diff options
| author | Daniel Baumann <daniel.baumann@progress-linux.org> | 2024-04-10 20:34:10 +0000 |
|---|---|---|
| committer | Daniel Baumann <daniel.baumann@progress-linux.org> | 2024-04-10 20:34:10 +0000 |
| commit | e4ba6dbc3f1e76890b22773807ea37fe8fa2b1bc (patch) | |
| tree | 68cb5ef9081156392f1dd62a00c6ccc1451b93df /fix/FIX42.xml | |
| parent | Initial commit. (diff) | |
| download | wireshark-e4ba6dbc3f1e76890b22773807ea37fe8fa2b1bc.tar.xz wireshark-e4ba6dbc3f1e76890b22773807ea37fe8fa2b1bc.zip | |
Adding upstream version 4.2.2.upstream/4.2.2
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
Diffstat (limited to 'fix/FIX42.xml')
| -rw-r--r-- | fix/FIX42.xml | 2623 |
1 files changed, 2623 insertions, 0 deletions
diff --git a/fix/FIX42.xml b/fix/FIX42.xml new file mode 100644 index 00000000..f08ef915 --- /dev/null +++ b/fix/FIX42.xml @@ -0,0 +1,2623 @@ +<fix major="4" minor="2"> + <header> + <field name="BeginString" required="Y"/> + <field name="BodyLength" required="Y"/> + <field name="MsgType" required="Y"/> + <field name="SenderCompID" required="Y"/> + <field name="TargetCompID" required="Y"/> + <field name="OnBehalfOfCompID" required="N"/> + <field name="DeliverToCompID" required="N"/> + <field name="SecureDataLen" required="N"/> + <field name="SecureData" required="N"/> + <field name="MsgSeqNum" required="Y"/> + <field name="SenderSubID" required="N"/> + <field name="SenderLocationID" required="N"/> + <field name="TargetSubID" required="N"/> + <field name="TargetLocationID" required="N"/> + <field name="OnBehalfOfSubID" required="N"/> + <field name="OnBehalfOfLocationID" required="N"/> + <field name="DeliverToSubID" required="N"/> + <field name="DeliverToLocationID" required="N"/> + <field name="PossDupFlag" required="N"/> + <field name="PossResend" required="N"/> + <field name="SendingTime" required="Y"/> + <field name="OrigSendingTime" required="N"/> + <field name="XmlDataLen" required="N"/> + <field name="XmlData" required="N"/> + <field name="MessageEncoding" required="N"/> + <field name="LastMsgSeqNumProcessed" required="N"/> + <field name="OnBehalfOfSendingTime" required="N"/> + </header> + <trailer> + <field name="SignatureLength" required="N"/> + <field name="Signature" required="N"/> + <field name="CheckSum" required="Y"/> + </trailer> + <messages> + <message name="Heartbeat" msgtype="0" msgcat="admin"> + <field name="TestReqID" required="N"/> + </message> + <message name="Logon" msgtype="A" msgcat="admin"> + <field name="EncryptMethod" required="Y"/> + <field name="HeartBtInt" required="Y"/> + <field name="RawDataLength" required="N"/> + <field name="RawData" required="N"/> + <field name="ResetSeqNumFlag" required="N"/> + <field name="MaxMessageSize" required="N"/> + <group name="NoMsgTypes" required="N"> + <field name="RefMsgType" required="N"/> + <field name="MsgDirection" required="N"/> + </group> + </message> + <message name="TestRequest" msgtype="1" msgcat="admin"> + <field name="TestReqID" required="Y"/> + </message> + <message name="ResendRequest" msgtype="2" msgcat="admin"> + <field name="BeginSeqNo" required="Y"/> + <field name="EndSeqNo" required="Y"/> + </message> + <message name="Reject" msgtype="3" msgcat="admin"> + <field name="RefSeqNum" required="Y"/> + <field name="RefTagID" required="N"/> + <field name="RefMsgType" required="N"/> + <field name="SessionRejectReason" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="SequenceReset" msgtype="4" msgcat="admin"> + <field name="GapFillFlag" required="N"/> + <field name="NewSeqNo" required="Y"/> + </message> + <message name="Logout" msgtype="5" msgcat="admin"> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="Advertisement" msgtype="7" msgcat="app"> + <field name="AdvId" required="Y"/> + <field name="AdvTransType" required="Y"/> + <field name="AdvRefID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="AdvSide" required="Y"/> + <field name="Shares" required="Y"/> + <field name="Price" required="N"/> + <field name="Currency" required="N"/> + <field name="TradeDate" required="N"/> + <field name="TransactTime" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="URLLink" required="N"/> + <field name="LastMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + </message> + <message name="IndicationofInterest" msgtype="6" msgcat="app"> + <field name="IOIid" required="Y"/> + <field name="IOITransType" required="Y"/> + <field name="IOIRefID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="IOIShares" required="Y"/> + <field name="Price" required="N"/> + <field name="Currency" required="N"/> + <field name="ValidUntilTime" required="N"/> + <field name="IOIQltyInd" required="N"/> + <field name="IOINaturalFlag" required="N"/> + <group name="NoIOIQualifiers" required="N"> + <field name="IOIQualifier" required="N"/> + </group> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="TransactTime" required="N"/> + <field name="URLLink" required="N"/> + <group name="NoRoutingIDs" required="N"> + <field name="RoutingType" required="N"/> + <field name="RoutingID" required="N"/> + </group> + <field name="SpreadToBenchmark" required="N"/> + <field name="Benchmark" required="N"/> + </message> + <message name="News" msgtype="B" msgcat="app"> + <field name="OrigTime" required="N"/> + <field name="Urgency" required="N"/> + <field name="Headline" required="Y"/> + <field name="EncodedHeadlineLen" required="N"/> + <field name="EncodedHeadline" required="N"/> + <group name="NoRoutingIDs" required="N"> + <field name="RoutingType" required="N"/> + <field name="RoutingID" required="N"/> + </group> + <group name="NoRelatedSym" required="N"> + <field name="RelatdSym" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + </group> + <group name="LinesOfText" required="Y"> + <field name="Text" required="Y"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </group> + <field name="URLLink" required="N"/> + <field name="RawDataLength" required="N"/> + <field name="RawData" required="N"/> + </message> + <message name="Email" msgtype="C" msgcat="app"> + <field name="EmailThreadID" required="Y"/> + <field name="EmailType" required="Y"/> + <field name="OrigTime" required="N"/> + <field name="Subject" required="Y"/> + <field name="EncodedSubjectLen" required="N"/> + <field name="EncodedSubject" required="N"/> + <group name="NoRoutingIDs" required="N"> + <field name="RoutingType" required="N"/> + <field name="RoutingID" required="N"/> + </group> + <group name="NoRelatedSym" required="N"> + <field name="RelatdSym" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + </group> + <field name="OrderID" required="N"/> + <field name="ClOrdID" required="N"/> + <group name="LinesOfText" required="Y"> + <field name="Text" required="Y"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </group> + <field name="RawDataLength" required="N"/> + <field name="RawData" required="N"/> + </message> + <message name="QuoteRequest" msgtype="R" msgcat="app"> + <field name="QuoteReqID" required="Y"/> + <group name="NoRelatedSym" required="Y"> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="QuoteRequestType" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="Side" required="N"/> + <field name="OrderQty" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="OrdType" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="TransactTime" required="N"/> + <field name="Currency" required="N"/> + </group> + </message> + <message name="Quote" msgtype="S" msgcat="app"> + <field name="QuoteReqID" required="N"/> + <field name="QuoteID" required="Y"/> + <field name="QuoteResponseLevel" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="BidPx" required="N"/> + <field name="OfferPx" required="N"/> + <field name="BidSize" required="N"/> + <field name="OfferSize" required="N"/> + <field name="ValidUntilTime" required="N"/> + <field name="BidSpotRate" required="N"/> + <field name="OfferSpotRate" required="N"/> + <field name="BidForwardPoints" required="N"/> + <field name="OfferForwardPoints" required="N"/> + <field name="TransactTime" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="OrdType" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="Currency" required="N"/> + </message> + <message name="MassQuote" msgtype="i" msgcat="app"> + <field name="QuoteReqID" required="N"/> + <field name="QuoteID" required="Y"/> + <field name="QuoteResponseLevel" required="N"/> + <field name="DefBidSize" required="N"/> + <field name="DefOfferSize" required="N"/> + <group name="NoQuoteSets" required="Y"> + <field name="QuoteSetID" required="Y"/> + <field name="UnderlyingSymbol" required="Y"/> + <field name="UnderlyingSymbolSfx" required="N"/> + <field name="UnderlyingSecurityID" required="N"/> + <field name="UnderlyingIDSource" required="N"/> + <field name="UnderlyingSecurityType" required="N"/> + <field name="UnderlyingMaturityMonthYear" required="N"/> + <field name="UnderlyingMaturityDay" required="N"/> + <field name="UnderlyingPutOrCall" required="N"/> + <field name="UnderlyingStrikePrice" required="N"/> + <field name="UnderlyingOptAttribute" required="N"/> + <field name="UnderlyingContractMultiplier" required="N"/> + <field name="UnderlyingCouponRate" required="N"/> + <field name="UnderlyingSecurityExchange" required="N"/> + <field name="UnderlyingIssuer" required="N"/> + <field name="EncodedUnderlyingIssuerLen" required="N"/> + <field name="EncodedUnderlyingIssuer" required="N"/> + <field name="UnderlyingSecurityDesc" required="N"/> + <field name="EncodedUnderlyingSecurityDescLen" required="N"/> + <field name="EncodedUnderlyingSecurityDesc" required="N"/> + <field name="QuoteSetValidUntilTime" required="N"/> + <field name="TotQuoteEntries" required="Y"/> + <group name="NoQuoteEntries" required="Y"> + <field name="QuoteEntryID" required="Y"/> + <field name="Symbol" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="BidPx" required="N"/> + <field name="OfferPx" required="N"/> + <field name="BidSize" required="N"/> + <field name="OfferSize" required="N"/> + <field name="ValidUntilTime" required="N"/> + <field name="BidSpotRate" required="N"/> + <field name="OfferSpotRate" required="N"/> + <field name="BidForwardPoints" required="N"/> + <field name="OfferForwardPoints" required="N"/> + <field name="TransactTime" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="OrdType" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="Currency" required="N"/> + </group> + </group> + </message> + <message name="QuoteCancel" msgtype="Z" msgcat="app"> + <field name="QuoteReqID" required="N"/> + <field name="QuoteID" required="Y"/> + <field name="QuoteCancelType" required="Y"/> + <field name="QuoteResponseLevel" required="N"/> + <field name="TradingSessionID" required="N"/> + <group name="NoQuoteEntries" required="Y"> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="UnderlyingSymbol" required="N"/> + </group> + </message> + <message name="QuoteStatusRequest" msgtype="a" msgcat="app"> + <field name="QuoteID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="N"/> + <field name="TradingSessionID" required="N"/> + </message> + <message name="QuoteAcknowledgement" msgtype="b" msgcat="app"> + <field name="QuoteReqID" required="N"/> + <field name="QuoteID" required="N"/> + <field name="QuoteAckStatus" required="Y"/> + <field name="QuoteRejectReason" required="N"/> + <field name="QuoteResponseLevel" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="Text" required="N"/> + <group name="NoQuoteSets" required="N"> + <field