1 <fix major="4" minor="3">
3 <field name="BeginString" required="Y" />
4 <field name="BodyLength" required="Y" />
5 <field name="MsgType" required="Y" />
6 <field name="SenderCompID" required="Y" />
7 <field name="TargetCompID" required="Y" />
8 <field name="OnBehalfOfCompID" required="N" />
9 <field name="DeliverToCompID" required="N" />
10 <field name="SecureDataLen" required="N" />
11 <field name="SecureData" required="N" />
12 <field name="MsgSeqNum" required="Y" />
13 <field name="SenderSubID" required="N" />
14 <field name="SenderLocationID" required="N" />
15 <field name="TargetSubID" required="N" />
16 <field name="TargetLocationID" required="N" />
17 <field name="OnBehalfOfSubID" required="N" />
18 <field name="OnBehalfOfLocationID" required="N" />
19 <field name="DeliverToSubID" required="N" />
20 <field name="DeliverToLocationID" required="N" />
21 <field name="PossDupFlag" required="N" />
22 <field name="PossResend" required="N" />
23 <field name="SendingTime" required="Y" />
24 <field name="OrigSendingTime" required="N" />
25 <field name="XmlDataLen" required="N" />
26 <field name="XmlData" required="N" />
27 <field name="MessageEncoding" required="N" />
28 <field name="LastMsgSeqNumProcessed" required="N" />
29 <field name="OnBehalfOfSendingTime" required="N" />
30 <group name="NoHops" required="N">
31 <field name="HopCompID" required="N" />
32 <field name="HopSendingTime" required="N" />
33 <field name="HopRefID" required="N" />
37 <field name="SignatureLength" required="N" />
38 <field name="Signature" required="N" />
39 <field name="CheckSum" required="Y" />
42 <message name="Heartbeat" msgtype="0" msgcat="admin">
43 <field name="TestReqID" required="N" />
45 <message name="Logon" msgtype="A" msgcat="admin">
46 <field name="EncryptMethod" required="Y" />
47 <field name="HeartBtInt" required="Y" />
48 <field name="RawDataLength" required="N" />
49 <field name="RawData" required="N" />
50 <field name="ResetSeqNumFlag" required="N" />
51 <field name="MaxMessageSize" required="N" />
52 <group name="NoMsgTypes" required="N">
53 <field name="RefMsgType" required="N" />
54 <field name="MsgDirection" required="N" />
56 <field name="TestMessageIndicator" required="N" />
57 <field name="Username" required="N" />
58 <field name="Password" required="N" />
60 <message name="TestRequest" msgtype="1" msgcat="admin">
61 <field name="TestReqID" required="Y" />
63 <message name="ResendRequest" msgtype="2" msgcat="admin">
64 <field name="BeginSeqNo" required="Y" />
65 <field name="EndSeqNo" required="Y" />
67 <message name="Reject" msgtype="3" msgcat="admin">
68 <field name="RefSeqNum" required="Y" />
69 <field name="RefTagID" required="N" />
70 <field name="RefMsgType" required="N" />
71 <field name="SessionRejectReason" required="N" />
72 <field name="Text" required="N" />
73 <field name="EncodedTextLen" required="N" />
74 <field name="EncodedText" required="N" />
76 <message name="SequenceReset" msgtype="4" msgcat="admin">
77 <field name="GapFillFlag" required="N" />
78 <field name="NewSeqNo" required="Y" />
80 <message name="Logout" msgtype="5" msgcat="admin">
81 <field name="Text" required="N" />
82 <field name="EncodedTextLen" required="N" />
83 <field name="EncodedText" required="N" />
85 <message name="BusinessMessageReject" msgtype="j" msgcat="admin">
86 <field name="RefSeqNum" required="N" />
87 <field name="RefMsgType" required="Y" />
88 <field name="BusinessRejectRefID" required="N" />
89 <field name="BusinessRejectReason" required="Y" />
90 <field name="Text" required="N" />
91 <field name="EncodedTextLen" required="N" />
92 <field name="EncodedText" required="N" />
94 <message name="Advertisement" msgtype="7" msgcat="app">
95 <field name="AdvId" required="Y" />
96 <field name="AdvTransType" required="Y" />
97 <field name="AdvRefID" required="N" />
98 <component name="Instrument" required="Y" />
99 <field name="AdvSide" required="Y" />
100 <field name="Quantity" required="Y" />
101 <field name="Price" required="N" />
102 <field name="Currency" required="N" />
103 <field name="TradeDate" required="N" />
104 <field name="TransactTime" required="N" />
105 <field name="Text" required="N" />
106 <field name="EncodedTextLen" required="N" />
107 <field name="EncodedText" required="N" />
108 <field name="URLLink" required="N" />
109 <field name="LastMkt" required="N" />
110 <field name="TradingSessionID" required="N" />
111 <field name="TradingSessionSubID" required="N" />
113 <message name="IndicationOfInterest" msgtype="6" msgcat="app">
114 <field name="IOIid" required="Y" />
115 <field name="IOITransType" required="Y" />
116 <field name="IOIRefID" required="N" />
117 <component name="Instrument" required="Y" />
118 <field name="Side" required="Y" />
119 <field name="QuantityType" required="N" />
120 <field name="IOIQty" required="Y" />
121 <field name="PriceType" required="N" />
122 <field name="Price" required="N" />
123 <field name="Currency" required="N" />
124 <field name="ValidUntilTime" required="N" />
125 <field name="IOIQltyInd" required="N" />
126 <field name="IOINaturalFlag" required="N" />
127 <group name="NoIOIQualifiers" required="N">
128 <field name="IOIQualifier" required="N" />
130 <field name="Text" required="N" />
131 <field name="EncodedTextLen" required="N" />
132 <field name="EncodedText" required="N" />
133 <field name="TransactTime" required="N" />
134 <field name="URLLink" required="N" />
135 <group name="NoRoutingIDs" required="N">
136 <field name="RoutingType" required="N" />
137 <field name="RoutingID" required="N" />
139 <component name="SpreadOrBenchmarkCurveData" required="N" />
140 <field name="Benchmark" required="N" />
142 <message name="News" msgtype="B" msgcat="app">
143 <field name="OrigTime" required="N" />
144 <field name="Urgency" required="N" />
145 <field name="Headline" required="Y" />
146 <field name="EncodedHeadlineLen" required="N" />
147 <field name="EncodedHeadline" required="N" />
148 <group name="NoRoutingIDs" required="N">
149 <field name="RoutingType" required="N" />
150 <field name="RoutingID" required="N" />
152 <group name="NoRelatedSym" required="N">
153 <component name="Instrument" required="N" />
155 <group name="LinesOfText" required="Y">
156 <field name="Text" required="Y" />
157 <field name="EncodedTextLen" required="N" />
158 <field name="EncodedText" required="N" />
160 <field name="URLLink" required="N" />
161 <field name="RawDataLength" required="N" />
162 <field name="RawData" required="N" />
164 <message name="Email" msgtype="C" msgcat="app">
165 <field name="EmailThreadID" required="Y" />
166 <field name="EmailType" required="Y" />
167 <field name="OrigTime" required="N" />
168 <field name="Subject" required="Y" />
169 <field name="EncodedSubjectLen" required="N" />
170 <field name="EncodedSubject" required="N" />
171 <group name="NoRoutingIDs" required="N">
172 <field name="RoutingType" required="N" />
173 <field name="RoutingID" required="N" />
175 <group name="NoRelatedSym" required="N">
176 <component name="Instrument" required="N" />
178 <field name="OrderID" required="N" />
179 <field name="ClOrdID" required="N" />
180 <group name="LinesOfText" required="Y">
181 <field name="Text" required="Y" />
182 <field name="EncodedTextLen" required="N" />
183 <field name="EncodedText" required="N" />
185 <field name="RawDataLength" required="N" />
186 <field name="RawData" required="N" />
188 <message name="QuoteRequest" msgtype="R" msgcat="app">
189 <field name="QuoteReqID" required="Y" />
190 <field name="RFQReqID" required="N" />
191 <group name="NoRelatedSym" required="Y">
192 <component name="Instrument" required="Y" />
193 <field name="PrevClosePx" required="N" />
194 <field name="QuoteRequestType" required="N" />
195 <field name="QuoteType" required="N" />
196 <field name="TradingSessionID" required="N" />
197 <field name="TradingSessionSubID" required="N" />
198 <field name="TradeOriginationDate" required="N" />
199 <component name="Stipulations" required="N" />
200 <field name="Side" required="N" />
201 <field name="QuantityType" required="N" />
202 <field name="OrderQty" required="N" />
203 <field name="CashOrderQty" required="N" />
204 <field name="SettlmntTyp" required="N" />
205 <field name="FutSettDate" required="N" />
206 <field name="OrdType" required="N" />
207 <field name="FutSettDate2" required="N" />
208 <field name="OrderQty2" required="N" />
209 <field name="ExpireTime" required="N" />
210 <field name="TransactTime" required="N" />
211 <field name="Currency" required="N" />
212 <component name="SpreadOrBenchmarkCurveData" required="N" />
213 <field name="PriceType" required="N" />
214 <field name="Price" required="N" />
215 <field name="Price2" required="N" />
216 <component name="YieldData" required="N" />
218 <field name="Text" required="N" />
219 <field name="EncodedTextLen" required="N" />
220 <field name="EncodedText" required="N" />
222 <message name="QuoteRequestReject" msgtype="AG" msgcat="app">
223 <field name="QuoteReqID" required="Y" />
224 <field name="RFQReqID" required="N" />
225 <field name="QuoteRequestRejectReason" required="Y" />
226 <group name="NoRelatedSym" required="Y">
227 <component name="Instrument" required="Y" />
228 <field name="PrevClosePx" required="N" />
229 <field name="QuoteRequestType" required="N" />
230 <field name="QuoteType" required="N" />
231 <field name="TradingSessionID" required="N" />
232 <field name="TradingSessionSubID" required="N" />
233 <field name="TradeOriginationDate" required="N" />
234 <component name="Stipulations" required="N" />
235 <field name="Side" required="N" />
236 <field name="QuantityType" required="N" />
237 <field name="OrderQty" required="N" />
238 <field name="CashOrderQty" required="N" />
239 <field name="SettlmntTyp" required="N" />
240 <field name="FutSettDate" required="N" />
241 <field name="OrdType" required="N" />
242 <field name="FutSettDate2" required="N" />
243 <field name="OrderQty2" required="N" />
244 <field name="ExpireTime" required="N" />
245 <field name="TransactTime" required="N" />
246 <field name="Currency" required="N" />
247 <component name="SpreadOrBenchmarkCurveData" required="N" />
248 <field name="PriceType" required="N" />
249 <field name="Price" required="N" />
250 <field name="Price2" required="N" />
251 <component name="YieldData" required="N" />
253 <field name="Text" required="N" />
254 <field name="EncodedTextLen" required="N" />
255 <field name="EncodedText" required="N" />
257 <message name="RFQRequest" msgtype="AH" msgcat="app">
258 <field name="RFQReqID" required="Y" />
259 <group name="NoRelatedSym" required="Y">
260 <component name="Instrument" required="Y" />
261 <field name="PrevClosePx" required="N" />
262 <field name="QuoteRequestType" required="N" />
263 <field name="QuoteType" required="N" />
264 <field name="TradingSessionID" required="N" />
265 <field name="TradingSessionSubID" required="N" />
267 <field name="SubscriptionRequestType" required="N" />
269 <message name="Quote" msgtype="S" msgcat="app">
270 <field name="QuoteReqID" required="N" />
271 <field name="QuoteID" required="Y" />
272 <field name="QuoteType" required="N" />
273 <field name="QuoteResponseLevel" required="N" />
274 <component name="Parties" required="N" />
275 <field name="Account" required="N" />
276 <field name="AccountType" required="N" />
277 <field name="TradingSessionID" required="N" />
278 <field name="TradingSessionSubID" required="N" />
279 <component name="Instrument" required="Y" />
280 <field name="BidPx" required="N" />
281 <field name="OfferPx" required="N" />
282 <field name="MktBidPx" required="N" />
283 <field name="MktOfferPx" required="N" />
284 <field name="MinBidSize" required="N" />
285 <field name="BidSize" required="N" />
286 <field name="MinOfferSize" required="N" />
287 <field name="OfferSize" required="N" />
288 <field name="ValidUntilTime" required="N" />
289 <field name="BidSpotRate" required="N" />
290 <field name="OfferSpotRate" required="N" />
291 <field name="BidForwardPoints" required="N" />
292 <field name="OfferForwardPoints" required="N" />
293 <field name="MidPx" required="N" />
294 <field name="BidYield" required="N" />
295 <field name="MidYield" required="N" />
296 <field name="OfferYield" required="N" />
297 <field name="TransactTime" required="N" />
298 <field name="SettlmntTyp" required="N" />
299 <field name="FutSettDate" required="N" />
300 <field name="OrdType" required="N" />
301 <field name="FutSettDate2" required="N" />
302 <field name="OrderQty2" required="N" />
303 <field name="BidForwardPoints2" required="N" />
304 <field name="OfferForwardPoints2" required="N" />
305 <field name="Currency" required="N" />
306 <field name="SettlCurrBidFxRate" required="N" />
307 <field name="SettlCurrOfferFxRate" required="N" />
308 <field name="SettlCurrFxRateCalc" required="N" />
309 <field name="CommType" required="N" />
310 <field name="Commission" required="N" />
311 <field name="CustOrderCapacity" required="N" />
312 <field name="ExDestination" required="N" />
313 <field name="Text" required="N" />
314 <field name="EncodedTextLen" required="N" />
315 <field name="EncodedText" required="N" />
317 <message name="QuoteCancel" msgtype="Z" msgcat="app">
318 <field name="QuoteReqID" required="N" />
319 <field name="QuoteID" required="Y" />
320 <field name="QuoteCancelType" required="Y" />
321 <field name="QuoteResponseLevel" required="N" />
322 <component name="Parties" required="N" />
323 <field name="Account" required="N" />
324 <field name="AccountType" required="N" />
325 <field name="TradingSessionID" required="N" />
326 <field name="TradingSessionSubID" required="N" />
327 <group name="NoQuoteEntries" required="N">
328 <component name="Instrument" required="N" />
331 <message name="QuoteStatusRequest" msgtype="a" msgcat="app">
332 <field name="QuoteStatusReqID" required="N" />
333 <field name="QuoteID" required="N" />
334 <component name="Instrument" required="Y" />
335 <component name="Parties" required="N" />
336 <field name="Account" required="N" />
337 <field name="AccountType" required="N" />
338 <field name="TradingSessionID" required="N" />
339 <field name="TradingSessionSubID" required="N" />
340 <field name="SubscriptionRequestType" required="N" />
342 <message name="QuoteStatusReport" msgtype="AI" msgcat="app">
343 <field name="QuoteStatusReqID" required="N" />
344 <field name="QuoteReqID" required="N" />
345 <field name="QuoteID" required="Y" />
346 <field name="QuoteType" required="N" />
347 <component name="Parties" required="N" />
348 <field name="Account" required="N" />
349 <field name="AccountType" required="N" />
350 <field name="TradingSessionID" required="N" />
351 <field name="TradingSessionSubID" required="N" />
352 <component name="Instrument" required="Y" />
353 <field name="BidPx" required="N" />
354 <field name="OfferPx" required="N" />
355 <field name="MktBidPx" required="N" />
356 <field name="MktOfferPx" required="N" />
357 <field name="MinBidSize" required="N" />
358 <field name="BidSize" required="N" />
359 <field name="MinOfferSize" required="N" />
360 <field name="OfferSize" required="N" />
361 <field name="ValidUntilTime" required="N" />
362 <field name="BidSpotRate" required="N" />
363 <field name="OfferSpotRate" required="N" />
364 <field name="BidForwardPoints" required="N" />
365 <field name="OfferForwardPoints" required="N" />
366 <field name="MidPx" required="N" />
367 <field name="BidYield" required="N" />
368 <field name="MidYield" required="N" />
369 <field name="OfferYield" required="N" />
370 <field name="TransactTime" required="N" />
371 <field name="FutSettDate" required="N" />
372 <field name="OrdType" required="N" />
373 <field name="FutSettDate2" required="N" />
374 <field name="OrderQty2" required="N" />
375 <field name="BidForwardPoints2" required="N" />
376 <field name="OfferForwardPoints2" required="N" />
377 <field name="Currency" required="N" />
378 <field name="SettlCurrBidFxRate" required="N" />
379 <field name="SettlCurrOfferFxRate" required="N" />
380 <field name="SettlCurrFxRateCalc" required="N" />
381 <field name="CommType" required="N" />
382 <field name="Commission" required="N" />
383 <field name="CustOrderCapacity" required="N" />
384 <field name="ExDestination" required="N" />
385 <field name="QuoteStatus" required="N" />
387 <message name="MassQuote" msgtype="i" msgcat="app">
388 <field name="QuoteReqID" required="N" />
389 <field name="QuoteID" required="Y" />
390 <field name="QuoteType" required="N" />
391 <field name="QuoteResponseLevel" required="N" />
392 <component name="Parties" required="N" />
393 <field name="Account" required="N" />
394 <field name="AccountType" required="N" />
395 <field name="DefBidSize" required="N" />
396 <field name="DefOfferSize" required="N" />
397 <group name="NoQuoteSets" required="Y">
398 <field name="QuoteSetID" required="Y" />
399 <component name="UnderlyingInstrument" required="N" />
400 <field name="QuoteSetValidUntilTime" required="N" />
401 <field name="TotQuoteEntries" required="Y" />
402 <group name="NoQuoteEntries" required="N">
403 <field name="QuoteEntryID" required="Y" />
404 <component name="Instrument" required="N" />
405 <field name="BidPx" required="N" />
406 <field name="OfferPx" required="N" />
407 <field name="BidSize" required="N" />
408 <field name="OfferSize" required="N" />
409 <field name="ValidUntilTime" required="N" />
410 <field name="BidSpotRate" required="N" />
411 <field name="OfferSpotRate" required="N" />
412 <field name="BidForwardPoints" required="N" />
413 <field name="OfferForwardPoints" required="N" />
414 <field name="MidPx" required="N" />
415 <field name="BidYield" required="N" />
416 <field name="MidYield" required="N" />
417 <field name="OfferYield" required="N" />
418 <field name="TransactTime" required="N" />
419 <field name="TradingSessionID" required="N" />
420 <field name="TradingSessionSubID" required="N" />
421 <field name="FutSettDate" required="N" />
422 <field name="OrdType" required="N" />
423 <field name="FutSettDate2" required="N" />
424 <field name="OrderQty2" required="N" />
425 <field name="BidForwardPoints2" required="N" />
426 <field name="OfferForwardPoints2" required="N" />
427 <field name="Currency" required="N" />
431 <message name="MassQuoteAcknowledgement" msgtype="b" msgcat="app">
432 <field name="QuoteReqID" required="N" />
433 <field name="QuoteID" required="N" />
434 <field name="QuoteStatus" required="Y" />
435 <field name="QuoteRejectReason" required="N" />
436 <field name="QuoteResponseLevel" required="N" />
437 <field name="QuoteType" required="N" />
438 <component name="Parties" required="N" />
439 <field name="Account" required="N" />
440 <field name="AccountType" required="N" />
441 <field name="Text" required="N" />
442 <group name="NoQuoteSets" required="N">
443 <field name="QuoteSetID" required="N" />
444 <component name="UnderlyingInstrument" required="N" />
445 <field name="TotQuoteEntries" required="N" />
446 <group name="NoQuoteEntries" required="N">
447 <field name="QuoteEntryID" required="N" />
448 <component name="Instrument" required="N" />
449 <field name="BidPx" required="N" />
450 <field name="OfferPx" required="N" />
451 <field name="BidSize" required="N" />
452 <field name="OfferSize" required="N" />
453 <field name="ValidUntilTime" required="N" />
454 <field name="BidSpotRate" required="N" />
455 <field name="OfferSpotRate" required="N" />
456 <field name="BidForwardPoints" required="N" />
457 <field name="OfferForwardPoints" required="N" />
458 <field name="MidPx" required="N" />
459 <field name="BidYield" required="N" />
460 <field name="MidYield" required="N" />
461 <field name="OfferYield" required="N" />
462 <field name="TransactTime" required="N" />
463 <field name="TradingSessionID" required="N" />
464 <field name="TradingSessionSubID" required="N" />
465 <field name="FutSettDate" required="N" />
466 <field name="OrdType" required="N" />
467 <field name="FutSettDate2" required="N" />
468 <field name="OrderQty2" required="N" />
469 <field name="BidForwardPoints2" required="N" />
470 <field name="OfferForwardPoints2" required="N" />
471 <field name="Currency" required="N" />
472 <field name="QuoteEntryRejectReason" required="N" />
476 <message name="MarketDataRequest" msgtype="V" msgcat="app">
477 <field name="MDReqID" required="Y" />
478 <field name="SubscriptionRequestType" required="Y" />
479 <field name="MarketDepth" required="Y" />
480 <field name="MDUpdateType" required="N" />
481 <field name="AggregatedBook" required="N" />
482 <field name="OpenCloseSettleFlag" required="N" />
483 <field name="Scope" required="N" />
484 <field name="MDImplicitDelete" required="N" />
485 <group name="NoMDEntryTypes" required="Y">
486 <field name="MDEntryType" required="Y" />
488 <group name="NoRelatedSym" required="Y">
489 <component name="Instrument" required="Y" />
491 <group name="NoTradingSessions" required="N">
492 <field name="TradingSessionID" required="N" />
493 <field name="TradingSessionSubID" required="N" />
496 <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
497 <field name="MDReqID" required="N" />
498 <component name="Instrument" required="Y" />
499 <field name="FinancialStatus" required="N" />
500 <field name="CorporateAction" required="N" />
501 <field name="TotalVolumeTraded" required="N" />
502 <field name="TotalVolumeTradedDate" required="N" />
503 <field name="TotalVolumeTradedTime" required="N" />
504 <field name="NetChgPrevDay" required="N" />
505 <group name="NoMDEntries" required="Y">
506 <field name="MDEntryType" required="Y" />
507 <field name="MDEntryPx" required="N" />
508 <field name="Currency" required="N" />
509 <field name="MDEntrySize" required="N" />
510 <field name="MDEntryDate" required="N" />
511 <field name="MDEntryTime" required="N" />
512 <field name="TickDirection" required="N" />
513 <field name="MDMkt" required="N" />
514 <field name="TradingSessionID" required="N" />
515 <field name="TradingSessionSubID" required="N" />
516 <field name="QuoteCondition" required="N" />
517 <field name="TradeCondition" required="N" />
518 <field name="MDEntryOriginator" required="N" />
519 <field name="LocationID" required="N" />
520 <field name="DeskID" required="N" />
521 <field name="OpenCloseSettleFlag" required="N" />
522 <field name="TimeInForce" required="N" />
523 <field name="ExpireDate" required="N" />
524 <field name="ExpireTime" required="N" />
525 <field name="MinQty" required="N" />
526 <field name="ExecInst" required="N" />
527 <field name="SellerDays" required="N" />
528 <field name="OrderID" required="N" />
529 <field name="QuoteEntryID" required="N" />
530 <field name="MDEntryBuyer" required="N" />
531 <field name="MDEntrySeller" required="N" />
532 <field name="NumberOfOrders" required="N" />
533 <field name="MDEntryPositionNo" required="N" />
534 <field name="Scope" required="N" />
535 <field name="Text" required="N" />
536 <field name="EncodedTextLen" required="N" />
537 <field name="EncodedText" required="N" />
540 <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
541 <field name="MDReqID" required="N" />
542 <group name="NoMDEntries" required="Y">
543 <field name="MDUpdateAction" required="Y" />
544 <field name="DeleteReason" required="N" />
545 <field name="MDEntryType" required="N" />
546 <field name="MDEntryID" required="N" />
547 <field name="MDEntryRefID" required="N" />
548 <component name="Instrument" required="N" />
549 <field name="FinancialStatus" required="N" />
550 <field name="CorporateAction" required="N" />
551 <field name="MDEntryPx" required="N" />
552 <field name="Currency" required="N" />
553 <field name="MDEntrySize" required="N" />
554 <field name="MDEntryDate" required="N" />
555 <field name="MDEntryTime" required="N" />
556 <field name="TickDirection" required="N" />
557 <field name="MDMkt" required="N" />
558 <field name="TradingSessionID" required="N" />
559 <field name="TradingSessionSubID" required="N" />
560 <field name="QuoteCondition" required="N" />
561 <field name="TradeCondition" required="N" />
562 <field name="MDEntryOriginator" required="N" />
563 <field name="LocationID" required="N" />
564 <field name="DeskID" required="N" />
565 <field name="OpenCloseSettleFlag" required="N" />
566 <field name="TimeInForce" required="N" />
567 <field name="ExpireDate" required="N" />
568 <field name="ExpireTime" required="N" />
569 <field name="MinQty" required="N" />
570 <field name="ExecInst" required="N" />
571 <field name="SellerDays" required="N" />
572 <field name="OrderID" required="N" />
573 <field name="QuoteEntryID" required="N" />
574 <field name="MDEntryBuyer" required="N" />
