Based on patch from Denis Ovsienko via
[obnox/wireshark/wip.git] / fix / FIX44.xml
1 <fix major="4" minor="4">
2   <header>
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     <group name="NoHops" required="N">
30       <field name="HopCompID" required="N" />
31       <field name="HopSendingTime" required="N" />
32       <field name="HopRefID" required="N" />
33     </group>
34   </header>
35   <trailer>
36     <field name="SignatureLength" required="N" />
37     <field name="Signature" required="N" />
38     <field name="CheckSum" required="Y" />
39   </trailer>
40   <messages>
41     <message name="Heartbeat" msgtype="0" msgcat="admin">
42       <field name="TestReqID" required="N" />
43     </message>
44     <message name="Logon" msgtype="A" msgcat="admin">
45       <field name="EncryptMethod" required="Y" />
46       <field name="HeartBtInt" required="Y" />
47       <field name="RawDataLength" required="N" />
48       <field name="RawData" required="N" />
49       <field name="ResetSeqNumFlag" required="N" />
50       <field name="NextExpectedMsgSeqNum" 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" />
55       </group>
56       <field name="TestMessageIndicator" required="N" />
57       <field name="Username" required="N" />
58       <field name="Password" required="N" />
59     </message>
60     <message name="TestRequest" msgtype="1" msgcat="admin">
61       <field name="TestReqID" required="Y" />
62     </message>
63     <message name="ResendRequest" msgtype="2" msgcat="admin">
64       <field name="BeginSeqNo" required="Y" />
65       <field name="EndSeqNo" required="Y" />
66     </message>
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" />
75     </message>
76     <message name="SequenceReset" msgtype="4" msgcat="admin">
77       <field name="GapFillFlag" required="N" />
78       <field name="NewSeqNo" required="Y" />
79     </message>
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" />
84     </message>
85     <message name="BusinessMessageReject" msgtype="j" msgcat="app">
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" />
93     </message>
94     <message name="UserRequest" msgtype="BE" msgcat="app">
95       <field name="UserRequestID" required="Y" />
96       <field name="UserRequestType" required="Y" />
97       <field name="Username" required="Y" />
98       <field name="Password" required="N" />
99       <field name="NewPassword" required="N" />
100       <field name="RawDataLength" required="N" />
101       <field name="RawData" required="N" />
102     </message>
103     <message name="UserResponse" msgtype="BF" msgcat="app">
104       <field name="UserRequestID" required="Y" />
105       <field name="Username" required="Y" />
106       <field name="UserStatus" required="N" />
107       <field name="UserStatusText" required="N" />
108     </message>
109     <message name="Advertisement" msgtype="7" msgcat="app">
110       <field name="AdvId" required="Y" />
111       <field name="AdvTransType" required="Y" />
112       <field name="AdvRefID" required="N" />
113       <component name="Instrument" required="Y" />
114       <group name="NoLegs" required="N">
115         <component name="InstrumentLeg" required="N" />
116       </group>
117       <group name="NoUnderlyings" required="N">
118         <component name="UnderlyingInstrument" required="Y" />
119       </group>
120       <field name="AdvSide" required="Y" />
121       <field name="Quantity" required="Y" />
122       <field name="QtyType" required="N" />
123       <field name="Price" required="N" />
124       <field name="Currency" required="N" />
125       <field name="TradeDate" required="N" />
126       <field name="TransactTime" required="N" />
127       <field name="Text" required="N" />
128       <field name="EncodedTextLen" required="N" />
129       <field name="EncodedText" required="N" />
130       <field name="URLLink" required="N" />
131       <field name="LastMkt" required="N" />
132       <field name="TradingSessionID" required="N" />
133       <field name="TradingSessionSubID" required="N" />
134     </message>
135     <message name="IndicationOfInterest" msgtype="6" msgcat="app">
136       <field name="IOIid" required="Y" />
137       <field name="IOITransType" required="Y" />
138       <field name="IOIRefID" required="N" />
139       <component name="Instrument" required="Y" />
140       <component name="FinancingDetails" required="N" />
141       <group name="NoUnderlyings" required="N">
142         <component name="UnderlyingInstrument" required="N" />
143       </group>
144       <field name="Side" required="Y" />
145       <field name="QtyType" required="N" />
146       <component name="OrderQtyData" required="N" />
147       <field name="IOIQty" required="Y" />
148       <field name="Currency" required="N" />
149       <component name="Stipulations" required="N" />
150       <group name="NoLegs" required="N">
151         <component name="InstrumentLeg" required="N" />
152         <field name="LegIOIQty" required="N" />
153         <component name="LegStipulations" required="N" />
154       </group>
155       <field name="PriceType" required="N" />
156       <field name="Price" required="N" />
157       <field name="ValidUntilTime" required="N" />
158       <field name="IOIQltyInd" required="N" />
159       <field name="IOINaturalFlag" required="N" />
160       <group name="NoIOIQualifiers" required="N">
161         <field name="IOIQualifier" required="N" />
162       </group>
163       <field name="Text" required="N" />
164       <field name="EncodedTextLen" required="N" />
165       <field name="EncodedText" required="N" />
166       <field name="TransactTime" required="N" />
167       <field name="URLLink" required="N" />
168       <group name="NoRoutingIDs" required="N">
169         <field name="RoutingType" required="N" />
170         <field name="RoutingID" required="N" />
171       </group>
172       <component name="SpreadOrBenchmarkCurveData" required="N" />
173       <component name="YieldData" required="N" />
174     </message>
175     <message name="News" msgtype="B" msgcat="app">
176       <field name="OrigTime" required="N" />
177       <field name="Urgency" required="N" />
178       <field name="Headline" required="Y" />
179       <field name="EncodedHeadlineLen" required="N" />
180       <field name="EncodedHeadline" required="N" />
181       <group name="NoRoutingIDs" required="N">
182         <field name="RoutingType" required="N" />
183         <field name="RoutingID" required="N" />
184       </group>
185       <group name="NoRelatedSym" required="N">
186         <component name="Instrument" required="N" />
187       </group>
188       <group name="NoLegs" required="N">
189         <component name="InstrumentLeg" required="N" />
190       </group>
191       <group name="NoUnderlyings" required="N">
192         <component name="UnderlyingInstrument" required="N" />
193       </group>
194       <group name="LinesOfText" required="Y">
195         <field name="Text" required="Y" />
196         <field name="EncodedTextLen" required="N" />
197         <field name="EncodedText" required="N" />
198       </group>
199       <field name="URLLink" required="N" />
200       <field name="RawDataLength" required="N" />
201       <field name="RawData" required="N" />
202     </message>
203     <message name="Email" msgtype="C" msgcat="app">
204       <field name="EmailThreadID" required="Y" />
205       <field name="EmailType" required="Y" />
206       <field name="OrigTime" required="N" />
207       <field name="Subject" required="Y" />
208       <field name="EncodedSubjectLen" required="N" />
209       <field name="EncodedSubject" required="N" />
210       <group name="NoRoutingIDs" required="N">
211         <field name="RoutingType" required="N" />
212         <field name="RoutingID" required="N" />
213       </group>
214       <group name="NoRelatedSym" required="N">
215         <component name="Instrument" required="N" />
216       </group>
217       <group name="NoUnderlyings" required="N">
218         <component name="UnderlyingInstrument" required="N" />
219       </group>
220       <group name="NoLegs" required="N">
221         <component name="InstrumentLeg" required="N" />
222       </group>
223       <field name="OrderID" required="N" />
224       <field name="ClOrdID" required="N" />
225       <group name="LinesOfText" required="Y">
226         <field name="Text" required="Y" />
227         <field name="EncodedTextLen" required="N" />
228         <field name="EncodedText" required="N" />
229       </group>
230       <field name="RawDataLength" required="N" />
231       <field name="RawData" required="N" />
232     </message>
233     <message name="QuoteRequest" msgtype="R" msgcat="app">
234       <field name="QuoteReqID" required="Y" />
235       <field name="RFQReqID" required="N" />
236       <field name="ClOrdID" required="N" />
237       <field name="OrderCapacity" required="N" />
238       <group name="NoRelatedSym" required="Y">
239         <component name="Instrument" required="Y" />
240         <component name="FinancingDetails" required="N" />
241         <group name="NoUnderlyings" required="N">
242           <component name="UnderlyingInstrument" required="N" />
243         </group>
244         <field name="PrevClosePx" required="N" />
245         <field name="QuoteRequestType" required="N" />
246         <field name="QuoteType" required="N" />
247         <field name="TradingSessionID" required="N" />
248         <field name="TradingSessionSubID" required="N" />
249         <field name="TradeOriginationDate" required="N" />
250         <field name="Side" required="N" />
251         <field name="QtyType" required="N" />
252         <component name="OrderQtyData" required="N" />
253         <field name="SettlType" required="N" />
254         <field name="SettlDate" required="N" />
255         <field name="SettlDate2" required="N" />
256         <field name="OrderQty2" required="N" />
257         <field name="Currency" required="N" />
258         <component name="Stipulations" required="N" />
259         <field name="Account" required="N" />
260         <field name="AcctIDSource" required="N" />
261         <field name="AccountType" required="N" />
262         <group name="NoLegs" required="N">
263           <component name="InstrumentLeg" required="N" />
264           <field name="LegQty" required="N" />
265           <field name="LegSwapType" required="N" />
266           <field name="LegSettlType" required="N" />
267           <field name="LegSettlDate" required="N" />
268           <component name="LegStipulations" required="N" />
269           <component name="NestedParties" required="N" />
270           <component name="LegBenchmarkCurveData" required="N" />
271         </group>
272         <group name="NoQuoteQualifiers" required="N">
273           <field name="QuoteQualifier" required="N" />
274         </group>
275         <field name="QuotePriceType" required="N" />
276         <field name="OrdType" required="N" />
277         <field name="ValidUntilTime" required="N" />
278         <field name="ExpireTime" required="N" />
279         <field name="TransactTime" required="N" />
280         <component name="SpreadOrBenchmarkCurveData" required="N" />
281         <field name="PriceType" required="N" />
282         <field name="Price" required="N" />
283         <field name="Price2" required="N" />
284         <component name="YieldData" required="N" />
285         <component name="Parties" required="N" />
286       </group>
287       <field name="Text" required="N" />
288       <field name="EncodedTextLen" required="N" />
289       <field name="EncodedText" required="N" />
290     </message>
291     <message name="QuoteResponse" msgtype="AJ" msgcat="app">
292       <field name="QuoteRespID" required="Y" />
293       <field name="QuoteID" required="N" />
294       <field name="QuoteRespType" required="Y" />
295       <field name="ClOrdID" required="N" />
296       <field name="OrderCapacity" required="N" />
297       <field name="IOIid" required="N" />
298       <field name="QuoteType" required="N" />
299       <group name="NoQuoteQualifiers" required="N">
300         <field name="QuoteQualifier" required="N" />
301       </group>
302       <component name="Parties" required="N" />
303       <field name="TradingSessionID" required="N" />
304       <field name="TradingSessionSubID" required="N" />
305       <component name="Instrument" required="Y" />
306       <component name="FinancingDetails" required="N" />
307       <group name="NoUnderlyings" required="N">
308         <component name="UnderlyingInstrument" required="N" />
309       </group>
310       <field name="Side" required="N" />
311       <component name="OrderQtyData" required="N" />
312       <field name="SettlType" required="N" />
313       <field name="SettlDate" required="N" />
314       <field name="SettlDate2" required="N" />
315       <field name="OrderQty2" required="N" />
316       <field name="Currency" required="N" />
317       <component name="Stipulations" required="N" />
318       <field name="Account" required="N" />
319       <field name="AcctIDSource" required="N" />
320       <field name="AccountType" required="N" />
321       <group name="NoLegs" required="N">
322         <component name="InstrumentLeg" required="N" />
323         <field name="LegQty" required="N" />
324         <field name="LegSwapType" required="N" />
325         <field name="LegSettlType" required="N" />
326         <field name="LegSettlDate" required="N" />
327         <component name="LegStipulations" required="N" />
328         <component name="NestedParties" required="N" />
329         <field name="LegPriceType" required="N" />
330         <field name="LegBidPx" required="N" />
331         <field name="LegOfferPx" required="N" />
332         <component name="LegBenchmarkCurveData" required="N" />
333       </group>
334       <field name="BidPx" required="N" />
335       <field name="OfferPx" required="N" />
336       <field name="MktBidPx" required="N" />
337       <field name="MktOfferPx" required="N" />
338       <field name="MinBidSize" required="N" />
339       <field name="BidSize" required="N" />
340       <field name="MinOfferSize" required="N" />
341       <field name="OfferSize" required="N" />
342       <field name="ValidUntilTime" required="N" />
343       <field name="BidSpotRate" required="N" />
344       <field name="OfferSpotRate" required="N" />
345       <field name="BidForwardPoints" required="N" />
346       <field name="OfferForwardPoints" required="N" />
347       <field name="MidPx" required="N" />
348       <field name="BidYield" required="N" />
349       <field name="MidYield" required="N" />
350       <field name="OfferYield" required="N" />
351       <field name="TransactTime" required="N" />
352       <field name="OrdType" required="N" />
353       <field name="BidForwardPoints2" required="N" />
354       <field name="OfferForwardPoints2" required="N" />
355       <field name="SettlCurrBidFxRate" required="N" />
356       <field name="SettlCurrOfferFxRate" required="N" />
357       <field name="SettlCurrFxRateCalc" required="N" />
358       <field name="Commission" required="N" />
359       <field name="CommType" required="N" />
360       <field name="CustOrderCapacity" required="N" />
361       <field name="ExDestination" required="N" />
362       <field name="Text" required="N" />
363       <field name="EncodedTextLen" required="N" />
364       <field name="EncodedText" required="N" />
365       <field name="Price" required="N" />
366       <field name="PriceType" required="N" />
367       <component name="SpreadOrBenchmarkCurveData" required="N" />
368       <component name="YieldData" required="N" />
369     </message>
370     <message name="QuoteRequestReject" msgtype="AG" msgcat="app">
371       <field name="QuoteReqID" required="Y" />
372       <field name="RFQReqID" required="N" />
373       <field name="QuoteRequestRejectReason" required="Y" />
374       <group name="NoRelatedSym" required="Y">
375         <component name="Instrument" required="Y" />
376         <component name="FinancingDetails" required="N" />
377         <group name="NoUnderlyings" required="N">
378           <component name="UnderlyingInstrument" required="N" />
379         </group>
380         <field name="PrevClosePx" required="N" />
381         <field name="QuoteRequestType" required="N" />
382         <field name="QuoteType" required="N" />
383         <field name="TradingSessionID" required="N" />
384         <field name="TradingSessionSubID" required="N" />
385         <field name="TradeOriginationDate" required="N" />
386         <field name="Side" required="N" />
387         <field name="QtyType" required="N" />
388         <component name="OrderQtyData" required="N" />
389         <field name="SettlType" required="N" />
390         <field name="SettlDate" required="N" />
391         <field name="SettlDate2" required="N" />
392         <field name="OrderQty2" required="N" />
393         <field name="Currency" required="N" />
394         <component name="Stipulations" required="N" />
395         <field name="Account" required="N" />
396         <field name="AcctIDSource" required="N" />
397         <field name="AccountType" required="N" />
398         <group name="NoLegs" required="N">
399           <component name="InstrumentLeg" required="N" />
400           <field name="LegQty" required="N" />
401           <field name="LegSwapType" required="N" />
402           <field name="LegSettlType" required="N" />
403           <field name="LegSettlDate" required="N" />
404           <component name="LegStipulations" required="N" />
405           <component name="NestedParties" required="N" />
406           <component name="LegBenchmarkCurveData" required="N" />
407           </group>
408         </group>
409         <group name="NoQuoteQualifiers" required="N">
410           <field name="QuoteQualifier" required="N" />
411         </group>
412         <field name="QuotePriceType" required="N" />
413         <field name="OrdType" required="N" />
414         <field name="ExpireTime" required="N" />
415         <field name="TransactTime" required="N" />
416         <component name="SpreadOrBenchmarkCurveData" required="N" />
417         <field name="PriceType" required="N" />
418         <field name="Price" required="N" />
419         <field name="Price2" required="N" />
420         <component name="YieldData" required="N" />
421         <component name="Parties" required="N" />
422       <field name="Text" required="N" />
423       <field name="EncodedTextLen" required="N" />
424       <field name="EncodedText" required="N" />
425     </message>
426     <message name="RFQRequest" msgtype="AH" msgcat="app">
427       <field name="RFQReqID" required="Y" />
428       <group name="NoRelatedSym" required="Y">
429         <component name="Instrument" required="Y" />
430         <group name="NoUnderlyings" required="N">
431           <component name="UnderlyingInstrument" required="N" />
432         </group>
433         <group name="NoLegs" required="N">
434           <component name="InstrumentLeg" required="N" />
435         </group>
436         <field name="PrevClosePx" required="N" />
437         <field name="QuoteRequestType" required="N" />
438         <field name="QuoteType" required="N" />
439         <field name="TradingSessionID" required="N" />
440         <field name="TradingSessionSubID" required="N" />
441       </group>
442       <field name="SubscriptionRequestType" required="N" />
443     </message>
444     <message name="Quote" msgtype="S" msgcat="app">
445       <field name="QuoteReqID" required="N" />
446       <field name="QuoteID" required="Y" />
447       <field name="QuoteRespID" required="N" />
448       <field name="QuoteType" required="N" />
449       <group name="NoQuoteQualifiers" required="N">
450         <field name="QuoteQualifier" required="N" />
451       </group>
452       <field name="QuoteResponseLevel" required="N" />
453       <component name="Parties" required="N" />
454       <field name="TradingSessionID" required="N" />
455       <field name="TradingSessionSubID" required="N" />
456       <component name="Instrument" required="Y" />
457       <component name="FinancingDetails" required="N" />
458       <group name="NoUnderlyings" required="N">
459         <component name="UnderlyingInstrument" required="N" />
460       </group>
461       <field name="Side" required="N" />
462       <component name="OrderQtyData" required="N" />
463       <field name="SettlType" required="N" />
464       <field name="SettlDate" required="N" />
465       <field name="SettlDate2" required="N" />
466       <field name="OrderQty2" required="N" />
467       <field name="Currency" required="N" />
468       <component name="Stipulations" required="N" />
469       <field name="Account" required="N" />
470       <field name="AcctIDSource" required="N" />
471       <field name="AccountType" required="N" />
472       <group name="NoLegs" required="N">
473         <component name="InstrumentLeg" required="N" />
474         <field name="LegQty" required="N" />
475         <field name="LegSwapType" required="N" />
476         <field name="LegSettlType" required="N" />
477         <field name="LegSettlDate" required="N" />
478         <component name="LegStipulations" required="N" />
479         <component name="NestedParties" required="N" />
480         <field name="LegPriceType" required="N" />
481         <field name="LegBidPx" required="N" />
482         <field name="LegOfferPx" required="N" />
483         <component name="LegBenchmarkCurveData" required="N" />
484       </group>
485       <field name="BidPx" required="N" />
486       <field name="OfferPx" required="N" />
487       <field name="MktBidPx" required="N" />
488       <field name="MktOfferPx" required="N" />
489       <field name="MinBidSize" required="N" />
490       <field name="BidSize" required="N" />
491       <field name="MinOfferSize" required="N" />
492       <field name="OfferSize" required="N" />
493       <field name="ValidUntilTime" required="N" />
494       <field name="BidSpotRate" required="N" />
495       <field name="OfferSpotRate" required="N" />
496       <field name="BidForwardPoints" required="N" />
497       <field name="OfferForwardPoints" required="N" />
498       <field name="MidPx" required="N" />
499       <field name="BidYield" required="N" />
500       <field name="MidYield" required="N" />
501       <field name="OfferYield" required="N" />
502       <field name="TransactTime" required="N" />
503       <field name="OrdType" required="N" />
504       <field name="BidForwardPoints2" required="N" />