name="QuoteSetID" required="N"/> + <field name="UnderlyingSymbol" required="N"/> + <field name="UnderlyingSymbolSfx" required="N"/> + <field name="UnderlyingSecurityID" required="N"/> + <field name="UnderlyingIDSource" required="N"/> + <field name="UnderlyingSecurityType" required="N"/> + <field name="UnderlyingMaturityMonthYear" required="N"/> + <field name="UnderlyingMaturityDay" required="N"/> + <field name="UnderlyingPutOrCall" required="N"/> + <field name="UnderlyingStrikePrice" required="N"/> + <field name="UnderlyingOptAttribute" required="N"/> + <field name="UnderlyingContractMultiplier" required="N"/> + <field name="UnderlyingCouponRate" required="N"/> + <field name="UnderlyingSecurityExchange" required="N"/> + <field name="UnderlyingIssuer" required="N"/> + <field name="EncodedUnderlyingIssuerLen" required="N"/> + <field name="EncodedUnderlyingIssuer" required="N"/> + <field name="UnderlyingSecurityDesc" required="N"/> + <field name="EncodedUnderlyingSecurityDescLen" required="N"/> + <field name="EncodedUnderlyingSecurityDesc" required="N"/> + <field name="TotQuoteEntries" required="N"/> + <group name="NoQuoteEntries" required="N"> + <field name="QuoteEntryID" required="N"/> + <field name="Symbol" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="QuoteEntryRejectReason" required="N"/> + </group> + </group> + </message> + <message name="MarketDataRequest" msgtype="V" msgcat="app"> + <field name="MDReqID" required="Y"/> + <field name="SubscriptionRequestType" required="Y"/> + <field name="MarketDepth" required="Y"/> + <field name="MDUpdateType" required="N"/> + <field name="AggregatedBook" required="N"/> + <group name="NoMDEntryTypes" required="Y"> + <field name="MDEntryType" required="Y"/> + </group> + <group name="NoRelatedSym" required="Y"> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="TradingSessionID" required="N"/> + </group> + </message> + <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app"> + <field name="MDReqID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="FinancialStatus" required="N"/> + <field name="CorporateAction" required="N"/> + <field name="TotalVolumeTraded" required="N"/> + <group name="NoMDEntries" required="Y"> + <field name="MDEntryType" required="Y"/> + <field name="MDEntryPx" required="Y"/> + <field name="Currency" required="N"/> + <field name="MDEntrySize" required="N"/> + <field name="MDEntryDate" required="N"/> + <field name="MDEntryTime" required="N"/> + <field name="TickDirection" required="N"/> + <field name="MDMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="QuoteCondition" required="N"/> + <field name="TradeCondition" required="N"/> + <field name="MDEntryOriginator" required="N"/> + <field name="LocationID" required="N"/> + <field name="DeskID" required="N"/> + <field name="OpenCloseSettleFlag" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="MinQty" required="N"/> + <field name="ExecInst" required="N"/> + <field name="SellerDays" required="N"/> + <field name="OrderID" required="N"/> + <field name="QuoteEntryID" required="N"/> + <field name="MDEntryBuyer" required="N"/> + <field name="MDEntrySeller" required="N"/> + <field name="NumberOfOrders" required="N"/> + <field name="MDEntryPositionNo" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </group> + </message> + <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app"> + <field name="MDReqID" required="N"/> + <group name="NoMDEntries" required="Y"> + <field name="MDUpdateAction" required="Y"/> + <field name="DeleteReason" required="N"/> + <field name="MDEntryType" required="N"/> + <field name="MDEntryID" required="N"/> + <field name="MDEntryRefID" required="N"/> + <field name="Symbol" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="FinancialStatus" required="N"/> + <field name="CorporateAction" required="N"/> + <field name="MDEntryPx" required="N"/> + <field name="Currency" required="N"/> + <field name="MDEntrySize" required="N"/> + <field name="MDEntryDate" required="N"/> + <field name="MDEntryTime" required="N"/> + <field name="TickDirection" required="N"/> + <field name="MDMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="QuoteCondition" required="N"/> + <field name="TradeCondition" required="N"/> + <field name="MDEntryOriginator" required="N"/> + <field name="LocationID" required="N"/> + <field name="DeskID" required="N"/> + <field name="OpenCloseSettleFlag" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="MinQty" required="N"/> + <field name="ExecInst" required="N"/> + <field name="SellerDays" required="N"/> + <field name="OrderID" required="N"/> + <field name="QuoteEntryID" required="N"/> + <field name="MDEntryBuyer" required="N"/> + <field name="MDEntrySeller" required="N"/> + <field name="NumberOfOrders" required="N"/> + <field name="MDEntryPositionNo" required="N"/> + <field name="TotalVolumeTraded" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </group> + </message> + <message name="MarketDataRequestReject" msgtype="Y" msgcat="app"> + <field name="MDReqID" required="Y"/> + <field name="MDReqRejReason" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app"> + <field name="SecurityReqID" required="Y"/> + <field name="SecurityRequestType" required="Y"/> + <field name="Symbol" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Currency" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="TradingSessionID" required="N"/> + <group name="NoRelatedSym" required="N"> + <field name="UnderlyingSymbol" required="N"/> + <field name="UnderlyingSymbolSfx" required="N"/> + <field name="UnderlyingSecurityID" required="N"/> + <field name="UnderlyingIDSource" required="N"/> + <field name="UnderlyingSecurityType" required="N"/> + <field name="UnderlyingMaturityMonthYear" required="N"/> + <field name="UnderlyingMaturityDay" required="N"/> + <field name="UnderlyingPutOrCall" required="N"/> + <field name="UnderlyingStrikePrice" required="N"/> + <field name="UnderlyingOptAttribute" required="N"/> + <field name="UnderlyingContractMultiplier" required="N"/> + <field name="UnderlyingCouponRate" required="N"/> + <field name="UnderlyingSecurityExchange" required="N"/> + <field name="UnderlyingIssuer" required="N"/> + <field name="EncodedUnderlyingIssuerLen" required="N"/> + <field name="EncodedUnderlyingIssuer" required="N"/> + <field name="UnderlyingSecurityDesc" required="N"/> + <field name="EncodedUnderlyingSecurityDescLen" required="N"/> + <field name="EncodedUnderlyingSecurityDesc" required="N"/> + <field name="RatioQty" required="N"/> + <field name="Side" required="N"/> + <field name="UnderlyingCurrency" required="N"/> + </group> + </message> + <message name="SecurityDefinition" msgtype="d" msgcat="app"> + <field name="SecurityReqID" required="Y"/> + <field name="SecurityResponseID" required="Y"/> + <field name="SecurityResponseType" required="N"/> + <field name="TotalNumSecurities" required="Y"/> + <field name="Symbol" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Currency" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <group name="NoRelatedSym" required="N"> + <field name="UnderlyingSymbol" required="N"/> + <field name="UnderlyingSymbolSfx" required="N"/> + <field name="UnderlyingSecurityID" required="N"/> + <field name="UnderlyingIDSource" required="N"/> + <field name="UnderlyingSecurityType" required="N"/> + <field name="UnderlyingMaturityMonthYear" required="N"/> + <field name="UnderlyingMaturityDay" required="N"/> + <field name="UnderlyingPutOrCall" required="N"/> + <field name="UnderlyingStrikePrice" required="N"/> + <field name="UnderlyingOptAttribute" required="N"/> + <field name="UnderlyingContractMultiplier" required="N"/> + <field name="UnderlyingCouponRate" required="N"/> + <field name="UnderlyingSecurityExchange" required="N"/> + <field name="UnderlyingIssuer" required="N"/> + <field name="EncodedUnderlyingIssuerLen" required="N"/> + <field name="EncodedUnderlyingIssuer" required="N"/> + <field name="UnderlyingSecurityDesc" required="N"/> + <field name="EncodedUnderlyingSecurityDescLen" required="N"/> + <field name="EncodedUnderlyingSecurityDesc" required="N"/> + <field name="RatioQty" required="N"/> + <field name="Side" required="N"/> + <field name="UnderlyingCurrency" required="N"/> + </group> + </message> + <message name="SecurityStatusRequest" msgtype="e" msgcat="app"> + <field name="SecurityStatusReqID" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Currency" required="N"/> + <field name="SubscriptionRequestType" required="Y"/> + <field name="TradingSessionID" required="N"/> + </message> + <message name="SecurityStatus" msgtype="f" msgcat="app"> + <field name="SecurityStatusReqID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Currency" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="UnsolicitedIndicator" required="N"/> + <field name="SecurityTradingStatus" required="N"/> + <field name="FinancialStatus" required="N"/> + <field name="CorporateAction" required="N"/> + <field name="HaltReason" required="N"/> + <field name="InViewOfCommon" required="N"/> + <field name="DueToRelated" required="N"/> + <field name="BuyVolume" required="N"/> + <field name="SellVolume" required="N"/> + <field name="HighPx" required="N"/> + <field name="LowPx" required="N"/> + <field name="LastPx" required="N"/> + <field name="TransactTime" required="N"/> + <field name="Adjustment" required="N"/> + </message> + <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app"> + <field name="TradSesReqID" required="Y"/> + <field name="TradingSessionID" required="N"/> + <field name="TradSesMethod" required="N"/> + <field name="TradSesMode" required="N"/> + <field name="SubscriptionRequestType" required="Y"/> + </message> + <message name="TradingSessionStatus" msgtype="h" msgcat="app"> + <field name="TradSesReqID" required="N"/> + <field name="TradingSessionID" required="Y"/> + <field name="TradSesMethod" required="N"/> + <field name="TradSesMode" required="N"/> + <field name="UnsolicitedIndicator" required="N"/> + <field name="TradSesStatus" required="Y"/> + <field name="TradSesStartTime" required="N"/> + <field name="TradSesOpenTime" required="N"/> + <field name="TradSesPreCloseTime" required="N"/> + <field name="TradSesCloseTime" required="N"/> + <field name="TradSesEndTime" required="N"/> + <field name="TotalVolumeTraded" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="NewOrderSingle" msgtype="D" msgcat="app"> + <field name="ClOrdID" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Account" required="N"/> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N"/> + <field name="AllocShares" required="N"/> + </group> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="Y"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N"/> + </group> + <field name="ProcessCode" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="Side" required="Y"/> + <field name="LocateReqd" required="N"/> + <field name="TransactTime" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="OrdType" required="Y"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="Currency" required="N"/> + <field name="ComplianceID" required="N"/> + <field name="SolicitedFlag" required="N"/> + <field name="IOIid" required="N"/> + <field name="QuoteID" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="EffectiveTime" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="GTBookingInst" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="OpenClose" required="N"/> + <field