quickfix

package module
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Published: Jul 1, 2014 License: Apache-1.1 Imports: 21 Imported by: 0

README

QuickFIX/Go GoDoc Build Status

Open Source FIX Protocol library implemented in Go

FIX versions 4.0-5.0

Example Apps

See examples for some simple examples of using QuickFIX/Go.

Build and Test

QuickFIX/Go has build dependencies for testing. To fetch Go dependencies, run make get. Acceptance tests depend on ruby in path.

The default make target runs go vet and unit tests.

To run acceptance tests,

	# build acceptance test rig
	make build_accept

	# run acceptance tests
	make accept

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Send

func Send(msg MessageBuilder) (err error)

Send determines the session to send msgBuilder using header fields BeginString, TargetCompID, SenderCompID

func SendToTarget

func SendToTarget(msgBuilder MessageBuilder, sessionID SessionID) error

Types

type Acceptor

type Acceptor struct {
	// contains filtered or unexported fields
}

Acceptor accepts connections from FIX clients and manages the associated sessions.

func NewAcceptor

func NewAcceptor(app Application, storeFactory MessageStoreFactory, settings *Settings, logFactory LogFactory) (*Acceptor, error)

NewAcceptor creates and initializes a new Acceptor.

func (*Acceptor) Start

func (a *Acceptor) Start() (e error)

Start accepting connections.

func (*Acceptor) Stop

func (a *Acceptor) Stop()

Stop logs out existing sessions, close their connections, and stop accepting new connections.

type Application

type Application interface {
	//Notification of a session begin created.
	OnCreate(sessionID SessionID)

	//Notification of a session successfully logging on.
	OnLogon(sessionID SessionID)

	//Notification of a session logging off or disconnecting.
	OnLogout(sessionID SessionID)

	//Notification of admin message being sent to target.
	ToAdmin(msgBuilder MessageBuilder, sessionID SessionID)

	//Notification of app message being sent to target.
	ToApp(msgBuilder MessageBuilder, sessionID SessionID) error

	//Notification of admin message being received from target.
	FromAdmin(msg Message, sessionID SessionID) MessageRejectError

	//Notification of app message being received from target.
	FromApp(msg Message, sessionID SessionID) MessageRejectError
}

The Application interface should be implemented by FIX Applications. This is the primary interface for processing messages from a FIX Session.

type Field

type Field interface {
	Tag() fix.Tag
	FieldValue
}

Field is the interface implemented by all typed Fields in a Message

type FieldMap

type FieldMap interface {
	//Tags are a copy of all tags in this field map.
	Tags() []fix.Tag

	Get(field Field) MessageRejectError
	Has(tag fix.Tag) bool
	GetField(tag fix.Tag, value FieldValue) MessageRejectError
}

FieldMap is a collection of fix fields that make up a fix message.

type FieldValue

type FieldValue interface {
	Write() []byte
	Read([]byte) error
}

The FieldValue interface is used to write/extract typed field values to/from raw bytes

type Initiator

type Initiator struct {
	// contains filtered or unexported fields
}

Initiator initiates connections and processes messages for all sessions.

func NewInitiator

func NewInitiator(app Application, storeFactory MessageStoreFactory, appSettings *Settings, logFactory LogFactory) (*Initiator, error)

NewInitiator creates and initializes a new Initiator.

func (*Initiator) Start

func (i *Initiator) Start() error

Start Initiator.

func (*Initiator) Stop

func (i *Initiator) Stop()

Stop Initiator.

type Log

type Log interface {
	//log incoming fix message
	OnIncoming(string)

	//log outgoing fix message
	OnOutgoing(string)

	//log fix event
	OnEvent(string)

	//log fix event according to format specifier
	OnEventf(string, ...interface{})
}

Log is a generic interface for logging FIX messages and events.

type LogFactory

type LogFactory interface {
	//global log
	Create() (Log, error)

	//session specific log
	CreateSessionLog(sessionID SessionID) (Log, error)
}

The LogFactory interface creates global and session specific Log instances

func NewFileLogFactory

func NewFileLogFactory(settings *Settings) (LogFactory, error)

NewFileLogFactory creates an instance of LogFactory that writes messages and events to file. The location of global and session log files is configured via FileLogPath.