505       <field name="OfferForwardPoints2" required="N" />
506       <field name="SettlCurrBidFxRate" required="N" />
507       <field name="SettlCurrOfferFxRate" required="N" />
508       <field name="SettlCurrFxRateCalc" required="N" />
509       <field name="CommType" required="N" />
510       <field name="Commission" required="N" />
511       <field name="CustOrderCapacity" required="N" />
512       <field name="ExDestination" required="N" />
513       <field name="OrderCapacity" required="N" />
514       <field name="PriceType" required="N" />
515       <component name="SpreadOrBenchmarkCurveData" required="N" />
516       <component name="YieldData" required="N" />
517       <field name="Text" required="N" />
518       <field name="EncodedTextLen" required="N" />
519       <field name="EncodedText" required="N" />
520     </message>
521     <message name="QuoteCancel" msgtype="Z" msgcat="app">
522       <field name="QuoteReqID" required="N" />
523       <field name="QuoteID" required="Y" />
524       <field name="QuoteCancelType" required="Y" />
525       <field name="QuoteResponseLevel" required="N" />
526       <component name="Parties" required="N" />
527       <field name="Account" required="N" />
528       <field name="AcctIDSource" required="N" />
529       <field name="AccountType" required="N" />
530       <field name="TradingSessionID" required="N" />
531       <field name="TradingSessionSubID" required="N" />
532       <group name="NoQuoteEntries" required="N">
533         <component name="Instrument" required="N" />
534         <component name="FinancingDetails" required="N" />
535         <group name="NoUnderlyings" required="N">
536           <component name="UnderlyingInstrument" required="N" />
537         </group>
538         <group name="NoLegs" required="N">
539           <component name="InstrumentLeg" required="N" />
540         </group>
541       </group>
542     </message>
543     <message name="QuoteStatusRequest" msgtype="a" msgcat="app">
544       <field name="QuoteStatusReqID" required="N" />
545       <field name="QuoteID" required="N" />
546       <component name="Instrument" required="Y" />
547       <component name="FinancingDetails" required="N" />
548       <group name="NoUnderlyings" required="N">
549         <component name="UnderlyingInstrument" required="N" />
550       </group>
551       <group name="NoLegs" required="N">
552         <component name="InstrumentLeg" required="N" />
553       </group>
554       <component name="Parties" required="N" />
555       <field name="Account" required="N" />
556       <field name="AcctIDSource" required="N" />
557       <field name="AccountType" required="N" />
558       <field name="TradingSessionID" required="N" />
559       <field name="TradingSessionSubID" required="N" />
560       <field name="SubscriptionRequestType" required="N" />
561     </message>
562     <message name="QuoteStatusReport" msgtype="AI" msgcat="app">
563       <field name="QuoteStatusReqID" required="N" />
564       <field name="QuoteReqID" required="N" />
565       <field name="QuoteID" required="Y" />
566       <field name="QuoteRespID" required="N" />
567       <field name="QuoteType" required="N" />
568       <component name="Parties" required="N" />
569       <field name="TradingSessionID" required="N" />
570       <field name="TradingSessionSubID" required="N" />
571       <component name="Instrument" required="Y" />
572       <component name="FinancingDetails" required="N" />
573       <group name="NoUnderlyings" required="N">
574         <component name="UnderlyingInstrument" required="N" />
575       </group>
576       <field name="Side" required="N" />
577       <component name="OrderQtyData" required="N" />
578       <field name="SettlType" required="N" />
579       <field name="SettlDate" required="N" />
580       <field name="SettlDate2" required="N" />
581       <field name="OrderQty2" required="N" />
582       <field name="Currency" required="N" />
583       <component name="Stipulations" required="N" />
584       <field name="Account" required="N" />
585       <field name="AcctIDSource" required="N" />
586       <field name="AccountType" required="N" />
587       <group name="NoLegs" required="N">
588         <component name="InstrumentLeg" required="N" />
589         <field name="LegQty" required="N" />
590         <field name="LegSwapType" required="N" />
591         <field name="LegSettlType" required="N" />
592         <field name="LegSettlDate" required="N" />
593         <component name="LegStipulations" required="N" />
594         <component name="NestedParties" required="N" />
595       </group>
596       <group name="NoQuoteQualifiers" required="N">
597         <field name="QuoteQualifier" required="N" />
598       </group>
599       <field name="ExpireTime" required="N" />
600       <field name="Price" required="N" />
601       <field name="PriceType" required="N" />
602       <component name="SpreadOrBenchmarkCurveData" required="N" />
603       <component name="YieldData" required="N" />
604       <field name="BidPx" required="N" />
605       <field name="OfferPx" required="N" />
606       <field name="MktBidPx" required="N" />
607       <field name="MktOfferPx" required="N" />
608       <field name="MinBidSize" required="N" />
609       <field name="BidSize" required="N" />
610       <field name="MinOfferSize" required="N" />
611       <field name="OfferSize" required="N" />
612       <field name="ValidUntilTime" required="N" />
613       <field name="BidSpotRate" required="N" />
614       <field name="OfferSpotRate" required="N" />
615       <field name="BidForwardPoints" required="N" />
616       <field name="OfferForwardPoints" required="N" />
617       <field name="MidPx" required="N" />
618       <field name="BidYield" required="N" />
619       <field name="MidYield" required="N" />
620       <field name="OfferYield" required="N" />
621       <field name="TransactTime" required="N" />
622       <field name="OrdType" required="N" />
623       <field name="BidForwardPoints2" required="N" />
624       <field name="OfferForwardPoints2" required="N" />
625       <field name="SettlCurrBidFxRate" required="N" />
626       <field name="SettlCurrOfferFxRate" required="N" />
627       <field name="SettlCurrFxRateCalc" required="N" />
628       <field name="CommType" required="N" />
629       <field name="Commission" required="N" />
630       <field name="CustOrderCapacity" required="N" />
631       <field name="ExDestination" required="N" />
632       <field name="QuoteStatus" required="N" />
633       <field name="Text" required="N" />
634       <field name="EncodedTextLen" required="N" />
635       <field name="EncodedText" required="N" />
636     </message>
637     <message name="MassQuote" msgtype="i" msgcat="app">
638       <field name="QuoteReqID" required="N" />
639       <field name="QuoteID" required="Y" />
640       <field name="QuoteType" required="N" />
641       <field name="QuoteResponseLevel" required="N" />
642       <component name="Parties" required="N" />
643       <field name="Account" required="N" />
644       <field name="AcctIDSource" required="N" />
645       <field name="AccountType" required="N" />
646       <field name="DefBidSize" required="N" />
647       <field name="DefOfferSize" required="N" />
648       <group name="NoQuoteSets" required="Y">
649         <field name="QuoteSetID" required="Y" />
650         <component name="UnderlyingInstrument" required="N" />
651         <field name="QuoteSetValidUntilTime" required="N" />
652         <field name="TotNoQuoteEntries" required="Y" />
653         <field name="LastFragment" required="N" />
654         <group name="NoQuoteEntries" required="Y">
655           <field name="QuoteEntryID" required="Y" />
656           <component name="Instrument" required="N" />
657           <group name="NoLegs" required="N">
658             <component name="InstrumentLeg" required="N" />
659           </group>
660           <field name="BidPx" required="N" />
661           <field name="OfferPx" required="N" />
662           <field name="BidSize" required="N" />
663           <field name="OfferSize" required="N" />
664           <field name="ValidUntilTime" required="N" />
665           <field name="BidSpotRate" required="N" />
666           <field name="OfferSpotRate" required="N" />
667           <field name="BidForwardPoints" required="N" />
668           <field name="OfferForwardPoints" required="N" />
669           <field name="MidPx" required="N" />
670           <field name="BidYield" required="N" />
671           <field name="MidYield" required="N" />
672           <field name="OfferYield" required="N" />
673           <field name="TransactTime" required="N" />
674           <field name="TradingSessionID" required="N" />
675           <field name="TradingSessionSubID" required="N" />
676           <field name="SettlDate" required="N" />
677           <field name="OrdType" required="N" />
678           <field name="SettlDate2" required="N" />
679           <field name="OrderQty2" required="N" />
680           <field name="BidForwardPoints2" required="N" />
681           <field name="OfferForwardPoints2" required="N" />
682           <field name="Currency" required="N" />
683         </group>
684       </group>
685     </message>
686   <message name="MassQuoteAcknowledgement" msgtype="b" msgcat="app">
687     <field name="QuoteReqID" required="N" />
688     <field name="QuoteID" required="N" />
689     <field name="QuoteStatus" required="Y" />
690     <field name="QuoteRejectReason" required="N" />
691     <field name="QuoteResponseLevel" required="N" />
692     <field name="QuoteType" required="N" />
693     <component name="Parties" required="N" />
694     <field name="Account" required="N" />
695     <field name="AcctIDSource" required="N" />
696     <field name="AccountType" required="N" />
697     <field name="Text" required="N" />
698     <field name="EncodedTextLen" required="N" />
699     <field name="EncodedText" required="N" />
700     <group name="NoQuoteSets" required="N">
701       <field name="QuoteSetID" required="N" />
702       <component name="UnderlyingInstrument" required="N" />
703       <field name="TotNoQuoteEntries" required="N" />
704       <field name="LastFragment" required="N" />
705       <group name="NoQuoteEntries" required="N">
706         <field name="QuoteEntryID" required="N" />
707         <component name="Instrument" required="N" />
708         <group name="NoLegs" required="N">
709           <component name="InstrumentLeg" required="N" />
710          </group>
711         <field name="BidPx" required="N" />
712         <field name="OfferPx" required="N" />
713         <field name="BidSize" required="N" />
714         <field name="OfferSize" required="N" />
715         <field name="ValidUntilTime" required="N" />
716         <field name="BidSpotRate" required="N" />
717         <field name="OfferSpotRate" required="N" />
718         <field name="BidForwardPoints" required="N" />
719         <field name="OfferForwardPoints" required="N" />
720         <field name="MidPx" required="N" />
721         <field name="BidYield" required="N" />
722         <field name="MidYield" required="N" />
723         <field name="OfferYield" required="N" />
724         <field name="TransactTime" required="N" />
725         <field name="TradingSessionID" required="N" />
726         <field name="TradingSessionSubID" required="N" />
727         <field name="SettlDate" required="N" />
728         <field name="OrdType" required="N" />
729         <field name="SettlDate2" required="N" />
730         <field name="OrderQty2" required="N" />
731         <field name="BidForwardPoints2" required="N" />
732         <field name="OfferForwardPoints2" required="N" />
733         <field name="Currency" required="N" />
734         <field name="QuoteEntryRejectReason" required="N" />
735       </group>
736     </group>
737   </message>
738   <message name="MarketDataRequest" msgtype="V" msgcat="app">
739     <field name="MDReqID" required="Y" />
740     <field name="SubscriptionRequestType" required="Y" />
741     <field name="MarketDepth" required="Y" />
742     <field name="MDUpdateType" required="N" />
743     <field name="AggregatedBook" required="N" />
744     <field name="OpenCloseSettlFlag" required="N" />
745     <field name="Scope" required="N" />
746     <field name="MDImplicitDelete" required="N" />
747     <group name="NoMDEntryTypes" required="Y">
748       <field name="MDEntryType" required="Y" />
749     </group>
750     <group name="NoRelatedSym" required="Y">
751       <component name="Instrument" required="Y" />
752       <group name="NoUnderlyings" required="N">
753         <component name="UnderlyingInstrument" required="N" />
754       </group>
755       <group name="NoLegs" required="N">
756         <component name="InstrumentLeg" required="N" />
757       </group>
758     </group>
759     <group name="NoTradingSessions" required="N">
760       <field name="TradingSessionID" required="N" />
761       <field name="TradingSessionSubID" required="N" />
762     </group>
763     <field name="ApplQueueAction" required="N" />
764     <field name="ApplQueueMax" required="N" />
765   </message>
766   <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
767     <field name="MDReqID" required="N" />
768     <component name="Instrument" required="Y" />
769     <group name="NoUnderlyings" required="N">
770       <component name="UnderlyingInstrument" required="N" />
771     </group>
772     <group name="NoLegs" required="N">
773       <component name="InstrumentLeg" required="N" />
774     </group>
775     <field name="FinancialStatus" required="N" />
776     <field name="CorporateAction" required="N" />
777     <field name="NetChgPrevDay" required="N" />
778     <group name="NoMDEntries" required="Y">
779       <field name="MDEntryType" required="Y" />
780       <field name="MDEntryPx" required="N" />
781       <field name="Currency" required="N" />
782       <field name="MDEntrySize" required="N" />
783       <field name="MDEntryDate" required="N" />
784       <field name="MDEntryTime" required="N" />
785       <field name="TickDirection" required="N" />
786       <field name="MDMkt" required="N" />
787       <field name="TradingSessionID" required="N" />
788       <field name="TradingSessionSubID" required="N" />
789       <field name="QuoteCondition" required="N" />
790       <field name="TradeCondition" required="N" />
791       <field name="MDEntryOriginator" required="N" />
792       <field name="LocationID" required="N" />
793       <field name="DeskID" required="N" />
794       <field name="OpenCloseSettlFlag" required="N" />
795       <field name="TimeInForce" required="N" />
796       <field name="ExpireDate" required="N" />
797       <field name="ExpireTime" required="N" />
798       <field name="MinQty" required="N" />
799       <field name="ExecInst" required="N" />
800       <field name="SellerDays" required="N" />
801       <field name="OrderID" required="N" />
802       <field name="QuoteEntryID" required="N" />
803       <field name="MDEntryBuyer" required="N" />
804       <field name="MDEntrySeller" required="N" />
805       <field name="NumberOfOrders" required="N" />
806       <field name="MDEntryPositionNo" required="N" />
807       <field name="Scope" required="N" />
808       <field name="PriceDelta" required="N" />
809       <field name="Text" required="N" />
810       <field name="EncodedTextLen" required="N" />
811       <field name="EncodedText" required="N" />
812     </group>
813     <field name="ApplQueueDepth" required="N" />
814     <field name="ApplQueueResolution" required="N" />
815   </message>
816   <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
817     <field name="MDReqID" required="N" />
818     <group name="NoMDEntries" required="Y">
819       <field name="MDUpdateAction" required="Y" />
820       <field name="DeleteReason" required="N" />
821       <field name="MDEntryType" required="N" />
822       <field name="MDEntryID" required="N" />
823       <field name="MDEntryRefID" required="N" />
824       <component name="Instrument" required="N" />
825       <group name="NoUnderlyings" required="N">
826         <component name="UnderlyingInstrument" required="N" />
827       </group>
828       <group name="NoLegs" required="N">
829         <component name="InstrumentLeg" required="N" />
830       </group>
831       <field name="FinancialStatus" required="N" />
832       <field name="CorporateAction" required="N" />
833       <field name="MDEntryPx" required="N" />
834       <field name="Currency" required="N" />
835       <field name="MDEntrySize" required="N" />
836       <field name="MDEntryDate" required="N" />
837       <field name="MDEntryTime" required="N" />
838       <field name="TickDirection" required="N" />
839       <field name="MDMkt" required="N" />
840       <field name="TradingSessionID" required="N" />
841       <field name="TradingSessionSubID" required="N" />
842       <field name="QuoteCondition" required="N" />
843       <field name="TradeCondition" required="N" />
844       <field name="MDEntryOriginator" required="N" />
845       <field name="LocationID" required="N" />
846       <field name="DeskID" required="N" />
847       <field name="OpenCloseSettlFlag" required="N" />
848       <field name="TimeInForce" required="N" />
849       <field name="ExpireDate" required="N" />
850       <field name="ExpireTime" required="N" />
851       <field name="MinQty" required="N" />
852       <field name="ExecInst" required="N" />
853       <field name="SellerDays" required="N" />
854       <field name="OrderID" required="N" />
855       <field name="QuoteEntryID" required="N" />
856       <field name="MDEntryBuyer" required="N" />
857       <field name="MDEntrySeller" required="N" />
858       <field name="NumberOfOrders" required="N" />
859       <field name="MDEntryPositionNo" required="N" />
860       <field name="Scope" required="N" />
861       <field name="PriceDelta" required="N" />
862       <field name="NetChgPrevDay" required="N" />
863       <field name="Text" required="N" />
864       <field name="EncodedTextLen" required="N" />
865       <field name="EncodedText" required="N" />
866     </group>
867     <field name="ApplQueueDepth" required="N" />
868     <field name="ApplQueueResolution" required="N" />
869   </message>
870   <message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
871     <field name="MDReqID" required="Y" />
872     <field name="MDReqRejReason" required="N" />
873     <group name="NoAltMDSource" required="N">
874       <field name="AltMDSourceID" required="N" />
875     </group>
876     <field name="Text" required="N" />
877     <field name="EncodedTextLen" required="N" />
878     <field name="EncodedText" required="N" />
879   </message>
880   <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app">
881     <field name="SecurityReqID" required="Y" />
882     <field name="SecurityRequestType" required="Y" />
883     <component name="Instrument" required="N" />
884     <component name="InstrumentExtension" required="N" />
885     <group name="NoUnderlyings" required="N">
886       <component name="UnderlyingInstrument" required="N" />
887     </group>
888     <field name="Currency" required="N" />
889     <field name="Text" required="N" />
890     <field name="EncodedTextLen" required="N" />
891     <field name="EncodedText" required="N" />
892     <field name="TradingSessionID" required="N" />
893     <field name="TradingSessionSubID" required="N" />
894     <group name="NoLegs" required="N">
895       <component name="InstrumentLeg" required="N" />
896     </group>
897     <field name="ExpirationCycle" required="N" />
898     <field name="SubscriptionRequestType" required="N" />
899   </message>
900   <message name="SecurityDefinition" msgtype="d" msgcat="app">
901     <field name="SecurityReqID" required="Y" />
902     <field name="SecurityResponseID" required="Y" />
903     <field name="SecurityResponseType" required="Y" />
904     <component name="Instrument" required="N" />
905     <component name="InstrumentExtension" required="N" />
906     <group name="NoUnderlyings" required="N">
907       <component name="UnderlyingInstrument" required="N" />
908     </group>
909     <field name="Currency" required="N" />
910     <field name="TradingSessionID" required="N" />
911     <field name="TradingSessionSubID" required="N" />
912     <field name="Text" required="N" />
913     <field name="EncodedTextLen" required="N" />
914     <field name="EncodedText" required="N" />
915     <group name="NoLegs" required="N">
916       <component name="InstrumentLeg" required="N" />
917     </group>
918     <field name="ExpirationCycle" required="N" />
919     <field name="RoundLot" required="N" />
920     <field name="MinTradeVol" required="N" />
921   </message>
922   <message name="SecurityTypeRequest" msgtype="v" msgcat="app">
923     <field name="SecurityReqID" required="Y" />
924     <field name="Text" required="N" />
925     <field name="EncodedTextLen" required="N" />
926     <field name="EncodedText" required="N" />
927     <field name="TradingSessionID" required="N" />
928     <field name="TradingSessionSubID" required="N" />
929     <field name="Product" required="N" />
930     <field name="SecurityType" required="N" />
931     <field name="SecuritySubType" required="N" />
932   </message>
933   <message name="SecurityTypes" msgtype="w" msgcat="app">
934     <field name="SecurityReqID" required="Y" />
935     <field name="SecurityResponseID" required="Y" />
936     <field name="SecurityResponseType" required="Y" />
937     <field name="TotNoSecurityTypes" required="N" />
938     <field name="LastFragment" required="N" />
939     <group name="NoSecurityTypes" required="N">
940       <field name="SecurityType" required="N" />
941       <field name="SecuritySubType" required="N" />
942       <field name="Product" required="N" />
943       <field name="CFICode" required="N" />
944     </group>
945     <field name="Text" required="N" />
946     <field name="EncodedTextLen" required="N" />
947     <field name="EncodedText" required="N" />
948     <field name="TradingSessionID" required="N" />
949     <field name="TradingSessionSubID" required="N" />
950     <field name="SubscriptionRequestType" required="N" />
951   </message>
952   <message name="SecurityListRequest" msgtype="x" msgcat="app">
953     <field name="SecurityReqID" required="Y" />
954     <field name="SecurityListRequestType" required="Y" />
955     <component name="Instrument" required="N" />
956     <component name="InstrumentExtension" required="N" />
957     <component name="FinancingDetails" required="N" />