name="CoveredOrUncovered" required="N"/> + <field name="CustomerOrFirm" required="N"/> + <field name="MaxShow" required="N"/> + <field name="PegDifference" required="N"/> + <field name="DiscretionInst" required="N"/> + <field name="DiscretionOffset" required="N"/> + <field name="ClearingFirm" required="N"/> + <field name="ClearingAccount" required="N"/> + </message> + <message name="ExecutionReport" msgtype="8" msgcat="app"> + <field name="OrderID" required="Y"/> + <field name="SecondaryOrderID" required="N"/> + <field name="ClOrdID" required="N"/> + <field name="OrigClOrdID" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <group name="NoContraBrokers" required="N"> + <field name="ContraBroker" required="N"/> + <field name="ContraTrader" required="N"/> + <field name="ContraTradeQty" required="N"/> + <field name="ContraTradeTime" required="N"/> + </group> + <field name="ListID" required="N"/> + <field name="ExecID" required="Y"/> + <field name="ExecTransType" required="Y"/> + <field name="ExecRefID" required="N"/> + <field name="ExecType" required="Y"/> + <field name="OrdStatus" required="Y"/> + <field name="OrdRejReason" required="N"/> + <field name="ExecRestatementReason" required="N"/> + <field name="Account" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="OrdType" required="N"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="PegDifference" required="N"/> + <field name="DiscretionInst" required="N"/> + <field name="DiscretionOffset" required="N"/> + <field name="Currency" required="N"/> + <field name="ComplianceID" required="N"/> + <field name="SolicitedFlag" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="EffectiveTime" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="ExecInst" required="N"/> + <field name="Rule80A" required="N"/> + <field name="LastShares" required="N"/> + <field name="LastPx" required="N"/> + <field name="LastSpotRate" required="N"/> + <field name="LastForwardPoints" required="N"/> + <field name="LastMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="LastCapacity" required="N"/> + <field name="LeavesQty" required="Y"/> + <field name="CumQty" required="Y"/> + <field name="AvgPx" required="Y"/> + <field name="DayOrderQty" required="N"/> + <field name="DayCumQty" required="N"/> + <field name="DayAvgPx" required="N"/> + <field name="GTBookingInst" required="N"/> + <field name="TradeDate" required="N"/> + <field name="TransactTime" required="N"/> + <field name="ReportToExch" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="GrossTradeAmt" required="N"/> + <field name="SettlCurrAmt" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="SettlCurrFxRate" required="N"/> + <field name="SettlCurrFxRateCalc" required="N"/> + <field name="HandlInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="OpenClose" required="N"/> + <field name="MaxShow" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="ClearingFirm" required="N"/> + <field name="ClearingAccount" required="N"/> + <field name="MultiLegReportingType" required="N"/> + </message> + <message name="DontKnowTrade" msgtype="Q" msgcat="app"> + <field name="OrderID" required="Y"/> + <field name="ExecID" required="Y"/> + <field name="DKReason" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="LastShares" required="N"/> + <field name="LastPx" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app"> + <field name="OrderID" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="OrigClOrdID" required="Y"/> + <field name="ClOrdID" required="Y"/> + <field name="ListID" required="N"/> + <field name="Account" required="N"/> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N"/> + <field name="AllocShares" required="N"/> + </group> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="Y"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N"/> + </group> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="TransactTime" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="OrdType" required="Y"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="PegDifference" required="N"/> + <field name="DiscretionInst" required="N"/> + <field name="DiscretionOffset" required="N"/> + <field name="ComplianceID" required="N"/> + <field name="SolicitedFlag" required="N"/> + <field name="Currency" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="EffectiveTime" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="GTBookingInst" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="OpenClose" required="N"/> + <field name="CoveredOrUncovered" required="N"/> + <field name="CustomerOrFirm" required="N"/> + <field name="MaxShow" required="N"/> + <field name="LocateReqd" required="N"/> + <field name="ClearingFirm" required="N"/> + <field name="ClearingAccount" required="N"/> + </message> + <message name="OrderCancelRequest" msgtype="F" msgcat="app"> + <field name="OrigClOrdID" required="Y"/> + <field name="OrderID" required="N"/> + <field name="ClOrdID" required="Y"/> + <field name="ListID" required="N"/> + <field name="Account" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="TransactTime" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="ComplianceID" required="N"/> + <field name="SolicitedFlag" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="OrderCancelReject" msgtype="9" msgcat="app"> + <field name="OrderID" required="Y"/> + <field name="SecondaryOrderID" required="N"/> + <field name="ClOrdID" required="Y"/> + <field name="OrigClOrdID" required="Y"/> + <field name="OrdStatus" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="ListID" required="N"/> + <field name="Account" required="N"/> + <field name="TransactTime" required="N"/> + <field name="CxlRejResponseTo" required="Y"/> + <field name="CxlRejReason" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="OrderStatusRequest" msgtype="H" msgcat="app"> + <field name="OrderID" required="N"/> + <field name="ClOrdID" required="Y"/> + <field name="ClientID" required="N"/> + <field name="Account" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + </message> + <message name="Allocation" msgtype="J" msgcat="app"> + <field name="AllocID" required="Y"/> + <field name="AllocTransType" required="Y"/> + <field name="RefAllocID" required="N"/> + <field name="AllocLinkID" required="N"/> + <field name="AllocLinkType" required="N"/> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y"/> + <field name="OrderID" required="N"/> + <field name="SecondaryOrderID" required="N"/> + <field name="ListID" required="N"/> + <field name="WaveNo" required="N"/> + </group> + <group name="NoExecs" required="N"> + <field name="LastShares" required="N"/> + <field name="ExecID" required="N"/> + <field name="LastPx" required="N"/> + <field name="LastCapacity" required="N"/> + </group> + <field name="Side" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Shares" required="Y"/> + <field name="LastMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="AvgPx" required="Y"/> + <field name="Currency" required="N"/> + <field name="AvgPrxPrecision" required="N"/> + <field name="TradeDate" required="Y"/> + <field name="TransactTime" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="GrossTradeAmt" required="N"/> + <field name="NetMoney" required="N"/> + <field name="OpenClose" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="NumDaysInterest" required="N"/> + <field name="AccruedInterestRate" required="N"/> + <group name="NoAllocs" required="Y"> + <field name="AllocAccount" required="Y"/> + <field name="AllocPrice" required="N"/> + <field name="AllocShares" required="Y"/> + <field name="ProcessCode" required="N"/> + <field name="BrokerOfCredit" required="N"/> + <field name="NotifyBrokerOfCredit" required="N"/> + <field name="AllocHandlInst" required="N"/> + <field name="AllocText" required="N"/> + <field name="EncodedAllocTextLen" required="N"/> + <field name="EncodedAllocText" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="ClientID" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="AllocAvgPx" required="N"/> + <field name="AllocNetMoney" required="N"/> + <field name="SettlCurrAmt" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="SettlCurrFxRate" required="N"/> + <field name="SettlCurrFxRateCalc" required="N"/> + <field name="AccruedInterestAmt" required="N"/> + <field name="SettlInstMode" required="N"/> + <group name="NoMiscFees" required="N"> + <field name="MiscFeeAmt" required="N"/> + <field name="MiscFeeCurr" required="N"/> + <field name="MiscFeeType" required="N"/> + </group> + </group> + </message> + <message name="AllocationACK" msgtype="P" msgcat="app"> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="AllocID" required="Y"/> + <field name="TradeDate" required="Y"/> + <field name="TransactTime" required="N"/> + <field name="AllocStatus" required="Y"/> + <field name="AllocRejCode" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="SettlementInstructions" msgtype="T" msgcat="app"> + <field name="SettlInstID" required="Y"/> + <field name="SettlInstTransType" required="Y"/> + <field name="SettlInstRefID" required="Y"/> + <field name="SettlInstMode" required="Y"/> + <field name="SettlInstSource" required="Y"/> + <field name="AllocAccount" required="Y"/> + <field name="SettlLocation" required="N"/> + <field name="TradeDate" required="N"/> + <field name="AllocID" required="N"/> + <field name="LastMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="Side" required="N"/> + <field name="SecurityType" required="N"/> + <field name="EffectiveTime" required="N"/> + <field name="TransactTime" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="StandInstDbType" required="N"/> + <field name="StandInstDbName" required="N"/> + <field name="StandInstDbID" required="N"/> + <field name="SettlDeliveryType" required="N"/> + <field name="SettlDepositoryCode" required="N"/> + <field name="SettlBrkrCode" required="N"/> + <field name="SettlInstCode" required="N"/> + <field name="SecuritySettlAgentName" required="N"/> + <field name="SecuritySettlAgentCode" required="N"/> + <field name="SecuritySettlAgentAcctNum" required="N"/> + <field name="SecuritySettlAgentAcctName" required="N"/> + <field name="SecuritySettlAgentContactName" required="N"/> + <field name="SecuritySettlAgentContactPhone" required="N"/> + <field name="CashSettlAgentName" required="N"/> + <field name="CashSettlAgentCode" required="N"/> + <field name="CashSettlAgentAcctNum" required="N"/> + <field name="CashSettlAgentAcctName" required="N"/> + <field name="CashSettlAgentContactName" required="N"/> + <field name="CashSettlAgentContactPhone" required="N"/> + </message> + <message name="BidRequest" msgtype="k" msgcat="app"> + <field name="BidID" required="N" /> + <field name="ClientBidID" required="Y" /> + <field name="BidRequestTransType" required="Y" /> + <field name="ListName" required="N" /> + <field name="TotalNumSecurities" required="Y" /> + <field name="BidType" required="Y" /> + <field name="NumTickets" required="N" /> + <field name="Currency" required="N" /> + <field name="SideValue1" required="N" /> + <field name="SideValue2" required="N" /> + <group name="NoBidDescriptors" required="N"> + <field name="BidDescriptorType" required="N" /> + <field name="BidDescriptor" required="N" /> + <field name="SideValueInd" required="N" /> + <field name="LiquidityValue" required="N" /> + <field name="LiquidityNumSecurities" required="N" /> + <field name="LiquidityPctLow" required="N" /> + <field name="LiquidityPctHigh" required="N" /> + <field