The exchange of business related information is accomplished through the passing of application messages. The application message is composed of the standard header followed by the message body and trailer.
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Inbound Messages
New Order Single (MsgType=D)
Order Cancel/Replace Request (MsgType=G)
Order Cancel Request (MsgType=F)
Outbound Messages
Execution Report (MsgType=8)
Order Cancel Reject (MsgType=9)