575 <field name="MDEntrySeller" required="N" />
576 <field name="NumberOfOrders" required="N" />
577 <field name="MDEntryPositionNo" required="N" />
578 <field name="Scope" required="N" />
579 <field name="TotalVolumeTraded" required="N" />
580 <field name="TotalVolumeTradedDate" required="N" />
581 <field name="TotalVolumeTradedTime" required="N" />
582 <field name="NetChgPrevDay" required="N" />
583 <field name="Text" required="N" />
584 <field name="EncodedTextLen" required="N" />
585 <field name="EncodedText" required="N" />
588 <message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
589 <field name="MDReqID" required="Y" />
590 <field name="MDReqRejReason" required="N" />
591 <field name="Text" required="N" />
592 <field name="EncodedTextLen" required="N" />
593 <field name="EncodedText" required="N" />
595 <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app">
596 <field name="SecurityReqID" required="Y" />
597 <field name="SecurityRequestType" required="Y" />
598 <component name="Instrument" required="N" />
599 <field name="Currency" required="N" />
600 <field name="Text" required="N" />
601 <field name="EncodedTextLen" required="N" />
602 <field name="EncodedText" required="N" />
603 <field name="TradingSessionID" required="N" />
604 <field name="TradingSessionSubID" required="N" />
605 <group name="NoLegs" required="N">
606 <component name="InstrumentLeg" required="N" />
607 <field name="LegCurrency" required="N" />
609 <field name="SubscriptionRequestType" required="N" />
611 <message name="SecurityDefinition" msgtype="d" msgcat="app">
612 <field name="SecurityReqID" required="Y" />
613 <field name="SecurityResponseID" required="Y" />
614 <field name="SecurityResponseType" required="Y" />
615 <component name="Instrument" required="N" />
616 <field name="Currency" required="N" />
617 <field name="TradingSessionID" required="N" />
618 <field name="TradingSessionSubID" required="N" />
619 <field name="Text" required="N" />
620 <field name="EncodedTextLen" required="N" />
621 <field name="EncodedText" required="N" />
622 <group name="NoLegs" required="N">
623 <component name="InstrumentLeg" required="N" />
624 <field name="LegCurrency" required="N" />
626 <field name="RoundLot" required="N" />
627 <field name="MinTradeVol" required="N" />
629 <message name="SecurityTypeRequest" msgtype="v" msgcat="app">
630 <field name="SecurityReqID" required="Y" />
631 <field name="Text" required="N" />
632 <field name="EncodedTextLen" required="N" />
633 <field name="EncodedText" required="N" />
634 <field name="TradingSessionID" required="N" />
635 <field name="TradingSessionSubID" required="N" />
637 <message name="SecurityTypes" msgtype="w" msgcat="app">
638 <field name="SecurityReqID" required="Y" />
639 <field name="SecurityResponseID" required="Y" />
640 <field name="SecurityResponseType" required="Y" />
641 <field name="TotalNumSecurityTypes" required="N" />
642 <group name="NoSecurityTypes" required="N">
643 <field name="SecurityType" required="N" />
644 <field name="Product" required="N" />
645 <field name="CFICode" required="N" />
647 <field name="Text" required="N" />
648 <field name="EncodedTextLen" required="N" />
649 <field name="EncodedText" required="N" />
650 <field name="TradingSessionID" required="N" />
651 <field name="TradingSessionSubID" required="N" />
652 <field name="SubscriptionRequestType" required="N" />
654 <message name="SecurityListRequest" msgtype="x" msgcat="app">
655 <field name="SecurityReqID" required="Y" />
656 <field name="SecurityListRequestType" required="Y" />
657 <component name="Instrument" required="N" />
658 <field name="Currency" required="N" />
659 <field name="Text" required="N" />
660 <field name="EncodedTextLen" required="N" />
661 <field name="EncodedText" required="N" />
662 <field name="TradingSessionID" required="N" />
663 <field name="TradingSessionSubID" required="N" />
664 <field name="SubscriptionRequestType" required="N" />
666 <message name="SecurityList" msgtype="y" msgcat="app">
667 <field name="SecurityReqID" required="Y" />
668 <field name="SecurityResponseID" required="Y" />
669 <field name="SecurityRequestResult" required="Y" />
670 <field name="TotalNumSecurities" required="N" />
671 <group name="NoRelatedSym" required="N">
672 <component name="Instrument" required="N" />
673 <field name="Currency" required="N" />
674 <group name="NoLegs" required="N">
675 <component name="InstrumentLeg" required="N" />
676 <field name="LegCurrency" required="N" />
678 <field name="RoundLot" required="N" />
679 <field name="MinTradeVol" required="N" />
680 <field name="TradingSessionID" required="N" />
681 <field name="TradingSessionSubID" required="N" />
682 <field name="Text" required="N" />
683 <field name="EncodedTextLen" required="N" />
684 <field name="EncodedText" required="N" />
687 <message name="DerivativeSecurityListRequest" msgtype="z" msgcat="app">
688 <field name="SecurityReqID" required="Y" />
689 <field name="SecurityListRequestType" required="Y" />
690 <component name="UnderlyingInstrument" required="N" />
691 <field name="Currency" required="N" />
692 <field name="Text" required="N" />
693 <field name="EncodedTextLen" required="N" />
694 <field name="EncodedText" required="N" />
695 <field name="TradingSessionID" required="N" />
696 <field name="TradingSessionSubID" required="N" />
697 <field name="SubscriptionRequestType" required="N" />
699 <message name="DerivativeSecurityList" msgtype="AA" msgcat="app">
700 <field name="SecurityReqID" required="Y" />
701 <field name="SecurityResponseID" required="Y" />
702 <field name="SecurityRequestResult" required="Y" />
703 <component name="UnderlyingInstrument" required="N" />
704 <field name="TotalNumSecurities" required="N" />
705 <group name="NoRelatedSym" required="N">
706 <component name="Instrument" required="N" />
707 <field name="Currency" required="N" />
708 <group name="NoLegs" required="N">
709 <component name="InstrumentLeg" required="N" />
710 <field name="LegCurrency" required="N" />
712 <field name="TradingSessionID" required="N" />
713 <field name="TradingSessionSubID" required="N" />
714 <field name="Text" required="N" />
715 <field name="EncodedTextLen" required="N" />
716 <field name="EncodedText" required="N" />
719 <message name="SecurityStatusRequest" msgtype="e" msgcat="app">
720 <field name="SecurityStatusReqID" required="Y" />
721 <component name="Instrument" required="Y" />
722 <field name="Currency" required="N" />
723 <field name="SubscriptionRequestType" required="Y" />
724 <field name="TradingSessionID" required="N" />
725 <field name="TradingSessionSubID" required="N" />
727 <message name="SecurityStatus" msgtype="f" msgcat="app">
728 <field name="SecurityStatusReqID" required="N" />
729 <component name="Instrument" required="Y" />
730 <field name="Currency" required="N" />
731 <field name="TradingSessionID" required="N" />
732 <field name="TradingSessionSubID" required="N" />
733 <field name="UnsolicitedIndicator" required="N" />
734 <field name="SecurityTradingStatus" required="N" />
735 <field name="FinancialStatus" required="N" />
736 <field name="CorporateAction" required="N" />
737 <field name="HaltReason" required="N" />
738 <field name="InViewOfCommon" required="N" />
739 <field name="DueToRelated" required="N" />
740 <field name="BuyVolume" required="N" />
741 <field name="SellVolume" required="N" />
742 <field name="HighPx" required="N" />
743 <field name="LowPx" required="N" />
744 <field name="LastPx" required="N" />
745 <field name="TransactTime" required="N" />
746 <field name="Adjustment" required="N" />
747 <field name="Text" required="N" />
748 <field name="EncodedTextLen" required="N" />
749 <field name="EncodedText" required="N" />
751 <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app">
752 <field name="TradSesReqID" required="Y" />
753 <field name="TradingSessionID" required="N" />
754 <field name="TradingSessionSubID" required="N" />
755 <field name="TradSesMethod" required="N" />
756 <field name="TradSesMode" required="N" />
757 <field name="SubscriptionRequestType" required="Y" />
759 <message name="TradingSessionStatus" msgtype="h" msgcat="app">
760 <field name="TradSesReqID" required="N" />
761 <field name="TradingSessionID" required="Y" />
762 <field name="TradingSessionSubID" required="N" />
763 <field name="TradSesMethod" required="N" />
764 <field name="TradSesMode" required="N" />
765 <field name="UnsolicitedIndicator" required="N" />
766 <field name="TradSesStatus" required="Y" />
767 <field name="TradSesStatusRejReason" required="N" />
768 <field name="TradSesStartTime" required="N" />
769 <field name="TradSesOpenTime" required="N" />
770 <field name="TradSesPreCloseTime" required="N" />
771 <field name="TradSesCloseTime" required="N" />
772 <field name="TradSesEndTime" required="N" />
773 <field name="TotalVolumeTraded" required="N" />
774 <field name="Text" required="N" />
775 <field name="EncodedTextLen" required="N" />
776 <field name="EncodedText" required="N" />
778 <message name="NewOrderSingle" msgtype="D" msgcat="app">
779 <field name="ClOrdID" required="Y" />
780 <field name="SecondaryClOrdID" required="N" />
781 <field name="ClOrdLinkID" required="N" />
782 <component name="Parties" required="N" />
783 <field name="TradeOriginationDate" required="N" />
784 <field name="Account" required="N" />
785 <field name="AccountType" required="N" />
786 <field name="DayBookingInst" required="N" />
787 <field name="BookingUnit" required="N" />
788 <field name="PreallocMethod" required="N" />
789 <group name="NoAllocs" required="N">
790 <field name="AllocAccount" required="N" />
791 <field name="IndividualAllocID" required="N" />
792 <component name="NestedParties" required="N" />
793 <field name="AllocQty" required="N" />
795 <field name="SettlmntTyp" required="N" />
796 <field name="FutSettDate" required="N" />
797 <field name="CashMargin" required="N" />
798 <field name="ClearingFeeIndicator" required="N" />
799 <field name="HandlInst" required="Y" />
800 <field name="ExecInst" required="N" />
801 <field name="MinQty" required="N" />
802 <field name="MaxFloor" required="N" />
803 <field name="ExDestination" required="N" />
804 <group name="NoTradingSessions" required="N">
805 <field name="TradingSessionID" required="N" />
806 <field name="TradingSessionSubID" required="N" />
808 <field name="ProcessCode" required="N" />
809 <component name="Instrument" required="Y" />
810 <field name="PrevClosePx" required="N" />
811 <field name="Side" required="Y" />
812 <field name="LocateReqd" required="N" />
813 <field name="TransactTime" required="Y" />
814 <component name="Stipulations" required="N" />
815 <field name="QuantityType" required="N" />
816 <component name="OrderQtyData" required="Y" />
817 <field name="OrdType" required="Y" />
818 <field name="PriceType" required="N" />
819 <field name="Price" required="N" />
820 <field name="StopPx" required="N" />
821 <component name="SpreadOrBenchmarkCurveData" required="N" />
822 <component name="YieldData" required="N" />
823 <field name="Currency" required="N" />
824 <field name="ComplianceID" required="N" />
825 <field name="SolicitedFlag" required="N" />
826 <field name="IOIid" required="N" />
827 <field name="QuoteID" required="N" />
828 <field name="TimeInForce" required="N" />
829 <field name="EffectiveTime" required="N" />
830 <field name="ExpireDate" required="N" />
831 <field name="ExpireTime" required="N" />
832 <field name="GTBookingInst" required="N" />
833 <component name="CommissionData" required="N" />
834 <field name="OrderCapacity" required="N" />
835 <field name="OrderRestrictions" required="N" />
836 <field name="CustOrderCapacity" required="N" />
837 <field name="Rule80A" required="N" />
838 <field name="ForexReq" required="N" />
839 <field name="SettlCurrency" required="N" />
840 <field name="Text" required="N" />
841 <field name="EncodedTextLen" required="N" />
842 <field name="EncodedText" required="N" />
843 <field name="FutSettDate2" required="N" />
844 <field name="OrderQty2" required="N" />
845 <field name="Price2" required="N" />
846 <field name="PositionEffect" required="N" />
847 <field name="CoveredOrUncovered" required="N" />
848 <field name="MaxShow" required="N" />
849 <field name="PegDifference" required="N" />
850 <field name="DiscretionInst" required="N" />
851 <field name="DiscretionOffset" required="N" />
852 <field name="CancellationRights" required="N" />
853 <field name="MoneyLaunderingStatus" required="N" />
854 <field name="RegistID" required="N" />
855 <field name="Designation" required="N" />
856 <field name="AccruedInterestRate" required="N" />
857 <field name="AccruedInterestAmt" required="N" />
858 <field name="NetMoney" required="N" />
860 <message name="ExecutionReport" msgtype="8" msgcat="app">
861 <field name="OrderID" required="Y" />
862 <field name="SecondaryOrderID" required="N" />
863 <field name="SecondaryClOrdID" required="N" />
864 <field name="SecondaryExecID" required="N" />
865 <field name="ClOrdID" required="N" />
866 <field name="OrigClOrdID" required="N" />
867 <field name="ClOrdLinkID" required="N" />
868 <component name="Parties" required="N" />
869 <field name="TradeOriginationDate" required="N" />
870 <group name="NoContraBrokers" required="N">
871 <field name="ContraBroker" required="N" />
872 <field name="ContraTrader" required="N" />
873 <field name="ContraTradeQty" required="N" />
874 <field name="ContraTradeTime" required="N" />
875 <field name="ContraLegRefID" required="N" />
877 <field name="ListID" required="N" />
878 <field name="CrossID" required="N" />
879 <field name="OrigCrossID" required="N" />
880 <field name="CrossType" required="N" />
881 <field name="ExecID" required="Y" />
882 <field name="ExecRefID" required="N" />
883 <field name="ExecType" required="Y" />
884 <field name="OrdStatus" required="Y" />
885 <field name="WorkingIndicator" required="N" />
886 <field name="OrdRejReason" required="N" />
887 <field name="ExecRestatementReason" required="N" />
888 <field name="Account" required="N" />
889 <field name="AccountType" required="N" />
890 <field name="DayBookingInst" required="N" />
891 <field name="BookingUnit" required="N" />
892 <field name="PreallocMethod" required="N" />
893 <field name="SettlmntTyp" required="N" />
894 <field name="FutSettDate" required="N" />
895 <field name="CashMargin" required="N" />
896 <field name="ClearingFeeIndicator" required="N" />
897 <component name="Instrument" required="Y" />
898 <field name="Side" required="Y" />
899 <component name="Stipulations" required="N" />
900 <field name="QuantityType" required="N" />
901 <component name="OrderQtyData" required="Y" />
902 <field name="OrdType" required="N" />
903 <field name="PriceType" required="N" />
904 <field name="Price" required="N" />
905 <field name="StopPx" required="N" />
906 <field name="PegDifference" required="N" />
907 <field name="DiscretionInst" required="N" />
908 <field name="DiscretionOffset" required="N" />
909 <field name="Currency" required="N" />
910 <field name="ComplianceID" required="N" />
911 <field name="SolicitedFlag" required="N" />
912 <field name="TimeInForce" required="N" />
913 <field name="EffectiveTime" required="N" />
914 <field name="ExpireDate" required="N" />
915 <field name="ExpireTime" required="N" />
916 <field name="ExecInst" required="N" />
917 <field name="OrderCapacity" required="N" />
918 <field name="OrderRestrictions" required="N" />
919 <field name="CustOrderCapacity" required="N" />
920 <field name="Rule80A" required="N" />
921 <field name="LastQty" required="N" />
922 <field name="UnderlyingLastQty" required="N" />
923 <field name="LastPx" required="N" />
924 <field name="UnderlyingLastPx" required="N" />
925 <field name="LastSpotRate" required="N" />
926 <field name="LastForwardPoints" required="N" />
927 <field name="LastMkt" required="N" />
928 <field name="TradingSessionID" required="N" />
929 <field name="TradingSessionSubID" required="N" />
930 <field name="LastCapacity" required="N" />
931 <field name="LeavesQty" required="Y" />
932 <field name="CumQty" required="Y" />
933 <field name="AvgPx" required="Y" />
934 <field name="DayOrderQty" required="N" />
935 <field name="DayCumQty" required="N" />
936 <field name="DayAvgPx" required="N" />
937 <field name="GTBookingInst" required="N" />
938 <field name="TradeDate" required="N" />
939 <field name="TransactTime" required="N" />
940 <field name="ReportToExch" required="N" />
941 <component name="CommissionData" required="N" />
942 <component name="SpreadOrBenchmarkCurveData" required="N" />
943 <component name="YieldData" required="N" />
944 <field name="GrossTradeAmt" required="N" />
945 <field name="NumDaysInterest" required="N" />
946 <field name="ExDate" required="N" />
947 <field name="AccruedInterestRate" required="N" />
948 <field name="AccruedInterestAmt" required="N" />
949 <field name="TradedFlatSwitch" required="N" />
950 <field name="BasisFeatureDate" required="N" />
951 <field name="BasisFeaturePrice" required="N" />
952 <field name="Concession" required="N" />
953 <field name="TotalTakedown" required="N" />
954 <field name="NetMoney" required="N" />
955 <field name="SettlCurrAmt" required="N" />
956 <field name="SettlCurrency" required="N" />
957 <field name="SettlCurrFxRate" required="N" />
958 <field name="SettlCurrFxRateCalc" required="N" />
959 <field name="HandlInst" required="N" />
960 <field name="MinQty" required="N" />
961 <field name="MaxFloor" required="N" />
962 <field name="PositionEffect" required="N" />
963 <field name="MaxShow" required="N" />
964 <field name="Text" required="N" />
965 <field name="EncodedTextLen" required="N" />
966 <field name="EncodedText" required="N" />
967 <field name="FutSettDate2" required="N" />
968 <field name="OrderQty2" required="N" />
969 <field name="LastForwardPoints2" required="N" />
970 <field name="MultiLegReportingType" required="N" />
971 <field name="CancellationRights" required="N" />
972 <field name="MoneyLaunderingStatus" required="N" />
973 <field name="RegistID" required="N" />
974 <field name="Designation" required="N" />
975 <field name="TransBkdTime" required="N" />
976 <field name="ExecValuationPoint" required="N" />
977 <field name="ExecPriceType" required="N" />
978 <field name="ExecPriceAdjustment" required="N" />
979 <field name="PriorityIndicator" required="N" />
980 <field name="PriceImprovement" required="N" />
981 <group name="NoContAmts" required="N">
982 <field name="ContAmtType" required="N" />
983 <field name="ContAmtValue" required="N" />
984 <field name="ContAmtCurr" required="N" />
986 <group name="NoLegs" required="N">
987 <component name="InstrumentLeg" required="N" />
988 <field name="LegPositionEffect" required="N" />
989 <field name="LegCoveredOrUncovered" required="N" />
990 <component name="NestedParties" required="N" />
991 <field name="LegRefID" required="N" />
992 <field name="LegPrice" required="N" />
993 <field name="LegSettlmntTyp" required="N" />
994 <field name="LegFutSettDate" required="N" />
995 <field name="LegLastPx" required="N" />
998 <message name="DontKnowTrade" msgtype="Q" msgcat="app">
999 <field name="OrderID" required="Y" />
1000 <field name="ExecID" required="Y" />
1001 <field name="DKReason" required="Y" />
1002 <component name="Instrument" required="Y" />
1003 <field name="Side" required="Y" />
1004 <component name="OrderQtyData" required="Y" />
1005 <field name="LastQty" required="N" />
1006 <field name="LastPx" required="N" />
1007 <field name="Text" required="N" />
1008 <field name="EncodedTextLen" required="N" />
1009 <field name="EncodedText" required="N" />
1011 <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
1012 <field name="OrderID" required="N" />
1013 <component name="Parties" required="N" />
1014 <field name="TradeOriginationDate" required="N" />
1015 <field name="OrigClOrdID" required="Y" />
1016 <field name="ClOrdID" required="Y" />
1017 <field name="SecondaryClOrdID" required="N" />
1018 <field name="ClOrdLinkID" required="N" />
1019 <field name="ListID" required="N" />
1020 <field name="OrigOrdModTime" required="N" />
1021 <field name="Account" required="N" />
1022 <field name="AccountType" required="N" />
1023 <field name="DayBookingInst" required="N" />
1024 <field name="BookingUnit" required="N" />
1025 <field name="PreallocMethod" required="N" />
1026 <group name="NoAllocs" required="N">
1027 <field name="AllocAccount" required="N" />
1028 <field name="IndividualAllocID" required="N" />
1029 <component name="NestedParties" required="N" />
1030 <field name="AllocQty" required="N" />
1032 <field name="SettlmntTyp" required="N" />
1033 <field name="FutSettDate" required="N" />
1034 <field name="CashMargin" required="N" />
1035 <field name="ClearingFeeIndicator" required="N" />
1036 <field name="HandlInst" required="Y" />
1037 <field name="ExecInst" required="N" />
1038 <field name="MinQty" required="N" />
1039 <field name="MaxFloor" required="N" />
1040 <field name="ExDestination" required="N" />
1041 <group name="NoTradingSessions" required="N">
1042 <field name="TradingSessionID" required="N" />
1043 <field name="TradingSessionSubID" required="N" />
1045 <component name="Instrument" required="Y" />
1046 <field name="Side" required="Y" />
1047 <field name="TransactTime" required="Y" />
1048 <field name="QuantityType" required="N" />
1049 <component name="OrderQtyData" required="Y" />
1050 <field name="OrdType" required="Y" />
1051 <field name="PriceType" required="N" />
1052 <field name="Price" required="N" />
1053 <field name="StopPx" required="N" />
1054 <component name="SpreadOrBenchmarkCurveData" required="N" />
1055 <component name="YieldData" required="N" />
1056 <field name="PegDifference" required="N" />
1057 <field name="DiscretionInst" required="N" />
1058 <field name="DiscretionOffset" required="N" />
1059 <field name="ComplianceID" required="N" />
1060 <field name="SolicitedFlag" required="N" />
1061 <field name="Currency" required="N" />
1062 <field name="TimeInForce" required="N" />
1063 <field name="EffectiveTime" required="N" />
1064 <field name="ExpireDate" required="N" />
1065 <field name="ExpireTime" required="N" />
1066 <field name="GTBookingInst" required="N" />
1067 <component name="CommissionData" required="N" />
1068 <field name="OrderCapacity" required="N" />
1069 <field name="OrderRestrictions" required="N" />
1070 <field name="CustOrderCapacity" required="N" />
1071 <field name="Rule80A" required="N" />
1072 <field name="ForexReq" required="N" />
1073 <field name="SettlCurrency" required="N" />
1074 <field name="Text" required="N" />
1075 <field name="EncodedTextLen" required="N" />
1076 <field name="EncodedText" required="N" />
1077 <field name="FutSettDate2" required="N" />
1078 <field name="OrderQty2" required="N" />
1079 <field name="Price2" required="N" />
1080 <field name="PositionEffect" required="N" />
1081 <field name="CoveredOrUncovered" required="N" />
1082 <field name="MaxShow" required="N" />
1083 <field name="LocateReqd" required="N" />
1084 <field name="CancellationRights" required="N" />
1085 <field name="MoneyLaunderingStatus" required="N" />
1086 <field name="RegistID" required="N" />
1087 <field name="Designation" required="N" />
1088 <field name="AccruedInterestRate" required="N" />
1089 <field name="AccruedInterestAmt" required="N" />
1090 <field name="NetMoney" required="N" />
1092 <message name="OrderCancelRequest" msgtype="F" msgcat="app">
1093 <field name="OrigClOrdID" required="Y" />
1094 <field name="OrderID" required="N" />
1095 <field name="ClOrdID" required="Y" />
1096 <field name="SecondaryClOrdID" required="N" />
1097 <field name="ClOrdLinkID" required="N" />
1098 <field name="ListID" required="N" />
1099 <field name="OrigOrdModTime" required="N" />
1100 <field name="Account" required="N" />
1101 <field name="AccountType" required="N" />
1102 <component name="Parties" required="N" />
1103 <component name="Instrument" required="Y" />
1104 <field name="Side" required="Y" />
1105 <field name="TransactTime" required="Y" />
1106 <component name="OrderQtyData" required="Y" />
1107 <field name="ComplianceID" required="N" />
1108 <field name="Text" required="N" />
1109 <field name="EncodedTextLen" required="N" />
1110 <field name="EncodedText" required="N" />
1112 <message name="OrderCancelReject" msgtype="9" msgcat="app">
1113 <field name="OrderID" required="Y" />
1114 <field name="SecondaryOrderID" required="N" />
1115 <field name="SecondaryClOrdID" required="N" />
1116 <field name="ClOrdID" required="Y" />
1117 <field name="ClOrdLinkID" required="N" />
1118 <field name="OrigClOrdID" required="Y" />
1119 <field name="OrdStatus" required="Y" />
