diff options
| author | Michael Mann <mmann78@netscape.net> | 2013-01-05 04:06:31 +0000 |
|---|---|---|
| committer | Michael Mann <mmann78@netscape.net> | 2013-01-05 04:06:31 +0000 |
| commit | bf8fce3a008e5fc3e9509ea91573919079d097a1 (patch) | |
| tree | 1a5b40bd4df5ab290b63885b5da8e1343f826da6 /fix/FIX.xml | |
| parent | b99199fcf8201f03d91fe754e8b6a3880f3abf3d (diff) | |
Upgrade to FIX 5.0 fields
Bug 7853 (https://bugs.wireshark.org/bugzilla/show_bug.cgi?id=7853)
FIX.xml is now based on FIX50SP2.xml with some fill in from 4x xml files (as determined by diff between "old" and "new" packet-fix.h)
Included all FIX 5.0 field files from http://sourceforge.net/projects/quickfix/files/
svn path=/trunk/; revision=46944
Diffstat (limited to 'fix/FIX.xml')
| -rw-r--r-- | fix/FIX.xml | 17253 |
1 files changed, 10538 insertions, 6715 deletions
diff --git a/fix/FIX.xml b/fix/FIX.xml index 87dc3d6244..2bb7148dd4 100644 --- a/fix/FIX.xml +++ b/fix/FIX.xml @@ -1,6784 +1,10607 @@ -<fix major="4" minor="4"> - <header> - <field name="BeginString" required="Y" /> - <field name="BodyLength" required="Y" /> - <field name="MsgType" required="Y" /> - <field name="SenderCompID" required="Y" /> - <field name="TargetCompID" required="Y" /> - <field name="OnBehalfOfCompID" required="N" /> - <field name="DeliverToCompID" required="N" /> - <field name="SecureDataLen" required="N" /> - <field name="SecureData" required="N" /> - <field name="MsgSeqNum" required="Y" /> - <field name="SenderSubID" required="N" /> - <field name="SenderLocationID" required="N" /> - <field name="TargetSubID" required="N" /> - <field name="TargetLocationID" required="N" /> - <field name="OnBehalfOfSubID" required="N" /> - <field name="OnBehalfOfLocationID" required="N" /> - <field name="DeliverToSubID" required="N" /> - <field name="DeliverToLocationID" required="N" /> - <field name="PossDupFlag" required="N" /> - <field name="PossResend" required="N" /> - <field name="SendingTime" required="Y" /> - <field name="OrigSendingTime" required="N" /> - <field name="XmlDataLen" required="N" /> - <field name="XmlData" required="N" /> - <field name="MessageEncoding" required="N" /> - <field name="LastMsgSeqNumProcessed" required="N" /> - <group name="NoHops" required="N"> - <field name="HopCompID" required="N" /> - <field name="HopSendingTime" required="N" /> - <field name="HopRefID" required="N" /> - </group> - </header> - <trailer> - <field name="SignatureLength" required="N" /> - <field name="Signature" required="N" /> - <field name="CheckSum" required="Y" /> - </trailer> - <messages> - <message name="Heartbeat" msgtype="0" msgcat="admin"> - <field name="TestReqID" required="N" /> - </message> - <message name="Logon" msgtype="A" msgcat="admin"> - <field name="EncryptMethod" required="Y" /> - <field name="HeartBtInt" required="Y" /> - <field name="RawDataLength" required="N" /> - <field name="RawData" required="N" /> - <field name="ResetSeqNumFlag" required="N" /> - <field name="NextExpectedMsgSeqNum" required="N" /> - <field name="MaxMessageSize" required="N" /> - <group name="NoMsgTypes" required="N"> - <field name="RefMsgType" required="N" /> - <field name="MsgDirection" required="N" /> - </group> - <field name="TestMessageIndicator" required="N" /> - <field name="Username" required="N" /> - <field name="Password" required="N" /> - </message> - <message name="TestRequest" msgtype="1" msgcat="admin"> - <field name="TestReqID" required="Y" /> - </message> - <message name="ResendRequest" msgtype="2" msgcat="admin"> - <field name="BeginSeqNo" required="Y" /> - <field name="EndSeqNo" required="Y" /> - </message> - <message name="Reject" msgtype="3" msgcat="admin"> - <field name="RefSeqNum" required="Y" /> - <field name="RefTagID" required="N" /> - <field name="RefMsgType" required="N" /> - <field name="SessionRejectReason" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </message> - <message name="SequenceReset" msgtype="4" msgcat="admin"> - <field name="GapFillFlag" required="N" /> - <field name="NewSeqNo" required="Y" /> - </message> - <message name="Logout" msgtype="5" msgcat="admin"> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </message> - <message name="BusinessMessageReject" msgtype="j" msgcat="app"> - <field name="RefSeqNum" required="N" /> - <field name="RefMsgType" required="Y" /> - <field name="BusinessRejectRefID" required="N" /> - <field name="BusinessRejectReason" required="Y" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </message> - <message name="UserRequest" msgtype="BE" msgcat="app"> - <field name="UserRequestID" required="Y" /> - <field name="UserRequestType" required="Y" /> - <field name="Username" required="Y" /> - <field name="Password" required="N" /> - <field name="NewPassword" required="N" /> - <field name="RawDataLength" required="N" /> - <field name="RawData" required="N" /> - </message> - <message name="UserResponse" msgtype="BF" msgcat="app"> - <field name="UserRequestID" required="Y" /> - <field name="Username" required="Y" /> - <field name="UserStatus" required="N" /> - <field name="UserStatusText" required="N" /> - </message> - <message name="Advertisement" msgtype="7" msgcat="app"> - <field name="AdvId" required="Y" /> - <field name="AdvTransType" required="Y" /> - <field name="AdvRefID" required="N" /> - <component name="Instrument" required="Y" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="Y" /> - </group> - <field name="AdvSide" required="Y" /> - <field name="Quantity" required="Y" /> - <field name="QtyType" required="N" /> - <field name="Price" required="N" /> - <field name="Currency" required="N" /> - <field name="TradeDate" required="N" /> - <field name="TransactTime" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="URLLink" required="N" /> - <field name="LastMkt" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </message> - <message name="IndicationOfInterest" msgtype="6" msgcat="app"> - <field name="IOIid" required="Y" /> - <field name="IOITransType" required="Y" /> - <field name="IOIRefID" required="N" /> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="Side" required="Y" /> - <field name="QtyType" required="N" /> - <component name="OrderQtyData" required="N" /> - <field name="IOIQty" required="Y" /> - <field name="Currency" required="N" /> - <component name="Stipulations" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - <field name="LegIOIQty" required="N" /> - <component name="LegStipulations" required="N" /> - </group> - <field name="PriceType" required="N" /> - <field name="Price" required="N" /> - <field name="ValidUntilTime" required="N" /> - <field name="IOIQltyInd" required="N" /> - <field name="IOINaturalFlag" required="N" /> - <group name="NoIOIQualifiers" required="N"> - <field name="IOIQualifier" required="N" /> - </group> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="TransactTime" required="N" /> - <field name="URLLink" required="N" /> - <group name="NoRoutingIDs" required="N"> - <field name="RoutingType" required="N" /> - <field name="RoutingID" required="N" /> - </group> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="YieldData" required="N" /> - </message> - <message name="News" msgtype="B" msgcat="app"> - <field name="OrigTime" required="N" /> - <field name="Urgency" required="N" /> - <field name="Headline" required="Y" /> - <field name="EncodedHeadlineLen" required="N" /> - <field name="EncodedHeadline" required="N" /> - <group name="NoRoutingIDs" required="N"> - <field name="RoutingType" required="N" /> - <field name="RoutingID" required="N" /> - </group> - <group name="NoRelatedSym" required="N"> - <component name="Instrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="LinesOfText" required="Y"> - <field name="Text" required="Y" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </group> - <field name="URLLink" required="N" /> - <field name="RawDataLength" required="N" /> - <field name="RawData" required="N" /> - </message> - <message name="Email" msgtype="C" msgcat="app"> - <field name="EmailThreadID" required="Y" /> - <field name="EmailType" required="Y" /> - <field name="OrigTime" required="N" /> - <field name="Subject" required="Y" /> - <field name="EncodedSubjectLen" required="N" /> - <field name="EncodedSubject" required="N" /> - <group name="NoRoutingIDs" required="N"> - <field name="RoutingType" required="N" /> - <field name="RoutingID" required="N" /> - </group> - <group name="NoRelatedSym" required="N"> - <component name="Instrument" required="N" /> - </group> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="OrderID" required="N" /> - <field name="ClOrdID" required="N" /> - <group name="LinesOfText" required="Y"> - <field name="Text" required="Y" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </group> - <field name="RawDataLength" required="N" /> - <field name="RawData" required="N" /> - </message> - <message name="QuoteRequest" msgtype="R" msgcat="app"> - <field name="QuoteReqID" required="Y" /> - <field name="RFQReqID" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="OrderCapacity" required="N" /> - <group name="NoRelatedSym" required="Y"> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="PrevClosePx" required="N" /> - <field name="QuoteRequestType" required="N" /> - <field name="QuoteType" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="Side" required="N" /> - <field name="QtyType" required="N" /> - <component name="OrderQtyData" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="SettlDate2" required="N" /> - <field name="OrderQty2" required="N" /> - <field name="Currency" required="N" /> - <component name="Stipulations" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - <field name="LegQty" required="N" /> - <field name="LegSwapType" required="N" /> - <field name="LegSettlType" required="N" /> - <field name="LegSettlDate" required="N" /> - <component name="LegStipulations" required="N" /> - <component name="NestedParties" required="N" /> - <component name="LegBenchmarkCurveData" required="N" /> - </group> - <group name="NoQuoteQualifiers" required="N"> - <field name="QuoteQualifier" required="N" /> - </group> - <field name="QuotePriceType" required="N" /> - <field name="OrdType" required="N" /> - <field name="ValidUntilTime" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="TransactTime" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <field name="PriceType" required="N" /> - <field name="Price" required="N" /> - <field name="Price2" required="N" /> - <component name="YieldData" required="N" /> - <component name="Parties" required="N" /> - </group> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </message> - <message name="QuoteResponse" msgtype="AJ" msgcat="app"> - <field name="QuoteRespID" required="Y" /> - <field name="QuoteID" required="N" /> - <field name="QuoteRespType" required="Y" /> - <field name="ClOrdID" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="IOIid" required="N" /> - <field name="QuoteType" required="N" /> - <group name="NoQuoteQualifiers" required="N"> - <field name="QuoteQualifier" required="N" /> - </group> - <component name="Parties" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="Side" required="N" /> - <component name="OrderQtyData" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="SettlDate2" required="N" /> - <field name="OrderQty2" required="N" /> - <field name="Currency" required="N" /> - <component name="Stipulations" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - <field name="LegQty" required="N" /> - <field name="LegSwapType" required="N" /> - <field name="LegSettlType" required="N" /> - <field name="LegSettlDate" required="N" /> - <component name="LegStipulations" required="N" /> - <component name="NestedParties" required="N" /> - <field name="LegPriceType" required="N" /> - <field name="LegBidPx" required="N" /> - <field name="LegOfferPx" required="N" /> - <component name="LegBenchmarkCurveData" required="N" /> - </group> - <field name="BidPx" required="N" /> - <field name="OfferPx" required="N" /> - <field name="MktBidPx" required="N" /> - <field name="MktOfferPx" required="N" /> - <field name="MinBidSize" required="N" /> - <field name="BidSize" required="N" /> - <field name="MinOfferSize" required="N" /> - <field name="OfferSize" required="N" /> - <field name="ValidUntilTime" required="N" /> - <field name="BidSpotRate" required="N" /> - <field name="OfferSpotRate" required="N" /> - <field name="BidForwardPoints" required="N" /> - <field name="OfferForwardPoints" required="N" /> - <field name="MidPx" required="N" /> - <field name="BidYield" required="N" /> - <field name="MidYield" required="N" /> - <field name="OfferYield" required="N" /> - <field name="TransactTime" required="N" /> - <field name="OrdType" required="N" /> - <field name="BidForwardPoints2" required="N" /> - <field name="OfferForwardPoints2" required="N" /> - <field name="SettlCurrBidFxRate" required="N" /> - <field name="SettlCurrOfferFxRate" required="N" /> - <field name="SettlCurrFxRateCalc" required="N" /> - <field name="Commission" required="N" /> - <field name="CommType" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="ExDestination" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="Price" required="N" /> - <field name="PriceType" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="YieldData" required="N" /> - </message> - <message name="QuoteRequestReject" msgtype="AG" msgcat="app"> - <field name="QuoteReqID" required="Y" /> - <field name="RFQReqID" required="N" /> - <field name="QuoteRequestRejectReason" required="Y" /> - <group name="NoRelatedSym" required="Y"> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="PrevClosePx" required="N" /> - <field name="QuoteRequestType" required="N" /> - <field name="QuoteType" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="Side" required="N" /> - <field name="QtyType" required="N" /> - <component name="OrderQtyData" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="SettlDate2" required="N" /> - <field name="OrderQty2" required="N" /> - <field name="Currency" required="N" /> - <component name="Stipulations" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - <field name="LegQty" required="N" /> - <field name="LegSwapType" required="N" /> - <field name="LegSettlType" required="N" /> - <field name="LegSettlDate" required="N" /> - <component name="LegStipulations" required="N" /> - <component name="NestedParties" required="N" /> - <component name="LegBenchmarkCurveData" required="N" /> - </group> - </group> - <group name="NoQuoteQualifiers" required="N"> - <field name="QuoteQualifier" required="N" /> - </group> - <field name="QuotePriceType" required="N" /> - <field name="OrdType" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="TransactTime" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <field name="PriceType" required="N" /> - <field name="Price" required="N" /> - <field name="Price2" required="N" /> - <component name="YieldData" required="N" /> - <component name="Parties" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </message> - <message name="RFQRequest" msgtype="AH" msgcat="app"> - <field name="RFQReqID" required="Y" /> - <group name="NoRelatedSym" required="Y"> - <component name="Instrument" required="Y" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="PrevClosePx" required="N" /> - <field name="QuoteRequestType" required="N" /> - <field name="QuoteType" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <field name="SubscriptionRequestType" required="N" /> - </message> - <message name="Quote" msgtype="S" msgcat="app"> - <field name="QuoteReqID" required="N" /> - <field name="QuoteID" required="Y" /> - <field name="QuoteRespID" required="N" /> - <field name="QuoteType" required="N" /> - <group name="NoQuoteQualifiers" required="N"> - <field name="QuoteQualifier" required="N" /> - </group> - <field name="QuoteResponseLevel" required="N" /> - <component name="Parties" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="Side" required="N" /> - <component name="OrderQtyData" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="SettlDate2" required="N" /> - <field name="OrderQty2" required="N" /> - <field name="Currency" required="N" /> - <component name="Stipulations" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - <field name="LegQty" required="N" /> - <field name="LegSwapType" required="N" /> - <field name="LegSettlType" required="N" /> - <field name="LegSettlDate" required="N" /> - <component name="LegStipulations" required="N" /> - <component name="NestedParties" required="N" /> - <field name="LegPriceType" required="N" /> - <field name="LegBidPx" required="N" /> - <field name="LegOfferPx" required="N" /> - <component name="LegBenchmarkCurveData" required="N" /> - </group> - <field name="BidPx" required="N" /> - <field name="OfferPx" required="N" /> - <field name="MktBidPx" required="N" /> - <field name="MktOfferPx" required="N" /> - <field name="MinBidSize" required="N" /> - <field name="BidSize" required="N" /> - <field name="MinOfferSize" required="N" /> - <field name="OfferSize" required="N" /> - <field name="ValidUntilTime" required="N" /> - <field name="BidSpotRate" required="N" /> - <field name="OfferSpotRate" required="N" /> - <field name="BidForwardPoints" required="N" /> - <field name="OfferForwardPoints" required="N" /> - <field name="MidPx" required="N" /> - <field name="BidYield" required="N" /> - <field name="MidYield" required="N" /> - <field name="OfferYield" required="N" /> - <field name="TransactTime" required="N" /> - <field name="OrdType" required="N" /> - <field name="BidForwardPoints2" required="N" /> - <field name="OfferForwardPoints2" required="N" /> - <field name="SettlCurrBidFxRate" required="N" /> - <field name="SettlCurrOfferFxRate" required="N" /> - <field name="SettlCurrFxRateCalc" required="N" /> - <field name="CommType" required="N" /> - <field name="Commission" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="ExDestination" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="PriceType" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="YieldData" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </message> - <message name="QuoteCancel" msgtype="Z" msgcat="app"> - <field name="QuoteReqID" required="N" /> - <field name="QuoteID" required="Y" /> - <field name="QuoteCancelType" required="Y" /> - <field name="QuoteResponseLevel" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <group name="NoQuoteEntries" required="N"> - <component name="Instrument" required="N" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - </group> - </message> - <message name="QuoteStatusRequest" msgtype="a" msgcat="app"> - <field name="QuoteStatusReqID" required="N" /> - <field name="QuoteID" required="N" /> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="SubscriptionRequestType" required="N" /> - </message> - <message name="QuoteStatusReport" msgtype="AI" msgcat="app"> - <field name="QuoteStatusReqID" required="N" /> - <field name="QuoteReqID" required="N" /> - <field name="QuoteID" required="Y" /> - <field name="QuoteRespID" required="N" /> - <field name="QuoteType" required="N" /> - <component name="Parties" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="Side" required="N" /> - <component name="OrderQtyData" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="SettlDate2" required="N" /> - <field name="OrderQty2" required="N" /> - <field name="Currency" required="N" /> - <component name="Stipulations" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - <field name="LegQty" required="N" /> - <field name="LegSwapType" required="N" /> - <field name="LegSettlType" required="N" /> - <field name="LegSettlDate" required="N" /> - <component name="LegStipulations" required="N" /> - <component name="NestedParties" required="N" /> - </group> - <group name="NoQuoteQualifiers" required="N"> - <field name="QuoteQualifier" required="N" /> - </group> - <field name="ExpireTime" required="N" /> - <field name="Price" required="N" /> - <field name="PriceType" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="YieldData" required="N" /> - <field name="BidPx" required="N" /> - <field name="OfferPx" required="N" /> - <field name="MktBidPx" required="N" /> - <field name="MktOfferPx" required="N" /> - <field name="MinBidSize" required="N" /> - <field name="BidSize" required="N" /> - <field name="MinOfferSize" required="N" /> - <field name="OfferSize" required="N" /> - <field name="ValidUntilTime" required="N" /> - <field name="BidSpotRate" required="N" /> - <field name="OfferSpotRate" required="N" /> - <field name="BidForwardPoints" required="N" /> - <field name="OfferForwardPoints" required="N" /> - <field name="MidPx" required="N" /> - <field name="BidYield" required="N" /> - <field name="MidYield" required="N" /> - <field name="OfferYield" required="N" /> - <field name="TransactTime" required="N" /> - <field name="OrdType" required="N" /> - <field name="BidForwardPoints2" required="N" /> - <field name="OfferForwardPoints2" required="N" /> - <field name="SettlCurrBidFxRate" required="N" /> - <field name="SettlCurrOfferFxRate" required="N" /> - <field name="SettlCurrFxRateCalc" required="N" /> - <field name="CommType" required="N" /> - <field name="Commission" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="ExDestination" required="N" /> - <field name="QuoteStatus" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </message> - <message name="MassQuote" msgtype="i" msgcat="app"> - <field name="QuoteReqID" required="N" /> - <field name="QuoteID" required="Y" /> - <field name="QuoteType" required="N" /> - <field name="QuoteResponseLevel" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="DefBidSize" required="N" /> - <field name="DefOfferSize" required="N" /> - <group name="NoQuoteSets" required="Y"> - <field name="QuoteSetID" required="Y" /> - <component name="UnderlyingInstrument" required="N" /> - <field name="QuoteSetValidUntilTime" required="N" /> - <field name="TotNoQuoteEntries" required="Y" /> - <field name="LastFragment" required="N" /> - <group name="NoQuoteEntries" required="Y"> - <field name="QuoteEntryID" required="Y" /> - <component name="Instrument" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="BidPx" required="N" /> - <field name="OfferPx" required="N" /> - <field name="BidSize" required="N" /> - <field name="OfferSize" required="N" /> - <field name="ValidUntilTime" required="N" /> - <field name="BidSpotRate" required="N" /> - <field name="OfferSpotRate" required="N" /> - <field name="BidForwardPoints" required="N" /> - <field name="OfferForwardPoints" required="N" /> - <field name="MidPx" required="N" /> - <field name="BidYield" required="N" /> - <field name="MidYield" required="N" /> - <field name="OfferYield" required="N" /> - <field name="TransactTime" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="SettlDate" required="N" /> - <field name="OrdType" required="N" /> - <field name="SettlDate2" required="N" /> - <field name="OrderQty2" required="N" /> - <field name="BidForwardPoints2" required="N" /> - <field name="OfferForwardPoints2" required="N" /> - <field name="Currency" required="N" /> - </group> - </group> - </message> - <message name="MassQuoteAcknowledgement" msgtype="b" msgcat="app"> - <field name="QuoteReqID" required="N" /> - <field name="QuoteID" required="N" /> - <field name="QuoteStatus" required="Y" /> - <field name="QuoteRejectReason" required="N" /> - <field name="QuoteResponseLevel" required="N" /> - <field name="QuoteType" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <group name="NoQuoteSets" required="N"> - <field name="QuoteSetID" required="N" /> - <component name="UnderlyingInstrument" required="N" /> - <field name="TotNoQuoteEntries" required="N" /> - <field name="LastFragment" required="N" /> - <group name="NoQuoteEntries" required="N"> - <field name="QuoteEntryID" required="N" /> - <component name="Instrument" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="BidPx" required="N" /> - <field name="OfferPx" required="N" /> - <field name="BidSize" required="N" /> - <field name="OfferSize" required="N" /> - <field name="ValidUntilTime" required="N" /> - <field name="BidSpotRate" required="N" /> - <field name="OfferSpotRate" required="N" /> - <field name="BidForwardPoints" required="N" /> - <field name="OfferForwardPoints" required="N" /> - <field name="MidPx" required="N" /> - <field name="BidYield" required="N" /> - <field name="MidYield" required="N" /> - <field name="OfferYield" required="N" /> - <field name="TransactTime" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="SettlDate" required="N" /> - <field name="OrdType" required="N" /> - <field name="SettlDate2" required="N" /> - <field name="OrderQty2" required="N" /> - <field name="BidForwardPoints2" required="N" /> - <field name="OfferForwardPoints2" required="N" /> - <field name="Currency" required="N" /> - <field name="QuoteEntryRejectReason" required="N" /> - </group> - </group> +<fix major='5' type='FIX' servicepack='2' minor='0'> + <header /> + <messages> + <message name='Heartbeat' msgtype='0' msgcat='admin'> + <field name='TestReqID' required='N' /> + </message> + <message name='TestRequest' msgtype='1' msgcat='admin'> + <field name='TestReqID' required='Y' /> + </message> + <message name='ResendRequest' msgtype='2' msgcat='admin'> + <field name='BeginSeqNo' required='Y' /> + <field name='EndSeqNo' required='Y' /> + </message> + <message name='Reject' msgtype='3' msgcat='admin'> + <field name='RefSeqNum' required='Y' /> + <field name='RefTagID' required='N' /> + <field name='RefMsgType' required='N' /> + <field name='SessionRejectReason' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='SequenceReset' msgtype='4' msgcat='admin'> + <field name='GapFillFlag' required='N' /> + <field name='NewSeqNo' required='Y' /> + </message> + <message name='Logout' msgtype='5' msgcat='admin'> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='IOI' msgcat='app' msgtype='6'> + <field name='IOIID' required='Y' /> + <field name='IOITransType' required='Y' /> + <field name='IOIRefID' required='N' /> + <component name='Instrument' required='Y' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Side' required='Y' /> + <field name='QtyType' required='N' /> + <component name='OrderQtyData' required='N' /> + <field name='IOIQty' required='Y' /> + <field name='Currency' required='N' /> + <component name='Stipulations' required='N' /> + <component name='InstrmtLegIOIGrp' required='N' /> + <field name='PriceType' required='N' /> + <field name='Price' required='N' /> + <field name='ValidUntilTime' required='N' /> + <field name='IOIQltyInd' required='N' /> + <field name='IOINaturalFlag' required='N' /> + <component name='IOIQualGrp' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='TransactTime' required='N' /> + <field name='URLLink' required='N' /> + <component name='RoutingGrp' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <component name='Parties' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> </message> - <message name="MarketDataRequest" msgtype="V" msgcat="app"> - <field name="MDReqID" required="Y" /> - <field name="SubscriptionRequestType" required="Y" /> - <field