name="EFPTrackingError" required="N" /> + <field name="FairValue" required="N" /> + <field name="OutsideIndexPct" required="N" /> + <field name="ValueOfFutures" required="N" /> + </group> + <group name="NoBidComponents" required="N"> + <field name="ListID" required="N" /> + <field name="Side" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="NetGrossInd" required="N" /> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="Account" required="N" /> + </group> + <field name="LiquidityIndType" required="N" /> + <field name="WtAverageLiquidity" required="N" /> + <field name="ExchangeForPhysical" required="N" /> + <field name="OutMainCntryUIndex" required="N" /> + <field name="CrossPercent" required="N" /> + <field name="ProgRptReqs" required="N" /> + <field name="ProgPeriodInterval" required="N" /> + <field name="IncTaxInd" required="N" /> + <field name="ForexReq" required="N" /> + <field name="NumBidders" required="N" /> + <field name="TradeDate" required="N" /> + <field name="TradeType" required="Y" /> + <field name="BasisPxType" required="Y" /> + <field name="StrikeTime" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </message> + <message name="BidResponse" msgtype="l" msgcat="app"> + <field name="BidID" required="N" /> + <field name="ClientBidID" required="N" /> + <group name="NoBidComponents" required="Y"> + <field name="Commission" required="Y" /> + <field name="CommType" required="Y" /> + <field name="ListID" required="N" /> + <field name="Country" required="N" /> + <field name="Side" required="N" /> + <field name="Price" required="N" /> + <field name="PriceType" required="N" /> + <field name="FairValue" required="N" /> + <field name="NetGrossInd" required="N" /> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </group> + </message> + <message name="NewOrderList" msgtype="E" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="BidID" required="N"/> + <field name="ClientBidID" required="N"/> + <field name="ProgRptReqs" required="N"/> + <field name="BidType" required="Y"/> + <field name="ProgPeriodInterval" required="N"/> + <field name="ListExecInstType" required="N"/> + <field name="ListExecInst" required="N"/> + <field name="EncodedListExecInstLen" required="N"/> + <field name="EncodedListExecInst" required="N"/> + <field name="TotNoOrders" required="Y"/> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y"/> + <field name="ListSeqNo" required="Y"/> + <field name="SettlInstMode" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Account" required="N"/> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N"/> + <field name="AllocShares" required="N"/> + </group> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="N"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N"/> + </group> + <field name="ProcessCode" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="Side" required="Y"/> + <field name="SideValueInd" required="N"/> + <field name="LocateReqd" required="N"/> + <field name="TransactTime" required="N"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="OrdType" required="N"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="Currency" required="N"/> + <field name="ComplianceID" required="N"/> + <field name="SolicitedFlag" required="N"/> + <field name="IOIid" required="N"/> + <field name="QuoteID" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="EffectiveTime" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="GTBookingInst" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="OpenClose" required="N"/> + <field name="CoveredOrUncovered" required="N"/> + <field name="CustomerOrFirm" required="N"/> + <field name="MaxShow" required="N"/> + <field name="PegDifference" required="N"/> + <field name="DiscretionInst" required="N"/> + <field name="DiscretionOffset" required="N"/> + <field name="ClearingFirm" required="N"/> + <field name="ClearingAccount" required="N"/> + </group> + </message> + <message name="ListStrikePrice" msgtype="m" msgcat="app"> + <field name="ListID" required="Y" /> + <field name="TotNoStrikes" required="Y" /> + <group name="NoStrikes" required="Y"> + <field name="Symbol" required="Y" /> + <field name="SymbolSfx" required="N" /> + <field name="SecurityID" required="N" /> + <field name="IDSource" required="N" /> + <field name="SecurityType" required="N" /> + <field name="MaturityMonthYear" required="N" /> + <field name="MaturityDay" required="N" /> + <field name="PutOrCall" required="N" /> + <field name="StrikePrice" required="N" /> + <field name="OptAttribute" required="N" /> + <field name="ContractMultiplier" required="N" /> + <field name="CouponRate" required="N" /> + <field name="SecurityExchange" required="N" /> + <field name="Issuer" required="N" /> + <field name="EncodedIssuerLen" required="N" /> + <field name="EncodedIssuer" required="N" /> + <field name="SecurityDesc" required="N" /> + <field name="EncodedSecurityDescLen" required="N" /> + <field name="EncodedSecurityDesc" required="N" /> + <field name="PrevClosePx" required="N" /> + <field name="ClOrdID" required="N" /> + <field name="Side" required="N" /> + <field name="Price" required="Y" /> + <field name="Currency" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </group> + </message> + <message name="ListStatus" msgtype="N" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="ListStatusType" required="Y"/> + <field name="NoRpts" required="Y"/> + <field name="ListOrderStatus" required="Y"/> + <field name="RptSeq" required="Y"/> + <field name="ListStatusText" required="N"/> + <field name="EncodedListStatusTextLen" required="N"/> + <field name="EncodedListStatusText" required="N"/> + <field name="TransactTime" required="N"/> + <field name="TotNoOrders" required="Y"/> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y"/> + <field name="CumQty" required="Y"/> + <field name="OrdStatus" required="Y"/> + <field name="LeavesQty" required="Y"/> + <field name="CxlQty" required="Y"/> + <field name="AvgPx" required="Y"/> + <field name="OrdRejReason" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </group> + </message> + <message name="ListExecute" msgtype="L" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="ClientBidID" required="N"/> + <field name="BidID" required="N"/> + <field name="TransactTime" required="Y"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="ListCancelRequest" msgtype="K" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="TransactTime" required="Y"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="ListStatusRequest" msgtype="M" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="BusinessMessageReject" msgtype="j" msgcat="app"> + <field name="RefSeqNum" required="N"/> + <field name="RefMsgType" required="Y"/> + <field name="BusinessRejectRefID" required="N"/> + <field name="BusinessRejectReason" required="Y"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + </messages> + <fields> + <field number="1" name="Account" type="STRING"/> + <field number="2" name="AdvId" type="STRING"/> + <field number="3" name="AdvRefID" type="STRING"/> + <field number="4" name="AdvSide" type="CHAR"> + <value enum="B" description="BUY"/> + <value enum="S" description="SELL"/> + <value enum="X" description="CROSS"/> + <value enum="T" description="TRADE"/> + </field> + <field number="5" name="AdvTransType" type="STRING"> + <value enum="N" description="NEW"/> + <value enum="C" description="CANCEL"/> + <value enum="R" description="REPLACE"/> + </field> + <field number="6" name="AvgPx" type="PRICE"/> + <field number="7" name="BeginSeqNo" type="INT"/> + <field number="8" name="BeginString" type="STRING"/> + <field number="9" name="BodyLength" type="INT"/> + <field number="10" name="CheckSum" type="STRING"/> + <field number="11" name="ClOrdID" type="STRING"/> + <field number="12" name="Commission" type="AMT"/> + <field number="13" name="CommType" type="CHAR"> + <value enum="1" description="PER_SHARE"/> + <value enum="2" description="PERCENTAGE"/> + <value enum="3" description="ABSOLUTE"/> + </field> + <field number="14" name="CumQty" type="QTY"/> + <field number="15" name="Currency" type="CURRENCY"/> + <field number="16" name="EndSeqNo" type="INT"/> + <field number="17" name="ExecID" type="STRING"/> + <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING"> + <value enum="1" description="NOT_HELD"/> + <value enum="2" description="WORK"/> + <value enum="3" description="GO_ALONG"/> + <value enum="4" description="OVER_THE_DAY"/> + <value enum="5" description="HELD"/> + <value enum="6" description="PARTICIPATE_DONT_INITIATE"/> + <value enum="7" description="STRICT_SCALE"/> + <value enum="8" description="TRY_TO_SCALE"/> + <value enum="9" description="STAY_ON_BIDSIDE"/> + <value enum="0" description="STAY_ON_OFFERSIDE"/> + <value enum="A" description="NO_CROSS"/> + <value enum="B" description="OK_TO_CROSS"/> + <value enum="C" description="CALL_FIRST"/> + <value enum="D" description="PERCENT_OF_VOLUME"/> + <value enum="E" description="DO_NOT_INCREASE_DNI"/> + <value enum="F" description="DO_NOT_REDUCE_DNR"/> + <value enum="G" description="ALL_OR_NONE_AON"/> + <value enum="I" description="INSTITUTIONS_ONLY"/> + <value enum="L" description="LAST_PEG"/> + <value enum="M" description="MIDPRICE_PEG"/> + <value enum="N" description="NONNEGOTIABLE"/> + <value enum="O" description="OPENING_PEG"/> + <value enum="P" description="MARKET_PEG"/> + <value enum="R" description="PRIMARY_PEG"/> + <value enum="S" description="SUSPEND"/> + <value enum="T" description="FIXED_PEG"/> + <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/> + <value enum="V" description="NETTING"/> + <value enum="W" description="PEG_TO_VWAP"/> + </field> + <field number="19" name="ExecRefID" type="STRING"/> + <field number="20" name="ExecTransType" type="CHAR"> + <value enum="0" description="NEW"/> + <value enum="1" description="CANCEL"/> + <value enum="2" description="CORRECT"/> + <value enum="3" description="STATUS"/> + </field> + <field number="21" name="HandlInst" type="CHAR"> + <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/> + <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/> + <value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/> + </field> + <field number="22" name="IDSource" type="STRING"> + <value enum="1" description="CUSIP"/> + <value enum="2" description="SEDOL"/> + <value enum="3" description="QUIK"/> + <value enum="4" description="ISIN_NUMBER"/> + <value enum="5" description="RIC_CODE"/> + <value enum="6" description="ISO_CURRENCY_CODE"/> + <value enum="7" description="ISO_COUNTRY_CODE"/> + <value enum="8" description="EXCHANGE_SYMBOL"/> + <value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION"/> + </field> + <field number="23" name="IOIid" type="STRING"/> + <field number="24" name="IOIOthSvc" type="CHAR"/> + <field number="25" name="IOIQltyInd" type="CHAR"> + <value enum="L" description="LOW"/> + <value enum="M" description="MEDIUM"/> + <value enum="H" description="HIGH"/> + </field> + <field number="26" name="IOIRefID" type="STRING"/> + <field number="27" name="IOIShares" type="STRING"/> + <field number="28" name="IOITransType" type="CHAR"> + <value enum="N" description="NEW"/> + <value enum="C" description="CANCEL"/> + <value enum="R" description="REPLACE"/> + </field> + <field number="29" name="LastCapacity" type="CHAR"> + <value enum="1" description="AGENT"/> + <value enum="2" description="CROSS_AS_AGENT"/> + <value enum="3" description="CROSS_AS_PRINCIPAL"/> + <value