1120 <field name="WorkingIndicator" required="N" />
1121 <field name="OrigOrdModTime" required="N" />
1122 <field name="ListID" required="N" />
1123 <field name="Account" required="N" />
1124 <field name="AccountType" required="N" />
1125 <field name="TradeOriginationDate" required="N" />
1126 <field name="TransactTime" required="N" />
1127 <field name="CxlRejResponseTo" required="Y" />
1128 <field name="CxlRejReason" required="N" />
1129 <field name="Text" required="N" />
1130 <field name="EncodedTextLen" required="N" />
1131 <field name="EncodedText" required="N" />
1133 <message name="OrderStatusRequest" msgtype="H" msgcat="app">
1134 <field name="OrderID" required="N" />
1135 <field name="ClOrdID" required="Y" />
1136 <field name="SecondaryClOrdID" required="N" />
1137 <field name="ClOrdLinkID" required="N" />
1138 <component name="Parties" required="N" />
1139 <field name="Account" required="N" />
1140 <component name="Instrument" required="Y" />
1141 <field name="Side" required="Y" />
1143 <message name="OrderMassCancelRequest" msgtype="q" msgcat="app">
1144 <field name="ClOrdID" required="Y" />
1145 <field name="SecondaryClOrdID" required="N" />
1146 <field name="MassCancelRequestType" required="Y" />
1147 <field name="TradingSessionID" required="N" />
1148 <field name="TradingSessionSubID" required="N" />
1149 <component name="Instrument" required="N" />
1150 <component name="UnderlyingInstrument" required="N" />
1151 <field name="Side" required="N" />
1152 <field name="TransactTime" required="Y" />
1153 <field name="Text" required="N" />
1154 <field name="EncodedTextLen" required="N" />
1155 <field name="EncodedText" required="N" />
1157 <message name="OrderMassCancelReport" msgtype="r" msgcat="app">
1158 <field name="ClOrdID" required="N" />
1159 <field name="SecondaryClOrdID" required="N" />
1160 <field name="OrderID" required="Y" />
1161 <field name="SecondaryOrderID" required="N" />
1162 <field name="MassCancelRequestType" required="Y" />
1163 <field name="MassCancelResponse" required="Y" />
1164 <field name="MassCancelRejectReason" required="N" />
1165 <field name="TotalAffectedOrders" required="N" />
1166 <group name="NoAffectedOrders" required="N">
1167 <field name="OrigClOrdID" required="N" />
1168 <field name="AffectedOrderID" required="N" />
1169 <field name="AffectedSecondaryOrderID" required="N" />
1171 <field name="TradingSessionID" required="N" />
1172 <field name="TradingSessionSubID" required="N" />
1173 <component name="Instrument" required="N" />
1174 <component name="UnderlyingInstrument" required="N" />
1175 <field name="Side" required="N" />
1176 <field name="TransactTime" required="N" />
1177 <field name="Text" required="N" />
1178 <field name="EncodedTextLen" required="N" />
1179 <field name="EncodedText" required="N" />
1181 <message name="OrderMassStatusRequest" msgtype="AF" msgcat="app">
1182 <field name="MassStatusReqID" required="Y" />
1183 <field name="MassStatusReqType" required="Y" />
1184 <component name="Parties" required="N" />
1185 <field name="Account" required="N" />
1186 <field name="TradingSessionID" required="N" />
1187 <field name="TradingSessionSubID" required="N" />
1188 <component name="Instrument" required="N" />
1189 <component name="UnderlyingInstrument" required="N" />
1190 <field name="Side" required="N" />
1192 <message name="NewOrderCross" msgtype="s" msgcat="app">
1193 <field name="CrossID" required="Y" />
1194 <field name="CrossType" required="Y" />
1195 <field name="CrossPrioritization" required="Y" />
1196 <group name="NoSides" required="Y">
1197 <field name="Side" required="Y" />
1198 <field name="ClOrdID" required="Y" />
1199 <field name="SecondaryClOrdID" required="N" />
1200 <field name="ClOrdLinkID" required="N" />
1201 <component name="Parties" required="N" />
1202 <field name="TradeOriginationDate" required="N" />
1203 <field name="Account" required="N" />
1204 <field name="AccountType" required="N" />
1205 <field name="DayBookingInst" required="N" />
1206 <field name="BookingUnit" required="N" />
1207 <field name="PreallocMethod" required="N" />
1208 <group name="NoAllocs" required="N">
1209 <field name="AllocAccount" required="N" />
1210 <field name="IndividualAllocID" required="N" />
1211 <component name="NestedParties" required="N" />
1212 <field name="AllocQty" required="N" />
1214 <field name="QuantityType" required="N" />
1215 <component name="OrderQtyData" required="Y" />
1216 <component name="CommissionData" required="N" />
1217 <field name="OrderCapacity" required="N" />
1218 <field name="OrderRestrictions" required="N" />
1219 <field name="CustOrderCapacity" required="N" />
1220 <field name="ForexReq" required="N" />
1221 <field name="SettlCurrency" required="N" />
1222 <field name="Text" required="N" />
1223 <field name="EncodedTextLen" required="N" />
1224 <field name="EncodedText" required="N" />
1225 <field name="PositionEffect" required="N" />
1226 <field name="CoveredOrUncovered" required="N" />
1227 <field name="CashMargin" required="N" />
1228 <field name="ClearingFeeIndicator" required="N" />
1229 <field name="SolicitedFlag" required="N" />
1230 <field name="SideComplianceID" required="N" />
1232 <component name="Instrument" required="Y" />
1233 <field name="SettlmntTyp" required="N" />
1234 <field name="FutSettDate" required="N" />
1235 <field name="HandlInst" required="Y" />
1236 <field name="ExecInst" required="N" />
1237 <field name="MinQty" required="N" />
1238 <field name="MaxFloor" required="N" />
1239 <field name="ExDestination" required="N" />
1240 <group name="NoTradingSessions" required="N">
1241 <field name="TradingSessionID" required="N" />
1242 <field name="TradingSessionSubID" required="N" />
1244 <field name="ProcessCode" required="N" />
1245 <field name="PrevClosePx" required="N" />
1246 <field name="LocateReqd" required="N" />
1247 <field name="TransactTime" required="Y" />
1248 <component name="Stipulations" required="N" />
1249 <field name="OrdType" required="Y" />
1250 <field name="PriceType" required="N" />
1251 <field name="Price" required="N" />
1252 <field name="StopPx" required="N" />
1253 <component name="SpreadOrBenchmarkCurveData" required="N" />
1254 <component name="YieldData" required="N" />
1255 <field name="Currency" required="N" />
1256 <field name="ComplianceID" required="N" />
1257 <field name="IOIid" required="N" />
1258 <field name="QuoteID" required="N" />
1259 <field name="TimeInForce" required="N" />
1260 <field name="EffectiveTime" required="N" />
1261 <field name="ExpireDate" required="N" />
1262 <field name="ExpireTime" required="N" />
1263 <field name="GTBookingInst" required="N" />
1264 <field name="MaxShow" required="N" />
1265 <field name="PegDifference" required="N" />
1266 <field name="DiscretionInst" required="N" />
1267 <field name="DiscretionOffset" required="N" />
1268 <field name="CancellationRights" required="N" />
1269 <field name="MoneyLaunderingStatus" required="N" />
1270 <field name="RegistID" required="N" />
1271 <field name="Designation" required="N" />
1272 <field name="AccruedInterestRate" required="N" />
1273 <field name="AccruedInterestAmt" required="N" />
1274 <field name="NetMoney" required="N" />
1276 <message name="CrossOrderCancelReplaceRequest" msgtype="t" msgcat="app">
1277 <field name="OrderID" required="N" />
1278 <field name="CrossID" required="Y" />
1279 <field name="OrigCrossID" required="Y" />
1280 <field name="CrossType" required="Y" />
1281 <field name="CrossPrioritization" required="Y" />
1282 <group name="NoSides" required="Y">
1283 <field name="Side" required="Y" />
1284 <field name="OrigClOrdID" required="N" />
1285 <field name="ClOrdID" required="Y" />
1286 <field name="SecondaryClOrdID" required="N" />
1287 <field name="ClOrdLinkID" required="N" />
1288 <field name="OrigOrdModTime" required="N" />
1289 <component name="Parties" required="N" />
1290 <field name="TradeOriginationDate" required="N" />
1291 <field name="Account" required="N" />
1292 <field name="AccountType" required="N" />
1293 <field name="DayBookingInst" required="N" />
1294 <field name="BookingUnit" required="N" />
1295 <field name="PreallocMethod" required="N" />
1296 <group name="NoAllocs" required="N">
1297 <field name="AllocAccount" required="N" />
1298 <field name="IndividualAllocID" required="N" />
1299 <component name="NestedParties" required="N" />
1300 <field name="AllocQty" required="N" />
1302 <field name="QuantityType" required="N" />
1303 <component name="OrderQtyData" required="Y" />
1304 <component name="CommissionData" required="N" />
1305 <field name="OrderCapacity" required="N" />
1306 <field name="OrderRestrictions" required="N" />
1307 <field name="CustOrderCapacity" required="N" />
1308 <field name="ForexReq" required="N" />
1309 <field name="SettlCurrency" required="N" />
1310 <field name="Text" required="N" />
1311 <field name="EncodedTextLen" required="N" />
1312 <field name="EncodedText" required="N" />
1313 <field name="PositionEffect" required="N" />
1314 <field name="CoveredOrUncovered" required="N" />
1315 <field name="CashMargin" required="N" />
1316 <field name="ClearingFeeIndicator" required="N" />
1317 <field name="SolicitedFlag" required="N" />
1318 <field name="SideComplianceID" required="N" />
1320 <component name="Instrument" required="Y" />
1321 <field name="SettlmntTyp" required="N" />
1322 <field name="FutSettDate" required="N" />
1323 <field name="HandlInst" required="Y" />
1324 <field name="ExecInst" required="N" />
1325 <field name="MinQty" required="N" />
1326 <field name="MaxFloor" required="N" />
1327 <field name="ExDestination" required="N" />
1328 <group name="NoTradingSessions" required="N">
1329 <field name="TradingSessionID" required="N" />
1330 <field name="TradingSessionSubID" required="N" />
1332 <field name="ProcessCode" required="N" />
1333 <field name="PrevClosePx" required="N" />
1334 <field name="LocateReqd" required="N" />
1335 <field name="TransactTime" required="Y" />
1336 <component name="Stipulations" required="N" />
1337 <field name="OrdType" required="Y" />
1338 <field name="PriceType" required="N" />
1339 <field name="Price" required="N" />
1340 <field name="StopPx" required="N" />
1341 <component name="SpreadOrBenchmarkCurveData" required="N" />
1342 <component name="YieldData" required="N" />
1343 <field name="Currency" required="N" />
1344 <field name="ComplianceID" required="N" />
1345 <field name="IOIid" required="N" />
1346 <field name="QuoteID" required="N" />
1347 <field name="TimeInForce" required="N" />
1348 <field name="EffectiveTime" required="N" />
1349 <field name="ExpireDate" required="N" />
1350 <field name="ExpireTime" required="N" />
1351 <field name="GTBookingInst" required="N" />
1352 <field name="MaxShow" required="N" />
1353 <field name="PegDifference" required="N" />
1354 <field name="DiscretionInst" required="N" />
1355 <field name="DiscretionOffset" required="N" />
1356 <field name="CancellationRights" required="N" />
1357 <field name="MoneyLaunderingStatus" required="N" />
1358 <field name="RegistID" required="N" />
1359 <field name="Designation" required="N" />
1360 <field name="AccruedInterestRate" required="N" />
1361 <field name="AccruedInterestAmt" required="N" />
1362 <field name="NetMoney" required="N" />
1364 <message name="CrossOrderCancelRequest" msgtype="u" msgcat="app">
1365 <field name="OrderID" required="N" />
1366 <field name="CrossID" required="Y" />
1367 <field name="OrigCrossID" required="Y" />
1368 <field name="CrossType" required="Y" />
1369 <field name="CrossPrioritization" required="Y" />
1370 <group name="NoSides" required="Y">
1371 <field name="Side" required="Y" />
1372 <field name="OrigClOrdID" required="N" />
1373 <field name="ClOrdID" required="Y" />
1374 <field name="SecondaryClOrdID" required="N" />
1375 <field name="ClOrdLinkID" required="N" />
1376 <field name="OrigOrdModTime" required="N" />
1377 <component name="Parties" required="N" />
1378 <field name="TradeOriginationDate" required="N" />
1379 <component name="OrderQtyData" required="Y" />
1380 <field name="ComplianceID" required="N" />
1381 <field name="Text" required="N" />
1382 <field name="EncodedTextLen" required="N" />
1383 <field name="EncodedText" required="N" />
1385 <component name="Instrument" required="Y" />
1386 <field name="TransactTime" required="Y" />
1388 <message name="NewOrderMultileg" msgtype="AB" msgcat="app">
1389 <field name="ClOrdID" required="Y" />
1390 <field name="SecondaryClOrdID" required="N" />
1391 <field name="ClOrdLinkID" required="N" />
1392 <component name="Parties" required="N" />
1393 <field name="Account" required="N" />
1394 <field name="AccountType" required="N" />
1395 <field name="DayBookingInst" required="N" />
1396 <field name="BookingUnit" required="N" />
1397 <field name="PreallocMethod" required="N" />
1398 <group name="NoAllocs" required="N">
1399 <field name="AllocAccount" required="N" />
1400 <field name="IndividualAllocID" required="N" />
1401 <field name="AllocQty" required="N" />
1403 <field name="SettlmntTyp" required="N" />
1404 <field name="FutSettDate" required="N" />
1405 <field name="CashMargin" required="N" />
1406 <field name="ClearingFeeIndicator" required="N" />
1407 <field name="HandlInst" required="Y" />
1408 <field name="ExecInst" required="N" />
1409 <field name="MinQty" required="N" />
1410 <field name="MaxFloor" required="N" />
1411 <field name="ExDestination" required="N" />
1412 <group name="NoTradingSessions" required="N">
1413 <field name="TradingSessionID" required="N" />
1414 <field name="TradingSessionSubID" required="N" />
1416 <field name="ProcessCode" required="N" />
1417 <field name="Side" required="Y" />
1418 <component name="Instrument" required="Y" />
1419 <field name="PrevClosePx" required="N" />
1420 <group name="NoLegs" required="N">
1421 <component name="InstrumentLeg" required="N" />
1422 <field name="LegPositionEffect" required="N" />
1423 <field name="LegCoveredOrUncovered" required="N" />
1424 <component name="NestedParties" required="N" />
1425 <field name="LegRefID" required="N" />
1426 <field name="LegPrice" required="N" />
1427 <field name="LegSettlmntTyp" required="N" />
1428 <field name="LegFutSettDate" required="N" />
1430 <field name="LocateReqd" required="N" />
1431 <field name="TransactTime" required="Y" />
1432 <field name="QuantityType" required="N" />
1433 <component name="OrderQtyData" required="Y" />
1434 <field name="OrdType" required="Y" />
1435 <field name="PriceType" required="N" />
1436 <field name="Price" required="N" />
1437 <field name="StopPx" required="N" />
1438 <field name="Currency" required="N" />
1439 <field name="ComplianceID" required="N" />
1440 <field name="SolicitedFlag" required="N" />
1441 <field name="IOIid" required="N" />
1442 <field name="QuoteID" required="N" />
1443 <field name="TimeInForce" required="N" />
1444 <field name="EffectiveTime" required="N" />
1445 <field name="ExpireDate" required="N" />
1446 <field name="ExpireTime" required="N" />
1447 <field name="GTBookingInst" required="N" />
1448 <component name="CommissionData" required="N" />
1449 <field name="OrderCapacity" required="N" />
1450 <field name="OrderRestrictions" required="N" />
1451 <field name="CustOrderCapacity" required="N" />
1452 <field name="ForexReq" required="N" />
1453 <field name="SettlCurrency" required="N" />
1454 <field name="Text" required="N" />
1455 <field name="EncodedTextLen" required="N" />
1456 <field name="EncodedText" required="N" />
1457 <field name="PositionEffect" required="N" />
1458 <field name="CoveredOrUncovered" required="N" />
1459 <field name="MaxShow" required="N" />
1460 <field name="PegDifference" required="N" />
1461 <field name="DiscretionInst" required="N" />
1462 <field name="DiscretionOffset" required="N" />
1463 <field name="CancellationRights" required="N" />
1464 <field name="MoneyLaunderingStatus" required="N" />
1465 <field name="RegistID" required="N" />
1466 <field name="Designation" required="N" />
1467 <field name="MultiLegRptTypeReq" required="N" />
1468 <field name="NetMoney" required="N" />
1470 <message name="MultilegOrderCancelReplaceRequest" msgtype="AC" msgcat="app">
1471 <field name="OrderID" required="N" />
1472 <field name="OrigClOrdID" required="Y" />
1473 <field name="ClOrdID" required="Y" />
1474 <field name="SecondaryClOrdID" required="N" />
1475 <field name="ClOrdLinkID" required="N" />
1476 <field name="OrigOrdModTime" required="N" />
1477 <component name="Parties" required="N" />
1478 <field name="Account" required="N" />
1479 <field name="AccountType" required="N" />
1480 <field name="DayBookingInst" required="N" />
1481 <field name="BookingUnit" required="N" />
1482 <field name="PreallocMethod" required="N" />
1483 <group name="NoAllocs" required="N">
1484 <field name="AllocAccount" required="N" />
1485 <field name="IndividualAllocID" required="N" />
1486 <field name="AllocQty" required="N" />
1488 <field name="SettlmntTyp" required="N" />
1489 <field name="FutSettDate" required="N" />
1490 <field name="CashMargin" required="N" />
1491 <field name="ClearingFeeIndicator" required="N" />
1492 <field name="HandlInst" required="Y" />
1493 <field name="ExecInst" required="N" />
1494 <field name="MinQty" required="N" />
1495 <field name="MaxFloor" required="N" />
1496 <field name="ExDestination" required="N" />
1497 <group name="NoTradingSessions" required="N">
1498 <field name="TradingSessionID" required="N" />
1499 <field name="TradingSessionSubID" required="N" />
1501 <field name="ProcessCode" required="N" />
1502 <field name="Side" required="Y" />
1503 <component name="Instrument" required="Y" />
1504 <field name="PrevClosePx" required="N" />
1505 <group name="NoLegs" required="N">
1506 <component name="InstrumentLeg" required="N" />
1507 <field name="LegPositionEffect" required="N" />
1508 <field name="LegCoveredOrUncovered" required="N" />
1509 <component name="NestedParties" required="N" />
1510 <field name="LegRefID" required="N" />
1511 <field name="LegPrice" required="N" />
1512 <field name="LegSettlmntTyp" required="N" />
1513 <field name="LegFutSettDate" required="N" />
1515 <field name="LocateReqd" required="N" />
1516 <field name="TransactTime" required="Y" />
1517 <field name="QuantityType" required="N" />
1518 <component name="OrderQtyData" required="Y" />
1519 <field name="OrdType" required="Y" />
1520 <field name="PriceType" required="N" />
1521 <field name="Price" required="N" />
1522 <field name="StopPx" required="N" />
1523 <field name="Currency" required="N" />
1524 <field name="ComplianceID" required="N" />
1525 <field name="SolicitedFlag" required="N" />
1526 <field name="IOIid" required="N" />
1527 <field name="QuoteID" required="N" />
1528 <field name="TimeInForce" required="N" />
1529 <field name="EffectiveTime" required="N" />
1530 <field name="ExpireDate" required="N" />
1531 <field name="ExpireTime" required="N" />
1532 <field name="GTBookingInst" required="N" />
1533 <component name="CommissionData" required="N" />
1534 <field name="OrderCapacity" required="N" />
1535 <field name="OrderRestrictions" required="N" />
1536 <field name="CustOrderCapacity" required="N" />
1537 <field name="ForexReq" required="N" />
1538 <field name="SettlCurrency" required="N" />
1539 <field name="Text" required="N" />
1540 <field name="EncodedTextLen" required="N" />
1541 <field name="EncodedText" required="N" />
1542 <field name="PositionEffect" required="N" />
1543 <field name="CoveredOrUncovered" required="N" />
1544 <field name="MaxShow" required="N" />
1545 <field name="PegDifference" required="N" />
1546 <field name="DiscretionInst" required="N" />
1547 <field name="DiscretionOffset" required="N" />
1548 <field name="CancellationRights" required="N" />
1549 <field name="MoneyLaunderingStatus" required="N" />
1550 <field name="RegistID" required="N" />
1551 <field name="Designation" required="N" />
1552 <field name="MultiLegRptTypeReq" required="N" />
1553 <field name="NetMoney" required="N" />
1555 <message name="BidRequest" msgtype="k" msgcat="app">
1556 <field name="BidID" required="N" />
1557 <field name="ClientBidID" required="Y" />
1558 <field name="BidRequestTransType" required="Y" />
1559 <field name="ListName" required="N" />
1560 <field name="TotalNumSecurities" required="Y" />
1561 <field name="BidType" required="Y" />
1562 <field name="NumTickets" required="N" />
1563 <field name="Currency" required="N" />
1564 <field name="SideValue1" required="N" />
1565 <field name="SideValue2" required="N" />
1566 <group name="NoBidDescriptors" required="N">
1567 <field name="BidDescriptorType" required="N" />
1568 <field name="BidDescriptor" required="N" />
1569 <field name="SideValueInd" required="N" />
1570 <field name="LiquidityValue" required="N" />
1571 <field name="LiquidityNumSecurities" required="N" />
1572 <field name="LiquidityPctLow" required="N" />
1573 <field name="LiquidityPctHigh" required="N" />
1574 <field name="EFPTrackingError" required="N" />
1575 <field name="FairValue" required="N" />
1576 <field name="OutsideIndexPct" required="N" />
1577 <field name="ValueOfFutures" required="N" />
1579 <group name="NoBidComponents" required="N">
1580 <field name="ListID" required="N" />
1581 <field name="Side" required="N" />
1582 <field name="TradingSessionID" required="N" />
1583 <field name="TradingSessionSubID" required="N" />
1584 <field name="NetGrossInd" required="N" />
1585 <field name="SettlmntTyp" required="N" />
1586 <field name="FutSettDate" required="N" />
1587 <field name="Account" required="N" />
1589 <field name="LiquidityIndType" required="N" />
1590 <field name="WtAverageLiquidity" required="N" />
1591 <field name="ExchangeForPhysical" required="N" />
1592 <field name="OutMainCntryUIndex" required="N" />
1593 <field name="CrossPercent" required="N" />
1594 <field name="ProgRptReqs" required="N" />
1595 <field name="ProgPeriodInterval" required="N" />
1596 <field name="IncTaxInd" required="N" />
1597 <field name="ForexReq" required="N" />
1598 <field name="NumBidders" required="N" />
1599 <field name="TradeDate" required="N" />
1600 <field name="TradeType" required="Y" />
1601 <field name="BasisPxType" required="Y" />
1602 <field name="StrikeTime" required="N" />
1603 <field name="Text" required="N" />
1604 <field name="EncodedTextLen" required="N" />
1605 <field name="EncodedText" required="N" />
1607 <message name="BidResponse" msgtype="l" msgcat="app">
1608 <field name="BidID" required="N" />
1609 <field name="ClientBidID" required="N" />
1610 <group name="NoBidComponents" required="Y">
1611 <component name="CommissionData" required="Y" />
1612 <field name="ListID" required="N" />
1613 <field name="Country" required="N" />
1614 <field name="Side" required="N" />
1615 <field name="Price" required="N" />
1616 <field name="PriceType" required="N" />
1617 <field name="FairValue" required="N" />
1618 <field name="NetGrossInd" required="N" />
1619 <field name="SettlmntTyp" required="N" />
1620 <field name="FutSettDate" required="N" />
1621 <field name="TradingSessionID" required="N" />
1622 <field name="TradingSessionSubID" required="N" />
1623 <field name="Text" required="N" />
1624 <field name="EncodedTextLen" required="N" />
1625 <field name="EncodedText" required="N" />
1628 <message name="NewOrderList" msgtype="E" msgcat="app">
1629 <field name="ListID" required="Y" />
1630 <field name="BidID" required="N" />
1631 <field name="ClientBidID" required="N" />
1632 <field name="ProgRptReqs" required="N" />
1633 <field name="BidType" required="Y" />
1634 <field name="ProgPeriodInterval" required="N" />
1635 <field name="CancellationRights" required="N" />
1636 <field name="MoneyLaunderingStatus" required="N" />
1637 <field name="RegistID" required="N" />
1638 <field name="ListExecInstType" required="N" />
1639 <field name="ListExecInst" required="N" />
1640 <field name="EncodedListExecInstLen" required="N" />
1641 <field name="EncodedListExecInst" required="N" />
1642 <field name="TotNoOrders" required="Y" />
1643 <group name="NoOrders" required="Y">
1644 <field name="ClOrdID" required="Y" />
1645 <field name="SecondaryClOrdID" required="N" />
1646 <field name="ListSeqNo" required="Y" />
1647 <field name="ClOrdLinkID" required="N" />
1648 <field name="SettlInstMode" required="N" />
1649 <component name="Parties" required="N" />
1650 <field name="TradeOriginationDate" required="N" />
1651 <field name="Account" required="N" />
1652 <field name="AccountType" required="N" />
1653 <field name="DayBookingInst" required="N" />
1654 <field name="BookingUnit" required="N" />
1655 <field name="PreallocMethod" required="N" />
1656 <group name="NoAllocs" required="N">