name="MarketDepth" required="Y" /> - <field name="MDUpdateType" required="N" /> - <field name="AggregatedBook" required="N" /> - <field name="OpenCloseSettlFlag" required="N" /> - <field name="Scope" required="N" /> - <field name="MDImplicitDelete" required="N" /> - <group name="NoMDEntryTypes" required="Y"> - <field name="MDEntryType" required="Y" /> - </group> - <group name="NoRelatedSym" required="Y"> - <component name="Instrument" required="Y" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - </group> - <group name="NoTradingSessions" required="N"> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <field name="ApplQueueAction" required="N" /> - <field name="ApplQueueMax" required="N" /> + <message name='Advertisement' msgcat='app' msgtype='7'> + <field name='AdvId' required='Y' /> + <field name='AdvTransType' required='Y' /> + <field name='AdvRefID' required='N' /> + <component name='Instrument' required='Y' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='AdvSide' required='Y' /> + <field name='Quantity' required='Y' /> + <field name='QtyType' required='N' /> + <field name='Price' required='N' /> + <field name='Currency' required='N' /> + <field name='TradeDate' required='N' /> + <field name='TransactTime' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='URLLink' required='N' /> + <field name='LastMkt' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> </message> - <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app"> - <field name="MDReqID" required="N" /> - <component name="Instrument" required="Y" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="FinancialStatus" required="N" /> - <field name="CorporateAction" required="N" /> - <field name="NetChgPrevDay" required="N" /> - <group name="NoMDEntries" required="Y"> - <field name="MDEntryType" required="Y" /> - <field name="MDEntryPx" required="N" /> - <field name="Currency" required="N" /> - <field name="MDEntrySize" required="N" /> - <field name="MDEntryDate" required="N" /> - <field name="MDEntryTime" required="N" /> - <field name="TickDirection" required="N" /> - <field name="MDMkt" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="QuoteCondition" required="N" /> - <field name="TradeCondition" required="N" /> - <field name="MDEntryOriginator" required="N" /> - <field name="LocationID" required="N" /> - <field name="DeskID" required="N" /> - <field name="OpenCloseSettlFlag" required="N" /> - <field name="TimeInForce" required="N" /> - <field name="ExpireDate" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="MinQty" required="N" /> - <field name="ExecInst" required="N" /> - <field name="SellerDays" required="N" /> - <field name="OrderID" required="N" /> - <field name="QuoteEntryID" required="N" /> - <field name="MDEntryBuyer" required="N" /> - <field name="MDEntrySeller" required="N" /> - <field name="NumberOfOrders" required="N" /> - <field name="MDEntryPositionNo" required="N" /> - <field name="Scope" required="N" /> - <field name="PriceDelta" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </group> - <field name="ApplQueueDepth" required="N" /> - <field name="ApplQueueResolution" required="N" /> + <message name='ExecutionReport' msgcat='app' msgtype='8'> + <field name='OrderID' required='Y' /> + <field name='SecondaryOrderID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='SecondaryExecID' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='OrigClOrdID' required='N' /> + <field name='ClOrdLinkID' required='N' /> + <field name='QuoteRespID' required='N' /> + <field name='OrdStatusReqID' required='N' /> + <field name='MassStatusReqID' required='N' /> + <field name='TotNumReports' required='N' /> + <field name='LastRptRequested' required='N' /> + <component name='Parties' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <component name='ContraGrp' required='N' /> + <field name='ListID' required='N' /> + <field name='CrossID' required='N' /> + <field name='OrigCrossID' required='N' /> + <field name='CrossType' required='N' /> + <field name='ExecID' required='Y' /> + <field name='ExecRefID' required='N' /> + <field name='ExecType' required='Y' /> + <field name='OrdStatus' required='Y' /> + <field name='WorkingIndicator' required='N' /> + <field name='OrdRejReason' required='N' /> + <field name='ExecRestatementReason' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='DayBookingInst' required='N' /> + <field name='BookingUnit' required='N' /> + <field name='PreallocMethod' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='CashMargin' required='N' /> + <field name='ClearingFeeIndicator' required='N' /> + <component name='Instrument' required='Y' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Side' required='Y' /> + <component name='Stipulations' required='N' /> + <field name='QtyType' required='N' /> + <component name='OrderQtyData' required='N' /> + <field name='OrdType' required='N' /> + <field name='PriceType' required='N' /> + <field name='Price' required='N' /> + <field name='StopPx' required='N' /> + <component name='PegInstructions' required='N' /> + <component name='DiscretionInstructions' required='N' /> + <field name='PeggedPrice' required='N' /> + <field name='DiscretionPrice' required='N' /> + <field name='TargetStrategy' required='N' /> + <field name='TargetStrategyParameters' required='N' /> + <field name='ParticipationRate' required='N' /> + <field name='TargetStrategyPerformance' required='N' /> + <field name='Currency' required='N' /> + <field name='ComplianceID' required='N' /> + <field name='SolicitedFlag' required='N' /> + <field name='TimeInForce' required='N' /> + <field name='EffectiveTime' required='N' /> + <field name='ExpireDate' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='ExecInst' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='OrderRestrictions' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='LastQty' required='N' /> + <field name='UnderlyingLastQty' required='N' /> + <field name='LastPx' required='N' /> + <field name='UnderlyingLastPx' required='N' /> + <field name='LastParPx' required='N' /> + <field name='LastSpotRate' required='N' /> + <field name='LastForwardPoints' required='N' /> + <field name='LastMkt' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='TimeBracket' required='N' /> + <field name='LastCapacity' required='N' /> + <field name='LeavesQty' required='Y' /> + <field name='CumQty' required='Y' /> + <field name='AvgPx' required='N' /> + <field name='DayOrderQty' required='N' /> + <field name='DayCumQty' required='N' /> + <field name='DayAvgPx' required='N' /> + <field name='GTBookingInst' required='N' /> + <field name='TradeDate' required='N' /> + <field name='TransactTime' required='N' /> + <field name='ReportToExch' required='N' /> + <component name='CommissionData' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='GrossTradeAmt' required='N' /> + <field name='NumDaysInterest' required='N' /> + <field name='ExDate' required='N' /> + <field name='AccruedInterestRate' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='InterestAtMaturity' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <field name='TradedFlatSwitch' required='N' /> + <field name='BasisFeatureDate' required='N' /> + <field name='BasisFeaturePrice' required='N' /> + <field name='Concession' required='N' /> + <field name='TotalTakedown' required='N' /> + <field name='NetMoney' required='N' /> + <field name='SettlCurrAmt' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='SettlCurrFxRate' required='N' /> + <field name='SettlCurrFxRateCalc' required='N' /> + <field name='HandlInst' required='N' /> + <field name='MinQty' required='N' /> + <field name='MaxFloor' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='MaxShow' required='N' /> + <field name='BookingType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='SettlDate2' required='N' /> + <field name='OrderQty2' required='N' /> + <field name='LastForwardPoints2' required='N' /> + <field name='MultiLegReportingType' required='N' /> + <field name='CancellationRights' required='N' /> + <field name='MoneyLaunderingStatus' required='N' /> + <field name='RegistID' required='N' /> + <field name='Designation' required='N' /> + <field name='TransBkdTime' required='N' /> + <field name='ExecValuationPoint' required='N' /> + <field name='ExecPriceType' required='N' /> + <field name='ExecPriceAdjustment' required='N' /> + <field name='PriorityIndicator' required='N' /> + <field name='PriceImprovement' required='N' /> + <field name='LastLiquidityInd' required='N' /> + <component name='ContAmtGrp' required='N' /> + <component name='InstrmtLegExecGrp' required='N' /> + <field name='CopyMsgIndicator' required='N' /> + <component name='MiscFeesGrp' required='N' /> + <component name='StrategyParametersGrp' required='N' /> + <field name='HostCrossID' required='N' /> + <field name='ManualOrderIndicator' required='N' /> + <field name='CustDirectedOrder' required='N' /> + <field name='ReceivedDeptID' required='N' /> + <field name='CustOrderHandlingInst' required='N' /> + <field name='OrderHandlingInstSource' required='N' /> + <component name='TrdRegTimestamps' required='N' /> + <field name='AggressorIndicator' required='N' /> + <field name='CalculatedCcyLastQty' required='N' /> + <field name='LastSwapPoints' required='N' /> + <field name='MatchType' required='N' /> + <field name='OrderCategory' required='N' /> + <field name='LotType' required='N' /> + <field name='PriceProtectionScope' required='N' /> + <component name='TriggeringInstruction' required='N' /> + <field name='PeggedRefPrice' required='N' /> + <field name='PreTradeAnonymity' required='N' /> + <field name='MatchIncrement' required='N' /> + <field name='MaxPriceLevels' required='N' /> + <component name='DisplayInstruction' required='N' /> + <field name='Volatility' required='N' /> + <field name='TimeToExpiration' required='N' /> + <field name='RiskFreeRate' required='N' /> + <field name='PriceDelta' required='N' /> + <field name='TrdMatchID' required='N' /> + <field name='AllocID' required='N' /> + <component name='PreAllocGrp' required='N' /> + <field name='TotNoFills' required='N' /> + <field name='LastFragment' required='N' /> + <component name='FillsGrp' required='N' /> + <field name='DividendYield' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <component name='RateSource' required='N' /> </message> - <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app"> - <field name="MDReqID" required="N" /> - <group name="NoMDEntries" required="Y"> - <field name="MDUpdateAction" required="Y" /> - <field name="DeleteReason" required="N" /> - <field name="MDEntryType" required="N" /> - <field name="MDEntryID" required="N" /> - <field name="MDEntryRefID" required="N" /> - <component name="Instrument" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="FinancialStatus" required="N" /> - <field name="CorporateAction" required="N" /> - <field name="MDEntryPx" required="N" /> - <field name="Currency" required="N" /> - <field name="MDEntrySize" required="N" /> - <field name="MDEntryDate" required="N" /> - <field name="MDEntryTime" required="N" /> - <field name="TickDirection" required="N" /> - <field name="MDMkt" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="QuoteCondition" required="N" /> - <field name="TradeCondition" required="N" /> - <field name="MDEntryOriginator" required="N" /> - <field name="LocationID" required="N" /> - <field name="DeskID" required="N" /> - <field name="OpenCloseSettlFlag" required="N" /> - <field name="TimeInForce" required="N" /> - <field name="ExpireDate" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="MinQty" required="N" /> - <field name="ExecInst" required="N" /> - <field name="SellerDays" required="N" /> - <field name="OrderID" required="N" /> - <field name="QuoteEntryID" required="N" /> - <field name="MDEntryBuyer" required="N" /> - <field name="MDEntrySeller" required="N" /> - <field name="NumberOfOrders" required="N" /> - <field name="MDEntryPositionNo" required="N" /> - <field name="Scope" required="N" /> - <field name="PriceDelta" required="N" /> - <field name="NetChgPrevDay" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </group> - <field name="ApplQueueDepth" required="N" /> - <field name="ApplQueueResolution" required="N" /> + <message name='OrderCancelReject' msgcat='app' msgtype='9'> + <field name='OrderID' required='Y' /> + <field name='SecondaryOrderID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ClOrdID' required='Y' /> + <field name='ClOrdLinkID' required='N' /> + <field name='OrigClOrdID' required='N' /> + <field name='OrdStatus' required='Y' /> + <field name='WorkingIndicator' required='N' /> + <field name='OrigOrdModTime' required='N' /> + <field name='ListID' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradeDate' required='N' /> + <field name='TransactTime' required='N' /> + <field name='CxlRejResponseTo' required='Y' /> + <field name='CxlRejReason' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> </message> - <message name="MarketDataRequestReject" msgtype="Y" msgcat="app"> - <field name="MDReqID" required="Y" /> - <field name="MDReqRejReason" required="N" /> - <group name="NoAltMDSource" required="N"> - <field name="AltMDSourceID" required="N" /> - </group> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='Logon' msgtype='A' msgcat='admin'> + <field name='EncryptMethod' required='Y' /> + <field name='HeartBtInt' required='Y' /> + <field name='RawDataLength' required='N' /> + <field name='RawData' required='N' /> + <field name='ResetSeqNumFlag' required='N' /> + <field name='NextExpectedMsgSeqNum' required='N' /> + <field name='MaxMessageSize' required='N' /> + <group name='NoMsgTypes' required='N'> + <field name='RefMsgType' required='N' /> + <field name='MsgDirection' required='N' /> + </group> + <field name='TestMessageIndicator' required='N' /> + <field name='Username' required='N' /> + <field name='Password' required='N' /> + </message> + <message name='News' msgcat='app' msgtype='B'> + <field name='OrigTime' required='N' /> + <field name='Urgency' required='N' /> + <field name='Headline' required='Y' /> + <field name='EncodedHeadlineLen' required='N' /> + <field name='EncodedHeadline' required='N' /> + <component name='RoutingGrp' required='N' /> + <component name='InstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='LinesOfTextGrp' required='Y' /> + <field name='URLLink' required='N' /> + <field name='RawDataLength' required='N' /> + <field name='RawData' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <field name='NewsID' required='N' /> + <component name='NewsRefGrp' required='N' /> + <field name='NewsCategory' required='N' /> + <field name='LanguageCode' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> </message> - <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app"> - <field name="SecurityReqID" required="Y" /> - <field name="SecurityRequestType" required="Y" /> - <component name="Instrument" required="N" /> - <component name="InstrumentExtension" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="Currency" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="ExpirationCycle" required="N" /> - <field name="SubscriptionRequestType" required="N" /> + <message name='Email' msgcat='app' msgtype='C'> + <field name='EmailThreadID' required='Y' /> + <field name='EmailType' required='Y' /> + <field name='OrigTime' required='N' /> + <field name='Subject' required='Y' /> + <field name='EncodedSubjectLen' required='N' /> + <field name='EncodedSubject' required='N' /> + <component name='RoutingGrp' required='N' /> + <component name='InstrmtGrp' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='OrderID' required='N' /> + <field name='ClOrdID' required='N' /> + <component name='LinesOfTextGrp' required='Y' /> + <field name='RawDataLength' required='N' /> + <field name='RawData' required='N' /> </message> - <message name="SecurityDefinition" msgtype="d" msgcat="app"> - <field name="SecurityReqID" required="Y" /> - <field name="SecurityResponseID" required="Y" /> - <field name="SecurityResponseType" required="Y" /> - <component name="Instrument" required="N" /> - <component name="InstrumentExtension" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="Currency" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="ExpirationCycle" required="N" /> - <field name="RoundLot" required="N" /> - <field name="MinTradeVol" required="N" /> + <message name='NewOrderSingle' msgcat='app' msgtype='D'> + <field name='ClOrdID' required='Y' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ClOrdLinkID' required='N' /> + <component name='Parties' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradeDate' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='DayBookingInst' required='N' /> + <field name='BookingUnit' required='N' /> + <field name='PreallocMethod' required='N' /> + <field name='AllocID' required='N' /> + <component name='PreAllocGrp' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='CashMargin' required='N' /> + <field name='ClearingFeeIndicator' required='N' /> + <field name='HandlInst' required='N' /> + <field name='ExecInst' required='N' /> + <field name='MinQty' required='N' /> + <field name='MaxFloor' required='N' /> + <field name='ExDestination' required='N' /> + <component name='TrdgSesGrp' required='N' /> + <field name='ProcessCode' required='N' /> + <component name='Instrument' required='Y' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='PrevClosePx' required='N' /> + <field name='Side' required='Y' /> + <field name='LocateReqd' required='N' /> + <field name='TransactTime' required='Y' /> + <component name='Stipulations' required='N' /> + <field name='QtyType' required='N' /> + <component name='OrderQtyData' required='Y' /> + <field name='OrdType' required='Y' /> + <field name='PriceType' required='N' /> + <field name='Price' required='N' /> + <field name='StopPx' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='Currency' required='N' /> + <field name='ComplianceID' required='N' /> + <field name='SolicitedFlag' required='N' /> + <field name='IOIID' required='N' /> + <field name='QuoteID' required='N' /> + <field name='TimeInForce' required='N' /> + <field name='EffectiveTime' required='N' /> + <field name='ExpireDate' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='GTBookingInst' required='N' /> + <component name='CommissionData' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='OrderRestrictions' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='ForexReq' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='BookingType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='SettlDate2' required='N' /> + <field name='OrderQty2' required='N' /> + <field name='Price2' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='CoveredOrUncovered' required='N' /> + <field name='MaxShow' required='N' /> + <component name='PegInstructions' required='N' /> + <component name='DiscretionInstructions' required='N' /> + <field name='TargetStrategy' required='N' /> + <field name='TargetStrategyParameters' required='N' /> + <field name='ParticipationRate' required='N' /> + <field name='CancellationRights' required='N' /> + <field name='MoneyLaunderingStatus' required='N' /> + <field name='RegistID' required='N' /> + <field name='Designation' required='N' /> + <component name='StrategyParametersGrp' required='N' /> + <field name='ManualOrderIndicator' required='N' /> + <field name='CustDirectedOrder' required='N' /> + <field name='ReceivedDeptID' required='N' /> + <field name='CustOrderHandlingInst' required='N' /> + <field name='OrderHandlingInstSource' required='N' /> + <component name='TrdRegTimestamps' required='N' /> + <field name='MatchIncrement' required='N' /> + <field name='MaxPriceLevels' required='N' /> + <component name='DisplayInstruction' required='N' /> + <field name='PriceProtectionScope' required='N' /> + <component name='TriggeringInstruction' required='N' /> + <field name='PreTradeAnonymity' required='N' /> + <field name='RefOrderID' required='N' /> + <field name='RefOrderIDSource' required='N' /> + <field name='ExDestinationIDSource' required='N' /> </message> - <message name="SecurityTypeRequest" msgtype="v" msgcat="app"> - <field name="SecurityReqID" required="Y" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="Product" required="N" /> - <field name="SecurityType" required="N" /> - <field name="SecuritySubType" required="N" /> + <message name='NewOrderList' msgcat='app' msgtype='E'> + <field name='ListID' required='Y' /> + <field name='BidID' required='N' /> + <field name='ClientBidID' required='N' /> + <field name='ProgRptReqs' required='N' /> + <field name='BidType' required='Y' /> + <field name='ProgPeriodInterval' required='N' /> + <field name='CancellationRights' required='N' /> + <field name='MoneyLaunderingStatus' required='N' /> + <field name='RegistID' required='N' /> + <field name='ListExecInstType' required='N' /> + <field name='ListExecInst' required='N' /> + <field name='EncodedListExecInstLen' required='N' /> + <field name='EncodedListExecInst' required='N' /> + <field name='AllowableOneSidednessPct' required='N' /> + <field name='AllowableOneSidednessValue' required='N' /> + <field name='AllowableOneSidednessCurr' required='N' /> + <field name='TotNoOrders' required='Y' /> + <field name='LastFragment' required='N' /> + <component name='ListOrdGrp' required='Y' /> + <component name='RootParties' required='N' /> + <field name='ContingencyType' required='N' /> </message> - <message name="SecurityTypes" msgtype="w" msgcat="app"> - <field name="SecurityReqID" required="Y" /> - <field name="SecurityResponseID" required="Y" /> - <field name="SecurityResponseType" required="Y" /> - <field name="TotNoSecurityTypes" required="N" /> - <field name="LastFragment" required="N" /> - <group name="NoSecurityTypes" required="N"> - <field name="SecurityType" required="N" /> - <field name="SecuritySubType" required="N" /> - <field name="Product" required="N" /> - <field name="CFICode" required="N" /> - </group> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="SubscriptionRequestType" required="N" /> + <message name='OrderCancelRequest' msgcat='app' msgtype='F'> + <field name='OrigClOrdID' required='N' /> + <field name='OrderID' required='N' /> + <field name='ClOrdID' required='Y' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ClOrdLinkID' required='N' /> + <field name='ListID' required='N' /> + <field name='OrigOrdModTime' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <component name='Parties' required='N' /> + <component name='Instrument' required='Y' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Side' required='Y' /> + <field name='TransactTime' required='Y' /> + <component name='OrderQtyData' required='Y' /> + <field name='ComplianceID' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> </message> - <message name="SecurityListRequest" msgtype="x" msgcat="app"> - <field name="SecurityReqID" required="Y" /> - <field name="SecurityListRequestType" required="Y" /> - <component name="Instrument" required="N" /> - <component name="InstrumentExtension" required="N" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="Currency" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="SubscriptionRequestType" required="N" /> + <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'> + <field name='OrderID' required='N' /> + <component name='Parties' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradeDate' required='N' /> + <field name='OrigClOrdID' required='N' /> + <field name='ClOrdID' required='Y' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ClOrdLinkID' required='N' /> + <field name='ListID' required='N' /> + <field name='OrigOrdModTime' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='DayBookingInst' required='N' /> + <field name='BookingUnit' required='N' /> + <field name='PreallocMethod' required='N' /> + <field name='AllocID' required='N' /> + <component name='PreAllocGrp' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='CashMargin' required='N' /> + <field name='ClearingFeeIndicator' required='N' /> + <field name='HandlInst' required='N' /> + <field name='ExecInst' required='N' /> + <field name='MinQty' required='N' /> + <field name='MaxFloor' required='N' /> + <field name='ExDestination' required='N' /> + <component name='TrdgSesGrp' required='N' /> + <component name='Instrument' required='Y' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Side' required='Y' /> + <field name='TransactTime' required='Y' /> + <field name='QtyType' required='N' /> + <component name='OrderQtyData' required='Y' /> + <field name='OrdType' required='Y' /> + <field name='PriceType' required='N' /> + <field name='Price' required='N' /> + <field name='StopPx' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <component name='PegInstructions' required='N' /> + <component name='DiscretionInstructions' required='N' /> + <field name='TargetStrategy' required='N' /> + <field name='TargetStrategyParameters' required='N' /> + <field name='ParticipationRate' required='N' /> + <field name='ComplianceID' required='N' /> + <field name='SolicitedFlag' required='N' /> + <field name='Currency' required='N' /> + <field name='TimeInForce' required='N' /> + <field name='EffectiveTime' required='N' /> + <field name='ExpireDate' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='GTBookingInst' required='N' /> + <component name='CommissionData' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='OrderRestrictions' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='ForexReq' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='BookingType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='SettlDate2' required='N' /> + <field name='OrderQty2' required='N' /> + <field name='Price2' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='CoveredOrUncovered' required='N' /> + <field name='MaxShow' required='N' /> + <field name='LocateReqd' required='N' /> + <field name='CancellationRights' required='N' /> + <field name='MoneyLaunderingStatus' required='N' /> + <field name='RegistID' required='N' /> + <field name='Designation' required='N' /> + <component name='StrategyParametersGrp' required='N' /> + <field name='ManualOrderIndicator' required='N' /> + <field name='CustDirectedOrder' required='N' /> + <field name='ReceivedDeptID' required='N' /> + <field name='CustOrderHandlingInst' required='N' /> + <field name='OrderHandlingInstSource' required='N' /> + <component name='TrdRegTimestamps' required='N' /> + <field name='MatchIncrement' required='N' /> + <field name='MaxPriceLevels' required='N' /> + <component name='DisplayInstruction' required='N' /> + <field name='PriceProtectionScope' required='N' /> + <component name='TriggeringInstruction' required='N' /> + <field name='PreTradeAnonymity' required='N' /> + <field name='ExDestinationIDSource' required='N' /> </message> - <message name="SecurityList" msgtype="y" msgcat="app"> - <field name="SecurityReqID" required="Y" /> - <field name="SecurityResponseID" required="Y" /> - <field name="SecurityRequestResult" required="Y" /> - <field name="TotNoRelatedSym" required="N" /> - <field name="LastFragment" required="N" /> - <group