FIX.5.0SP2
116 messages • 1452 fields • 176 components
Allocation5
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…
Application3
ApplicationMessageReport
BY
Application
This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indi…
ApplicationMessageRequest
BW
Application
This message is used to request a retransmission of a set of one or more messages generated by the application specified…
ApplicationMessageRequestAck
BX
Application
This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether succe…
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 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.
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). The cross order…
EventCommunication2
Indication2
MarketData7
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…
StreamAssignmentReport
CD
MarketData
he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to…
StreamAssignmentReportACK
CE
MarketData
This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment.
StreamAssignmentRequest
CC
MarketData
In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers…
MarketStructureReferenceData8
MarketDefinition
BU
MarketStructureReferenceData
The Market Definition message is used to respond to Market Definition Request. In a subscription, it will be used to pro…
MarketDefinitionRequest
BT
MarketStructureReferenceData
The Market Definition Request message is used to request for market structure information from the Respondent that recei…
MarketDefinitionUpdateReport
BV
MarketStructureReferenceData
In a subscription for market structure information, this message is used once the initial snapshot of the information ha…
TradingSessionList
BJ
MarketStructureReferenceData
The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List shoul…
TradingSessionListRequest
BI
MarketStructureReferenceData
The Trading Session List Request is used to request a list of trading sessions available in a market place and the state…
TradingSessionListUpdateReport
BS
MarketStructureReferenceData
The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when the…
TradingSessionStatus
h
MarketStructureReferenceData
The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on mult…
TradingSessionStatusRequest
g
MarketStructureReferenceData
The Trading Session Status Request is used to request information on the status of a market. With the move to multiple s…
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…
Network2
NetworkCounterpartySystemStatusRequest
BC
Network
This message is send either immediately after logging on to inform a network (counterparty system) of the type of update…
NetworkCounterpartySystemStatusResponse
BD
Network
This message is sent in response to a Network (Counterparty System) Status Request Message.
OrderMassHandling5
OrderMassActionReport
BZ
OrderMassHandling
The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is …
OrderMassActionRequest
CA
OrderMassHandling
The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match t…
OrderMassCancelReport
r
OrderMassHandling
The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is …
OrderMassCancelRequest
q
OrderMassHandling
The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders ma…
OrderMassStatusRequest
AF
OrderMassHandling
The order mass status request message requests the status for orders matching criteria specified within the request.
PositionMaintenance8
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…
ProgramTrading8
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.
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.
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…
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…
SecuritiesReferenceData13
DerivativeSecurityList
AA
SecuritiesReferenceData
The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Der…
DerivativeSecurityListRequest
z
SecuritiesReferenceData
The Derivative Security List Request message is used to return a list of securities from the counterparty that match cri…
DerivativeSecurityListUpdateReport
BR
SecuritiesReferenceData
The Derivative Security List Update Report message is used to send updates to an option family or the strikes that compr…
SecurityDefinition
d
SecuritiesReferenceData
The Security Definition message is used for the following:
1. Accept the security defined in a Security Definition messa…
SecurityDefinitionRequest
c
SecuritiesReferenceData
The Security Definition Request message is used for the following:
1. Request a specific Security to be traded with the …
SecurityDefinitionUpdateReport
BP
SecuritiesReferenceData
This message is used for reporting updates to a Product Security Masterfile. Updates could be the result of corporate ac…
SecurityList
y
SecuritiesReferenceData
The Security List message is used to return a list of securities that matches the criteria specified in a Security List …
SecurityListRequest
x
SecuritiesReferenceData
The Security List Request message is used to return a list of securities from the counterparty that match criteria provi…
SecurityListUpdateReport
BK
SecuritiesReferenceData
The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to…
SecurityStatus
f
SecuritiesReferenceData
The Security Status message provides for the ability to report changes in status to a security. The Security Status mess…
SecurityStatusRequest
e
SecuritiesReferenceData
The Security Status Request message provides for the ability to request the status of a security. One or more Security S…
SecurityTypeRequest
v
SecuritiesReferenceData
The Security Type Request message is used to return a list of security types available from a counterparty or market.
SecurityTypes
w
SecuritiesReferenceData
The Security Type Request message is used to return a list of security types available from a counterparty or 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. 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
SettlementInstruction3
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…
SettlementObligationReport
BQ
SettlementInstruction
The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a…
SingleGeneralOrderHandling8
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…
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
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 …
UserManagement3
UserNotification
CB
UserManagement
The User Notification message is used to notify one or more users of an event or information from the sender of the mess…
UserRequest
BE
UserManagement
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
UserManagement
This message is used to respond to a user request message, it reports the status of the user after the completion of any…