FIX Message Types – Complete Reference
FIX message types (MsgType, tag 35) identify the type of message being sent. This reference covers all common FIX message types used in trading sessions, from session management to order execution.
Session Layer Messages
| MsgType | Name | Description |
|---|---|---|
| A | Logon | Initiates a FIX session. Includes credentials and session parameters. |
| 5 | Logout | Gracefully terminates a FIX session. |
| 0 | Heartbeat | Keeps the session alive. Sent periodically or in response to TestRequest. |
| 1 | TestRequest | Requests an immediate Heartbeat response to test connectivity. |
| 3 | Reject | Session-level reject indicating a message was invalid or malformed. |
| 4 | SequenceReset | Resets sequence numbers or fills gaps in message sequence. |
| 2 | ResendRequest | Requests retransmission of missing messages (gap fill). |
Application Layer Messages
| MsgType | Name | Description |
|---|---|---|
| D | NewOrderSingle | Submits a new order to the broker/exchange. |
| 8 | ExecutionReport | Reports order status updates: New, PartiallyFilled, Filled, Canceled, Rejected. |
| G | OrderCancelReplaceRequest | Modifies an existing order (replace with new quantity/price). |
| F | OrderCancelRequest | Cancels an existing order. |
| 9 | OrderCancelReject | Rejects an order cancellation request (e.g., too late to cancel). |
Message Type Usage
Understanding message types is crucial for FIX troubleshooting:
- Session messages (A, 5, 0, 1, 3, 4, 2) manage the connection and ensure message delivery
- Application messages (D, 8, G, F, 9) handle order submission and execution
- Reject messages (3, 9) indicate errors and require attention
- Sequence messages (4, 2) handle message loss and sequence synchronization
Analyze Message Types in Your Logs
Upload or paste your FIX logs to see all message types used and detect any message type errors.
Analyze FIX LogsRelated Resources
- FIX Protocol Guide – Complete protocol overview
- Invalid MsgType Error – Troubleshooting message type errors
- FIX Tag 35 (MsgType) – MsgType tag definition