1657 <field name="AllocAccount" required="N" />
1658 <field name="IndividualAllocID" required="N" />
1659 <component name="NestedParties" required="N" />
1660 <field name="AllocQty" required="N" />
1662 <field name="SettlmntTyp" required="N" />
1663 <field name="FutSettDate" required="N" />
1664 <field name="CashMargin" required="N" />
1665 <field name="ClearingFeeIndicator" required="N" />
1666 <field name="HandlInst" required="N" />
1667 <field name="ExecInst" required="N" />
1668 <field name="MinQty" required="N" />
1669 <field name="MaxFloor" required="N" />
1670 <field name="ExDestination" required="N" />
1671 <group name="NoTradingSessions" required="N">
1672 <field name="TradingSessionID" required="N" />
1673 <field name="TradingSessionSubID" required="N" />
1675 <field name="ProcessCode" required="N" />
1676 <component name="Instrument" required="Y" />
1677 <field name="PrevClosePx" required="N" />
1678 <field name="Side" required="Y" />
1679 <field name="SideValueInd" required="N" />
1680 <field name="LocateReqd" required="N" />
1681 <field name="TransactTime" required="N" />
1682 <component name="Stipulations" required="N" />
1683 <field name="QuantityType" required="N" />
1684 <component name="OrderQtyData" required="Y" />
1685 <field name="OrdType" required="N" />
1686 <field name="PriceType" required="N" />
1687 <field name="Price" required="N" />
1688 <field name="StopPx" required="N" />
1689 <component name="SpreadOrBenchmarkCurveData" required="N" />
1690 <component name="YieldData" required="N" />
1691 <field name="Currency" required="N" />
1692 <field name="ComplianceID" required="N" />
1693 <field name="SolicitedFlag" required="N" />
1694 <field name="IOIid" required="N" />
1695 <field name="QuoteID" required="N" />
1696 <field name="TimeInForce" required="N" />
1697 <field name="EffectiveTime" required="N" />
1698 <field name="ExpireDate" required="N" />
1699 <field name="ExpireTime" required="N" />
1700 <field name="GTBookingInst" required="N" />
1701 <component name="CommissionData" required="N" />
1702 <field name="OrderCapacity" required="N" />
1703 <field name="OrderRestrictions" required="N" />
1704 <field name="CustOrderCapacity" required="N" />
1705 <field name="Rule80A" required="N" />
1706 <field name="ForexReq" required="N" />
1707 <field name="SettlCurrency" required="N" />
1708 <field name="Text" required="N" />
1709 <field name="EncodedTextLen" required="N" />
1710 <field name="EncodedText" required="N" />
1711 <field name="FutSettDate2" required="N" />
1712 <field name="OrderQty2" required="N" />
1713 <field name="Price2" required="N" />
1714 <field name="PositionEffect" required="N" />
1715 <field name="CoveredOrUncovered" required="N" />
1716 <field name="MaxShow" required="N" />
1717 <field name="PegDifference" required="N" />
1718 <field name="DiscretionInst" required="N" />
1719 <field name="DiscretionOffset" required="N" />
1720 <field name="Designation" required="N" />
1721 <field name="AccruedInterestRate" required="N" />
1722 <field name="AccruedInterestAmt" required="N" />
1723 <field name="NetMoney" required="N" />
1726 <message name="ListStrikePrice" msgtype="m" msgcat="app">
1727 <field name="ListID" required="Y" />
1728 <field name="TotNoStrikes" required="Y" />
1729 <group name="NoStrikes" required="Y">
1730 <component name="Instrument" required="Y" />
1731 <field name="PrevClosePx" required="N" />
1732 <field name="ClOrdID" required="N" />
1733 <field name="SecondaryClOrdID" required="N" />
1734 <field name="Side" required="N" />
1735 <field name="Price" required="Y" />
1736 <field name="Currency" required="N" />
1737 <field name="Text" required="N" />
1738 <field name="EncodedTextLen" required="N" />
1739 <field name="EncodedText" required="N" />
1742 <message name="ListExecute" msgtype="L" msgcat="app">
1743 <field name="ListID" required="Y" />
1744 <field name="ClientBidID" required="N" />
1745 <field name="BidID" required="N" />
1746 <field name="TransactTime" required="Y" />
1747 <field name="Text" required="N" />
1748 <field name="EncodedTextLen" required="N" />
1749 <field name="EncodedText" required="N" />
1751 <message name="ListCancelRequest" msgtype="K" msgcat="app">
1752 <field name="ListID" required="Y" />
1753 <field name="TransactTime" required="Y" />
1754 <field name="TradeOriginationDate" required="N" />
1755 <field name="Text" required="N" />
1756 <field name="EncodedTextLen" required="N" />
1757 <field name="EncodedText" required="N" />
1759 <message name="ListStatusRequest" msgtype="M" msgcat="app">
1760 <field name="ListID" required="Y" />
1761 <field name="Text" required="N" />
1762 <field name="EncodedTextLen" required="N" />
1763 <field name="EncodedText" required="N" />
1765 <message name="ListStatus" msgtype="N" msgcat="app">
1766 <field name="ListID" required="Y" />
1767 <field name="ListStatusType" required="Y" />
1768 <field name="NoRpts" required="Y" />
1769 <field name="ListOrderStatus" required="Y" />
1770 <field name="RptSeq" required="Y" />
1771 <field name="ListStatusText" required="N" />
1772 <field name="EncodedListStatusTextLen" required="N" />
1773 <field name="EncodedListStatusText" required="N" />
1774 <field name="TransactTime" required="N" />
1775 <field name="TotNoOrders" required="Y" />
1776 <group name="NoOrders" required="Y">
1777 <field name="ClOrdID" required="Y" />
1778 <field name="SecondaryClOrdID" required="N" />
1779 <field name="CumQty" required="Y" />
1780 <field name="OrdStatus" required="Y" />
1781 <field name="WorkingIndicator" required="N" />
1782 <field name="LeavesQty" required="Y" />
1783 <field name="CxlQty" required="Y" />
1784 <field name="AvgPx" required="Y" />
1785 <field name="OrdRejReason" required="N" />
1786 <field name="Text" required="N" />
1787 <field name="EncodedTextLen" required="N" />
1788 <field name="EncodedText" required="N" />
1791 <message name="Allocation" msgtype="J" msgcat="app">
1792 <field name="AllocID" required="Y" />
1793 <field name="AllocTransType" required="Y" />
1794 <field name="AllocType" required="Y" />
1795 <field name="RefAllocID" required="N" />
1796 <field name="AllocLinkID" required="N" />
1797 <field name="AllocLinkType" required="N" />
1798 <field name="BookingRefID" required="N" />
1799 <group name="NoOrders" required="Y">
1800 <field name="ClOrdID" required="Y" />
1801 <field name="OrderID" required="N" />
1802 <field name="SecondaryOrderID" required="N" />
1803 <field name="SecondaryClOrdID" required="N" />
1804 <field name="ListID" required="N" />
1806 <group name="NoExecs" required="N">
1807 <field name="LastQty" required="N" />
1808 <field name="ExecID" required="N" />
1809 <field name="SecondaryExecID" required="N" />
1810 <field name="LastPx" required="N" />
1811 <field name="LastCapacity" required="N" />
1813 <field name="Side" required="Y" />
1814 <component name="Instrument" required="Y" />
1815 <field name="Quantity" required="Y" />
1816 <field name="LastMkt" required="N" />
1817 <field name="TradeOriginationDate" required="N" />
1818 <field name="TradingSessionID" required="N" />
1819 <field name="TradingSessionSubID" required="N" />
1820 <field name="PriceType" required="N" />
1821 <field name="AvgPx" required="Y" />
1822 <field name="Currency" required="N" />
1823 <field name="AvgPrxPrecision" required="N" />
1824 <component name="Parties" required="N" />
1825 <field name="TradeDate" required="Y" />
1826 <field name="TransactTime" required="N" />
1827 <field name="SettlmntTyp" required="N" />
1828 <field name="FutSettDate" required="N" />
1829 <field name="GrossTradeAmt" required="N" />
1830 <field name="Concession" required="N" />
1831 <field name="TotalTakedown" required="N" />
1832 <field name="NetMoney" required="N" />
1833 <field name="PositionEffect" required="N" />
1834 <field name="Text" required="N" />
1835 <field name="EncodedTextLen" required="N" />
1836 <field name="EncodedText" required="N" />
1837 <field name="NumDaysInterest" required="N" />
1838 <field name="AccruedInterestRate" required="N" />
1839 <field name="TotalAccruedInterestAmt" required="N" />
1840 <field name="LegalConfirm" required="N" />
1841 <group name="NoAllocs" required="Y">
1842 <field name="AllocAccount" required="Y" />
1843 <field name="AllocPrice" required="N" />
1844 <field name="AllocQty" required="Y" />
1845 <field name="IndividualAllocID" required="N" />
1846 <field name="ProcessCode" required="N" />
1847 <component name="NestedParties" required="N" />
1848 <field name="NotifyBrokerOfCredit" required="N" />
1849 <field name="AllocHandlInst" required="N" />
1850 <field name="AllocText" required="N" />
1851 <field name="EncodedAllocTextLen" required="N" />
1852 <field name="EncodedAllocText" required="N" />
1853 <component name="CommissionData" required="N" />
1854 <field name="AllocAvgPx" required="N" />
1855 <field name="AllocNetMoney" required="N" />
1856 <field name="SettlCurrAmt" required="N" />
1857 <field name="SettlCurrency" required="N" />
1858 <field name="SettlCurrFxRate" required="N" />
1859 <field name="SettlCurrFxRateCalc" required="N" />
1860 <field name="AccruedInterestAmt" required="N" />
1861 <field name="SettlInstMode" required="N" />
1862 <group name="NoMiscFees" required="N">
1863 <field name="MiscFeeAmt" required="N" />
1864 <field name="MiscFeeCurr" required="N" />
1865 <field name="MiscFeeType" required="N" />
1869 <message name="AllocationACK" msgtype="P" msgcat="app">
1870 <component name="Parties" required="N" />
1871 <field name="AllocID" required="Y" />
1872 <field name="TradeDate" required="Y" />
1873 <field name="TransactTime" required="N" />
1874 <field name="AllocStatus" required="Y" />
1875 <field name="AllocRejCode" required="N" />
1876 <field name="Text" required="N" />
1877 <field name="EncodedTextLen" required="N" />
1878 <field name="EncodedText" required="N" />
1879 <field name="LegalConfirm" required="N" />
1881 <message name="SettlementInstructions" msgtype="T" msgcat="app">
1882 <field name="SettlInstID" required="Y" />
1883 <field name="SettlInstTransType" required="Y" />
1884 <field name="SettlInstRefID" required="Y" />
1885 <field name="SettlInstMode" required="Y" />
1886 <field name="SettlInstSource" required="Y" />
1887 <field name="AllocAccount" required="Y" />
1888 <field name="IndividualAllocID" required="N" />
1889 <field name="ClOrdID" required="N" />
1890 <field name="TradeDate" required="N" />
1891 <field name="AllocID" required="N" />
1892 <field name="LastMkt" required="N" />
1893 <field name="TradingSessionID" required="N" />
1894 <field name="TradingSessionSubID" required="N" />
1895 <field name="Side" required="N" />
1896 <field name="SecurityType" required="N" />
1897 <field name="EffectiveTime" required="N" />
1898 <field name="TransactTime" required="Y" />
1899 <component name="Parties" required="N" />
1900 <field name="StandInstDbType" required="N" />
1901 <field name="StandInstDbName" required="N" />
1902 <field name="StandInstDbID" required="N" />
1903 <field name="SettlDeliveryType" required="N" />
1904 <field name="SettlDepositoryCode" required="N" />
1905 <field name="SettlBrkrCode" required="N" />
1906 <field name="SettlInstCode" required="N" />
1907 <field name="SecuritySettlAgentName" required="N" />
1908 <field name="SecuritySettlAgentCode" required="N" />
1909 <field name="SecuritySettlAgentAcctNum" required="N" />
1910 <field name="SecuritySettlAgentAcctName" required="N" />
1911 <field name="SecuritySettlAgentContactName" required="N" />
1912 <field name="SecuritySettlAgentContactPhone" required="N" />
1913 <field name="CashSettlAgentName" required="N" />
1914 <field name="CashSettlAgentCode" required="N" />
1915 <field name="CashSettlAgentAcctNum" required="N" />
1916 <field name="CashSettlAgentAcctName" required="N" />
1917 <field name="CashSettlAgentContactName" required="N" />
1918 <field name="CashSettlAgentContactPhone" required="N" />
1919 <field name="PaymentMethod" required="N" />
1920 <field name="PaymentRef" required="N" />
1921 <field name="CardHolderName" required="N" />
1922 <field name="CardNumber" required="N" />
1923 <field name="CardStartDate" required="N" />
1924 <field name="CardExpDate" required="N" />
1925 <field name="CardIssNo" required="N" />
1926 <field name="PaymentDate" required="N" />
1927 <field name="PaymentRemitterID" required="N" />
1929 <message name="TradeCaptureReportRequest" msgtype="AD" msgcat="app">
1930 <field name="TradeRequestID" required="Y" />
1931 <field name="TradeRequestType" required="Y" />
1932 <field name="SubscriptionRequestType" required="N" />
1933 <field name="ExecID" required="N" />
1934 <field name="OrderID" required="N" />
1935 <field name="ClOrdID" required="N" />
1936 <field name="MatchStatus" required="N" />
1937 <component name="Parties" required="N" />
1938 <component name="Instrument" required="N" />
1939 <group name="NoDates" required="N">
1940 <field name="TradeDate" required="N" />
1941 <field name="TransactTime" required="N" />
1943 <field name="Side" required="N" />
1944 <field name="Text" required="N" />
1945 <field name="EncodedTextLen" required="N" />
1946 <field name="EncodedText" required="N" />
1947 <field name="TradeInputSource" required="N" />
1948 <field name="TradeInputDevice" required="N" />
1950 <message name="TradeCaptureReport" msgtype="AE" msgcat="app">
1951 <field name="TradeReportID" required="Y" />
1952 <field name="TradeReportTransType" required="N" />
1953 <field name="TradeRequestID" required="N" />
1954 <field name="ExecType" required="Y" />
1955 <field name="TradeReportRefID" required="N" />
1956 <field name="ExecID" required="N" />
1957 <field name="SecondaryExecID" required="N" />
1958 <field name="ExecRestatementReason" required="N" />
1959 <field name="PreviouslyReported" required="Y" />
1960 <component name="Instrument" required="Y" />
1961 <component name="OrderQtyData" required="N" />
1962 <field name="LastQty" required="Y" />
1963 <field name="LastPx" required="Y" />
1964 <field name="LastSpotRate" required="N" />
1965 <field name="LastForwardPoints" required="N" />
1966 <field name="LastMkt" required="N" />
1967 <field name="TradeDate" required="Y" />
1968 <field name="TransactTime" required="Y" />
1969 <field name="SettlmntTyp" required="N" />
1970 <field name="FutSettDate" required="N" />
1971 <field name="MatchStatus" required="N" />
1972 <field name="MatchType" required="N" />
1973 <group name="NoSides" required="Y">
1974 <field name="Side" required="Y" />
1975 <field name="OrderID" required="Y" />
1976 <field name="SecondaryOrderID" required="N" />
1977 <field name="ClOrdID" required="N" />
1978 <component name="Parties" required="N" />
1979 <field name="Account" required="N" />
1980 <field name="AccountType" required="N" />
1981 <field name="ProcessCode" required="N" />
1982 <field name="OddLot" required="N" />
1983 <group name="NoClearingInstructions" required="N">
1984 <field name="ClearingInstruction" required="N" />
1986 <field name="ClearingFeeIndicator" required="N" />
1987 <field name="TradeInputSource" required="N" />
1988 <field name="TradeInputDevice" required="N" />
1989 <field name="Currency" required="N" />
1990 <field name="ComplianceID" required="N" />
1991 <field name="SolicitedFlag" required="N" />
1992 <field name="OrderCapacity" required="N" />
1993 <field name="OrderRestrictions" required="N" />
1994 <field name="CustOrderCapacity" required="N" />
1995 <field name="TransBkdTime" required="N" />
1996 <field name="TradingSessionID" required="N" />
1997 <field name="TradingSessionSubID" required="N" />
1998 <component name="CommissionData" required="N" />
1999 <field name="GrossTradeAmt" required="N" />
2000 <field name="NumDaysInterest" required="N" />
2001 <field name="ExDate" required="N" />
2002 <field name="AccruedInterestRate" required="N" />
2003 <field name="AccruedInterestAmt" required="N" />
2004 <field name="Concession" required="N" />
2005 <field name="TotalTakedown" required="N" />
2006 <field name="NetMoney" required="N" />
2007 <field name="SettlCurrAmt" required="N" />
2008 <field name="SettlCurrency" required="N" />
2009 <field name="SettlCurrFxRate" required="N" />
2010 <field name="SettlCurrFxRateCalc" required="N" />
2011 <field name="PositionEffect" required="N" />
2012 <field name="Text" required="N" />
2013 <field name="EncodedTextLen" required="N" />
2014 <field name="EncodedText" required="N" />
2015 <field name="MultiLegReportingType" required="N" />
2016 <group name="NoContAmts" required="N">
2017 <field name="ContAmtType" required="N" />
2018 <field name="ContAmtValue" required="N" />
2019 <field name="ContAmtCurr" required="N" />
2021 <group name="NoMiscFees" required="N">
2022 <field name="MiscFeeAmt" required="N" />
2023 <field name="MiscFeeCurr" required="N" />
2024 <field name="MiscFeeType" required="N" />
2028 <message name="RegistrationInstructions" msgtype="o" msgcat="app">
2029 <field name="RegistID" required="Y" />
2030 <field name="RegistTransType" required="Y" />
2031 <field name="RegistRefID" required="Y" />
2032 <field name="ClOrdID" required="N" />
2033 <component name="Parties" required="N" />
2034 <field name="Account" required="N" />
2035 <field name="RegistAcctType" required="N" />
2036 <field name="TaxAdvantageType" required="N" />
2037 <field name="OwnershipType" required="N" />
2038 <group name="NoRegistDtls" required="N">
2039 <field name="RegistDetls" required="N" />
2040 <field name="RegistEmail" required="N" />
2041 <field name="MailingDtls" required="N" />
2042 <field name="MailingInst" required="N" />
2043 <component name="NestedParties" required="N" />
2044 <field name="OwnerType" required="N" />
2045 <field name="DateOfBirth" required="N" />
2046 <field name="InvestorCountryOfResidence" required="N" />
2048 <group name="NoDistribInsts" required="N">
2049 <field name="DistribPaymentMethod" required="N" />
2050 <field name="DistribPercentage" required="N" />
2051 <field name="CashDistribCurr" required="N" />
2052 <field name="CashDistribAgentName" required="N" />
2053 <field name="CashDistribAgentCode" required="N" />
2054 <field name="CashDistribAgentAcctNumber" required="N" />
2055 <field name="CashDistribPayRef" required="N" />
2056 <field name="CashDistribAgentAcctName" required="N" />
2059 <message name="RegistrationInstructionsResponse" msgtype="p" msgcat="app">
2060 <field name="RegistID" required="Y" />
2061 <field name="RegistTransType" required="Y" />
2062 <field name="RegistRefID" required="Y" />
2063 <field name="ClOrdID" required="N" />
2064 <component name="Parties" required="N" />
2065 <field name="Account" required="N" />
2066 <field name="RegistStatus" required="Y" />
2067 <field name="RegistRejReasonCode" required="N" />
2068 <field name="RegistRejReasonText" required="N" />
2072 <component name="Instrument">
2073 <field name="Symbol" required="Y" />
2074 <field name="SymbolSfx" required="N" />
2075 <field name="SecurityID" required="N" />
2076 <field name="SecurityIDSource" required="N" />
2077 <group name="NoSecurityAltID" required="N">
2078 <field name="SecurityAltID" required="N" />
2079 <field name="SecurityAltIDSource" required="N" />
2081 <field name="Product" required="N" />
2082 <field name="CFICode" required="N" />
2083 <field name="SecurityType" required="N" />
2084 <field name="MaturityMonthYear" required="N" />
2085 <field name="MaturityDate" required="N" />
2086 <field name="CouponPaymentDate" required="N" />
2087 <field name="IssueDate" required="N" />
2088 <field name="RepoCollateralSecurityType" required="N" />
2089 <field name="RepurchaseTerm" required="N" />
2090 <field name="RepurchaseRate" required="N" />
2091 <field name="Factor" required="N" />
2092 <field name="CreditRating" required="N" />
2093 <field name="InstrRegistry" required="N" />
2094 <field name="CountryOfIssue" required="N" />
2095 <field name="StateOrProvinceOfIssue" required="N" />
2096 <field name="LocaleOfIssue" required="N" />
2097 <field name="RedemptionDate" required="N" />
2098 <field name="StrikePrice" required="N" />
2099 <field name="OptAttribute" required="N" />
2100 <field name="ContractMultiplier" required="N" />
2101 <field name="CouponRate" required="N" />
2102 <field name="SecurityExchange" required="N" />
2103 <field name="Issuer" required="N" />
2104 <field name="EncodedIssuerLen" required="N" />
2105 <field name="EncodedIssuer" required="N" />
2106 <field name="SecurityDesc" required="N" />
2107 <field name="EncodedSecurityDescLen" required="N" />
2108 <field name="EncodedSecurityDesc" required="N" />
2110 <component name="InstrumentLeg">
2111 <field name="LegSymbol" required="Y" />
2112 <field name="LegSymbolSfx" required="N" />
2113 <field name="LegSecurityID" required="N" />
2114 <field name="LegSecurityIDSource" required="N" />
2115 <group name="NoLegSecurityAltID" required="N">
2116 <field name="LegSecurityAltID" required="N" />
2117 <field name="LegSecurityAltIDSource" required="N" />
2119 <field name="LegProduct" required="N" />
2120 <field name="LegCFICode" required="N" />
2121 <field name="LegSecurityType" required="N" />
2122 <field name="LegMaturityMonthYear" required="N" />
2123 <field name="LegMaturityDate" required="N" />
2124 <field name="LegCouponPaymentDate" required="N" />
2125 <field name="LegIssueDate" required="N" />
2126 <field name="LegRepoCollateralSecurityType" required="N" />
2127 <field name="LegRepurchaseTerm" required="N" />
2128 <field name="LegRepurchaseRate" required="N" />
2129 <field name="LegFactor" required="N" />
2130 <field name="LegCreditRating" required="N" />
2131 <field name="LegInstrRegistry" required="N" />
2132 <field name="LegCountryOfIssue" required="N" />
2133 <field name="LegStateOrProvinceOfIssue" required="N" />
2134 <field name="LegLocaleOfIssue" required="N" />
2135 <field name="LegRedemptionDate" required="N" />
2136 <field name="LegStrikePrice" required="N" />
2137 <field name="LegOptAttribute" required="N" />
2138 <field name="LegContractMultiplier" required="N" />
2139 <field name="LegCouponRate" required="N" />
2140 <field name="LegSecurityExchange" required="N" />
2141 <field name="LegIssuer" required="N" />
2142 <field name="EncodedLegIssuerLen" required="N" />
2143 <field name="EncodedLegIssuer" required="N" />
2144 <field name="LegSecurityDesc" required="N" />
2145 <field name="EncodedLegSecurityDescLen" required="N" />
2146 <field name="EncodedLegSecurityDesc" required="N" />
2147 <field name="LegRatioQty" required="N" />
2148 <field name="LegSide" required="N" />
2150 <component name="OrderQtyData">
2151 <field name="OrderQty" required="N" />
2152 <field name="CashOrderQty" required="N" />
2153 <field name="OrderPercent" required="N" />
2154 <field name="RoundingDirection" required="N" />
2155 <field name="RoundingModulus" required="N" />
2157 <component name="CommissionData">
2158 <field name="Commission" required="N" />
2159 <field name="CommType" required="N" />
2160 <field name="CommCurrency" required="N" />
2161 <field name="FundRenewWaiv" required="N" />
2163 <component name="Parties">
2164 <group name="NoPartyIDs" required="N">
2165 <field name="PartyID" required="N" />
2166 <field name="PartyIDSource" required="N" />
2167 <field name="PartyRole" required="N" />
2168 <field name="PartySubID" required="N" />
2171 <component name="NestedParties">
2172 <group name="NoNestedPartyIDs" required="N">
2173 <field name="NestedPartyID" required="N" />
2174 <field name="NestedPartyIDSource" required="N" />
2175 <field name="NestedPartyRole" required="N" />
2176 <field name="NestedPartySubID" required="N" />
2179 <component name="SpreadOrBenchmarkCurveData">
2180 <field name="Spread" required="N" />
2181 <field name="BenchmarkCurveCurrency" required="N" />
2182 <field name="BenchmarkCurveName" required="N" />
2183 <field name="BenchmarkCurvePoint" required="N" />
2185 <component name="Stipulations">
2186 <group name="NoStipulations" required="N">
2187 <field name="StipulationType" required="N" />
2188 <field name="StipulationValue" required="N" />
2191 <component name="YieldData">
2192 <field name="YieldType" required="N" />
2193 <field name="Yield" required="N" />
2195 <component name="UnderlyingInstrument">
2196 <field name="UnderlyingSymbol" required="Y" />
2197 <field name="UnderlyingSymbolSfx" required="N" />
2198 <field name="UnderlyingSecurityID" required="N" />
2199 <field name="UnderlyingSecurityIDSource" required="N" />
2200 <group name="NoUnderlyingSecurityAltID" required="N">
2201 <field name="UnderlyingSecurityAltID" required="N" />
2202 <field name="UnderlyingSecurityAltIDSource" required="N" />
2204 <field name="UnderlyingProduct" required="N" />
2205 <field name="UnderlyingCFICode" required="N" />