958     <group name="NoUnderlyings" required="N">
959       <component name="UnderlyingInstrument" required="N" />
960     </group>
961     <group name="NoLegs" required="N">
962       <component name="InstrumentLeg" required="N" />
963     </group>
964     <field name="Currency" required="N" />
965     <field name="Text" required="N" />
966     <field name="EncodedTextLen" required="N" />
967     <field name="EncodedText" required="N" />
968     <field name="TradingSessionID" required="N" />
969     <field name="TradingSessionSubID" required="N" />
970     <field name="SubscriptionRequestType" required="N" />
971   </message>
972   <message name="SecurityList" msgtype="y" msgcat="app">
973     <field name="SecurityReqID" required="Y" />
974     <field name="SecurityResponseID" required="Y" />
975     <field name="SecurityRequestResult" required="Y" />
976     <field name="TotNoRelatedSym" required="N" />
977     <field name="LastFragment" required="N" />
978     <group name="NoRelatedSym" required="N">
979       <component name="Instrument" required="N" />
980       <component name="InstrumentExtension" required="N" />
981       <component name="FinancingDetails" required="N" />
982       <group name="NoUnderlyings" required="N">
983         <component name="UnderlyingInstrument" required="N" />
984       </group>
985       <field name="Currency" required="N" />
986       <component name="Stipulations" required="N" />
987       <group name="NoLegs" required="N">
988         <component name="InstrumentLeg" required="N" />
989         <field name="LegSwapType" required="N" />
990         <field name="LegSettlType" required="N" />
991         <component name="LegStipulations" required="N" />
992         <component name="LegBenchmarkCurveData" required="N" />
993       </group>
994       <component name="SpreadOrBenchmarkCurveData" required="N" />
995       <component name="YieldData" required="N" />
996       <field name="RoundLot" required="N" />
997       <field name="MinTradeVol" required="N" />
998       <field name="TradingSessionID" required="N" />
999       <field name="TradingSessionSubID" required="N" />
1000       <field name="ExpirationCycle" required="N" />
1001       <field name="Text" required="N" />
1002       <field name="EncodedTextLen" required="N" />
1003       <field name="EncodedText" required="N" />
1004     </group>
1005   </message>
1006   <message name="DerivativeSecurityListRequest" msgtype="z" msgcat="app">
1007     <field name="SecurityReqID" required="Y" />
1008     <field name="SecurityListRequestType" required="Y" />
1009     <component name="UnderlyingInstrument" required="N" />
1010     <field name="SecuritySubType" required="N" />
1011     <field name="Currency" required="N" />
1012     <field name="Text" required="N" />
1013     <field name="EncodedTextLen" required="N" />
1014     <field name="EncodedText" required="N" />
1015     <field name="TradingSessionID" required="N" />
1016     <field name="TradingSessionSubID" required="N" />
1017     <field name="SubscriptionRequestType" required="N" />
1018   </message>
1019   <message name="DerivativeSecurityList" msgtype="AA" msgcat="app">
1020     <field name="SecurityReqID" required="Y" />
1021     <field name="SecurityResponseID" required="Y" />
1022     <field name="SecurityRequestResult" required="Y" />
1023     <component name="UnderlyingInstrument" required="N" />
1024     <field name="TotNoRelatedSym" required="N" />
1025     <field name="LastFragment" required="N" />
1026     <group name="NoRelatedSym" required="N">
1027       <component name="Instrument" required="N" />
1028       <field name="Currency" required="N" />
1029       <field name="ExpirationCycle" required="N" />
1030       <component name="InstrumentExtension" required="N" />
1031       <group name="NoLegs" required="N">
1032         <component name="InstrumentLeg" required="N" />
1033       </group>
1034       <field name="TradingSessionID" required="N" />
1035       <field name="TradingSessionSubID" required="N" />
1036       <field name="Text" required="N" />
1037       <field name="EncodedTextLen" required="N" />
1038       <field name="EncodedText" required="N" />
1039     </group>
1040   </message>
1041   <message name="SecurityStatusRequest" msgtype="e" msgcat="app">
1042     <field name="SecurityStatusReqID" required="Y" />
1043     <component name="Instrument" required="Y" />
1044     <component name="InstrumentExtension" required="N" />
1045     <group name="NoUnderlyings" required="N">
1046       <component name="UnderlyingInstrument" required="N" />
1047     </group>
1048     <group name="NoLegs" required="N">
1049       <component name="InstrumentLeg" required="N" />
1050     </group>
1051     <field name="Currency" required="N" />
1052     <field name="SubscriptionRequestType" required="Y" />
1053     <field name="TradingSessionID" required="N" />
1054     <field name="TradingSessionSubID" required="N" />
1055   </message>
1056   <message name="SecurityStatus" msgtype="f" msgcat="app">
1057     <field name="SecurityStatusReqID" required="N" />
1058     <component name="Instrument" required="Y" />
1059     <component name="InstrumentExtension" required="N" />
1060     <group name="NoUnderlyings" required="N">
1061       <component name="UnderlyingInstrument" required="N" />
1062     </group>
1063     <group name="NoLegs" required="N">
1064       <component name="InstrumentLeg" required="N" />
1065     </group>
1066     <field name="Currency" required="N" />
1067     <field name="TradingSessionID" required="N" />
1068     <field name="TradingSessionSubID" required="N" />
1069     <field name="UnsolicitedIndicator" required="N" />
1070     <field name="SecurityTradingStatus" required="N" />
1071     <field name="FinancialStatus" required="N" />
1072     <field name="CorporateAction" required="N" />
1073     <field name="HaltReason" required="N" />
1074     <field name="InViewOfCommon" required="N" />
1075     <field name="DueToRelated" required="N" />
1076     <field name="BuyVolume" required="N" />
1077     <field name="SellVolume" required="N" />
1078     <field name="HighPx" required="N" />
1079     <field name="LowPx" required="N" />
1080     <field name="LastPx" required="N" />
1081     <field name="TransactTime" required="N" />
1082     <field name="Adjustment" required="N" />
1083     <field name="Text" required="N" />
1084     <field name="EncodedTextLen" required="N" />
1085     <field name="EncodedText" required="N" />
1086   </message>
1087   <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app">
1088     <field name="TradSesReqID" required="Y" />
1089     <field name="TradingSessionID" required="N" />
1090     <field name="TradingSessionSubID" required="N" />
1091     <field name="TradSesMethod" required="N" />
1092     <field name="TradSesMode" required="N" />
1093     <field name="SubscriptionRequestType" required="Y" />
1094   </message>
1095   <message name="TradingSessionStatus" msgtype="h" msgcat="app">
1096     <field name="TradSesReqID" required="N" />
1097     <field name="TradingSessionID" required="Y" />
1098     <field name="TradingSessionSubID" required="N" />
1099     <field name="TradSesMethod" required="N" />
1100     <field name="TradSesMode" required="N" />
1101     <field name="UnsolicitedIndicator" required="N" />
1102     <field name="TradSesStatus" required="Y" />
1103     <field name="TradSesStatusRejReason" required="N" />
1104     <field name="TradSesStartTime" required="N" />
1105     <field name="TradSesOpenTime" required="N" />
1106     <field name="TradSesPreCloseTime" required="N" />
1107     <field name="TradSesCloseTime" required="N" />
1108     <field name="TradSesEndTime" required="N" />
1109     <field name="TotalVolumeTraded" required="N" />
1110     <field name="Text" required="N" />
1111     <field name="EncodedTextLen" required="N" />
1112     <field name="EncodedText" required="N" />
1113   </message>
1114   <message name="NewOrderSingle" msgtype="D" msgcat="app">
1115     <field name="ClOrdID" required="Y" />
1116     <field name="SecondaryClOrdID" required="N" />
1117     <field name="ClOrdLinkID" required="N" />
1118     <component name="Parties" required="N" />
1119     <field name="TradeOriginationDate" required="N" />
1120     <field name="TradeDate" required="N" />
1121     <field name="Account" required="N" />
1122     <field name="AcctIDSource" required="N" />
1123     <field name="AccountType" required="N" />
1124     <field name="DayBookingInst" required="N" />
1125     <field name="BookingUnit" required="N" />
1126     <field name="PreallocMethod" required="N" />
1127     <field name="AllocID" required="N" />
1128     <group name="NoAllocs" required="N">
1129       <field name="AllocAccount" required="N" />
1130       <field name="AllocAcctIDSource" required="N" />
1131       <field name="AllocSettlCurrency" required="N" />
1132       <field name="IndividualAllocID" required="N" />
1133       <component name="NestedParties" required="N" />
1134       <field name="AllocQty" required="N" />
1135     </group>
1136     <field name="SettlType" required="N" />
1137     <field name="SettlDate" required="N" />
1138     <field name="CashMargin" required="N" />
1139     <field name="ClearingFeeIndicator" required="N" />
1140     <field name="HandlInst" required="N" />
1141     <field name="ExecInst" required="N" />
1142     <field name="MinQty" required="N" />
1143     <field name="MaxFloor" required="N" />
1144     <field name="ExDestination" required="N" />
1145     <group name="NoTradingSessions" required="N">
1146       <field name="TradingSessionID" required="N" />
1147       <field name="TradingSessionSubID" required="N" />
1148     </group>
1149     <field name="ProcessCode" required="N" />
1150     <component name="Instrument" required="Y" />
1151     <component name="FinancingDetails" required="N" />
1152     <group name="NoUnderlyings" required="N">
1153       <component name="UnderlyingInstrument" required="N" />
1154     </group>
1155     <field name="PrevClosePx" required="N" />
1156     <field name="Side" required="Y" />
1157     <field name="LocateReqd" required="N" />
1158     <field name="TransactTime" required="Y" />
1159     <component name="Stipulations" required="N" />
1160     <field name="QtyType" required="N" />
1161     <component name="OrderQtyData" required="Y" />
1162     <field name="OrdType" required="Y" />
1163     <field name="PriceType" required="N" />
1164     <field name="Price" required="N" />
1165     <field name="StopPx" required="N" />
1166     <component name="SpreadOrBenchmarkCurveData" required="N" />
1167     <component name="YieldData" required="N" />
1168     <field name="Currency" required="N" />
1169     <field name="ComplianceID" required="N" />
1170     <field name="SolicitedFlag" required="N" />
1171     <field name="IOIid" required="N" />
1172     <field name="QuoteID" required="N" />
1173     <field name="TimeInForce" required="N" />
1174     <field name="EffectiveTime" required="N" />
1175     <field name="ExpireDate" required="N" />
1176     <field name="ExpireTime" required="N" />
1177     <field name="GTBookingInst" required="N" />
1178     <component name="CommissionData" required="N" />
1179     <field name="OrderCapacity" required="N" />
1180     <field name="OrderRestrictions" required="N" />
1181     <field name="CustOrderCapacity" required="N" />
1182     <field name="ForexReq" required="N" />
1183     <field name="SettlCurrency" required="N" />
1184     <field name="BookingType" required="N" />
1185     <field name="Text" required="N" />
1186     <field name="EncodedTextLen" required="N" />
1187     <field name="EncodedText" required="N" />
1188     <field name="SettlDate2" required="N" />
1189     <field name="OrderQty2" required="N" />
1190     <field name="Price2" required="N" />
1191     <field name="PositionEffect" required="N" />
1192     <field name="CoveredOrUncovered" required="N" />
1193     <field name="MaxShow" required="N" />
1194     <component name="PegInstructions" required="N" />
1195     <component name="DiscretionInstructions" required="N" />
1196     <field name="TargetStrategy" required="N" />
1197     <field name="TargetStrategyParameters" required="N" />
1198     <field name="ParticipationRate" required="N" />
1199     <field name="CancellationRights" required="N" />
1200     <field name="MoneyLaunderingStatus" required="N" />
1201     <field name="RegistID" required="N" />
1202     <field name="Designation" required="N" />
1203   </message>
1204   <message name="ExecutionReport" msgtype="8" msgcat="app">
1205     <field name="OrderID" required="Y" />
1206     <field name="SecondaryOrderID" required="N" />
1207     <field name="SecondaryClOrdID" required="N" />
1208     <field name="SecondaryExecID" required="N" />
1209     <field name="ClOrdID" required="N" />
1210     <field name="OrigClOrdID" required="N" />
1211     <field name="ClOrdLinkID" required="N" />
1212     <field name="QuoteRespID" required="N" />
1213     <field name="OrdStatusReqID" required="N" />
1214     <field name="MassStatusReqID" required="N" />
1215     <field name="TotNumReports" required="N" />
1216     <field name="LastRptRequested" required="N" />
1217     <component name="Parties" required="N" />
1218     <field name="TradeOriginationDate" required="N" />
1219     <group name="NoContraBrokers" required="N">
1220       <field name="ContraBroker" required="N" />
1221       <field name="ContraTrader" required="N" />
1222       <field name="ContraTradeQty" required="N" />
1223       <field name="ContraTradeTime" required="N" />
1224       <field name="ContraLegRefID" required="N" />
1225     </group>
1226     <field name="ListID" required="N" />
1227     <field name="CrossID" required="N" />
1228     <field name="OrigCrossID" required="N" />
1229     <field name="CrossType" required="N" />
1230     <field name="ExecID" required="Y" />
1231     <field name="ExecRefID" required="N" />
1232     <field name="ExecType" required="Y" />
1233     <field name="OrdStatus" required="Y" />
1234     <field name="WorkingIndicator" required="N" />
1235     <field name="OrdRejReason" required="N" />
1236     <field name="ExecRestatementReason" required="N" />
1237     <field name="Account" required="N" />
1238     <field name="AcctIDSource" required="N" />
1239     <field name="AccountType" required="N" />
1240     <field name="DayBookingInst" required="N" />
1241     <field name="BookingUnit" required="N" />
1242     <field name="PreallocMethod" required="N" />
1243     <field name="SettlType" required="N" />
1244     <field name="SettlDate" required="N" />
1245     <field name="CashMargin" required="N" />
1246     <field name="ClearingFeeIndicator" required="N" />
1247     <component name="Instrument" required="Y" />
1248     <component name="FinancingDetails" required="N" />
1249     <group name="NoUnderlyings" required="N">
1250       <component name="UnderlyingInstrument" required="N" />
1251     </group>
1252     <field name="Side" required="Y" />
1253     <component name="Stipulations" required="N" />
1254     <field name="QtyType" required="N" />
1255     <component name="OrderQtyData" required="N" />
1256     <field name="OrdType" required="N" />
1257     <field name="PriceType" required="N" />
1258     <field name="Price" required="N" />
1259     <field name="StopPx" required="N" />
1260     <component name="PegInstructions" required="N" />
1261     <component name="DiscretionInstructions" required="N" />
1262     <field name="PeggedPrice" required="N" />
1263     <field name="DiscretionPrice" required="N" />
1264     <field name="TargetStrategy" required="N" />
1265     <field name="TargetStrategyParameters" required="N" />
1266     <field name="ParticipationRate" required="N" />
1267     <field name="TargetStrategyPerformance" required="N" />
1268     <field name="Currency" required="N" />
1269     <field name="ComplianceID" required="N" />
1270     <field name="SolicitedFlag" required="N" />
1271     <field name="TimeInForce" required="N" />
1272     <field name="EffectiveTime" required="N" />
1273     <field name="ExpireDate" required="N" />
1274     <field name="ExpireTime" required="N" />
1275     <field name="ExecInst" required="N" />
1276     <field name="OrderCapacity" required="N" />
1277     <field name="OrderRestrictions" required="N" />
1278     <field name="CustOrderCapacity" required="N" />
1279     <field name="LastQty" required="N" />
1280     <field name="UnderlyingLastQty" required="N" />
1281     <field name="LastPx" required="N" />
1282     <field name="UnderlyingLastPx" required="N" />
1283     <field name="LastParPx" required="N" />
1284     <field name="LastSpotRate" required="N" />
1285     <field name="LastForwardPoints" required="N" />
1286     <field name="LastMkt" required="N" />
1287     <field name="TradingSessionID" required="N" />
1288     <field name="TradingSessionSubID" required="N" />
1289     <field name="TimeBracket" required="N" />
1290     <field name="LastCapacity" required="N" />
1291     <field name="LeavesQty" required="Y" />
1292     <field name="CumQty" required="Y" />
1293     <field name="AvgPx" required="Y" />
1294     <field name="DayOrderQty" required="N" />
1295     <field name="DayCumQty" required="N" />
1296     <field name="DayAvgPx" required="N" />
1297     <field name="GTBookingInst" required="N" />
1298     <field name="TradeDate" required="N" />
1299     <field name="TransactTime" required="N" />
1300     <field name="ReportToExch" required="N" />
1301     <component name="CommissionData" required="N" />
1302     <component name="SpreadOrBenchmarkCurveData" required="N" />
1303     <component name="YieldData" required="N" />
1304     <field name="GrossTradeAmt" required="N" />
1305     <field name="NumDaysInterest" required="N" />
1306     <field name="ExDate" required="N" />
1307     <field name="AccruedInterestRate" required="N" />
1308     <field name="AccruedInterestAmt" required="N" />
1309     <field name="InterestAtMaturity" required="N" />
1310     <field name="EndAccruedInterestAmt" required="N" />
1311     <field name="StartCash" required="N" />
1312     <field name="EndCash" required="N" />
1313     <field name="TradedFlatSwitch" required="N" />
1314     <field name="BasisFeatureDate" required="N" />
1315     <field name="BasisFeaturePrice" required="N" />
1316     <field name="Concession" required="N" />
1317     <field name="TotalTakedown" required="N" />
1318     <field name="NetMoney" required="N" />
1319     <field name="SettlCurrAmt" required="N" />
1320     <field name="SettlCurrency" required="N" />
1321     <field name="SettlCurrFxRate" required="N" />
1322     <field name="SettlCurrFxRateCalc" required="N" />
1323     <field name="HandlInst" required="N" />
1324     <field name="MinQty" required="N" />
1325     <field name="MaxFloor" required="N" />
1326     <field name="PositionEffect" required="N" />
1327     <field name="MaxShow" required="N" />
1328     <field name="BookingType" required="N" />
1329     <field name="Text" required="N" />
1330     <field name="EncodedTextLen" required="N" />
1331     <field name="EncodedText" required="N" />
1332     <field name="SettlDate2" required="N" />
1333     <field name="OrderQty2" required="N" />
1334     <field name="LastForwardPoints2" required="N" />
1335     <field name="MultiLegReportingType" required="N" />
1336     <field name="CancellationRights" required="N" />
1337     <field name="MoneyLaunderingStatus" required="N" />
1338     <field name="RegistID" required="N" />
1339     <field name="Designation" required="N" />
1340     <field name="TransBkdTime" required="N" />
1341     <field name="ExecValuationPoint" required="N" />
1342     <field name="ExecPriceType" required="N" />
1343     <field name="ExecPriceAdjustment" required="N" />
1344     <field name="PriorityIndicator" required="N" />
1345     <field name="PriceImprovement" required="N" />
1346     <field name="LastLiquidityInd" required="N" />
1347     <group name="NoContAmts" required="N">
1348       <field name="ContAmtType" required="N" />
1349       <field name="ContAmtValue" required="N" />
1350       <field name="ContAmtCurr" required="N" />
1351     </group>
1352     <group name="NoLegs" required="N">
1353       <component name="InstrumentLeg" required="N" />
1354       <field name="LegQty" required="N" />
1355       <field name="LegSwapType" required="N" />
1356       <component name="LegStipulations" required="N" />
1357       <field name="LegPositionEffect" required="N" />
1358       <field name="LegCoveredOrUncovered" required="N" />
1359       <component name="NestedParties" required="N" />
1360       <field name="LegRefID" required="N" />
1361       <field name="LegPrice" required="N" />
1362       <field name="LegSettlType" required="N" />
1363       <field name="LegSettlDate" required="N" />
1364       <field name="LegLastPx" required="N" />
1365     </group>
1366     <field name="CopyMsgIndicator" required="N" />
1367     <group name="NoMiscFees" required="N">
1368       <field name="MiscFeeAmt" required="N" />
1369       <field name="MiscFeeCurr" required="N" />
1370       <field name="MiscFeeType" required="N" />
1371       <field name="MiscFeeBasis" required="N" />
1372     </group>
1373   </message>
1374   <message name="DontKnowTrade" msgtype="Q" msgcat="app">
1375     <field name="OrderID" required="Y" />
1376     <field name="SecondaryOrderID" required="N" />
1377     <field name="ExecID" required="Y" />
1378     <field name="DKReason" required="Y" />
1379     <component name="Instrument" required="Y" />
1380     <group name="NoUnderlyings" required="N">
1381       <component name="UnderlyingInstrument" required="N" />
1382     </group>
1383     <group name="NoLegs" required="N">
1384       <component name="InstrumentLeg" required="N" />
1385     </group>
1386     <field name="Side" required="Y" />
1387     <component name="OrderQtyData" required="Y" />
1388     <field name="LastQty" required="N" />
1389     <field name="LastPx" required="N" />
1390     <field name="Text" required="N" />
1391     <field name="EncodedTextLen" required="N" />
1392     <field name="EncodedText" required="N" />
1393   </message>
1394   <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
1395     <field name="OrderID" required="N" />
1396     <component name="Parties" required="N" />
1397     <field name="TradeOriginationDate" required="N" />
1398     <field name="TradeDate" required="N" />
1399     <field name="OrigClOrdID" required="Y" />
1400     <field name="ClOrdID" required="Y" />
1401     <field name="SecondaryClOrdID" required="N" />
1402     <field name="ClOrdLinkID" required="N" />
