the broker.

TradeCaptureReport

AE

TradeCapture

The Trade Capture Report message can be: • Used to report trades between counterparties. • Can be sent unsolicited betwe…

TradeCaptureReportRequest

AD

TradeCapture

The Trade Capture Report can be used to: • Request one or more trade capture reports based upon selection criteria provi…