ZagTrader

FIX Protocol Message Types

The MsgType field (tag 35) identifies what a FIX message is. This reference lists all 164 message types defined from FIX 4.0 to 5.0 SP2 and in the FIXT 1.1 session layer. Open a message to see its purpose and its required and optional fields. Every field links to the FIX tag reference. For the exact field layout in one version, use the FIX dictionary by version.

Session messages (8)

Administrative messages that open, keep alive, recover and close a FIX session.

MsgTypeMessage
35=0Heartbeat
35=1Test Request
35=2Resend Request
35=3Reject
35=4Sequence Reset
35=5Logout
35=ALogon
35=nXML Message

Application messages (156)

Business messages for orders, executions, quotes, market data, allocations, trade reporting and reference data.

MsgTypeMessage
35=6IOI
35=7Advertisement
35=8Execution Report
35=9Order Cancel Reject
35=BNews
35=CEmail
35=DNew Order Single
35=ENew Order List
35=FOrder Cancel Request
35=GOrder Cancel/Replace Request
35=HOrder Status Request
35=JAllocation Instruction
35=KList Cancel Request
35=LList Execute
35=MList Status Request
35=NList Status
35=PAllocation Ack
35=QDont Know Trade
35=RQuote Request
35=SQuote
35=TSettlement Instructions
35=VMarket Data Request
35=WMarket Data Snapshot Full Refresh
35=XMarket Data Incremental Refresh
35=YMarket Data Request Reject
35=ZQuote Cancel
35=AADerivative Security List
35=ABNew Order Multileg
35=ACMultileg Order Cancel/Replace
35=ADTrade Capture Report Request
35=AETrade Capture Report
35=AFOrder Mass Status Request
35=AGQuote Request Reject
35=AHRFQ Request
35=AIQuote Status Report
35=AJQuote Response
35=AKConfirmation
35=ALPosition Maintenance Request
35=AMPosition Maintenance Report
35=ANRequest For Positions
35=AORequest For Positions Ack
35=APPosition Report
35=AQTrade Capture Report Request Ack
35=ARTrade Capture Report Ack
35=ASAllocation Report
35=ATAllocation Report Ack
35=AUConfirmation Ack
35=AVSettlement Instruction Request
35=AWAssignment Report
35=AXCollateral Request
35=AYCollateral Assignment
35=AZCollateral Response
35=BACollateral Report
35=BBCollateral Inquiry
35=BCNetwork Counterparty System Status Request
35=BDNetwork Counterparty System Status Response
35=BEUser Request
35=BFUser Response
35=BGCollateral Inquiry Ack
35=BHConfirmation Request
35=BITrading Session List Request
35=BJTrading Session List
35=BKSecurity List Update Report
35=BLAdjusted Position Report
35=BMAllocation Instruction Alert
35=BNExecution Ack
35=BOContrary Intention Report
35=BPSecurity Definition Update Report
35=BQSettlement Obligation Report
35=BRDerivative Security List Update Report
35=BSTrading Session List Update Report
35=BTMarket Definition Request
35=BUMarket Definition
35=BVMarket Definition Update Report
35=BWApplication Message Request
35=BXApplication Message Request Ack
35=BYApplication Message Report
35=BZOrder Mass Action Report
35=CAOrder Mass Action Request
35=CBUser Notification
35=CCStream Assignment Request
35=CDStream Assignment Report
35=CEStream Assignment Report ACK
35=CFParty Details List Request
35=CGParty Details List Report
35=CHMargin Requirement Inquiry
35=CIMargin Requirement Inquiry Ack
35=CJMargin Requirement Report
35=CKParty Details List Update Report
35=CLParty Risk Limits Request
35=CMParty Risk Limits Report
35=CNSecurity Mass Status Request
35=COSecurity Mass Status
35=CQAccount Summary Report
35=CRParty Risk Limits Update Report
35=CSParty Risk Limits Definition Request
35=CTParty Risk Limits Definition Request Ack
35=CUParty Entitlements Request
35=CVParty Entitlements Report
35=CWQuote Ack
35=CXParty Details Definition Request
35=CYParty Details Definition Request Ack
35=CZParty Entitlements Update Report
35=DAParty Entitlements Definition Request
35=DBParty Entitlements Definition Request Ack
35=DCTrade Match Report
35=DDTrade Match Report Ack
35=DEParty Risk Limits Report Ack
35=DFParty Risk Limit Check Request
35=DGParty Risk Limit Check Request Ack
35=DHParty Action Request
35=DIParty Action Report
35=DJMass Order
35=DKMass Order Ack
35=DLPosition Transfer Instruction
35=DMPosition Transfer Instruction Ack
35=DNPosition Transfer Report
35=DOMarket Data Statistics Request
35=DPMarket Data Statistics Report
35=DQCollateral Report Ack
35=DRMarket Data Report
35=DSCross Request
35=DTCross Request Ack
35=DUAllocation Instruction Alert Request
35=DVAllocation Instruction Alert Request Ack
35=DWTrade Aggregation Request
35=DXTrade Aggregation Report
35=DYPay Management Request
35=DZPay Management Request Ack
35=EAPay Management Report
35=EBPay Management Report Ack
35=aQuote Status Request
35=bMass Quote Ack
35=cSecurity Definition Request
35=dSecurity Definition
35=eSecurity Status Request
35=fSecurity Status
35=gTrading Session Status Request
35=hTrading Session Status
35=iMass Quote
35=jBusiness Message Reject
35=kBid Request
35=lBid Response
35=mList Strike Price
35=oRegistration Instructions
35=pRegistration Instructions Response
35=qOrder Mass Cancel Request
35=rOrder Mass Cancel Report
35=sNew Order Cross
35=tCross Order Cancel Replace Request
35=uCross Order Cancel Request
35=vSecurity Type Request
35=wSecurity Types
35=xSecurity List Request
35=ySecurity List
35=zDerivative Security List Request

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.