func NewNullLogFactory

func NewNullLogFactory() LogFactory

NewNullLogFactory creates an instance of LogFactory that returns no-op loggers.

func NewScreenLogFactory

func NewScreenLogFactory() LogFactory

NewScreenLogFactory creates an instance of LogFactory that writes messages and events to stdout.

type Message

type Message struct {
	Header  FieldMap
	Trailer FieldMap
	Body    FieldMap

	//ReceiveTime is the time that this message was read from the socket connection
	ReceiveTime time.Time
	// contains filtered or unexported fields
}

Message is a FIX Message abstraction.

func (*Message) String

func (m *Message) String() string

type MessageBuilder

type MessageBuilder interface {
	Header() MutableFieldMap
	Trailer() MutableFieldMap
	Body() MutableFieldMap
	Build() ([]byte, error)
}

func NewMessageBuilder

func NewMessageBuilder() MessageBuilder

type MessageRejectError

type MessageRejectError interface {
	error

	//RejectReason, tag 373 for session rejects, tag 380 for business rejects.
	RejectReason() int
	RefTagID() *fix.Tag
	IsBusinessReject() bool
}

MessageRejectError is a type of error that can correlate to a message reject.

func NewBusinessMessageRejectError

func NewBusinessMessageRejectError(err string, rejectReason int, refTagID *fix.Tag) MessageRejectError

NewBusinessMessageRejectError returns a MessageRejectError with the given error mesage, reject reason, and optional reftagid. Reject is treated as a business level reject

func NewMessageRejectError

func NewMessageRejectError(err string, rejectReason int, refTagID *fix.Tag) MessageRejectError

NewMessageRejectError returns a MessageRejectError with the given error message, reject reason, and optional reftagid

func ValueIsIncorrect

func ValueIsIncorrect(tag fix.Tag) MessageRejectError

ValueIsIncorrect returns an error indicating a field with value that is not valid.

type MessageRoute

type MessageRoute func(msg Message, sessionID SessionID) MessageRejectError

A MessageRoute is a function can process a fromApp/fromAdmin callback

type MessageRouter

type MessageRouter struct {
	// contains filtered or unexported fields
}

A MessageRouter is a mutex for MessageRoutes

func NewMessageRouter

func NewMessageRouter() *MessageRouter

NewMessageRouter returns an initialized MessageRouter instance

func (MessageRouter) AddRoute

func (c MessageRouter) AddRoute(beginString string, msgType string, router MessageRoute)

AddRoute adds a route to the MessageRouter instance keyed to begin string and msgType.

func (MessageRouter) Route

func (c MessageRouter) Route(msg Message, sessionID SessionID) MessageRejectError

Route may be called from the fromApp/fromAdmin callbacks. Messages that cannot be routed will be rejected with UnsupportedMessageType.

type MessageStore

type MessageStore interface {
	NextSenderMsgSeqNum() int
	NextTargetMsgSeqNum() int

	IncrNextSenderMsgSeqNum()
	IncrNextTargetMsgSeqNum()

	SetNextSenderMsgSeqNum(next int)
	SetNextTargetMsgSeqNum(next int)

	CreationTime() time.Time

	SaveMessage(seqNum int, msg []byte)
	GetMessages(beginSeqNum, endSeqNum int) chan []byte

	Refresh()
	Reset()
}

The MessageStore interface provides methods to record and retrieve messages for resend purposes

type MessageStoreFactory

type MessageStoreFactory interface {
	Create(sessionID SessionID) (MessageStore, error)
}

The MessageStoreFactory interface is used by session to create a session specific message store

func NewMemoryStoreFactory

func NewMemoryStoreFactory() MessageStoreFactory

NewMemoryStoreFactory returns a MessageStoreFactory instance that created in-memory MessageStores

type MutableFieldMap

type MutableFieldMap interface {
	FieldMap

	SetField(tag fix.Tag, field FieldValue)
	Set(field Field)
}

MutableFieldMap is a writable FieldMap

type Session

type Session struct {
	// contains filtered or unexported fields
}

The Session is the primary FIX abstraction for message communication

func LookupSession

func LookupSession(sessionID SessionID) (*Session, error)

LookupSession returns the Session associated with the sessionID.

