I agree with kshansen that it is too early to be ordering a fuel pump … you will want to do some trouble shooting first. It sounds like you are having a fuel starvation problem as phil314 said, but there are several zero-cost or low-cost items in your fuel system that you can check first before replacing the fuel pump. Fuel starvation mean you are not getting fuel in sufficient quantity to keep your engine running. It will be best to start from one end of the fuel system (fuel cap) to the other end (injection pump) and check out the easy (and low cost) items first.
Starting from the fuel cap, you can trouble shoot the following items of your fuel system:
1) Fuel Cap - make sure that your fuel cap is sealing properly (to prevent debris from entering) and the vent on the cap is working to prevent the tank going on vacuum and starving you from fuel. There are some members on HEF that have tracked their fuel problem to a plugged fuel cap vent. If you have used your skid steer and it has stalled on you due to fuel starvation, remove your fuel tank cap to check for a vacuum. If the tank sucks when your remove the cap, your fuel tank cap vent may be plugged / inoperative.
2) Fuel Tank - at some point when your fuel level is low, as part of your preventative maintenance, you may want to drain your fuel tank to try and remove the years of debris that has accumulated in your tank. Some dust here, some grass there, maybe some dog hair or a leaf ... it all can accumulate over time. Some HEF members have reported their intermittent fuel problem being a result of a fuel additive bottle cap, cap liner (tin foil like plastic) or even a plastic bag floating around in the fuel tank causing intermittent or sudden problems which have been very hard to diagnose. If you drain your tank and have access to an inspection scope, it would be a good idea to get a look inside your tank for any surprises.
3) Fuel Dip Tube - Some skid steers have either a check valve or a screen (or both) on the bottom of their fuel dip tube that sucks the fuel from the tank. This screen / check valve can plug with rust or debris causing a fuel starvation problem. This may be hard to access depending on the tank location, but once the easy stuff is eliminated, then this is another possible problem area ... again according to a number of HEF threads, some members traced their fuel problem to the dip tube. Broken dip tubes have also been reported … no dip tube, no fuel!
4) Fuel Lines - Leaking connections on the fuel line (or leaks in the fuel line itself) can allow air to enter the fuel system ... and it does not take much air in the fuel to cause a problem. Other problems may include restrictions or plugging. The connections of the fuel line tend to weather and crack over time, so replacing your fuel lines falls into the preventative maintenance category … and fuel line is relatively cheap.
5) Fuel Pump – Your fuel pump may be mechanical (run off the cam shaft) or electrical and is another possible failure point. You can test your fuel pump by disconnecting the fuel pump discharge hose and activating the fuel pump to check for fuel output. My personal experience on a 2006 CAT 242B with a mechanical fuel pump, when cranking the engine the mechanical fuel pump only put out a very small rate … enough to get the engine started but I assume that it puts out significantly more rate a higher RPM with the engine running. My mechanical fuel pump also has a built in mesh strainer that provides the first point of filtration on my skid steer … it turned out that my fuel pump mesh filter was nearly totally plugged with debris, which resulted in a fuel starvation problem, stalling and a failure to re-start. I cleaned the fuel pump’s mesh strainer and am now problem free. Note that even after cleaning the mesh strainer, my mechanical fuel pump put out a relatively low rate of fuel when cranking the engine but was enough to quickly start the engine.
See some photos of the mesh strainer in the this post:
https://www.heavyequipmentforums.com/threads/cat-226-fuel-problem.78929/page-2#post-876292
6) Primer Bulb or Primer Pump – Some (many?) skid steers have a primer bulb or a primer pump locating somewhere in their fuel system. This pump is mainly used to bleed air from the fuel system when changing the fuel filter. Some HEF members have experienced cracks in the primer bulb, leaks in connection or leaks in the primer pump seals which can result in air leakage into the system and result in rough running and stalling.
7) Fuel Filter – A plugged fuel filter is a common problem and is most often the first thing to replace when you are having a fuel problem. Fuel filters commonly have a water drain on the bottom to collect any water that separates from the diesel fuel. Water is heavier than diesel and typically settles in the lowest point, which is typically the fuel filter drain. The first step would be to drain the bottom of the fuel filter and check for water. If you recover some water, continue draining until no more water is received. After draining, prime the fuel system prior to attempting to start the engine. If it does not start, prime again and attempt to re-start. If unable to start, replace the fuel filter, prime again and attempt to start. Cut open your old fuel filter and examine the filter material for quantity and type of debris … this may assist you in your troubleshooting a plugged filter / dirty fuel / dirty tank / poor preventative maintenance problem.
8) Fuel Filter Housing – Debris build up on the upstream portion of the fuel filter housing has been reported as a potential problem on HEF. If you decide to replace your fuel filter, it might be a good time to also remove and check your fuel filter housing for any possible plugging or restrictions.
9) Fuel to the Fuel Injection Pump – Remove the fuel line inlet to the fuel injection pump. Activate the fuel pump (mechanical or electrical) and confirm that you are getting fuel to this point. If little or no fuel is being received, you still have a fuel supply problem … time to check any of the previous items that were not checked. If you are getting a good supply of fuel to the injection pump, then it confirms that you are not having a fuel supply issue and you need to take your trouble shooting down a difference path.