name="NoRelatedSym" required="N"> - <component name="Instrument" required="N" /> - <component name="InstrumentExtension" required="N" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="Currency" required="N" /> - <component name="Stipulations" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - <field name="LegSwapType" required="N" /> - <field name="LegSettlType" required="N" /> - <component name="LegStipulations" required="N" /> - <component name="LegBenchmarkCurveData" required="N" /> - </group> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="YieldData" required="N" /> - <field name="RoundLot" required="N" /> - <field name="MinTradeVol" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="ExpirationCycle" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </group> + <message name='OrderStatusRequest' msgcat='app' msgtype='H'> + <field name='OrderID' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ClOrdLinkID' required='N' /> + <component name='Parties' required='N' /> + <field name='OrdStatusReqID' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <component name='Instrument' required='Y' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Side' required='Y' /> </message> - <message name="DerivativeSecurityListRequest" msgtype="z" msgcat="app"> - <field name="SecurityReqID" required="Y" /> - <field name="SecurityListRequestType" required="Y" /> - <component name="UnderlyingInstrument" required="N" /> - <field name="SecuritySubType" required="N" /> - <field name="Currency" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="SubscriptionRequestType" required="N" /> + <message name='AllocationInstruction' msgcat='app' msgtype='J'> + <field name='AllocID' required='Y' /> + <field name='AllocTransType' required='Y' /> + <field name='AllocType' required='Y' /> + <field name='SecondaryAllocID' required='N' /> + <field name='RefAllocID' required='N' /> + <field name='AllocCancReplaceReason' required='N' /> + <field name='AllocIntermedReqType' required='N' /> + <field name='AllocLinkID' required='N' /> + <field name='AllocLinkType' required='N' /> + <field name='BookingRefID' required='N' /> + <field name='AllocNoOrdersType' required='N' /> + <component name='OrdAllocGrp' required='N' /> + <component name='ExecAllocGrp' required='N' /> + <field name='PreviouslyReported' required='N' /> + <field name='ReversalIndicator' required='N' /> + <field name='MatchType' required='N' /> + <field name='Side' required='Y' /> + <component name='Instrument' required='Y' /> + <component name='InstrumentExtension' required='N' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='Quantity' required='Y' /> + <field name='QtyType' required='N' /> + <field name='LastMkt' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='PriceType' required='N' /> + <field name='AvgPx' required='N' /> + <field name='AvgParPx' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <field name='Currency' required='N' /> + <field name='AvgPxPrecision' required='N' /> + <component name='Parties' required='N' /> + <field name='TradeDate' required='Y' /> + <field name='TransactTime' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='BookingType' required='N' /> + <field name='GrossTradeAmt' required='N' /> + <field name='Concession' required='N' /> + <field name='TotalTakedown' required='N' /> + <field name='NetMoney' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='AutoAcceptIndicator' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='NumDaysInterest' required='N' /> + <field name='AccruedInterestRate' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='TotalAccruedInterestAmt' required='N' /> + <field name='InterestAtMaturity' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <field name='LegalConfirm' required='N' /> + <component name='Stipulations' required='N' /> + <component name='YieldData' required='N' /> + <field name='TotNoAllocs' required='N' /> + <field name='LastFragment' required='N' /> + <component name='AllocGrp' required='N' /> + <component name='PositionAmountData' required='N' /> + <field name='AvgPxIndicator' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='TrdType' required='N' /> + <field name='TrdSubType' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='TradeInputSource' required='N' /> + <field name='MultiLegReportingType' required='N' /> + <field name='MessageEventSource' required='N' /> + <field name='RndPx' required='N' /> + <component name='RateSource' required='N' /> </message> - <message name="DerivativeSecurityList" msgtype="AA" msgcat="app"> - <field name="SecurityReqID" required="Y" /> - <field name="SecurityResponseID" required="Y" /> - <field name="SecurityRequestResult" required="Y" /> - <component name="UnderlyingInstrument" required="N" /> - <field name="TotNoRelatedSym" required="N" /> - <field name="LastFragment" required="N" /> - <group name="NoRelatedSym" required="N"> - <component name="Instrument" required="N" /> - <field name="Currency" required="N" /> - <field name="ExpirationCycle" required="N" /> - <component name="InstrumentExtension" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </group> + <message name='ListCancelRequest' msgcat='app' msgtype='K'> + <field name='ListID' required='Y' /> + <field name='TransactTime' required='Y' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradeDate' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='Parties' required='N' /> </message> - <message name="SecurityStatusRequest" msgtype="e" msgcat="app"> - <field name="SecurityStatusReqID" required="Y" /> - <component name="Instrument" required="Y" /> - <component name="InstrumentExtension" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="Currency" required="N" /> - <field name="SubscriptionRequestType" required="Y" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> + <message name='ListExecute' msgcat='app' msgtype='L'> + <field name='ListID' required='Y' /> + <field name='ClientBidID' required='N' /> + <field name='BidID' required='N' /> + <field name='TransactTime' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> </message> - <message name="SecurityStatus" msgtype="f" msgcat="app"> - <field name="SecurityStatusReqID" required="N" /> - <component name="Instrument" required="Y" /> - <component name="InstrumentExtension" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="Currency" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="UnsolicitedIndicator" required="N" /> - <field name="SecurityTradingStatus" required="N" /> - <field name="FinancialStatus" required="N" /> - <field name="CorporateAction" required="N" /> - <field name="HaltReason" required="N" /> - <field name="InViewOfCommon" required="N" /> - <field name="DueToRelated" required="N" /> - <field name="BuyVolume" required="N" /> - <field name="SellVolume" required="N" /> - <field name="HighPx" required="N" /> - <field name="LowPx" required="N" /> - <field name="LastPx" required="N" /> - <field name="TransactTime" required="N" /> - <field name="Adjustment" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='ListStatusRequest' msgcat='app' msgtype='M'> + <field name='ListID' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> </message> - <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app"> - <field name="TradSesReqID" required="Y" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="TradSesMethod" required="N" /> - <field name="TradSesMode" required="N" /> - <field name="SubscriptionRequestType" required="Y" /> + <message name='ListStatus' msgcat='app' msgtype='N'> + <field name='ListID' required='Y' /> + <field name='ListStatusType' required='Y' /> + <field name='NoRpts' required='Y' /> + <field name='ListOrderStatus' required='Y' /> + <field name='RptSeq' required='Y' /> + <field name='ListStatusText' required='N' /> + <field name='EncodedListStatusTextLen' required='N' /> + <field name='EncodedListStatusText' required='N' /> + <field name='TransactTime' required='N' /> + <field name='TotNoOrders' required='Y' /> + <field name='LastFragment' required='N' /> + <component name='OrdListStatGrp' required='Y' /> + <field name='ContingencyType' required='N' /> + <field name='ListRejectReason' required='N' /> </message> - <message name="TradingSessionStatus" msgtype="h" msgcat="app"> - <field name="TradSesReqID" required="N" /> - <field name="TradingSessionID" required="Y" /> - <field name="TradingSessionSubID" required="N" /> - <field name="TradSesMethod" required="N" /> - <field name="TradSesMode" required="N" /> - <field name="UnsolicitedIndicator" required="N" /> - <field name="TradSesStatus" required="Y" /> - <field name="TradSesStatusRejReason" required="N" /> - <field name="TradSesStartTime" required="N" /> - <field name="TradSesOpenTime" required="N" /> - <field name="TradSesPreCloseTime" required="N" /> - <field name="TradSesCloseTime" required="N" /> - <field name="TradSesEndTime" required="N" /> - <field name="TotalVolumeTraded" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='AllocationInstructionAck' msgcat='app' msgtype='P'> + <field name='AllocID' required='Y' /> + <component name='Parties' required='N' /> + <field name='SecondaryAllocID' required='N' /> + <field name='TradeDate' required='N' /> + <field name='TransactTime' required='N' /> + <field name='AllocStatus' required='Y' /> + <field name='AllocRejCode' required='N' /> + <field name='AllocType' required='N' /> + <field name='AllocIntermedReqType' required='N' /> + <field name='MatchStatus' required='N' /> + <field name='Product' required='N' /> + <field name='SecurityType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='AllocAckGrp' required='N' /> </message> - <message name="NewOrderSingle" msgtype="D" msgcat="app"> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ClOrdLinkID" required="N" /> - <component name="Parties" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradeDate" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="DayBookingInst" required="N" /> - <field name="BookingUnit" required="N" /> - <field name="PreallocMethod" required="N" /> - <field name="AllocID" required="N" /> - <group name="NoAllocs" required="N"> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocSettlCurrency" required="N" /> - <field name="IndividualAllocID" required="N" /> - <component name="NestedParties" required="N" /> - <field name="AllocQty" required="N" /> - </group> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="CashMargin" required="N" /> - <field name="ClearingFeeIndicator" required="N" /> - <field name="HandlInst" required="N" /> - <field name="ExecInst" required="N" /> - <field name="MinQty" required="N" /> - <field name="MaxFloor" required="N" /> - <field name="ExDestination" required="N" /> - <group name="NoTradingSessions" required="N"> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <field name="ProcessCode" required="N" /> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="PrevClosePx" required="N" /> - <field name="Side" required="Y" /> - <field name="LocateReqd" required="N" /> - <field name="TransactTime" required="Y" /> - <component name="Stipulations" required="N" /> - <field name="QtyType" required="N" /> - <component name="OrderQtyData" required="Y" /> - <field name="OrdType" required="Y" /> - <field name="PriceType" required="N" /> - <field name="Price" required="N" /> - <field name="StopPx" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="YieldData" required="N" /> - <field name="Currency" required="N" /> - <field name="ComplianceID" required="N" /> - <field name="SolicitedFlag" required="N" /> - <field name="IOIid" required="N" /> - <field name="QuoteID" required="N" /> - <field name="TimeInForce" required="N" /> - <field name="EffectiveTime" required="N" /> - <field name="ExpireDate" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="GTBookingInst" required="N" /> - <component name="CommissionData" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="OrderRestrictions" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="ForexReq" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="BookingType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="SettlDate2" required="N" /> - <field name="OrderQty2" required="N" /> - <field name="Price2" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="CoveredOrUncovered" required="N" /> - <field name="MaxShow" required="N" /> - <component name="PegInstructions" required="N" /> - <component name="DiscretionInstructions" required="N" /> - <field name="TargetStrategy" required="N" /> - <field name="TargetStrategyParameters" required="N" /> - <field name="ParticipationRate" required="N" /> - <field name="CancellationRights" required="N" /> - <field name="MoneyLaunderingStatus" required="N" /> - <field name="RegistID" required="N" /> - <field name="Designation" required="N" /> + <message name='DontKnowTrade' msgcat='app' msgtype='Q'> + <field name='OrderID' required='Y' /> + <field name='SecondaryOrderID' required='N' /> + <field name='ExecID' required='Y' /> + <field name='DKReason' required='Y' /> + <component name='Instrument' required='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='Side' required='Y' /> + <component name='OrderQtyData' required='Y' /> + <field name='LastQty' required='N' /> + <field name='LastPx' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> </message> - <message name="ExecutionReport" msgtype="8" msgcat="app"> - <field name="OrderID" required="Y" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="SecondaryExecID" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="OrigClOrdID" required="N" /> - <field name="ClOrdLinkID" required="N" /> - <field name="QuoteRespID" required="N" /> - <field name="OrdStatusReqID" required="N" /> - <field name="MassStatusReqID" required="N" /> - <field name="TotNumReports" required="N" /> - <field name="LastRptRequested" required="N" /> - <component name="Parties" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <group name="NoContraBrokers" required="N"> - <field name="ContraBroker" required="N" /> - <field name="ContraTrader" required="N" /> - <field name="ContraTradeQty" required="N" /> - <field name="ContraTradeTime" required="N" /> - <field name="ContraLegRefID" required="N" /> - </group> - <field name="ListID" required="N" /> - <field name="CrossID" required="N" /> - <field name="OrigCrossID" required="N" /> - <field name="CrossType" required="N" /> - <field name="ExecID" required="Y" /> - <field name="ExecRefID" required="N" /> - <field name="ExecType" required="Y" /> - <field name="OrdStatus" required="Y" /> - <field name="WorkingIndicator" required="N" /> - <field name="OrdRejReason" required="N" /> - <field name="ExecRestatementReason" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="DayBookingInst" required="N" /> - <field name="BookingUnit" required="N" /> - <field name="PreallocMethod" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="CashMargin" required="N" /> - <field name="ClearingFeeIndicator" required="N" /> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="Side" required="Y" /> - <component name="Stipulations" required="N" /> - <field name="QtyType" required="N" /> - <component name="OrderQtyData" required="N" /> - <field name="OrdType" required="N" /> - <field name="PriceType" required="N" /> - <field name="Price" required="N" /> - <field name="StopPx" required="N" /> - <component name="PegInstructions" required="N" /> - <component name="DiscretionInstructions" required="N" /> - <field name="PeggedPrice" required="N" /> - <field name="DiscretionPrice" required="N" /> - <field name="TargetStrategy" required="N" /> - <field name="TargetStrategyParameters" required="N" /> - <field name="ParticipationRate" required="N" /> - <field name="TargetStrategyPerformance" required="N" /> - <field name="Currency" required="N" /> - <field name="ComplianceID" required="N" /> - <field name="SolicitedFlag" required="N" /> - <field name="TimeInForce" required="N" /> - <field name="EffectiveTime" required="N" /> - <field name="ExpireDate" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="ExecInst" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="OrderRestrictions" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="LastQty" required="N" /> - <field name="UnderlyingLastQty" required="N" /> - <field name="LastPx" required="N" /> - <field name="UnderlyingLastPx" required="N" /> - <field name="LastParPx" required="N" /> - <field name="LastSpotRate" required="N" /> - <field name="LastForwardPoints" required="N" /> - <field name="LastMkt" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="TimeBracket" required="N" /> - <field name="LastCapacity" required="N" /> - <field name="LeavesQty" required="Y" /> - <field name="CumQty" required="Y" /> - <field name="AvgPx" required="Y" /> - <field name="DayOrderQty" required="N" /> - <field name="DayCumQty" required="N" /> - <field name="DayAvgPx" required="N" /> - <field name="GTBookingInst" required="N" /> - <field name="TradeDate" required="N" /> - <field name="TransactTime" required="N" /> - <field name="ReportToExch" required="N" /> - <component name="CommissionData" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="YieldData" required="N" /> - <field name="GrossTradeAmt" required="N" /> - <field name="NumDaysInterest" required="N" /> - <field name="ExDate" required="N" /> - <field name="AccruedInterestRate" required="N" /> - <field name="AccruedInterestAmt" required="N" /> - <field name="InterestAtMaturity" required="N" /> - <field name="EndAccruedInterestAmt" required="N" /> - <field name="StartCash" required="N" /> - <field name="EndCash" required="N" /> - <field name="TradedFlatSwitch" required="N" /> - <field name="BasisFeatureDate" required="N" /> - <field name="BasisFeaturePrice" required="N" /> - <field name="Concession" required="N" /> - <field name="TotalTakedown" required="N" /> - <field name="NetMoney" required="N" /> - <field name="SettlCurrAmt" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="SettlCurrFxRate" required="N" /> - <field name="SettlCurrFxRateCalc" required="N" /> - <field name="HandlInst" required="N" /> - <field name="MinQty" required="N" /> - <field name="MaxFloor" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="MaxShow" required="N" /> - <field name="BookingType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="SettlDate2" required="N" /> - <field name="OrderQty2" required="N" /> - <field name="LastForwardPoints2" required="N" /> - <field name="MultiLegReportingType" required="N" /> - <field name="CancellationRights" required="N" /> - <field name="MoneyLaunderingStatus" required="N" /> - <field name="RegistID" required="N" /> - <field name="Designation" required="N" /> - <field name="TransBkdTime" required="N" /> - <field name="ExecValuationPoint" required="N" /> - <field name="ExecPriceType" required="N" /> - <field name="ExecPriceAdjustment" required="N" /> - <field name="PriorityIndicator" required="N" /> - <field name="PriceImprovement" required="N" /> - <field name="LastLiquidityInd" required="N" /> - <group name="NoContAmts" required="N"> - <field name="ContAmtType" required="N" /> - <field name="ContAmtValue" required="N" /> - <field name="ContAmtCurr" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - <field name="LegQty" required="N" /> - <field name="LegSwapType" required="N" /> - <component name="LegStipulations" required="N" /> - <field name="LegPositionEffect" required="N" /> - <field name="LegCoveredOrUncovered" required="N" /> - <component name="NestedParties" required="N" /> - <field name="LegRefID" required="N" /> - <field name="LegPrice" required="N" /> - <field name="LegSettlType" required="N" /> - <field name="LegSettlDate" required="N" /> - <field name="LegLastPx" required="N" /> - </group> - <field name="CopyMsgIndicator" required="N" /> - <group name="NoMiscFees" required="N"> - <field name="MiscFeeAmt" required="N" /> - <field name="MiscFeeCurr" required="N" /> - <field name="MiscFeeType" required="N" /> - <field name="MiscFeeBasis" required="N" /> - </group> + <message name='QuoteRequest' msgcat='app' msgtype='R'> + <field name='QuoteReqID' required='Y' /> + <field name='RFQReqID' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='OrderCapacity' required='N' /> + <component name='QuotReqGrp' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='RootParties' required='N' /> + <field name='PrivateQuote' required='N' /> + <field name='RespondentType' required='N' /> + <field name='PreTradeAnonymity' required='N' /> + <field name='BookingType' required='N' /> + <field name='OrderRestrictions' required='N' /> </message> - <message name="DontKnowTrade" msgtype="Q" msgcat="app"> - <field name="OrderID" required="Y" /> - <field name="SecondaryOrderID" required="N" /> - <field name="ExecID" required="Y" /> - <field name="DKReason" required="Y" /> - <component name="Instrument" required="Y" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="Side" required="Y" /> - <component name="OrderQtyData" required="Y" /> - <field name="LastQty" required="N" /> - <field name="LastPx" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='Quote' msgcat='app' msgtype='S'> + <field name='QuoteReqID' required='N' /> + <field name='QuoteID' required='Y' /> + <field name='QuoteRespID' required='N' /> + <field name='QuoteType' required='N' /> + <component name='QuotQualGrp' required='N' /> + <field name='QuoteResponseLevel' required='N' /> + <component name='Parties' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <component name='Instrument' required='Y' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Side' required='N' /> + <component name='OrderQtyData' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='SettlDate2' required='N' /> + <field name='OrderQty2' required='N' /> + <field name='Currency' required='N' /> + <component name='Stipulations' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <component name='LegQuotGrp' required='N' /> + <field name='BidPx' required='N' /> + <field name='OfferPx' required='N' /> + <field name='MktBidPx' required='N' /> + <field name='MktOfferPx' required='N' /> + <field name='MinBidSize' required='N' /> + <field name='BidSize' required='N' /> + <field name='MinOfferSize' required='N' /> + <field name='OfferSize' required='N' /> + <field name='ValidUntilTime' required='N' /> + <field name='BidSpotRate' required='N' /> + <field name='OfferSpotRate' required='N' /> + <field name='BidForwardPoints' required='N' /> + <field name='OfferForwardPoints' required='N' /> + <field name='MidPx' required='N' /> + <field name='BidYield' required='N' /> + <field name='MidYield' required='N' /> + <field name='OfferYield' required='N' /> + <field name='TransactTime' required='N' /> + <field name='OrdType' required='N' /> + <field name='BidForwardPoints2' required='N' /> + <field name='OfferForwardPoints2' required='N' /> + <field name='SettlCurrBidFxRate' required='N' /> + <field name='SettlCurrOfferFxRate' required='N' /> + <field name='SettlCurrFxRateCalc' required='N' /> + <field name='CommType' required='N' /> + <field name='Commission' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='ExDestination' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='PriceType' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='BidSwapPoints' required='N' /> + <field name='OfferSwapPoints' required='N' /> + <field name='ExDestinationIDSource' required='N' /> + <field name='QuoteMsgID' required='N' /> + <field name='PrivateQuote' required='N' /> + <field name='MinQty' required='N' /> + <field name='BookingType' required='N' /> + <field name='OrderRestrictions' required='N' /> + <field name='SettlCurrency' required='N' /> + <component name='RateSource' required='N' /> </message> - <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app"> - <field name="OrderID" required="N" /> - <component name="Parties" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradeDate" required="N" /> - <field name="OrigClOrdID" required="Y" /> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ClOrdLinkID" required="N" /> - <field name="ListID" required="N" /> - <field name="OrigOrdModTime" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="DayBookingInst" required="N" /> - <field name="BookingUnit" required="N" /> - <field name="PreallocMethod" required="N" /> - <field name="AllocID" required="N" /> - <group name="NoAllocs" required="N"> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocSettlCurrency" required="N" /> - <field name="IndividualAllocID" required="N" /> - <component name="NestedParties" required="N" /> - <field name="AllocQty" required="N" /> - </group> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="CashMargin" required="N" /> - <field name="ClearingFeeIndicator" required="N" /> - <field name="HandlInst" required="N" /> - <field name="ExecInst" required="N" /> - <field name="MinQty" required="N" /> - <field name="MaxFloor" required="N" /> - <field name="ExDestination" required="N" /> - <group name="NoTradingSessions" required="N"> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="Side" required="Y" /> - <field name="TransactTime" required="Y" /> - <field name="QtyType" required="N" /> - <component name="OrderQtyData" required="Y" /> - <field name="OrdType" required="Y" /> - <field name="PriceType" required="N" /> - <field name="Price" required="N" /> - <field name="StopPx" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="YieldData" required="N" /> - <component name="PegInstructions" required="N" /> - <component name="DiscretionInstructions" required="N" /> - <field name="TargetStrategy" required="N" /> - <field name="TargetStrategyParameters" required="N" /> - <field name="ParticipationRate" required="N" /> - <field name="ComplianceID" required="N" /> - <field name="SolicitedFlag" required="N" /> - <field name="Currency" required="N" /> - <field name="TimeInForce" required="N" /> - <field name="EffectiveTime" required="N" /> - <field name="ExpireDate" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="GTBookingInst" required="N" /> - <component name="CommissionData" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="OrderRestrictions" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="ForexReq" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="BookingType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="SettlDate2" required="N" /> - <field name="OrderQty2" required="N" /> - <field name="Price2" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="CoveredOrUncovered" required="N" /> - <field name="MaxShow" required="N" /> - <field name="LocateReqd" required="N" /> - <field name="CancellationRights" required="N" /> - <field name="MoneyLaunderingStatus" required="N" /> - <field name="RegistID" required="N" /> - <field name="Designation" required="N" /> + <message name='SettlementInstructions' msgcat='app' msgtype='T'> + <field name='SettlInstMsgID' required='Y' /> + <field name='SettlInstReqID' required='N' /> + <field name='SettlInstMode' required='Y' /> + <field name='SettlInstReqRejCode' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='TransactTime' required='Y' /> + <component name='SettlInstGrp' required='N' /> </message> - <message