diff --git a/zipline/MESSAGES.py b/zipline/MESSAGES.py
new file mode 100644
index 00000000..058a5707
--- /dev/null
+++ b/zipline/MESSAGES.py
@@ -0,0 +1,38 @@
+from zipline import ndict
+# ---------------------
+# Error Messages.
+# User facing.
+# ---------------------
+
+ERRORS = ndict({
+
+    # Raised if a user script calls the override_slippage magic
+    # with a slipage object that isn't a VolumeShareSlippage or
+    # FixedSlipapge
+    'UNSUPPORTED_SLIPPAGE_MODEL':
+"You attempted to override slippage with an unsupported class. \
+Please use VolumeShareSlippage or FixedSlippage.",
+
+    # Raised if a users script calls override_slippage magic
+    # after the initialize method has returned.
+    'OVERRIDE_SLIPPAGE_POST_INIT':
+"You attempted to override slippage after the simulation has \
+started. You may only call override_slippage in your initialize \
+method.",
+
+    # Raised if a user script calls the override_commission magic
+    # with a commission object that isn't a PerShare or
+    # PerTrade commission
+    'UNSUPPORTED_COMMISSION_MODEL':
+"You attempted to override commission with an unsupported class. \
+Please use PerShare or PerTrade.",
+
+    # Raised if a users script calls override_commission magic
+    # after the initialize method has returned.
+    'OVERRIDE_COMMISSION_POST_INIT':
+"You attempted to override commission after the simulation has \
+started. You may only call override_commission in your initialize \
+method.",
+
+
+})