Defines message type. Always third field in message. Always unencrypted.
The value is case-sensitive.
"U" as the first character of the value (e.g. U1, U2) indicates that the message format is privately defined between the sender and receiver.
Code | Meaning |
---|---|
0 | HEARTBEAT |
1 | TEST_REQUEST |
2 | RESEND_REQUEST |
3 | REJECT |
4 | SEQUENCE_RESET |
5 | LOGOUT |
6 | INDICATION_OF_INTEREST |
7 | ADVERTISEMENT |
8 | EXECUTION_REPORT |
9 | ORDER_CANCEL_REJECT |
A | LOGON |
B | NEWS |
C | |
D | ORDER_SINGLE |
E | ORDER_LIST |
F | ORDER_CANCEL_REQUEST |
G | ORDER_CANCEL |
H | ORDER_STATUS_REQUEST |
J | ALLOCATION |
K | LIST_CANCEL_REQUEST |
L | LIST_EXECUTE |
M | LIST_STATUS_REQUEST |
N | LIST_STATUS |
P | ALLOCATION_ACK |
Q | DONT_KNOW_TRADE |
R | QUOTE_REQUEST |
S | QUOTE |
T | SETTLEMENT_INSTRUCTIONS |
V | MARKET_DATA_REQUEST |
W | MARKET_DATA_SNAPSHOT |
X | MARKET_DATA_INCREMENTAL_REFRESH |
Y | MARKET_DATA_REQUEST_REJECT |
Z | QUOTE_CANCEL |
a | QUOTE_STATUS_REQUEST |
b | MASS_QUOTE_ACKNOWLEDGEMENT |
c | SECURITY_DEFINITION_REQUEST |
d | SECURITY_DEFINITION |
e | SECURITY_STATUS_REQUEST |
f | SECURITY_STATUS |
g | TRADING_SESSION_STATUS_REQUEST |
h | TRADING_SESSION_STATUS |
i | MASS_QUOTE |
j | BUSINESS_MESSAGE_REJECT |
k | BID_REQUEST |
l | BID_RESPONSE |
m | LIST_STRIKE_PRICE |
n | XML_MESSAGE |
o | REGISTRATION_INSTRUCTIONS |
p | REGISTRATION_INSTRUCTIONS_RESPONSE |
q | ORDER_MASS_CANCEL_REQUEST |
r | ORDER_MASS_CANCEL_REPORT |
s | NEW_ORDER_CROSS |
t | CROSS_ORDER_CANCEL |
u | CROSS_ORDER_CANCEL_REQUEST |
v | SECURITY_TYPE_REQUEST |
w | SECURITY_TYPES |
x | SECURITY_LIST_REQUEST |
y | SECURITY_LIST |
z | DERIVATIVE_SECURITY_LIST_REQUEST |
AA | DERIVATIVE_SECURITY_LIST |
AB | NEW_ORDER_MULTILEG |
AC | MULTILEG_ORDER_CANCEL |
AD | TRADE_CAPTURE_REPORT_REQUEST |
AE | TRADE_CAPTURE_REPORT |
AF | ORDER_MASS_STATUS_REQUEST |
AG | QUOTE_REQUEST_REJECT |
AH | RFQ_REQUEST |
AI | QUOTE_STATUS_REPORT |