This book lists three kinds of messages:
During QMF START processing or during command or callable interface calls, you might encounter an error before the QMF message handler is available. If your START command or calls from the command or callable interfaces fail, QMF returns a message number and message text. For compiled applications using the callable interface, QMF places the message number and text in the DSQCOMM. For applications using the REXX callable interface, the message number is in the REXX variable DSQ_MESSAGE_ID and the message text is in the REXX variable DSQ_MESSAGE_TEXT. For commands issued from the command interface, the message number is placed in the ISPF variable DSQCIMNO. The message text is placed in the ISPF variable DSQCIMSG. Initialization and interface messages have the form DSQInnnn and are not handled by the QMF message handler. Therefore, no help is available for them. Refer to Initialization and interface messages for a list of these messages.
QMF issues a message when either the user or the system interrupts QMF processing; interrupt messages can cause QMF to terminate. Interrupt messages have the form DSQ505nn and are not handled by the QMF message handler. Therefore, no help is available for them. These messages are listed in Interrupt messages (TSO and CMS).
These messages are generated by the QMF message handler after you start QMF. Most standard QMF messages have associated help text that use the format described in Getting online help for messages. Standard QMF messages are listed in Standard QMF Messages and User Responses.