Messages
SUMMARY OF SUPPORTED MESSAGES
The following table summarizes the session messages supported by the exchange.
Message | Message Type | |
|---|---|---|
Session | ||
| Logon | A |
Heartbeat | 0 | |
Test Request | 1 | |
Resend Request | 2 | |
Reject – Session Level | 3 | |
Sequence Reset | 4 | |
Logout | 5 | |
PreTrade | ||
News | B | |
| Market Data Request | V |
Market Data – Snapshot / Full Refresh | W | |
Market Data Request Reject | Y | |
Trading Session Status (with market segment information) | h | |
Trading Session Status (with trading session status information) | h | |
| Security List Request | x |
Security List | y | |
Security Status Request | e | |
Security Status | f | |
| Account List Request | UALR |
Account List | UALT | |
Account List Incremental | UALI | |
Trade | ||
| New Order Single | D |
Order Cancel Request | F | |
Order Cancel Replace Request | G | |
Order Cancel Reject | 9 | |
Order Status Request | H | |
Order Mass Status Request | AF | |
Order Mass Cancel Request | q | |
| Execution Report: New Response | 8 |
Execution Report: Order Canceled Response | 8 | |
Execution Report: Order Replaced Response | 8 | |
Execution Report: Order Filled/Partially Filled Response | 8 | |
Execution Report: Order Status Response - No orders | 8 | |
Execution Report: Order Status Response - With orders | 8 | |
Execution Report: Reject Message Response | 8 | |
| Quote Request (MsgType = R) | R |
Quote Status Report (MsgType = AI) | AI | |
Quote (MsgType = S) | S | |
Quote Response (MsgType = AJ) | AJ | |
PostTrade | ||
| Trade Capture Report Request - Regular Trades - by Account | AD |
Trade Capture Report Request - Regular Trades - by Symbol | AD | |
Trade Capture Report - Regular Trades | AE | |
Trade Capture Report Request - Allocations and giveups | AD | |
Trade Capture Report - Allocations and giveups | AE | |
Trade Capture Report - Block Trades | AE | |
Trade Capture Report Ack - Block Trades | AR | |
Trade Capture Report - Registration | AE | |
Trade Capture Report Ack - Registration | AR | |
| Allocation Instruction | J |
Allocation Instruction Ack | P | |
Confirmation - Allocations and giveups | AK | |
Confirmation Ack | AU | |
Request for Positions | AN | |
Position Report | AP | |
Infrastructure | ||
Business Message Reject | j | |