2206 <field name="UnderlyingSecurityType" required="N" />
2207 <field name="UnderlyingMaturityMonthYear" required="N" />
2208 <field name="UnderlyingMaturityDate" required="N" />
2209 <field name="UnderlyingCouponPaymentDate" required="N" />
2210 <field name="UnderlyingIssueDate" required="N" />
2211 <field name="UnderlyingRepoCollateralSecurityType" required="N" />
2212 <field name="UnderlyingRepurchaseTerm" required="N" />
2213 <field name="UnderlyingRepurchaseRate" required="N" />
2214 <field name="UnderlyingFactor" required="N" />
2215 <field name="UnderlyingCreditRating" required="N" />
2216 <field name="UnderlyingInstrRegistry" required="N" />
2217 <field name="UnderlyingCountryOfIssue" required="N" />
2218 <field name="UnderlyingStateOrProvinceOfIssue" required="N" />
2219 <field name="UnderlyingLocaleOfIssue" required="N" />
2220 <field name="UnderlyingRedemptionDate" required="N" />
2221 <field name="UnderlyingPutOrCall" required="N" />
2222 <field name="UnderlyingStrikePrice" required="N" />
2223 <field name="UnderlyingOptAttribute" required="N" />
2224 <field name="UnderlyingContractMultiplier" required="N" />
2225 <field name="UnderlyingCouponRate" required="N" />
2226 <field name="UnderlyingSecurityExchange" required="N" />
2227 <field name="UnderlyingIssuer" required="N" />
2228 <field name="EncodedUnderlyingIssuerLen" required="N" />
2229 <field name="EncodedUnderlyingIssuer" required="N" />
2230 <field name="UnderlyingSecurityDesc" required="N" />
2231 <field name="EncodedUnderlyingSecurityDescLen" required="N" />
2232 <field name="EncodedUnderlyingSecurityDesc" required="N" />
2236 <field number="1" name="Account" type="STRING" />
2237 <field number="2" name="AdvId" type="STRING" />
2238 <field number="3" name="AdvRefID" type="STRING" />
2239 <field number="4" name="AdvSide" type="CHAR">
2240 <value enum="B" description="BUY" />
2241 <value enum="S" description="SELL" />
2242 <value enum="X" description="CROSS" />
2243 <value enum="T" description="TRADE" />
2245 <field number="5" name="AdvTransType" type="STRING">
2246 <value enum="N" description="NEW" />
2247 <value enum="C" description="CANCEL" />
2248 <value enum="R" description="REPLACE" />
2250 <field number="6" name="AvgPx" type="PRICE" />
2251 <field number="7" name="BeginSeqNo" type="SEQNUM" />
2252 <field number="8" name="BeginString" type="STRING" />
2253 <field number="9" name="BodyLength" type="LENGTH" />
2254 <field number="10" name="CheckSum" type="STRING" />
2255 <field number="11" name="ClOrdID" type="STRING" />
2256 <field number="12" name="Commission" type="AMT" />
2257 <field number="13" name="CommType" type="CHAR">
2258 <value enum="1" description="PER_SHARE" />
2259 <value enum="2" description="PERCENTAGE" />
2260 <value enum="3" description="ABSOLUTE" />
2261 <value enum="4" description="PERCENTAGE_WAIVED_CASH_DISCOUNT" />
2262 <value enum="5" description="PERCENTAGE_WAIVED_ENHANCED_UNITS" />
2263 <value enum="6" description="PER_BOND" />
2265 <field number="14" name="CumQty" type="QTY" />
2266 <field number="15" name="Currency" type="CURRENCY" />
2267 <field number="16" name="EndSeqNo" type="SEQNUM" />
2268 <field number="17" name="ExecID" type="STRING" />
2269 <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
2270 <value enum="1" description="NOT_HELD" />
2271 <value enum="2" description="WORK" />
2272 <value enum="3" description="GO_ALONG" />
2273 <value enum="4" description="OVER_THE_DAY" />
2274 <value enum="5" description="HELD" />
2275 <value enum="6" description="PARTICIPATE_DONT_INITIATE" />
2276 <value enum="7" description="STRICT_SCALE" />
2277 <value enum="8" description="TRY_TO_SCALE" />
2278 <value enum="9" description="STAY_ON_BIDSIDE" />
2279 <value enum="0" description="STAY_ON_OFFERSIDE" />
2280 <value enum="A" description="NO_CROSS" />
2281 <value enum="B" description="OK_TO_CROSS" />
2282 <value enum="C" description="CALL_FIRST" />
2283 <value enum="D" description="PERCENT_OF_VOLUME" />
2284 <value enum="E" description="DO_NOT_INCREASE" />
2285 <value enum="F" description="DO_NOT_REDUCE" />
2286 <value enum="G" description="ALL_OR_NONE" />
2287 <value enum="H" description="REINSTATE_ON_SYSTEM_FAILURE" />
2288 <value enum="I" description="INSTITUTIONS_ONLY" />
2289 <value enum="J" description="REINSTATE_ON_TRADING_HALT" />
2290 <value enum="K" description="CANCEL_ON_TRADING_HALT" />
2291 <value enum="L" description="LAST_PEG" />
2292 <value enum="M" description="MID_PRICE_PEG" />
2293 <value enum="N" description="NON_NEGOTIABLE" />
2294 <value enum="O" description="OPENING_PEG" />
2295 <value enum="P" description="MARKET_PEG" />
2296 <value enum="Q" description="CANCEL_ON_SYSTEM_FAILURE" />
2297 <value enum="R" description="PRIMARY_PEG" />
2298 <value enum="S" description="SUSPEND" />
2299 <value enum="T" description="FIXED_PEG" />
2300 <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION" />
2301 <value enum="V" description="NETTING" />
2302 <value enum="W" description="PEG_TO_VWAP" />
2303 <value enum="X" description="TRADE_ALONG" />
2304 <value enum="Y" description="TRY_TO_STOP" />
2306 <field number="19" name="ExecRefID" type="STRING" />
2307 <field number="20" name="ExecTransType" type="CHAR">
2308 <value enum="0" description="NEW" />
2309 <value enum="1" description="CANCEL" />
2310 <value enum="2" description="CORRECT" />
2311 <value enum="3" description="STATUS" />
2313 <field number="21" name="HandlInst" type="CHAR">
2314 <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE" />
2315 <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC" />
2316 <value enum="3" description="MANUAL_ORDER" />
2318 <field number="22" name="SecurityIDSource" type="STRING">
2319 <value enum="1" description="CUSIP" />
2320 <value enum="2" description="SEDOL" />
2321 <value enum="3" description="QUIK" />
2322 <value enum="4" description="ISIN_NUMBER" />
2323 <value enum="5" description="RIC_CODE" />
2324 <value enum="6" description="ISO_CURRENCY_CODE" />
2325 <value enum="7" description="ISO_COUNTRY_CODE" />
2326 <value enum="8" description="EXCHANGE_SYMBOL" />
2327 <value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION" />
2328 <value enum="A" description="BLOOMBERG_SYMBOL" />
2329 <value enum="B" description="WERTPAPIER" />
2330 <value enum="C" description="DUTCH" />
2331 <value enum="D" description="VALOREN" />
2332 <value enum="E" description="SICOVAM" />
2333 <value enum="F" description="BELGIAN" />
2334 <value enum="G" description="COMMON" />
2336 <field number="23" name="IOIid" type="STRING" />
2337 <field number="25" name="IOIQltyInd" type="CHAR">
2338 <value enum="L" description="LOW" />
2339 <value enum="M" description="MEDIUM" />
2340 <value enum="H" description="HIGH" />
2342 <field number="26" name="IOIRefID" type="STRING" />
2343 <field number="27" name="IOIQty" type="STRING" />
2344 <field number="28" name="IOITransType" type="CHAR">
2345 <value enum="N" description="NEW" />
2346 <value enum="C" description="CANCEL" />
2347 <value enum="R" description="REPLACE" />
2349 <field number="29" name="LastCapacity" type="CHAR">
2350 <value enum="1" description="AGENT" />
2351 <value enum="2" description="CROSS_AS_AGENT" />
2352 <value enum="3" description="CROSS_AS_PRINCIPAL" />
2353 <value enum="4" description="PRINCIPAL" />
2355 <field number="30" name="LastMkt" type="EXCHANGE" />
2356 <field number="31" name="LastPx" type="PRICE" />
2357 <field number="32" name="LastQty" type="QTY" />
2358 <field number="33" name="LinesOfText" type="NUMINGROUP" />
2359 <field number="34" name="MsgSeqNum" type="SEQNUM" />
2360 <field number="35" name="MsgType" type="STRING">
2361 <value enum="0" description="HEARTBEAT" />
2362 <value enum="1" description="TEST_REQUEST" />
2363 <value enum="2" description="RESEND_REQUEST" />
2364 <value enum="3" description="REJECT" />
2365 <value enum="4" description="SEQUENCE_RESET" />
2366 <value enum="5" description="LOGOUT" />
2367 <value enum="6" description="INDICATION_OF_INTEREST" />
2368 <value enum="7" description="ADVERTISEMENT" />
2369 <value enum="8" description="EXECUTION_REPORT" />
2370 <value enum="9" description="ORDER_CANCEL_REJECT" />
2371 <value enum="A" description="LOGON" />
2372 <value enum="B" description="NEWS" />
2373 <value enum="C" description="EMAIL" />
2374 <value enum="D" description="ORDER_SINGLE" />
2375 <value enum="E" description="ORDER_LIST" />
2376 <value enum="F" description="ORDER_CANCEL_REQUEST" />
2377 <value enum="G" description="ORDER_CANCEL" />
2378 <value enum="H" description="ORDER_STATUS_REQUEST" />
2379 <value enum="J" description="ALLOCATION" />
2380 <value enum="K" description="LIST_CANCEL_REQUEST" />
2381 <value enum="L" description="LIST_EXECUTE" />
2382 <value enum="M" description="LIST_STATUS_REQUEST" />
2383 <value enum="N" description="LIST_STATUS" />
2384 <value enum="P" description="ALLOCATION_ACK" />
2385 <value enum="Q" description="DONT_KNOW_TRADE" />
2386 <value enum="R" description="QUOTE_REQUEST" />
2387 <value enum="S" description="QUOTE" />
2388 <value enum="T" description="SETTLEMENT_INSTRUCTIONS" />
2389 <value enum="V" description="MARKET_DATA_REQUEST" />
2390 <value enum="W" description="MARKET_DATA_SNAPSHOT" />
2391 <value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH" />
2392 <value enum="Y" description="MARKET_DATA_REQUEST_REJECT" />
2393 <value enum="Z" description="QUOTE_CANCEL" />
2394 <value enum="a" description="QUOTE_STATUS_REQUEST" />
2395 <value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT" />
2396 <value enum="c" description="SECURITY_DEFINITION_REQUEST" />
2397 <value enum="d" description="SECURITY_DEFINITION" />
2398 <value enum="e" description="SECURITY_STATUS_REQUEST" />
2399 <value enum="f" description="SECURITY_STATUS" />
2400 <value enum="g" description="TRADING_SESSION_STATUS_REQUEST" />
2401 <value enum="h" description="TRADING_SESSION_STATUS" />
2402 <value enum="i" description="MASS_QUOTE" />
2403 <value enum="j" description="BUSINESS_MESSAGE_REJECT" />
2404 <value enum="k" description="BID_REQUEST" />
2405 <value enum="l" description="BID_RESPONSE" />
2406 <value enum="m" description="LIST_STRIKE_PRICE" />
2407 <value enum="n" description="XML_MESSAGE" />
2408 <value enum="o" description="REGISTRATION_INSTRUCTIONS" />
2409 <value enum="p" description="REGISTRATION_INSTRUCTIONS_RESPONSE" />
2410 <value enum="q" description="ORDER_MASS_CANCEL_REQUEST" />
2411 <value enum="r" description="ORDER_MASS_CANCEL_REPORT" />
2412 <value enum="s" description="NEW_ORDER_CROSS" />
2413 <value enum="t" description="CROSS_ORDER_CANCEL" />
2414 <value enum="u" description="CROSS_ORDER_CANCEL_REQUEST" />
2415 <value enum="v" description="SECURITY_TYPE_REQUEST" />
2416 <value enum="w" description="SECURITY_TYPES" />
2417 <value enum="x" description="SECURITY_LIST_REQUEST" />
2418 <value enum="y" description="SECURITY_LIST" />
2419 <value enum="z" description="DERIVATIVE_SECURITY_LIST_REQUEST" />
2420 <value enum="AA" description="DERIVATIVE_SECURITY_LIST" />
2421 <value enum="AB" description="NEW_ORDER_MULTILEG" />
2422 <value enum="AC" description="MULTILEG_ORDER_CANCEL" />
2423 <value enum="AD" description="TRADE_CAPTURE_REPORT_REQUEST" />
2424 <value enum="AE" description="TRADE_CAPTURE_REPORT" />
2425 <value enum="AF" description="ORDER_MASS_STATUS_REQUEST" />
2426 <value enum="AG" description="QUOTE_REQUEST_REJECT" />
2427 <value enum="AH" description="RFQ_REQUEST" />
2428 <value enum="AI" description="QUOTE_STATUS_REPORT" />
2430 <field number="36" name="NewSeqNo" type="SEQNUM" />
2431 <field number="37" name="OrderID" type="STRING" />
2432 <field number="38" name="OrderQty" type="QTY" />
2433 <field number="39" name="OrdStatus" type="CHAR">
2434 <value enum="0" description="NEW" />
2435 <value enum="1" description="PARTIALLY_FILLED" />
2436 <value enum="2" description="FILLED" />
2437 <value enum="3" description="DONE_FOR_DAY" />
2438 <value enum="4" description="CANCELED" />
2439 <value enum="5" description="REPLACED" />
2440 <value enum="6" description="PENDING_CANCEL" />
2441 <value enum="7" description="STOPPED" />
2442 <value enum="8" description="REJECTED" />
2443 <value enum="9" description="SUSPENDED" />
2444 <value enum="A" description="PENDING_NEW" />
2445 <value enum="B" description="CALCULATED" />
2446 <value enum="C" description="EXPIRED" />
2447 <value enum="D" description="ACCEPTED_FOR_BIDDING" />
2448 <value enum="E" description="PENDING_REPLACE" />
2450 <field number="40" name="OrdType" type="CHAR">
2451 <value enum="1" description="MARKET" />
2452 <value enum="2" description="LIMIT" />
2453 <value enum="3" description="STOP" />
2454 <value enum="4" description="STOP_LIMIT" />
2455 <value enum="5" description="MARKET_ON_CLOSE" />
2456 <value enum="6" description="WITH_OR_WITHOUT" />
2457 <value enum="7" description="LIMIT_OR_BETTER" />
2458 <value enum="8" description="LIMIT_WITH_OR_WITHOUT" />
2459 <value enum="9" description="ON_BASIS" />
2460 <value enum="A" description="ON_CLOSE" />
2461 <value enum="B" description="LIMIT_ON_CLOSE" />
2462 <value enum="C" description="FOREX_MARKET" />
2463 <value enum="D" description="PREVIOUSLY_QUOTED" />
2464 <value enum="E" description="PREVIOUSLY_INDICATED" />
2465 <value enum="F" description="FOREX_LIMIT" />
2466 <value enum="G" description="FOREX_SWAP" />
2467 <value enum="H" description="FOREX_PREVIOUSLY_QUOTED" />
2468 <value enum="I" description="FUNARI" />
2469 <value enum="J" description="MARKET_IF_TOUCHED" />
2470 <value enum="K" description="MARKET_WITH_LEFTOVER_AS_LIMIT" />
2471 <value enum="L" description="PREVIOUS_FUND_VALUATION_POINT" />
2472 <value enum="M" description="NEXT_FUND_VALUATION_POINT" />
2473 <value enum="P" description="PEGGED" />
2475 <field number="41" name="OrigClOrdID" type="STRING" />
2476 <field number="42" name="OrigTime" type="UTCTIMESTAMP" />
2477 <field number="43" name="PossDupFlag" type="BOOLEAN" />
2478 <field number="44" name="Price" type="PRICE" />
2479 <field number="45" name="RefSeqNum" type="SEQNUM" />
2480 <field number="46" name="RelatdSym" type="STRING" />
2481 <field type="CHAR" name="Rule80A" number="47">
2482 <value enum="A" description="AGENCY_SINGLE_ORDER" />
2483 <value enum="B" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_A_TYPE" />
2484 <value enum="C" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM" />
2485 <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM" />
2486 <value enum="E" description="SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL" />
2487 <value enum="F" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_W_TYPE" />
2488 <value enum="H" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_I_TYPE" />
2489 <value enum="I" description="INDIVIDUAL_INVESTOR" />
2490 <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" />
2491 <value enum="K" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" />
2492 <value enum="L" description="SHORT_EXEMPT_AFFILIATED" />
2493 <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER" />
2494 <value enum="N" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER" />
2495 <value enum="O" description="PROPRIETARY_AFFILIATED" />
2496 <value enum="P" description="PRINCIPAL" />
2497 <value enum="R" description="TRANSACTIONS_NON_MEMBER" />
2498 <value enum="S" description="SPECIALIST_TRADES" />
2499 <value enum="T" description="TRANSACTIONS_UNAFFILIATED_MEMBER" />
2500 <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY" />
2501 <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER" />
2502 <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED" />
2503 <value enum="Y" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY" />
2504 <value enum="Z" description="SHORT_EXEMPT_NONMEMBER" />
2506 <field number="48" name="SecurityID" type="STRING" />
2507 <field number="49" name="SenderCompID" type="STRING" />
2508 <field number="50" name="SenderSubID" type="STRING" />
2509 <field number="51" name="SendingDate" type="LOCALMKTDATE" />
2510 <field number="52" name="SendingTime" type="UTCTIMESTAMP" />
2511 <field number="53" name="Quantity" type="QTY" />
2512 <field number="54" name="Side" type="CHAR">
2513 <value enum="1" description="BUY" />
2514 <value enum="2" description="SELL" />
2515 <value enum="3" description="BUY_MINUS" />
2516 <value enum="4" description="SELL_PLUS" />
2517 <value enum="5" description="SELL_SHORT" />
2518 <value enum="6" description="SELL_SHORT_EXEMPT" />
2519 <value enum="7" description="UNDISCLOSED" />
2520 <value enum="8" description="CROSS" />
2521 <value enum="9" description="CROSS_SHORT" />
2522 <value enum="A" description="CROSS_SHORT_EXEMPT" />
2523 <value enum="B" description="AS_DEFINED" />
2524 <value enum="C" description="OPPOSITE" />
2526 <field number="55" name="Symbol" type="STRING" />
2527 <field number="56" name="TargetCompID" type="STRING" />
2528 <field number="57" name="TargetSubID" type="STRING" />
2529 <field number="58" name="Text" type="STRING" />
2530 <field number="59" name="TimeInForce" type="CHAR">
2531 <value enum="0" description="DAY" />
2532 <value enum="1" description="GOOD_TILL_CANCEL" />
2533 <value enum="2" description="AT_THE_OPENING" />
2534 <value enum="3" description="IMMEDIATE_OR_CANCEL" />
2535 <value enum="4" description="FILL_OR_KILL" />
2536 <value enum="5" description="GOOD_TILL_CROSSING" />
2537 <value enum="6" description="GOOD_TILL_DATE" />
2538 <value enum="7" description="AT_THE_CLOSE" />
2540 <field number="60" name="TransactTime" type="UTCTIMESTAMP" />
2541 <field number="61" name="Urgency" type="CHAR">
2542 <value enum="0" description="NORMAL" />
2543 <value enum="1" description="FLASH" />
2544 <value enum="2" description="BACKGROUND" />
2546 <field number="62" name="ValidUntilTime" type="UTCTIMESTAMP" />
2547 <field number="63" name="SettlmntTyp" type="CHAR">
2548 <value enum="0" description="REGULAR" />
2549 <value enum="1" description="CASH" />
2550 <value enum="2" description="NEXT_DAY" />
2551 <value description="T_PLUS_2" enum="3" />
2552 <value description="T_PLUS_3" enum="4" />
2553 <value description="T_PLUS_4" enum="5" />
2554 <value enum="6" description="FUTURE" />
2555 <value enum="7" description="WHEN_AND_IF_ISSUED" />
2556 <value enum="8" description="SELLERS_OPTION" />
2557 <value description="T_PLUS_5" enum="9" />
2558 <value description="T_PLUS_1" enum="A" />
2560 <field number="64" name="FutSettDate" type="LOCALMKTDATE" />
2561 <field number="65" name="SymbolSfx" type="STRING" />
2562 <field number="66" name="ListID" type="STRING" />
2563 <field number="67" name="ListSeqNo" type="INT" />
2564 <field number="68" name="TotNoOrders" type="INT" />
2565 <field number="69" name="ListExecInst" type="STRING" />
2566 <field number="70" name="AllocID" type="STRING" />
2567 <field number="71" name="AllocTransType" type="CHAR">
2568 <value enum="0" description="NEW" />
2569 <value enum="1" description="REPLACE" />
2570 <value enum="2" description="CANCEL" />
2571 <value enum="3" description="PRELIMINARY" />
2572 <value enum="4" description="CALCULATED" />
2573 <value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY" />
2575 <field number="72" name="RefAllocID" type="STRING" />
2576 <field number="73" name="NoOrders" type="NUMINGROUP" />
2577 <field number="74" name="AvgPrxPrecision" type="INT" />
2578 <field number="75" name="TradeDate" type="LOCALMKTDATE" />
2579 <field number="76" name="ExecBroker" type="STRING" />
2580 <field number="77" name="PositionEffect" type="CHAR" />
2581 <field number="78" name="NoAllocs" type="NUMINGROUP" />
2582 <field number="79" name="AllocAccount" type="STRING" />
2583 <field number="80" name="AllocQty" type="QTY" />
2584 <field number="81" name="ProcessCode" type="CHAR">
2585 <value enum="0" description="REGULAR" />
2586 <value enum="1" description="SOFT_DOLLAR" />
2587 <value enum="2" description="STEP_IN" />
2588 <value enum="3" description="STEP_OUT" />
2589 <value enum="4" description="SOFT_DOLLAR_STEP_IN" />
2590 <value enum="5" description="SOFT_DOLLAR_STEP_OUT" />
2591 <value enum="6" description="PLAN_SPONSOR" />
2593 <field number="82" name="NoRpts" type="NUMINGROUP" />
2594 <field number="83" name="RptSeq" type="INT" />
2595 <field number="84" name="CxlQty" type="QTY" />
2596 <field number="85" name="NoDlvyInst" type="INT" />
2597 <field number="86" name="DlvyInst" type="STRING" />
2598 <field number="87" name="AllocStatus" type="INT">
2599 <value enum="0" description="ACCEPTED" />
2600 <value enum="1" description="REJECTED" />
2601 <value enum="2" description="PARTIAL_ACCEPT" />
2602 <value enum="3" description="RECEIVED" />
2604 <field number="88" name="AllocRejCode" type="INT">
2605 <value enum="0" description="UNKNOWN_ACCOUNT" />
2606 <value enum="1" description="INCORRECT_QUANTITY" />
2607 <value enum="2" description="INCORRECT_AVERAGE_PRICE" />
2608 <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC" />
2609 <value enum="4" description="COMMISSION_DIFFERENCE" />
2610 <value enum="5" description="UNKNOWN_ORDERID" />
2611 <value enum="6" description="UNKNOWN_LISTID" />
2612 <value enum="7" description="OTHER" />
2614 <field number="89" name="Signature" type="DATA" />
2615 <field number="90" name="SecureDataLen" type="LENGTH" />
2616 <field number="91" name="SecureData" type="DATA" />
2617 <field number="92" name="BrokerOfCredit" type="STRING" />
2618 <field number="93" name="SignatureLength" type="LENGTH" />
2619 <field number="94" name="EmailType" type="CHAR">
2620 <value enum="0" description="NEW" />
2621 <value enum="1" description="REPLY" />
2622 <value enum="2" description="ADMIN_REPLY" />
2624 <field number="95" name="RawDataLength" type="LENGTH" />
2625 <field number="96" name="RawData" type="DATA" />
2626 <field number="97" name="PossResend" type="BOOLEAN" />
2627 <field number="98" name="EncryptMethod" type="INT">
2628 <value enum="0" description="NONE" />
2629 <value enum="1" description="PKCS_PROPRIETARY" />
2630 <value enum="2" description="DES" />
2631 <value enum="3" description="PKCS_DES" />
2632 <value enum="4" description="PGP_DES" />
2633 <value enum="5" description="PGP_DES_MD5" />
2634 <value enum="6" description="PEM" />
2636 <field number="99" name="StopPx" type="PRICE" />
2637 <field number="100" name="ExDestination" type="EXCHANGE" />
2638 <field number="102" name="CxlRejReason" type="INT">
2639 <value enum="0" description="TOO_LATE_TO_CANCEL" />
2640 <value enum="1" description="UNKNOWN_ORDER" />
2641 <value enum="2" description="BROKER" />
2642 <value enum="3" description="ALREADY_PENDING" />
2643 <value enum="4" description="UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST" />
2644 <value enum="5" description="ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER" />
2645 <value enum="6" description="DUPLICATE_CLORDID_RECEIVED" />
2647 <field number="103" name="OrdRejReason" type="INT">
2648 <value enum="0" description="BROKER_OPTION" />
2649 <value enum="1" description="UNKNOWN_SYMBOL" />
2650 <value enum="2" description="EXCHANGE_CLOSED" />
2651 <value enum="3" description="ORDER_EXCEEDS_LIMIT" />
2652 <value enum="4" description="TOO_LATE_TO_ENTER" />
2653 <value enum="5" description="UNKNOWN_ORDER" />
2654 <value enum="6" description="DUPLICATE_ORDER" />
2655 <value enum="7" description="DUPLICATE_VERBAL" />
2656 <value enum="8" description="STALE_ORDER" />
2657 <value enum="9" description="TRADE_ALONG_REQUIRED" />
2658 <value enum="10" description="INVALID_INVESTOR_ID" />
2659 <value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC" />
2660 <value enum="12" description="SURVEILLENCE_OPTION" />
2662 <field number="104" name="IOIQualifier" type="CHAR">
2663 <value enum="A" description="ALL_OR_NONE" />
2664 <value enum="B" description="MARKET_ON_CLOSE" />
2665 <value enum="C" description="AT_THE_CLOSE" />
2666 <value enum="D" description="VWAP" />
2667 <value enum="I" description="IN_TOUCH_WITH" />
2668 <value enum="L" description="LIMIT" />
2669 <value enum="M" description="MORE_BEHIND" />
2670 <value enum="O" description="AT_THE_OPEN" />
2671 <value enum="P" description="TAKING_A_POSITION" />
2672 <value enum="Q" description="AT_THE_MARKET" />
2673 <value enum="R" description="READY_TO_TRADE" />
2674 <value enum="S" description="PORTFOLIO_SHOWN" />
2675 <value enum="T" description="THROUGH_THE_DAY" />
2676 <value enum="V" description="VERSUS" />
2677 <value enum="W" description="INDICATION" />
2678 <value enum="X" description="CROSSING_OPPORTUNITY" />
2679 <value enum="Y" description="AT_THE_MIDPOINT" />
2680 <value enum="Z" description="PRE_OPEN" />
2682 <field number="105" name="WaveNo" type="STRING" />
2683 <field number="106" name="Issuer" type="STRING" />