func (*Session) TargetDefaultApplicationVersionID

func (s *Session) TargetDefaultApplicationVersionID() string

TargetDefaultApplicationVersionID returns the default application version ID for messages received by this version. Applicable for For FIX.T.1 sessions.

type SessionID

type SessionID struct {
	BeginString, TargetCompID, SenderCompID, Qualifier string
}

SessionID is a unique identifer of a Session

func (SessionID) String

func (s SessionID) String() string

type SessionSettings

type SessionSettings struct {
	// contains filtered or unexported fields
}

SessionSettings maps session settings to values with typed accessors.

func NewSessionSettings

func NewSessionSettings() *SessionSettings

NewSessionSettings returns a newly initialized SessionSettings instance

func (SessionSettings) BoolSetting

func (s SessionSettings) BoolSetting(setting string) (bool, error)

BoolSetting returns the requested setting parsed as a boolean. Returns an errror if the setting is not set or cannot be parsed as a bool.

func (*SessionSettings) HasSetting

func (s *SessionSettings) HasSetting(setting string) bool

HasSetting returns true if a setting is set, false if not

func (*SessionSettings) Init

func (s *SessionSettings) Init()

Init initializes or resets SessionSettings

func (*SessionSettings) IntSetting

func (s *SessionSettings) IntSetting(setting string) (int, error)

IntSetting returns the requested setting parsed as an int. Returns an errror if the setting is not set or cannot be parsed as an int.

func (*SessionSettings) Set

func (s *SessionSettings) Set(setting string, val string)

Set assigns a value to a setting on SessionSettings.

func (*SessionSettings) Setting

func (s *SessionSettings) Setting(setting string) (string, error)

Setting is a settings string accessor. Returns an error if the setting is missing.

type Settings

type Settings struct {
	// contains filtered or unexported fields
}

The Settings type represents a collection of global and session settings.

func NewSettings

func NewSettings() *Settings

NewSettings creates a Settings instance

func ParseSettings

func ParseSettings(reader io.Reader) (*Settings, error)

ParseSettings creates and initializes a Settings instance with config parsed from a Reader. Returns error if the config is has parse errors

func (*Settings) AddSession

func (s *Settings) AddSession(sessionSettings *SessionSettings) (SessionID, error)

AddSession adds Session Settings to Settings instance. Returns an error if session settings with duplicate sessionID has already been added

func (*Settings) GlobalSettings

func (s *Settings) GlobalSettings() *SessionSettings

GlobalSettings are default setting inherited by all session settings.

func (*Settings) Init

func (s *Settings) Init()

Init initializes or resets a Settings instance

func (*Settings) SessionSettings

func (s *Settings) SessionSettings() map[SessionID]*SessionSettings

SessionSettings return all session settings overlaying globalsettings.

