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FIX 5.0 Dictionary TOC

1. Data Types
2. Standard Message Header
3. Standard Message Trailer
4. Application Messages By Name
5. Application Messages By MsgType
6. Field List By Name
7. Field List By Tag

Component Blocks

• CommissionData
• DiscretionInstructions
• DisplayInstruction
• ExpirationQty
• FinancingDetails
• Instrument (symbology)
• InstrumentExtension
• InstrumentLeg (symbology)
• InstrumentParties
• LegBenchmarkCurveData
• LegStipulations
• NestedParties
• NestedParties2 (second instance of nesting)
• NestedParties3 (third instance of nesting)
• OrderQtyData
• Parties
• PegInstructions
• PositionAmountData
• PositionQty
• RootParties
• SettlInstructionsData
• SettlParties (settlement parties)
• SideTrdRegTS
• SpreadOrBenchmarkCurveData
• Stipulations
• TrdRegTimestamps
• TriggeringInstruction
• UnderlyingAmount
• UnderlyingInstrument (underlying instrument)
• UnderlyingStipulations
• UndlyInstrumentParties
• YieldData

Application Messages By Name

• Adjusted Position Report (BL)
• Advertisements (7)
• Allocation Instruction (J)
• Allocation Instruction Ack (P)
• Allocation Instruction Alert (BM)
• Allocation Report (aka Allocation Claim) (AS)
• Allocation Report Ack (aka Allocation Claim Ack) (AT)
• Assignment Report (AW)
• Bid Request (k)
• Bid Response (l)
• Business Message Reject (j)
• Collateral Assignment (AY)
• Collateral Inquiry (BB)
• Collateral Inquiry Ack (BG)
• Collateral Report (BA)
• Collateral Request (AX)
• Collateral Response (AZ)
• Confirmation (AK)
• Confirmation Ack (aka Affirmation) (AU)
• Confirmation Request (BH)
• Contrary Intention Report (BO)
• Cross Order Cancel Request (u)
• Cross Order Cancel/Replace Request ( a.k.a. Cross Order Modification Request) (t)
• Derivative Security List (AA)
• Derivative Security List Request (z)
• Dont Know Trade (DK) (Q)
• Email (C)
• Execution Report Acknowledgement (BN)
• Execution Reports (8)
• Indications of Interest (6)
• List Cancel Request (K)
• List Execute (L)
• List Status (N)
• List Status Request (M)
• List Strike Price (m)
• Market Data - Incremental Refresh (X)
• Market Data - Snapshot / Full Refresh (W)
• Market Data Request (V)
• Market Data Request Reject (Y)
• Mass Quote (i)
• Mass Quote Acknowledgement (b)
• Multileg Order Cancel Replace Request (aka MultilegOrder Modification Request) (AC)
• Network (Counterparty System) Status Response Message (BD)
• Network Status Messages (BC)
• New Order - Cross (s)
• New Order - List (E)
• New Order - Multileg (AB)
• New Order - Single (D)
• News (B)
• Order Cancel Reject (9)
• Order Cancel Request (F)
• Order Cancel/Replace Request (a.k.a. Order Modification Request) (G)
• Order Mass Cancel Report (r)
• Order Mass Cancel Request (q)
• Order Mass Status Request (AF)
• Order Status Request (H)
• Position Maintenance Report (AM)
• Position Maintenance Request (AL)
• Position Report (AP)
• Quote (S)
• Quote Cancel (Z)
• Quote Request (R)
• Quote Request Reject (AG)
• Quote Response (AJ)
• Quote Status Report (AI)
• Quote Status Request (a)
• Registration Instructions (o)
• Registration Instructions Response (p)
• Request For Positions (AN)
• Request for Positions Ack (AO)
• RFQ Request (AH)
• Security Definition (d)
• Security Definition Request (c)
• Security Definition Update Report (BP)
• Security List (y)
• Security List Request (x)
• Security List Update Report (BK)
• Security Status (f)
• Security Status Request (e)
• Security Type Request (v)
• Security Types (w)
• Settlement Instruction Request (AV)
• Settlement Instructions (T)
• Trade Capture Report (AE)
• Trade Capture Report Ack (AR)
• Trade Capture Report Request (AD)
• Trade Capture Report Request Ack (AQ)
• Trading Session List (BJ)
• Trading Session List Request (BI)
• Trading Session Status (h)
• Trading Session Status Request (g)
• User Administration Messages (BE)
• User Response Message (BF)