2684 <field number="107" name="SecurityDesc" type="STRING" />
2685 <field number="108" name="HeartBtInt" type="INT" />
2686 <field number="109" name="ClientID" type="STRING" />
2687 <field number="110" name="MinQty" type="QTY" />
2688 <field number="111" name="MaxFloor" type="QTY" />
2689 <field number="112" name="TestReqID" type="STRING" />
2690 <field number="113" name="ReportToExch" type="BOOLEAN" />
2691 <field number="114" name="LocateReqd" type="BOOLEAN" />
2692 <field number="115" name="OnBehalfOfCompID" type="STRING" />
2693 <field number="116" name="OnBehalfOfSubID" type="STRING" />
2694 <field number="117" name="QuoteID" type="STRING" />
2695 <field number="118" name="NetMoney" type="AMT" />
2696 <field number="119" name="SettlCurrAmt" type="AMT" />
2697 <field number="120" name="SettlCurrency" type="CURRENCY" />
2698 <field number="121" name="ForexReq" type="BOOLEAN" />
2699 <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP" />
2700 <field number="123" name="GapFillFlag" type="BOOLEAN" />
2701 <field number="124" name="NoExecs" type="NUMINGROUP" />
2702 <field number="125" name="CxlType" type="CHAR" />
2703 <field number="126" name="ExpireTime" type="UTCTIMESTAMP" />
2704 <field number="127" name="DKReason" type="CHAR">
2705 <value enum="A" description="UNKNOWN_SYMBOL" />
2706 <value enum="B" description="WRONG_SIDE" />
2707 <value enum="C" description="QUANTITY_EXCEEDS_ORDER" />
2708 <value enum="D" description="NO_MATCHING_ORDER" />
2709 <value enum="E" description="PRICE_EXCEEDS_LIMIT" />
2710 <value enum="Z" description="OTHER" />
2712 <field number="128" name="DeliverToCompID" type="STRING" />
2713 <field number="129" name="DeliverToSubID" type="STRING" />
2714 <field number="130" name="IOINaturalFlag" type="BOOLEAN" />
2715 <field number="131" name="QuoteReqID" type="STRING" />
2716 <field number="132" name="BidPx" type="PRICE" />
2717 <field number="133" name="OfferPx" type="PRICE" />
2718 <field number="134" name="BidSize" type="QTY" />
2719 <field number="135" name="OfferSize" type="QTY" />
2720 <field number="136" name="NoMiscFees" type="NUMINGROUP" />
2721 <field number="137" name="MiscFeeAmt" type="AMT" />
2722 <field number="138" name="MiscFeeCurr" type="CURRENCY" />
2723 <field number="139" name="MiscFeeType" type="CHAR">
2724 <value enum="1" description="REGULATORY" />
2725 <value enum="2" description="TAX" />
2726 <value enum="3" description="LOCAL_COMMISSION" />
2727 <value enum="4" description="EXCHANGE_FEES" />
2728 <value enum="5" description="STAMP" />
2729 <value enum="6" description="LEVY" />
2730 <value enum="7" description="OTHER" />
2731 <value enum="8" description="MARKUP" />
2732 <value enum="9" description="CONSUMPTION_TAX" />
2734 <field number="140" name="PrevClosePx" type="PRICE" />
2735 <field number="141" name="ResetSeqNumFlag" type="BOOLEAN" />
2736 <field number="142" name="SenderLocationID" type="STRING" />
2737 <field number="143" name="TargetLocationID" type="STRING" />
2738 <field number="144" name="OnBehalfOfLocationID" type="STRING" />
2739 <field number="145" name="DeliverToLocationID" type="STRING" />
2740 <field number="146" name="NoRelatedSym" type="NUMINGROUP" />
2741 <field number="147" name="Subject" type="STRING" />
2742 <field number="148" name="Headline" type="STRING" />
2743 <field number="149" name="URLLink" type="STRING" />
2744 <field number="150" name="ExecType" type="CHAR">
2745 <value enum="0" description="NEW" />
2746 <value enum="1" description="PARTIAL_FILL" />
2747 <value enum="2" description="FILL" />
2748 <value enum="3" description="DONE_FOR_DAY" />
2749 <value enum="4" description="CANCELED" />
2750 <value enum="5" description="REPLACE" />
2751 <value enum="6" description="PENDING_CANCEL" />
2752 <value enum="7" description="STOPPED" />
2753 <value enum="8" description="REJECTED" />
2754 <value enum="9" description="SUSPENDED" />
2755 <value enum="A" description="PENDING_NEW" />
2756 <value enum="B" description="CALCULATED" />
2757 <value enum="C" description="EXPIRED" />
2758 <value enum="D" description="RESTATED" />
2759 <value enum="E" description="PENDING_REPLACE" />
2760 <value enum="F" description="TRADE" />
2761 <value enum="G" description="TRADE_CORRECT" />
2762 <value enum="H" description="TRADE_CANCEL" />
2763 <value enum="I" description="ORDER_STATUS" />
2765 <field number="151" name="LeavesQty" type="QTY" />
2766 <field number="152" name="CashOrderQty" type="QTY" />
2767 <field number="153" name="AllocAvgPx" type="PRICE" />
2768 <field number="154" name="AllocNetMoney" type="AMT" />
2769 <field number="155" name="SettlCurrFxRate" type="FLOAT" />
2770 <field number="156" name="SettlCurrFxRateCalc" type="CHAR" />
2771 <field number="157" name="NumDaysInterest" type="INT" />
2772 <field number="158" name="AccruedInterestRate" type="PERCENTAGE" />
2773 <field number="159" name="AccruedInterestAmt" type="AMT" />
2774 <field number="160" name="SettlInstMode" type="CHAR">
2775 <value enum="0" description="DEFAULT" />
2776 <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED" />
2777 <value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING" />
2778 <value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING" />
2779 <value enum="4" description="SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT" />
2781 <field number="161" name="AllocText" type="STRING" />
2782 <field number="162" name="SettlInstID" type="STRING" />
2783 <field number="163" name="SettlInstTransType" type="CHAR">
2784 <value enum="N" description="NEW" />
2785 <value enum="C" description="CANCEL" />
2786 <value enum="R" description="REPLACE" />
2788 <field number="164" name="EmailThreadID" type="STRING" />
2789 <field number="165" name="SettlInstSource" type="CHAR">
2790 <value enum="1" description="BROKERS_INSTRUCTIONS" />
2791 <value enum="2" description="INSTITUTIONS_INSTRUCTIONS" />
2792 <value enum="3" description="INVESTOR" />
2794 <field number="166" name="SettlLocation" type="STRING">
2795 <value enum="CED" description="CEDEL" />
2796 <value enum="DTC" description="DEPOSITORY_TRUST_COMPANY" />
2797 <value enum="EUR" description="EUROCLEAR" />
2798 <value enum="FED" description="FEDERAL_BOOK_ENTRY" />
2799 <value enum="PED" description="PHYSICAL" />
2800 <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY_ISO_COUNTRY" />
2802 <field number="167" name="SecurityType" type="STRING">
2803 <value enum="CORP" description="CORPORATE_BOND" />
2804 <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT" />
2805 <value enum="CB" description="CONVERTABLE_BOND" />
2806 <value enum="DUAL" description="DUAL_CURRENCY" />
2807 <value enum="XLINKD" description="INDEX_LINKED" />
2808 <value enum="STRUCT" description="STRUCTURED_NOTES" />
2809 <value enum="YANK" description="YANKEE_CORPORATE_BOND" />
2810 <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT" />
2811 <value enum="CS" description="COMMON_STOCK" />
2812 <value enum="PS" description="PREFERED_STOCK" />
2813 <value enum="BRADY" description="BRADY_BOND" />
2814 <value enum="TBOND" description="US_TREASURY_BOND" />
2815 <value enum="TINT" description="INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE" />
2816 <value enum="TIPS" description="TREASURY_INFLATION_PROTECTED_SECURITIES" />
2817 <value enum="TCAL" description="PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE" />
2818 <value enum="TPRN" description="PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE" />
2819 <value enum="UST" description="US_TREASURY_NOTE_BOND" />
2820 <value enum="USTB" description="US_TREASURY_BILL" />
2821 <value enum="TERM" description="TERM_LOAN" />
2822 <value enum="RVLV" description="REVOLVER_LOAN" />
2823 <value enum="RVLVTRM" description="REVOLVER_TERM_LOAN" />
2824 <value enum="BRIDGE" description="BRIDGE_LOAN" />
2825 <value enum="LOFC" description="LETTER_OF_CREDIT" />
2826 <value enum="SWING" description="SWING_LINE_FACILITY" />
2827 <value enum="DINP" description="DEBTOR_IN_POSSESSION" />
2828 <value enum="DEFLTED" description="DEFAULTED" />
2829 <value enum="WITHDRN" description="WITHDRAWN" />
2830 <value enum="REPLACD" description="REPLACED" />
2831 <value enum="MATURED" description="MATURED" />
2832 <value enum="AMENDED" description="AMENDED_AND_RESTATED" />
2833 <value enum="RETIRED" description="RETIRED" />
2834 <value enum="BA" description="BANKERS_ACCEPTANCE" />
2835 <value enum="BN" description="BANK_NOTES" />
2836 <value enum="BOX" description="BILL_OF_EXCHANGES" />
2837 <value enum="CD" description="CERTIFICATE_OF_DEPOSIT" />
2838 <value enum="CL" description="CALL_LOANS" />
2839 <value enum="CP" description="COMMERCIAL_PAPER" />
2840 <value enum="DP" description="DEPOSIT_NOTES" />
2841 <value enum="LQN" description="LIQUIDITY_NOTES" />
2842 <value enum="MTN" description="MEDIUM_TERM_NOTES" />
2843 <value enum="ONITE" description="OVERNITE" />
2844 <value enum="PN" description="PROMISSORY_NOTES" />
2845 <value enum="PZFJ" description="PLAZOS_FIJOS" />
2846 <value enum="RP" description="REPURCHASE_AGREEMENT" />
2847 <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT" />
2848 <value enum="STN" description="SHORT_TERM_LOAN_NOTE" />
2849 <value enum="TD" description="TIME_DEPOSIT" />
2850 <value enum="XCN" description="EXTENDED_COMM_NOTE" />
2851 <value enum="POOL" description="AGENCY_POOLS" />
2852 <value enum="ABS" description="ASSET_BACKED_SECURITIES" />
2853 <value enum="CMBS" description="CORP_MORTGAGE_BACKED_SECURITIES" />
2854 <value enum="CMO" description="COLLATERALIZED_MORTGAGE_OBLIGATION" />
2855 <value enum="IET" description="IOETTE_MORTGAGE" />
2856 <value enum="MBS" description="MORTGAGE_BACKED_SECURITIES" />
2857 <value enum="MIO" description="MORTGAGE_INTEREST_ONLY" />
2858 <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY" />
2859 <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT" />
2860 <value enum="MPT" description="MISCELLANEOUS_PASS_THROUGH" />
2861 <value enum="AN" description="OTHER_ANTICIPATION_NOTES" />
2862 <value enum="COFO" description="CERTIFICATE_OF_OBLIGATION" />
2863 <value enum="COFP" description="CERTIFICATE_OF_PARTICIPATION" />
2864 <value enum="GO" description="GENERAL_OBLIGATION_BONDS" />
2865 <value enum="MT" description="MANDATORY_TENDER" />
2866 <value enum="RAN" description="REVENUE_ANTICIPATION_NOTE" />
2867 <value enum="REV" description="REVENUE_BONDS" />
2868 <value enum="SPCLA" description="SPECIAL_ASSESSMENT" />
2869 <value enum="SPCLO" description="SPECIAL_OBLIGATION" />
2870 <value enum="SPCLT" description="SPECIAL_TAX" />
2871 <value enum="TAN" description="TAX_ANTICIPATION_NOTE" />
2872 <value enum="TAXA" description="TAX_ALLOCATION" />
2873 <value enum="TECP" description="TAX_EXEMPT_COMMERCIAL_PAPER" />
2874 <value enum="TRAN" description="TAX_AND_REVENUE_ANTICIPATION_NOTE" />
2875 <value enum="VRDN" description="VARIABLE_RATE_DEMAND_NOTE" />
2876 <value enum="WAR" description="WARRANT" />
2877 <value enum="MF" description="MUTUAL_FUND" />
2878 <value enum="MLEG" description="MULTI_LEG_INSTRUMENT" />
2879 <value enum="NONE" description="NO_SECURITY_TYPE" />
2880 <value description="WILDCARD" enum="?" />
2882 <field number="168" name="EffectiveTime" type="UTCTIMESTAMP" />
2883 <field number="169" name="StandInstDbType" type="INT">
2884 <value enum="0" description="OTHER" />
2885 <value enum="1" description="DTC_SID" />
2886 <value enum="2" description="THOMSON_ALERT" />
2887 <value enum="3" description="A_GLOBAL_CUSTODIAN" />
2889 <field number="170" name="StandInstDbName" type="STRING" />
2890 <field number="171" name="StandInstDbID" type="STRING" />
2891 <field number="172" name="SettlDeliveryType" type="INT" />
2892 <field number="173" name="SettlDepositoryCode" type="STRING" />
2893 <field number="174" name="SettlBrkrCode" type="STRING" />
2894 <field number="175" name="SettlInstCode" type="STRING" />
2895 <field number="176" name="SecuritySettlAgentName" type="STRING" />
2896 <field number="177" name="SecuritySettlAgentCode" type="STRING" />
2897 <field number="178" name="SecuritySettlAgentAcctNum" type="STRING" />
2898 <field number="179" name="SecuritySettlAgentAcctName" type="STRING" />
2899 <field number="180" name="SecuritySettlAgentContactName" type="STRING" />
2900 <field number="181" name="SecuritySettlAgentContactPhone" type="STRING" />
2901 <field number="182" name="CashSettlAgentName" type="STRING" />
2902 <field number="183" name="CashSettlAgentCode" type="STRING" />
2903 <field number="184" name="CashSettlAgentAcctNum" type="STRING" />
2904 <field number="185" name="CashSettlAgentAcctName" type="STRING" />
2905 <field number="186" name="CashSettlAgentContactName" type="STRING" />
2906 <field number="187" name="CashSettlAgentContactPhone" type="STRING" />
2907 <field number="188" name="BidSpotRate" type="PRICE" />
2908 <field number="189" name="BidForwardPoints" type="PRICEOFFSET" />
2909 <field number="190" name="OfferSpotRate" type="PRICE" />
2910 <field number="191" name="OfferForwardPoints" type="PRICEOFFSET" />
2911 <field type="QTY" name="OrderQty2" number="192" />
2912 <field type="LOCALMKTDATE" name="FutSettDate2" number="193" />
2913 <field number="194" name="LastSpotRate" type="PRICE" />
2914 <field number="195" name="LastForwardPoints" type="PRICEOFFSET" />
2915 <field number="196" name="AllocLinkID" type="STRING" />
2916 <field number="197" name="AllocLinkType" type="INT">
2917 <value enum="0" description="F_X_NETTING" />
2918 <value enum="1" description="F_X_SWAP" />
2920 <field number="198" name="SecondaryOrderID" type="STRING" />
2921 <field number="199" name="NoIOIQualifiers" type="NUMINGROUP" />
2922 <field number="200" name="MaturityMonthYear" type="MONTHYEAR" />
2923 <field number="201" name="PutOrCall" type="INT">
2924 <value enum="0" description="PUT" />
2925 <value enum="1" description="CALL" />
2927 <field number="202" name="StrikePrice" type="PRICE" />
2928 <field number="203" name="CoveredOrUncovered" type="INT">
2929 <value enum="0" description="COVERED" />
2930 <value enum="1" description="UNCOVERED" />
2932 <field number="204" name="CustomerOrFirm" type="INT">
2933 <value enum="0" description="CUSTOMER" />
2934 <value enum="1" description="FIRM" />
2936 <field number="205" name="MaturityDay" type="DAYOFMONTH" />
2937 <field number="206" name="OptAttribute" type="CHAR" />
2938 <field number="207" name="SecurityExchange" type="EXCHANGE" />
2939 <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN" />
2940 <field number="209" name="AllocHandlInst" type="INT">
2941 <value enum="1" description="MATCH" />
2942 <value enum="2" description="FORWARD" />
2943 <value enum="3" description="FORWARD_AND_MATCH" />
2945 <field number="210" name="MaxShow" type="QTY" />
2946 <field number="211" name="PegDifference" type="PRICEOFFSET" />
2947 <field number="212" name="XmlDataLen" type="LENGTH" />
2948 <field number="213" name="XmlData" type="DATA" />
2949 <field number="214" name="SettlInstRefID" type="STRING" />
2950 <field number="215" name="NoRoutingIDs" type="NUMINGROUP" />
2951 <field number="216" name="RoutingType" type="INT">
2952 <value enum="1" description="TARGET_FIRM" />
2953 <value enum="2" description="TARGET_LIST" />
2954 <value enum="3" description="BLOCK_FIRM" />
2955 <value enum="4" description="BLOCK_LIST" />
2957 <field number="217" name="RoutingID" type="STRING" />
2958 <field number="218" name="Spread" type="PRICEOFFSET" />
2959 <field number="219" name="Benchmark" type="CHAR">
2960 <value enum="1" description="CURVE" />
2961 <value enum="2" description="FIVEYR" />
2962 <value enum="3" description="OLD5" />
2963 <value enum="4" description="TENYR" />
2964 <value enum="5" description="OLD10" />
2965 <value enum="6" description="THIRTYYR" />
2966 <value enum="7" description="OLD30" />
2967 <value enum="8" description="THREEMOLIBOR" />
2968 <value enum="9" description="SIXMOLIBOR" />
2970 <field number="220" name="BenchmarkCurveCurrency" type="CURRENCY" />
2971 <field number="221" name="BenchmarkCurveName" type="STRING" />
2972 <field number="222" name="BenchmarkCurvePoint" type="STRING" />
2973 <field number="223" name="CouponRate" type="PERCENTAGE" />
2974 <field number="224" name="CouponPaymentDate" type="UTCDATE" />
2975 <field number="225" name="IssueDate" type="UTCDATE" />
2976 <field number="226" name="RepurchaseTerm" type="INT" />
2977 <field number="227" name="RepurchaseRate" type="PERCENTAGE" />
2978 <field number="228" name="Factor" type="FLOAT" />
2979 <field number="229" name="TradeOriginationDate" type="UTCDATE" />
2980 <field number="230" name="ExDate" type="UTCDATE" />
2981 <field number="231" name="ContractMultiplier" type="FLOAT" />
2982 <field number="232" name="NoStipulations" type="NUMINGROUP" />
2983 <field number="233" name="StipulationType" type="STRING" />
2984 <field number="234" name="StipulationValue" type="STRING" />
2985 <field number="235" name="YieldType" type="STRING">
2986 <value enum="AFTERTAX" description="AFTER_TAX_YIELD" />
2987 <value enum="ANNUAL" description="ANNUAL_YIELD" />
2988 <value enum="ATISSUE" description="YIELD_AT_ISSUE" />
2989 <value enum="AVGLIFE" description="YIELD_TO_AVERAGE_LIFE" />
2990 <value enum="AVGMATURITY" description="YIELD_TO_AVERAGE_MATURITY" />
2991 <value enum="BOOK" description="BOOK_YIELD" />
2992 <value enum="CALL" description="YIELD_TO_NEXT_CALL" />
2993 <value enum="CHANGE" description="YIELD_CHANGE_SINCE_CLOSE" />
2994 <value enum="CLOSE" description="CLOSING_YIELD" />
2995 <value enum="COMPOUND" description="COMPOUND_YIELD" />
2996 <value enum="CURRENT" description="CURRENT_YIELD" />
2997 <value enum="GROSS" description="TRUE_GROSS_YIELD" />
2998 <value enum="GOVTEQUIV" description="GOVERNMENT_EQUIVALENT_YIELD" />
2999 <value enum="INFLATION" description="YIELD_WITH_INFLATION_ASSUMPTION" />
3000 <value enum="INVERSEFLOATER" description="INVERSE_FLOATER_BOND_YIELD" />
3001 <value enum="LASTCLOSE" description="MOST_RECENT_CLOSING_YIELD" />
3002 <value enum="LASTMONTH" description="CLOSING_YIELD_MOST_RECENT_MONTH" />
3003 <value enum="LASTQUARTER" description="CLOSING_YIELD_MOST_RECENT_QUARTER" />
3004 <value enum="LASTYEAR" description="CLOSING_YIELD_MOST_RECENT_YEAR" />
3005 <value enum="LONGAVGLIFE" description="YIELD_TO_LONGEST_AVERAGE_LIFE" />
3006 <value enum="LONGEST" description="YIELD_TO_LONGEST_AVERAGE" />
3007 <value enum="MARK" description="MARK_TO_MARKET_YIELD" />
3008 <value enum="MATURITY" description="YIELD_TO_MATURITY" />
3009 <value enum="NEXTREFUND" description="YIELD_TO_NEXT_REFUND" />
3010 <value enum="OPENAVG" description="OPEN_AVERAGE_YIELD" />
3011 <value enum="PUT" description="YIELD_TO_NEXT_PUT" />
3012 <value enum="PREVCLOSE" description="PREVIOUS_CLOSE_YIELD" />
3013 <value enum="PROCEEDS" description="PROCEEDS_YIELD" />
3014 <value enum="SEMIANNUAL" description="SEMI_ANNUAL_YIELD" />
3015 <value enum="SHORTAVGLIFE" description="YIELD_TO_SHORTEST_AVERAGE_LIFE" />
3016 <value enum="SHORTEST" description="YIELD_TO_SHORTEST_AVERAGE" />
3017 <value enum="SIMPLE" description="SIMPLE_YIELD" />
3018 <value enum="TAXEQUIV" description="TAX_EQUIVALENT_YIELD" />
3019 <value enum="TENDER" description="YIELD_TO_TENDER_DATE" />
3020 <value enum="TRUE" description="TRUE_YIELD" />
3021 <value enum="WORST" description="YIELD_TO_WORST_CONVENTION" />
3023 <field number="236" name="Yield" type="PERCENTAGE" />
3024 <field number="237" name="TotalTakedown" type="AMT" />
3025 <field number="238" name="Concession" type="AMT" />
3026 <field number="239" name="RepoCollateralSecurityType" type="INT" />
3027 <field number="240" name="RedemptionDate" type="UTCDATE" />
3028 <field number="241" name="UnderlyingCouponPaymentDate" type="UTCDATE" />
3029 <field number="242" name="UnderlyingIssueDate" type="UTCDATE" />
3030 <field number="243" name="UnderlyingRepoCollateralSecurityType" type="INT" />
3031 <field number="244" name="UnderlyingRepurchaseTerm" type="INT" />
3032 <field number="245" name="UnderlyingRepurchaseRate" type="PERCENTAGE" />
3033 <field number="246" name="UnderlyingFactor" type="FLOAT" />
3034 <field number="247" name="UnderlyingRedemptionDate" type="UTCDATE" />
3035 <field number="248" name="LegCouponPaymentDate" type="UTCDATE" />
3036 <field number="249" name="LegIssueDate" type="UTCDATE" />
3037 <field number="250" name="LegRepoCollateralSecurityType" type="INT" />
3038 <field number="251" name="LegRepurchaseTerm" type="INT" />
3039 <field number="252" name="LegRepurchaseRate" type="PERCENTAGE" />
3040 <field number="253" name="LegFactor" type="FLOAT" />
3041 <field number="254" name="LegRedemptionDate" type="UTCDATE" />
3042 <field number="255" name="CreditRating" type="STRING" />
3043 <field number="256" name="UnderlyingCreditRating" type="STRING" />
3044 <field number="257" name="LegCreditRating" type="STRING" />
3045 <field number="258" name="TradedFlatSwitch" type="BOOLEAN" />
3046 <field number="259" name="BasisFeatureDate" type="UTCDATE" />
3047 <field number="260" name="BasisFeaturePrice" type="PRICE" />
3048 <field number="262" name="MDReqID" type="STRING" />
3049 <field number="263" name="SubscriptionRequestType" type="CHAR">
3050 <value enum="0" description="SNAPSHOT" />
3051 <value enum="1" description="SNAPSHOT_PLUS_UPDATES" />
3052 <value enum="2" description="DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST" />
3054 <field number="264" name="MarketDepth" type="INT">
3056 Temporarily commented out until we can handle
3059 <value enum="0" description="FULL_BOOK"/>
3060 <value enum="1" description="TOP_OF_BOOK"/>
3063 <field number="265" name="MDUpdateType" type="INT">
3064 <value enum="0" description="FULL_REFRESH" />
3065 <value enum="1" description="INCREMENTAL_REFRESH" />
3067 <field number="266" name="AggregatedBook" type="BOOLEAN" />
3068 <field number="267" name="NoMDEntryTypes" type="NUMINGROUP" />
3069 <field number="268" name="NoMDEntries" type="NUMINGROUP" />
3070 <field number="269" name="MDEntryType" type="CHAR">
3071 <value enum="0" description="BID" />
3072 <value enum="1" description="OFFER" />
3073 <value enum="2" description="TRADE" />
3074 <value enum="3" description="INDEX_VALUE" />
3075 <value enum="4" description="OPENING_PRICE" />
3076 <value enum="5" description="CLOSING_PRICE" />
3077 <value enum="6" description="SETTLEMENT_PRICE" />
3078 <value enum="7" description="TRADING_SESSION_HIGH_PRICE" />
3079 <value enum="8" description="TRADING_SESSION_LOW_PRICE" />
3080 <value enum="9" description="TRADING_SESSION_VWAP_PRICE" />
3081 <value enum="A" description="IMBALANCE" />
3083 <field number="270" name="MDEntryPx" type="PRICE" />
3084 <field number="271" name="MDEntrySize" type="QTY" />
3085 <field number="272" name="MDEntryDate" type="UTCDATE" />
3086 <field number="273" name="MDEntryTime" type="UTCTIMEONLY" />
3087 <field number="274" name="TickDirection" type="CHAR">
3088 <value enum="0" description="PLUS_TICK" />
3089 <value enum="1" description="ZERO_PLUS_TICK" />
3090 <value enum="2" description="MINUS_TICK" />
3091 <value enum="3" description="ZERO_MINUS_TICK" />
3093 <field number="275" name="MDMkt" type="EXCHANGE" />
3094 <field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING">
3095 <value enum="A" description="OPEN" />
3096 <value enum="B" description="CLOSED" />
3097 <value enum="C" description="EXCHANGE_BEST" />
3098 <value enum="D" description="CONSOLIDATED_BEST" />
3099 <value enum="E" description="LOCKED" />
3100 <value enum="F" description="CROSSED" />
3101 <value enum="G" description="DEPTH" />
3102 <value enum="H" description="FAST_TRADING" />
3103 <value enum="I" description="NON_FIRM" />
3105 <field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING">
3106 <value enum="A" description="CASH" />
3107 <value enum="B" description="AVERAGE_PRICE_TRADE" />
3108 <value enum="C" description="CASH_TRADE" />
3109 <value enum="D" description="NEXT_DAY" />
3110 <value enum="E" description="OPENING" />
3111 <value enum="F" description="INTRADAY_TRADE_DETAIL" />
3112 <value enum="G" description="RULE_127_TRADE" />
3113 <value enum="H" description="RULE_155_TRADE" />
3114 <value enum="I" description="SOLD_LAST" />
3115 <value enum="J" description="NEXT_DAY_TRADE" />
3116 <value enum="K" description="OPENED" />
3117 <value enum="L" description="SELLER" />
3118 <value enum="M" description="SOLD" />
3119 <value enum="N" description="STOPPED_STOCK" />
3120 <value enum="P" description="IMBALANCE_MORE_BUYERS" />
3121 <value enum="Q" description="IMBALANCE_MORE_SELLERS" />
3122 <value enum="R" description="OPENING_PRICE" />
3124 <field number="278" name="MDEntryID" type="STRING" />
3125 <field number="279" name="MDUpdateAction" type="CHAR">
3126 <value enum="0" description="NEW" />
3127 <value enum="1" description="CHANGE" />
