Quick Reference Table#
| MsgType | Name | Direction | Purpose |
|---|
| Session | | | |
| A | Logon | Both | Authenticate session |
| 5 | Logout | Both | Terminate session |
| 0 | Heartbeat | Both | Keep session alive |
| 1 | TestRequest | Both | Test connectivity |
| 2 | ResendRequest | Both | Request message replay |
| Instruments | | | |
| x | SecurityListRequest | Client → Server | Request instrument list |
| y | SecurityList | Server → Client | List of instruments |
| Market Data | | | |
| V | MarketDataRequest | Client → Server | Request market depth |
| W | MarketDataSnapshotFullRefresh | Server → Client | Market depth snapshot |
| Orders | | | |
| D | NewOrderSingle | Client → Server | Create new order |
| 8 | ExecutionReport | Server → Client | Order status/execution |
| H | OrderStatusRequest | Client → Server | Query order status |
| F | OrderCancelRequest | Client → Server | Cancel order |
| G | OrderCancelReplaceRequest | Client → Server | Modify order |
| RFQ | | | |
| R | QuoteRequest | Both | Initiate RFQ |
| AG | QuoteRequestReject | Both | Reject RFQ |
| AI | QuoteStatusReport | Server → Client | Quote/RFQ status |
| S | Quote | Both | Submit price quote |
| AJ | QuoteResponse | Client → Server | Accept/reject quote |
| Z | QuoteCancel | Both | Cancel quote/RFQ |
Common Field Reference#
| Tag | Name | Type | Values | Description |
|---|
| 1 | Account | STRING | - | Account identifier |
| 11 | ClOrdID | STRING | - | Client order ID |
| 17 | ExecID | STRING | - | Execution ID |
| 22 | SecurityIDSource | INT | 4, 8 | 4=ISIN, 8=EXCHANGE_SYMBOL |
| 37 | OrderID | STRING | - | Server order ID |
| 38 | OrderQty | QTY | - | Order quantity |
| 39 | OrdStatus | CHAR | 0,1,2,4,5,8,C | Order status |
| 40 | OrdType | CHAR | 1, 2 | 1=MARKET, 2=LIMIT |
| 41 | OrigClOrdID | STRING | - | Original ClOrdID |
| 44 | Price | PRICE | - | Order price |
| 48 | SecurityID | STRING | - | ISIN code |
| 54 | Side | CHAR | 1, 2 | 1=BUY, 2=SELL |
| 55 | Symbol | STRING | - | Instrument name |
| 58 | Text | STRING | - | Free text |
| 59 | TimeInForce | CHAR | 0,1,3,4,6 | 0=DAY, 1=GTC, 6=GTD |
| 98 | EncryptMethod | INT | 0 | 0=None |
| 107 | SecurityDesc | STRING | - | Security description |
| 108 | HeartBtInt | INT | 1-30 | Heartbeat interval |
| 117 | QuoteID | STRING | - | Quote identifier |
| 126 | ExpireTime | UTCTIMESTAMP | - | Expiration time |
| 131 | QuoteReqID | STRING | - | RFQ identifier |
| 132 | BidPx | PRICE | - | Bid price |
| 133 | OfferPx | PRICE | - | Offer price |
| 134 | BidSize | QTY | - | Bid quantity |
| 135 | OfferSize | QTY | - | Offer quantity |
| 146 | NoRelatedSym | NUMINGROUP | - | Number of symbols |
| 150 | ExecType | CHAR | 0,4,5,8,C,F,I | Execution type |
| 262 | MDReqID | STRING | - | Market data request ID |
| 263 | SubscriptionRequestType | CHAR | 0 | 0=SNAPSHOT |
| 264 | MarketDepth | INT | 0-N | Market depth levels |
| 265 | MDUpdateType | INT | 0 | 0=FULL_REFRESH |
| 267 | NoMDEntryTypes | NUMINGROUP | - | Number of MD entry types |
| 268 | NoMDEntries | NUMINGROUP | - | Number of MD entries |
| 269 | MDEntryType | CHAR | 0, 1 | 0=BID, 1=OFFER |
| 270 | MDEntryPx | PRICE | - | Market data price |
| 271 | MDEntrySize | QTY | - | Market data size |
| 297 | QuoteStatus | INT | 0,5,7,16,17 | Quote status |
| 298 | QuoteCancelType | INT | 1,4,5 | Quote cancel type |
| 320 | SecurityReqID | STRING | - | Security list request ID |
| 541 | MaturityDate | LOCALDATE | - | Maturity date (YYYYMMDD) |
| 553 | Username | STRING | - | OAuth client_id |
| 554 | Password | STRING | - | OAuth client_secret |
| 559 | SecurityListRequestType | INT | 4 | 4=ALL_SECURITIES |
| 658 | QuoteRequestRejectReason | INT | 1,2,6,10,99 | Rejection reason |
| 693 | QuoteRespID | STRING | - | Quote response ID |
| 694 | QuoteRespType | INT | 1, 6 | 1=HIT_LIFT, 6=PASS |
| 790 | OrdStatusReqID | STRING | - | Order status request ID |
| 36010 | ReportingPartyLEI | STRING | 20 chars | Legal Entity Identifier |
| 36012 | CounterpartyLEI | STRING | 20 chars | Counterparty LEI |
Modified at 2026-03-09 15:06:12