enum="4" description="PRINCIPAL"/> + </field> + <field number="30" name="LastMkt" type="EXCHANGE"/> + <field number="31" name="LastPx" type="PRICE"/> + <field number="32" name="LastShares" type="QTY"/> + <field number="33" name="LinesOfText" type="INT"/> + <field number="34" name="MsgSeqNum" type="INT"/> + <field number="35" name="MsgType" type="STRING"/> + <field number="36" name="NewSeqNo" type="INT"/> + <field number="37" name="OrderID" type="STRING"/> + <field number="38" name="OrderQty" type="QTY"/> + <field number="39" name="OrdStatus" type="CHAR"> + <value enum="0" description="NEW"/> + <value enum="1" description="PARTIALLY_FILLED"/> + <value enum="2" description="FILLED"/> + <value enum="3" description="DONE_FOR_DAY"/> + <value enum="4" description="CANCELED"/> + <value enum="5" description="REPLACED"/> + <value enum="6" description="PENDING_CANCEL"/> + <value enum="7" description="STOPPED"/> + <value enum="8" description="REJECTED"/> + <value enum="9" description="SUSPENDED"/> + <value enum="A" description="PENDING_NEW"/> + <value enum="B" description="CALCULATED"/> + <value enum="C" description="EXPIRED"/> + <value enum="D" description="ACCEPTED_FOR_BIDDING"/> + <value enum="E" description="PENDING_REPLACE"/> + </field> + <field number="40" name="OrdType" type="CHAR"> + <value enum="1" description="MARKET"/> + <value enum="2" description="LIMIT"/> + <value enum="3" description="STOP"/> + <value enum="4" description="STOP_LIMIT"/> + <value enum="5" description="MARKET_ON_CLOSE"/> + <value enum="6" description="WITH_OR_WITHOUT"/> + <value enum="7" description="LIMIT_OR_BETTER"/> + <value enum="8" description="LIMIT_WITH_OR_WITHOUT"/> + <value enum="9" description="ON_BASIS"/> + <value enum="A" description="ON_CLOSE"/> + <value enum="B" description="LIMIT_ON_CLOSE"/> + <value enum="C" description="FOREX_MARKET"/> + <value enum="D" description="PREVIOUSLY_QUOTED"/> + <value enum="E" description="PREVIOUSLY_INDICATED"/> + <value enum="F" description="FOREX_LIMIT"/> + <value enum="G" description="FOREX_SWAP"/> + <value enum="H" description="FOREX_PREVIOUSLY_QUOTED"/> + <value enum="I" description="FUNARI"/> + <value enum="P" description="PEGGED"/> + </field> + <field number="41" name="OrigClOrdID" type="STRING"/> + <field number="42" name="OrigTime" type="UTCTIMESTAMP"/> + <field number="43" name="PossDupFlag" type="BOOLEAN"> + <value enum="Y" description="POSSIBLE_DUPLICATE"/> + <value enum="N" description="ORIGINAL_TRANSMISSION"/> + </field> + <field number="44" name="Price" type="PRICE"/> + <field number="45" name="RefSeqNum" type="INT"/> + <field number="46" name="RelatdSym" type="STRING"/> + <field number="47" name="Rule80A" type="CHAR"> + <value enum="A" description="AGENCY_SINGLE_ORDER"/> + <value enum="B" description="SHORT_EXEMPT_TRANSACTION_B"/> + <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/> + <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/> + <value enum="E" description="REGISTERED_EQUITY_MARKET_MAKER_TRADES"/> + <value enum="F" description="SHORT_EXEMPT_TRANSACTION_F"/> + <value enum="H" description="SHORT_EXEMPT_TRANSACTION_H"/> + <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/> + <value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/> + <value enum="L" description="SHORT_EXEMPT_AFFILIATED"/> + <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/> + <value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/> + <value enum="O" description="COMPETING_DEALER_TRADES_O"/> + <value enum="P" description="PRINCIPAL"/> + <value enum="R" description="COMPETING_DEALER_TRADES_R"/> + <value enum="S" description="SPECIALIST_TRADES"/> + <value enum="T" description="COMPETING_DEALER_TRADES_T"/> + <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/> + <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/> + <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED"/> + <value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/> + <value enum="Z" description="SHORT_EXEMPT_NONMEMBER"/> + </field> + <field number="48" name="SecurityID" type="STRING"/> + <field number="49" name="SenderCompID" type="STRING"/> + <field number="50" name="SenderSubID" type="STRING"/> + <field number="52" name="SendingTime" type="UTCTIMESTAMP"/> + <field number="53" name="Shares" type="QTY"/> + <field number="54" name="Side" type="CHAR"> + <value enum="1" description="BUY"/> + <value enum="2" description="SELL"/> + <value enum="3" description="BUY_MINUS"/> + <value enum="4" description="SELL_PLUS"/> + <value enum="5" description="SELL_SHORT"/> + <value enum="6" description="SELL_SHORT_EXEMPT"/> + <value enum="7" description="D"/> + <value enum="8" description="CROSS"/> + <value enum="9" description="CROSS_SHORT"/> + </field> + <field number="55" name="Symbol" type="STRING"/> + <field number="56" name="TargetCompID" type="STRING"/> + <field number="57" name="TargetSubID" type="STRING"/> + <field number="58" name="Text" type="STRING"/> + <field number="59" name="TimeInForce" type="CHAR"> + <value enum="0" description="DAY"/> + <value enum="1" description="GOOD_TILL_CANCEL"/> + <value enum="2" description="AT_THE_OPENING"/> + <value enum="3" description="IMMEDIATE_OR_CANCEL"/> + <value enum="4" description="FILL_OR_KILL"/> + <value enum="5" description="GOOD_TILL_CROSSING"/> + <value enum="6" description="GOOD_TILL_DATE"/> + </field> + <field number="60" name="TransactTime" type="UTCTIMESTAMP"/> + <field number="61" name="Urgency" type="CHAR"> + <value enum="0" description="NORMAL"/> + <value enum="1" description="FLASH"/> + <value enum="2" description="BACKGROUND"/> + </field> + <field number="62" name="ValidUntilTime" type="UTCTIMESTAMP"/> + <field number="63" name="SettlmntTyp" type="CHAR"> + <value enum="0" description="REGULAR"/> + <value enum="1" description="CASH"/> + <value enum="2" description="NEXT_DAY"/> + <value enum="3" description="TPLUS2"/> + <value enum="4" description="TPLUS3"/> + <value enum="5" description="TPLUS4"/> + <value enum="6" description="FUTURE"/> + <value enum="7" description="WHEN_ISSUED"/> + <value enum="8" description="SELLERS_OPTION"/> + <value enum="9" description="TPLUS5"/> + </field> + <field number="64" name="FutSettDate" type="LOCALMKTDATE"/> + <field number="65" name="SymbolSfx" type="STRING"/> + <field number="66" name="ListID" type="STRING"/> + <field number="67" name="ListSeqNo" type="INT"/> + <field number="68" name="TotNoOrders" type="INT"/> + <field number="69" name="ListExecInst" type="STRING"/> + <field number="70" name="AllocID" type="STRING"/> + <field number="71" name="AllocTransType" type="CHAR"> + <value enum="0" description="NEW"/> + <value enum="1" description="REPLACE"/> + <value enum="2" description="CANCEL"/> + <value enum="3" description="PRELIMINARY"/> + <value enum="4" description="CALCULATED"/> + <value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY"/> + </field> + <field number="72" name="RefAllocID" type="STRING"/> + <field number="73" name="NoOrders" type="INT"/> + <field number="74" name="AvgPrxPrecision" type="INT"/> + <field number="75" name="TradeDate" type="LOCALMKTDATE"/> + <field number="76" name="ExecBroker" type="STRING"/> + <field number="77" name="OpenClose" type="CHAR"> + <value enum="O" description="OPEN"/> + <value enum="C" description="CLOSE"/> + </field> + <field number="78" name="NoAllocs" type="INT"/> + <field number="79" name="AllocAccount" type="STRING"/> + <field number="80" name="AllocShares" type="QTY"/> + <field number="81" name="ProcessCode" type="CHAR"> + <value enum="0" description="REGULAR"/> + <value enum="1" description="SOFT_DOLLAR"/> + <value enum="2" description="STEPIN"/> + <value enum="3" description="STEPOUT"/> + <value enum="4" description="SOFTDOLLAR_STEPIN"/> + <value enum="5" description="SOFTDOLLAR_STEPOUT"/> + <value enum="6" description="PLAN_SPONSOR"/> + </field> + <field number="82" name="NoRpts" type="INT"/> + <field number="83" name="RptSeq" type="INT"/> + <field number="84" name="CxlQty" type="QTY"/> + <field number="85" name="NoDlvyInst" type="INT"/> + <field number="86" name="DlvyInst" type="STRING"/> + <field number="87" name="AllocStatus" type="INT"> + <value enum="0" description="ACCEPTED"/> + <value enum="1" description="REJECTED"/> + <value enum="2" description="PARTIAL_ACCEPT"/> + <value enum="3" description="RECEIVED"/> + </field> + <field number="88" name="AllocRejCode" type="INT"> + <value enum="0" description="UNKNOWN_ACCOUNT"/> + <value enum="1" description="INCORRECT_QUANTITY"/> + <value enum="2" description="INCORRECT_AVERAGE_PRICE"/> + <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/> + <value enum="4" description="COMMISSION_DIFFERENCE"/> + <value enum="5" description="UNKNOWN_ORDERID"/> + <value enum="6" description="UNKNOWN_LISTID"/> + <value enum="7" description="OTHER"/> + </field> + <field number="89" name="Signature" type="DATA"/> + <field number="90" name="SecureDataLen" type="INT"/> + <field number="91" name="SecureData" type="DATA"/> + <field number="92" name="BrokerOfCredit" type="STRING"/> + <field number="93" name="SignatureLength" type="INT"/> + <field number="94" name="EmailType" type="CHAR"> + <value enum="0" description="NEW"/> + <value enum="1" description="REPLY"/> + <value enum="2" description="ADMIN_REPLY"/> + </field> + <field number="95" name="RawDataLength" type="INT"/> + <field number="96" name="RawData" type="DATA"/> + <field number="97" name="PossResend" type="BOOLEAN"/> + <field number="98" name="EncryptMethod" type="INT"> + <value enum="0" description="NONE_OTHER"/> + <value enum="1" description="PKCS"/> + <value enum="2" description="DES"/> + <value enum="3" description="PKCSDES"/> + <value enum="4" description="PGPDES"/> + <value enum="5" description="PGPDESMD5"/> + <value enum="6" description="PEMDESMD5"/> + </field> + <field number="99" name="StopPx" type="PRICE"/> + <field number="100" name="ExDestination" type="EXCHANGE"/> + <field number="102" name="CxlRejReason" type="INT"> + <value enum="0" description="TOO_LATE_TO_CANCEL"/> + <value enum="1" description="UNKNOWN_ORDER"/> + <value enum="2" description="BROKER_OPTION"/> + <value enum="3" description="ALREADY_PENDING"/> + </field> + <field number="103" name="OrdRejReason" type="INT"> + <value enum="0" description="BROKER_OPTION"/> + <value enum="1" description="UNKNOWN_SYMBOL"/> + <value enum="2" description="EXCHANGE_CLOSED"/> + <value enum="3" description="ORDER_EXCEEDS_LIMIT"/> + <value enum="4" description="TOO_LATE_TO_ENTER"/> + <value enum="5" description="UNKNOWN_ORDER"/> + <value enum="6" description="DUPLICATE_ORDER"/> + <value enum="7" description="DUPLICATE_VERBALYES"/> + <value enum="8" description="STALE_ORDER"/> + </field> + <field number="104" name="IOIQualifier" type="CHAR"> + <value enum="A" description="ALL_OR_NONE"/> + <value enum="C" description="AT_THE_CLOSE"/> + <value enum="I" description="IN_TOUCH_WITH"/> + <value enum="L" description="LIMIT"/> + <value enum="M" description="MORE_BEHIND"/> + <value enum="O" description="AT_THE_OPEN"/> + <value enum="P" description="TAKING_A_POSITION"/> + <value enum="Q" description="AT_THE_MARKET"/> + <value enum="R" description="READY_TO_TRADE"/> + <value enum="S" description="PORTFOLIO_SHOWN"/> + <value enum="T" description="THROUGH_THE_DAY"/> + <value enum="V" description="VERSUS"/> + <value enum="W" description="INDICATION_WORKING_AWAY"/> + <value enum="X" description="CROSSING_OPPORTUNITY"/> + <value enum="Y" description="AT_THE_MIDPOINT"/> + <value