1403     <field name="ListID" required="N" />
1404     <field name="OrigOrdModTime" required="N" />
1405     <field name="Account" required="N" />
1406     <field name="AcctIDSource" required="N" />
1407     <field name="AccountType" required="N" />
1408     <field name="DayBookingInst" required="N" />
1409     <field name="BookingUnit" required="N" />
1410     <field name="PreallocMethod" required="N" />
1411     <field name="AllocID" required="N" />
1412     <group name="NoAllocs" required="N">
1413       <field name="AllocAccount" required="N" />
1414       <field name="AllocAcctIDSource" required="N" />
1415       <field name="AllocSettlCurrency" required="N" />
1416       <field name="IndividualAllocID" required="N" />
1417       <component name="NestedParties" required="N" />
1418       <field name="AllocQty" required="N" />
1419     </group>
1420     <field name="SettlType" required="N" />
1421     <field name="SettlDate" required="N" />
1422     <field name="CashMargin" required="N" />
1423     <field name="ClearingFeeIndicator" required="N" />
1424     <field name="HandlInst" required="N" />
1425     <field name="ExecInst" required="N" />
1426     <field name="MinQty" required="N" />
1427     <field name="MaxFloor" required="N" />
1428     <field name="ExDestination" required="N" />
1429     <group name="NoTradingSessions" required="N">
1430       <field name="TradingSessionID" required="N" />
1431       <field name="TradingSessionSubID" required="N" />
1432     </group>
1433     <component name="Instrument" required="Y" />
1434     <component name="FinancingDetails" required="N" />
1435     <group name="NoUnderlyings" required="N">
1436       <component name="UnderlyingInstrument" required="N" />
1437     </group>
1438     <field name="Side" required="Y" />
1439     <field name="TransactTime" required="Y" />
1440     <field name="QtyType" required="N" />
1441     <component name="OrderQtyData" required="Y" />
1442     <field name="OrdType" required="Y" />
1443     <field name="PriceType" required="N" />
1444     <field name="Price" required="N" />
1445     <field name="StopPx" required="N" />
1446     <component name="SpreadOrBenchmarkCurveData" required="N" />
1447     <component name="YieldData" required="N" />
1448     <component name="PegInstructions" required="N" />
1449     <component name="DiscretionInstructions" required="N" />
1450     <field name="TargetStrategy" required="N" />
1451     <field name="TargetStrategyParameters" required="N" />
1452     <field name="ParticipationRate" required="N" />
1453     <field name="ComplianceID" required="N" />
1454     <field name="SolicitedFlag" required="N" />
1455     <field name="Currency" required="N" />
1456     <field name="TimeInForce" required="N" />
1457     <field name="EffectiveTime" required="N" />
1458     <field name="ExpireDate" required="N" />
1459     <field name="ExpireTime" required="N" />
1460     <field name="GTBookingInst" required="N" />
1461     <component name="CommissionData" required="N" />
1462     <field name="OrderCapacity" required="N" />
1463     <field name="OrderRestrictions" required="N" />
1464     <field name="CustOrderCapacity" required="N" />
1465     <field name="ForexReq" required="N" />
1466     <field name="SettlCurrency" required="N" />
1467     <field name="BookingType" required="N" />
1468     <field name="Text" required="N" />
1469     <field name="EncodedTextLen" required="N" />
1470     <field name="EncodedText" required="N" />
1471     <field name="SettlDate2" required="N" />
1472     <field name="OrderQty2" required="N" />
1473     <field name="Price2" required="N" />
1474     <field name="PositionEffect" required="N" />
1475     <field name="CoveredOrUncovered" required="N" />
1476     <field name="MaxShow" required="N" />
1477     <field name="LocateReqd" required="N" />
1478     <field name="CancellationRights" required="N" />
1479     <field name="MoneyLaunderingStatus" required="N" />
1480     <field name="RegistID" required="N" />
1481     <field name="Designation" required="N" />
1482   </message>
1483   <message name="OrderCancelRequest" msgtype="F" msgcat="app">
1484     <field name="OrigClOrdID" required="Y" />
1485     <field name="OrderID" required="N" />
1486     <field name="ClOrdID" required="Y" />
1487     <field name="SecondaryClOrdID" required="N" />
1488     <field name="ClOrdLinkID" required="N" />
1489     <field name="ListID" required="N" />
1490     <field name="OrigOrdModTime" required="N" />
1491     <field name="Account" required="N" />
1492     <field name="AcctIDSource" required="N" />
1493     <field name="AccountType" required="N" />
1494     <component name="Parties" required="N" />
1495     <component name="Instrument" required="Y" />
1496     <component name="FinancingDetails" required="N" />
1497     <group name="NoUnderlyings" required="N">
1498       <component name="UnderlyingInstrument" required="N" />
1499     </group>
1500     <field name="Side" required="Y" />
1501     <field name="TransactTime" required="Y" />
1502     <component name="OrderQtyData" required="Y" />
1503     <field name="ComplianceID" required="N" />
1504     <field name="Text" required="N" />
1505     <field name="EncodedTextLen" required="N" />
1506     <field name="EncodedText" required="N" />
1507   </message>
1508   <message name="OrderCancelReject" msgtype="9" msgcat="app">
1509     <field name="OrderID" required="Y" />
1510     <field name="SecondaryOrderID" required="N" />
1511     <field name="SecondaryClOrdID" required="N" />
1512     <field name="ClOrdID" required="Y" />
1513     <field name="ClOrdLinkID" required="N" />
1514     <field name="OrigClOrdID" required="Y" />
1515     <field name="OrdStatus" required="Y" />
1516     <field name="WorkingIndicator" required="N" />
1517     <field name="OrigOrdModTime" required="N" />
1518     <field name="ListID" required="N" />
1519     <field name="Account" required="N" />
1520     <field name="AcctIDSource" required="N" />
1521     <field name="AccountType" required="N" />
1522     <field name="TradeOriginationDate" required="N" />
1523     <field name="TradeDate" required="N" />
1524     <field name="TransactTime" required="N" />
1525     <field name="CxlRejResponseTo" required="Y" />
1526     <field name="CxlRejReason" required="N" />
1527     <field name="Text" required="N" />
1528     <field name="EncodedTextLen" required="N" />
1529     <field name="EncodedText" required="N" />
1530   </message>
1531   <message name="OrderStatusRequest" msgtype="H" msgcat="app">
1532     <field name="OrderID" required="N" />
1533     <field name="ClOrdID" required="Y" />
1534     <field name="SecondaryClOrdID" required="N" />
1535     <field name="ClOrdLinkID" required="N" />
1536     <component name="Parties" required="N" />
1537     <field name="OrdStatusReqID" required="N" />
1538     <field name="Account" required="N" />
1539     <field name="AcctIDSource" required="N" />
1540     <component name="Instrument" required="Y" />
1541     <component name="FinancingDetails" required="N" />
1542     <group name="NoUnderlyings" required="N">
1543       <component name="UnderlyingInstrument" required="N" />
1544     </group>
1545     <field name="Side" required="Y" />
1546   </message>
1547   <message name="OrderMassCancelRequest" msgtype="q" msgcat="app">
1548     <field name="ClOrdID" required="Y" />
1549     <field name="SecondaryClOrdID" required="N" />
1550     <field name="MassCancelRequestType" required="Y" />
1551     <field name="TradingSessionID" required="N" />
1552     <field name="TradingSessionSubID" required="N" />
1553     <component name="Instrument" required="N" />
1554     <component name="UnderlyingInstrument" required="N" />
1555     <field name="Side" required="N" />
1556     <field name="TransactTime" required="Y" />
1557     <field name="Text" required="N" />
1558     <field name="EncodedTextLen" required="N" />
1559     <field name="EncodedText" required="N" />
1560   </message>
1561   <message name="OrderMassCancelReport" msgtype="r" msgcat="app">
1562     <field name="ClOrdID" required="N" />
1563     <field name="SecondaryClOrdID" required="N" />
1564     <field name="OrderID" required="Y" />
1565     <field name="SecondaryOrderID" required="N" />
1566     <field name="MassCancelRequestType" required="Y" />
1567     <field name="MassCancelResponse" required="Y" />
1568     <field name="MassCancelRejectReason" required="N" />
1569     <field name="TotalAffectedOrders" required="N" />
1570     <group name="NoAffectedOrders" required="N">
1571       <field name="OrigClOrdID" required="N" />
1572       <field name="AffectedOrderID" required="N" />
1573       <field name="AffectedSecondaryOrderID" required="N" />
1574     </group>
1575     <field name="TradingSessionID" required="N" />
1576     <field name="TradingSessionSubID" required="N" />
1577     <component name="Instrument" required="N" />
1578     <component name="UnderlyingInstrument" required="N" />
1579     <field name="Side" required="N" />
1580     <field name="TransactTime" required="N" />
1581     <field name="Text" required="N" />
1582     <field name="EncodedTextLen" required="N" />
1583     <field name="EncodedText" required="N" />
1584   </message>
1585   <message name="OrderMassStatusRequest" msgtype="AF" msgcat="app">
1586     <field name="MassStatusReqID" required="Y" />
1587     <field name="MassStatusReqType" required="Y" />
1588     <component name="Parties" required="N" />
1589     <field name="Account" required="N" />
1590     <field name="AcctIDSource" required="N" />
1591     <field name="TradingSessionID" required="N" />
1592     <field name="TradingSessionSubID" required="N" />
1593     <component name="Instrument" required="N" />
1594     <component name="UnderlyingInstrument" required="N" />
1595     <field name="Side" required="N" />
1596   </message>
1597   <message name="NewOrderCross" msgtype="s" msgcat="app">
1598     <field name="CrossID" required="Y" />
1599     <field name="CrossType" required="Y" />
1600     <field name="CrossPrioritization" required="Y" />
1601     <group name="NoSides" required="Y">
1602       <field name="Side" required="Y" />
1603       <field name="ClOrdID" required="Y" />
1604       <field name="SecondaryClOrdID" required="N" />
1605       <field name="ClOrdLinkID" required="N" />
1606       <component name="Parties" required="N" />
1607       <field name="TradeOriginationDate" required="N" />
1608       <field name="TradeDate" required="N" />
1609       <field name="Account" required="N" />
1610       <field name="AcctIDSource" required="N" />
1611       <field name="AccountType" required="N" />
1612       <field name="DayBookingInst" required="N" />
1613       <field name="BookingUnit" required="N" />
1614       <field name="PreallocMethod" required="N" />
1615       <field name="AllocID" required="N" />
1616       <group name="NoAllocs" required="N">
1617         <field name="AllocAccount" required="N" />
1618         <field name="AllocAcctIDSource" required="N" />
1619         <field name="AllocSettlCurrency" required="N" />
1620         <field name="IndividualAllocID" required="N" />
1621         <component name="NestedParties" required="N" />
1622         <field name="AllocQty" required="N" />
1623       </group>
1624       <field name="QtyType" required="N" />
1625       <component name="OrderQtyData" required="Y" />
1626       <component name="CommissionData" required="N" />
1627       <field name="OrderCapacity" required="N" />
1628       <field name="OrderRestrictions" required="N" />
1629       <field name="CustOrderCapacity" required="N" />
1630       <field name="ForexReq" required="N" />
1631       <field name="SettlCurrency" required="N" />
1632       <field name="BookingType" required="N" />
1633       <field name="Text" required="N" />
1634       <field name="EncodedTextLen" required="N" />
1635       <field name="EncodedText" required="N" />
1636       <field name="PositionEffect" required="N" />
1637       <field name="CoveredOrUncovered" required="N" />
1638       <field name="CashMargin" required="N" />
1639       <field name="ClearingFeeIndicator" required="N" />
1640       <field name="SolicitedFlag" required="N" />
1641       <field name="SideComplianceID" required="N" />
1642     </group>
1643     <component name="Instrument" required="Y" />
1644     <group name="NoUnderlyings" required="N">
1645       <component name="UnderlyingInstrument" required="N" />
1646     </group>
1647     <group name="NoLegs" required="N">
1648       <component name="InstrumentLeg" required="N" />
1649     </group>
1650     <field name="SettlType" required="N" />
1651     <field name="SettlDate" required="N" />
1652     <field name="HandlInst" required="N" />
1653     <field name="ExecInst" required="N" />
1654     <field name="MinQty" required="N" />
1655     <field name="MaxFloor" required="N" />
1656     <field name="ExDestination" required="N" />
1657     <group name="NoTradingSessions" required="N">
1658       <field name="TradingSessionID" required="N" />
1659       <field name="TradingSessionSubID" required="N" />
1660     </group>
1661     <field name="ProcessCode" required="N" />
1662     <field name="PrevClosePx" required="N" />
1663     <field name="LocateReqd" required="N" />
1664     <field name="TransactTime" required="Y" />
1665     <component name="Stipulations" required="N" />
1666     <field name="OrdType" required="Y" />
1667     <field name="PriceType" required="N" />
1668     <field name="Price" required="N" />
1669     <field name="StopPx" required="N" />
1670     <component name="SpreadOrBenchmarkCurveData" required="N" />
1671     <component name="YieldData" required="N" />
1672     <field name="Currency" required="N" />
1673     <field name="ComplianceID" required="N" />
1674     <field name="IOIid" required="N" />
1675     <field name="QuoteID" required="N" />
1676     <field name="TimeInForce" required="N" />
1677     <field name="EffectiveTime" required="N" />
1678     <field name="ExpireDate" required="N" />
1679     <field name="ExpireTime" required="N" />
1680     <field name="GTBookingInst" required="N" />
1681     <field name="MaxShow" required="N" />
1682     <component name="PegInstructions" required="N" />
1683     <component name="DiscretionInstructions" required="N" />
1684     <field name="TargetStrategy" required="N" />
1685     <field name="TargetStrategyParameters" required="N" />
1686     <field name="ParticipationRate" required="N" />
1687     <field name="CancellationRights" required="N" />
1688     <field name="MoneyLaunderingStatus" required="N" />
1689     <field name="RegistID" required="N" />
1690     <field name="Designation" required="N" />
1691   </message>
1692   <message name="CrossOrderCancelReplaceRequest" msgtype="t" msgcat="app">
1693     <field name="OrderID" required="N" />
1694     <field name="CrossID" required="Y" />
1695     <field name="OrigCrossID" required="Y" />
1696     <field name="CrossType" required="Y" />
1697     <field name="CrossPrioritization" required="Y" />
1698     <group name="NoSides" required="Y">
1699       <field name="Side" required="Y" />
1700       <field name="OrigClOrdID" required="Y" />
1701       <field name="ClOrdID" required="Y" />
1702       <field name="SecondaryClOrdID" required="N" />
1703       <field name="ClOrdLinkID" required="N" />
1704       <field name="OrigOrdModTime" required="N" />
1705       <component name="Parties" required="N" />
1706       <field name="TradeOriginationDate" required="N" />
1707       <field name="TradeDate" required="N" />
1708       <field name="Account" required="N" />
1709       <field name="AcctIDSource" required="N" />
1710       <field name="AccountType" required="N" />
1711       <field name="DayBookingInst" required="N" />
1712       <field name="BookingUnit" required="N" />
1713       <field name="PreallocMethod" required="N" />
1714       <field name="AllocID" required="N" />
1715       <group name="NoAllocs" required="N">
1716         <field name="AllocAccount" required="N" />
1717         <field name="AllocAcctIDSource" required="N" />
1718         <field name="AllocSettlCurrency" required="N" />
1719         <field name="IndividualAllocID" required="N" />
1720         <component name="NestedParties" required="N" />
1721         <field name="AllocQty" required="N" />
1722       </group>
1723       <field name="QtyType" required="N" />
1724       <component name="OrderQtyData" required="Y" />
1725       <component name="CommissionData" required="N" />
1726       <field name="OrderCapacity" required="N" />
1727       <field name="OrderRestrictions" required="N" />
1728       <field name="CustOrderCapacity" required="N" />
1729       <field name="ForexReq" required="N" />
1730       <field name="SettlCurrency" required="N" />
1731       <field name="BookingType" required="N" />
1732       <field name="Text" required="N" />
1733       <field name="EncodedTextLen" required="N" />
1734       <field name="EncodedText" required="N" />
1735       <field name="PositionEffect" required="N" />
1736       <field name="CoveredOrUncovered" required="N" />
1737       <field name="CashMargin" required="N" />
1738       <field name="ClearingFeeIndicator" required="N" />
1739       <field name="SolicitedFlag" required="N" />
1740       <field name="SideComplianceID" required="N" />
1741     </group>
1742     <component name="Instrument" required="Y" />
1743     <group name="NoUnderlyings" required="N">
1744       <component name="UnderlyingInstrument" required="N" />
1745     </group>
1746     <group name="NoLegs" required="N">
1747       <component name="InstrumentLeg" required="N" />
1748     </group>
1749     <field name="SettlType" required="N" />
1750     <field name="SettlDate" required="N" />
1751     <field name="HandlInst" required="N" />
1752     <field name="ExecInst" required="N" />
1753     <field name="MinQty" required="N" />
1754     <field name="MaxFloor" required="N" />
1755     <field name="ExDestination" required="N" />
1756     <group name="NoTradingSessions" required="N">
1757       <field name="TradingSessionID" required="N" />
1758       <field name="TradingSessionSubID" required="N" />
1759     </group>
1760     <field name="ProcessCode" required="N" />
1761     <field name="PrevClosePx" required="N" />
1762     <field name="LocateReqd" required="N" />
1763     <field name="TransactTime" required="Y" />
1764     <component name="Stipulations" required="N" />
1765     <field name="OrdType" required="Y" />
1766     <field name="PriceType" required="N" />
1767     <field name="Price" required="N" />
1768     <field name="StopPx" required="N" />
1769     <component name="SpreadOrBenchmarkCurveData" required="N" />
1770     <component name="YieldData" required="N" />
1771     <field name="Currency" required="N" />
1772     <field name="ComplianceID" required="N" />
1773     <field name="IOIid" required="N" />
1774     <field name="QuoteID" required="N" />
1775     <field name="TimeInForce" required="N" />
1776     <field name="EffectiveTime" required="N" />
1777     <field name="ExpireDate" required="N" />
1778     <field name="ExpireTime" required="N" />
1779     <field name="GTBookingInst" required="N" />
1780     <field name="MaxShow" required="N" />
1781     <component name="PegInstructions" required="N" />
1782     <component name="DiscretionInstructions" required="N" />
1783     <field name="TargetStrategy" required="N" />
1784     <field name="TargetStrategyParameters" required="N" />
1785     <field name="ParticipationRate" required="N" />
1786     <field name="CancellationRights" required="N" />
1787     <field name="MoneyLaunderingStatus" required="N" />
1788     <field name="RegistID" required="N" />
1789     <field name="Designation" required="N" />
1790   </message>
1791   <message name="CrossOrderCancelRequest" msgtype="u" msgcat="app">
1792     <field name="OrderID" required="N" />
1793     <field name="CrossID" required="Y" />
1794     <field name="OrigCrossID" required="Y" />
1795     <field name="CrossType" required="Y" />
1796     <field name="CrossPrioritization" required="Y" />
1797     <group name="NoSides" required="Y">
1798       <field name="Side" required="Y" />
1799       <field name="OrigClOrdID" required="Y" />
1800       <field name="ClOrdID" required="Y" />
1801       <field name="SecondaryClOrdID" required="N" />
1802       <field name="ClOrdLinkID" required="N" />
1803       <field name="OrigOrdModTime" required="N" />
1804       <component name="Parties" required="N" />
1805       <field name="TradeOriginationDate" required="N" />
1806       <field name="TradeDate" required="N" />
1807       <component name="OrderQtyData" required="Y" />
1808       <field name="ComplianceID" required="N" />
1809       <field name="Text" required="N" />
1810       <field name="EncodedTextLen" required="N" />
1811       <field name="EncodedText" required="N" />
1812     </group>
1813     <component name="Instrument" required="Y" />
1814     <group name="NoUnderlyings" required="N">
1815       <component name="UnderlyingInstrument" required="N" />
1816     </group>
1817     <group name="NoLegs" required="N">
1818       <component name="InstrumentLeg" required="N" />
1819     </group>
1820     <field name="TransactTime" required="Y" />
1821   </message>
1822   <message name="NewOrderMultileg" msgtype="AB" msgcat="app">
1823     <field name="ClOrdID" required="Y" />
1824     <field name="SecondaryClOrdID" required="N" />
1825     <field name="ClOrdLinkID" required="N" />
1826     <component name="Parties" required="N" />
1827     <field name="TradeOriginationDate" required="N" />
1828     <field name="TradeDate" required="N" />
1829     <field name="Account" required="N" />
1830     <field name="AcctIDSource" required="N" />
1831     <field name="AccountType" required="N" />
1832     <field name="DayBookingInst" required="N" />
1833     <field name="BookingUnit" required="N" />
1834     <field name="PreallocMethod" required="N" />
1835     <field name="AllocID" required="N" />
1836     <group name="NoAllocs" required="N">
1837       <field name="AllocAccount" required="N" />
1838       <field name="AllocAcctIDSource" required="N" />
1839       <field name="AllocSettlCurrency" required="N" />
1840       <field name="IndividualAllocID" required="N" />
1841       <component name="NestedParties3" required="N" />
1842       <field name="AllocQty" required="N" />
1843     </group>
1844     <field name="SettlType" required="N" />
1845     <field name="SettlDate" required="N" />
1846     <field name="CashMargin" required="N" />
1847     <field name="ClearingFeeIndicator" required="N" />
1848     <field name="HandlInst" required="N" />
1849     <field name="ExecInst" required="N" />