name="OrderCancelRequest" msgtype="F" msgcat="app"> - <field name="OrigClOrdID" required="Y" /> - <field name="OrderID" required="N" /> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ClOrdLinkID" required="N" /> - <field name="ListID" required="N" /> - <field name="OrigOrdModTime" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <component name="Parties" required="N" /> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="Side" required="Y" /> - <field name="TransactTime" required="Y" /> - <component name="OrderQtyData" required="Y" /> - <field name="ComplianceID" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='MarketDataRequest' msgcat='app' msgtype='V'> + <field name='MDReqID' required='Y' /> + <field name='SubscriptionRequestType' required='Y' /> + <field name='MarketDepth' required='Y' /> + <field name='MDUpdateType' required='N' /> + <field name='AggregatedBook' required='N' /> + <field name='OpenCloseSettlFlag' required='N' /> + <field name='Scope' required='N' /> + <field name='MDImplicitDelete' required='N' /> + <component name='MDReqGrp' required='Y' /> + <component name='InstrmtMDReqGrp' required='Y' /> + <component name='TrdgSesGrp' required='N' /> + <field name='ApplQueueAction' required='N' /> + <field name='ApplQueueMax' required='N' /> + <field name='MDQuoteType' required='N' /> + <component name='Parties' required='N' /> </message> - <message name="OrderCancelReject" msgtype="9" msgcat="app"> - <field name="OrderID" required="Y" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ClOrdID" required="Y" /> - <field name="ClOrdLinkID" required="N" /> - <field name="OrigClOrdID" required="Y" /> - <field name="OrdStatus" required="Y" /> - <field name="WorkingIndicator" required="N" /> - <field name="OrigOrdModTime" required="N" /> - <field name="ListID" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradeDate" required="N" /> - <field name="TransactTime" required="N" /> - <field name="CxlRejResponseTo" required="Y" /> - <field name="CxlRejReason" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'> + <field name='MDReqID' required='N' /> + <component name='Instrument' required='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='FinancialStatus' required='N' /> + <field name='CorporateAction' required='N' /> + <field name='NetChgPrevDay' required='N' /> + <component name='MDFullGrp' required='Y' /> + <field name='ApplQueueDepth' required='N' /> + <field name='ApplQueueResolution' required='N' /> + <field name='MDReportID' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='MDBookType' required='N' /> + <field name='MDFeedType' required='N' /> + <field name='TradeDate' required='N' /> + <component name='RoutingGrp' required='N' /> + <field name='MDSubBookType' required='N' /> + <field name='MarketDepth' required='N' /> + <field name='TotNumReports' required='N' /> + <field name='RefreshIndicator' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <field name='MDStreamID' required='N' /> </message> - <message name="OrderStatusRequest" msgtype="H" msgcat="app"> - <field name="OrderID" required="N" /> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ClOrdLinkID" required="N" /> - <component name="Parties" required="N" /> - <field name="OrdStatusReqID" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="Side" required="Y" /> + <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'> + <field name='MDReqID' required='N' /> + <component name='MDIncGrp' required='Y' /> + <field name='ApplQueueDepth' required='N' /> + <field name='ApplQueueResolution' required='N' /> + <field name='MDBookType' required='N' /> + <field name='MDFeedType' required='N' /> + <field name='TradeDate' required='N' /> + <component name='RoutingGrp' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> </message> - <message name="OrderMassCancelRequest" msgtype="q" msgcat="app"> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="MassCancelRequestType" required="Y" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <component name="Instrument" required="N" /> - <component name="UnderlyingInstrument" required="N" /> - <field name="Side" required="N" /> - <field name="TransactTime" required="Y" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'> + <field name='MDReqID' required='Y' /> + <field name='MDReqRejReason' required='N' /> + <component name='MDRjctGrp' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='Parties' required='N' /> </message> - <message name="OrderMassCancelReport" msgtype="r" msgcat="app"> - <field name="ClOrdID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="OrderID" required="Y" /> - <field name="SecondaryOrderID" required="N" /> - <field name="MassCancelRequestType" required="Y" /> - <field name="MassCancelResponse" required="Y" /> - <field name="MassCancelRejectReason" required="N" /> - <field name="TotalAffectedOrders" required="N" /> - <group name="NoAffectedOrders" required="N"> - <field name="OrigClOrdID" required="N" /> - <field name="AffectedOrderID" required="N" /> - <field name="AffectedSecondaryOrderID" required="N" /> - </group> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <component name="Instrument" required="N" /> - <component name="UnderlyingInstrument" required="N" /> - <field name="Side" required="N" /> - <field name="TransactTime" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='QuoteCancel' msgcat='app' msgtype='Z'> + <field name='QuoteReqID' required='N' /> + <field name='QuoteID' required='N' /> + <field name='QuoteCancelType' required='Y' /> + <field name='QuoteResponseLevel' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <component name='QuotCxlEntriesGrp' required='N' /> + <field name='QuoteMsgID' required='N' /> + <field name='QuoteType' required='N' /> + <component name='TargetParties' required='N' /> </message> - <message name="OrderMassStatusRequest" msgtype="AF" msgcat="app"> - <field name="MassStatusReqID" required="Y" /> - <field name="MassStatusReqType" required="Y" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <component name="Instrument" required="N" /> - <component name="UnderlyingInstrument" required="N" /> - <field name="Side" required="N" /> + <message name='QuoteStatusRequest' msgcat='app' msgtype='a'> + <field name='QuoteStatusReqID' required='N' /> + <field name='QuoteID' required='N' /> + <component name='Instrument' required='N' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <component name='TargetParties' required='N' /> </message> - <message name="NewOrderCross" msgtype="s" msgcat="app"> - <field name="CrossID" required="Y" /> - <field name="CrossType" required="Y" /> - <field name="CrossPrioritization" required="Y" /> - <group name="NoSides" required="Y"> - <field name="Side" required="Y" /> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ClOrdLinkID" required="N" /> - <component name="Parties" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradeDate" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="DayBookingInst" required="N" /> - <field name="BookingUnit" required="N" /> - <field name="PreallocMethod" required="N" /> - <field name="AllocID" required="N" /> - <group name="NoAllocs" required="N"> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocSettlCurrency" required="N" /> - <field name="IndividualAllocID" required="N" /> - <component name="NestedParties" required="N" /> - <field name="AllocQty" required="N" /> - </group> - <field name="QtyType" required="N" /> - <component name="OrderQtyData" required="Y" /> - <component name="CommissionData" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="OrderRestrictions" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="ForexReq" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="BookingType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="CoveredOrUncovered" required="N" /> - <field name="CashMargin" required="N" /> - <field name="ClearingFeeIndicator" required="N" /> - <field name="SolicitedFlag" required="N" /> - <field name="SideComplianceID" required="N" /> - </group> - <component name="Instrument" required="Y" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="HandlInst" required="N" /> - <field name="ExecInst" required="N" /> - <field name="MinQty" required="N" /> - <field name="MaxFloor" required="N" /> - <field name="ExDestination" required="N" /> - <group name="NoTradingSessions" required="N"> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <field name="ProcessCode" required="N" /> - <field name="PrevClosePx" required="N" /> - <field name="LocateReqd" required="N" /> - <field name="TransactTime" required="Y" /> - <component name="Stipulations" required="N" /> - <field name="OrdType" required="Y" /> - <field name="PriceType" required="N" /> - <field name="Price" required="N" /> - <field name="StopPx" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="YieldData" required="N" /> - <field name="Currency" required="N" /> - <field name="ComplianceID" required="N" /> - <field name="IOIid" required="N" /> - <field name="QuoteID" required="N" /> - <field name="TimeInForce" required="N" /> - <field name="EffectiveTime" required="N" /> - <field name="ExpireDate" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="GTBookingInst" required="N" /> - <field name="MaxShow" required="N" /> - <component name="PegInstructions" required="N" /> - <component name="DiscretionInstructions" required="N" /> - <field name="TargetStrategy" required="N" /> - <field name="TargetStrategyParameters" required="N" /> - <field name="ParticipationRate" required="N" /> - <field name="CancellationRights" required="N" /> - <field name="MoneyLaunderingStatus" required="N" /> - <field name="RegistID" required="N" /> - <field name="Designation" required="N" /> + <message name='MassQuoteAcknowledgement' msgcat='app' msgtype='b'> + <field name='QuoteReqID' required='N' /> + <field name='QuoteID' required='N' /> + <field name='QuoteStatus' required='Y' /> + <field name='QuoteRejectReason' required='N' /> + <field name='QuoteResponseLevel' required='N' /> + <field name='QuoteType' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='QuotSetAckGrp' required='N' /> + <field name='QuoteCancelType' required='N' /> + <component name='TargetParties' required='N' /> </message> - <message name="CrossOrderCancelReplaceRequest" msgtype="t" msgcat="app"> - <field name="OrderID" required="N" /> - <field name="CrossID" required="Y" /> - <field name="OrigCrossID" required="Y" /> - <field name="CrossType" required="Y" /> - <field name="CrossPrioritization" required="Y" /> - <group name="NoSides" required="Y"> - <field name="Side" required="Y" /> - <field name="OrigClOrdID" required="Y" /> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ClOrdLinkID" required="N" /> - <field name="OrigOrdModTime" required="N" /> - <component name="Parties" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradeDate" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="DayBookingInst" required="N" /> - <field name="BookingUnit" required="N" /> - <field name="PreallocMethod" required="N" /> - <field name="AllocID" required="N" /> - <group name="NoAllocs" required="N"> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocSettlCurrency" required="N" /> - <field name="IndividualAllocID" required="N" /> - <component name="NestedParties" required="N" /> - <field name="AllocQty" required="N" /> - </group> - <field name="QtyType" required="N" /> - <component name="OrderQtyData" required="Y" /> - <component name="CommissionData" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="OrderRestrictions" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="ForexReq" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="BookingType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="CoveredOrUncovered" required="N" /> - <field name="CashMargin" required="N" /> - <field name="ClearingFeeIndicator" required="N" /> - <field name="SolicitedFlag" required="N" /> - <field name="SideComplianceID" required="N" /> - </group> - <component name="Instrument" required="Y" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="HandlInst" required="N" /> - <field name="ExecInst" required="N" /> - <field name="MinQty" required="N" /> - <field name="MaxFloor" required="N" /> - <field name="ExDestination" required="N" /> - <group name="NoTradingSessions" required="N"> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <field name="ProcessCode" required="N" /> - <field name="PrevClosePx" required="N" /> - <field name="LocateReqd" required="N" /> - <field name="TransactTime" required="Y" /> - <component name="Stipulations" required="N" /> - <field name="OrdType" required="Y" /> - <field name="PriceType" required="N" /> - <field name="Price" required="N" /> - <field name="StopPx" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="YieldData" required="N" /> - <field name="Currency" required="N" /> - <field name="ComplianceID" required="N" /> - <field name="IOIid" required="N" /> - <field name="QuoteID" required="N" /> - <field name="TimeInForce" required="N" /> - <field name="EffectiveTime" required="N" /> - <field name="ExpireDate" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="GTBookingInst" required="N" /> - <field name="MaxShow" required="N" /> - <component name="PegInstructions" required="N" /> - <component name="DiscretionInstructions" required="N" /> - <field name="TargetStrategy" required="N" /> - <field name="TargetStrategyParameters" required="N" /> - <field name="ParticipationRate" required="N" /> - <field name="CancellationRights" required="N" /> - <field name="MoneyLaunderingStatus" required="N" /> - <field name="RegistID" required="N" /> - <field name="Designation" required="N" /> + <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'> + <field name='SecurityReqID' required='Y' /> + <field name='SecurityRequestType' required='Y' /> + <component name='Instrument' required='N' /> + <component name='InstrumentExtension' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Currency' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='ExpirationCycle' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <component name='Stipulations' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> </message> - <message name="CrossOrderCancelRequest" msgtype="u" msgcat="app"> - <field name="OrderID" required="N" /> - <field name="CrossID" required="Y" /> - <field name="OrigCrossID" required="Y" /> - <field name="CrossType" required="Y" /> - <field name="CrossPrioritization" required="Y" /> - <group name="NoSides" required="Y"> - <field name="Side" required="Y" /> - <field name="OrigClOrdID" required="Y" /> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ClOrdLinkID" required="N" /> - <field name="OrigOrdModTime" required="N" /> - <component name="Parties" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradeDate" required="N" /> - <component name="OrderQtyData" required="Y" /> - <field name="ComplianceID" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </group> - <component name="Instrument" required="Y" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="TransactTime" required="Y" /> + <message name='SecurityDefinition' msgcat='app' msgtype='d'> + <field name='SecurityReqID' required='N' /> + <field name='SecurityResponseID' required='N' /> + <field name='SecurityResponseType' required='N' /> + <component name='Instrument' required='N' /> + <component name='InstrumentExtension' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Currency' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='SecurityReportID' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <component name='Stipulations' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='CorporateAction' required='N' /> + <component name='MarketSegmentGrp' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <field name='TransactTime' required='N' /> </message> - <message name="NewOrderMultileg" msgtype="AB" msgcat="app"> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ClOrdLinkID" required="N" /> - <component name="Parties" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradeDate" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="DayBookingInst" required="N" /> - <field name="BookingUnit" required="N" /> - <field name="PreallocMethod" required="N" /> - <field name="AllocID" required="N" /> - <group name="NoAllocs" required="N"> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocSettlCurrency" required="N" /> - <field name="IndividualAllocID" required="N" /> - <component name="NestedParties3" required="N" /> - <field name="AllocQty" required="N" /> - </group> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="CashMargin" required="N" /> - <field name="ClearingFeeIndicator" required="N" /> - <field name="HandlInst" required="N" /> - <field name="ExecInst" required="N" /> - <field name="MinQty" required="N" /> - <field name="MaxFloor" required="N" /> - <field name="ExDestination" required="N" /> - <group name="NoTradingSessions" required="N"> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <field name="ProcessCode" required="N" /> - <field name="Side" required="Y" /> - <component name="Instrument" required="Y" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="PrevClosePx" required="N" /> - <group name="NoLegs" required="Y"> - <component name="InstrumentLeg" required="N" /> - <field name="LegQty" required="N" /> - <field name="LegSwapType" required="N" /> - <component name="LegStipulations" required="N" /> - <group name="NoLegAllocs" required="N"> - <field name="LegAllocAccount" required="N" /> - <field name="LegIndividualAllocID" required="N" /> - <component name="NestedParties2" required="N" /> - <field name="LegAllocQty" required="N" /> - <field name="LegAllocAcctIDSource" required="N" /> - <field name="LegSettlCurrency" required="N" /> - </group> - <field name="LegPositionEffect" required="N" /> - <field name="LegCoveredOrUncovered" required="N" /> - <component name="NestedParties" required="N" /> - <field name="LegRefID" required="N" /> - <field name="LegPrice" required="N" /> - <field name="LegSettlType" required="N" /> - <field name="LegSettlDate" required="N" /> - </group> - <field name="LocateReqd" required="N" /> - <field name="TransactTime" required="Y" /> - <field name="QtyType" required="N" /> - <component name="OrderQtyData" required="Y" /> - <field name="OrdType" required="Y" /> - <field name="PriceType" required="N" /> - <field name="Price" required="N" /> - <field name="StopPx" required="N" /> - <field name="Currency" required="N" /> - <field name="ComplianceID" required="N" /> - <field name="SolicitedFlag" required="N" /> - <field name="IOIid" required="N" /> - <field name="QuoteID" required="N" /> - <field name="TimeInForce" required="N" /> - <field name="EffectiveTime" required="N" /> - <field name="ExpireDate" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="GTBookingInst" required="N" /> - <component name="CommissionData" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="OrderRestrictions" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="ForexReq" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="BookingType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="CoveredOrUncovered" required="N" /> - <field name="MaxShow" required="N" /> - <component name="PegInstructions" required="N" /> - <component name="DiscretionInstructions" required="N" /> - <field name="TargetStrategy" required="N" /> - <field name="TargetStrategyParameters" required="N" /> - <field name="ParticipationRate" required="N" /> - <field name="CancellationRights" required="N" /> - <field name="MoneyLaunderingStatus" required="N" /> - <field name="RegistID" required="N" /> - <field name="Designation" required="N" /> - <field name="MultiLegRptTypeReq" required="N" /> + <message name='SecurityStatusRequest' msgcat='app' msgtype='e'> + <field name='SecurityStatusReqID' required='Y' /> + <component name='Instrument' required='Y' /> + <component name='InstrumentExtension' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='Currency' required='N' /> + <field name='SubscriptionRequestType' required='Y' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> </message> - <message name="MultilegOrderCancelReplaceRequest" msgtype="AC" msgcat="app"> - <field name="OrderID" required="N" /> - <field name="OrigClOrdID" required="Y" /> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ClOrdLinkID" required="N" /> - <field name="OrigOrdModTime" required="N" /> - <component name="Parties" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradeDate" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="DayBookingInst" required="N" /> - <field name="BookingUnit" required="N" /> - <field name="PreallocMethod" required="N" /> - <field name="AllocID" required="N" /> - <group name="NoAllocs" required="N"> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocSettlCurrency" required="N" /> - <field name="IndividualAllocID" required="N" /> - <component name="NestedParties3" required="N" /> - <field name="AllocQty" required="N" /> - </group> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="CashMargin" required="N" /> - <field name="ClearingFeeIndicator" required="N" /> - <field name="HandlInst" required="N" /> - <field name="ExecInst" required="N" /> - <field name="MinQty" required="N" /> - <field name="MaxFloor" required="N" /> - <field name="ExDestination" required="N" /> - <group name="NoTradingSessions" required="N"> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <field name="ProcessCode" required="N" /> - <field name="Side" required="Y" /> - <component name="Instrument" required="Y" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="PrevClosePx" required="N" /> - <group name="NoLegs" required="Y"> - <component name="InstrumentLeg" required="N" /> - <field name="LegQty" required="N" /> - <field name="LegSwapType" required="N" /> - <component name="LegStipulations" required="N" /> - <group name="NoLegAllocs" required="N"> - <field name="LegAllocAccount" required="N" /> - <field name="LegIndividualAllocID" required="N" /> - <component name="NestedParties2" required="N" /> - <field name="LegAllocQty" required="N" /> - <field name="LegAllocAcctIDSource" required="N" /> - <field name="LegSettlCurrency" required="N" /> - </group> - <field name="LegPositionEffect" required="N" /> - <field name="LegCoveredOrUncovered" required="N" /> - <component name="NestedParties" required="N" /> - <field name="LegRefID" required="N" /> - <field name="LegPrice" required="N" /> - <field name="LegSettlType" required="N" /> - <field name="LegSettlDate" required="N" /> - </group> - <field name="LocateReqd" required="N" /> - <field name="TransactTime" required="Y" /> - <field name="QtyType" required="N" /> - <component name="OrderQtyData" required="Y" /> - <field name="OrdType" required="Y" /> - <field name="PriceType" required="N" /> - <field name="Price" required="N" /> - <field name="StopPx" required="N" /> - <field name="Currency" required="N" /> - <field name="ComplianceID" required="N" /> - <field name="SolicitedFlag" required="N" /> - <field name="IOIid" required="N" /> - <field name="QuoteID" required="N" /> - <field name="TimeInForce" required="N" /> - <field name="EffectiveTime" required="N" /> - <field name="ExpireDate" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="GTBookingInst" required="N" /> - <component name="CommissionData" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="OrderRestrictions" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="ForexReq" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="BookingType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="CoveredOrUncovered" required="N" /> - <field name="MaxShow" required="N" /> - <component name="PegInstructions" required="N" /> - <component name="DiscretionInstructions" required="N" /> - <field name="TargetStrategy" required="N" /> - <field name="TargetStrategyParameters" required="N" /> - <field name="ParticipationRate" required="N" /> - <field name="CancellationRights" required="N" /> - <field name="MoneyLaunderingStatus" required="N" /> - <field name="RegistID" required="N" /> - <field name="Designation" required="N" /> - <field name="MultiLegRptTypeReq" required="N" /> + <message name='SecurityStatus' msgcat='app' msgtype='f'> + <field name='SecurityStatusReqID' required='N' /> + <component name='Instrument' required='Y' /> + <component name='InstrumentExtension' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='Currency' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='UnsolicitedIndicator' required='N' /> + <field name='SecurityTradingStatus' required='N' /> + <field name='FinancialStatus' required='N' /> + <field name='CorporateAction' required='N' /> + <field name='HaltReasonInt' required='N' /> + <field name='InViewOfCommon' required='N' /> + <field name='DueToRelated' required='N' /> + <field name='BuyVolume' required='N' /> + <field name='SellVolume' required='N' /> + <field name='HighPx' required='N' /> + <field name='LowPx' required='N' /> + <field name='LastPx' required='N' /> + <field name='TransactTime' required='N' /> + <field name='Adjustment' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='FirstPx' required='N' /> + <field name='SecurityTradingEvent' required='N' /> + <field name='MDBookType' required='N' /> + <field name='MarketDepth' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> </message> - <message name="BidRequest" msgtype="k" msgcat="app"> - <field name="BidID" required="N" /> - <field name="ClientBidID" required="Y" /> - <field name="BidRequestTransType" required="Y" /> - <field name="ListName" required="N" /> - <field name="TotNoRelatedSym" required="Y" /> - <field name="BidType" required="Y" /> - <field name="NumTickets" required="N" /> - <field name="Currency" required="N" /> - <field name="SideValue1" required="N" /> - <field name="SideValue2" required="N" /> - <group name="NoBidDescriptors" required="N"> - <field name="BidDescriptorType" required="N" /> - <field name="BidDescriptor" required="N" /> - <field name="SideValueInd" required="N" /> - <field name="LiquidityValue" required="N" /> - <field name="LiquidityNumSecurities" required="N" /> - <field name="LiquidityPctLow" required="N" /> - <field name="LiquidityPctHigh" required="N" /> - <field name="EFPTrackingError" required="N" /> - <field name="FairValue" required="N" /> - <field name="OutsideIndexPct" required="N" /> - <field name="ValueOfFutures" required="N" /> - </group> - <group name="NoBidComponents" required="N"> - <field name="ListID" required="N" /> - <field name="Side" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="NetGrossInd" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - </group> - <field name="LiquidityIndType" required="N" /> - <field name="WtAverageLiquidity" required="N" /> - <field name="ExchangeForPhysical" required="N" /> - <field name="OutMainCntryUIndex" required="N" /> - <field name="CrossPercent" required="N" /> - <field name="ProgRptReqs" required="N" /> - <field name="ProgPeriodInterval" required="N" /> - <field name="IncTaxInd" required="N" /> - <field name="ForexReq" required="N" /> - <field name="NumBidders" required="N" /> - <field name="TradeDate" required="N" /> - <field