Directories

Path Synopsis
Package config declares application and session settings for QuickFIX/Go
Package config declares application and session settings for QuickFIX/Go
Package datadictionary provides support for parsing and organizing FIX Data Dictionaries
Package datadictionary provides support for parsing and organizing FIX Data Dictionaries
fix
Package fix declares FIX DataTypes
Package fix declares FIX DataTypes
enum
Package enum declares standard FIX enum values.
Package enum declares standard FIX enum values.
field
Package field declares standard FIX fields.
Package field declares standard FIX fields.
tag
Package tag declares standard FIX tags.
Package tag declares standard FIX tags.
fix40
advertisement
Package advertisement msg type = 7.
Package advertisement msg type = 7.
allocation
Package allocation msg type = J.
Package allocation msg type = J.
allocationack
Package allocationack msg type = P.
Package allocationack msg type = P.
dontknowtrade
Package dontknowtrade msg type = Q.
Package dontknowtrade msg type = Q.
email
Package email msg type = C.
Package email msg type = C.
executionreport
Package executionreport msg type = 8.
Package executionreport msg type = 8.
heartbeat
Package heartbeat msg type = 0.
Package heartbeat msg type = 0.
indicationofinterest
Package indicationofinterest msg type = 6.
Package indicationofinterest msg type = 6.
listcancelrequest
Package listcancelrequest msg type = K.
Package listcancelrequest msg type = K.
listexecute
Package listexecute msg type = L.
Package listexecute msg type = L.
liststatus
Package liststatus msg type = N.
Package liststatus msg type = N.
liststatusrequest
Package liststatusrequest msg type = M.
Package liststatusrequest msg type = M.
logon
Package logon msg type = A.
Package logon msg type = A.
logout
Package logout msg type = 5.
Package logout msg type = 5.
neworderlist
Package neworderlist msg type = E.
Package neworderlist msg type = E.
newordersingle
Package newordersingle msg type = D.
Package newordersingle msg type = D.
news
Package news msg type = B.
Package news msg type = B.
ordercancelreject
Package ordercancelreject msg type = 9.
Package ordercancelreject msg type = 9.
ordercancelreplacerequest
Package ordercancelreplacerequest msg type = G.
Package ordercancelreplacerequest msg type = G.
ordercancelrequest
Package ordercancelrequest msg type = F.
Package ordercancelrequest msg type = F.
orderstatusrequest
Package orderstatusrequest msg type = H.
Package orderstatusrequest msg type = H.
quote
Package quote msg type = S.
Package quote msg type = S.
quoterequest
Package quoterequest msg type = R.
Package quoterequest msg type = R.
reject
Package reject msg type = 3.
Package reject msg type = 3.
resendrequest
Package resendrequest msg type = 2.
Package resendrequest msg type = 2.
sequencereset
Package sequencereset msg type = 4.
Package sequencereset msg type = 4.
testrequest
Package testrequest msg type = 1.
Package testrequest msg type = 1.
fix41
advertisement
Package advertisement msg type = 7.
Package advertisement msg type = 7.
allocation
Package allocation msg type = J.
Package allocation msg type = J.
allocationack
Package allocationack msg type = P.
Package allocationack msg type = P.
dontknowtrade
Package dontknowtrade msg type = Q.
Package dontknowtrade msg type = Q.
email
Package email msg type = C.
Package email msg type = C.
executionreport
Package executionreport msg type = 8.
Package executionreport msg type = 8.
heartbeat
Package heartbeat msg type = 0.
Package heartbeat msg type = 0.
indicationofinterest
Package indicationofinterest msg type = 6.
Package indicationofinterest msg type = 6.
listcancelrequest
Package listcancelrequest msg type = K.
Package listcancelrequest msg type = K.
listexecute
Package listexecute msg type = L.
Package listexecute msg type = L.
liststatus
Package liststatus msg type = N.
Package liststatus msg type = N.
liststatusrequest
Package liststatusrequest msg type = M.
Package liststatusrequest msg type = M.
logon
Package logon msg type = A.
Package logon msg type = A.
logout
Package logout msg type = 5.
Package logout msg type = 5.
neworderlist
Package neworderlist msg type = E.
Package neworderlist msg type = E.
newordersingle
Package newordersingle msg type = D.
Package newordersingle msg type = D.
news
Package news msg type = B.
Package news msg type = B.
ordercancelreject
Package ordercancelreject msg type = 9.
Package ordercancelreject msg type = 9.
ordercancelreplacerequest
Package ordercancelreplacerequest msg type = G.
Package ordercancelreplacerequest msg type = G.