1850     <field name="MinQty" required="N" />
1851     <field name="MaxFloor" required="N" />
1852     <field name="ExDestination" required="N" />
1853     <group name="NoTradingSessions" required="N">
1854       <field name="TradingSessionID" required="N" />
1855       <field name="TradingSessionSubID" required="N" />
1856     </group>
1857     <field name="ProcessCode" required="N" />
1858     <field name="Side" required="Y" />
1859     <component name="Instrument" required="Y" />
1860     <group name="NoUnderlyings" required="N">
1861       <component name="UnderlyingInstrument" required="N" />
1862     </group>
1863     <field name="PrevClosePx" required="N" />
1864     <group name="NoLegs" required="Y">
1865       <component name="InstrumentLeg" required="N" />
1866       <field name="LegQty" required="N" />
1867       <field name="LegSwapType" required="N" />
1868       <component name="LegStipulations" required="N" />
1869       <group name="NoLegAllocs" required="N">
1870         <field name="LegAllocAccount" required="N" />
1871         <field name="LegIndividualAllocID" required="N" />
1872         <component name="NestedParties2" required="N" />
1873         <field name="LegAllocQty" required="N" />
1874         <field name="LegAllocAcctIDSource" required="N" />
1875         <field name="LegSettlCurrency" required="N" />
1876       </group>
1877       <field name="LegPositionEffect" required="N" />
1878       <field name="LegCoveredOrUncovered" required="N" />
1879       <component name="NestedParties" required="N" />
1880       <field name="LegRefID" required="N" />
1881       <field name="LegPrice" required="N" />
1882       <field name="LegSettlType" required="N" />
1883       <field name="LegSettlDate" required="N" />
1884     </group>
1885     <field name="LocateReqd" required="N" />
1886     <field name="TransactTime" required="Y" />
1887     <field name="QtyType" required="N" />
1888     <component name="OrderQtyData" required="Y" />
1889     <field name="OrdType" required="Y" />
1890     <field name="PriceType" required="N" />
1891     <field name="Price" required="N" />
1892     <field name="StopPx" required="N" />
1893     <field name="Currency" required="N" />
1894     <field name="ComplianceID" required="N" />
1895     <field name="SolicitedFlag" required="N" />
1896     <field name="IOIid" required="N" />
1897     <field name="QuoteID" required="N" />
1898     <field name="TimeInForce" required="N" />
1899     <field name="EffectiveTime" required="N" />
1900     <field name="ExpireDate" required="N" />
1901     <field name="ExpireTime" required="N" />
1902     <field name="GTBookingInst" required="N" />
1903     <component name="CommissionData" required="N" />
1904     <field name="OrderCapacity" required="N" />
1905     <field name="OrderRestrictions" required="N" />
1906     <field name="CustOrderCapacity" required="N" />
1907     <field name="ForexReq" required="N" />
1908     <field name="SettlCurrency" required="N" />
1909     <field name="BookingType" required="N" />
1910     <field name="Text" required="N" />
1911     <field name="EncodedTextLen" required="N" />
1912     <field name="EncodedText" required="N" />
1913     <field name="PositionEffect" required="N" />
1914     <field name="CoveredOrUncovered" required="N" />
1915     <field name="MaxShow" required="N" />
1916     <component name="PegInstructions" required="N" />
1917     <component name="DiscretionInstructions" required="N" />
1918     <field name="TargetStrategy" required="N" />
1919     <field name="TargetStrategyParameters" required="N" />
1920     <field name="ParticipationRate" required="N" />
1921     <field name="CancellationRights" required="N" />
1922     <field name="MoneyLaunderingStatus" required="N" />
1923     <field name="RegistID" required="N" />
1924     <field name="Designation" required="N" />
1925     <field name="MultiLegRptTypeReq" required="N" />
1926   </message>
1927   <message name="MultilegOrderCancelReplaceRequest" msgtype="AC" msgcat="app">
1928     <field name="OrderID" required="N" />
1929     <field name="OrigClOrdID" required="Y" />
1930     <field name="ClOrdID" required="Y" />
1931     <field name="SecondaryClOrdID" required="N" />
1932     <field name="ClOrdLinkID" required="N" />
1933     <field name="OrigOrdModTime" required="N" />
1934     <component name="Parties" required="N" />
1935     <field name="TradeOriginationDate" required="N" />
1936     <field name="TradeDate" required="N" />
1937     <field name="Account" required="N" />
1938     <field name="AcctIDSource" required="N" />
1939     <field name="AccountType" required="N" />
1940     <field name="DayBookingInst" required="N" />
1941     <field name="BookingUnit" required="N" />
1942     <field name="PreallocMethod" required="N" />
1943     <field name="AllocID" required="N" />
1944     <group name="NoAllocs" required="N">
1945       <field name="AllocAccount" required="N" />
1946       <field name="AllocAcctIDSource" required="N" />
1947       <field name="AllocSettlCurrency" required="N" />
1948       <field name="IndividualAllocID" required="N" />
1949       <component name="NestedParties3" required="N" />
1950       <field name="AllocQty" required="N" />
1951     </group>
1952     <field name="SettlType" required="N" />
1953     <field name="SettlDate" required="N" />
1954     <field name="CashMargin" required="N" />
1955     <field name="ClearingFeeIndicator" required="N" />
1956     <field name="HandlInst" required="N" />
1957     <field name="ExecInst" required="N" />
1958     <field name="MinQty" required="N" />
1959     <field name="MaxFloor" required="N" />
1960     <field name="ExDestination" required="N" />
1961     <group name="NoTradingSessions" required="N">
1962       <field name="TradingSessionID" required="N" />
1963       <field name="TradingSessionSubID" required="N" />
1964     </group>
1965     <field name="ProcessCode" required="N" />
1966     <field name="Side" required="Y" />
1967     <component name="Instrument" required="Y" />
1968     <group name="NoUnderlyings" required="N">
1969       <component name="UnderlyingInstrument" required="N" />
1970     </group>
1971     <field name="PrevClosePx" required="N" />
1972     <group name="NoLegs" required="Y">
1973       <component name="InstrumentLeg" required="N" />
1974       <field name="LegQty" required="N" />
1975       <field name="LegSwapType" required="N" />
1976       <component name="LegStipulations" required="N" />
1977       <group name="NoLegAllocs" required="N">
1978         <field name="LegAllocAccount" required="N" />
1979         <field name="LegIndividualAllocID" required="N" />
1980         <component name="NestedParties2" required="N" />
1981         <field name="LegAllocQty" required="N" />
1982         <field name="LegAllocAcctIDSource" required="N" />
1983         <field name="LegSettlCurrency" required="N" />
1984       </group>
1985       <field name="LegPositionEffect" required="N" />
1986       <field name="LegCoveredOrUncovered" required="N" />
1987       <component name="NestedParties" required="N" />
1988       <field name="LegRefID" required="N" />
1989       <field name="LegPrice" required="N" />
1990       <field name="LegSettlType" required="N" />
1991       <field name="LegSettlDate" required="N" />
1992     </group>
1993     <field name="LocateReqd" required="N" />
1994     <field name="TransactTime" required="Y" />
1995     <field name="QtyType" required="N" />
1996     <component name="OrderQtyData" required="Y" />
1997     <field name="OrdType" required="Y" />
1998     <field name="PriceType" required="N" />
1999     <field name="Price" required="N" />
2000     <field name="StopPx" required="N" />
2001     <field name="Currency" required="N" />
2002     <field name="ComplianceID" required="N" />
2003     <field name="SolicitedFlag" required="N" />
2004     <field name="IOIid" required="N" />
2005     <field name="QuoteID" required="N" />
2006     <field name="TimeInForce" required="N" />
2007     <field name="EffectiveTime" required="N" />
2008     <field name="ExpireDate" required="N" />
2009     <field name="ExpireTime" required="N" />
2010     <field name="GTBookingInst" required="N" />
2011     <component name="CommissionData" required="N" />
2012     <field name="OrderCapacity" required="N" />
2013     <field name="OrderRestrictions" required="N" />
2014     <field name="CustOrderCapacity" required="N" />
2015     <field name="ForexReq" required="N" />
2016     <field name="SettlCurrency" required="N" />
2017     <field name="BookingType" required="N" />
2018     <field name="Text" required="N" />
2019     <field name="EncodedTextLen" required="N" />
2020     <field name="EncodedText" required="N" />
2021     <field name="PositionEffect" required="N" />
2022     <field name="CoveredOrUncovered" required="N" />
2023     <field name="MaxShow" required="N" />
2024     <component name="PegInstructions" required="N" />
2025     <component name="DiscretionInstructions" required="N" />
2026     <field name="TargetStrategy" required="N" />
2027     <field name="TargetStrategyParameters" required="N" />
2028     <field name="ParticipationRate" required="N" />
2029     <field name="CancellationRights" required="N" />
2030     <field name="MoneyLaunderingStatus" required="N" />
2031     <field name="RegistID" required="N" />
2032     <field name="Designation" required="N" />
2033     <field name="MultiLegRptTypeReq" required="N" />
2034   </message>
2035   <message name="BidRequest" msgtype="k" msgcat="app">
2036     <field name="BidID" required="N" />
2037     <field name="ClientBidID" required="Y" />
2038     <field name="BidRequestTransType" required="Y" />
2039     <field name="ListName" required="N" />
2040     <field name="TotNoRelatedSym" required="Y" />
2041     <field name="BidType" required="Y" />
2042     <field name="NumTickets" required="N" />
2043     <field name="Currency" required="N" />
2044     <field name="SideValue1" required="N" />
2045     <field name="SideValue2" required="N" />
2046     <group name="NoBidDescriptors" required="N">
2047       <field name="BidDescriptorType" required="N" />
2048       <field name="BidDescriptor" required="N" />
2049       <field name="SideValueInd" required="N" />
2050       <field name="LiquidityValue" required="N" />
2051       <field name="LiquidityNumSecurities" required="N" />
2052       <field name="LiquidityPctLow" required="N" />
2053       <field name="LiquidityPctHigh" required="N" />
2054       <field name="EFPTrackingError" required="N" />
2055       <field name="FairValue" required="N" />
2056       <field name="OutsideIndexPct" required="N" />
2057       <field name="ValueOfFutures" required="N" />
2058     </group>
2059     <group name="NoBidComponents" required="N">
2060       <field name="ListID" required="N" />
2061       <field name="Side" required="N" />
2062       <field name="TradingSessionID" required="N" />
2063       <field name="TradingSessionSubID" required="N" />
2064       <field name="NetGrossInd" required="N" />
2065       <field name="SettlType" required="N" />
2066       <field name="SettlDate" required="N" />
2067       <field name="Account" required="N" />
2068       <field name="AcctIDSource" required="N" />
2069     </group>
2070     <field name="LiquidityIndType" required="N" />
2071     <field name="WtAverageLiquidity" required="N" />
2072     <field name="ExchangeForPhysical" required="N" />
2073     <field name="OutMainCntryUIndex" required="N" />
2074     <field name="CrossPercent" required="N" />
2075     <field name="ProgRptReqs" required="N" />
2076     <field name="ProgPeriodInterval" required="N" />
2077     <field name="IncTaxInd" required="N" />
2078     <field name="ForexReq" required="N" />
2079     <field name="NumBidders" required="N" />
2080     <field name="TradeDate" required="N" />
2081     <field name="BidTradeType" required="Y" />
2082     <field name="BasisPxType" required="Y" />
2083     <field name="StrikeTime" required="N" />
2084     <field name="Text" required="N" />
2085     <field name="EncodedTextLen" required="N" />
2086     <field name="EncodedText" required="N" />
2087   </message>
2088   <message name="BidResponse" msgtype="l" msgcat="app">
2089     <field name="BidID" required="N" />
2090     <field name="ClientBidID" required="N" />
2091     <group name="NoBidComponents" required="Y">
2092       <component name="CommissionData" required="Y" />
2093       <field name="ListID" required="N" />
2094       <field name="Country" required="N" />
2095       <field name="Side" required="N" />
2096       <field name="Price" required="N" />
2097       <field name="PriceType" required="N" />
2098       <field name="FairValue" required="N" />
2099       <field name="NetGrossInd" required="N" />
2100       <field name="SettlType" required="N" />
2101       <field name="SettlDate" required="N" />
2102       <field name="TradingSessionID" required="N" />
2103       <field name="TradingSessionSubID" required="N" />
2104       <field name="Text" required="N" />
2105       <field name="EncodedTextLen" required="N" />
2106       <field name="EncodedText" required="N" />
2107     </group>
2108   </message>
2109   <message name="NewOrderList" msgtype="E" msgcat="app">
2110     <field name="ListID" required="Y" />
2111     <field name="BidID" required="N" />
2112     <field name="ClientBidID" required="N" />
2113     <field name="ProgRptReqs" required="N" />
2114     <field name="BidType" required="Y" />
2115     <field name="ProgPeriodInterval" required="N" />
2116     <field name="CancellationRights" required="N" />
2117     <field name="MoneyLaunderingStatus" required="N" />
2118     <field name="RegistID" required="N" />
2119     <field name="ListExecInstType" required="N" />
2120     <field name="ListExecInst" required="N" />
2121     <field name="EncodedListExecInstLen" required="N" />
2122     <field name="EncodedListExecInst" required="N" />
2123     <field name="AllowableOneSidednessPct" required="N" />
2124     <field name="AllowableOneSidednessValue" required="N" />
2125     <field name="AllowableOneSidednessCurr" required="N" />
2126     <field name="TotNoOrders" required="Y" />
2127     <field name="LastFragment" required="N" />
2128     <group name="NoOrders" required="Y">
2129       <field name="ClOrdID" required="Y" />
2130       <field name="SecondaryClOrdID" required="N" />
2131       <field name="ListSeqNo" required="Y" />
2132       <field name="ClOrdLinkID" required="N" />
2133       <field name="SettlInstMode" required="N" />
2134       <component name="Parties" required="N" />
2135       <field name="TradeOriginationDate" required="N" />
2136       <field name="TradeDate" required="N" />
2137       <field name="Account" required="N" />
2138       <field name="AcctIDSource" required="N" />
2139       <field name="AccountType" required="N" />
2140       <field name="DayBookingInst" required="N" />
2141       <field name="BookingUnit" required="N" />
2142       <field name="AllocID" required="N" />
2143       <field name="PreallocMethod" required="N" />
2144       <group name="NoAllocs" required="N">
2145         <field name="AllocAccount" required="N" />
2146         <field name="AllocAcctIDSource" required="N" />
2147         <field name="AllocSettlCurrency" required="N" />
2148         <field name="IndividualAllocID" required="N" />
2149         <component name="NestedParties" required="N" />
2150         <field name="AllocQty" required="N" />
2151       </group>
2152       <field name="SettlType" required="N" />
2153       <field name="SettlDate" required="N" />
2154       <field name="CashMargin" required="N" />
2155       <field name="ClearingFeeIndicator" required="N" />
2156       <field name="HandlInst" required="N" />
2157       <field name="ExecInst" required="N" />
2158       <field name="MinQty" required="N" />
2159       <field name="MaxFloor" required="N" />
2160       <field name="ExDestination" required="N" />
2161       <group name="NoTradingSessions" required="N">
2162         <field name="TradingSessionID" required="N" />
2163         <field name="TradingSessionSubID" required="N" />
2164       </group>
2165       <field name="ProcessCode" required="N" />
2166       <component name="Instrument" required="Y" />
2167       <group name="NoUnderlyings" required="N">
2168         <component name="UnderlyingInstrument" required="N" />
2169       </group>
2170       <field name="PrevClosePx" required="N" />
2171       <field name="Side" required="Y" />
2172       <field name="SideValueInd" required="N" />
2173       <field name="LocateReqd" required="N" />
2174       <field name="TransactTime" required="N" />
2175       <component name="Stipulations" required="N" />
2176       <field name="QtyType" required="N" />
2177       <component name="OrderQtyData" required="Y" />
2178       <field name="OrdType" required="N" />
2179       <field name="PriceType" required="N" />
2180       <field name="Price" required="N" />
2181       <field name="StopPx" required="N" />
2182       <component name="SpreadOrBenchmarkCurveData" required="N" />
2183       <component name="YieldData" required="N" />
2184       <field name="Currency" required="N" />
2185       <field name="ComplianceID" required="N" />
2186       <field name="SolicitedFlag" required="N" />
2187       <field name="IOIid" required="N" />
2188       <field name="QuoteID" required="N" />
2189       <field name="TimeInForce" required="N" />
2190       <field name="EffectiveTime" required="N" />
2191       <field name="ExpireDate" required="N" />
2192       <field name="ExpireTime" required="N" />
2193       <field name="GTBookingInst" required="N" />
2194       <component name="CommissionData" required="N" />
2195       <field name="OrderCapacity" required="N" />
2196       <field name="OrderRestrictions" required="N" />
2197       <field name="CustOrderCapacity" required="N" />
2198       <field name="ForexReq" required="N" />
2199       <field name="SettlCurrency" required="N" />
2200       <field name="BookingType" required="N" />
2201       <field name="Text" required="N" />
2202       <field name="EncodedTextLen" required="N" />
2203       <field name="EncodedText" required="N" />
2204       <field name="SettlDate2" required="N" />
2205       <field name="OrderQty2" required="N" />
2206       <field name="Price2" required="N" />
2207       <field name="PositionEffect" required="N" />
2208       <field name="CoveredOrUncovered" required="N" />
2209       <field name="MaxShow" required="N" />
2210       <component name="PegInstructions" required="N" />
2211       <component name="DiscretionInstructions" required="N" />
2212       <field name="TargetStrategy" required="N" />
2213       <field name="TargetStrategyParameters" required="N" />
2214       <field name="ParticipationRate" required="N" />
2215       <field name="Designation" required="N" />
2216     </group>
2217   </message>
2218   <message name="ListStrikePrice" msgtype="m" msgcat="app">
2219     <field name="ListID" required="Y" />
2220     <field name="TotNoStrikes" required="Y" />
2221     <field name="LastFragment" required="N" />
2222     <group name="NoStrikes" required="Y">
2223       <component name="Instrument" required="Y" />
2224     </group>
2225     <group name="NoUnderlyings" required="N">
2226       <component name="UnderlyingInstrument" required="N" />
2227       <field name="PrevClosePx" required="N" />
2228       <field name="ClOrdID" required="N" />
2229       <field name="SecondaryClOrdID" required="N" />
2230       <field name="Side" required="N" />
2231       <field name="Price" required="Y" />
2232       <field name="Currency" required="N" />
2233       <field name="Text" required="N" />
2234       <field name="EncodedTextLen" required="N" />
2235       <field name="EncodedText" required="N" />
2236     </group>
2237   </message>
2238   <message name="ListStatus" msgtype="N" msgcat="app">
2239     <field name="ListID" required="Y" />
2240     <field name="ListStatusType" required="Y" />
2241     <field name="NoRpts" required="Y" />
2242     <field name="ListOrderStatus" required="Y" />
2243     <field name="RptSeq" required="Y" />
2244     <field name="ListStatusText" required="N" />
2245     <field name="EncodedListStatusTextLen" required="N" />
2246     <field name="EncodedListStatusText" required="N" />
2247     <field name="TransactTime" required="N" />
2248     <field name="TotNoOrders" required="Y" />
2249     <field name="LastFragment" required="N" />
2250     <group name="NoOrders" required="Y">
2251       <field name="ClOrdID" required="Y" />
2252       <field name="SecondaryClOrdID" required="N" />
2253       <field name="CumQty" required="Y" />
2254       <field name="OrdStatus" required="Y" />
2255       <field name="WorkingIndicator" required="N" />
2256       <field name="LeavesQty" required="Y" />
2257       <field name="CxlQty" required="Y" />
2258       <field name="AvgPx" required="Y" />
2259       <field name="OrdRejReason" required="N" />
2260       <field name="Text" required="N" />
2261       <field name="EncodedTextLen" required="N" />
2262       <field name="EncodedText" required="N" />
2263     </group>
2264   </message>
2265   <message name="ListExecute" msgtype="L" msgcat="app">
2266     <field name="ListID" required="Y" />
2267     <field name="ClientBidID" required="N" />
2268     <field name="BidID" required="N" />
2269     <field name="TransactTime" required="Y" />
2270     <field name="Text" required="N" />
2271     <field name="EncodedTextLen" required="N" />
2272     <field name="EncodedText" required="N" />
2273   </message>
2274   <message name="ListCancelRequest" msgtype="K" msgcat="app">
2275     <field name="ListID" required="Y" />
2276     <field name="TransactTime" required="Y" />
2277     <field name="TradeOriginationDate" required="N" />
2278     <field name="TradeDate" required="N" />
2279     <field name="Text" required="N" />
2280     <field name="EncodedTextLen" required="N" />
2281     <field name="EncodedText" required="N" />
2282   </message>
2283   <message name="ListStatusRequest" msgtype="M" msgcat="app">
2284     <field name="ListID" required="Y" />
2285     <field name="Text" required="N" />
2286     <field name="EncodedTextLen" required="N" />
2287     <field name="EncodedText" required="N" />
2288   </message>
2289   <message name="AllocationInstruction" msgtype="J" msgcat="app">
2290     <field name="AllocID" required="Y" />
2291     <field name="AllocTransType" required="Y" />
2292     <field name="AllocType" required="Y" />
2293     <field name="SecondaryAllocID" required="N" />
2294     <field name="RefAllocID" required="N" />
2295     <field name="AllocCancReplaceReason" required="N" />
