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Order
Insert: New order that enters the market.
Update: Update to an order.
Delete: Order removed from market.
Order (by level)
Insert: New level that enters the market.
Update: Update to a level.
Delete: Level depleted from market.
Trade
Standard: Trades achieved through order matching.
Non-Standard: Trades achieved through trade reports.
News
no code: just news title
Bookmark
no code: just bookmark comment
Alert (Global and Public Alerts)
no code: just alert title
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Alert (Private Alerts)
no code: just alert title
PrivateOrder
New: New order.
PendingCancel: An order that is pending cancellation.
Replaced: An order that has been replaced.
Cancelled: A cancelled order.
Rejected: An order that has been rejected.
Filled: A filled order
Expired: An expired order.
PartiallyFilled: A partially filled order.
PendingNew: …………The order was sent to the exchange, but the exchange has not confirmed it. Usually this means something went wrong.
PrivateTrade
Execution: A standard trade.
PrivateTradeReport
TRReceivedU: Trade report received unmatched.
TRSentU: Trade report sent unmatched.
TRReject: Trade report rejected.
TRCancel: Trade report cancelled.
TRMatched: Trade report matched.
TRSentB: Trade report sent broken.
TRReceivedB: Trade report received break.
TRBroken: Trade report broken.