3128 <value enum="2" description="DELETE" />
3130 <field number="280" name="MDEntryRefID" type="STRING" />
3131 <field number="281" name="MDReqRejReason" type="CHAR">
3132 <value enum="0" description="UNKNOWN_SYMBOL" />
3133 <value enum="1" description="DUPLICATE_MDREQID" />
3134 <value enum="2" description="INSUFFICIENT_BANDWIDTH" />
3135 <value enum="3" description="INSUFFICIENT_PERMISSIONS" />
3136 <value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE" />
3137 <value enum="5" description="UNSUPPORTED_MARKETDEPTH" />
3138 <value enum="6" description="UNSUPPORTED_MDUPDATETYPE" />
3139 <value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK" />
3140 <value enum="8" description="UNSUPPORTED_MDENTRYTYPE" />
3141 <value enum="9" description="UNSUPPORTED_TRADINGSESSIONID" />
3142 <value enum="A" description="UNSUPPORTED_SCOPE" />
3143 <value enum="B" description="UNSUPPORTED_OPENCLOSESETTLEFLAG" />
3144 <value enum="C" description="UNSUPPORTED_MDIMPLICITDELETE" />
3146 <field number="282" name="MDEntryOriginator" type="STRING" />
3147 <field number="283" name="LocationID" type="STRING" />
3148 <field number="284" name="DeskID" type="STRING" />
3149 <field number="285" name="DeleteReason" type="CHAR">
3150 <value enum="0" description="CANCELATION" />
3151 <value enum="1" description="ERROR" />
3153 <field number="286" name="OpenCloseSettleFlag" type="MULTIPLEVALUESTRING">
3154 <value enum="0" description="DAILY_OPEN" />
3155 <value enum="1" description="SESSION_OPEN" />
3156 <value enum="2" description="DELIVERY_SETTLEMENT_PRICE" />
3157 <value enum="3" description="EXPECTED_PRICE" />
3158 <value enum="4" description="PRICE_FROM_PREVIOUS_BUSINESS_DAY" />
3160 <field number="287" name="SellerDays" type="INT" />
3161 <field number="288" name="MDEntryBuyer" type="STRING" />
3162 <field number="289" name="MDEntrySeller" type="STRING" />
3163 <field number="290" name="MDEntryPositionNo" type="INT" />
3164 <field number="291" name="FinancialStatus" type="MULTIPLEVALUESTRING">
3165 <value enum="1" description="BANKRUPT" />
3166 <value enum="2" description="PENDING_DELISTING" />
3168 <field number="292" name="CorporateAction" type="MULTIPLEVALUESTRING">
3169 <value enum="A" description="EX_DIVIDEND" />
3170 <value enum="B" description="EX_DISTRIBUTION" />
3171 <value enum="C" description="EX_RIGHTS" />
3172 <value enum="D" description="NEW" />
3173 <value enum="E" description="EX_INTEREST" />
3175 <field number="293" name="DefBidSize" type="QTY" />
3176 <field number="294" name="DefOfferSize" type="QTY" />
3177 <field number="295" name="NoQuoteEntries" type="NUMINGROUP" />
3178 <field number="296" name="NoQuoteSets" type="NUMINGROUP" />
3179 <field number="297" name="QuoteStatus" type="INT">
3180 <value enum="0" description="ACCEPTED" />
3181 <value enum="1" description="CANCELED_FOR_SYMBOL" />
3182 <value enum="2" description="CANCELED_FOR_SECURITY_TYPE" />
3183 <value enum="3" description="CANCELED_FOR_UNDERLYING" />
3184 <value enum="4" description="CANCELED_ALL" />
3185 <value enum="5" description="REJECTED" />
3186 <value enum="6" description="REMOVED_FROM_MARKET" />
3187 <value enum="7" description="EXPIRED" />
3188 <value enum="8" description="QUERY" />
3189 <value enum="9" description="QUOTE_NOT_FOUND" />
3190 <value enum="10" description="PENDING" />
3192 <field number="298" name="QuoteCancelType" type="INT" />
3193 <field number="299" name="QuoteEntryID" type="STRING" />
3194 <field number="300" name="QuoteRejectReason" type="INT" />
3195 <field number="301" name="QuoteResponseLevel" type="INT" />
3196 <field number="302" name="QuoteSetID" type="STRING" />
3197 <field number="303" name="QuoteRequestType" type="INT">
3198 <value enum="1" description="MANUAL" />
3199 <value enum="2" description="AUTOMATIC" />
3201 <field number="304" name="TotQuoteEntries" type="INT" />
3202 <field number="305" name="UnderlyingSecurityIDSource" type="STRING" />
3203 <field number="306" name="UnderlyingIssuer" type="STRING" />
3204 <field number="307" name="UnderlyingSecurityDesc" type="STRING" />
3205 <field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE" />
3206 <field number="309" name="UnderlyingSecurityID" type="STRING" />
3207 <field number="310" name="UnderlyingSecurityType" type="STRING" />
3208 <field number="311" name="UnderlyingSymbol" type="STRING" />
3209 <field number="312" name="UnderlyingSymbolSfx" type="STRING" />
3210 <field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR" />
3211 <field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH" />
3212 <field number="315" name="UnderlyingPutOrCall" type="INT" />
3213 <field number="316" name="UnderlyingStrikePrice" type="PRICE" />
3214 <field number="317" name="UnderlyingOptAttribute" type="CHAR" />
3215 <field number="318" name="UnderlyingCurrency" type="CURRENCY" />
3216 <field number="319" name="RatioQty" type="QTY" />
3217 <field number="320" name="SecurityReqID" type="STRING" />
3218 <field number="321" name="SecurityRequestType" type="INT">
3219 <value enum="0" description="REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS" />
3220 <value enum="1" description="REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED" />
3221 <value enum="2" description="REQUEST_LIST_SECURITY_TYPES" />
3222 <value enum="3" description="REQUEST_LIST_SECURITIES" />
3224 <field number="322" name="SecurityResponseID" type="STRING" />
3225 <field number="323" name="SecurityResponseType" type="INT">
3226 <value enum="1" description="ACCEPT_SECURITY_PROPOSAL_AS_IS" />
3227 <value enum="2" description="ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE" />
3228 <value enum="3" description="LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST" />
3229 <value enum="4" description="LIST_OF_SECURITIES_RETURNED_PER_REQUEST" />
3230 <value enum="5" description="REJECT_SECURITY_PROPOSAL" />
3231 <value enum="6" description="CAN_NOT_MATCH_SELECTION_CRITERIA" />
3233 <field number="324" name="SecurityStatusReqID" type="STRING" />
3234 <field number="325" name="UnsolicitedIndicator" type="BOOLEAN" />
3235 <field number="326" name="SecurityTradingStatus" type="INT">
3236 <value enum="1" description="OPENING_DELAY" />
3237 <value enum="2" description="TRADING_HALT" />
3238 <value enum="3" description="RESUME" />
3239 <value enum="4" description="NO_OPEN" />
3240 <value enum="5" description="PRICE_INDICATION" />
3241 <value enum="6" description="TRADING_RANGE_INDICATION" />
3242 <value enum="7" description="MARKET_IMBALANCE_BUY" />
3243 <value enum="8" description="MARKET_IMBALANCE_SELL" />
3244 <value enum="9" description="MARKET_ON_CLOSE_IMBALANCE_BUY" />
3245 <value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL" />
3246 <value enum="11" description="NOT_ASSIGNED" />
3247 <value enum="12" description="NO_MARKET_IMBALANCE" />
3248 <value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE" />
3249 <value enum="14" description="ITS_PRE_OPENING" />
3250 <value enum="15" description="NEW_PRICE_INDICATION" />
3251 <value enum="16" description="TRADE_DISSEMINATION_TIME" />
3252 <value enum="17" description="READY_TO_TRADE" />
3253 <value enum="18" description="NOT_AVAILABLE_FOR_TRADING" />
3254 <value enum="19" description="NOT_TRADED_ON_THIS_MARKET" />
3255 <value enum="20" description="UNKNOWN_OR_INVALID" />
3256 <value enum="21" description="PRE_OPEN" />
3257 <value enum="22" description="OPENING_ROTATION" />
3258 <value enum="23" description="FAST_MARKET" />
3260 <field number="327" name="HaltReason" type="CHAR">
3261 <value enum="I" description="ORDER_IMBALANCE" />
3262 <value enum="X" description="EQUIPMENT_CHANGEOVER" />
3263 <value enum="P" description="NEWS_PENDING" />
3264 <value enum="D" description="NEWS_DISSEMINATION" />
3265 <value enum="E" description="ORDER_INFLUX" />
3266 <value enum="M" description="ADDITIONAL_INFORMATION" />
3268 <field number="328" name="InViewOfCommon" type="BOOLEAN" />
3269 <field number="329" name="DueToRelated" type="BOOLEAN" />
3270 <field number="330" name="BuyVolume" type="QTY" />
3271 <field number="331" name="SellVolume" type="QTY" />
3272 <field number="332" name="HighPx" type="PRICE" />
3273 <field number="333" name="LowPx" type="PRICE" />
3274 <field number="334" name="Adjustment" type="INT">
3275 <value enum="1" description="CANCEL" />
3276 <value enum="2" description="ERROR" />
3277 <value enum="3" description="CORRECTION" />
3279 <field number="335" name="TradSesReqID" type="STRING" />
3280 <field number="336" name="TradingSessionID" type="STRING" />
3281 <field number="337" name="ContraTrader" type="STRING" />
3282 <field number="338" name="TradSesMethod" type="INT">
3283 <value enum="1" description="ELECTRONIC" />
3284 <value enum="2" description="OPEN_OUTCRY" />
3285 <value enum="3" description="TWO_PARTY" />
3287 <field number="339" name="TradSesMode" type="INT">
3288 <value enum="1" description="TESTING" />
3289 <value enum="2" description="SIMULATED" />
3290 <value enum="3" description="PRODUCTION" />
3292 <field number="340" name="TradSesStatus" type="INT">
3293 <value enum="0" description="UNKNOWN" />
3294 <value enum="1" description="HALTED" />
3295 <value enum="2" description="OPEN" />
3296 <value enum="3" description="CLOSED" />
3297 <value enum="4" description="PRE_OPEN" />
3298 <value enum="5" description="PRE_CLOSE" />
3299 <value enum="6" description="REQUEST_REJECTED" />
3301 <field number="341" name="TradSesStartTime" type="UTCTIMESTAMP" />
3302 <field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP" />
3303 <field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP" />
3304 <field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP" />
3305 <field number="345" name="TradSesEndTime" type="UTCTIMESTAMP" />
3306 <field number="346" name="NumberOfOrders" type="INT" />
3307 <field number="347" name="MessageEncoding" type="STRING" />
3308 <field number="348" name="EncodedIssuerLen" type="LENGTH" />
3309 <field number="349" name="EncodedIssuer" type="DATA" />
3310 <field number="350" name="EncodedSecurityDescLen" type="LENGTH" />
3311 <field number="351" name="EncodedSecurityDesc" type="DATA" />
3312 <field number="352" name="EncodedListExecInstLen" type="LENGTH" />
3313 <field number="353" name="EncodedListExecInst" type="DATA" />
3314 <field number="354" name="EncodedTextLen" type="LENGTH" />
3315 <field number="355" name="EncodedText" type="DATA" />
3316 <field number="356" name="EncodedSubjectLen" type="LENGTH" />
3317 <field number="357" name="EncodedSubject" type="DATA" />
3318 <field number="358" name="EncodedHeadlineLen" type="LENGTH" />
3319 <field number="359" name="EncodedHeadline" type="DATA" />
3320 <field number="360" name="EncodedAllocTextLen" type="LENGTH" />
3321 <field number="361" name="EncodedAllocText" type="DATA" />
3322 <field number="362" name="EncodedUnderlyingIssuerLen" type="LENGTH" />
3323 <field number="363" name="EncodedUnderlyingIssuer" type="DATA" />
3324 <field number="364" name="EncodedUnderlyingSecurityDescLen" type="LENGTH" />
3325 <field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA" />
3326 <field number="366" name="AllocPrice" type="PRICE" />
3327 <field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP" />
3328 <field number="368" name="QuoteEntryRejectReason" type="INT">
3329 <value enum="1" description="UNKNOWN_SYMBOL" />
3330 <value enum="2" description="EXCHANGE" />
3331 <value enum="3" description="QUOTE_EXCEEDS_LIMIT" />
3332 <value enum="4" description="TOO_LATE_TO_ENTER" />
3333 <value enum="5" description="UNKNOWN_QUOTE" />
3334 <value enum="6" description="DUPLICATE_QUOTE" />
3335 <value enum="7" description="INVALID_BID" />
3336 <value enum="8" description="INVALID_PRICE" />
3337 <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY" />
3339 <field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM" />
3340 <field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP" />
3341 <field number="371" name="RefTagID" type="INT" />
3342 <field number="372" name="RefMsgType" type="STRING" />
3343 <field number="373" name="SessionRejectReason" type="INT">
3344 <value enum="0" description="INVALID_TAG_NUMBER" />
3345 <value enum="1" description="REQUIRED_TAG_MISSING" />
3346 <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE" />
3347 <value enum="3" description="UNDEFINED_TAG" />
3348 <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE" />
3349 <value enum="5" description="VALUE_IS_INCORRECT" />
3350 <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE" />
3351 <value enum="7" description="DECRYPTION_PROBLEM" />
3352 <value enum="8" description="SIGNATURE_PROBLEM" />
3353 <value enum="9" description="COMPID_PROBLEM" />
3354 <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM" />
3355 <value enum="11" description="INVALID_MSGTYPE" />
3356 <value enum="12" description="XML_VALIDATION_ERROR" />
3357 <value enum="13" description="TAG_APPEARS_MORE_THAN_ONCE" />
3358 <value enum="14" description="TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER" />
3359 <value enum="15" description="REPEATING_GROUP_FIELDS_OUT_OF_ORDER" />
3360 <value enum="16" description="INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP" />
3361 <value enum="17" description="NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER" />
3363 <field number="374" name="BidRequestTransType" type="CHAR">
3364 <value enum="N" description="NEW" />
3365 <value enum="C" description="CANCEL" />
3367 <field number="375" name="ContraBroker" type="STRING" />
3368 <field number="376" name="ComplianceID" type="STRING" />
3369 <field number="377" name="SolicitedFlag" type="BOOLEAN" />
3370 <field number="378" name="ExecRestatementReason" type="INT">
3371 <value enum="0" description="GT_CORPORATE_ACTION" />
3372 <value enum="1" description="GT_RENEWAL" />
3373 <value enum="2" description="VERBAL_CHANGE" />
3374 <value enum="3" description="REPRICING_OF_ORDER" />
3375 <value enum="4" description="BROKER_OPTION" />
3376 <value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY" />
3377 <value enum="6" description="CANCEL_ON_TRADING_HALT" />
3378 <value enum="7" description="CANCEL_ON_SYSTEM_FAILURE" />
3379 <value enum="8" description="MARKET" />
3381 <field number="379" name="BusinessRejectRefID" type="STRING" />
3382 <field number="380" name="BusinessRejectReason" type="INT">
3383 <value enum="0" description="OTHER" />
3384 <value enum="1" description="UNKNOWN_ID" />
3385 <value enum="2" description="UNKNOWN_SECURITY" />
3386 <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE" />
3387 <value enum="4" description="APPLICATION_NOT_AVAILABLE" />
3388 <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" />
3389 <value enum="6" description="NOT_AUTHORIZED" />
3390 <value enum="7" description="DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME" />
3392 <field number="381" name="GrossTradeAmt" type="AMT" />
3393 <field number="382" name="NoContraBrokers" type="NUMINGROUP" />
3394 <field number="383" name="MaxMessageSize" type="LENGTH" />
3395 <field number="384" name="NoMsgTypes" type="NUMINGROUP" />
3396 <field number="385" name="MsgDirection" type="CHAR">
3397 <value enum="S" description="SEND" />
3398 <value enum="R" description="RECEIVE" />
3400 <field number="386" name="NoTradingSessions" type="NUMINGROUP" />
3401 <field number="387" name="TotalVolumeTraded" type="QTY" />
3402 <field number="388" name="DiscretionInst" type="CHAR">
3403 <value enum="0" description="RELATED_TO_DISPLAYED_PRICE" />
3404 <value enum="1" description="RELATED_TO_MARKET_PRICE" />
3405 <value enum="2" description="RELATED_TO_PRIMARY_PRICE" />
3406 <value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE" />
3407 <value enum="4" description="RELATED_TO_MIDPOINT_PRICE" />
3408 <value enum="5" description="RELATED_TO_LAST_TRADE_PRICE" />
3410 <field number="389" name="DiscretionOffset" type="PRICEOFFSET" />
3411 <field number="390" name="BidID" type="STRING" />
3412 <field number="391" name="ClientBidID" type="STRING" />
3413 <field number="392" name="ListName" type="STRING" />
3414 <field number="393" name="TotalNumSecurities" type="INT" />
3415 <field number="394" name="BidType" type="INT">
3416 <value enum="1" description="NON_DISCLOSED_STYLE" />
3417 <value enum="2" description="DISCLOSED_STYLE" />
3418 <value enum="3" description="NO_BIDDING_PROCESS" />
3420 <field number="395" name="NumTickets" type="INT" />
3421 <field type="AMT" name="SideValue1" number="396" />
3422 <field type="AMT" name="SideValue2" number="397" />
3423 <field number="398" name="NoBidDescriptors" type="NUMINGROUP" />
3424 <field number="399" name="BidDescriptorType" type="INT">
3425 <value enum="1" description="SECTOR" />
3426 <value enum="2" description="COUNTRY" />
3427 <value enum="3" description="INDEX" />
3429 <field number="400" name="BidDescriptor" type="STRING" />
3430 <field number="401" name="SideValueInd" type="INT">
3431 <value description="SIDEVALUE1" enum="1" />
3432 <value description="SIDEVALUE_2" enum="2" />
3434 <field number="402" name="LiquidityPctLow" type="PERCENTAGE" />
3435 <field number="403" name="LiquidityPctHigh" type="PERCENTAGE" />
3436 <field number="404" name="LiquidityValue" type="AMT" />
3437 <field number="405" name="EFPTrackingError" type="PERCENTAGE" />
3438 <field number="406" name="FairValue" type="AMT" />
3439 <field number="407" name="OutsideIndexPct" type="PERCENTAGE" />
3440 <field number="408" name="ValueOfFutures" type="AMT" />
3441 <field number="409" name="LiquidityIndType" type="INT">
3442 <value enum="1" description="FIVEDAY_MOVING_AVERAGE" />
3443 <value enum="2" description="TWENTYDAY_MOVING_AVERAGE" />
3444 <value enum="3" description="NORMAL_MARKET_SIZE" />
3445 <value enum="4" description="OTHER" />
3447 <field number="410" name="WtAverageLiquidity" type="PERCENTAGE" />
3448 <field number="411" name="ExchangeForPhysical" type="BOOLEAN" />
3449 <field number="412" name="OutMainCntryUIndex" type="AMT" />
3450 <field number="413" name="CrossPercent" type="PERCENTAGE" />
3451 <field number="414" name="ProgRptReqs" type="INT">
3452 <value enum="1" description="BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST" />
3453 <value enum="2" description="SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS" />
3454 <value enum="3" description="REAL_TIME_EXECUTION_REPORTS" />
3456 <field number="415" name="ProgPeriodInterval" type="INT" />
3457 <field number="416" name="IncTaxInd" type="INT">
3458 <value enum="1" description="NET" />
3459 <value enum="2" description="GROSS" />
3461 <field number="417" name="NumBidders" type="INT" />
3462 <field number="418" name="TradeType" type="CHAR" />
3463 <field number="419" name="BasisPxType" type="CHAR">
3464 <value enum="2" description="CLOSING_PRICE_AT_MORNING_SESSION" />
3465 <value enum="3" description="CLOSING_PRICE" />
3466 <value enum="4" description="CURRENT_PRICE" />
3467 <value enum="5" description="SQ" />
3468 <value enum="6" description="VWAP_THROUGH_A_DAY" />
3469 <value enum="7" description="VWAP_THROUGH_A_MORNING_SESSION" />
3470 <value enum="8" description="VWAP_THROUGH_AN_AFTERNOON_SESSION" />
3471 <value enum="9" description="VWAP_THROUGH_A_DAY_EXCEPT_YORI" />
3472 <value enum="A" description="VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI" />
3473 <value enum="B" description="VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI" />
3474 <value enum="C" description="STRIKE" />
3475 <value enum="D" description="OPEN" />
3476 <value enum="Z" description="OTHERS" />
3478 <field number="420" name="NoBidComponents" type="NUMINGROUP" />
3479 <field number="421" name="Country" type="COUNTRY" />
3480 <field number="422" name="TotNoStrikes" type="INT" />
3481 <field number="423" name="PriceType" type="INT">
3482 <value enum="1" description="PERCENTAGE" />
3483 <value enum="2" description="PER_SHARE" />
3484 <value enum="3" description="FIXED_AMOUNT" />
3485 <value enum="4" description="DISCOUNT" />
3486 <value enum="5" description="PREMIUM" />
3487 <value enum="6" description="BASIS_POINTS_RELATIVE_TO_BENCHMARK" />
3488 <value enum="7" description="TED_PRICE" />
3489 <value enum="8" description="TED_YIELD" />
3491 <field number="424" name="DayOrderQty" type="QTY" />
3492 <field number="425" name="DayCumQty" type="QTY" />
3493 <field number="426" name="DayAvgPx" type="PRICE" />
3494 <field number="427" name="GTBookingInst" type="INT">
3495 <value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION" />
3496 <value enum="1" description="ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES" />
3497 <value enum="2" description="ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE" />
3499 <field number="428" name="NoStrikes" type="NUMINGROUP" />
3500 <field number="429" name="ListStatusType" type="INT">
3501 <value enum="1" description="ACK" />
3502 <value enum="2" description="RESPONSE" />
3503 <value enum="3" description="TIMED" />
3504 <value enum="4" description="EXECSTARTED" />
3505 <value enum="5" description="ALLDONE" />
3506 <value enum="6" description="ALERT" />
3508 <field number="430" name="NetGrossInd" type="INT">
3509 <value enum="1" description="NET" />
3510 <value enum="2" description="GROSS" />
3512 <field number="431" name="ListOrderStatus" type="INT">
3513 <value enum="1" description="INBIDDINGPROCESS" />
3514 <value enum="2" description="RECEIVEDFOREXECUTION" />
3515 <value enum="3" description="EXECUTING" />
3516 <value enum="4" description="CANCELING" />
3517 <value enum="5" description="ALERT" />
3518 <value enum="6" description="ALL_DONE" />
3519 <value enum="7" description="REJECT" />
3521 <field number="432" name="ExpireDate" type="LOCALMKTDATE" />
3522 <field number="433" name="ListExecInstType" type="CHAR">
3523 <value enum="1" description="IMMEDIATE" />
3524 <value enum="2" description="WAIT_FOR_EXECUTE_INSTRUCTION" />
3525 <value enum="3" description="EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN" />
3526 <value enum="4" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP" />
3527 <value enum="5" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW" />
3529 <field number="434" name="CxlRejResponseTo" type="CHAR">
3530 <value enum="1" description="ORDER_CANCEL_REQUEST" />
3531 <value enum="2" description="ORDER_CANCEL_REPLACE_REQUEST" />
3533 <field number="435" name="UnderlyingCouponRate" type="PERCENTAGE" />
3534 <field number="436" name="UnderlyingContractMultiplier" type="FLOAT" />
3535 <field number="437" name="ContraTradeQty" type="QTY" />
3536 <field number="438" name="ContraTradeTime" type="UTCTIMESTAMP" />
3537 <field number="439" name="ClearingFirm" type="STRING" />
3538 <field number="440" name="ClearingAccount" type="STRING" />
3539 <field number="441" name="LiquidityNumSecurities" type="INT" />
3540 <field number="442" name="MultiLegReportingType" type="CHAR" />
3541 <field number="443" name="StrikeTime" type="UTCTIMESTAMP" />
3542 <field number="444" name="ListStatusText" type="STRING" />
3543 <field number="445" name="EncodedListStatusTextLen" type="LENGTH" />
3544 <field number="446" name="EncodedListStatusText" type="DATA" />
3545 <field number="447" name="PartyIDSource" type="CHAR">
3546 <value enum="B" description="BIC" />
3547 <value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER" />
3548 <value enum="D" description="PROPRIETARY" />
3549 <value enum="E" description="ISO_COUNTRY_CODE" />
3550 <value enum="F" description="SETTLEMENT_ENTITY_LOCATION" />
3551 <value enum="1" description="KOREAN_INVESTOR_ID" />
3552 <value enum="2" description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII" />
3553 <value enum="3" description="TAIWANESE_TRADING_ACCOUNT" />
3554 <value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY" />
3555 <value enum="5" description="CHINESE_B_SHARE" />
3556 <value enum="6" description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER" />
3557 <value enum="7" description="US_SOCIAL_SECURITY_NUMBER" />
3558 <value enum="8" description="US_EMPLOYER_IDENTIFICATION_NUMBER" />
3559 <value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER" />
3560 <value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER" />
3562 <field number="448" name="PartyID" type="STRING" />
3563 <field number="449" name="TotalVolumeTradedDate" type="UTCDATE" />
3564 <field number="450" name="TotalVolumeTradedTime" type="UTCTIMEONLY" />
3565 <field number="451" name="NetChgPrevDay" type="PRICEOFFSET" />
3566 <field number="452" name="PartyRole" type="INT">
3567 <value enum="1" description="EXECUTING_FIRM" />
3568 <value enum="2" description="BROKER_OF_CREDIT" />
3569 <value enum="3" description="CLIENT_ID" />
3570 <value enum="4" description="CLEARING_FIRM" />