2296     <field name="AllocIntermedReqType" required="N" />
2297     <field name="AllocLinkID" required="N" />
2298     <field name="AllocLinkType" required="N" />
2299     <field name="BookingRefID" required="N" />
2300     <field name="AllocNoOrdersType" required="Y" />
2301     <group name="NoOrders" required="N">
2302       <field name="ClOrdID" required="N" />
2303       <field name="OrderID" required="N" />
2304       <field name="SecondaryOrderID" required="N" />
2305       <field name="SecondaryClOrdID" required="N" />
2306       <field name="ListID" required="N" />
2307       <component name="NestedParties2" required="N" />
2308       <field name="OrderQty" required="N" />
2309       <field name="OrderAvgPx" required="N" />
2310       <field name="OrderBookingQty" required="N" />
2311     </group>
2312     <group name="NoExecs" required="N">
2313       <field name="LastQty" required="N" />
2314       <field name="ExecID" required="N" />
2315       <field name="SecondaryExecID" required="N" />
2316       <field name="LastPx" required="N" />
2317       <field name="LastParPx" required="N" />
2318       <field name="LastCapacity" required="N" />
2319     </group>
2320     <field name="PreviouslyReported" required="N" />
2321     <field name="ReversalIndicator" required="N" />
2322     <field name="MatchType" required="N" />
2323     <field name="Side" required="Y" />
2324     <component name="Instrument" required="Y" />
2325     <component name="InstrumentExtension" required="N" />
2326     <component name="FinancingDetails" required="N" />
2327     <group name="NoUnderlyings" required="N">
2328       <component name="UnderlyingInstrument" required="N" />
2329     </group>
2330     <group name="NoLegs" required="N">
2331       <component name="InstrumentLeg" required="N" />
2332     </group>
2333     <field name="Quantity" required="Y" />
2334     <field name="QtyType" required="N" />
2335     <field name="LastMkt" required="N" />
2336     <field name="TradeOriginationDate" required="N" />
2337     <field name="TradingSessionID" required="N" />
2338     <field name="TradingSessionSubID" required="N" />
2339     <field name="PriceType" required="N" />
2340     <field name="AvgPx" required="Y" />
2341     <field name="AvgParPx" required="N" />
2342     <component name="SpreadOrBenchmarkCurveData" required="N" />
2343     <field name="Currency" required="N" />
2344     <field name="AvgPxPrecision" required="N" />
2345     <component name="Parties" required="N" />
2346     <field name="TradeDate" required="Y" />
2347     <field name="TransactTime" required="N" />
2348     <field name="SettlType" required="N" />
2349     <field name="SettlDate" required="N" />
2350     <field name="BookingType" required="N" />
2351     <field name="GrossTradeAmt" required="N" />
2352     <field name="Concession" required="N" />
2353     <field name="TotalTakedown" required="N" />
2354     <field name="NetMoney" required="N" />
2355     <field name="PositionEffect" required="N" />
2356     <field name="AutoAcceptIndicator" required="N" />
2357     <field name="Text" required="N" />
2358     <field name="EncodedTextLen" required="N" />
2359     <field name="EncodedText" required="N" />
2360     <field name="NumDaysInterest" required="N" />
2361     <field name="AccruedInterestRate" required="N" />
2362     <field name="AccruedInterestAmt" required="N" />
2363     <field name="TotalAccruedInterestAmt" required="N" />
2364     <field name="InterestAtMaturity" required="N" />
2365     <field name="EndAccruedInterestAmt" required="N" />
2366     <field name="StartCash" required="N" />
2367     <field name="EndCash" required="N" />
2368     <field name="LegalConfirm" required="N" />
2369     <component name="Stipulations" required="N" />
2370     <component name="YieldData" required="N" />
2371     <field name="TotNoAllocs" required="N" />
2372     <field name="LastFragment" required="N" />
2373     <group name="NoAllocs" required="Y">
2374       <field name="AllocAccount" required="Y" />
2375       <field name="AllocAcctIDSource" required="N" />
2376       <field name="MatchStatus" required="N" />
2377       <field name="AllocPrice" required="N" />
2378       <field name="AllocQty" required="Y" />
2379       <field name="IndividualAllocID" required="N" />
2380       <field name="ProcessCode" required="N" />
2381       <component name="NestedParties" required="N" />
2382       <field name="NotifyBrokerOfCredit" required="N" />
2383       <field name="AllocHandlInst" required="N" />
2384       <field name="AllocText" required="N" />
2385       <field name="EncodedAllocTextLen" required="N" />
2386       <field name="EncodedAllocText" required="N" />
2387       <component name="CommissionData" required="N" />
2388       <field name="AllocAvgPx" required="N" />
2389       <field name="AllocNetMoney" required="N" />
2390       <field name="SettlCurrAmt" required="N" />
2391       <field name="AllocSettlCurrAmt" required="N" />
2392       <field name="SettlCurrency" required="N" />
2393       <field name="AllocSettlCurrency" required="N" />
2394       <field name="SettlCurrFxRate" required="N" />
2395       <field name="SettlCurrFxRateCalc" required="N" />
2396       <field name="AccruedInterestAmt" required="N" />
2397       <field name="AllocAccruedInterestAmt" required="N" />
2398       <field name="AllocInterestAtMaturity" required="N" />
2399       <field name="SettlInstMode" required="N" />
2400       <group name="NoMiscFees" required="N">
2401         <field name="MiscFeeAmt" required="N" />
2402         <field name="MiscFeeCurr" required="N" />
2403         <field name="MiscFeeType" required="N" />
2404         <field name="MiscFeeBasis" required="N" />
2405       </group>
2406       <field name="NoClearingInstructions" required="N" />
2407       <field name="ClearingInstruction" required="N" />
2408       <field name="ClearingFeeIndicator" required="N" />
2409       <field name="AllocSettlInstType" required="N" />
2410       <component name="SettlInstructionsData" required="N" />
2411     </group>
2412   </message>
2413   <message name="AllocationInstructionAck" msgtype="P" msgcat="app">
2414     <field name="AllocID" required="Y" />
2415     <component name="Parties" required="N" />
2416     <field name="SecondaryAllocID" required="N" />
2417     <field name="TradeDate" required="N" />
2418     <field name="TransactTime" required="Y" />
2419     <field name="AllocStatus" required="Y" />
2420     <field name="AllocRejCode" required="N" />
2421     <field name="AllocType" required="N" />
2422     <field name="AllocIntermedReqType" required="N" />
2423     <field name="MatchStatus" required="N" />
2424     <field name="Product" required="N" />
2425     <field name="SecurityType" required="N" />
2426     <field name="Text" required="N" />
2427     <field name="EncodedTextLen" required="N" />
2428     <field name="EncodedText" required="N" />
2429     <group name="NoAllocs" required="N">
2430       <field name="AllocAccount" required="N" />
2431       <field name="AllocAcctIDSource" required="N" />
2432       <field name="AllocPrice" required="N" />
2433       <field name="IndividualAllocID" required="N" />
2434       <field name="IndividualAllocRejCode" required="N" />
2435       <field name="AllocText" required="N" />
2436       <field name="EncodedAllocTextLen" required="N" />
2437       <field name="EncodedAllocText" required="N" />
2438     </group>
2439   </message>
2440   <message name="AllocationReport" msgtype="AS" msgcat="app">
2441     <field name="AllocReportID" required="Y" />
2442     <field name="AllocID" required="N" />
2443     <field name="AllocTransType" required="Y" />
2444     <field name="AllocReportRefID" required="N" />
2445     <field name="AllocCancReplaceReason" required="N" />
2446     <field name="SecondaryAllocID" required="N" />
2447     <field name="AllocReportType" required="Y" />
2448     <field name="AllocStatus" required="Y" />
2449     <field name="AllocRejCode" required="N" />
2450     <field name="RefAllocID" required="N" />
2451     <field name="AllocIntermedReqType" required="N" />
2452     <field name="AllocLinkID" required="N" />
2453     <field name="AllocLinkType" required="N" />
2454     <field name="BookingRefID" required="N" />
2455     <field name="AllocNoOrdersType" required="Y" />
2456     <group name="NoOrders" required="N">
2457       <field name="ClOrdID" required="N" />
2458       <field name="OrderID" required="N" />
2459       <field name="SecondaryOrderID" required="N" />
2460       <field name="SecondaryClOrdID" required="N" />
2461       <field name="ListID" required="N" />
2462       <component name="NestedParties2" required="N" />
2463       <field name="OrderQty" required="N" />
2464       <field name="OrderAvgPx" required="N" />
2465       <field name="OrderBookingQty" required="N" />
2466     </group>
2467     <group name="NoExecs" required="N">
2468       <field name="LastQty" required="N" />
2469       <field name="ExecID" required="N" />
2470       <field name="SecondaryExecID" required="N" />
2471       <field name="LastPx" required="N" />
2472       <field name="LastParPx" required="N" />
2473       <field name="LastCapacity" required="N" />
2474     </group>
2475     <field name="PreviouslyReported" required="N" />
2476     <field name="ReversalIndicator" required="N" />
2477     <field name="MatchType" required="N" />
2478     <field name="Side" required="Y" />
2479       <component name="Instrument" required="Y" />
2480       <component name="InstrumentExtension" required="N" />
2481       <component name="FinancingDetails" required="N" />
2482     <group name="NoUnderlyings" required="N">
2483       <component name="UnderlyingInstrument" required="N" />
2484     </group>
2485     <group name="NoLegs" required="N">
2486       <component name="InstrumentLeg" required="N" />
2487     </group>
2488     <field name="Quantity" required="Y" />
2489     <field name="QtyType" required="N" />
2490     <field name="LastMkt" required="N" />
2491     <field name="TradeOriginationDate" required="N" />
2492     <field name="TradingSessionID" required="N" />
2493     <field name="TradingSessionSubID" required="N" />
2494     <field name="PriceType" required="N" />
2495     <field name="AvgPx" required="Y" />
2496     <field name="AvgParPx" required="N" />
2497     <component name="SpreadOrBenchmarkCurveData" required="N" />
2498     <field name="Currency" required="N" />
2499     <field name="AvgPxPrecision" required="N" />
2500     <component name="Parties" required="N" />
2501     <field name="TradeDate" required="Y" />
2502     <field name="TransactTime" required="N" />
2503     <field name="SettlType" required="N" />
2504     <field name="SettlDate" required="N" />
2505     <field name="BookingType" required="N" />
2506     <field name="GrossTradeAmt" required="N" />
2507     <field name="Concession" required="N" />
2508     <field name="TotalTakedown" required="N" />
2509     <field name="NetMoney" required="N" />
2510     <field name="PositionEffect" required="N" />
2511     <field name="AutoAcceptIndicator" required="N" />
2512     <field name="Text" required="N" />
2513     <field name="EncodedTextLen" required="N" />
2514     <field name="EncodedText" required="N" />
2515     <field name="NumDaysInterest" required="N" />
2516     <field name="AccruedInterestRate" required="N" />
2517     <field name="AccruedInterestAmt" required="N" />
2518     <field name="TotalAccruedInterestAmt" required="N" />
2519     <field name="InterestAtMaturity" required="N" />
2520     <field name="EndAccruedInterestAmt" required="N" />
2521     <field name="StartCash" required="N" />
2522     <field name="EndCash" required="N" />
2523     <field name="LegalConfirm" required="N" />
2524     <component name="Stipulations" required="N" />
2525     <component name="YieldData" required="N" />
2526     <field name="TotNoAllocs" required="N" />
2527     <field name="LastFragment" required="N" />
2528     <group name="NoAllocs" required="Y">
2529       <field name="AllocAccount" required="Y" />
2530       <field name="AllocAcctIDSource" required="N" />
2531       <field name="MatchStatus" required="N" />
2532       <field name="AllocPrice" required="N" />
2533       <field name="AllocQty" required="Y" />
2534       <field name="IndividualAllocID" required="N" />
2535       <field name="ProcessCode" required="N" />
2536       <component name="NestedParties" required="N" />
2537       <field name="NotifyBrokerOfCredit" required="N" />
2538       <field name="AllocHandlInst" required="N" />
2539       <field name="AllocText" required="N" />
2540       <field name="EncodedAllocTextLen" required="N" />
2541       <field name="EncodedAllocText" required="N" />
2542       <component name="CommissionData" required="N" />
2543       <field name="AllocAvgPx" required="N" />
2544       <field name="AllocNetMoney" required="N" />
2545       <field name="SettlCurrAmt" required="N" />
2546       <field name="AllocSettlCurrAmt" required="N" />
2547       <field name="SettlCurrency" required="N" />
2548       <field name="AllocSettlCurrency" required="N" />
2549       <field name="SettlCurrFxRate" required="N" />
2550       <field name="SettlCurrFxRateCalc" required="N" />
2551       <field name="AllocAccruedInterestAmt" required="N" />
2552       <field name="AllocInterestAtMaturity" required="N" />
2553       <group name="NoMiscFees" required="N">
2554         <field name="MiscFeeAmt" required="N" />
2555         <field name="MiscFeeCurr" required="N" />
2556         <field name="MiscFeeType" required="N" />
2557         <field name="MiscFeeBasis" required="N" />
2558       </group>
2559       <group name="NoClearingInstructions" required="N">
2560         <field name="ClearingInstruction" required="N" />
2561       </group>
2562       <field name="ClearingFeeIndicator" required="N" />
2563       <field name="AllocSettlInstType" required="N" />
2564       <component name="SettlInstructionsData" required="N" />
2565     </group>
2566   </message>
2567   <message name="AllocationReportAck" msgtype="AT" msgcat="app">
2568     <field name="AllocReportID" required="Y" />
2569     <field name="AllocID" required="Y" />
2570     <component name="Parties" required="N" />
2571     <field name="SecondaryAllocID" required="N" />
2572     <field name="TradeDate" required="N" />
2573     <field name="TransactTime" required="Y" />
2574     <field name="AllocStatus" required="Y" />
2575     <field name="AllocRejCode" required="N" />
2576     <field name="AllocReportType" required="N" />
2577     <field name="AllocIntermedReqType" required="N" />
2578     <field name="MatchStatus" required="N" />
2579     <field name="Product" required="N" />
2580     <field name="SecurityType" required="N" />
2581     <field name="Text" required="N" />
2582     <field name="EncodedTextLen" required="N" />
2583     <field name="EncodedText" required="N" />
2584     <group name="NoAllocs" required="N">
2585       <field name="AllocAccount" required="N" />
2586       <field name="AllocAcctIDSource" required="N" />
2587       <field name="AllocPrice" required="N" />
2588       <field name="IndividualAllocID" required="N" />
2589       <field name="IndividualAllocRejCode" required="N" />
2590       <field name="AllocText" required="N" />
2591       <field name="EncodedAllocTextLen" required="N" />
2592       <field name="EncodedAllocText" required="N" />
2593     </group>
2594   </message>
2595   <message name="Confirmation" msgtype="AK" msgcat="app">
2596     <field name="ConfirmID" required="Y" />
2597     <field name="ConfirmRefID" required="N" />
2598     <field name="ConfirmReqID" required="N" />
2599     <field name="ConfirmTransType" required="Y" />
2600     <field name="ConfirmType" required="Y" />
2601     <field name="CopyMsgIndicator" required="N" />
2602     <field name="LegalConfirm" required="N" />
2603     <field name="ConfirmStatus" required="Y" />
2604     <component name="Parties" required="N" />
2605     <group name="NoOrders" required="N">
2606       <field name="ClOrdID" required="N" />
2607       <field name="OrderID" required="N" />
2608       <field name="SecondaryOrderID" required="N" />
2609       <field name="SecondaryClOrdID" required="N" />
2610       <field name="ListID" required="N" />
2611       <component name="NestedParties2" required="N" />
2612       <field name="OrderQty" required="N" />
2613       <field name="OrderAvgPx" required="N" />
2614       <field name="OrderBookingQty" required="N" />
2615     </group>
2616     <field name="AllocID" required="N" />
2617     <field name="SecondaryAllocID" required="N" />
2618     <field name="IndividualAllocID" required="N" />
2619     <field name="TransactTime" required="Y" />
2620     <field name="TradeDate" required="Y" />
2621     <component name="TrdRegTimestamps" required="N" />
2622     <component name="Instrument" required="Y" />
2623     <component name="InstrumentExtension" required="N" />
2624     <component name="FinancingDetails" required="N" />
2625     <group name="NoUnderlyings" required="Y">
2626       <component name="UnderlyingInstrument" required="N" />
2627     </group>
2628     <group name="NoLegs" required="Y">
2629       <component name="InstrumentLeg" required="N" />
2630     </group>
2631     <component name="YieldData" required="N" />
2632     <field name="AllocQty" required="Y" />
2633     <field name="QtyType" required="N" />
2634     <field name="Side" required="Y" />
2635     <field name="Currency" required="N" />
2636     <field name="LastMkt" required="N" />
2637     <group name="NoCapacities" required="Y">
2638       <field name="OrderCapacity" required="Y" />
2639       <field name="OrderRestrictions" required="N" />
2640       <field name="OrderCapacityQty" required="Y" />
2641     </group>
2642     <field name="AllocAccount" required="Y" />
2643     <field name="AllocAcctIDSource" required="N" />
2644     <field name="AllocAccountType" required="N" />
2645     <field name="AvgPx" required="Y" />
2646     <field name="AvgPxPrecision" required="N" />
2647     <field name="PriceType" required="N" />
2648     <field name="AvgParPx" required="N" />
2649     <component name="SpreadOrBenchmarkCurveData" required="N" />
2650     <field name="ReportedPx" required="N" />
2651     <field name="Text" required="N" />
2652     <field name="EncodedTextLen" required="N" />
2653     <field name="EncodedText" required="N" />
2654     <field name="ProcessCode" required="N" />
2655     <field name="GrossTradeAmt" required="Y" />
2656     <field name="NumDaysInterest" required="N" />
2657     <field name="ExDate" required="N" />
2658     <field name="AccruedInterestRate" required="N" />
2659     <field name="AccruedInterestAmt" required="N" />
2660     <field name="InterestAtMaturity" required="N" />
2661     <field name="EndAccruedInterestAmt" required="N" />
2662     <field name="StartCash" required="N" />
2663     <field name="EndCash" required="N" />
2664     <field name="Concession" required="N" />
2665     <field name="TotalTakedown" required="N" />
2666     <field name="NetMoney" required="Y" />
2667     <field name="MaturityNetMoney" required="N" />
2668     <field name="SettlCurrAmt" required="N" />
2669     <field name="SettlCurrency" required="N" />
2670     <field name="SettlCurrFxRate" required="N" />
2671     <field name="SettlCurrFxRateCalc" required="N" />
2672     <field name="SettlType" required="N" />
2673     <field name="SettlDate" required="N" />
2674     <component name="SettlInstructionsData" required="N" />
2675     <component name="CommissionData" required="N" />
2676     <field name="SharedCommission" required="N" />
2677     <component name="Stipulations" required="N" />
2678     <group name="NoMiscFees" required="N">
2679       <field name="MiscFeeAmt" required="N" />
2680       <field name="MiscFeeCurr" required="N" />
2681       <field name="MiscFeeType" required="N" />
2682       <field name="MiscFeeBasis" required="N" />
2683     </group>
2684   </message>
2685   <message name="ConfirmationAck" msgtype="AU" msgcat="app">
2686     <field name="ConfirmID" required="Y" />
2687     <field name="TradeDate" required="Y" />
2688     <field name="TransactTime" required="Y" />
2689     <field name="AffirmStatus" required="Y" />
2690     <field name="ConfirmRejReason" required="N" />
2691     <field name="MatchStatus" required="N" />
2692     <field name="Text" required="N" />
2693     <field name="EncodedTextLen" required="N" />
2694     <field name="EncodedText" required="N" />
2695   </message>
2696   <message name="ConfirmationRequest" msgtype="BH" msgcat="app">
2697     <field name="ConfirmReqID" required="Y" />
2698     <field name="ConfirmType" required="Y" />
2699     <group name="NoOrders" required="N">
2700       <field name="ClOrdID" required="N" />
2701       <field name="OrderID" required="N" />
2702       <field name="SecondaryOrderID" required="N" />
2703       <field name="SecondaryClOrdID" required="N" />
2704       <field name="ListID" required="N" />
2705       <component name="NestedParties2" required="N" />
2706       <field name="OrderQty" required="N" />
2707       <field name="OrderAvgPx" required="N" />
2708       <field name="OrderBookingQty" required="N" />
2709     </group>
2710     <field name="AllocID" required="N" />
2711     <field name="SecondaryAllocID" required="N" />
2712     <field name="IndividualAllocID" required="N" />
2713     <field name="TransactTime" required="Y" />
2714     <field name="AllocAccount" required="N" />
2715     <field name="AllocAcctIDSource" required="N" />
2716     <field name="AllocAccountType" required="N" />
2717     <field name="Text" required="N" />
2718     <field name="EncodedTextLen" required="N" />
2719     <field name="EncodedText" required="N" />
2720   </message>
2721   <message name="SettlementInstructions" msgtype="T" msgcat="app">
2722     <field name="SettlInstMsgID" required="Y" />
2723     <field name="SettlInstReqID" required="N" />
2724     <field name="SettlInstMode" required="Y" />
2725     <field name="SettlInstReqRejCode" required="N" />
2726     <field name="Text" required="N" />
2727     <field name="EncodedTextLen" required="N" />
2728     <field name="EncodedText" required="N" />
2729     <field name="SettlInstSource" required="N" />
2730     <field name="ClOrdID" required="N" />
2731     <field name="TransactTime" required="Y" />
2732     <group name="NoSettlInst" required="N">
2733       <field name="SettlInstID" required="N" />
2734       <field name="SettlInstTransType" required="N" />
2735       <field name="SettlInstRefID" required="N" />
2736       <component name="Parties" required="N" />
2737       <field name="Side" required="N" />
