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…

AllocationInstructionAlert

BM

Allocation

This message is used in a 3-party allocation model where notification of group creation and group updates to counterpart…

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…

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 in the following situations: • When the CollateralInquiry will result in an out …

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.

BusinessMessageReject

j

Common

The Business Message Reject message can reject an application-level message which fulfills session-level rules and canno…

NetworkCounterpartySystemStatusRequest

BC

Common

This message is send either immediately after logging on to inform a network (counterparty system) of the type of update…

NetworkCounterpartySystemStatusResponse

BD

Common

This message is sent in response to a Network (Counterparty System) Status Request Message.

UserRequest

BE

Common

This message is used to initiate a user action, logon, logout or password change. It can also be used to request a repor…

UserResponse

BF

Common

This message is used to respond to a user request message, it reports the status of the user after the completion of any…

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.

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). The cross order…

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. The message contains flags to iden…

Advertisement

7

Indication

Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in vari…

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 Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entr…

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. In all cases, one Market Data messag…

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…

AdjustedPositionReport

BL

PositionMaintenance

Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate…

AssignmentReport

AW

PositionMaintenance

Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignme…

ContraryIntentionReport

BO

PositionMaintenance

The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. Thi…

PositionMaintenanceReport

AM

PositionMaintenance

The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request…

PositionMaintenanceRequest

AL

PositionMaintenance

The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which …

PositionReport

AP

PositionMaintenance

The Position Report message is returned by the holder of a position in response to a Request for Position message. The p…

RequestForPositions

AN

PositionMaintenance

The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the…

RequestForPositionsAck

AO

PositionMaintenance

The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions m…

BidRequest

k

ProgramTrading

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

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. 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.

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. The Quote Cancel message supports cancella…

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. It is also used to counter a Quote or e…

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 …

SecurityDefinitionUpdateReport

BP

SecurityAndTradingSessionDefinitionOrStatus

This message is used for reporting updates to a Product Security Masterfile. Updates could be the result of corporate ac…

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…

SecurityListUpdateReport

BK

SecurityAndTradingSessionDefinitionOrStatus

The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to…

SecurityStatus

f

SecurityAndTradingSessionDefinitionOrStatus

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

SecurityStatusRequest

e

SecurityAndTradingSessionDefinitionOrStatus

The Security Status Request message provides for the ability to request the status of a security. One or more Security S…

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

TradingSessionList

BJ

SecurityAndTradingSessionDefinitionOrStatus

The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List shoul…

TradingSessionListRequest

BI

SecurityAndTradingSessionDefinitionOrStatus

The Trading Session List Request is used to request a list of trading sessions available in a market place and the state…

TradingSessionStatus

h

SecurityAndTradingSessionDefinitionOrStatus

The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on mult…

TradingSessionStatusRequest

g

SecurityAndTradingSessionDefinitionOrStatus

The Trading Session Status Request is used to request information on the status of a market. With the move to multiple s…

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. The logon message must be the first…

Logout

5

Session

The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout …

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. The test request message checks sequence numb…

XMLnonFIX

n

Session

SettlementInstructionRequest

AV

SettlementInstruction

The Settlement Instruction Request message is used to request standing settlement instructions from another party.

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…

ExecutionAcknowledgement

BN

SingleGeneralOrderHandling

The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading…

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. Do not use this message to cance…

OrderCancelRequest

F

SingleGeneralOrderHandling

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

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.

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

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

TradeCaptureReportRequestAck

AQ

TradeCapture

The Trade Capture Request Ack message is used to: • Provide an acknowledgement to a Trade Capture Report Request in the …