ordercancelrequest
Package ordercancelrequest msg type = F.
Package ordercancelrequest msg type = F.
orderstatusrequest
Package orderstatusrequest msg type = H.
Package orderstatusrequest msg type = H.
quote
Package quote msg type = S.
Package quote msg type = S.
quoterequest
Package quoterequest msg type = R.
Package quoterequest msg type = R.
reject
Package reject msg type = 3.
Package reject msg type = 3.
resendrequest
Package resendrequest msg type = 2.
Package resendrequest msg type = 2.
sequencereset
Package sequencereset msg type = 4.
Package sequencereset msg type = 4.
settlementinstructions
Package settlementinstructions msg type = T.
Package settlementinstructions msg type = T.
testrequest
Package testrequest msg type = 1.
Package testrequest msg type = 1.
fix42
advertisement
Package advertisement msg type = 7.
Package advertisement msg type = 7.
allocation
Package allocation msg type = J.
Package allocation msg type = J.
allocationack
Package allocationack msg type = P.
Package allocationack msg type = P.
bidrequest
Package bidrequest msg type = k.
Package bidrequest msg type = k.
bidresponse
Package bidresponse msg type = l.
Package bidresponse msg type = l.
businessmessagereject
Package businessmessagereject msg type = j.
Package businessmessagereject msg type = j.
dontknowtrade
Package dontknowtrade msg type = Q.
Package dontknowtrade msg type = Q.
email
Package email msg type = C.
Package email msg type = C.
executionreport
Package executionreport msg type = 8.
Package executionreport msg type = 8.
heartbeat
Package heartbeat msg type = 0.
Package heartbeat msg type = 0.
indicationofinterest
Package indicationofinterest msg type = 6.
Package indicationofinterest msg type = 6.
listcancelrequest
Package listcancelrequest msg type = K.
Package listcancelrequest msg type = K.
listexecute
Package listexecute msg type = L.
Package listexecute msg type = L.
liststatus
Package liststatus msg type = N.
Package liststatus msg type = N.
liststatusrequest
Package liststatusrequest msg type = M.
Package liststatusrequest msg type = M.
liststrikeprice
Package liststrikeprice msg type = m.
Package liststrikeprice msg type = m.
logon
Package logon msg type = A.
Package logon msg type = A.
logout
Package logout msg type = 5.
Package logout msg type = 5.
marketdataincrementalrefresh
Package marketdataincrementalrefresh msg type = X.
Package marketdataincrementalrefresh msg type = X.
marketdatarequest
Package marketdatarequest msg type = V.
Package marketdatarequest msg type = V.
marketdatarequestreject
Package marketdatarequestreject msg type = Y.
Package marketdatarequestreject msg type = Y.
marketdatasnapshotfullrefresh
Package marketdatasnapshotfullrefresh msg type = W.
Package marketdatasnapshotfullrefresh msg type = W.
massquote
Package massquote msg type = i.
Package massquote msg type = i.
neworderlist
Package neworderlist msg type = E.
Package neworderlist msg type = E.
newordersingle
Package newordersingle msg type = D.
Package newordersingle msg type = D.
news
Package news msg type = B.
Package news msg type = B.
ordercancelreject
Package ordercancelreject msg type = 9.
Package ordercancelreject msg type = 9.
ordercancelreplacerequest
Package ordercancelreplacerequest msg type = G.
Package ordercancelreplacerequest msg type = G.
ordercancelrequest
Package ordercancelrequest msg type = F.
Package ordercancelrequest msg type = F.
orderstatusrequest
Package orderstatusrequest msg type = H.
Package orderstatusrequest msg type = H.
quote
Package quote msg type = S.
Package quote msg type = S.
quoteacknowledgement
Package quoteacknowledgement msg type = b.
Package quoteacknowledgement msg type = b.
quotecancel
Package quotecancel msg type = Z.
Package quotecancel msg type = Z.
quoterequest
Package quoterequest msg type = R.
Package quoterequest msg type = R.
quotestatusrequest
Package quotestatusrequest msg type = a.
Package quotestatusrequest msg type = a.
reject
Package reject msg type = 3.
Package reject msg type = 3.
resendrequest
Package resendrequest msg type = 2.
Package resendrequest msg type = 2.
securitydefinition
Package securitydefinition msg type = d.
Package securitydefinition msg type = d.
securitydefinitionrequest
Package securitydefinitionrequest msg type = c.
Package securitydefinitionrequest msg type = c.
securitystatus
Package securitystatus msg type = f.
Package securitystatus msg type = f.
securitystatusrequest
Package securitystatusrequest msg type = e.
Package securitystatusrequest msg type = e.
sequencereset
Package sequencereset msg type = 4.
Package sequencereset msg type = 4.