name="BidTradeType" required="Y" /> - <field name="BasisPxType" required="Y" /> - <field name="StrikeTime" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'> + <field name='TradSesReqID' required='Y' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='TradSesMethod' required='N' /> + <field name='TradSesMode' required='N' /> + <field name='SubscriptionRequestType' required='Y' /> + <field name='SecurityExchange' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> </message> - <message name="BidResponse" msgtype="l" msgcat="app"> - <field name="BidID" required="N" /> - <field name="ClientBidID" required="N" /> - <group name="NoBidComponents" required="Y"> - <component name="CommissionData" required="Y" /> - <field name="ListID" required="N" /> - <field name="Country" required="N" /> - <field name="Side" required="N" /> - <field name="Price" required="N" /> - <field name="PriceType" required="N" /> - <field name="FairValue" required="N" /> - <field name="NetGrossInd" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </group> + <message name='TradingSessionStatus' msgcat='app' msgtype='h'> + <field name='TradSesReqID' required='N' /> + <field name='TradingSessionID' required='Y' /> + <field name='TradingSessionSubID' required='N' /> + <field name='TradSesMethod' required='N' /> + <field name='TradSesMode' required='N' /> + <field name='UnsolicitedIndicator' required='N' /> + <field name='TradSesStatus' required='Y' /> + <field name='TradSesStatusRejReason' required='N' /> + <field name='TradSesStartTime' required='N' /> + <field name='TradSesOpenTime' required='N' /> + <field name='TradSesPreCloseTime' required='N' /> + <field name='TradSesCloseTime' required='N' /> + <field name='TradSesEndTime' required='N' /> + <field name='TotalVolumeTraded' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='Instrument' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <field name='TradSesEvent' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> </message> - <message name="NewOrderList" msgtype="E" msgcat="app"> - <field name="ListID" required="Y" /> - <field name="BidID" required="N" /> - <field name="ClientBidID" required="N" /> - <field name="ProgRptReqs" required="N" /> - <field name="BidType" required="Y" /> - <field name="ProgPeriodInterval" required="N" /> - <field name="CancellationRights" required="N" /> - <field name="MoneyLaunderingStatus" required="N" /> - <field name="RegistID" required="N" /> - <field name="ListExecInstType" required="N" /> - <field name="ListExecInst" required="N" /> - <field name="EncodedListExecInstLen" required="N" /> - <field name="EncodedListExecInst" required="N" /> - <field name="AllowableOneSidednessPct" required="N" /> - <field name="AllowableOneSidednessValue" required="N" /> - <field name="AllowableOneSidednessCurr" required="N" /> - <field name="TotNoOrders" required="Y" /> - <field name="LastFragment" required="N" /> - <group name="NoOrders" required="Y"> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ListSeqNo" required="Y" /> - <field name="ClOrdLinkID" required="N" /> - <field name="SettlInstMode" required="N" /> - <component name="Parties" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradeDate" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="DayBookingInst" required="N" /> - <field name="BookingUnit" required="N" /> - <field name="AllocID" required="N" /> - <field name="PreallocMethod" required="N" /> - <group name="NoAllocs" required="N"> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocSettlCurrency" required="N" /> - <field name="IndividualAllocID" required="N" /> - <component name="NestedParties" required="N" /> - <field name="AllocQty" required="N" /> - </group> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="CashMargin" required="N" /> - <field name="ClearingFeeIndicator" required="N" /> - <field name="HandlInst" required="N" /> - <field name="ExecInst" required="N" /> - <field name="MinQty" required="N" /> - <field name="MaxFloor" required="N" /> - <field name="ExDestination" required="N" /> - <group name="NoTradingSessions" required="N"> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <field name="ProcessCode" required="N" /> - <component name="Instrument" required="Y" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="PrevClosePx" required="N" /> - <field name="Side" required="Y" /> - <field name="SideValueInd" required="N" /> - <field name="LocateReqd" required="N" /> - <field name="TransactTime" required="N" /> - <component name="Stipulations" required="N" /> - <field name="QtyType" required="N" /> - <component name="OrderQtyData" required="Y" /> - <field name="OrdType" required="N" /> - <field name="PriceType" required="N" /> - <field name="Price" required="N" /> - <field name="StopPx" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="YieldData" required="N" /> - <field name="Currency" required="N" /> - <field name="ComplianceID" required="N" /> - <field name="SolicitedFlag" required="N" /> - <field name="IOIid" required="N" /> - <field name="QuoteID" required="N" /> - <field name="TimeInForce" required="N" /> - <field name="EffectiveTime" required="N" /> - <field name="ExpireDate" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="GTBookingInst" required="N" /> - <component name="CommissionData" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="OrderRestrictions" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="ForexReq" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="BookingType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="SettlDate2" required="N" /> - <field name="OrderQty2" required="N" /> - <field name="Price2" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="CoveredOrUncovered" required="N" /> - <field name="MaxShow" required="N" /> - <component name="PegInstructions" required="N" /> - <component name="DiscretionInstructions" required="N" /> - <field name="TargetStrategy" required="N" /> - <field name="TargetStrategyParameters" required="N" /> - <field name="ParticipationRate" required="N" /> - <field name="Designation" required="N" /> - </group> + <message name='MassQuote' msgcat='app' msgtype='i'> + <field name='QuoteReqID' required='N' /> + <field name='QuoteID' required='Y' /> + <field name='QuoteType' required='N' /> + <field name='QuoteResponseLevel' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='DefBidSize' required='N' /> + <field name='DefOfferSize' required='N' /> + <component name='QuotSetGrp' required='Y' /> </message> - <message name="ListStrikePrice" msgtype="m" msgcat="app"> - <field name="ListID" required="Y" /> - <field name="TotNoStrikes" required="Y" /> - <field name="LastFragment" required="N" /> - <group name="NoStrikes" required="Y"> - <component name="Instrument" required="Y" /> - </group> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - <field name="PrevClosePx" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="Side" required="N" /> - <field name="Price" required="Y" /> - <field name="Currency" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </group> + <message name='BusinessMessageReject' msgcat='app' msgtype='j'> + <field name='RefSeqNum' required='N' /> + <field name='RefMsgType' required='Y' /> + <field name='BusinessRejectRefID' required='N' /> + <field name='BusinessRejectReason' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='RefApplVerID' required='N' /> + <field name='RefApplExtID' required='N' /> + <field name='RefCstmApplVerID' required='N' /> </message> - <message name="ListStatus" msgtype="N" msgcat="app"> - <field name="ListID" required="Y" /> - <field name="ListStatusType" required="Y" /> - <field name="NoRpts" required="Y" /> - <field name="ListOrderStatus" required="Y" /> - <field name="RptSeq" required="Y" /> - <field name="ListStatusText" required="N" /> - <field name="EncodedListStatusTextLen" required="N" /> - <field name="EncodedListStatusText" required="N" /> - <field name="TransactTime" required="N" /> - <field name="TotNoOrders" required="Y" /> - <field name="LastFragment" required="N" /> - <group name="NoOrders" required="Y"> - <field name="ClOrdID" required="Y" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="CumQty" required="Y" /> - <field name="OrdStatus" required="Y" /> - <field name="WorkingIndicator" required="N" /> - <field name="LeavesQty" required="Y" /> - <field name="CxlQty" required="Y" /> - <field name="AvgPx" required="Y" /> - <field name="OrdRejReason" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - </group> + <message name='BidRequest' msgcat='app' msgtype='k'> + <field name='BidID' required='N' /> + <field name='ClientBidID' required='Y' /> + <field name='BidRequestTransType' required='Y' /> + <field name='ListName' required='N' /> + <field name='TotNoRelatedSym' required='Y' /> + <field name='BidType' required='Y' /> + <field name='NumTickets' required='N' /> + <field name='Currency' required='N' /> + <field name='SideValue1' required='N' /> + <field name='SideValue2' required='N' /> + <component name='BidDescReqGrp' required='N' /> + <component name='BidCompReqGrp' required='N' /> + <field name='LiquidityIndType' required='N' /> + <field name='WtAverageLiquidity' required='N' /> + <field name='ExchangeForPhysical' required='N' /> + <field name='OutMainCntryUIndex' required='N' /> + <field name='CrossPercent' required='N' /> + <field name='ProgRptReqs' required='N' /> + <field name='ProgPeriodInterval' required='N' /> + <field name='IncTaxInd' required='N' /> + <field name='ForexReq' required='N' /> + <field name='NumBidders' required='N' /> + <field name='TradeDate' required='N' /> + <field name='BidTradeType' required='Y' /> + <field name='BasisPxType' required='Y' /> + <field name='StrikeTime' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> </message> - <message name="ListExecute" msgtype="L" msgcat="app"> - <field name="ListID" required="Y" /> - <field name="ClientBidID" required="N" /> - <field name="BidID" required="N" /> - <field name="TransactTime" required="Y" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='BidResponse' msgcat='app' msgtype='l'> + <field name='BidID' required='N' /> + <field name='ClientBidID' required='N' /> + <component name='BidCompRspGrp' required='Y' /> </message> - <message name="ListCancelRequest" msgtype="K" msgcat="app"> - <field name="ListID" required="Y" /> - <field name="TransactTime" required="Y" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradeDate" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='ListStrikePrice' msgcat='app' msgtype='m'> + <field name='ListID' required='Y' /> + <field name='TotNoStrikes' required='Y' /> + <field name='LastFragment' required='N' /> + <component name='InstrmtStrkPxGrp' required='Y' /> </message> - <message name="ListStatusRequest" msgtype="M" msgcat="app"> - <field name="ListID" required="Y" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='RegistrationInstructions' msgcat='app' msgtype='o'> + <field name='RegistID' required='Y' /> + <field name='RegistTransType' required='Y' /> + <field name='RegistRefID' required='Y' /> + <field name='ClOrdID' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='RegistAcctType' required='N' /> + <field name='TaxAdvantageType' required='N' /> + <field name='OwnershipType' required='N' /> + <component name='RgstDtlsGrp' required='N' /> + <component name='RgstDistInstGrp' required='N' /> </message> - <message name="AllocationInstruction" msgtype="J" msgcat="app"> - <field name="AllocID" required="Y" /> - <field name="AllocTransType" required="Y" /> - <field name="AllocType" required="Y" /> - <field name="SecondaryAllocID" required="N" /> - <field name="RefAllocID" required="N" /> - <field name="AllocCancReplaceReason" required="N" /> - <field name="AllocIntermedReqType" required="N" /> - <field name="AllocLinkID" required="N" /> - <field name="AllocLinkType" required="N" /> - <field name="BookingRefID" required="N" /> - <field name="AllocNoOrdersType" required="Y" /> - <group name="NoOrders" required="N"> - <field name="ClOrdID" required="N" /> - <field name="OrderID" required="N" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ListID" required="N" /> - <component name="NestedParties2" required="N" /> - <field name="OrderQty" required="N" /> - <field name="OrderAvgPx" required="N" /> - <field name="OrderBookingQty" required="N" /> - </group> - <group name="NoExecs" required="N"> - <field name="LastQty" required="N" /> - <field name="ExecID" required="N" /> - <field name="SecondaryExecID" required="N" /> - <field name="LastPx" required="N" /> - <field name="LastParPx" required="N" /> - <field name="LastCapacity" required="N" /> - </group> - <field name="PreviouslyReported" required="N" /> - <field name="ReversalIndicator" required="N" /> - <field name="MatchType" required="N" /> - <field name="Side" required="Y" /> - <component name="Instrument" required="Y" /> - <component name="InstrumentExtension" required="N" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="Quantity" required="Y" /> - <field name="QtyType" required="N" /> - <field name="LastMkt" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="PriceType" required="N" /> - <field name="AvgPx" required="Y" /> - <field name="AvgParPx" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <field name="Currency" required="N" /> - <field name="AvgPxPrecision" required="N" /> - <component name="Parties" required="N" /> - <field name="TradeDate" required="Y" /> - <field name="TransactTime" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="BookingType" required="N" /> - <field name="GrossTradeAmt" required="N" /> - <field name="Concession" required="N" /> - <field name="TotalTakedown" required="N" /> - <field name="NetMoney" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="AutoAcceptIndicator" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="NumDaysInterest" required="N" /> - <field name="AccruedInterestRate" required="N" /> - <field name="AccruedInterestAmt" required="N" /> - <field name="TotalAccruedInterestAmt" required="N" /> - <field name="InterestAtMaturity" required="N" /> - <field name="EndAccruedInterestAmt" required="N" /> - <field name="StartCash" required="N" /> - <field name="EndCash" required="N" /> - <field name="LegalConfirm" required="N" /> - <component name="Stipulations" required="N" /> - <component name="YieldData" required="N" /> - <field name="TotNoAllocs" required="N" /> - <field name="LastFragment" required="N" /> - <group name="NoAllocs" required="Y"> - <field name="AllocAccount" required="Y" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="MatchStatus" required="N" /> - <field name="AllocPrice" required="N" /> - <field name="AllocQty" required="Y" /> - <field name="IndividualAllocID" required="N" /> - <field name="ProcessCode" required="N" /> - <component name="NestedParties" required="N" /> - <field name="NotifyBrokerOfCredit" required="N" /> - <field name="AllocHandlInst" required="N" /> - <field name="AllocText" required="N" /> - <field name="EncodedAllocTextLen" required="N" /> - <field name="EncodedAllocText" required="N" /> - <component name="CommissionData" required="N" /> - <field name="AllocAvgPx" required="N" /> - <field name="AllocNetMoney" required="N" /> - <field name="SettlCurrAmt" required="N" /> - <field name="AllocSettlCurrAmt" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="AllocSettlCurrency" required="N" /> - <field name="SettlCurrFxRate" required="N" /> - <field name="SettlCurrFxRateCalc" required="N" /> - <field name="AccruedInterestAmt" required="N" /> - <field name="AllocAccruedInterestAmt" required="N" /> - <field name="AllocInterestAtMaturity" required="N" /> - <field name="SettlInstMode" required="N" /> - <group name="NoMiscFees" required="N"> - <field name="MiscFeeAmt" required="N" /> - <field name="MiscFeeCurr" required="N" /> - <field name="MiscFeeType" required="N" /> - <field name="MiscFeeBasis" required="N" /> - </group> - <field name="NoClearingInstructions" required="N" /> - <field name="ClearingInstruction" required="N" /> - <field name="ClearingFeeIndicator" required="N" /> - <field name="AllocSettlInstType" required="N" /> - <component name="SettlInstructionsData" required="N" /> - </group> + <message name='RegistrationInstructionsResponse' msgcat='app' msgtype='p'> + <field name='RegistID' required='Y' /> + <field name='RegistTransType' required='Y' /> + <field name='RegistRefID' required='Y' /> + <field name='ClOrdID' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='RegistStatus' required='Y' /> + <field name='RegistRejReasonCode' required='N' /> + <field name='RegistRejReasonText' required='N' /> </message> - <message name="AllocationInstructionAck" msgtype="P" msgcat="app"> - <field name="AllocID" required="Y" /> - <component name="Parties" required="N" /> - <field name="SecondaryAllocID" required="N" /> - <field name="TradeDate" required="N" /> - <field name="TransactTime" required="Y" /> - <field name="AllocStatus" required="Y" /> - <field name="AllocRejCode" required="N" /> - <field name="AllocType" required="N" /> - <field name="AllocIntermedReqType" required="N" /> - <field name="MatchStatus" required="N" /> - <field name="Product" required="N" /> - <field name="SecurityType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <group name="NoAllocs" required="N"> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocPrice" required="N" /> - <field name="IndividualAllocID" required="N" /> - <field name="IndividualAllocRejCode" required="N" /> - <field name="AllocText" required="N" /> - <field name="EncodedAllocTextLen" required="N" /> - <field name="EncodedAllocText" required="N" /> - </group> + <message name='OrderMassCancelRequest' msgcat='app' msgtype='q'> + <field name='ClOrdID' required='Y' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='MassCancelRequestType' required='Y' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <component name='Instrument' required='N' /> + <component name='UnderlyingInstrument' required='N' /> + <field name='Side' required='N' /> + <field name='TransactTime' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='Parties' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <component name='TargetParties' required='N' /> </message> - <message name="AllocationReport" msgtype="AS" msgcat="app"> - <field name="AllocReportID" required="Y" /> - <field name="AllocID" required="N" /> - <field name="AllocTransType" required="Y" /> - <field name="AllocReportRefID" required="N" /> - <field name="AllocCancReplaceReason" required="N" /> - <field name="SecondaryAllocID" required="N" /> - <field name="AllocReportType" required="Y" /> - <field name="AllocStatus" required="Y" /> - <field name="AllocRejCode" required="N" /> - <field name="RefAllocID" required="N" /> - <field name="AllocIntermedReqType" required="N" /> - <field name="AllocLinkID" required="N" /> - <field name="AllocLinkType" required="N" /> - <field name="BookingRefID" required="N" /> - <field name="AllocNoOrdersType" required="Y" /> - <group name="NoOrders" required="N"> - <field name="ClOrdID" required="N" /> - <field name="OrderID" required="N" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ListID" required="N" /> - <component name="NestedParties2" required="N" /> - <field name="OrderQty" required="N" /> - <field name="OrderAvgPx" required="N" /> - <field name="OrderBookingQty" required="N" /> - </group> - <group name="NoExecs" required="N"> - <field name="LastQty" required="N" /> - <field name="ExecID" required="N" /> - <field name="SecondaryExecID" required="N" /> - <field name="LastPx" required="N" /> - <field name="LastParPx" required="N" /> - <field name="LastCapacity" required="N" /> - </group> - <field name="PreviouslyReported" required="N" /> - <field name="ReversalIndicator" required="N" /> - <field name="MatchType" required="N" /> - <field name="Side" required="Y" /> - <component name="Instrument" required="Y" /> - <component name="InstrumentExtension" required="N" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="Quantity" required="Y" /> - <field name="QtyType" required="N" /> - <field name="LastMkt" required="N" /> - <field name="TradeOriginationDate" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="PriceType" required="N" /> - <field name="AvgPx" required="Y" /> - <field name="AvgParPx" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <field name="Currency" required="N" /> - <field name="AvgPxPrecision" required="N" /> - <component name="Parties" required="N" /> - <field name="TradeDate" required="Y" /> - <field name="TransactTime" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="BookingType" required="N" /> - <field name="GrossTradeAmt" required="N" /> - <field name="Concession" required="N" /> - <field name="TotalTakedown" required="N" /> - <field name="NetMoney" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="AutoAcceptIndicator" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="NumDaysInterest" required="N" /> - <field name="AccruedInterestRate" required="N" /> - <field name="AccruedInterestAmt" required="N" /> - <field name="TotalAccruedInterestAmt" required="N" /> - <field name="InterestAtMaturity" required="N" /> - <field name="EndAccruedInterestAmt" required="N" /> - <field name="StartCash" required="N" /> - <field name="EndCash" required="N" /> - <field name="LegalConfirm" required="N" /> - <component name="Stipulations" required="N" /> - <component name="YieldData" required="N" /> - <field name="TotNoAllocs" required="N" /> - <field name="LastFragment" required="N" /> - <group name="NoAllocs" required="Y"> - <field name="AllocAccount" required="Y" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="MatchStatus" required="N" /> - <field name="AllocPrice" required="N" /> - <field name="AllocQty" required="Y" /> - <field name="IndividualAllocID" required="N" /> - <field name="ProcessCode" required="N" /> - <component name="NestedParties" required="N" /> - <field name="NotifyBrokerOfCredit" required="N" /> - <field name="AllocHandlInst" required="N" /> - <field name="AllocText" required="N" /> - <field name="EncodedAllocTextLen" required="N" /> - <field name="EncodedAllocText" required="N" /> - <component name="CommissionData" required="N" /> - <field name="AllocAvgPx" required="N" /> - <field name="AllocNetMoney" required="N" /> - <field name="SettlCurrAmt" required="N" /> - <field name="AllocSettlCurrAmt" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="AllocSettlCurrency" required="N" /> - <field name="SettlCurrFxRate" required="N" /> - <field name="SettlCurrFxRateCalc" required="N" /> - <field name="AllocAccruedInterestAmt" required="N" /> - <field name="AllocInterestAtMaturity" required="N" /> - <group name="NoMiscFees" required="N"> - <field name="MiscFeeAmt" required="N" /> - <field name="MiscFeeCurr" required="N" /> - <field name="MiscFeeType" required="N" /> - <field name="MiscFeeBasis" required="N" /> - </group> - <group name="NoClearingInstructions" required="N"> - <field name="ClearingInstruction" required="N" /> - </group> - <field name="ClearingFeeIndicator" required="N" /> - <field name="AllocSettlInstType" required="N" /> - <component name="SettlInstructionsData" required="N" /> - </group> + <message name='OrderMassCancelReport' msgcat='app' msgtype='r'> + <field name='ClOrdID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='OrderID' required='Y' /> + <field name='SecondaryOrderID' required='N' /> + <field name='MassCancelRequestType' required='Y' /> + <field name='MassCancelResponse' required='Y' /> + <field name='MassCancelRejectReason' required='N' /> + <field name='TotalAffectedOrders' required='N' /> + <component name='AffectedOrdGrp' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <component name='Instrument' required='N' /> + <component name='UnderlyingInstrument' required='N' /> + <field name='Side' required='N' /> + <field name='TransactTime' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='Parties' required='N' /> + <field name='MassActionReportID' required='Y' /> + <component name='NotAffectedOrdersGrp' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <component name='TargetParties' required='N' /> </message> - <message name="AllocationReportAck" msgtype="AT" msgcat="app"> - <field name="AllocReportID" required="Y" /> - <field name="AllocID" required="Y" /> - <component name="Parties" required="N" /> - <field name="SecondaryAllocID" required="N" /> - <field name="TradeDate" required="N" /> - <field name="TransactTime" required="Y" /> - <field name="AllocStatus" required="Y" /> - <field name="AllocRejCode" required="N" /> - <field name="AllocReportType" required="N" /> - <field name="AllocIntermedReqType" required="N" /> - <field name="MatchStatus" required="N" /> - <field name="Product" required="N" /> - <field name="SecurityType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <group name="NoAllocs" required="N"> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocPrice" required="N" /> - <field name="IndividualAllocID" required="N" /> - <field name="IndividualAllocRejCode" required="N" /> - <field name="AllocText" required="N" /> - <field name="EncodedAllocTextLen" required="N" /> - <field name="EncodedAllocText" required="N" /> - </group> + <message name='NewOrderCross' msgcat='app' msgtype='s'> + <field name='CrossID' required='Y' /> + <field name='CrossType' required='Y' /> + <field name='CrossPrioritization' required='Y' /> + <component name='SideCrossOrdModGrp' required='Y' /> + <component name='Instrument' required='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='HandlInst' required='N' /> + <field name='ExecInst' required='N' /> + <field name='MinQty' required='N' /> + <field name='MaxFloor' required='N' /> + <field name='ExDestination' required='N' /> + <component name='TrdgSesGrp' required='N' /> + <field name='ProcessCode' required='N' /> + <field name='PrevClosePx' required='N' /> + <field name='LocateReqd' required='N' /> + <field name='TransactTime' required='Y' /> + <component name='Stipulations' required='N' /> + <field name='OrdType' required='Y' /> + <field name='PriceType' required='N' /> + <field name='Price' required='N' /> + <field name='StopPx' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='Currency' required='N' /> + <field name='ComplianceID' required='N' /> + <field name='IOIID' required='N' /> + <field name='QuoteID' required='N' /> + <field name='TimeInForce' required='N' /> + <field name='EffectiveTime' required='N' /> + <field name='ExpireDate' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='GTBookingInst' required='N' /> + <field name='MaxShow' required='N' /> + <component name='PegInstructions' required='N' /> + <component name='DiscretionInstructions' required='N' /> + <field name='TargetStrategy' required='N' /> + <field name='TargetStrategyParameters' required='N' /> + <field name='ParticipationRate' required='N' /> + <field name='CancellationRights' required='N' /> + <field name='MoneyLaunderingStatus' required='N' /> + <field name='RegistID' required='N' /> + <field name='Designation' required='N' /> + <component name='StrategyParametersGrp' required='N' /> + <field name='TransBkdTime' required='N' /> + <component