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Application Messages By MsgType

• (6) Indications of Interest
• (7) Advertisements
• (8) Execution Reports
• (9) Order Cancel Reject
• (a) Quote Status Request
• (AA) Derivative Security List
• (AB) New Order - Multileg
• (AC) Multileg Order Cancel Replace Request (aka MultilegOrder Modification Request)
• (AD) Trade Capture Report Request
• (AE) Trade Capture Report
• (AF) Order Mass Status Request
• (AG) Quote Request Reject
• (AH) RFQ Request
• (AI) Quote Status Report
• (AJ) Quote Response
• (AK) Confirmation
• (AL) Position Maintenance Request
• (AM) Position Maintenance Report
• (AN) Request For Positions
• (AO) Request for Positions Ack
• (AP) Position Report
• (AQ) Trade Capture Report Request Ack
• (AR) Trade Capture Report Ack
• (AS) Allocation Report (aka Allocation Claim)
• (AT) Allocation Report Ack (aka Allocation Claim Ack)
• (AU) Confirmation Ack (aka Affirmation)
• (AV) Settlement Instruction Request
• (AW) Assignment Report
• (AX) Collateral Request
• (AY) Collateral Assignment
• (AZ) Collateral Response
• (b) Mass Quote Acknowledgement
• (B) News
• (BA) Collateral Report
• (BB) Collateral Inquiry
• (BC) Network Status Messages
• (BD) Network (Counterparty System) Status Response Message
• (BE) User Administration Messages
• (BF) User Response Message
• (BG) Collateral Inquiry Ack
• (BH) Confirmation Request
• (BI) Trading Session List Request
• (BJ) Trading Session List
• (BK) Security List Update Report
• (BL) Adjusted Position Report
• (BM) Allocation Instruction Alert
• (BN) Execution Report Acknowledgement
• (BO) Contrary Intention Report
• (BP) Security Definition Update Report
• (c) Security Definition Request
• (C) Email
• (d) Security Definition
• (D) New Order - Single
• (e) Security Status Request
• (E) New Order - List
• (f) Security Status
• (F) Order Cancel Request
• (g) Trading Session Status Request
• (G) Order Cancel/Replace Request (a.k.a. Order Modification Request)
• (h) Trading Session Status
• (H) Order Status Request
• (i) Mass Quote
• (j) Business Message Reject
• (J) Allocation Instruction
• (k) Bid Request
• (K) List Cancel Request
• (l) Bid Response
• (L) List Execute
• (m) List Strike Price
• (M) List Status Request
• (N) List Status
• (o) Registration Instructions
• (p) Registration Instructions Response
• (P) Allocation Instruction Ack
• (q) Order Mass Cancel Request
• (Q) Dont Know Trade (DK)
• (r) Order Mass Cancel Report
• (R) Quote Request
• (s) New Order - Cross
• (S) Quote
• (t) Cross Order Cancel/Replace Request ( a.k.a. Cross Order Modification Request)
• (T) Settlement Instructions
• (u) Cross Order Cancel Request
• (v) Security Type Request
• (V) Market Data Request
• (w) Security Types
• (W) Market Data - Snapshot / Full Refresh
• (x) Security List Request
• (X) Market Data - Incremental Refresh
• (y) Security List
• (Y) Market Data Request Reject
• (z) Derivative Security List Request
• (Z) Quote Cancel

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