enum="Z" description="PREOPEN"/> + </field> + <field number="105" name="WaveNo" type="STRING"/> + <field number="106" name="Issuer" type="STRING"/> + <field number="107" name="SecurityDesc" type="STRING"/> + <field number="108" name="HeartBtInt" type="INT"/> + <field number="109" name="ClientID" type="STRING"/> + <field number="110" name="MinQty" type="QTY"/> + <field number="111" name="MaxFloor" type="QTY"/> + <field number="112" name="TestReqID" type="STRING"/> + <field number="113" name="ReportToExch" type="BOOLEAN"> + <value enum="Y" description="YES"/> + <value enum="N" description="NO"/> + </field> + <field number="114" name="LocateReqd" type="BOOLEAN"> + <value enum="Y" description="YES"/> + <value enum="N" description="NO"/> + </field> + <field number="115" name="OnBehalfOfCompID" type="STRING"/> + <field number="116" name="OnBehalfOfSubID" type="STRING"/> + <field number="117" name="QuoteID" type="STRING"/> + <field number="118" name="NetMoney" type="AMT"/> + <field number="119" name="SettlCurrAmt" type="AMT"/> + <field number="120" name="SettlCurrency" type="CURRENCY"/> + <field number="121" name="ForexReq" type="BOOLEAN"> + <value enum="Y" description="YES"/> + <value enum="N" description="NO"/> + </field> + <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/> + <field number="123" name="GapFillFlag" type="BOOLEAN"> + <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/> + <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/> + </field> + <field number="124" name="NoExecs" type="INT"/> + <field number="125" name="CxlType" type="CHAR"/> + <field number="126" name="ExpireTime" type="UTCTIMESTAMP"/> + <field number="127" name="DKReason" type="CHAR"> + <value enum="A" description="UNKNOWN_SYMBOL"/> + <value enum="B" description="WRONG_SIDE"/> + <value enum="C" description="QUANTITY_EXCEEDS_ORDER"/> + <value enum="D" description="NO_MATCHING_ORDER"/> + <value enum="E" description="PRICE_EXCEEDS_LIMIT"/> + <value enum="Z" description="OTHER" /> + </field> + <field number="128" name="DeliverToCompID" type="STRING"/> + <field number="129" name="DeliverToSubID" type="STRING"/> + <field number="130" name="IOINaturalFlag" type="BOOLEAN"> + <value enum="Y" description="NATURAL"/> + <value enum="N" description="NOT_NATURAL"/> + </field> + <field number="131" name="QuoteReqID" type="STRING"/> + <field number="132" name="BidPx" type="PRICE"/> + <field number="133" name="OfferPx" type="PRICE"/> + <field number="134" name="BidSize" type="QTY"/> + <field number="135" name="OfferSize" type="QTY"/> + <field number="136" name="NoMiscFees" type="INT"/> + <field number="137" name="MiscFeeAmt" type="AMT"/> + <field number="138" name="MiscFeeCurr" type="CURRENCY"/> + <field number="139" name="MiscFeeType" type="CHAR"> + <value enum="1" description="REGULATORY"/> + <value enum="2" description="TAX"/> + <value enum="3" description="LOCAL_COMMISSION"/> + <value enum="4" description="EXCHANGE_FEES"/> + <value enum="5" description="STAMP"/> + <value enum="6" description="LEVY"/> + <value enum="7" description="OTHER"/> + <value enum="8" description="MARKUP"/> + <value enum="9" description="CONSUMPTION_TAX"/> + </field> + <field number="140" name="PrevClosePx" type="PRICE"/> + <field number="141" name="ResetSeqNumFlag" type="BOOLEAN"> + <value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/> + <value enum="N" description="NO"/> + </field> + <field number="142" name="SenderLocationID" type="STRING"/> + <field number="143" name="TargetLocationID" type="STRING"/> + <field number="144" name="OnBehalfOfLocationID" type="STRING"/> + <field number="145" name="DeliverToLocationID" type="STRING"/> + <field number="146" name="NoRelatedSym" type="INT"/> + <field number="147" name="Subject" type="STRING"/> + <field number="148" name="Headline" type="STRING"/> + <field number="149" name="URLLink" type="STRING"/> + <field number="150" name="ExecType" type="CHAR"> + <value enum="0" description="NEW"/> + <value enum="1" description="PARTIAL_FILL"/> + <value enum="2" description="FILL"/> + <value enum="3" description="DONE_FOR_DAY"/> + <value enum="4" description="CANCELED"/> + <value enum="5" description="REPLACE"/> + <value enum="6" description="PENDING_CANCEL"/> + <value enum="7" description="STOPPED"/> + <value enum="8" description="REJECTED"/> + <value enum="9" description="SUSPENDED"/> + <value enum="A" description="PENDING_NEW"/> + <value enum="B" description="CALCULATED"/> + <value enum="C" description="EXPIRED"/> + <value enum="D" description="RESTATED"/> + <value enum="E" description="PENDING_REPLACE"/> + </field> + <field number="151" name="LeavesQty" type="QTY"/> + <field number="152" name="CashOrderQty" type="QTY"/> + <field number="153" name="AllocAvgPx" type="PRICE"/> + <field number="154" name="AllocNetMoney" type="AMT"/> + <field number="155" name="SettlCurrFxRate" type="FLOAT"/> + <field number="156" name="SettlCurrFxRateCalc" type="CHAR"> + <value enum="M" description="MULTIPLY"/> + <value enum="D" description="DIVIDE"/> + </field> + <field number="157" name="NumDaysInterest" type="INT"/> + <field number="158" name="AccruedInterestRate" type="FLOAT"/> + <field number="159" name="AccruedInterestAmt" type="AMT"/> + <field number="160" name="SettlInstMode" type="CHAR"> + <value enum="0" description="DEFAULT"/> + <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED"/> + <value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING"/> + <value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING"/> + </field> + <field number="161" name="AllocText" type="STRING"/> + <field number="162" name="SettlInstID" type="STRING"/> + <field number="163" name="SettlInstTransType" type="CHAR"> + <value enum="N" description="NEW"/> + <value enum="C" description="CANCEL"/> + <value enum="R" description="REPLACE"/> + </field> + <field number="164" name="EmailThreadID" type="STRING"/> + <field number="165" name="SettlInstSource" type="CHAR"> + <value enum="1" description="BROKER"/> + <value enum="2" description="INSTITUTION"/> + </field> + <field number="166" name="SettlLocation" type="STRING"> + <value enum="CED" description="CEDEL"/> + <value enum="DTC" description="DEPOSITORY_TRUST_COMPANY"/> + <value enum="EUR" description="EUROCLEAR"/> + <value enum="FED" description="FEDERAL_BOOK_ENTRY"/> + <value enum="PNY" description="PHYSICAL"/> + <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY"/> + <value enum="ISO" description="LOCAL_MARKET_SETTLE_LOCATION"/> + </field> + <field number="167" name="SecurityType" type="STRING"> + <value enum="BA" description="BANKERS_ACCEPTANCE"/> + <value enum="CB" description="CONVERTIBLE_BOND"/> + <value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/> + <value enum="CMO" description="COLLATERALIZE_MORTGAGE_OBLIGATION"/> + <value enum="CORP" description="CORPORATE_BOND"/> + <value enum="CP" description="COMMERCIAL_PAPER"/> + <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/> + <value enum="CS" description="COMMON_STOCK"/> + <value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/> + <value enum="FHL" description="FEDERAL_HOME_LOAN"/> + <value enum="FN" description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"/> + <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/> + <value enum="FUT" description="FUTURE"/> + <value enum="GN" description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/> + <value enum="GOVT" description="TREASURIES_PLUS_AGENCY_DEBENTURE"/> + <value enum="MF" description="MUTUAL_FUND"/> + <value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/> + <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY"/> + <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/> + <value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/> + <value enum="MUNI" description="MUNICIPAL_BOND"/> + <value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/> + <value enum="OPT" description="OPTION"/> + <value enum="PS" description="PREFERRED_STOCK"/> + <value enum="RP" description="REPURCHASE_AGREEMENT"/> + <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/> + <value enum="SL" description="STUDENT_LOAN_MARKETING_ASSOCIATION"/> + <value enum="TD" description="TIME_DEPOSIT"/> + <value enum="USTB" description="US_TREASURY_BILL"/> + <value enum="WAR" description="WARRANT"/> + <value enum="ZOO" description="CATS_TIGERS"/> + </field> + <field number="168" name="EffectiveTime" type="UTCTIMESTAMP"/> + <field number="169" name="StandInstDbType" type="INT"> + <value enum="0" description="OTHER"/> + <value enum="1" description="DTC_SID"/> + <value enum="2" description="THOMSON_ALERT"/> + <value enum="3" description="A_GLOBAL_CUSTODIAN"/> + </field> + <field number="170" name="StandInstDbName" type="STRING"/> + <field number="171" name="StandInstDbID" type="STRING"/> + <field number="172" name="SettlDeliveryType" type="INT"/> + <field number="173" name="SettlDepositoryCode" type="STRING"/> + <field number="174" name="SettlBrkrCode" type="STRING"/> + <field number="175" name="SettlInstCode" type="STRING"/> + <field number="176" name="SecuritySettlAgentName" type="STRING"/> + <field number="177" name="SecuritySettlAgentCode" type="STRING"/> + <field number="178" name="SecuritySettlAgentAcctNum" type="STRING"/> + <field number="179" name="SecuritySettlAgentAcctName" type="STRING"/> + <field number="180" name="SecuritySettlAgentContactName" type="STRING"/> + <field number="181" name="SecuritySettlAgentContactPhone" type="STRING"/> + <field number="182" name="CashSettlAgentName" type="STRING"/> + <field number="183" name="CashSettlAgentCode" type="STRING"/> + <field number="184" name="CashSettlAgentAcctNum" type="STRING"/> + <field number="185" name="CashSettlAgentAcctName" type="STRING"/> + <field number="186" name="CashSettlAgentContactName" type="STRING"/> + <field number="187" name="CashSettlAgentContactPhone" type="STRING"/> + <field number="188" name="BidSpotRate" type="PRICE"/> + <field number="189" name="BidForwardPoints" type="PRICEOFFSET"/> + <field number="190" name="OfferSpotRate" type="PRICE"/> + <field number="191" name="OfferForwardPoints" type="PRICEOFFSET"/> + <field number="192" name="OrderQty2" type="QTY"/> + <field number="193" name="FutSettDate2" type="LOCALMKTDATE"/> + <field number="194" name="LastSpotRate" type="PRICE"/> + <field number="195" name="LastForwardPoints" type="PRICEOFFSET"/> + <field number="196" name="AllocLinkID" type="STRING"/> + <field number="197" name="AllocLinkType" type="INT"> + <value enum="0" description="FX_NETTING"/> + <value enum="1" description="FX_SWAP"/> + </field> + <field number="198" name="SecondaryOrderID" type="STRING"/> + <field number="199" name="NoIOIQualifiers" type="INT"/> + <field number="200" name="MaturityMonthYear" type="MONTHYEAR"/> + <field number="201" name="PutOrCall" type="INT"> + <value enum="0" description="PUT"/> + <value enum="1" description="CALL"/> + </field> + <field number="202" name="StrikePrice" type="PRICE"/> + <field number="203" name="CoveredOrUncovered" type="INT"> + <value enum="0" description="COVERED"/> + <value enum="1" description="UNCOVERED"/> + </field> + <field number="204" name="CustomerOrFirm" type="INT"> + <value enum="0" description="CUSTOMER"/> + <value enum="1" description="FIRM"/> + </field> + <field number="205" name="MaturityDay" type="DAYOFMONTH"/> + <field number="206" name="OptAttribute" type="CHAR"/> + <field