Logon

A

Inbound

Outbound

Identifies and authenticates a user/member establishing a connection to the gateway.

Logout

5

Inbound

Outbound

Used to terminate a FIX session.

Reject

3

Inbound

Outbound

Response message providing notification regarding messages that cannot be processed by the gateway or FIX Client.

Resend Request

2

Inbound

Outbound

Initiates a re-transmission of messages from the gateway.

Sequence Reset (Gap Fill)

4

Inbound

Outbound

Message has two modes: Sequence Reset - Gap Fill and Sequence Reset-Reset.

Test Request

1

Inbound

Outbound

Verifies sequence numbers or communications line status.

Heartbeat

O

Inbound

Outbound

Monitors gateway status during periods of inactivity.

Business Message Reject

j

Outbound

Rejects any application message that cannot be processed by the Gateway and cannot be rejected via another message.

Market Data Request

V

Inbound

Requests current best market information in a market for a security.

Market Data Request Reject

Y

Outbound

Rejects market data request messages that cannot be honoured due to business or technical reasons.

Market Data Snapshot / Full Refresh

W

Outbound

Responds to the Market Data Request message with the current best market information for a security.

Market Data Incremental Refresh

X

Outbound

Used for Market Data incremental updates.

Security List Request

x

Inbound

Requests a list of securities form the Exchange that match criteria provided in the request.

Security List

y

Outbound

Responds with a list of securities that match the criteria specified in a Security List Request.

Security Status Request

e

Inbound

Subscription to security status

Security Status

f

Outbound

Reported security status

Quote Request

R

Outbound

Generated request for quote for security