2738       <field name="Product" required="N" />
2739       <field name="SecurityType" required="N" />
2740       <field name="CFICode" required="N" />
2741       <field name="EffectiveTime" required="N" />
2742       <field name="ExpireTime" required="N" />
2743       <field name="LastUpdateTime" required="N" />
2744       <component name="SettlInstructionsData" required="N" />
2745       <field name="PaymentMethod" required="N" />
2746       <field name="PaymentRef" required="N" />
2747       <field name="CardHolderName" required="N" />
2748       <field name="CardNumber" required="N" />
2749       <field name="CardStartDate" required="N" />
2750       <field name="CardExpDate" required="N" />
2751       <field name="CardIssNum" required="N" />
2752       <field name="PaymentDate" required="N" />
2753       <field name="PaymentRemitterID" required="N" />
2754     </group>
2755   </message>
2756   <message name="SettlementInstructionRequest" msgtype="AV" msgcat="app">
2757     <field name="SettlInstReqID" required="Y" />
2758     <field name="TransactTime" required="Y" />
2759     <component name="Parties" required="N" />
2760     <field name="AllocAccount" required="N" />
2761     <field name="AllocAcctIDSource" required="N" />
2762     <field name="Side" required="N" />
2763     <field name="Product" required="N" />
2764     <field name="SecurityType" required="N" />
2765     <field name="CFICode" required="N" />
2766     <field name="EffectiveTime" required="N" />
2767     <field name="ExpireTime" required="N" />
2768     <field name="LastUpdateTime" required="N" />
2769     <field name="StandInstDbType" required="N" />
2770     <field name="StandInstDbName" required="N" />
2771     <field name="StandInstDbID" required="N" />
2772   </message>
2773   <message name="TradeCaptureReportRequest" msgtype="AD" msgcat="app">
2774     <field name="TradeRequestID" required="Y" />
2775     <field name="TradeRequestType" required="Y" />
2776     <field name="SubscriptionRequestType" required="N" />
2777     <field name="TradeReportID" required="N" />
2778     <field name="SecondaryTradeReportID" required="N" />
2779     <field name="ExecID" required="N" />
2780     <field name="ExecType" required="N" />
2781     <field name="OrderID" required="N" />
2782     <field name="ClOrdID" required="N" />
2783     <field name="MatchStatus" required="N" />
2784     <field name="TrdType" required="N" />
2785     <field name="TrdSubType" required="N" />
2786     <field name="TransferReason" required="N" />
2787     <field name="SecondaryTrdType" required="N" />
2788     <field name="TradeLinkID" required="N" />
2789     <field name="TrdMatchID" required="N" />
2790     <component name="Parties" required="N" />
2791     <component name="Instrument" required="N" />
2792     <component name="InstrumentExtension" required="N" />
2793     <component name="FinancingDetails" required="N" />
2794     <group name="NoUnderlyings" required="N">
2795       <component name="UnderlyingInstrument" required="N" />
2796     </group>
2797     <group name="NoLegs" required="N">
2798       <component name="InstrumentLeg" required="N" />
2799     </group>
2800     <group name="NoDates" required="N">
2801       <field name="TradeDate" required="N" />
2802       <field name="TransactTime" required="N" />
2803     </group>
2804     <field name="ClearingBusinessDate" required="N" />
2805     <field name="TradingSessionID" required="N" />
2806     <field name="TradingSessionSubID" required="N" />
2807     <field name="TimeBracket" required="N" />
2808     <field name="Side" required="N" />
2809     <field name="MultiLegReportingType" required="N" />
2810     <field name="TradeInputSource" required="N" />
2811     <field name="TradeInputDevice" required="N" />
2812     <field name="ResponseTransportType" required="N" />
2813     <field name="ResponseDestination" required="N" />
2814     <field name="Text" required="N" />
2815     <field name="EncodedTextLen" required="N" />
2816     <field name="EncodedText" required="N" />
2817   </message>
2818   <message name="TradeCaptureReportRequestAck" msgtype="AQ" msgcat="app">
2819     <field name="TradeRequestID" required="Y" />
2820     <field name="TradeRequestType" required="Y" />
2821     <field name="SubscriptionRequestType" required="N" />
2822     <field name="TotNumTradeReports" required="N" />
2823     <field name="TradeRequestResult" required="Y" />
2824     <field name="TradeRequestStatus" required="Y" />
2825     <component name="Instrument" required="N" />
2826     <group name="NoUnderlyings" required="N">
2827       <component name="UnderlyingInstrument" required="N" />
2828     </group>
2829     <group name="NoLegs" required="N">
2830       <component name="InstrumentLeg" required="N" />
2831     </group>
2832     <field name="MultiLegReportingType" required="N" />
2833     <field name="ResponseTransportType" required="N" />
2834     <field name="ResponseDestination" required="N" />
2835     <field name="Text" required="N" />
2836     <field name="EncodedTextLen" required="N" />
2837     <field name="EncodedText" required="N" />
2838   </message>
2839   <message name="TradeCaptureReport" msgtype="AE" msgcat="app">
2840     <field name="TradeReportID" required="Y" />
2841     <field name="TradeReportTransType" required="N" />
2842     <field name="TradeReportType" required="N" />
2843     <field name="TradeRequestID" required="N" />
2844     <field name="TrdType" required="N" />
2845     <field name="TrdSubType" required="N" />
2846     <field name="SecondaryTrdType" required="N" />
2847     <field name="TransferReason" required="N" />
2848     <field name="ExecType" required="N" />
2849     <field name="TotNumTradeReports" required="N" />
2850     <field name="LastRptRequested" required="N" />
2851     <field name="UnsolicitedIndicator" required="N" />
2852     <field name="SubscriptionRequestType" required="N" />
2853     <field name="TradeReportRefID" required="N" />
2854     <field name="SecondaryTradeReportRefID" required="N" />
2855     <field name="SecondaryTradeReportID" required="N" />
2856     <field name="TradeLinkID" required="N" />
2857     <field name="TrdMatchID" required="N" />
2858     <field name="ExecID" required="N" />
2859     <field name="OrdStatus" required="N" />
2860     <field name="SecondaryExecID" required="N" />
2861     <field name="ExecRestatementReason" required="N" />
2862     <field name="PreviouslyReported" required="Y" />
2863     <field name="PriceType" required="N" />
2864     <component name="Instrument" required="Y" />
2865     <component name="FinancingDetails" required="N" />
2866     <component name="OrderQtyData" required="N" />
2867     <field name="QtyType" required="N" />
2868     <component name="YieldData" required="N" />
2869     <group name="NoUnderlyings" required="N">
2870       <component name="UnderlyingInstrument" required="N" />
2871     </group>
2872     <field name="UnderlyingTradingSessionID" required="N" />
2873     <field name="UnderlyingTradingSessionSubID" required="N" />
2874     <field name="LastQty" required="Y" />
2875     <field name="LastPx" required="Y" />
2876     <field name="LastParPx" required="N" />
2877     <field name="LastSpotRate" required="N" />
2878     <field name="LastForwardPoints" required="N" />
2879     <field name="LastMkt" required="N" />
2880     <field name="TradeDate" required="Y" />
2881     <field name="ClearingBusinessDate" required="N" />
2882     <field name="AvgPx" required="N" />
2883     <component name="SpreadOrBenchmarkCurveData" required="N" />
2884     <field name="AvgPxIndicator" required="N" />
2885     <component name="PositionAmountData" required="N" />
2886     <field name="MultiLegReportingType" required="N" />
2887     <field name="TradeLegRefID" required="N" />
2888     <group name="NoLegs" required="N">
2889       <component name="InstrumentLeg" required="N" />
2890       <field name="LegQty" required="N" />
2891       <field name="LegSwapType" required="N" />
2892       <component name="LegStipulations" required="N" />
2893       <field name="LegPositionEffect" required="N" />
2894       <field name="LegCoveredOrUncovered" required="N" />
2895       <component name="NestedParties" required="N" />
2896       <field name="LegRefID" required="N" />
2897       <field name="LegPrice" required="N" />
2898       <field name="LegSettlType" required="N" />
2899       <field name="LegSettlDate" required="N" />
2900       <field name="LegLastPx" required="N" />
2901     </group>
2902     <field name="TransactTime" required="Y" />
2903     <component name="TrdRegTimestamps" required="N" />
2904     <field name="SettlType" required="N" />
2905     <field name="SettlDate" required="N" />
2906     <field name="MatchStatus" required="N" />
2907     <field name="MatchType" required="N" />
2908     <group name="NoSides" required="Y">
2909       <field name="Side" required="Y" />
2910       <field name="OrderID" required="Y" />
2911       <field name="SecondaryOrderID" required="N" />
2912       <field name="ClOrdID" required="N" />
2913       <field name="SecondaryClOrdID" required="N" />
2914       <field name="ListID" required="N" />
2915       <component name="Parties" required="N" />
2916       <field name="Account" required="N" />
2917       <field name="AcctIDSource" required="N" />
2918       <field name="AccountType" required="N" />
2919       <field name="ProcessCode" required="N" />
2920       <field name="OddLot" required="N" />
2921       <group name="NoClearingInstructions" required="N">
2922         <field name="ClearingInstruction" required="N" />
2923       </group>
2924       <field name="ClearingFeeIndicator" required="N" />
2925       <field name="TradeInputSource" required="N" />
2926       <field name="TradeInputDevice" required="N" />
2927       <field name="OrderInputDevice" required="N" />
2928       <field name="Currency" required="N" />
2929       <field name="ComplianceID" required="N" />
2930       <field name="SolicitedFlag" required="N" />
2931       <field name="OrderCapacity" required="N" />
2932       <field name="OrderRestrictions" required="N" />
2933       <field name="CustOrderCapacity" required="N" />
2934       <field name="OrdType" required="N" />
2935       <field name="ExecInst" required="N" />
2936       <field name="TransBkdTime" required="N" />
2937       <field name="TradingSessionID" required="N" />
2938       <field name="TradingSessionSubID" required="N" />
2939       <field name="TimeBracket" required="N" />
2940       <component name="CommissionData" required="N" />
2941       <field name="GrossTradeAmt" required="N" />
2942       <field name="NumDaysInterest" required="N" />
2943       <field name="ExDate" required="N" />
2944       <field name="AccruedInterestRate" required="N" />
2945       <field name="AccruedInterestAmt" required="N" />
2946       <field name="InterestAtMaturity" required="N" />
2947       <field name="EndAccruedInterestAmt" required="N" />
2948       <field name="StartCash" required="N" />
2949       <field name="EndCash" required="N" />
2950       <field name="Concession" required="N" />
2951       <field name="TotalTakedown" required="N" />
2952       <field name="NetMoney" required="N" />
2953       <field name="SettlCurrAmt" required="N" />
2954       <field name="SettlCurrency" required="N" />
2955       <field name="SettlCurrFxRate" required="N" />
2956       <field name="SettlCurrFxRateCalc" required="N" />
2957       <field name="PositionEffect" required="N" />
2958       <field name="Text" required="N" />
2959       <field name="EncodedTextLen" required="N" />
2960       <field name="EncodedText" required="N" />
2961       <field name="SideMultiLegReportingType" required="N" />
2962       <group name="NoContAmts" required="N">
2963         <field name="ContAmtType" required="N" />
2964         <field name="ContAmtValue" required="N" />
2965         <field name="ContAmtCurr" required="N" />
2966       </group>
2967       <component name="Stipulations" required="N" />
2968       <group name="NoMiscFees" required="N">
2969         <field name="MiscFeeAmt" required="N" />
2970         <field name="MiscFeeCurr" required="N" />
2971         <field name="MiscFeeType" required="N" />
2972         <field name="MiscFeeBasis" required="N" />
2973       </group>
2974       <field name="ExchangeRule" required="N" />
2975       <field name="TradeAllocIndicator" required="N" />
2976       <field name="PreallocMethod" required="N" />
2977       <field name="AllocID" required="N" />
2978       <group name="NoAllocs" required="N">
2979         <field name="AllocAccount" required="N" />
2980         <field name="AllocAcctIDSource" required="N" />
2981         <field name="AllocSettlCurrency" required="N" />
2982         <field name="IndividualAllocID" required="N" />
2983         <component name="NestedParties2" required="N" />
2984         <field name="AllocQty" required="N" />
2985       </group>
2986     </group>
2987     <field name="CopyMsgIndicator" required="N" />
2988     <field name="PublishTrdIndicator" required="N" />
2989     <field name="ShortSaleReason" required="N" />
2990   </message>
2991   <message name="TradeCaptureReportAck" msgtype="AR" msgcat="app">
2992     <field name="TradeReportID" required="Y" />
2993     <field name="TradeReportTransType" required="N" />
2994     <field name="TradeReportType" required="N" />
2995     <field name="TrdType" required="N" />
2996     <field name="TrdSubType" required="N" />
2997     <field name="SecondaryTrdType" required="N" />
2998     <field name="TransferReason" required="N" />
2999     <field name="ExecType" required="Y" />
3000     <field name="TradeReportRefID" required="N" />
3001     <field name="SecondaryTradeReportRefID" required="N" />
3002     <field name="TrdRptStatus" required="N" />
3003     <field name="TradeReportRejectReason" required="N" />
3004     <field name="SecondaryTradeReportID" required="N" />
3005     <field name="SubscriptionRequestType" required="N" />
3006     <field name="TradeLinkID" required="N" />
3007     <field name="TrdMatchID" required="N" />
3008     <field name="ExecID" required="N" />
3009     <field name="SecondaryExecID" required="N" />
3010   <component name="Instrument" required="Y" />
3011     <field name="TransactTime" required="N" />
3012     <component name="TrdRegTimestamps" required="N" />
3013     <field name="ResponseTransportType" required="N" />
3014     <field name="ResponseDestination" required="N" />
3015     <field name="Text" required="N" />
3016     <field name="EncodedTextLen" required="N" />
3017     <field name="EncodedText" required="N" />
3018     <group name="NoLegs" required="N">
3019       <component name="InstrumentLeg" required="N" />
3020       <field name="LegQty" required="N" />
3021       <field name="LegSwapType" required="N" />
3022       <component name="LegStipulations" required="N" />
3023       <field name="LegPositionEffect" required="N" />
3024       <field name="LegCoveredOrUncovered" required="N" />
3025       <component name="NestedParties" required="N" />
3026       <field name="LegRefID" required="N" />
3027       <field name="LegPrice" required="N" />
3028       <field name="LegSettlType" required="N" />
3029       <field name="LegSettlDate" required="N" />
3030       <field name="LegLastPx" required="N" />
3031     </group>
3032     <field name="ClearingFeeIndicator" required="N" />
3033     <field name="OrderCapacity" required="N" />
3034     <field name="OrderRestrictions" required="N" />
3035     <field name="CustOrderCapacity" required="N" />
3036     <field name="Account" required="N" />
3037     <field name="AcctIDSource" required="N" />
3038     <field name="AccountType" required="N" />
3039     <field name="PositionEffect" required="N" />
3040     <field name="PreallocMethod" required="N" />
3041     <group name="NoAllocs" required="N">
3042       <field name="AllocAccount" required="N" />
3043       <field name="AllocAcctIDSource" required="N" />
3044       <field name="AllocSettlCurrency" required="N" />
3045       <field name="IndividualAllocID" required="N" />
3046       <component name="NestedParties2" required="N" />
3047       <field name="AllocQty" required="N" />
3048     </group>
3049   </message>
3050   <message name="RegistrationInstructions" msgtype="o" msgcat="app">
3051     <field name="RegistID" required="Y" />
3052     <field name="RegistTransType" required="Y" />
3053     <field name="RegistRefID" required="Y" />
3054     <field name="ClOrdID" required="N" />
3055     <component name="Parties" required="N" />
3056     <field name="Account" required="N" />
3057     <field name="AcctIDSource" required="N" />
3058     <field name="RegistAcctType" required="N" />
3059     <field name="TaxAdvantageType" required="N" />
3060     <field name="OwnershipType" required="N" />
3061     <group name="NoRegistDtls" required="N">
3062       <field name="RegistDtls" required="N" />
3063       <field name="RegistEmail" required="N" />
3064       <field name="MailingDtls" required="N" />
3065       <field name="MailingInst" required="N" />
3066       <component name="NestedParties" required="N" />
3067       <field name="OwnerType" required="N" />
3068       <field name="DateOfBirth" required="N" />
3069       <field name="InvestorCountryOfResidence" required="N" />
3070     </group>
3071     <group name="NoDistribInsts" required="N">
3072       <field name="DistribPaymentMethod" required="N" />
3073       <field name="DistribPercentage" required="N" />
3074       <field name="CashDistribCurr" required="N" />
3075       <field name="CashDistribAgentName" required="N" />
3076       <field name="CashDistribAgentCode" required="N" />
3077       <field name="CashDistribAgentAcctNumber" required="N" />
3078       <field name="CashDistribPayRef" required="N" />
3079       <field name="CashDistribAgentAcctName" required="N" />
3080     </group>
3081   </message>
3082   <message name="RegistrationInstructionsResponse" msgtype="p" msgcat="app">
3083     <field name="RegistID" required="Y" />
3084     <field name="RegistTransType" required="Y" />
3085     <field name="RegistRefID" required="Y" />
3086     <field name="ClOrdID" required="N" />
3087     <component name="Parties" required="N" />
3088     <field name="Account" required="N" />
3089     <field name="AcctIDSource" required="N" />
3090     <field name="RegistStatus" required="Y" />
3091     <field name="RegistRejReasonCode" required="N" />
3092     <field name="RegistRejReasonText" required="N" />
3093   </message>
3094   <message name="PositionMaintenanceRequest" msgtype="AL" msgcat="app">
3095     <field name="PosReqID" required="Y" />
3096     <field name="PosTransType" required="Y" />
3097     <field name="PosMaintAction" required="Y" />
3098     <field name="OrigPosReqRefID" required="N" />
3099     <field name="PosMaintRptRefID" required="N" />
3100     <field name="ClearingBusinessDate" required="Y" />
3101     <field name="SettlSessID" required="N" />
3102     <field name="SettlSessSubID" required="N" />
3103     <component name="Parties" required="Y" />
3104     <field name="Account" required="Y" />
3105     <field name="AcctIDSource" required="N" />
3106     <field name="AccountType" required="Y" />
3107     <component name="Instrument" required="Y" />
3108     <field name="Currency" required="N" />
3109     <group name="NoLegs" required="N">
3110       <component name="InstrumentLeg" required="N" />
3111     </group>
3112     <group name="NoUnderlyings" required="N">
3113       <component name="UnderlyingInstrument" required="N" />
3114     </group>
3115     <group name="NoTradingSessions" required="N">
3116       <field name="TradingSessionID" required="N" />
3117       <field name="TradingSessionSubID" required="N" />
3118     </group>
3119     <field name="TransactTime" required="Y" />
3120     <component name="PositionQty" required="Y" />
3121     <field name="AdjustmentType" required="N" />
3122     <field name="ContraryInstructionIndicator" required="N" />
3123     <field name="PriorSpreadIndicator" required="N" />
3124     <field name="ThresholdAmount" required="N" />
3125     <field name="Text" required="N" />
3126     <field name="EncodedTextLen" required="N" />
3127     <field name="EncodedText" required="N" />
3128   </message>
3129   <message name="PositionMaintenanceReport" msgtype="AM" msgcat="app">
3130     <field name="PosMaintRptID" required="Y" />
3131     <field name="PosTransType" required="Y" />
3132     <field name="PosReqID" required="N" />
3133     <field name="PosMaintAction" required="Y" />
3134     <field name="OrigPosReqRefID" required="Y" />
3135     <field name="PosMaintStatus" required="Y" />
3136     <field name="PosMaintResult" required="N" />
3137     <field name="ClearingBusinessDate" required="Y" />
3138     <field name="SettlSessID" required="N" />
3139     <field name="SettlSessSubID" required="N" />
3140     <component name="Parties" required="N" />
3141     <field name="Account" required="Y" />
3142     <field name="AcctIDSource" required="N" />
3143     <field name="AccountType" required="Y" />
3144     <component name="Instrument" required="Y" />
3145     <field name="Currency" required="N" />
3146     <group name="NoLegs" required="N">
3147       <component name="InstrumentLeg" required="N" />
3148     </group>
3149     <group name="NoUnderlyings" required="N">
3150       <component name="UnderlyingInstrument" required="N" />
3151     </group>
3152     <group name="NoTradingSessions" required="N">
3153       <field name="TradingSessionID" required="N" />
3154       <field name="TradingSessionSubID" required="N" />
3155     </group>
3156     <field name="TransactTime" required="Y" />
3157     <component name="PositionQty" required="Y" />
3158     <component name="PositionAmountData" required="Y" />
3159     <field name="AdjustmentType" required="N" />
3160     <field name="ThresholdAmount" required="N" />
3161     <field name="Text" required="N" />
3162     <field name="EncodedTextLen" required="N" />
3163     <field name="EncodedText" required="N" />
3164   </message>
3165   <message name="RequestForPositions" msgtype="AN" msgcat="app">
3166     <field name="PosReqID" required="Y" />
3167     <field name="PosReqType" required="Y" />
3168     <field name="MatchStatus" required="N" />
3169     <field name="SubscriptionRequestType" required="N" />
3170     <component name="Parties" required="Y" />
3171     <field name="Account" required="Y" />
3172     <field name="AcctIDSource" required="N" />
3173     <field name="AccountType" required="Y" />
3174     <component name="Instrument" required="N" />
3175     <field name="Currency" required="N" />
3176     <group name="NoLegs" required="N">