name='RootParties' required='N' /> + <field name='MatchIncrement' required='N' /> + <field name='MaxPriceLevels' required='N' /> + <component name='DisplayInstruction' required='N' /> + <field name='PriceProtectionScope' required='N' /> + <component name='TriggeringInstruction' required='N' /> + <field name='ExDestinationIDSource' required='N' /> </message> - <message name="Confirmation" msgtype="AK" msgcat="app"> - <field name="ConfirmID" required="Y" /> - <field name="ConfirmRefID" required="N" /> - <field name="ConfirmReqID" required="N" /> - <field name="ConfirmTransType" required="Y" /> - <field name="ConfirmType" required="Y" /> - <field name="CopyMsgIndicator" required="N" /> - <field name="LegalConfirm" required="N" /> - <field name="ConfirmStatus" required="Y" /> - <component name="Parties" required="N" /> - <group name="NoOrders" required="N"> - <field name="ClOrdID" required="N" /> - <field name="OrderID" required="N" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ListID" required="N" /> - <component name="NestedParties2" required="N" /> - <field name="OrderQty" required="N" /> - <field name="OrderAvgPx" required="N" /> - <field name="OrderBookingQty" required="N" /> - </group> - <field name="AllocID" required="N" /> - <field name="SecondaryAllocID" required="N" /> - <field name="IndividualAllocID" required="N" /> - <field name="TransactTime" required="Y" /> - <field name="TradeDate" required="Y" /> - <component name="TrdRegTimestamps" required="N" /> - <component name="Instrument" required="Y" /> - <component name="InstrumentExtension" required="N" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="Y"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="Y"> - <component name="InstrumentLeg" required="N" /> - </group> - <component name="YieldData" required="N" /> - <field name="AllocQty" required="Y" /> - <field name="QtyType" required="N" /> - <field name="Side" required="Y" /> - <field name="Currency" required="N" /> - <field name="LastMkt" required="N" /> - <group name="NoCapacities" required="Y"> - <field name="OrderCapacity" required="Y" /> - <field name="OrderRestrictions" required="N" /> - <field name="OrderCapacityQty" required="Y" /> - </group> - <field name="AllocAccount" required="Y" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocAccountType" required="N" /> - <field name="AvgPx" required="Y" /> - <field name="AvgPxPrecision" required="N" /> - <field name="PriceType" required="N" /> - <field name="AvgParPx" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <field name="ReportedPx" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="ProcessCode" required="N" /> - <field name="GrossTradeAmt" required="Y" /> - <field name="NumDaysInterest" required="N" /> - <field name="ExDate" required="N" /> - <field name="AccruedInterestRate" required="N" /> - <field name="AccruedInterestAmt" required="N" /> - <field name="InterestAtMaturity" required="N" /> - <field name="EndAccruedInterestAmt" required="N" /> - <field name="StartCash" required="N" /> - <field name="EndCash" required="N" /> - <field name="Concession" required="N" /> - <field name="TotalTakedown" required="N" /> - <field name="NetMoney" required="Y" /> - <field name="MaturityNetMoney" required="N" /> - <field name="SettlCurrAmt" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="SettlCurrFxRate" required="N" /> - <field name="SettlCurrFxRateCalc" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <component name="SettlInstructionsData" required="N" /> - <component name="CommissionData" required="N" /> - <field name="SharedCommission" required="N" /> - <component name="Stipulations" required="N" /> - <group name="NoMiscFees" required="N"> - <field name="MiscFeeAmt" required="N" /> - <field name="MiscFeeCurr" required="N" /> - <field name="MiscFeeType" required="N" /> - <field name="MiscFeeBasis" required="N" /> - </group> + <message name='CrossOrderCancelReplaceRequest' msgcat='app' msgtype='t'> + <field name='OrderID' required='N' /> + <field name='CrossID' required='Y' /> + <field name='OrigCrossID' required='Y' /> + <field name='CrossType' required='Y' /> + <field name='CrossPrioritization' required='Y' /> + <component name='SideCrossOrdModGrp' required='Y' /> + <component name='Instrument' required='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='HandlInst' required='N' /> + <field name='ExecInst' required='N' /> + <field name='MinQty' required='N' /> + <field name='MaxFloor' required='N' /> + <field name='ExDestination' required='N' /> + <component name='TrdgSesGrp' required='N' /> + <field name='ProcessCode' required='N' /> + <field name='PrevClosePx' required='N' /> + <field name='LocateReqd' required='N' /> + <field name='TransactTime' required='Y' /> + <component name='Stipulations' required='N' /> + <field name='OrdType' required='Y' /> + <field name='PriceType' required='N' /> + <field name='Price' required='N' /> + <field name='StopPx' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='Currency' required='N' /> + <field name='ComplianceID' required='N' /> + <field name='IOIID' required='N' /> + <field name='QuoteID' required='N' /> + <field name='TimeInForce' required='N' /> + <field name='EffectiveTime' required='N' /> + <field name='ExpireDate' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='GTBookingInst' required='N' /> + <field name='MaxShow' required='N' /> + <component name='PegInstructions' required='N' /> + <component name='DiscretionInstructions' required='N' /> + <field name='TargetStrategy' required='N' /> + <field name='TargetStrategyParameters' required='N' /> + <field name='ParticipationRate' required='N' /> + <field name='CancellationRights' required='N' /> + <field name='MoneyLaunderingStatus' required='N' /> + <field name='RegistID' required='N' /> + <field name='Designation' required='N' /> + <component name='StrategyParametersGrp' required='N' /> + <field name='HostCrossID' required='N' /> + <field name='TransBkdTime' required='N' /> + <component name='RootParties' required='N' /> + <field name='MatchIncrement' required='N' /> + <field name='MaxPriceLevels' required='N' /> + <component name='DisplayInstruction' required='N' /> + <field name='PriceProtectionScope' required='N' /> + <component name='TriggeringInstruction' required='N' /> + <field name='ExDestinationIDSource' required='N' /> </message> - <message name="ConfirmationAck" msgtype="AU" msgcat="app"> - <field name="ConfirmID" required="Y" /> - <field name="TradeDate" required="Y" /> - <field name="TransactTime" required="Y" /> - <field name="AffirmStatus" required="Y" /> - <field name="ConfirmRejReason" required="N" /> - <field name="MatchStatus" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='CrossOrderCancelRequest' msgcat='app' msgtype='u'> + <field name='OrderID' required='N' /> + <field name='CrossID' required='Y' /> + <field name='OrigCrossID' required='Y' /> + <field name='CrossType' required='Y' /> + <field name='CrossPrioritization' required='Y' /> + <component name='SideCrossOrdCxlGrp' required='Y' /> + <component name='Instrument' required='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='TransactTime' required='Y' /> + <field name='HostCrossID' required='N' /> + <component name='RootParties' required='N' /> </message> - <message name="ConfirmationRequest" msgtype="BH" msgcat="app"> - <field name="ConfirmReqID" required="Y" /> - <field name="ConfirmType" required="Y" /> - <group name="NoOrders" required="N"> - <field name="ClOrdID" required="N" /> - <field name="OrderID" required="N" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ListID" required="N" /> - <component name="NestedParties2" required="N" /> - <field name="OrderQty" required="N" /> - <field name="OrderAvgPx" required="N" /> - <field name="OrderBookingQty" required="N" /> - </group> - <field name="AllocID" required="N" /> - <field name="SecondaryAllocID" required="N" /> - <field name="IndividualAllocID" required="N" /> - <field name="TransactTime" required="Y" /> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocAccountType" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='SecurityTypeRequest' msgcat='app' msgtype='v'> + <field name='SecurityReqID' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='Product' required='N' /> + <field name='SecurityType' required='N' /> + <field name='SecuritySubType' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> </message> - <message name="SettlementInstructions" msgtype="T" msgcat="app"> - <field name="SettlInstMsgID" required="Y" /> - <field name="SettlInstReqID" required="N" /> - <field name="SettlInstMode" required="Y" /> - <field name="SettlInstReqRejCode" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="SettlInstSource" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="TransactTime" required="Y" /> - <group name="NoSettlInst" required="N"> - <field name="SettlInstID" required="N" /> - <field name="SettlInstTransType" required="N" /> - <field name="SettlInstRefID" required="N" /> - <component name="Parties" required="N" /> - <field name="Side" required="N" /> - <field name="Product" required="N" /> - <field name="SecurityType" required="N" /> - <field name="CFICode" required="N" /> - <field name="EffectiveTime" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="LastUpdateTime" required="N" /> - <component name="SettlInstructionsData" required="N" /> - <field name="PaymentMethod" required="N" /> - <field name="PaymentRef" required="N" /> - <field name="CardHolderName" required="N" /> - <field name="CardNumber" required="N" /> - <field name="CardStartDate" required="N" /> - <field name="CardExpDate" required="N" /> - <field name="CardIssNum" required="N" /> - <field name="PaymentDate" required="N" /> - <field name="PaymentRemitterID" required="N" /> - </group> + <message name='SecurityTypes' msgcat='app' msgtype='w'> + <field name='SecurityReqID' required='Y' /> + <field name='SecurityResponseID' required='Y' /> + <field name='SecurityResponseType' required='Y' /> + <field name='TotNoSecurityTypes' required='N' /> + <field name='LastFragment' required='N' /> + <component name='SecTypesGrp' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> </message> - <message name="SettlementInstructionRequest" msgtype="AV" msgcat="app"> - <field name="SettlInstReqID" required="Y" /> - <field name="TransactTime" required="Y" /> - <component name="Parties" required="N" /> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="Side" required="N" /> - <field name="Product" required="N" /> - <field name="SecurityType" required="N" /> - <field name="CFICode" required="N" /> - <field name="EffectiveTime" required="N" /> - <field name="ExpireTime" required="N" /> - <field name="LastUpdateTime" required="N" /> - <field name="StandInstDbType" required="N" /> - <field name="StandInstDbName" required="N" /> - <field name="StandInstDbID" required="N" /> + <message name='SecurityListRequest' msgcat='app' msgtype='x'> + <field name='SecurityReqID' required='Y' /> + <field name='SecurityListRequestType' required='Y' /> + <component name='Instrument' required='N' /> + <component name='InstrumentExtension' required='N' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='Currency' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <field name='SecurityListID' required='N' /> + <field name='SecurityListType' required='N' /> + <field name='SecurityListTypeSource' required='N' /> </message> - <message name="TradeCaptureReportRequest" msgtype="AD" msgcat="app"> - <field name="TradeRequestID" required="Y" /> - <field name="TradeRequestType" required="Y" /> - <field name="SubscriptionRequestType" required="N" /> - <field name="TradeReportID" required="N" /> - <field name="SecondaryTradeReportID" required="N" /> - <field name="ExecID" required="N" /> - <field name="ExecType" required="N" /> - <field name="OrderID" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="MatchStatus" required="N" /> - <field name="TrdType" required="N" /> - <field name="TrdSubType" required="N" /> - <field name="TransferReason" required="N" /> - <field name="SecondaryTrdType" required="N" /> - <field name="TradeLinkID" required="N" /> - <field name="TrdMatchID" required="N" /> - <component name="Parties" required="N" /> - <component name="Instrument" required="N" /> - <component name="InstrumentExtension" required="N" /> - <component name="FinancingDetails" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <group name="NoDates" required="N"> - <field name="TradeDate" required="N" /> - <field name="TransactTime" required="N" /> - </group> - <field name="ClearingBusinessDate" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="TimeBracket" required="N" /> - <field name="Side" required="N" /> - <field name="MultiLegReportingType" required="N" /> - <field name="TradeInputSource" required="N" /> - <field name="TradeInputDevice" required="N" /> - <field name="ResponseTransportType" required="N" /> - <field name="ResponseDestination" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='SecurityList' msgcat='app' msgtype='y'> + <field name='SecurityReqID' required='N' /> + <field name='SecurityResponseID' required='N' /> + <field name='SecurityRequestResult' required='N' /> + <field name='TotNoRelatedSym' required='N' /> + <field name='LastFragment' required='N' /> + <component name='SecListGrp' required='N' /> + <field name='SecurityReportID' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <field name='SecurityListID' required='N' /> + <field name='SecurityListRefID' required='N' /> + <field name='SecurityListDesc' required='N' /> + <field name='EncodedSecurityListDescLen' required='N' /> + <field name='EncodedSecurityListDesc' required='N' /> + <field name='SecurityListType' required='N' /> + <field name='SecurityListTypeSource' required='N' /> + <field name='TransactTime' required='N' /> </message> - <message name="TradeCaptureReportRequestAck" msgtype="AQ" msgcat="app"> - <field name="TradeRequestID" required="Y" /> - <field name="TradeRequestType" required="Y" /> - <field name="SubscriptionRequestType" required="N" /> - <field name="TotNumTradeReports" required="N" /> - <field name="TradeRequestResult" required="Y" /> - <field name="TradeRequestStatus" required="Y" /> - <component name="Instrument" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <field name="MultiLegReportingType" required="N" /> - <field name="ResponseTransportType" required="N" /> - <field name="ResponseDestination" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='DerivativeSecurityListRequest' msgcat='app' msgtype='z'> + <field name='SecurityReqID' required='Y' /> + <field name='SecurityListRequestType' required='Y' /> + <component name='UnderlyingInstrument' required='N' /> + <field name='SecuritySubType' required='N' /> + <field name='Currency' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <component name='DerivativeInstrument' required='N' /> </message> - <message name="TradeCaptureReport" msgtype="AE" msgcat="app"> - <field name="TradeReportID" required="Y" /> - <field name="TradeReportTransType" required="N" /> - <field name="TradeReportType" required="N" /> - <field name="TradeRequestID" required="N" /> - <field name="TrdType" required="N" /> - <field name="TrdSubType" required="N" /> - <field name="SecondaryTrdType" required="N" /> - <field name="TransferReason" required="N" /> - <field name="ExecType" required="N" /> - <field name="TotNumTradeReports" required="N" /> - <field name="LastRptRequested" required="N" /> - <field name="UnsolicitedIndicator" required="N" /> - <field name="SubscriptionRequestType" required="N" /> - <field name="TradeReportRefID" required="N" /> - <field name="SecondaryTradeReportRefID" required="N" /> - <field name="SecondaryTradeReportID" required="N" /> - <field name="TradeLinkID" required="N" /> - <field name="TrdMatchID" required="N" /> - <field name="ExecID" required="N" /> - <field name="OrdStatus" required="N" /> - <field name="SecondaryExecID" required="N" /> - <field name="ExecRestatementReason" required="N" /> - <field name="PreviouslyReported" required="Y" /> - <field name="PriceType" required="N" /> - <component name="Instrument" required="Y" /> - <component name="FinancingDetails" required="N" /> - <component name="OrderQtyData" required="N" /> - <field name="QtyType" required="N" /> - <component name="YieldData" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="UnderlyingTradingSessionID" required="N" /> - <field name="UnderlyingTradingSessionSubID" required="N" /> - <field name="LastQty" required="Y" /> - <field name="LastPx" required="Y" /> - <field name="LastParPx" required="N" /> - <field name="LastSpotRate" required="N" /> - <field name="LastForwardPoints" required="N" /> - <field name="LastMkt" required="N" /> - <field name="TradeDate" required="Y" /> - <field name="ClearingBusinessDate" required="N" /> - <field name="AvgPx" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <field name="AvgPxIndicator" required="N" /> - <component name="PositionAmountData" required="N" /> - <field name="MultiLegReportingType" required="N" /> - <field name="TradeLegRefID" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - <field name="LegQty" required="N" /> - <field name="LegSwapType" required="N" /> - <component name="LegStipulations" required="N" /> - <field name="LegPositionEffect" required="N" /> - <field name="LegCoveredOrUncovered" required="N" /> - <component name="NestedParties" required="N" /> - <field name="LegRefID" required="N" /> - <field name="LegPrice" required="N" /> - <field name="LegSettlType" required="N" /> - <field name="LegSettlDate" required="N" /> - <field name="LegLastPx" required="N" /> - </group> - <field name="TransactTime" required="Y" /> - <component name="TrdRegTimestamps" required="N" /> - <field name="SettlType" required="N" /> - <field name="SettlDate" required="N" /> - <field name="MatchStatus" required="N" /> - <field name="MatchType" required="N" /> - <group name="NoSides" required="Y"> - <field name="Side" required="Y" /> - <field name="OrderID" required="Y" /> - <field name="SecondaryOrderID" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <field name="ListID" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="ProcessCode" required="N" /> - <field name="OddLot" required="N" /> - <group name="NoClearingInstructions" required="N"> - <field name="ClearingInstruction" required="N" /> - </group> - <field name="ClearingFeeIndicator" required="N" /> - <field name="TradeInputSource" required="N" /> - <field name="TradeInputDevice" required="N" /> - <field name="OrderInputDevice" required="N" /> - <field name="Currency" required="N" /> - <field name="ComplianceID" required="N" /> - <field name="SolicitedFlag" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="OrderRestrictions" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="OrdType" required="N" /> - <field name="ExecInst" required="N" /> - <field name="TransBkdTime" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="TimeBracket" required="N" /> - <component name="CommissionData" required="N" /> - <field name="GrossTradeAmt" required="N" /> - <field name="NumDaysInterest" required="N" /> - <field name="ExDate" required="N" /> - <field name="AccruedInterestRate" required="N" /> - <field name="AccruedInterestAmt" required="N" /> - <field name="InterestAtMaturity" required="N" /> - <field name="EndAccruedInterestAmt" required="N" /> - <field name="StartCash" required="N" /> - <field name="EndCash" required="N" /> - <field name="Concession" required="N" /> - <field name="TotalTakedown" required="N" /> - <field name="NetMoney" required="N" /> - <field name="SettlCurrAmt" required="N" /> - <field name="SettlCurrency" required="N" /> - <field name="SettlCurrFxRate" required="N" /> - <field name="SettlCurrFxRateCalc" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <field name="SideMultiLegReportingType" required="N" /> - <group name="NoContAmts" required="N"> - <field name="ContAmtType" required="N" /> - <field name="ContAmtValue" required="N" /> - <field name="ContAmtCurr" required="N" /> - </group> - <component name="Stipulations" required="N" /> - <group name="NoMiscFees" required="N"> - <field name="MiscFeeAmt" required="N" /> - <field name="MiscFeeCurr" required="N" /> - <field name="MiscFeeType" required="N" /> - <field name="MiscFeeBasis" required="N" /> - </group> - <field name="ExchangeRule" required="N" /> - <field name="TradeAllocIndicator" required="N" /> - <field name="PreallocMethod" required="N" /> - <field name="AllocID" required="N" /> - <group name="NoAllocs" required="N"> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocSettlCurrency" required="N" /> - <field name="IndividualAllocID" required="N" /> - <component name="NestedParties2" required="N" /> - <field name="AllocQty" required="N" /> - </group> - </group> - <field name="CopyMsgIndicator" required="N" /> - <field name="PublishTrdIndicator" required="N" /> - <field name="ShortSaleReason" required="N" /> + <message name='DerivativeSecurityList' msgcat='app' msgtype='AA'> + <field name='SecurityReqID' required='N' /> + <field name='SecurityResponseID' required='N' /> + <field name='SecurityRequestResult' required='N' /> + <component name='UnderlyingInstrument' required='N' /> + <field name='TotNoRelatedSym' required='N' /> + <field name='LastFragment' required='N' /> + <component name='RelSymDerivSecGrp' required='N' /> + <component name='DerivativeSecurityDefinition' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <field name='SecurityReportID' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='TransactTime' required='N' /> </message> - <message name="TradeCaptureReportAck" msgtype="AR" msgcat="app"> - <field name="TradeReportID" required="Y" /> - <field name="TradeReportTransType" required="N" /> - <field name="TradeReportType" required="N" /> - <field name="TrdType" required="N" /> - <field name="TrdSubType" required="N" /> - <field name="SecondaryTrdType" required="N" /> - <field name="TransferReason" required="N" /> - <field name="ExecType" required="Y" /> - <field name="TradeReportRefID" required="N" /> - <field name="SecondaryTradeReportRefID" required="N" /> - <field name="TrdRptStatus" required="N" /> - <field name="TradeReportRejectReason" required="N" /> - <field name="SecondaryTradeReportID" required="N" /> - <field name="SubscriptionRequestType" required="N" /> - <field name="TradeLinkID" required="N" /> - <field name="TrdMatchID" required="N" /> - <field name="ExecID" required="N" /> - <field name="SecondaryExecID" required="N" /> - <component name="Instrument" required="Y" /> - <field name="TransactTime" required="N" /> - <component name="TrdRegTimestamps" required="N" /> - <field name="ResponseTransportType" required="N" /> - <field name="ResponseDestination" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - <field name="LegQty" required="N" /> - <field name="LegSwapType" required="N" /> - <component name="LegStipulations" required="N" /> - <field name="LegPositionEffect" required="N" /> - <field name="LegCoveredOrUncovered" required="N" /> - <component name="NestedParties" required="N" /> - <field name="LegRefID" required="N" /> - <field name="LegPrice" required="N" /> - <field name="LegSettlType" required="N" /> - <field name="LegSettlDate" required="N" /> - <field name="LegLastPx" required="N" /> - </group> - <field name="ClearingFeeIndicator" required="N" /> - <field name="OrderCapacity" required="N" /> - <field name="OrderRestrictions" required="N" /> - <field name="CustOrderCapacity" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="N" /> - <field name="PositionEffect" required="N" /> - <field name="PreallocMethod" required="N" /> - <group name="NoAllocs" required="N"> - <field name="AllocAccount" required="N" /> - <field name="AllocAcctIDSource" required="N" /> - <field name="AllocSettlCurrency" required="N" /> - <field name="IndividualAllocID" required="N" /> - <component name="NestedParties2" required="N" /> - <field name="AllocQty" required="N" /> - </group> + <message name='NewOrderMultileg' msgcat='app' msgtype='AB'> + <field name='ClOrdID' required='Y' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ClOrdLinkID' required='N' /> + <component name='Parties' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradeDate' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='DayBookingInst' required='N' /> + <field name='BookingUnit' required='N' /> + <field name='PreallocMethod' required='N' /> + <field name='AllocID' required='N' /> + <component name='PreAllocMlegGrp' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='CashMargin' required='N' /> + <field name='ClearingFeeIndicator' required='N' /> + <field name='HandlInst' required='N' /> + <field name='ExecInst' required='N' /> + <field name='MinQty' required='N' /> + <field name='MaxFloor' required='N' /> + <field name='ExDestination' required='N' /> + <component name='TrdgSesGrp' required='N' /> + <field name='ProcessCode' required='N' /> + <field name='Side' required='Y' /> + <component name='Instrument' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='PrevClosePx' required='N' /> + <component name='LegOrdGrp' required='N' /> + <field name='LocateReqd' required='N' /> + <field name='TransactTime' required='Y' /> + <field name='QtyType' required='N' /> + <component name='OrderQtyData' required='N' /> + <field name='OrdType' required='Y' /> + <field name='PriceType' required='N' /> + <field name='Price' required='N' /> + <field name='StopPx' required='N' /> + <field name='Currency' required='N' /> + <field name='ComplianceID' required='N' /> + <field name='SolicitedFlag' required='N' /> + <field name='IOIID' required='N' /> + <field name='QuoteID' required='N' /> + <field name='TimeInForce' required='N' /> + <field name='EffectiveTime' required='N' /> + <field name='ExpireDate' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='GTBookingInst' required='N' /> + <component name='CommissionData' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='OrderRestrictions' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='ForexReq' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='BookingType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='CoveredOrUncovered' required='N' /> + <field name='MaxShow' required='N' /> + <component name='PegInstructions' required='N' /> + <component name='DiscretionInstructions' required='N' /> + <field name='TargetStrategy' required='N' /> + <field name='TargetStrategyParameters' required='N' /> + <field name='ParticipationRate' required='N' /> + <field name='CancellationRights' required='N' /> + <field name='MoneyLaunderingStatus' required='N' /> + <field name='RegistID' required='N' /> + <field name='Designation' required='N' /> + <field name='MultiLegRptTypeReq' required='N' /> + <component name='StrategyParametersGrp' required='N' /> + <field name='SwapPoints' required='N' /> + <field name='MatchIncrement' required='N' /> + <field name='MaxPriceLevels' required='N' /> + <component name='DisplayInstruction' required='N' /> + <field name='PriceProtectionScope' required='N' /> + <component name='TriggeringInstruction' required='N' /> + <field