3571 <value enum="5" description="INVESTOR_ID" />
3572 <value enum="6" description="INTRODUCING_FIRM" />
3573 <value enum="7" description="ENTERING_FIRM" />
3574 <value enum="8" description="LOCATE" />
3575 <value enum="9" description="FUND_MANAGER_CLIENT_ID" />
3576 <value enum="10" description="SETTLEMENT_LOCATION" />
3577 <value enum="11" description="ORDER_ORIGINATION_TRADER" />
3578 <value enum="12" description="EXECUTING_TRADER" />
3579 <value enum="13" description="ORDER_ORIGINATION_FIRM" />
3580 <value enum="14" description="GIVEUP_CLEARING_FIRM" />
3581 <value enum="15" description="CORRESPONDANT_CLEARING_FIRM" />
3582 <value enum="16" description="EXECUTING_SYSTEM" />
3583 <value enum="17" description="CONTRA_FIRM" />
3584 <value enum="18" description="CONTRA_CLEARING_FIRM" />
3585 <value enum="19" description="SPONSORING_FIRM" />
3586 <value enum="20" description="UNDERLYING_CONTRA_FIRM" />
3588 <field number="453" name="NoPartyIDs" type="NUMINGROUP" />
3589 <field number="454" name="NoSecurityAltID" type="NUMINGROUP" />
3590 <field number="455" name="SecurityAltID" type="STRING" />
3591 <field number="456" name="SecurityAltIDSource" type="STRING" />
3592 <field number="457" name="NoUnderlyingSecurityAltID" type="NUMINGROUP" />
3593 <field number="458" name="UnderlyingSecurityAltID" type="STRING" />
3594 <field number="459" name="UnderlyingSecurityAltIDSource" type="STRING" />
3595 <field number="460" name="Product" type="INT">
3596 <value enum="1" description="AGENCY" />
3597 <value enum="2" description="COMMODITY" />
3598 <value enum="3" description="CORPORATE" />
3599 <value enum="4" description="CURRENCY" />
3600 <value enum="5" description="EQUITY" />
3601 <value enum="6" description="GOVERNMENT" />
3602 <value enum="7" description="INDEX" />
3603 <value enum="8" description="LOAN" />
3604 <value enum="9" description="MONEYMARKET" />
3605 <value enum="10" description="MORTGAGE" />
3606 <value enum="11" description="MUNICIPAL" />
3607 <value enum="12" description="OTHER" />
3609 <field number="461" name="CFICode" type="STRING" />
3610 <field number="462" name="UnderlyingProduct" type="INT" />
3611 <field number="463" name="UnderlyingCFICode" type="STRING" />
3612 <field number="464" name="TestMessageIndicator" type="BOOLEAN" />
3613 <field number="465" name="QuantityType" type="INT">
3614 <value enum="1" description="SHARES" />
3615 <value enum="2" description="BONDS" />
3616 <value enum="3" description="CURRENTFACE" />
3617 <value enum="4" description="ORIGINALFACE" />
3618 <value enum="5" description="CURRENCY" />
3619 <value enum="6" description="CONTRACTS" />
3620 <value enum="7" description="OTHER" />
3621 <value enum="8" description="PAR" />
3623 <field number="466" name="BookingRefID" type="STRING" />
3624 <field number="467" name="IndividualAllocID" type="STRING" />
3625 <field number="468" name="RoundingDirection" type="CHAR" />
3626 <field number="469" name="RoundingModulus" type="FLOAT" />
3627 <field number="470" name="CountryOfIssue" type="COUNTRY" />
3628 <field number="471" name="StateOrProvinceOfIssue" type="STRING" />
3629 <field number="472" name="LocaleOfIssue" type="STRING" />
3630 <field number="473" name="NoRegistDtls" type="NUMINGROUP" />
3631 <field number="474" name="MailingDtls" type="STRING" />
3632 <field number="475" name="InvestorCountryOfResidence" type="COUNTRY" />
3633 <field number="476" name="PaymentRef" type="STRING" />
3634 <field number="477" name="DistribPaymentMethod" type="INT" />
3635 <field number="478" name="CashDistribCurr" type="CURRENCY" />
3636 <field number="479" name="CommCurrency" type="CURRENCY" />
3637 <field number="480" name="CancellationRights" type="CHAR" />
3638 <field number="481" name="MoneyLaunderingStatus" type="CHAR">
3639 <value enum="Y" description="PASSED" />
3640 <value enum="N" description="NOT_CHECKED" />
3641 <value enum="1" description="EXEMPT_BELOW_THE_LIMIT" />
3642 <value enum="2" description="EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION" />
3643 <value enum="3" description="EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION" />
3645 <field number="482" name="MailingInst" type="STRING" />
3646 <field number="483" name="TransBkdTime" type="UTCTIMESTAMP" />
3647 <field number="484" name="ExecPriceType" type="CHAR" />
3648 <field number="485" name="ExecPriceAdjustment" type="FLOAT" />
3649 <field number="486" name="DateOfBirth" type="LOCALMKTDATE" />
3650 <field number="487" name="TradeReportTransType" type="CHAR">
3651 <value enum="N" description="NEW" />
3652 <value enum="C" description="CANCEL" />
3653 <value enum="R" description="REPLACE" />
3655 <field number="488" name="CardHolderName" type="STRING" />
3656 <field number="489" name="CardNumber" type="STRING" />
3657 <field number="490" name="CardExpDate" type="LOCALMKTDATE" />
3658 <field number="491" name="CardIssNo" type="STRING" />
3659 <field number="492" name="PaymentMethod" type="INT" />
3660 <field number="493" name="RegistAcctType" type="STRING" />
3661 <field number="494" name="Designation" type="STRING" />
3662 <field number="495" name="TaxAdvantageType" type="INT" />
3663 <field number="496" name="RegistRejReasonText" type="STRING" />
3664 <field number="497" name="FundRenewWaiv" type="CHAR" />
3665 <field number="498" name="CashDistribAgentName" type="STRING" />
3666 <field number="499" name="CashDistribAgentCode" type="STRING" />
3667 <field number="500" name="CashDistribAgentAcctNumber" type="STRING" />
3668 <field number="501" name="CashDistribPayRef" type="STRING" />
3669 <field number="502" name="CashDistribAgentAcctName" type="STRING" />
3670 <field number="503" name="CardStartDate" type="LOCALMKTDATE" />
3671 <field number="504" name="PaymentDate" type="LOCALMKTDATE" />
3672 <field number="505" name="PaymentRemitterID" type="STRING" />
3673 <field number="506" name="RegistStatus" type="CHAR" />
3674 <field number="507" name="RegistRejReasonCode" type="INT" />
3675 <field number="508" name="RegistRefID" type="STRING" />
3676 <field number="509" name="RegistDetls" type="STRING" />
3677 <field number="510" name="NoDistribInsts" type="NUMINGROUP" />
3678 <field number="511" name="RegistEmail" type="STRING" />
3679 <field number="512" name="DistribPercentage" type="PERCENTAGE" />
3680 <field number="513" name="RegistID" type="STRING" />
3681 <field number="514" name="RegistTransType" type="CHAR">
3682 <value enum="0" description="NEW" />
3683 <value enum="1" description="REPLACE" />
3684 <value enum="2" description="CANCEL" />
3686 <field number="515" name="ExecValuationPoint" type="UTCTIMESTAMP" />
3687 <field number="516" name="OrderPercent" type="PERCENTAGE" />
3688 <field number="517" name="OwnershipType" type="CHAR" />
3689 <field number="518" name="NoContAmts" type="NUMINGROUP" />
3690 <field number="519" name="ContAmtType" type="INT" />
3691 <field number="520" name="ContAmtValue" type="FLOAT" />
3692 <field number="521" name="ContAmtCurr" type="CURRENCY" />
3693 <field number="522" name="OwnerType" type="INT">
3694 <value enum="1" description="INDIVIDUAL_INVESTOR" />
3695 <value enum="2" description="PUBLIC_COMPANY" />
3696 <value enum="3" description="PRIVATE_COMPANY" />
3697 <value enum="4" description="INDIVIDUAL_TRUSTEE" />
3698 <value enum="5" description="COMPANY_TRUSTEE" />
3699 <value enum="6" description="PENSION_PLAN" />
3700 <value enum="7" description="CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT" />
3701 <value enum="8" description="TRUSTS" />
3702 <value enum="9" description="FIDUCIARIES" />
3703 <value enum="10" description="NETWORKING_SUB_ACCOUNT" />
3704 <value enum="11" description="NON_PROFIT_ORGANIZATION" />
3705 <value enum="12" description="CORPORATE_BODY" />
3706 <value enum="13" description="NOMINEE" />
3708 <field number="523" name="PartySubID" type="STRING" />
3709 <field number="524" name="NestedPartyID" type="STRING" />
3710 <field number="525" name="NestedPartyIDSource" type="CHAR" />
3711 <field number="526" name="SecondaryClOrdID" type="STRING" />
3712 <field number="527" name="SecondaryExecID" type="STRING" />
3713 <field number="528" name="OrderCapacity" type="CHAR">
3714 <value enum="A" description="AGENCY" />
3715 <value enum="G" description="PROPRIETARY" />
3716 <value enum="I" description="INDIVIDUAL" />
3717 <value enum="P" description="PRINCIPAL" />
3718 <value enum="R" description="RISKLESS_PRINCIPAL" />
3719 <value enum="W" description="AGENT_FOR_OTHER_MEMBER" />
3721 <field number="529" name="OrderRestrictions" type="MULTIPLEVALUESTRING">
3722 <value enum="1" description="PROGRAM_TRADE" />
3723 <value enum="2" description="INDEX_ARBITRAGE" />
3724 <value enum="3" description="NON_INDEX_ARBITRAGE" />
3725 <value enum="4" description="COMPETING_MARKET_MAKER" />
3726 <value enum="5" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY" />
3727 <value enum="6" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY" />
3728 <value enum="7" description="FOREIGN_ENTITY" />
3729 <value enum="8" description="EXTERNAL_MARKET_PARTICIPANT" />
3730 <value enum="9" description="EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE" />
3731 <value enum="A" description="RISKLESS_ARBITRAGE" />
3733 <field number="530" name="MassCancelRequestType" type="CHAR">
3734 <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" />
3735 <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
3736 <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" />
3737 <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" />
3738 <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" />
3739 <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" />
3740 <value enum="7" description="CANCEL_ALL_ORDERS" />
3742 <field number="531" name="MassCancelResponse" type="CHAR">
3743 <value enum="0" description="CANCEL_REQUEST_REJECTED" />
3744 <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" />
3745 <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
3746 <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" />
3747 <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" />
3748 <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" />
3749 <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" />
3750 <value enum="7" description="CANCEL_ALL_ORDERS" />
3752 <field number="532" name="MassCancelRejectReason" type="CHAR" />
3753 <field number="533" name="TotalAffectedOrders" type="INT" />
3754 <field number="534" name="NoAffectedOrders" type="INT" />
3755 <field number="535" name="AffectedOrderID" type="STRING" />
3756 <field number="536" name="AffectedSecondaryOrderID" type="STRING" />
3757 <field number="537" name="QuoteType" type="INT">
3758 <value enum="0" description="INDICATIVE" />
3759 <value enum="1" description="TRADEABLE" />
3760 <value enum="2" description="RESTRICTED_TRADEABLE" />
3762 <field number="538" name="NestedPartyRole" type="INT" />
3763 <field number="539" name="NoNestedPartyIDs" type="NUMINGROUP" />
3764 <field number="540" name="TotalAccruedInterestAmt" type="AMT" />
3765 <field number="541" name="MaturityDate" type="LOCALMKTDATE" />
3766 <field number="542" name="UnderlyingMaturityDate" type="LOCALMKTDATE" />
3767 <field number="543" name="InstrRegistry" type="STRING">
3768 <value enum="Code" description="COUNTRY_IN_WHICH_REGISTRY_IS_KEPT" />
3769 <value enum="ZZ" description="PHYSICAL_OR_BEARER" />
3771 <field number="544" name="CashMargin" type="CHAR">
3772 <value enum="1" description="CASH" />
3773 <value enum="2" description="MARGIN_OPEN" />
3774 <value enum="3" description="MARGIN_CLOSE" />
3776 <field number="545" name="NestedPartySubID" type="STRING" />
3777 <field number="546" name="Scope" type="MULTIPLEVALUESTRING">
3778 <value enum="1" description="LOCAL" />
3779 <value enum="2" description="NATIONAL" />
3780 <value enum="3" description="GLOBAL" />
3782 <field number="547" name="MDImplicitDelete" type="BOOLEAN" />
3783 <field number="548" name="CrossID" type="STRING" />
3784 <field number="549" name="CrossType" type="INT">
3785 <value enum="1" description="CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT" />
3786 <value enum="2" description="CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED" />
3787 <value enum="3" description="CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE" />
3788 <value enum="4" description="CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE" />
3790 <field number="550" name="CrossPrioritization" type="INT" />
3791 <field number="551" name="OrigCrossID" type="STRING" />
3792 <field number="552" name="NoSides" type="NUMINGROUP">
3793 <value enum="1" description="ONE_SIDE" />
3794 <value enum="2" description="BOTH_SIDES" />
3796 <field number="553" name="Username" type="STRING" />
3797 <field number="554" name="Password" type="STRING" />
3798 <field number="555" name="NoLegs" type="NUMINGROUP" />
3799 <field number="556" name="LegCurrency" type="CURRENCY" />
3800 <field number="557" name="TotalNumSecurityTypes" type="INT" />
3801 <field number="558" name="NoSecurityTypes" type="NUMINGROUP" />
3802 <field number="559" name="SecurityListRequestType" type="INT">
3803 <value enum="0" description="SYMBOL" />
3804 <value enum="1" description="SECURITYTYPE_AND" />
3805 <value enum="2" description="PRODUCT" />
3806 <value enum="3" description="TRADINGSESSIONID" />
3807 <value enum="4" description="ALL_SECURITIES" />
3809 <field number="560" name="SecurityRequestResult" type="INT">
3810 <value enum="0" description="VALID_REQUEST" />
3811 <value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST" />
3812 <value enum="2" description="NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA" />
3813 <value enum="3" description="NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA" />
3814 <value enum="4" description="INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE" />
3815 <value enum="5" description="REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED" />
3817 <field number="561" name="RoundLot" type="QTY" />
3818 <field number="562" name="MinTradeVol" type="QTY" />
3819 <field number="563" name="MultiLegRptTypeReq" type="INT" />
3820 <field number="564" name="LegPositionEffect" type="CHAR" />
3821 <field number="565" name="LegCoveredOrUncovered" type="INT" />
3822 <field number="566" name="LegPrice" type="PRICE" />
3823 <field number="567" name="TradSesStatusRejReason" type="INT">
3824 <value enum="1" description="UNKNOWN_OR_INVALID_TRADINGSESSIONID" />
3826 <field number="568" name="TradeRequestID" type="STRING" />
3827 <field number="569" name="TradeRequestType" type="INT">
3828 <value enum="0" description="ALL_TRADES" />
3829 <value enum="1" description="MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST" />
3830 <value enum="2" description="UNMATCHED_TRADES_THAT_MATCH_CRITERIA" />
3831 <value enum="3" description="UNREPORTED_TRADES_THAT_MATCH_CRITERIA" />
3832 <value enum="4" description="ADVISORIES_THAT_MATCH_CRITERIA" />
3834 <field number="570" name="PreviouslyReported" type="BOOLEAN" />
3835 <field number="571" name="TradeReportID" type="STRING" />
3836 <field number="572" name="TradeReportRefID" type="STRING" />
3837 <field number="573" name="MatchStatus" type="CHAR">
3838 <value enum="0" description="COMPARED" />
3839 <value enum="1" description="UNCOMPARED" />
3840 <value enum="2" description="ADVISORY_OR_ALERT" />
3842 <field number="574" name="MatchType" type="STRING">
3843 <value enum="A1" description="EXACT_MATCH_PLUS_FOUR_BADGES_AND_EXECUTION_TIME" />
3844 <value enum="A2" description="EXACT_MATCH_PLUS_FOUR_BADGES" />
3845 <value enum="A3" description="EXACT_MATCH_PLUS_TWO_BADGES_AND_EXECUTION_TIME" />
3846 <value enum="A4" description="EXACT_MATCH_PLUS_TWO_BADGES" />
3847 <value enum="A5" description="EXACT_MATCH_PLUS_EXECUTION_TIME" />
3848 <value enum="AQ" description="COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS" />
3849 <value description="SUMMARIZED_MATCH_USING_A1_TO_A5" enum="S5" />
3850 <value enum="M1" description="EXACT_MATCH_MINUS_BADGES_AND_EXECUTION_TIME" />
3851 <value enum="M2" description="SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES" />
3852 <value enum="MT" description="OCS_LOCKED_IN" />
3853 <value description="ACT_M1_MATCH" enum="M1" />
3854 <value description="ACT_M2_MATCH" enum="M2" />
3855 <value enum="M3" description="ACT_ACCEPTED_TRADE" />
3856 <value enum="M4" description="ACT_DEFAULT_TRADE" />
3857 <value description="ACT_DEFAULT_AFTER_M2" enum="M5" />
3858 <value description="ACT_M6_MATCH" enum="M6" />
3859 <value enum="MT" description="NON_ACT" />
3861 <field number="575" name="OddLot" type="BOOLEAN" />
3862 <field number="576" name="NoClearingInstructions" type="INT" />
3863 <field number="577" name="ClearingInstruction" type="INT">
3864 <value enum="0" description="PROCESS_NORMALLY" />
3865 <value enum="1" description="EXCLUDE_FROM_ALL_NETTING" />
3866 <value enum="2" description="BILATERAL_NETTING_ONLY" />
3867 <value enum="3" description="EX_CLEARING" />
3868 <value enum="4" description="SPECIAL_TRADE" />
3869 <value enum="5" description="MULTILATERAL_NETTING" />
3870 <value enum="6" description="CLEAR_AGAINST_CENTRAL_COUNTERPARTY" />
3871 <value enum="7" description="EXCLUDE_FROM_CENTRAL_COUNTERPARTY" />
3872 <value enum="8" description="MANUAL_MODE" />
3873 <value enum="9" description="AUTOMATIC_POSTING_MODE" />
3874 <value enum="10" description="AUTOMATIC_GIVE_UP_MODE" />
3876 <field number="578" name="TradeInputSource" type="STRING" />
3877 <field number="579" name="TradeInputDevice" type="STRING" />
3878 <field number="580" name="NoDates" type="INT" />
3879 <field number="581" name="AccountType" type="INT">
3880 <value enum="1" description="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS" />
3881 <value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS" />
3882 <value enum="3" description="HOUSE_TRADER" />
3883 <value enum="4" description="FLOOR_TRADER" />
3884 <value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED" />
3885 <value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED" />
3886 <value enum="8" description="JOINT_BACKOFFICE_ACCOUNT" />
3888 <field number="582" name="CustOrderCapacity" type="INT" />
3889 <field number="583" name="ClOrdLinkID" type="STRING" />
3890 <field number="584" name="MassStatusReqID" type="STRING" />
3891 <field number="585" name="MassStatusReqType" type="INT">
3892 <value enum="1" description="STATUS_FOR_ORDERS_FOR_A_SECURITY" />
3893 <value enum="2" description="STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
3894 <value enum="3" description="STATUS_FOR_ORDERS_FOR_A_PRODUCT" />
3895 <value enum="4" description="STATUS_FOR_ORDERS_FOR_A_CFICODE" />
3896 <value enum="5" description="STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE" />
3897 <value enum="6" description="STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION" />
3898 <value enum="7" description="STATUS_FOR_ALL_ORDERS" />
3899 <value enum="8" description="STATUS_FOR_ORDERS_FOR_A_PARTYID" />
3901 <field number="586" name="OrigOrdModTime" type="UTCTIMESTAMP" />
3902 <field number="587" name="LegSettlmntTyp" type="CHAR" />
3903 <field number="588" name="LegFutSettDate" type="LOCALMKTDATE" />
3904 <field number="589" name="DayBookingInst" type="CHAR" />
3905 <field number="590" name="BookingUnit" type="CHAR" />
3906 <field number="591" name="PreallocMethod" type="CHAR" />
3907 <field number="592" name="UnderlyingCountryOfIssue" type="COUNTRY" />
3908 <field number="593" name="UnderlyingStateOrProvinceOfIssue" type="STRING" />
3909 <field number="594" name="UnderlyingLocaleOfIssue" type="STRING" />
3910 <field number="595" name="UnderlyingInstrRegistry" type="STRING" />
3911 <field number="596" name="LegCountryOfIssue" type="COUNTRY" />
3912 <field number="597" name="LegStateOrProvinceOfIssue" type="STRING" />
3913 <field number="598" name="LegLocaleOfIssue" type="STRING" />
3914 <field number="599" name="LegInstrRegistry" type="STRING" />
3915 <field number="600" name="LegSymbol" type="STRING" />
3916 <field number="601" name="LegSymbolSfx" type="STRING" />
3917 <field number="602" name="LegSecurityID" type="STRING" />
3918 <field number="603" name="LegSecurityIDSource" type="STRING" />
3919 <field number="604" name="NoLegSecurityAltID" type="STRING" />
3920 <field number="605" name="LegSecurityAltID" type="STRING" />
3921 <field number="606" name="LegSecurityAltIDSource" type="STRING" />
3922 <field number="607" name="LegProduct" type="INT" />
3923 <field number="608" name="LegCFICode" type="STRING" />
3924 <field number="609" name="LegSecurityType" type="STRING" />
3925 <field number="610" name="LegMaturityMonthYear" type="MONTHYEAR" />
3926 <field number="611" name="LegMaturityDate" type="LOCALMKTDATE" />
3927 <field number="612" name="LegStrikePrice" type="PRICE" />
3928 <field number="613" name="LegOptAttribute" type="CHAR" />
3929 <field number="614" name="LegContractMultiplier" type="FLOAT" />
3930 <field number="615" name="LegCouponRate" type="PERCENTAGE" />
3931 <field number="616" name="LegSecurityExchange" type="EXCHANGE" />
3932 <field number="617" name="LegIssuer" type="STRING" />
3933 <field number="618" name="EncodedLegIssuerLen" type="LENGTH" />
3934 <field number="619" name="EncodedLegIssuer" type="DATA" />
3935 <field number="620" name="LegSecurityDesc" type="STRING" />
3936 <field number="621" name="EncodedLegSecurityDescLen" type="LENGTH" />
3937 <field number="622" name="EncodedLegSecurityDesc" type="DATA" />
3938 <field number="623" name="LegRatioQty" type="FLOAT" />
3939 <field number="624" name="LegSide" type="CHAR" />
3940 <field number="625" name="TradingSessionSubID" type="STRING" />
3941 <field number="626" name="AllocType" type="INT">
3942 <value enum="1" description="BUYSIDE_CALCULATED" />
3943 <value enum="2" description="BUYSIDE_PRELIMINARY" />
3944 <value enum="3" description="SELLSIDE_CALCULATED_USING_PRELIMINARY" />
3945 <value enum="4" description="SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY" />
3946 <value enum="5" description="BUYSIDE_READY_TO_BOOK_SINGLE_ORDER" />
3947 <value enum="6" description="BUYSIDE_READY_TO_BOOK_COMBINED_SET_OF_ORDERS" />
3949 <field number="627" name="NoHops" type="NUMINGROUP" />
3950 <field number="628" name="HopCompID" type="STRING" />
3951 <field number="629" name="HopSendingTime" type="UTCTIMESTAMP" />
3952 <field number="630" name="HopRefID" type="SEQNUM" />
3953 <field number="631" name="MidPx" type="PRICE" />
3954 <field number="632" name="BidYield" type="PERCENTAGE" />
3955 <field number="633" name="MidYield" type="PERCENTAGE" />
3956 <field number="634" name="OfferYield" type="PERCENTAGE" />
3957 <field number="635" name="ClearingFeeIndicator" type="STRING" />
3958 <field number="636" name="WorkingIndicator" type="BOOLEAN" />
3959 <field number="637" name="LegLastPx" type="PRICE" />
3960 <field number="638" name="PriorityIndicator" type="INT">
3961 <value enum="0" description="PRIORITY_UNCHANGED" />
3962 <value enum="1" description="LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE" />
3964 <field number="639" name="PriceImprovement" type="PRICEOFFSET" />
3965 <field type="PRICE" name="Price2" number="640" />
3966 <field type="PRICEOFFSET" name="LastForwardPoints2" number="641" />
3967 <field type="PRICEOFFSET" name="BidForwardPoints2" number="642" />
3968 <field type="PRICEOFFSET" name="OfferForwardPoints2" number="643" />
3969 <field number="644" name="RFQReqID" type="STRING" />
3970 <field number="645" name="MktBidPx" type="PRICE" />
3971 <field number="646" name="MktOfferPx" type="PRICE" />
3972 <field number="647" name="MinBidSize" type="QTY" />
3973 <field number="648" name="MinOfferSize" type="QTY" />
3974 <field number="649" name="QuoteStatusReqID" type="STRING" />
3975 <field number="650" name="LegalConfirm" type="BOOLEAN" />
3976 <field number="651" name="UnderlyingLastPx" type="PRICE" />
3977 <field number="652" name="UnderlyingLastQty" type="QTY" />
3978 <field number="653" name="SecDefStatus" type="INT">
3979 <value enum="0" description="PENDING_APPROVAL" />
3980 <value enum="1" description="APPROVED" />
3981 <value enum="2" description="REJECTED" />
3982 <value enum="3" description="UNAUTHORIZED_REQUEST" />
3983 <value enum="4" description="INVALID_DEFINITION_REQUEST" />
3985 <field number="654" name="LegRefID" type="STRING" />
3986 <field number="655" name="ContraLegRefID" type="STRING" />
3987 <field number="656" name="SettlCurrBidFxRate" type="FLOAT" />
3988 <field number="657" name="SettlCurrOfferFxRate" type="FLOAT" />
3989 <field number="658" name="QuoteRequestRejectReason" type="INT" />
3990 <field number="659" name="SideComplianceID" type="STRING" />
git.samba.org / obnox / wireshark / wip.git / blob