Description
Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver.
Valid values: *** Note the use of lower case letters ***
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 â Single
E = Order â 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 = Donât Know Trade (DK)
R = Quote Request
S = Quote
T = Settlement Instructions
V = Market Data Request
W = Market Data-Snapshot/Full Refresh
X = Market Data-Incremental Refresh
Y = Market Data Request Reject
Z = Quote Cancel
a = Quote Status Request
b = 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 (lowercase L)
m = List Strike Price