FIX.4.4
93 messages • 912 fields • 106 components
Allocation4
AllocationInstruction
J
Allocation
The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided am…
AllocationInstructionAck
P
Allocation
In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message.
The Allocation Instructio…
AllocationReport
AS
Allocation
Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides…
AllocationReportAck
AT
Allocation
The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report mess…
CollateralManagement6
CollateralAssignment
AY
CollateralManagement
Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral …
CollateralInquiry
BB
CollateralManagement
Used to inquire for collateral status
CollateralInquiryAck
BG
CollateralManagement
Used to respond to a Collateral Inquiry
CollateralReport
BA
CollateralManagement
Used to report collateral status when responding to a Collateral Inquiry message.
CollateralRequest
AX
CollateralManagement
An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterp…
CollateralResponse
AZ
CollateralManagement
Used to respond to a Collateral Assignment message
Common5
Confirmation3
Confirmation
AK
Confirmation
The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. I…
ConfirmationAck
AU
Confirmation
The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message.
ConfirmationRequest
BH
Confirmation
The Confirmation Request message is used to request a Confirmation message.
CrossOrders3
CrossOrderCancelReplaceRequest
t
CrossOrders
Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request …
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. The cross order contains two order sides (a buy and a sell).
EventCommunication2
Indication2
MarketData4
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, trade volume, open interest, and/or other price in…
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.
MultilegOrders2
MultilegOrderCancelReplace
AC
MultilegOrders
Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Re…
NewOrderMultileg
AB
MultilegOrders
The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as l…
PositionMaintenance6
AssignmentReport
AW
PositionMaintenance
Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignme…
PositionMaintenanceReport
AM
PositionMaintenance
Position Maintenance Report
PositionMaintenanceRequest
AL
PositionMaintenance
Position Maintenance Request
PositionReport
AP
PositionMaintenance
Position Report
RequestForPositions
AN
PositionMaintenance
Request For Positions
RequestForPositionsAck
AO
PositionMaintenance
Request for Positions Ack
ProgramTrading7
BidRequest
k
ProgramTrading
The BidRequest 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. It can also be used to excha…
NewOrderList
E
ProgramTrading
The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.
QuotationNegotiation10
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 or a Quote Response message in both indicative, tradeable, …
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.
QuoteResponse
AJ
QuotationNegotiation
The Quote Response message is used to respond to a IOI message or Quote message.
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…
RegistrationInstruction2
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…
SecurityAndTradingSessionDefinitionOrStatus12
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.
Session8
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 has two modes: Gap Fill mode and Reset mode.
TestRequest
1
Session
The test request message forces a heartbeat from the opposing application.
XMLnonFIX
n
Session
SettlementInstruction2
SingleGeneralOrderHandling11
BidResponse
l
SingleGeneralOrderHandling
The Bid Response message can be used in one of two ways depending on which market conventions are being followed.
…
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. Note that each affected order that is …
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.
TradeCapture4
TradeCaptureReport
AE
TradeCapture
The Trade Capture Report message can be:
• Used to report trades between counterparties.
• Used to report trades to a tr…
TradeCaptureReportAck
AR
TradeCapture
The Trade Capture Report Ack message can be:
• Used to acknowledge trade capture reports received from a counterparty
• …
TradeCaptureReportRequest
AD
TradeCapture
Trade Capture Reporting allows sell-side firms (broker, exchange, ECN) to provide timely reporting of completed trades t…
TradeCaptureReportRequestAck
AQ
TradeCapture
The Trade Capture Request Ack message is used to:
• Provide an acknowledgement to a Trade Capture Report Request in the …