Events vs Commands: What's the difference?

Message bus communication often uses Commands and Events. But, what's the difference between them? Aren't they both just messages?

The difference is about grammar, intention, and also the direction of some different kinds of arrows...

0:00 Intro
0:18 What do the words mean?
0:34 When do they happen?
1:36 Who are they for?
2:53 Direction of control and dependency
4:19 Example third party provider
5:07 Related concepts