Supported Message Types (FIX Connect Order Routing)

Session/Administrative Messages

Session/Administrative Messages (FIX Connect Order Routing)

Message		Type	Originator
A	Logon		Client or CQG
0	Heartbeat		Client or CQG
1	Test Request		Client or CQG
2	Resend Request		Client or CQG
3	Reject		Client or CQG
4	Sequence Reset		Client or CQG
5	Logout		Client or CQG

Client-Originated Messages

Reject – Session Level (3) is a possible response for any of these messages.

Type	Message	Possible Response Messages
AB	New Order Multileg	Execution Report (8)
AC	Order Cancel/Replace Multileg	Execution Report (8) Order Cancel Reject (9)
c	Security Definition Request	Security Definition (d)
D	New Order Single	Execution Report (8)
E	New Order List	Execution Reports (8)
F	Order Cancel Request	Execution Report (8) Order Cancel Reject (9)
G	Order Cancel/Replace Request	Execution Report (8) Order Cancel Reject (9)
G	Parked Order Activation Request	Execution Report (8)
G	Update Order Attributes Request	Execution Report (8)
J	Allocation	Allocation ACK (P)
H	Order Status Request	Business Reject Message (j) Execution Report (8)
UAF	Order Mass Status Request	Business Reject Message (j) Execution Report (8) List Status (N) Order Mass Status Request Ack (UBR)
UAN	Request for Position	Business Reject Message (j) Position Report (UAP) Request for Positions Ack (UAO)
UAR	Account Data Request	Account Data Report (UAD) Business Reject Message (j)
UBB	Collateral Inquiry	Business Reject Message (j) Collateral Report (UBA)
UBE	User Request	User Response (UBF)
UCF	Fill Care Orders	Execution Report (8)
URR	Account Risk Parameters Request	Account Risk Parameters Report (URP) Business Reject Message (j)
UZS	Authorized Accounts Request	Authorized Accounts Report (UZR) Business Message Reject (j)
UZU	FCM Currency Rate Request	Business Message Reject (j) FCM Currency Rate Report (UZT)
UZX	Allowed Feature Request	Allowed Market Data Report (UZY) Business Message Reject (j)
UZZ	Market Data Enablements Request	Allowed Market Data Report (UZY) Business Message Reject (j)

Gateway-Originated Messages

Type	Message	In Response To
8	Execution Report: Reject Message	New Order Single (D)
8	Execution Report: Confirmation/Acknowledgement	New Order Single (D) Order Cancel/Replace Request (G)
9	Order Cancel Reject	Order Cancel Request (F) Order Cancel/Replace Request (G)
B	News
d	Security Definition	Security Definition Request (c)
j	Business Message Reject	Account Data Request (UAR) Allowed Feature Request (UZX) Authorized Accounts Request (UZS) FCM Currency Rate Request (UZU) Market Data Enablements Request (UZZ) Order Mass Status Request (UAF) Request for Position (UAN) Collateral Inquiry (UBB) Account Risk Parameters Request (URR)
N	List Status Request	New Order List (E)
P	Allocation ACK	Allocation (J)
UAD	Account Data Report	Account Data Request (UAR)
UAO	Request for Positions Ack	Request for Position (UAN)
UAP	Current Day Fills: Position Report	Request for Position (UAN)
UAP	FCM-Confirmed Positions: Position Report	Request for Position (UAN)
UBA	Collateral Report	Collateral Inquiry (UBB)
UBF	User Response	User Request (UBE)
UBR	Order Mass Status Request Ack	Order Mass Status Request (UAF)
URP	Account Risk Parameters Report	Account Risk Parameters Request (URR)
UZR	Authorized Accounts Report	Authorized Accounts Request (UZS)
UZT	FCM Currency Rate Report	FCM Currency Rate Request (UZU)
UZV	Automatic Order Update
UZW	Allowed Feature Report	Allowed Feature Request (UZX)
UZY	Allowed Market Data Report	Market Data Enablements Request (UZZ)

Note: Other message types are rejected via the Business Message Reject.