name='RefOrderID' required='N' /> + <field name='RefOrderIDSource' required='N' /> + <field name='PreTradeAnonymity' required='N' /> + <field name='ExDestinationIDSource' required='N' /> + <field name='MultilegModel' required='N' /> + <field name='MultilegPriceMethod' required='N' /> + <field name='RiskFreeRate' required='N' /> </message> - <message name="RegistrationInstructions" msgtype="o" msgcat="app"> - <field name="RegistID" required="Y" /> - <field name="RegistTransType" required="Y" /> - <field name="RegistRefID" required="Y" /> - <field name="ClOrdID" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="RegistAcctType" required="N" /> - <field name="TaxAdvantageType" required="N" /> - <field name="OwnershipType" required="N" /> - <group name="NoRegistDtls" required="N"> - <field name="RegistDtls" required="N" /> - <field name="RegistEmail" required="N" /> - <field name="MailingDtls" required="N" /> - <field name="MailingInst" required="N" /> - <component name="NestedParties" required="N" /> - <field name="OwnerType" required="N" /> - <field name="DateOfBirth" required="N" /> - <field name="InvestorCountryOfResidence" required="N" /> - </group> - <group name="NoDistribInsts" required="N"> - <field name="DistribPaymentMethod" required="N" /> - <field name="DistribPercentage" required="N" /> - <field name="CashDistribCurr" required="N" /> - <field name="CashDistribAgentName" required="N" /> - <field name="CashDistribAgentCode" required="N" /> - <field name="CashDistribAgentAcctNumber" required="N" /> - <field name="CashDistribPayRef" required="N" /> - <field name="CashDistribAgentAcctName" required="N" /> - </group> + <message name='MultilegOrderCancelReplace' msgcat='app' msgtype='AC'> + <field name='OrderID' required='N' /> + <field name='OrigClOrdID' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ClOrdLinkID' required='N' /> + <field name='OrigOrdModTime' required='N' /> + <component name='Parties' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradeDate' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='DayBookingInst' required='N' /> + <field name='BookingUnit' required='N' /> + <field name='PreallocMethod' required='N' /> + <field name='AllocID' required='N' /> + <component name='PreAllocMlegGrp' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='CashMargin' required='N' /> + <field name='ClearingFeeIndicator' required='N' /> + <field name='HandlInst' required='N' /> + <field name='ExecInst' required='N' /> + <field name='MinQty' required='N' /> + <field name='MaxFloor' required='N' /> + <field name='ExDestination' required='N' /> + <component name='TrdgSesGrp' required='N' /> + <field name='ProcessCode' required='N' /> + <field name='Side' required='Y' /> + <component name='Instrument' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='PrevClosePx' required='N' /> + <component name='LegOrdGrp' required='N' /> + <field name='LocateReqd' required='N' /> + <field name='TransactTime' required='Y' /> + <field name='QtyType' required='N' /> + <component name='OrderQtyData' required='Y' /> + <field name='OrdType' required='Y' /> + <field name='PriceType' required='N' /> + <field name='Price' required='N' /> + <field name='StopPx' required='N' /> + <field name='Currency' required='N' /> + <field name='ComplianceID' required='N' /> + <field name='SolicitedFlag' required='N' /> + <field name='IOIID' required='N' /> + <field name='QuoteID' required='N' /> + <field name='TimeInForce' required='N' /> + <field name='EffectiveTime' required='N' /> + <field name='ExpireDate' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='GTBookingInst' required='N' /> + <component name='CommissionData' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='OrderRestrictions' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='ForexReq' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='BookingType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='CoveredOrUncovered' required='N' /> + <field name='MaxShow' required='N' /> + <component name='PegInstructions' required='N' /> + <component name='DiscretionInstructions' required='N' /> + <field name='TargetStrategy' required='N' /> + <field name='TargetStrategyParameters' required='N' /> + <field name='ParticipationRate' required='N' /> + <field name='CancellationRights' required='N' /> + <field name='MoneyLaunderingStatus' required='N' /> + <field name='RegistID' required='N' /> + <field name='Designation' required='N' /> + <field name='MultiLegRptTypeReq' required='N' /> + <component name='StrategyParametersGrp' required='N' /> + <field name='MatchIncrement' required='N' /> + <field name='MaxPriceLevels' required='N' /> + <component name='DisplayInstruction' required='N' /> + <field name='PriceProtectionScope' required='N' /> + <component name='TriggeringInstruction' required='N' /> + <field name='PreTradeAnonymity' required='N' /> + <field name='ExDestinationIDSource' required='N' /> + <field name='SwapPoints' required='N' /> + <field name='MultilegModel' required='N' /> + <field name='MultilegPriceMethod' required='N' /> + <field name='RiskFreeRate' required='N' /> </message> - <message name="RegistrationInstructionsResponse" msgtype="p" msgcat="app"> - <field name="RegistID" required="Y" /> - <field name="RegistTransType" required="Y" /> - <field name="RegistRefID" required="Y" /> - <field name="ClOrdID" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AcctIDSource" required="N" /> - <field name="RegistStatus" required="Y" /> - <field name="RegistRejReasonCode" required="N" /> - <field name="RegistRejReasonText" required="N" /> + <message name='TradeCaptureReportRequest' msgcat='app' msgtype='AD'> + <field name='TradeRequestID' required='Y' /> + <field name='TradeRequestType' required='Y' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='TradeReportID' required='N' /> + <field name='SecondaryTradeReportID' required='N' /> + <field name='ExecID' required='N' /> + <field name='ExecType' required='N' /> + <field name='OrderID' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='MatchStatus' required='N' /> + <field name='TrdType' required='N' /> + <field name='TrdSubType' required='N' /> + <field name='TransferReason' required='N' /> + <field name='SecondaryTrdType' required='N' /> + <field name='TradeLinkID' required='N' /> + <field name='TrdMatchID' required='N' /> + <component name='Parties' required='N' /> + <component name='Instrument' required='N' /> + <component name='InstrumentExtension' required='N' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='TrdCapDtGrp' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='TimeBracket' required='N' /> + <field name='Side' required='N' /> + <field name='MultiLegReportingType' required='N' /> + <field name='TradeInputSource' required='N' /> + <field name='TradeInputDevice' required='N' /> + <field name='ResponseTransportType' required='N' /> + <field name='ResponseDestination' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='MessageEventSource' required='N' /> + <field name='TradeID' required='N' /> + <field name='SecondaryTradeID' required='N' /> + <field name='FirmTradeID' required='N' /> + <field name='SecondaryFirmTradeID' required='N' /> + <field name='TradeHandlingInstr' required='N' /> </message> - <message name="PositionMaintenanceRequest" msgtype="AL" msgcat="app"> - <field name="PosReqID" required="Y" /> - <field name="PosTransType" required="Y" /> - <field name="PosMaintAction" required="Y" /> - <field name="OrigPosReqRefID" required="N" /> - <field name="PosMaintRptRefID" required="N" /> - <field name="ClearingBusinessDate" required="Y" /> - <field name="SettlSessID" required="N" /> - <field name="SettlSessSubID" required="N" /> - <component name="Parties" required="Y" /> - <field name="Account" required="Y" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="Y" /> - <component name="Instrument" required="Y" /> - <field name="Currency" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoTradingSessions" required="N"> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <field name="TransactTime" required="Y" /> - <component name="PositionQty" required="Y" /> - <field name="AdjustmentType" required="N" /> - <field name="ContraryInstructionIndicator" required="N" /> - <field name="PriorSpreadIndicator" required="N" /> - <field name="ThresholdAmount" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='TradeCaptureReport' msgcat='app' msgtype='AE'> + <field name='TradeReportID' required='N' /> + <field name='TradeReportTransType' required='N' /> + <field name='TradeReportType' required='N' /> + <field name='TradeRequestID' required='N' /> + <field name='TrdType' required='N' /> + <field name='TrdSubType' required='N' /> + <field name='SecondaryTrdType' required='N' /> + <field name='TransferReason' required='N' /> + <field name='ExecType' required='N' /> + <field name='TotNumTradeReports' required='N' /> + <field name='LastRptRequested' required='N' /> + <field name='UnsolicitedIndicator' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='TradeReportRefID' required='N' /> + <field name='SecondaryTradeReportRefID' required='N' /> + <field name='SecondaryTradeReportID' required='N' /> + <field name='TradeLinkID' required='N' /> + <field name='TrdMatchID' required='N' /> + <field name='ExecID' required='N' /> + <field name='SecondaryExecID' required='N' /> + <field name='ExecRestatementReason' required='N' /> + <field name='PreviouslyReported' required='N' /> + <field name='PriceType' required='N' /> + <component name='Instrument' required='Y' /> + <component name='FinancingDetails' required='N' /> + <field name='QtyType' required='N' /> + <component name='YieldData' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='UnderlyingTradingSessionID' required='N' /> + <field name='UnderlyingTradingSessionSubID' required='N' /> + <field name='LastQty' required='Y' /> + <field name='LastPx' required='Y' /> + <field name='LastParPx' required='N' /> + <field name='LastSpotRate' required='N' /> + <field name='LastForwardPoints' required='N' /> + <field name='LastMkt' required='N' /> + <field name='TradeDate' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='AvgPx' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <field name='AvgPxIndicator' required='N' /> + <component name='PositionAmountData' required='N' /> + <field name='MultiLegReportingType' required='N' /> + <field name='TradeLegRefID' required='N' /> + <component name='TrdInstrmtLegGrp' required='N' /> + <field name='TransactTime' required='N' /> + <component name='TrdRegTimestamps' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='MatchStatus' required='N' /> + <field name='MatchType' required='N' /> + <component name='TrdCapRptSideGrp' required='Y' /> + <field name='CopyMsgIndicator' required='N' /> + <field name='PublishTrdIndicator' required='N' /> + <field name='ShortSaleReason' required='N' /> + <field name='TrdRptStatus' required='N' /> + <field name='AsOfIndicator' required='N' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <field name='TierCode' required='N' /> + <field name='MessageEventSource' required='N' /> + <field name='LastUpdateTime' required='N' /> + <field name='RndPx' required='N' /> + <field name='TradeID' required='N' /> + <field name='SecondaryTradeID' required='N' /> + <field name='FirmTradeID' required='N' /> + <field name='SecondaryFirmTradeID' required='N' /> + <field name='CalculatedCcyLastQty' required='N' /> + <field name='LastSwapPoints' required='N' /> + <field name='UnderlyingSettlementDate' required='N' /> + <field name='GrossTradeAmt' required='N' /> + <component name='RootParties' required='N' /> + <field name='TradeHandlingInstr' required='N' /> + <field name='OrigTradeHandlingInstr' required='N' /> + <field name='OrigTradeDate' required='N' /> + <field name='OrigTradeID' required='N' /> + <field name='OrigSecondaryTradeID' required='N' /> + <field name='TZTransactTime' required='N' /> + <field name='ReportedPxDiff' required='N' /> + <field name='Currency' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='RejectText' required='N' /> + <field name='FeeMultiplier' required='N' /> + <field name='Volatility' required='N' /> + <field name='DividendYield' required='N' /> + <field name='RiskFreeRate' required='N' /> + <field name='CurrencyRatio' required='N' /> + <component name='TrdRepIndicatorsGrp' required='N' /> + <field name='TradePublishIndicator' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <field name='VenueType' required='N' /> + <field name='MarketSegmentID' required='N' /> + <field name='MarketID' required='N' /> </message> - <message name="PositionMaintenanceReport" msgtype="AM" msgcat="app"> - <field name="PosMaintRptID" required="Y" /> - <field name="PosTransType" required="Y" /> - <field name="PosReqID" required="N" /> - <field name="PosMaintAction" required="Y" /> - <field name="OrigPosReqRefID" required="Y" /> - <field name="PosMaintStatus" required="Y" /> - <field name="PosMaintResult" required="N" /> - <field name="ClearingBusinessDate" required="Y" /> - <field name="SettlSessID" required="N" /> - <field name="SettlSessSubID" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="Y" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="Y" /> - <component name="Instrument" required="Y" /> - <field name="Currency" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <group name="NoTradingSessions" required="N"> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <field name="TransactTime" required="Y" /> - <component name="PositionQty" required="Y" /> - <component name="PositionAmountData" required="Y" /> - <field name="AdjustmentType" required="N" /> - <field name="ThresholdAmount" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='OrderMassStatusRequest' msgcat='app' msgtype='AF'> + <field name='MassStatusReqID' required='Y' /> + <field name='MassStatusReqType' required='Y' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <component name='Instrument' required='N' /> + <component name='UnderlyingInstrument' required='N' /> + <field name='Side' required='N' /> + <component name='TargetParties' required='N' /> </message> - <message name="RequestForPositions" msgtype="AN" msgcat="app"> - <field name="PosReqID" required="Y" /> - <field name="PosReqType" required="Y" /> - <field name="MatchStatus" required="N" /> - <field name="SubscriptionRequestType" required="N" /> - <component name="Parties" required="Y" /> - <field name="Account" required="Y" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="Y" /> - <component name="Instrument" required="N" /> - <field name="Currency" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="ClearingBusinessDate" required="Y" /> - <field name="SettlSessID" required="N" /> - <field name="SettlSessSubID" required="N" /> - <group name="NoTradingSessions" required="N"> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - </group> - <field name="TransactTime" required="Y" /> - <field name="ResponseTransportType" required="N" /> - <field name="ResponseDestination" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='QuoteRequestReject' msgcat='app' msgtype='AG'> + <field name='QuoteReqID' required='Y' /> + <field name='RFQReqID' required='N' /> + <field name='QuoteRequestRejectReason' required='Y' /> + <component name='QuotReqRjctGrp' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='RootParties' required='N' /> + <field name='PrivateQuote' required='N' /> + <field name='RespondentType' required='N' /> + <field name='PreTradeAnonymity' required='N' /> </message> - <message name="RequestForPositionsAck" msgtype="AO" msgcat="app"> - <field name="PosMaintRptID" required="Y" /> - <field name="PosReqID" required="N" /> - <field name="TotalNumPosReports" required="N" /> - <field name="UnsolicitedIndicator" required="N" /> - <field name="PosReqResult" required="Y" /> - <field name="PosReqStatus" required="Y" /> - <component name="Parties" required="Y" /> - <field name="Account" required="Y" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="Y" /> - <component name="Instrument" required="N" /> - <field name="Currency" required="N" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="ResponseTransportType" required="N" /> - <field name="ResponseDestination" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='RFQRequest' msgcat='app' msgtype='AH'> + <field name='RFQReqID' required='Y' /> + <component name='RFQReqGrp' required='Y' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='PrivateQuote' required='N' /> + <component name='Parties' required='N' /> </message> - <message name="PositionReport" msgtype="AP" msgcat="app"> - <field name="PosMaintRptID" required="Y" /> - <field name="PosReqID" required="N" /> - <field name="PosReqType" required="N" /> - <field name="SubscriptionRequestType" required="N" /> - <field name="TotalNumPosReports" required="N" /> - <field name="UnsolicitedIndicator" required="N" /> - <field name="PosReqResult" required="Y" /> - <field name="ClearingBusinessDate" required="Y" /> - <field name="SettlSessID" required="N" /> - <field name="SettlSessSubID" required="N" /> - <component name="Parties" required="Y" /> - <field name="Account" required="Y" /> - <field name="AcctIDSource" required="N" /> - <field name="AccountType" required="Y" /> - <component name="Instrument" required="N" /> - <field name="Currency" required="N" /> - <field name="SettlPrice" required="Y" /> - <field name="SettlPriceType" required="Y" /> - <field name="PriorSettlPrice" required="Y" /> - <group name="NoLegs" required="N"> - <component name="InstrumentLeg" required="N" /> - </group> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - <field name="UnderlyingSettlPrice" required="Y" /> - <field name="UnderlyingSettlPriceType" required="Y" /> - </group> - <component name="PositionQty" required="Y" /> - <component name="PositionAmountData" required="Y" /> - <field name="RegistStatus" required="N" /> RegNonRegInd - <field name="DeliveryDate" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='QuoteStatusReport' msgcat='app' msgtype='AI'> + <field name='QuoteStatusReqID' required='N' /> + <field name='QuoteReqID' required='N' /> + <field name='QuoteID' required='N' /> + <field name='QuoteRespID' required='N' /> + <field name='QuoteType' required='N' /> + <component name='Parties' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <component name='Instrument' required='N' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Side' required='N' /> + <component name='OrderQtyData' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='SettlDate2' required='N' /> + <field name='OrderQty2' required='N' /> + <field name='Currency' required='N' /> + <component name='Stipulations' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <component name='LegQuotStatGrp' required='N' /> + <component name='QuotQualGrp' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='Price' required='N' /> + <field name='PriceType' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='BidPx' required='N' /> + <field name='OfferPx' required='N' /> + <field name='MktBidPx' required='N' /> + <field name='MktOfferPx' required='N' /> + <field name='MinBidSize' required='N' /> + <field name='BidSize' required='N' /> + <field name='MinOfferSize' required='N' /> + <field name='OfferSize' required='N' /> + <field name='ValidUntilTime' required='N' /> + <field name='BidSpotRate' required='N' /> + <field name='OfferSpotRate' required='N' /> + <field name='BidForwardPoints' required='N' /> + <field name='OfferForwardPoints' required='N' /> + <field name='MidPx' required='N' /> + <field name='BidYield' required='N' /> + <field name='MidYield' required='N' /> + <field name='OfferYield' required='N' /> + <field name='TransactTime' required='N' /> + <field name='OrdType' required='N' /> + <field name='BidForwardPoints2' required='N' /> + <field name='OfferForwardPoints2' required='N' /> + <field name='SettlCurrBidFxRate' required='N' /> + <field name='SettlCurrOfferFxRate' required='N' /> + <field name='SettlCurrFxRateCalc' required='N' /> + <field name='CommType' required='N' /> + <field name='Commission' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='ExDestination' required='N' /> + <field name='QuoteStatus' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='ExDestinationIDSource' required='N' /> + <field name='QuoteCancelType' required='N' /> + <field name='QuoteMsgID' required='N' /> + <field name='QuoteRejectReason' required='N' /> + <field name='MinQty' required='N' /> + <field name='BookingType' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='OrderRestrictions' required='N' /> + <component name='TargetParties' required='N' /> </message> - <message name="AssignmentReport" msgtype="AW" msgcat="app"> - <field name="AsgnRptID" required="Y" /> - <field name="TotNumAssignmentReports" required="N" /> - <field name="LastRptRequested" required="N" /> - <component name="Parties" required="Y" /> - <field name="Account" required="N" /> - <field name="AccountType" required="Y" /> - <component name="Instrument" required="N" /> - <field name="Currency" required="N" /> - <field name="NoLegs" required="N" /> - <component name="InstrumentLeg" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <component name="PositionQty" required="Y" /> - <component name="PositionAmountData" required="Y" /> - <field name="ThresholdAmount" required="N" /> - <field name="SettlPrice" required="Y" /> - <field name="SettlPriceType" required="Y" /> - <field name="UnderlyingSettlPrice" required="Y" /> - <field name="ExpireDate" required="N" /> - <field name="AssignmentMethod" required="Y" /> - <field name="AssignmentUnit" required="N" /> - <field name="OpenInterest" required="Y" /> - <field name="ExerciseMethod" required="Y" /> - <field name="SettlSessID" required="Y" /> - <field name="SettlSessSubID" required="Y" /> - <field name="ClearingBusinessDate" required="Y" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='QuoteResponse' msgcat='app' msgtype='AJ'> + <field name='QuoteRespID' required='Y' /> + <field name='QuoteID' required='N' /> + <field name='QuoteRespType' required='Y' /> + <field name='ClOrdID' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='IOIID' required='N' /> + <field name='QuoteType' required='N' /> + <component name='QuotQualGrp' required='N' /> + <component name='Parties' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <component name='Instrument' required='Y' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Side' required='N' /> + <component name='OrderQtyData' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='SettlDate2' required='N' /> + <field name='OrderQty2' required='N' /> + <field name='Currency' required='N' /> + <component name='Stipulations' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <component name='LegQuotGrp' required='N' /> + <field name='BidPx' required='N' /> + <field name='OfferPx' required='N' /> + <field name='MktBidPx' required='N' /> + <field name='MktOfferPx' required='N' /> + <field name='MinBidSize' required='N' /> + <field name='BidSize' required='N' /> + <field name='MinOfferSize' required='N' /> + <field name='OfferSize' required='N' /> + <field name='ValidUntilTime' required='N' /> + <field name='BidSpotRate' required='N' /> + <field name='OfferSpotRate' required='N' /> + <field name='BidForwardPoints' required='N' /> + <field name='OfferForwardPoints' required='N' /> + <field name='MidPx' required='N' /> + <field name='BidYield' required='N' /> + <field name='MidYield' required='N' /> + <field name='OfferYield' required='N' /> + <field name='TransactTime' required='N' /> + <field name='OrdType' required='N' /> + <field name='BidForwardPoints2' required='N' /> + <field name='OfferForwardPoints2' required='N' /> + <field name='SettlCurrBidFxRate' required='N' /> + <field name='SettlCurrOfferFxRate' required='N' /> + <field name='SettlCurrFxRateCalc' required='N' /> + <field name='Commission' required='N' /> + <field name='CommType' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='ExDestination' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='Price' required='N' /> + <field name='PriceType' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='ExDestinationIDSource' required='N' /> + <field name='QuoteMsgID' required='N' /> + <field name='PreTradeAnonymity' required='N' /> + <field name='MinQty' required='N' /> + <field name='OrderRestrictions' required='N' /> </message> - <message name="CollateralRequest" msgtype="AX" msgcat="app"> - <field name="CollReqID" required="Y" /> - <field name="CollAsgnReason" required="Y" /> - <field name="TransactTime" required="Y" /> - <field name="ExpireTime" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AccountType" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="OrderID" required="N" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <group name="NoExecs" required="N"> - <field name="ExecID" required="N" /> - </group> - <group name="NoTrades" required="N"> - <field name="TradeReportID" required="N" /> - <field name="SecondaryTradeReportID" required="N" /> - </group> - <component name="Instrument" required="N" /> - <component name="FinancingDetails" required="N" /> - <field name="SettlDate" required="N" /> - <field name="Quantity" required="N" /> - <field name="QtyType" required="N" /> - <field name="Currency" required="N" /> - <field name="NoLegs" required="N" /> - <component name="InstrumentLeg" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - <field name="CollAction" required="N" /> - </group> - <field name="MarginExcess" required="N" /> - <field name="TotalNetValue" required="N" /> - <field name="CashOutstanding" required="N" /> - <component name="TrdRegTimestamps" required="N" /> - <field name="Side" required="N" /> - <group name="NoMiscFees" required="N"> - <field name="MiscFeeAmt" required="N" /> - <field name="MiscFeeCurr" required="N" /> - <field name="MiscFeeType" required="N" /> - <field name="MiscFeeBasis" required="N" /> - </group> - <field name="Price" required="N" /> - <field name="PriceType" required="N" /> - <field name="AccruedInterestAmt" required="N" /> - <field name="EndAccruedInterestAmt" required="N" /> - <field name="StartCash" required="N" /> - <field name="EndCash" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="Stipulations" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="SettlSessID" required="N" /> - <field name="SettlSessSubID" required="N" /> - <field name="ClearingBusinessDate" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='Confirmation' msgcat='app' msgtype='AK'> + <field name='ConfirmID' required='Y' /> + <field name='ConfirmRefID' required='N' /> + <field name='ConfirmReqID' required='N' /> + <field name='ConfirmTransType' required='Y' /> + <field name='ConfirmType' required='Y' /> + <field name='CopyMsgIndicator' required='N' /> + <field name='LegalConfirm' required='N' /> + <field name='ConfirmStatus' required='Y' /> + <component name='Parties' required='N' /> + <component name='OrdAllocGrp' required='N' /> + <field name='AllocID' required='N' /> + <field name='SecondaryAllocID' required='N' /> + <field name='IndividualAllocID' required='N' /> + <field