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 | email |
D | order single |
E | order list |
F | order cancel request |
G | Order Cancel/Replace Request |
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 |