number="207" name="SecurityExchange" type="EXCHANGE"/> + <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN"> + <value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED"/> + <value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED"/> + </field> + <field number="209" name="AllocHandlInst" type="INT"> + <value enum="1" description="MATCH"/> + <value enum="2" description="FORWARD"/> + <value enum="3" description="FORWARD_AND_MATCH"/> + </field> + <field number="210" name="MaxShow" type="QTY"/> + <field number="211" name="PegDifference" type="PRICEOFFSET"/> + <field number="212" name="XmlDataLen" type="INT"/> + <field number="213" name="XmlData" type="DATA"/> + <field number="214" name="SettlInstRefID" type="STRING"/> + <field number="215" name="NoRoutingIDs" type="INT"/> + <field number="216" name="RoutingType" type="INT"> + <value enum="1" description="TARGET_FIRM"/> + <value enum="2" description="TARGET_LIST"/> + <value enum="3" description="BLOCK_FIRM"/> + <value enum="4" description="BLOCK_LIST"/> + </field> + <field number="217" name="RoutingID" type="STRING"/> + <field number="218" name="SpreadToBenchmark" type="PRICEOFFSET"/> + <field number="219" name="Benchmark" type="CHAR"> + <value enum="1" description="CURVE"/> + <value enum="2" description="FIVEYR"/> + <value enum="3" description="OLD5"/> + <value enum="4" description="TENYR"/> + <value enum="5" description="OLD10"/> + <value enum="6" description="THIRTYYR"/> + <value enum="7" description="OLD30"/> + <value enum="8" description="THREEMOLIBOR"/> + <value enum="9" description="SIXMOLIBOR"/> + </field> + <field number="223" name="CouponRate" type="FLOAT"/> + <field number="231" name="ContractMultiplier" type="FLOAT"/> + <field number="262" name="MDReqID" type="STRING"/> + <field number="263" name="SubscriptionRequestType" type="CHAR"> + <value enum="0" description="SNAPSHOT"/> + <value enum="1" description="SNAPSHOT_PLUS_UPDATES"/> + <value enum="2" description="DISABLE_PREVIOUS"/> + </field> + <field number="264" name="MarketDepth" type="INT"> +<!-- + Temporarily commented out until we can handle + N>1 scenario + + <value enum="0" description="FULL_BOOK"/> + <value enum="1" description="TOP_OF_BOOK"/> +--> + </field> + <field number="265" name="MDUpdateType" type="INT"> + <value enum="0" description="FULL_REFRESH"/> + <value enum="1" description="INCREMENTAL_REFRESH"/> + </field> + <field number="266" name="AggregatedBook" type="BOOLEAN"> + <value enum="Y" description="ONE_BOOK_ENTRY_PER_SIDE_PER_PRICE"/> + <value enum="N" description="MULTIPLE_ENTRIES_PER_SIDE_PER_PRICE_ALLOWED"/> + </field> + <field number="267" name="NoMDEntryTypes" type="INT"/> + <field number="268" name="NoMDEntries" type="INT"/> + <field number="269" name="MDEntryType" type="CHAR"> + <value enum="0" description="BID"/> + <value enum="1" description="OFFER"/> + <value enum="2" description="TRADE"/> + <value enum="3" description="INDEX_VALUE"/> + <value enum="4" description="OPENING_PRICE"/> + <value enum="5" description="CLOSING_PRICE"/> + <value enum="6" description="SETTLEMENT_PRICE"/> + <value enum="7" description="TRADING_SESSION_HIGH_PRICE"/> + <value enum="8" description="TRADING_SESSION_LOW_PRICE"/> + <value enum="9" description="TRADING_SESSION_VWAP_PRICE"/> + </field> + <field number="270" name="MDEntryPx" type="PRICE"/> + <field number="271" name="MDEntrySize" type="QTY"/> + <field number="272" name="MDEntryDate" type="UTCDATE"/> + <field number="273" name="MDEntryTime" type="UTCTIMEONLY"/> + <field number="274" name="TickDirection" type="CHAR"> + <value enum="0" description="PLUS_TICK"/> + <value enum="1" description="ZEROPLUS_TICK"/> + <value enum="2" description="MINUS_TICK"/> + <value enum="3" description="ZEROMINUS_TICK"/> + </field> + <field number="275" name="MDMkt" type="EXCHANGE"/> + <field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING"> + <value enum="A" description="OPEN_ACTIVE"/> + <value enum="B" description="CLOSED_INACTIVE"/> + <value enum="C" description="EXCHANGE_BEST"/> + <value enum="D" description="CONSOLIDATED_BEST"/> + <value enum="E" description="LOCKED"/> + <value enum="F" description="CROSSED"/> + <value enum="G" description="DEPTH"/> + <value enum="H" description="FAST_TRADING"/> + <value enum="I" description="NONFIRM"/> + </field> + <field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING"> + <value enum="A" description="CASH"/> + <value enum="B" description="AVERAGE_PRICE_TRADE"/> + <value enum="C" description="CASH_TRADE"/> + <value enum="D" description="NEXT_DAY"/> + <value enum="E" description="OPENING_REOPENING_TRADE_DETAIL"/> + <value enum="F" description="INTRADAY_TRADE_DETAIL"/> + <value enum="G" description="RULE_127_TRADE"/> + <value enum="H" description="RULE_155_TRADE"/> + <value enum="I" description="SOLD_LAST"/> + <value enum="J" description="NEXT_DAY_TRADE"/> + <value enum="K" description="OPENED"/> + <value enum="L" description="SELLER"/> + <value enum="M" description="SOLD"/> + <value enum="N" description="STOPPED_STOCK"/> + </field> + <field number="278" name="MDEntryID" type="STRING"/> + <field number="279" name="MDUpdateAction" type="CHAR"> + <value enum="0" description="NEW"/> + <value enum="1" description="CHANGE"/> + <value enum="2" description="DELETE"/> + </field> + <field number="280" name="MDEntryRefID" type="STRING"/> + <field number="281" name="MDReqRejReason" type="CHAR"> + <value enum="0" description="UNKNOWN_SYMBOL"/> + <value enum="1" description="DUPLICATE_MDREQID"/> + <value enum="2" description="INSUFFICIENT_BANDWIDTH"/> + <value enum="3" description="INSUFFICIENT_PERMISSIONS"/> + <value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE"/> + <value enum="5" description="UNSUPPORTED_MARKETDEPTH"/> + <value enum="6" description="UNSUPPORTED_MDUPDATETYPE"/> + <value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK"/> + <value enum="8" description="UNSUPPORTED_MDENTRYTYPE"/> + </field> + <field number="282" name="MDEntryOriginator" type="STRING"/> + <field number="283" name="LocationID" type="STRING"/> + <field number="284" name="DeskID" type="STRING"/> + <field number="285" name="DeleteReason" type="CHAR"> + <value enum="0" description="CANCELATION_TRADE_BUST"/> + <value enum="1" description="ERROR"/> + </field> + <field number="286" name="OpenCloseSettleFlag" type="CHAR"> + <value enum="0" description="DAILY_OPEN_CLOSE__SETTLEMENT_PRICE"/> + <value enum="1" description="SESSION_OPEN_CLOSE__SETTLEMENT_PRICE"/> + <value enum="2" description="DELIVERY_SETTLEMENT_PRICE"/> + </field> + <field number="287" name="SellerDays" type="INT"/> + <field number="288" name="MDEntryBuyer" type="STRING"/> + <field number="289" name="MDEntrySeller" type="STRING"/> + <field number="290" name="MDEntryPositionNo" type="INT"/> + <field number="291" name="FinancialStatus" type="CHAR"> + <value enum="1" description="BANKRUPT"/> + </field> + <field number="292" name="CorporateAction" type="CHAR"> + <value enum="A" description="EXDIVIDEND"/> + <value enum="B" description="EXDISTRIBUTION"/> + <value enum="C" description="EXRIGHTS"/> + <value enum="D" description="NEW"/> + <value enum="E" description="EXINTEREST"/> + </field> + <field number="293" name="DefBidSize" type="QTY"/> + <field number="294" name="DefOfferSize" type="QTY"/> + <field number="295" name="NoQuoteEntries" type="INT"/> + <field number="296" name="NoQuoteSets" type="INT"/> + <field number="297" name="QuoteAckStatus" type="INT"/> + <field number="298" name="QuoteCancelType" type="INT"/> + <field number="299" name="QuoteEntryID" type="STRING"/> + <field number="300" name="QuoteRejectReason" type="INT"> + <value enum="1" description="UNKNOWN_SYMBOL"/> + <value enum="2" description="EXCHANGE"/> + <value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT"/> + <value enum="4" description="TOO_LATE_TO_ENTER"/> + <value enum="5" description="UNKNOWN_QUOTE"/> + <value enum="6" description="DUPLICATE_QUOTE_7"/> + <value enum="8" description="INVALID_PRICE"/> + <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/> + </field> + <field number="301" name="QuoteResponseLevel" type="INT"/> + <field number="302" name="QuoteSetID" type="STRING"/> + <field number="303" name="QuoteRequestType" type="INT"/> + <field number="304" name="TotQuoteEntries" type="INT"/> + <field number="305" name="UnderlyingIDSource" type="STRING"/> + <field number="306" name="UnderlyingIssuer" type="STRING"/> + <field number="307" name="UnderlyingSecurityDesc" type="STRING"/> + <field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE"/> + <field number="309" name="UnderlyingSecurityID" type="STRING"/> + <field number="310" name="UnderlyingSecurityType" type="STRING"/> + <field number="311" name="UnderlyingSymbol" type="STRING"/> + <field number="312" name="UnderlyingSymbolSfx" type="STRING"/> + <field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR"/> + <field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH"/> + <field number="315" name="UnderlyingPutOrCall" type="INT"/> + <field number="316" name="UnderlyingStrikePrice" type="PRICE"/> + <field number="317" name="UnderlyingOptAttribute" type="CHAR"/> + <field number="318" name="UnderlyingCurrency" type="CURRENCY"/> + <field number="319" name="RatioQty" type="QTY"/> + <field number="320" name="SecurityReqID" type="STRING"/> + <field number="321" name="SecurityRequestType" type="INT"> + <value enum="0" description="REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS"/> + <value enum="1" description="REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED"/> + <value enum="2" description="REQUEST_LIST_SECURITY_TYPES"/> + <value enum="3" description="REQUEST_LIST_SECURITIES"/> + </field> + <field number="322" name="SecurityResponseID" type="STRING"/> + <field number="323" name="SecurityResponseType" type="INT"> + <value enum="1" description="ACCEPT_SECURITY_PROPOSAL_AS_IS"/> + <value enum="2" description="ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE"/> + <value enum="3" description="LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST"/> + <value enum="4" description="LIST_OF_SECURITIES_RETURNED_PER_REQUEST"/> + <value enum="5" description="REJECT_SECURITY_PROPOSAL"/> + <value enum="6" description="CAN_NOT_MATCH_SELECTION_CRITERIA"/> + </field> + <field number="324" name="SecurityStatusReqID" type="STRING"/> + <field number="325" name="UnsolicitedIndicator" type="BOOLEAN"> + <value enum="Y" description="MESSAGE_IS_BEING_SENT_UNSOLICITED"/> + <value enum="N" description="MESSAGE_IS_BEING_SENT_AS_A_RESULT_OF_A_PRIOR_REQUEST"/> + </field> + <field number="326" name="SecurityTradingStatus" type="INT"> + <value enum="1" description="OPENING_DELAY"/> + <value enum="2" description="TRADING_HALT"/> + <value enum="3" description="RESUME"/> + <value enum="4" description="NO_OPENNO_RESUME"/> + <value enum="5" description="PRICE_INDICATION"/> + <value enum="6" description="TRADING_RANGE_INDICATION"/> + <value enum="7" description="MARKET_IMBALANCE_BUY"/> + <value enum="8" description="MARKET_IMBALANCE_SELL"/> + <value enum="9" description="MARKET_ON_CLOSE_IMBALANCE_BUY"/> + <value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL"/> + <value enum="11" description="NOT_ASSIGNED" /> + <value enum="12" description="NO_MARKET_IMBALANCE"/> + <value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE"/> + <value enum="14" description="ITS_PREOPENING"/> + <value enum="15" description="NEW_PRICE_INDICATION"/> + <value enum="16" description="TRADE_DISSEMINATION_TIME"/> + <value