3177       <component name="InstrumentLeg" required="N" />
3178     </group>
3179     <group name="NoUnderlyings" required="N">
3180       <component name="UnderlyingInstrument" required="N" />
3181     </group>
3182     <field name="ClearingBusinessDate" required="Y" />
3183     <field name="SettlSessID" required="N" />
3184     <field name="SettlSessSubID" required="N" />
3185     <group name="NoTradingSessions" required="N">
3186       <field name="TradingSessionID" required="N" />
3187       <field name="TradingSessionSubID" required="N" />
3188     </group>
3189     <field name="TransactTime" required="Y" />
3190     <field name="ResponseTransportType" required="N" />
3191     <field name="ResponseDestination" required="N" />
3192     <field name="Text" required="N" />
3193     <field name="EncodedTextLen" required="N" />
3194     <field name="EncodedText" required="N" />
3195   </message>
3196   <message name="RequestForPositionsAck" msgtype="AO" msgcat="app">
3197     <field name="PosMaintRptID" required="Y" />
3198     <field name="PosReqID" required="N" />
3199     <field name="TotalNumPosReports" required="N" />
3200     <field name="UnsolicitedIndicator" required="N" />
3201     <field name="PosReqResult" required="Y" />
3202     <field name="PosReqStatus" required="Y" />
3203     <component name="Parties" required="Y" />
3204     <field name="Account" required="Y" />
3205     <field name="AcctIDSource" required="N" />
3206     <field name="AccountType" required="Y" />
3207     <component name="Instrument" required="N" />
3208     <field name="Currency" required="N" />
3209     <group name="NoLegs" required="N">
3210       <component name="InstrumentLeg" required="N" />
3211     </group>
3212     <group name="NoUnderlyings" required="N">
3213       <component name="UnderlyingInstrument" required="N" />
3214     </group>
3215     <field name="ResponseTransportType" required="N" />
3216     <field name="ResponseDestination" required="N" />
3217     <field name="Text" required="N" />
3218     <field name="EncodedTextLen" required="N" />
3219     <field name="EncodedText" required="N" />
3220   </message>
3221   <message name="PositionReport" msgtype="AP" msgcat="app">
3222     <field name="PosMaintRptID" required="Y" />
3223     <field name="PosReqID" required="N" />
3224     <field name="PosReqType" required="N" />
3225     <field name="SubscriptionRequestType" required="N" />
3226     <field name="TotalNumPosReports" required="N" />
3227     <field name="UnsolicitedIndicator" required="N" />
3228     <field name="PosReqResult" required="Y" />
3229     <field name="ClearingBusinessDate" required="Y" />
3230     <field name="SettlSessID" required="N" />
3231     <field name="SettlSessSubID" required="N" />
3232     <component name="Parties" required="Y" />
3233     <field name="Account" required="Y" />
3234     <field name="AcctIDSource" required="N" />
3235     <field name="AccountType" required="Y" />
3236     <component name="Instrument" required="N" />
3237     <field name="Currency" required="N" />
3238     <field name="SettlPrice" required="Y" />
3239     <field name="SettlPriceType" required="Y" />
3240     <field name="PriorSettlPrice" required="Y" />
3241     <group name="NoLegs" required="N">
3242       <component name="InstrumentLeg" required="N" />
3243     </group>
3244     <group name="NoUnderlyings" required="N">
3245       <component name="UnderlyingInstrument" required="N" />
3246       <field name="UnderlyingSettlPrice" required="Y" />
3247       <field name="UnderlyingSettlPriceType" required="Y" />
3248     </group>
3249     <component name="PositionQty" required="Y" />
3250     <component name="PositionAmountData" required="Y" />
3251     <field name="RegistStatus" required="N" />   RegNonRegInd
3252     <field name="DeliveryDate" required="N" />
3253     <field name="Text" required="N" />
3254     <field name="EncodedTextLen" required="N" />
3255     <field name="EncodedText" required="N" />
3256   </message>
3257   <message name="AssignmentReport" msgtype="AW" msgcat="app">
3258     <field name="AsgnRptID" required="Y" />
3259     <field name="TotNumAssignmentReports" required="N" />
3260     <field name="LastRptRequested" required="N" />
3261     <component name="Parties" required="Y" />
3262     <field name="Account" required="N" />
3263     <field name="AccountType" required="Y" />
3264     <component name="Instrument" required="N" />
3265     <field name="Currency" required="N" />
3266     <field name="NoLegs" required="N" />
3267     <component name="InstrumentLeg" required="N" />
3268     <group name="NoUnderlyings" required="N">
3269       <component name="UnderlyingInstrument" required="N" />
3270     </group>
3271     <component name="PositionQty" required="Y" />
3272     <component name="PositionAmountData" required="Y" />
3273     <field name="ThresholdAmount" required="N" />
3274     <field name="SettlPrice" required="Y" />
3275     <field name="SettlPriceType" required="Y" />
3276     <field name="UnderlyingSettlPrice" required="Y" />
3277     <field name="ExpireDate" required="N" />
3278     <field name="AssignmentMethod" required="Y" />
3279     <field name="AssignmentUnit" required="N" />
3280     <field name="OpenInterest" required="Y" />
3281     <field name="ExerciseMethod" required="Y" />
3282     <field name="SettlSessID" required="Y" />
3283     <field name="SettlSessSubID" required="Y" />
3284     <field name="ClearingBusinessDate" required="Y" />
3285     <field name="Text" required="N" />
3286     <field name="EncodedTextLen" required="N" />
3287     <field name="EncodedText" required="N" />
3288   </message>
3289   <message name="CollateralRequest" msgtype="AX" msgcat="app">
3290     <field name="CollReqID" required="Y" />
3291     <field name="CollAsgnReason" required="Y" />
3292     <field name="TransactTime" required="Y" />
3293     <field name="ExpireTime" required="N" />
3294     <component name="Parties" required="N" />
3295     <field name="Account" required="N" />
3296     <field name="AccountType" required="N" />
3297     <field name="ClOrdID" required="N" />
3298     <field name="OrderID" required="N" />
3299     <field name="SecondaryOrderID" required="N" />
3300     <field name="SecondaryClOrdID" required="N" />
3301     <group name="NoExecs" required="N">
3302       <field name="ExecID" required="N" />
3303     </group>
3304     <group name="NoTrades" required="N">
3305       <field name="TradeReportID" required="N" />
3306       <field name="SecondaryTradeReportID" required="N" />
3307     </group>
3308     <component name="Instrument" required="N" />
3309     <component name="FinancingDetails" required="N" />
3310     <field name="SettlDate" required="N" />
3311     <field name="Quantity" required="N" />
3312     <field name="QtyType" required="N" />
3313     <field name="Currency" required="N" />
3314     <field name="NoLegs" required="N" />
3315     <component name="InstrumentLeg" required="N" />
3316     <group name="NoUnderlyings" required="N">
3317       <component name="UnderlyingInstrument" required="N" />
3318       <field name="CollAction" required="N" />
3319     </group>
3320     <field name="MarginExcess" required="N" />
3321     <field name="TotalNetValue" required="N" />
3322     <field name="CashOutstanding" required="N" />
3323     <component name="TrdRegTimestamps" required="N" />
3324     <field name="Side" required="N" />
3325     <group name="NoMiscFees" required="N">
3326       <field name="MiscFeeAmt" required="N" />
3327       <field name="MiscFeeCurr" required="N" />
3328       <field name="MiscFeeType" required="N" />
3329       <field name="MiscFeeBasis" required="N" />
3330     </group>
3331     <field name="Price" required="N" />
3332     <field name="PriceType" required="N" />
3333     <field name="AccruedInterestAmt" required="N" />
3334     <field name="EndAccruedInterestAmt" required="N" />
3335     <field name="StartCash" required="N" />
3336     <field name="EndCash" required="N" />
3337     <component name="SpreadOrBenchmarkCurveData" required="N" />
3338     <component name="Stipulations" required="N" />
3339     <field name="TradingSessionID" required="N" />
3340     <field name="TradingSessionSubID" required="N" />
3341     <field name="SettlSessID" required="N" />
3342     <field name="SettlSessSubID" required="N" />
3343     <field name="ClearingBusinessDate" required="N" />
3344     <field name="Text" required="N" />
3345     <field name="EncodedTextLen" required="N" />
3346     <field name="EncodedText" required="N" />
3347   </message>
3348   <message name="CollateralAssignment" msgtype="AY" msgcat="app">
3349     <field name="CollAsgnID" required="Y" />
3350     <field name="CollReqID" required="N" />
3351     <field name="CollAsgnReason" required="Y" />
3352     <field name="CollAsgnTransType" required="Y" />
3353     <field name="CollAsgnRefID" required="N" />
3354     <field name="TransactTime" required="Y" />
3355     <field name="ExpireTime" required="N" />
3356     <component name="Parties" required="N" />
3357     <field name="Account" required="N" />
3358     <field name="AccountType" required="N" />
3359     <field name="ClOrdID" required="N" />
3360     <field name="OrderID" required="N" />
3361     <field name="SecondaryOrderID" required="N" />
3362     <field name="SecondaryClOrdID" required="N" />
3363     <group name="NoExecs" required="N">
3364       <field name="ExecID" required="N" />
3365     </group>
3366     <group name="NoTrades" required="N">
3367       <field name="TradeReportID" required="N" />
3368       <field name="SecondaryTradeReportID" required="N" />
3369     </group>
3370     <component name="Instrument" required="N" />
3371     <component name="FinancingDetails" required="N" />
3372     <field name="SettlDate" required="N" />
3373     <field name="Quantity" required="N" />
3374     <field name="QtyType" required="N" />
3375     <field name="Currency" required="N" />
3376     <field name="NoLegs" required="N" />
3377     <component name="InstrumentLeg" required="N" />
3378     <group name="NoUnderlyings" required="N">
3379       <component name="UnderlyingInstrument" required="N" />
3380       <field name="CollAction" required="N" />
3381     </group>
3382     <field name="MarginExcess" required="N" />
3383     <field name="TotalNetValue" required="N" />
3384     <field name="CashOutstanding" required="N" />
3385     <component name="TrdRegTimestamps" required="N" />
3386     <field name="Side" required="N" />
3387     <group name="NoMiscFees" required="N">
3388       <field name="MiscFeeAmt" required="N" />
3389       <field name="MiscFeeCurr" required="N" />
3390       <field name="MiscFeeType" required="N" />
3391       <field name="MiscFeeBasis" required="N" />
3392     </group>
3393     <field name="Price" required="N" />
3394     <field name="PriceType" required="N" />
3395     <field name="AccruedInterestAmt" required="N" />
3396     <field name="EndAccruedInterestAmt" required="N" />
3397     <field name="StartCash" required="N" />
3398     <field name="EndCash" required="N" />
3399   <component name="SpreadOrBenchmarkCurveData" required="N" />
3400     <component name="Stipulations" required="N" />
3401     <component name="SettlInstructionsData" required="N" />
3402     <field name="TradingSessionID" required="N" />
3403     <field name="TradingSessionSubID" required="N" />
3404     <field name="SettlSessID" required="N" />
3405     <field name="SettlSessSubID" required="N" />
3406     <field name="ClearingBusinessDate" required="N" />
3407     <field name="Text" required="N" />
3408     <field name="EncodedTextLen" required="N" />
3409     <field name="EncodedText" required="N" />
3410   </message>
3411   <message name="CollateralResponse" msgtype="AZ" msgcat="app">
3412     <field name="CollRespID" required="Y" />
3413     <field name="CollAsgnID" required="Y" />
3414     <field name="CollReqID" required="N" />
3415     <field name="CollAsgnReason" required="Y" />
3416     <field name="CollAsgnTransType" required="N" />
3417     <field name="CollAsgnRespType" required="Y" />
3418     <field name="CollAsgnRejectReason" required="N" />
3419     <field name="TransactTime" required="Y" />
3420     <component name="Parties" required="N" />
3421     <field name="Account" required="N" />
3422     <field name="AccountType" required="N" />
3423     <field name="ClOrdID" required="N" />
3424     <field name="OrderID" required="N" />
3425     <field name="SecondaryOrderID" required="N" />
3426     <field name="SecondaryClOrdID" required="N" />
3427     <group name="NoExecs" required="N">
3428       <field name="ExecID" required="N" />
3429     </group>
3430     <group name="NoTrades" required="N">
3431       <field name="TradeReportID" required="N" />
3432       <field name="SecondaryTradeReportID" required="N" />
3433     </group>
3434     <component name="Instrument" required="N" />
3435     <component name="FinancingDetails" required="N" />
3436     <field name="SettlDate" required="N" />
3437     <field name="Quantity" required="N" />
3438     <field name="QtyType" required="N" />
3439     <field name="Currency" required="N" />
3440     <field name="NoLegs" required="N" />
3441     <component name="InstrumentLeg" required="N" />
3442     <group name="NoUnderlyings" required="N">
3443       <component name="UnderlyingInstrument" required="N" />
3444       <field name="CollAction" required="N" />
3445     </group>
3446     <field name="MarginExcess" required="N" />
3447     <field name="TotalNetValue" required="N" />
3448     <field name="CashOutstanding" required="N" />
3449     <component name="TrdRegTimestamps" required="N" />
3450     <field name="Side" required="N" />
3451     <group name="NoMiscFees" required="N">
3452       <field name="MiscFeeAmt" required="N" />
3453       <field name="MiscFeeCurr" required="N" />
3454       <field name="MiscFeeType" required="N" />
3455       <field name="MiscFeeBasis" required="N" />
3456     </group>
3457     <field name="Price" required="N" />
3458     <field name="PriceType" required="N" />
3459     <field name="AccruedInterestAmt" required="N" />
3460     <field name="EndAccruedInterestAmt" required="N" />
3461     <field name="StartCash" required="N" />
3462     <field name="EndCash" required="N" />
3463     <component name="SpreadOrBenchmarkCurveData" required="N" />
3464     <component name="Stipulations" required="N" />
3465     <field name="Text" required="N" />
3466     <field name="EncodedTextLen" required="N" />
3467     <field name="EncodedText" required="N" />
3468   </message>
3469   <message name="CollateralReport" msgtype="BA" msgcat="app">
3470     <field name="CollRptID" required="Y" />
3471     <field name="CollInquiryID" required="N" />
3472     <field name="CollStatus" required="Y" />
3473     <field name="TotNumReports" required="N" />
3474     <field name="LastRptRequested" required="N" />
3475     <component name="Parties" required="N" />
3476     <field name="Account" required="N" />
3477     <field name="AccountType" required="N" />
3478     <field name="ClOrdID" required="N" />
3479     <field name="OrderID" required="N" />
3480     <field name="SecondaryOrderID" required="N" />
3481     <field name="SecondaryClOrdID" required="N" />
3482     <group name="NoExecs" required="N">
3483       <field name="ExecID" required="N" />
3484     </group>
3485     <group name="NoTrades" required="N">
3486       <field name="TradeReportID" required="N" />
3487       <field name="SecondaryTradeReportID" required="N" />
3488     </group>
3489     <component name="Instrument" required="N" />
3490     <component name="FinancingDetails" required="N" />
3491     <field name="SettlDate" required="N" />
3492     <field name="Quantity" required="N" />
3493     <field name="QtyType" required="N" />
3494     <field name="Currency" required="N" />
3495     <field name="NoLegs" required="N" />
3496     <component name="InstrumentLeg" required="N" />
3497     <group name="NoUnderlyings" required="N">
3498       <component name="UnderlyingInstrument" required="N" />
3499     </group>
3500     <field name="MarginExcess" required="N" />
3501     <field name="TotalNetValue" required="N" />
3502     <field name="CashOutstanding" required="N" />
3503     <component name="TrdRegTimestamps" required="N" />
3504     <field name="Side" required="N" />
3505     <group name="NoMiscFees" required="N">
3506       <field name="MiscFeeAmt" required="N" />
3507       <field name="MiscFeeCurr" required="N" />
3508       <field name="MiscFeeType" required="N" />
3509       <field name="MiscFeeBasis" required="N" />
3510     </group>
3511     <field name="Price" required="N" />
3512     <field name="PriceType" required="N" />
3513     <field name="AccruedInterestAmt" required="N" />
3514     <field name="EndAccruedInterestAmt" required="N" />
3515     <field name="StartCash" required="N" />
3516     <field name="EndCash" required="N" />
3517     <component name="SpreadOrBenchmarkCurveData" required="N" />
3518     <component name="Stipulations" required="N" />
3519     <component name="SettlInstructionsData" required="N" />
3520     <field name="TradingSessionID" required="N" />
3521     <field name="TradingSessionSubID" required="N" />
3522     <field name="SettlSessID" required="N" />
3523     <field name="SettlSessSubID" required="N" />
3524     <field name="ClearingBusinessDate" required="N" />
3525     <field name="Text" required="N" />
3526     <field name="EncodedTextLen" required="N" />
3527     <field name="EncodedText" required="N" />
3528   </message>
3529   <message name="CollateralInquiry" msgtype="BB" msgcat="app">
3530     <field name="CollInquiryID" required="N" />
3531     <group name="NoCollInquiryQualifier" required="N">
3532       <field name="CollInquiryQualifier" required="N" />
3533     </group>
3534     <field name="SubscriptionRequestType" required="N" />
3535     <field name="ResponseTransportType" required="N" />
3536     <field name="ResponseDestination" required="N" />
3537     <component name="Parties" required="N" />
3538     <field name="Account" required="N" />
3539     <field name="AccountType" required="N" />
3540     <field name="ClOrdID" required="N" />
3541     <field name="OrderID" required="N" />
3542     <field name="SecondaryOrderID" required="N" />
3543     <field name="SecondaryClOrdID" required="N" />
3544     <group name="NoExecs" required="N">
3545       <field name="ExecID" required="N" />
3546     </group>
3547     <group name="NoTrades" required="N">
3548       <field name="TradeReportID" required="N" />
3549       <field name="SecondaryTradeReportID" required="N" />
3550     </group>
3551     <component name="Instrument" required="N" />
3552     <component name="FinancingDetails" required="N" />
3553     <field name="SettlDate" required="N" />
3554     <field name="Quantity" required="N" />
3555     <field name="QtyType" required="N" />
3556     <field name="Currency" required="N" />
3557     <field name="NoLegs" required="N" />
3558     <component name="InstrumentLeg" required="N" />
3559     <group name="NoUnderlyings" required="N">
3560       <component name="UnderlyingInstrument" required="N" />
3561     </group>
3562     <field name="MarginExcess" required="N" />
3563     <field name="TotalNetValue" required="N" />
3564     <field name="CashOutstanding" required="N" />
3565     <component name="TrdRegTimestamps" required="N" />
3566     <field name="Side" required="N" />
3567     <field name="Price" required="N" />
3568     <field name="PriceType" required="N" />
3569     <field name="AccruedInterestAmt" required="N" />
3570     <field name="EndAccruedInterestAmt" required="N" />
3571     <field name="StartCash" required="N" />
3572     <field name="EndCash" required="N" />
3573     <component name="SpreadOrBenchmarkCurveData" required="N" />
3574     <component name="Stipulations" required="N" />
3575     <component name="SettlInstructionsData" required="N" />
3576     <field name="TradingSessionID" required="N" />
3577     <field name="TradingSessionSubID" required="N" />
3578     <field name="SettlSessID" required="N" />
3579     <field name="SettlSessSubID" required="N" />
3580     <field name="ClearingBusinessDate" required="N" />
3581     <field name="Text" required="N" />
3582     <field name="EncodedTextLen" required="N" />
3583     <field name="EncodedText" required="N" />
3584   </message>
3585   <message name="NetworkStatusRequest" msgtype="BC" msgcat="app">
3586     <field name="NetworkRequestType" required="Y" />
3587     <field name="NetworkRequestID" required="Y" />
3588     <group name="NoCompIDs" required="N">
3589       <field name="RefCompID" required="N" />
3590       <field name="RefSubID" required="N" />
3591       <field name="LocationID" required="N" />
3592       <field name="DeskID" required="N" />
3593     </group>
3594   </message>
3595   <message name="NetworkStatusRequest" msgtype="BD" msgcat="app">
3596     <field name="NetworkStatusResponseType" required="Y" />
3597     <field name="NetworkRequestID" required="N" />
3598     <field name="NetworkResponseID" required="N" />
3599     <field name="LastNetworkResponseID" required="N" />
3600     <group name="NoCompIDs" required="Y">
3601       <field name="RefCompID" required="N" />
3602       <field name="RefSubID" required="N" />
3603       <field name="LocationID" required="N" />
3604       <field name="DeskID" required="N" />
3605       <field name="StatusValue" required="N" />
3606       <field name="StatusText" required="N" />
3607     </group>
3608   </message>
3609   <message name="CollateralInquiryAck" msgtype="BG" msgcat="app">
3610     <field name="CollInquiryID" required="Y" />
3611     <field name="CollInquiryStatus" required="Y" />
3612     <field name="CollInquiryResult" required="N" />
3613     <group name="NoCollInquiryQualifier" required="N">
3614       <field name="CollInquiryQualifier" required="N" />
3615     </group>
3616     <field name="TotNumReports" required="N" />
3617     <component name="Parties" required="N" />
3618     <field name="Account" required="N" />
3619     <field name="AccountType" required="N" />
3620     <field name="ClOrdID" required="N" />
3621     <field name="OrderID" required="N" />
3622     <field name="SecondaryOrderID" required="N" />
3623     <field name="SecondaryClOrdID" required="N" />
3624     <group name="NoExecs" required="N">
3625       <field name="ExecID" required="N" />
3626     </group>
3627     <group name="NoTrades" required="N">
3628       <field name="TradeReportID" required="N" />
3629       <field name="SecondaryTradeReportID" required="N" />
3630     </group>
3631     <component name="Instrument" required="N" />