settlementinstructions
Package settlementinstructions msg type = T.
Package settlementinstructions msg type = T.
testrequest
Package testrequest msg type = 1.
Package testrequest msg type = 1.
tradingsessionstatus
Package tradingsessionstatus msg type = h.
Package tradingsessionstatus msg type = h.
tradingsessionstatusrequest
Package tradingsessionstatusrequest msg type = g.
Package tradingsessionstatusrequest msg type = g.
fix43
advertisement
Package advertisement msg type = 7.
Package advertisement msg type = 7.
allocation
Package allocation msg type = J.
Package allocation msg type = J.
allocationack
Package allocationack msg type = P.
Package allocationack msg type = P.
bidrequest
Package bidrequest msg type = k.
Package bidrequest msg type = k.
bidresponse
Package bidresponse msg type = l.
Package bidresponse msg type = l.
businessmessagereject
Package businessmessagereject msg type = j.
Package businessmessagereject msg type = j.
crossordercancelreplacerequest
Package crossordercancelreplacerequest msg type = t.
Package crossordercancelreplacerequest msg type = t.
crossordercancelrequest
Package crossordercancelrequest msg type = u.
Package crossordercancelrequest msg type = u.
derivativesecuritylist
Package derivativesecuritylist msg type = AA.
Package derivativesecuritylist msg type = AA.
derivativesecuritylistrequest
Package derivativesecuritylistrequest msg type = z.
Package derivativesecuritylistrequest msg type = z.
dontknowtrade
Package dontknowtrade msg type = Q.
Package dontknowtrade msg type = Q.
email
Package email msg type = C.
Package email msg type = C.
executionreport
Package executionreport msg type = 8.
Package executionreport msg type = 8.
heartbeat
Package heartbeat msg type = 0.
Package heartbeat msg type = 0.
ioi
Package ioi msg type = 6.
Package ioi msg type = 6.
listcancelrequest
Package listcancelrequest msg type = K.
Package listcancelrequest msg type = K.
listexecute
Package listexecute msg type = L.
Package listexecute msg type = L.
liststatus
Package liststatus msg type = N.
Package liststatus msg type = N.
liststatusrequest
Package liststatusrequest msg type = M.
Package liststatusrequest msg type = M.
liststrikeprice
Package liststrikeprice msg type = m.
Package liststrikeprice msg type = m.
logon
Package logon msg type = A.
Package logon msg type = A.
logout
Package logout msg type = 5.
Package logout msg type = 5.
marketdataincrementalrefresh
Package marketdataincrementalrefresh msg type = X.
Package marketdataincrementalrefresh msg type = X.
marketdatarequest
Package marketdatarequest msg type = V.
Package marketdatarequest msg type = V.
marketdatarequestreject
Package marketdatarequestreject msg type = Y.
Package marketdatarequestreject msg type = Y.
marketdatasnapshotfullrefresh
Package marketdatasnapshotfullrefresh msg type = W.
Package marketdatasnapshotfullrefresh msg type = W.
massquote
Package massquote msg type = i.
Package massquote msg type = i.
massquoteacknowledgement
Package massquoteacknowledgement msg type = b.
Package massquoteacknowledgement msg type = b.
multilegordercancelreplacerequest
Package multilegordercancelreplacerequest msg type = AC.
Package multilegordercancelreplacerequest msg type = AC.
newordercross
Package newordercross msg type = s.
Package newordercross msg type = s.
neworderlist
Package neworderlist msg type = E.
Package neworderlist msg type = E.
newordermultileg
Package newordermultileg msg type = AB.
Package newordermultileg msg type = AB.
newordersingle
Package newordersingle msg type = D.
Package newordersingle msg type = D.
news
Package news msg type = B.
Package news msg type = B.
ordercancelreject
Package ordercancelreject msg type = 9.
Package ordercancelreject msg type = 9.
ordercancelreplacerequest
Package ordercancelreplacerequest msg type = G.
Package ordercancelreplacerequest msg type = G.
ordercancelrequest
Package ordercancelrequest msg type = F.
Package ordercancelrequest msg type = F.
ordermasscancelreport
Package ordermasscancelreport msg type = r.
Package ordermasscancelreport msg type = r.
ordermasscancelrequest
Package ordermasscancelrequest msg type = q.
Package ordermasscancelrequest msg type = q.
ordermassstatusrequest
Package ordermassstatusrequest msg type = AF.
Package ordermassstatusrequest msg type = AF.
orderstatusrequest
Package orderstatusrequest msg type = H.
Package orderstatusrequest msg type = H.
quote
Package quote msg type = S.
Package quote msg type = S.
quotecancel
Package quotecancel msg type = Z.
Package quotecancel msg type = Z.
quoterequest
Package quoterequest msg type = R.
