Header & Trailer

• Standard Header
• Standard Trailer

Administrative Messages

• Heartbeat
• Logon
• Resend Request
• Test Request
• Reject
• Sequence Reset
• Logout

Indication

• Advertisement
• Indication Of Interest

Event Communication

• News
• E-Mail

Quotation

• Mass Quote
• Quote Status Request
• Quote Cancel
• Quote
• Quote Request
• Mass Quote Acknowledgement
• R F Q Request
• Quote Status Report
• Quote Response
• Quote Request Reject

Market Data

• Market Data Snapshot Full Refresh
• Market Data Incremental Refresh
• Market Data Request Reject
• Market Data Request

Security & Trading Session Definition/Status

• Security Type Request
• Security Status Request
• Derivative Security List Request
• Security List
• Security List Request
• Security Types
• Derivative Security List
• Security Status
• Security Definition Request
• Trading Session Status Request
• Trading Session Status
• Security Definition

Single/General Order Handling

• Execution Report
• Order Cancel Reject
• Order Mass Status Request
• New Order Single
• Order Cancel Request
• Order Cancel Replace Request
• Order Status Request
• Dont Know Trade D K
• Order Mass Cancel Report
• Order Mass Cancel Request

Cross Orders

• Cross Order Cancel Request
• Cross Order Cancel Replace Request
• New Order Cross

Multileg Orders (Swaps, option strategies, etc)

• New Order Multileg
• Multileg Order Cancel Replace

List/Program/Basket Trading

• New Order List
• List Strike Price
• List Cancel Request
• List Execute
• List Status Request
• List Status
• Bid Request
• Bid Response

Allocation & Ready-To-Book

• Allocation Report Ack
• Allocation Instruction Ack
• Allocation Instruction
• Allocation Report

Collateral Management

• Collateral Inquiry
• Collateral Report
• Collateral Response
• Collateral Assignment
• Collateral Request
• Collateral Inquiry Ack

Confirmation

• Confirmation Request
• Confirmation _ Ack
• Confirmation

Position Maintenance

• Position Maintenance Report
• Request For Positions
• Request For Positions Ack
• Position Report
• Assignment Report
• Position Maintenance Request

Settlement Instructions

• Settlement Instructions
• Settlement Instruction Request

Trade Capture ("Streetside") Reporting

• Trade Capture Report Request Ack
• Trade Capture Report
• Trade Capture Report Ack
• Trade Capture Report Request

Registration Instructions

• Registration Instructions
• Registration Instructions Response