enum="17" description="READY_TO_TRADE"/> + <value enum="18" description="NOT_AVAILABLE_FOR_TRADING"/> + <value enum="19" description="NOT_TRADED_ON_THIS_MARKET"/> + <value enum="20" description="UNKNOWN_OR_INVALID"/> + </field> + <field number="327" name="HaltReason" type="CHAR"> + <value enum="I" description="ORDER_IMBALANCE"/> + <value enum="X" description="EQUIPMENT_CHANGEOVER"/> + <value enum="P" description="NEWS_PENDING"/> + <value enum="D" description="NEWS_DISSEMINATION"/> + <value enum="E" description="ORDER_INFLUX"/> + <value enum="M" description="ADDITIONAL_INFORMATION"/> + </field> + <field number="328" name="InViewOfCommon" type="BOOLEAN"> + <value enum="Y" description="HALT_WAS_DUE_TO_COMMON_STOCK_BEING_HALTED"/> + <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_COMMON_STOCK"/> + </field> + <field number="329" name="DueToRelated" type="BOOLEAN"> + <value enum="Y" description="HALT_WAS_DUE_TO_RELATED_SECURITY_BEING_HALTED"/> + <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_RELATED_SECURITY"/> + </field> + <field number="330" name="BuyVolume" type="QTY"/> + <field number="331" name="SellVolume" type="QTY"/> + <field number="332" name="HighPx" type="PRICE"/> + <field number="333" name="LowPx" type="PRICE"/> + <field number="334" name="Adjustment" type="INT"> + <value enum="1" description="CANCEL"/> + <value enum="2" description="ERROR"/> + <value enum="3" description="CORRECTION"/> + </field> + <field number="335" name="TradSesReqID" type="STRING"/> + <field number="336" name="TradingSessionID" type="STRING"/> + <field number="337" name="ContraTrader" type="STRING"/> + <field number="338" name="TradSesMethod" type="INT"> + <value enum="1" description="ELECTRONIC"/> + <value enum="2" description="OPEN_OUTCRY"/> + <value enum="3" description="TWO_PARTY"/> + </field> + <field number="339" name="TradSesMode" type="INT"> + <value enum="1" description="TESTING"/> + <value enum="2" description="SIMULATED"/> + <value enum="3" description="PRODUCTION"/> + </field> + <field number="340" name="TradSesStatus" type="INT"> + <value enum="1" description="HALTED"/> + <value enum="2" description="OPEN"/> + <value enum="3" description="CLOSED"/> + <value enum="4" description="PREOPEN"/> + <value enum="5" description="PRECLOSE"/> + </field> + <field number="341" name="TradSesStartTime" type="UTCTIMESTAMP"/> + <field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP"/> + <field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP"/> + <field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP"/> + <field number="345" name="TradSesEndTime" type="UTCTIMESTAMP"/> + <field number="346" name="NumberOfOrders" type="INT"/> + <field number="347" name="MessageEncoding" type="STRING"/> + <field number="348" name="EncodedIssuerLen" type="INT"/> + <field number="349" name="EncodedIssuer" type="DATA"/> + <field number="350" name="EncodedSecurityDescLen" type="INT"/> + <field number="351" name="EncodedSecurityDesc" type="DATA"/> + <field number="352" name="EncodedListExecInstLen" type="INT"/> + <field number="353" name="EncodedListExecInst" type="DATA"/> + <field number="354" name="EncodedTextLen" type="INT"/> + <field number="355" name="EncodedText" type="DATA"/> + <field number="356" name="EncodedSubjectLen" type="INT"/> + <field number="357" name="EncodedSubject" type="DATA"/> + <field number="358" name="EncodedHeadlineLen" type="INT"/> + <field number="359" name="EncodedHeadline" type="DATA"/> + <field number="360" name="EncodedAllocTextLen" type="INT"/> + <field number="361" name="EncodedAllocText" type="DATA"/> + <field number="362" name="EncodedUnderlyingIssuerLen" type="INT"/> + <field number="363" name="EncodedUnderlyingIssuer" type="DATA"/> + <field number="364" name="EncodedUnderlyingSecurityDescLen" type="INT"/> + <field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA"/> + <field number="366" name="AllocPrice" type="PRICE"/> + <field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP"/> + <field number="368" name="QuoteEntryRejectReason" type="INT"> + <value enum="1" description="UNKNOWN_SYMBOL"/> + <value enum="2" description="EXCHANGE"/> + <value enum="3" description="QUOTE_EXCEEDS_LIMIT"/> + <value enum="4" description="TOO_LATE_TO_ENTER"/> + <value enum="5" description="UNKNOWN_QUOTE"/> + <value enum="6" description="DUPLICATE_QUOTE"/> + <value enum="7" description="INVALID_BIDASK_SPREAD"/> + <value enum="8" description="INVALID_PRICE"/> + <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/> + </field> + <field number="369" name="LastMsgSeqNumProcessed" type="INT"/> + <field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP"/> + <field number="371" name="RefTagID" type="INT"/> + <field number="372" name="RefMsgType" type="STRING"/> + <field number="373" name="SessionRejectReason" type="INT"> + <value enum="0" description="INVALID_TAG_NUMBER"/> + <value enum="1" description="REQUIRED_TAG_MISSING"/> + <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE"/> + <value enum="3" description="UNDEFINED_TAG"/> + <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE"/> + <value enum="5" description="VALUE_IS_INCORRECT"/> + <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE"/> + <value enum="7" description="DECRYPTION_PROBLEM"/> + <value enum="8" description="SIGNATURE_PROBLEM"/> + <value enum="9" description="COMPID_PROBLEM"/> + <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM"/> + <value enum="11" description="E"/> + </field> + <field number="374" name="BidRequestTransType" type="CHAR"> + <value enum="N" description="NEW"/> + <value enum="C" description="CANCEL"/> + </field> + <field number="375" name="ContraBroker" type="STRING"/> + <field number="376" name="ComplianceID" type="STRING"/> + <field number="377" name="SolicitedFlag" type="BOOLEAN"> + <value enum="Y" description="WAS_SOLCITIED"/> + <value enum="N" description="WAS_NOT_SOLICITED"/> + </field> + <field number="378" name="ExecRestatementReason" type="INT"> + <value enum="0" description="GT_CORPORATE_ACTION"/> + <value enum="1" description="GT_RENEWAL_RESTATEMENT"/> + <value enum="2" description="VERBAL_CHANGE"/> + <value enum="3" description="REPRICING_OF_ORDER"/> + <value enum="4" description="BROKER_OPTION"/> + <value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY"/> + </field> + <field number="379" name="BusinessRejectRefID" type="STRING"/> + <field number="380" name="BusinessRejectReason" type="INT"> + <value enum="0" description="OTHER"/> + <value enum="1" description="UNKNOWN_ID"/> + <value enum="2" description="UNKNOWN_SECURITY"/> + <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE"/> + <value enum="4" description="APPLICATION_NOT_AVAILABLE"/> + <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING"/> + </field> + <field number="381" name="GrossTradeAmt" type="AMT"/> + <field number="382" name="NoContraBrokers" type="INT"/> + <field number="383" name="MaxMessageSize" type="INT"/> + <field number="384" name="NoMsgTypes" type="INT"/> + <field number="385" name="MsgDirection" type="CHAR"> + <value enum="S" description="SEND"/> + <value enum="R" description="RECEIVE"/> + </field> + <field number="386" name="NoTradingSessions" type="INT"/> + <field number="387" name="TotalVolumeTraded" type="QTY"/> + <field number="388" name="DiscretionInst" type="CHAR"> + <value enum="0" description="RELATED_TO_DISPLAYED_PRICE"/> + <value enum="1" description="RELATED_TO_MARKET_PRICE"/> + <value enum="2" description="RELATED_TO_PRIMARY_PRICE"/> + <value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE"/> + <value enum="4" description="RELATED_TO_MIDPOINT_PRICE"/> + <value enum="5" description="RELATED_TO_LAST_TRADE_PRICE"/> + </field> + <field number="389" name="DiscretionOffset" type="PRICEOFFSET"/> + <field number="390" name="BidID" type="STRING"/> + <field number="391" name="ClientBidID" type="STRING"/> + <field number="392" name="ListName" type="STRING"/> + <field number="393" name="TotalNumSecurities" type="INT"/> + <field number="394" name="BidType" type="INT"/> + <field number="395" name="NumTickets" type="INT"/> + <field number="396" name="SideValue1" type="AMT"/> + <field number="397" name="SideValue2" type="AMT"/> + <field number="398" name="NoBidDescriptors" type="INT"/> + <field number="399" name="BidDescriptorType" type="INT"/> + <field number="400" name="BidDescriptor" type="STRING"/> + <field number="401" name="SideValueInd" type="INT"/> + <field number="402" name="LiquidityPctLow" type="FLOAT"/> + <field number="403" name="LiquidityPctHigh" type="FLOAT"/> + <field number="404" name="LiquidityValue" type="AMT"/> + <field number="405" name="EFPTrackingError" type="FLOAT"/> + <field number="406" name="FairValue" type="AMT"/> + <field number="407" name="OutsideIndexPct" type="FLOAT"/> + <field number="408" name="ValueOfFutures" type="AMT"/> + <field number="409" name="LiquidityIndType" type="INT"/> + <field number="410" name="WtAverageLiquidity" type="FLOAT"/> + <field number="411" name="ExchangeForPhysical" type="BOOLEAN"> + <value enum="Y" description="TRUE"/> + <value enum="N" description="FALSE"/> + </field> + <field number="412" name="OutMainCntryUIndex" type="AMT"/> + <field number="413" name="CrossPercent" type="FLOAT"/> + <field number="414" name="ProgRptReqs" type="INT"/> + <field number="415" name="ProgPeriodInterval" type="INT"/> + <field number="416" name="IncTaxInd" type="INT"/> + <field number="417" name="NumBidders" type="INT"/> + <field number="418" name="TradeType" type="CHAR"/> + <field number="419" name="BasisPxType" type="CHAR"/> + <field number="420" name="NoBidComponents" type="INT"/> + <field number="421" name="Country" type="STRING"/> + <field number="422" name="TotNoStrikes" type="INT"/> + <field number="423" name="PriceType" type="INT"/> + <field number="424" name="DayOrderQty" type="QTY"/> + <field number="425" name="DayCumQty" type="QTY"/> + <field number="426" name="DayAvgPx" type="PRICE"/> + <field number="427" name="GTBookingInst" type="INT"> + <value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION"/> + <value enum="1" description="ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES"/> + <value enum="2" description="ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE"/> + </field> + <field number="428" name="NoStrikes" type="INT"/> + <field number="429" name="ListStatusType" type="INT"/> + <field number="430" name="NetGrossInd" type="INT"/> + <field number="431" name="ListOrderStatus" type="INT"/> + <field number="432" name="ExpireDate" type="LOCALMKTDATE"/> + <field number="433" name="ListExecInstType" type="CHAR"/> + <field number="434" name="CxlRejResponseTo" type="CHAR"/> + <field number="435" name="UnderlyingCouponRate" type="FLOAT"/> + <field number="436" name="UnderlyingContractMultiplier" type="FLOAT"/> + <field number="437" name="ContraTradeQty" type="QTY"/> + <field number="438" name="ContraTradeTime" type="UTCTIMESTAMP"/> + <field number="439" name="ClearingFirm" type="STRING"/> + <field number="440" name="ClearingAccount" type="STRING"/> + <field number="441" name="LiquidityNumSecurities" type="INT"/> + <field number="442" name="MultiLegReportingType" type="CHAR"/> + <field number="443" name="StrikeTime" type="UTCTIMESTAMP"/> + <field number="444" name="ListStatusText" type="STRING"/> + <field number="445" name="EncodedListStatusTextLen" type="INT"/> + <field number="446" name="EncodedListStatusText" type="DATA"/> + </fields> +</fix> |