Package quoterequest msg type = R.
quoterequestreject
Package quoterequestreject msg type = AG.
Package quoterequestreject msg type = AG.
quotestatusreport
Package quotestatusreport msg type = AI.
Package quotestatusreport msg type = AI.
quotestatusrequest
Package quotestatusrequest msg type = a.
Package quotestatusrequest msg type = a.
registrationinstructions
Package registrationinstructions msg type = o.
Package registrationinstructions msg type = o.
registrationinstructionsresponse
Package registrationinstructionsresponse msg type = p.
Package registrationinstructionsresponse msg type = p.
reject
Package reject msg type = 3.
Package reject msg type = 3.
resendrequest
Package resendrequest msg type = 2.
Package resendrequest msg type = 2.
rfqrequest
Package rfqrequest msg type = AH.
Package rfqrequest msg type = AH.
securitydefinition
Package securitydefinition msg type = d.
Package securitydefinition msg type = d.
securitydefinitionrequest
Package securitydefinitionrequest msg type = c.
Package securitydefinitionrequest msg type = c.
securitylist
Package securitylist msg type = y.
Package securitylist msg type = y.
securitylistrequest
Package securitylistrequest msg type = x.
Package securitylistrequest msg type = x.
securitystatus
Package securitystatus msg type = f.
Package securitystatus msg type = f.
securitystatusrequest
Package securitystatusrequest msg type = e.
Package securitystatusrequest msg type = e.
securitytyperequest
Package securitytyperequest msg type = v.
Package securitytyperequest msg type = v.
securitytypes
Package securitytypes msg type = w.
Package securitytypes msg type = w.
sequencereset
Package sequencereset msg type = 4.
Package sequencereset msg type = 4.
settlementinstructions
Package settlementinstructions msg type = T.
Package settlementinstructions msg type = T.
testrequest
Package testrequest msg type = 1.
Package testrequest msg type = 1.
tradecapturereport
Package tradecapturereport msg type = AE.
Package tradecapturereport msg type = AE.
tradecapturereportrequest
Package tradecapturereportrequest msg type = AD.
Package tradecapturereportrequest msg type = AD.
tradingsessionstatus
Package tradingsessionstatus msg type = h.
Package tradingsessionstatus msg type = h.
tradingsessionstatusrequest
Package tradingsessionstatusrequest msg type = g.
Package tradingsessionstatusrequest msg type = g.
fix44
advertisement
Package advertisement msg type = 7.
Package advertisement msg type = 7.
allocationinstruction
Package allocationinstruction msg type = J.
Package allocationinstruction msg type = J.
allocationinstructionack
Package allocationinstructionack msg type = P.
Package allocationinstructionack msg type = P.
allocationreport
Package allocationreport msg type = AS.
Package allocationreport msg type = AS.
allocationreportack
Package allocationreportack msg type = AT.
Package allocationreportack msg type = AT.
assignmentreport
Package assignmentreport msg type = AW.
Package assignmentreport msg type = AW.
bidrequest
Package bidrequest msg type = k.
Package bidrequest msg type = k.
bidresponse
Package bidresponse msg type = l.
Package bidresponse msg type = l.
businessmessagereject
Package businessmessagereject msg type = j.
Package businessmessagereject msg type = j.
collateralassignment
Package collateralassignment msg type = AY.
Package collateralassignment msg type = AY.
collateralinquiry
Package collateralinquiry msg type = BB.
Package collateralinquiry msg type = BB.
collateralinquiryack
Package collateralinquiryack msg type = BG.
Package collateralinquiryack msg type = BG.
collateralreport
Package collateralreport msg type = BA.
Package collateralreport msg type = BA.
collateralrequest
Package collateralrequest msg type = AX.
Package collateralrequest msg type = AX.
collateralresponse
Package collateralresponse msg type = AZ.
Package collateralresponse msg type = AZ.
confirmation
Package confirmation msg type = AK.
Package confirmation msg type = AK.
confirmationack
Package confirmationack msg type = AU.
Package confirmationack msg type = AU.
confirmationrequest
Package confirmationrequest msg type = BH.
Package confirmationrequest msg type = BH.
crossordercancelreplacerequest
Package crossordercancelreplacerequest msg type = t.
Package crossordercancelreplacerequest msg type = t.
crossordercancelrequest
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fixt11
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testrequest
Package testrequest msg type = 1.
Package testrequest msg type = 1.

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