name='TransactTime' required='Y' /> + <field name='TradeDate' required='Y' /> + <component name='TrdRegTimestamps' required='N' /> + <component name='Instrument' required='Y' /> + <component name='InstrumentExtension' required='N' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='YieldData' required='N' /> + <field name='AllocQty' required='Y' /> + <field name='QtyType' required='N' /> + <field name='Side' required='Y' /> + <field name='Currency' required='N' /> + <field name='LastMkt' required='N' /> + <component name='CpctyConfGrp' required='Y' /> + <field name='AllocAccount' required='Y' /> + <field name='AllocAcctIDSource' required='N' /> + <field name='AllocAccountType' required='N' /> + <field name='AvgPx' required='Y' /> + <field name='AvgPxPrecision' required='N' /> + <field name='PriceType' required='N' /> + <field name='AvgParPx' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <field name='ReportedPx' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='ProcessCode' required='N' /> + <field name='GrossTradeAmt' required='Y' /> + <field name='NumDaysInterest' required='N' /> + <field name='ExDate' required='N' /> + <field name='AccruedInterestRate' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='InterestAtMaturity' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <field name='Concession' required='N' /> + <field name='TotalTakedown' required='N' /> + <field name='NetMoney' required='Y' /> + <field name='MaturityNetMoney' required='N' /> + <field name='SettlCurrAmt' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='SettlCurrFxRate' required='N' /> + <field name='SettlCurrFxRateCalc' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <component name='SettlInstructionsData' required='N' /> + <component name='CommissionData' required='N' /> + <field name='SharedCommission' required='N' /> + <component name='Stipulations' required='N' /> + <component name='MiscFeesGrp' required='N' /> </message> - <message name="CollateralAssignment" msgtype="AY" msgcat="app"> - <field name="CollAsgnID" required="Y" /> - <field name="CollReqID" required="N" /> - <field name="CollAsgnReason" required="Y" /> - <field name="CollAsgnTransType" required="Y" /> - <field name="CollAsgnRefID" required="N" /> - <field name="TransactTime" required="Y" /> - <field name="ExpireTime" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AccountType" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="OrderID" required="N" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <group name="NoExecs" required="N"> - <field name="ExecID" required="N" /> - </group> - <group name="NoTrades" required="N"> - <field name="TradeReportID" required="N" /> - <field name="SecondaryTradeReportID" required="N" /> - </group> - <component name="Instrument" required="N" /> - <component name="FinancingDetails" required="N" /> - <field name="SettlDate" required="N" /> - <field name="Quantity" required="N" /> - <field name="QtyType" required="N" /> - <field name="Currency" required="N" /> - <field name="NoLegs" required="N" /> - <component name="InstrumentLeg" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - <field name="CollAction" required="N" /> - </group> - <field name="MarginExcess" required="N" /> - <field name="TotalNetValue" required="N" /> - <field name="CashOutstanding" required="N" /> - <component name="TrdRegTimestamps" required="N" /> - <field name="Side" required="N" /> - <group name="NoMiscFees" required="N"> - <field name="MiscFeeAmt" required="N" /> - <field name="MiscFeeCurr" required="N" /> - <field name="MiscFeeType" required="N" /> - <field name="MiscFeeBasis" required="N" /> - </group> - <field name="Price" required="N" /> - <field name="PriceType" required="N" /> - <field name="AccruedInterestAmt" required="N" /> - <field name="EndAccruedInterestAmt" required="N" /> - <field name="StartCash" required="N" /> - <field name="EndCash" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="Stipulations" required="N" /> - <component name="SettlInstructionsData" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="SettlSessID" required="N" /> - <field name="SettlSessSubID" required="N" /> - <field name="ClearingBusinessDate" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='PositionMaintenanceRequest' msgcat='app' msgtype='AL'> + <field name='PosReqID' required='N' /> + <field name='PosTransType' required='Y' /> + <field name='PosMaintAction' required='Y' /> + <field name='OrigPosReqRefID' required='N' /> + <field name='PosMaintRptRefID' required='N' /> + <field name='ClearingBusinessDate' required='Y' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <component name='Parties' required='Y' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <component name='Instrument' required='Y' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='TrdgSesGrp' required='N' /> + <field name='TransactTime' required='N' /> + <component name='PositionQty' required='Y' /> + <field name='AdjustmentType' required='N' /> + <field name='ContraryInstructionIndicator' required='N' /> + <field name='PriorSpreadIndicator' required='N' /> + <field name='ThresholdAmount' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='PositionAmountData' required='N' /> + <field name='SettlCurrency' required='N' /> </message> - <message name="CollateralResponse" msgtype="AZ" msgcat="app"> - <field name="CollRespID" required="Y" /> - <field name="CollAsgnID" required="Y" /> - <field name="CollReqID" required="N" /> - <field name="CollAsgnReason" required="Y" /> - <field name="CollAsgnTransType" required="N" /> - <field name="CollAsgnRespType" required="Y" /> - <field name="CollAsgnRejectReason" required="N" /> - <field name="TransactTime" required="Y" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AccountType" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="OrderID" required="N" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <group name="NoExecs" required="N"> - <field name="ExecID" required="N" /> - </group> - <group name="NoTrades" required="N"> - <field name="TradeReportID" required="N" /> - <field name="SecondaryTradeReportID" required="N" /> - </group> - <component name="Instrument" required="N" /> - <component name="FinancingDetails" required="N" /> - <field name="SettlDate" required="N" /> - <field name="Quantity" required="N" /> - <field name="QtyType" required="N" /> - <field name="Currency" required="N" /> - <field name="NoLegs" required="N" /> - <component name="InstrumentLeg" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - <field name="CollAction" required="N" /> - </group> - <field name="MarginExcess" required="N" /> - <field name="TotalNetValue" required="N" /> - <field name="CashOutstanding" required="N" /> - <component name="TrdRegTimestamps" required="N" /> - <field name="Side" required="N" /> - <group name="NoMiscFees" required="N"> - <field name="MiscFeeAmt" required="N" /> - <field name="MiscFeeCurr" required="N" /> - <field name="MiscFeeType" required="N" /> - <field name="MiscFeeBasis" required="N" /> - </group> - <field name="Price" required="N" /> - <field name="PriceType" required="N" /> - <field name="AccruedInterestAmt" required="N" /> - <field name="EndAccruedInterestAmt" required="N" /> - <field name="StartCash" required="N" /> - <field name="EndCash" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="Stipulations" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='PositionMaintenanceReport' msgcat='app' msgtype='AM'> + <field name='PosMaintRptID' required='Y' /> + <field name='PosTransType' required='Y' /> + <field name='PosReqID' required='N' /> + <field name='PosMaintAction' required='Y' /> + <field name='OrigPosReqRefID' required='N' /> + <field name='PosMaintStatus' required='Y' /> + <field name='PosMaintResult' required='N' /> + <field name='ClearingBusinessDate' required='Y' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <component name='Instrument' required='Y' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='TrdgSesGrp' required='N' /> + <field name='TransactTime' required='N' /> + <component name='PositionQty' required='Y' /> + <component name='PositionAmountData' required='N' /> + <field name='AdjustmentType' required='N' /> + <field name='ThresholdAmount' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='ContraryInstructionIndicator' required='N' /> + <field name='PriorSpreadIndicator' required='N' /> + <field name='PosMaintRptRefID' required='N' /> </message> - <message name="CollateralReport" msgtype="BA" msgcat="app"> - <field name="CollRptID" required="Y" /> - <field name="CollInquiryID" required="N" /> - <field name="CollStatus" required="Y" /> - <field name="TotNumReports" required="N" /> - <field name="LastRptRequested" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AccountType" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="OrderID" required="N" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <group name="NoExecs" required="N"> - <field name="ExecID" required="N" /> - </group> - <group name="NoTrades" required="N"> - <field name="TradeReportID" required="N" /> - <field name="SecondaryTradeReportID" required="N" /> - </group> - <component name="Instrument" required="N" /> - <component name="FinancingDetails" required="N" /> - <field name="SettlDate" required="N" /> - <field name="Quantity" required="N" /> - <field name="QtyType" required="N" /> - <field name="Currency" required="N" /> - <field name="NoLegs" required="N" /> - <component name="InstrumentLeg" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="MarginExcess" required="N" /> - <field name="TotalNetValue" required="N" /> - <field name="CashOutstanding" required="N" /> - <component name="TrdRegTimestamps" required="N" /> - <field name="Side" required="N" /> - <group name="NoMiscFees" required="N"> - <field name="MiscFeeAmt" required="N" /> - <field name="MiscFeeCurr" required="N" /> - <field name="MiscFeeType" required="N" /> - <field name="MiscFeeBasis" required="N" /> - </group> - <field name="Price" required="N" /> - <field name="PriceType" required="N" /> - <field name="AccruedInterestAmt" required="N" /> - <field name="EndAccruedInterestAmt" required="N" /> - <field name="StartCash" required="N" /> - <field name="EndCash" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="Stipulations" required="N" /> - <component name="SettlInstructionsData" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="SettlSessID" required="N" /> - <field name="SettlSessSubID" required="N" /> - <field name="ClearingBusinessDate" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='RequestForPositions' msgcat='app' msgtype='AN'> + <field name='PosReqID' required='Y' /> + <field name='PosReqType' required='Y' /> + <field name='MatchStatus' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <component name='Parties' required='Y' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <component name='Instrument' required='N' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='ClearingBusinessDate' required='Y' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <component name='TrdgSesGrp' required='N' /> + <field name='TransactTime' required='Y' /> + <field name='ResponseTransportType' required='N' /> + <field name='ResponseDestination' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='SettlCurrency' required='N' /> </message> - <message name="CollateralInquiry" msgtype="BB" msgcat="app"> - <field name="CollInquiryID" required="N" /> - <group name="NoCollInquiryQualifier" required="N"> - <field name="CollInquiryQualifier" required="N" /> - </group> - <field name="SubscriptionRequestType" required="N" /> - <field name="ResponseTransportType" required="N" /> - <field name="ResponseDestination" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AccountType" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="OrderID" required="N" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <group name="NoExecs" required="N"> - <field name="ExecID" required="N" /> - </group> - <group name="NoTrades" required="N"> - <field name="TradeReportID" required="N" /> - <field name="SecondaryTradeReportID" required="N" /> - </group> - <component name="Instrument" required="N" /> - <component name="FinancingDetails" required="N" /> - <field name="SettlDate" required="N" /> - <field name="Quantity" required="N" /> - <field name="QtyType" required="N" /> - <field name="Currency" required="N" /> - <field name="NoLegs" required="N" /> - <component name="InstrumentLeg" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="MarginExcess" required="N" /> - <field name="TotalNetValue" required="N" /> - <field name="CashOutstanding" required="N" /> - <component name="TrdRegTimestamps" required="N" /> - <field name="Side" required="N" /> - <field name="Price" required="N" /> - <field name="PriceType" required="N" /> - <field name="AccruedInterestAmt" required="N" /> - <field name="EndAccruedInterestAmt" required="N" /> - <field name="StartCash" required="N" /> - <field name="EndCash" required="N" /> - <component name="SpreadOrBenchmarkCurveData" required="N" /> - <component name="Stipulations" required="N" /> - <component name="SettlInstructionsData" required="N" /> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="SettlSessID" required="N" /> - <field name="SettlSessSubID" required="N" /> - <field name="ClearingBusinessDate" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='RequestForPositionsAck' msgcat='app' msgtype='AO'> + <field name='PosMaintRptID' required='Y' /> + <field name='PosReqID' required='N' /> + <field name='TotalNumPosReports' required='N' /> + <field name='UnsolicitedIndicator' required='N' /> + <field name='PosReqResult' required='Y' /> + <field name='PosReqStatus' required='Y' /> + <component name='Parties' required='Y' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <component name='Instrument' required='N' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='ResponseTransportType' required='N' /> + <field name='ResponseDestination' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='PosReqType' required='N' /> + <field name='MatchStatus' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <field name='SettlCurrency' required='N' /> </message> - <message name="NetworkStatusRequest" msgtype="BC" msgcat="app"> - <field name="NetworkRequestType" required="Y" /> - <field name="NetworkRequestID" required="Y" /> - <group name="NoCompIDs" required="N"> - <field name="RefCompID" required="N" /> - <field name="RefSubID" required="N" /> - <field name="LocationID" required="N" /> - <field name="DeskID" required="N" /> - </group> + <message name='PositionReport' msgcat='app' msgtype='AP'> + <field name='PosMaintRptID' required='Y' /> + <field name='PosReqID' required='N' /> + <field name='PosReqType' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='TotalNumPosReports' required='N' /> + <field name='UnsolicitedIndicator' required='N' /> + <field name='PosReqResult' required='N' /> + <field name='ClearingBusinessDate' required='Y' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <component name='Parties' required='Y' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <component name='Instrument' required='N' /> + <field name='Currency' required='N' /> + <field name='SettlPrice' required='N' /> + <field name='SettlPriceType' required='N' /> + <field name='PriorSettlPrice' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='PosUndInstrmtGrp' required='N' /> + <component name='PositionQty' required='N' /> + <component name='PositionAmountData' required='N' /> + <field name='RegistStatus' required='N' /> + <field name='DeliveryDate' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='MatchStatus' required='N' /> + <field name='PriceType' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='MessageEventSource' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <field name='ModelType' required='N' /> + <field name='PriceDelta' required='N' /> </message> - <message name="NetworkStatusRequest" msgtype="BD" msgcat="app"> - <field name="NetworkStatusResponseType" required="Y" /> - <field name="NetworkRequestID" required="N" /> - <field name="NetworkResponseID" required="N" /> - <field name="LastNetworkResponseID" required="N" /> - <group name="NoCompIDs" required="Y"> - <field name="RefCompID" required="N" /> - <field name="RefSubID" required="N" /> - <field name="LocationID" required="N" /> - <field name="DeskID" required="N" /> - <field name="StatusValue" required="N" /> - <field name="StatusText" required="N" /> - </group> + <message name='TradeCaptureReportRequestAck' msgcat='app' msgtype='AQ'> + <field name='TradeRequestID' required='Y' /> + <field name='TradeRequestType' required='Y' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='TotNumTradeReports' required='N' /> + <field name='TradeRequestResult' required='Y' /> + <field name='TradeRequestStatus' required='Y' /> + <component name='Instrument' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='MultiLegReportingType' required='N' /> + <field name='ResponseTransportType' required='N' /> + <field name='ResponseDestination' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='MessageEventSource' required='N' /> + <field name='TradeID' required='N' /> + <field name='SecondaryTradeID' required='N' /> + <field name='FirmTradeID' required='N' /> + <field name='SecondaryFirmTradeID' required='N' /> </message> - <message name="CollateralInquiryAck" msgtype="BG" msgcat="app"> - <field name="CollInquiryID" required="Y" /> - <field name="CollInquiryStatus" required="Y" /> - <field name="CollInquiryResult" required="N" /> - <group name="NoCollInquiryQualifier" required="N"> - <field name="CollInquiryQualifier" required="N" /> - </group> - <field name="TotNumReports" required="N" /> - <component name="Parties" required="N" /> - <field name="Account" required="N" /> - <field name="AccountType" required="N" /> - <field name="ClOrdID" required="N" /> - <field name="OrderID" required="N" /> - <field name="SecondaryOrderID" required="N" /> - <field name="SecondaryClOrdID" required="N" /> - <group name="NoExecs" required="N"> - <field name="ExecID" required="N" /> - </group> - <group name="NoTrades" required="N"> - <field name="TradeReportID" required="N" /> - <field name="SecondaryTradeReportID" required="N" /> - </group> - <component name="Instrument" required="N" /> - <component name="FinancingDetails" required="N" /> - <field name="SettlDate" required="N" /> - <field name="Quantity" required="N" /> - <field name="QtyType" required="N" /> - <field name="Currency" required="N" /> - <field name="NoLegs" required="N" /> - <component name="InstrumentLeg" required="N" /> - <group name="NoUnderlyings" required="N"> - <component name="UnderlyingInstrument" required="N" /> - </group> - <field name="TradingSessionID" required="N" /> - <field name="TradingSessionSubID" required="N" /> - <field name="SettlSessID" required="N" /> - <field name="SettlSessSubID" required="N" /> - <field name="ClearingBusinessDate" required="N" /> - <field name="ResponseTransportType" required="N" /> - <field name="ResponseDestination" required="N" /> - <field name="Text" required="N" /> - <field name="EncodedTextLen" required="N" /> - <field name="EncodedText" required="N" /> + <message name='TradeCaptureReportAck' msgcat='app' msgtype='AR'> + <field name='TradeReportID' required='N' /> + <field name='TradeReportTransType' required='N' /> + <field name='TradeReportType' required='N' /> + <field name='TrdType' required='N' /> + <field name='TrdSubType' required='N' /> + <field name='SecondaryTrdType' required='N' /> + <field name='TransferReason' required='N' /> + <field name='ExecType' required='N' /> + <field name='TradeReportRefID' required='N' /> + <field name='SecondaryTradeReportRefID' required='N' /> + <field name='TrdRptStatus' required='N' /> + <field name='TradeReportRejectReason' required='N' /> + <field name='SecondaryTradeReportID' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='TradeLinkID' required='N' /> + <field name='TrdMatchID' required='N' /> + <field name='ExecID' required='N' /> + <field name='SecondaryExecID' required='N' /> + <component name='Instrument' required='Y' /> + <field name='TransactTime' required='N' /> + <component name='TrdRegTimestamps' required='N' /> + <field name='ResponseTransportType' required='N' /> + <field name='ResponseDestination' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='TrdInstrmtLegGrp' required='N' /> + <field name='ClearingFeeIndicator' required='N' /> + <field name='ExecRestatementReason' required='N' /> + <field name='PreviouslyReported' required='N' /> + <field name='PriceType' required='N' /> + <field name='UnderlyingTradingSessionID' required='N' /> + <field name='QtyType' required='N' /> + <field name='UnderlyingTradingSessionSubID' required='N' /> + <field name='LastQty' required='N' /> + <field name='LastPx' required='N' /> + <field name='LastParPx' required='N' /> + <field name='LastSpotRate' required='N' /> + <field name='LastForwardPoints' required='N' /> + <field name='LastMkt' required='N' /> + <field name='TradeDate' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='AvgPx' required='N' /> + <field name='AvgPxIndicator' required='N' /> + <field name='MultiLegReportingType' required='N' /> + <field name='TradeLegRefID' required='N' /> + <field name='SettlType' required='N' /> + <field name='MatchStatus' required='N' /> + <field name='MatchType' required='N' /> + <field name='CopyMsgIndicator' required='N' /> + <field name='PublishTrdIndicator' required='N' /> + <field name='ShortSaleReason' required='N' /> + <field name='SettlDate' required='N' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <component name='PositionAmountData' required='N' /> + <field name='TierCode' required='N' /> + <field name='MessageEventSource' required='N' /> + <field name='LastUpdateTime' required='N' /> + <field name='RndPx' required='N' /> + <component name='TrdCapRptAckSideGrp' required='N' /> + <field name='AsOfIndicator' required='N' /> + <field name='TradeID' required='N' /> + <field name='SecondaryTradeID' required='N' /> + <field name='FirmTradeID' required='N' /> + <field name='SecondaryFirmTradeID' required='N' /> + <field name='CalculatedCcyLastQty' required='N' /> + <field name='LastSwapPoints' required='N' /> + <field name='GrossTradeAmt' required='N' /> + <component name='RootParties' required='N' /> + <field name='TradeHandlingInstr' required='N' /> + <field name='OrigTradeHandlingInstr' required='N' /> + <field name='OrigTradeDate' required='N' /> + <field name='OrigTradeID' required='N' /> + <field name='OrigSecondaryTradeID' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='RptSys' required='N' /> + <field name='Currency' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='FeeMultiplier' required='N' /> + <component name='TrdRepIndicatorsGrp' required='N' /> + <field name='TradePublishIndicator' required='N' /> + <field name='VenueType' required='N' /> + <field name='MarketSegmentID' required='N' /> + <field name='MarketID' required='N' /> </message> - </messages> - <components> - <component name="Instrument"> - <field name="Symbol" required="Y" /> - <field name="SymbolSfx" required="N" /> - <field name="SecurityID" required="N" /> - <field name="SecurityIDSource" required="N" /> - <group name="NoSecurityAltID" required="N"> - <field name="SecurityAltID" required="N" /> - <field name="SecurityAltIDSource" required="N" /> - </group> - <field name="Product" required="N" /> - <field name="CFICode" required="N" /> - <field name="SecurityType" required="N" /> - <field name="SecuritySubType" required="N" /> - <field name="MaturityMonthYear" required="N" /> - <field name="MaturityDate" required="N" /> - <field name="CouponPaymentDate" required="N" /> - <field name="IssueDate" required="N" /> - <field name="RepoCollateralSecurityType" required="N" /> - <field name="RepurchaseTerm" required="N" /> - <field name="RepurchaseRate" required="N" /> - <field name="Factor" required="N" /> - <field name="CreditRating" required="N" /> - <field name="InstrRegistry" required="N" /> - <field name="CountryOfIssue" required="N" /> - <field name="StateOrProvinceOfIssue" required="N" /> - <field name="LocaleOfIssue" required="N" /> - <field name="RedemptionDate" required="N" /> - <field name="StrikePrice" required="N" /> - <field name="StrikeCurrency" required="N" /> - <field name="OptAttribute" required="N" /> - <field name="ContractMultiplier" required="N" /> - <field name="CouponRate" required="N" /> - <field name="SecurityExchange" required="N" /> - <field name="Issuer" required="N" /> - <field name="EncodedIssuerLen" required="N" /> - <field name="EncodedIssuer" required="N" /> - <field name="SecurityDesc" required="N" /> - <field name="EncodedSecurityDescLen" required="N" /> - <field name="EncodedSecurityDesc" required="N" /> - <field name="Pool" required="N" /> - <field name="ContractSettlMonth" required="N" /> - <field name="CPProgram" required="N" /> - <field name="CPRegType" required="N" /> - <group name="NoEvents" required="N"> - <field name="EventType" required="N" /> - <field name="EventDate" required="N" /> - <field name="EventPx" required="N" /> - <field name="EventText" required="N" /> - </group> - <field name="DatedDate" required="N" /> - <field name="InterestAccrualDate" required="N" /> - </component> - <component name="UnderlyingInstrument"> - <field name="UnderlyingSymbol" required="Y" /> - <field name="UnderlyingSymbolSfx" required="N" /> - <field name="UnderlyingSecurityID" required="N" /> - <field name="UnderlyingSecurityIDSource" required="N" /> - <group name="NoUnderlyingSecurityAltID" required="N"> - <field name="UnderlyingSecurityAltID" required="N" /> - <field name="UnderlyingSecurityAltIDSource" required="N" /> - </group> - <field name="UnderlyingProduct" required="N" /> - <field name="UnderlyingCFICode" required="N" /> - <field name="UnderlyingSecurityType" required="N" /> - <field name="UnderlyingSecuritySubType" required="N" /> - <field name="UnderlyingMaturityMonthYear" required="N" /> - <field name="UnderlyingMaturityDate" required="N" /> - <field name="UnderlyingCouponPaymentDate" required="N" /> - <field name="UnderlyingIssueDate" required="N" /> - <field name="UnderlyingRepoCollateralSecurityType" required="N" /> - <field name="UnderlyingRepurchaseTerm" required="N" /> - <field name="UnderlyingRepurchaseRate" required="N" /> - <field name="UnderlyingFactor" required="N" /> - <field name="UnderlyingCreditRating" required="N" /> - <field name="UnderlyingInstrRegistry" required="N" /> - <field name="UnderlyingCountryOfIssue" required="N" /> - <field name="UnderlyingStateOrProvinceOfIssue" required="N" /> - <field name="UnderlyingLocaleOfIssue" required="N" /> - <field name="UnderlyingRedemptionDate" required="N" /> - <field name="UnderlyingStrikePrice" required="N" /> - <field name="UnderlyingStrikeCurrency" required="N" /> - <field name="UnderlyingOptAttribute" required="N" /> - <field name="UnderlyingContractMultiplier" required="N" /> - <field name="UnderlyingCouponRate" required="N" /> - <field name="UnderlyingSecurityExchange" required="N" /> - <field name="UnderlyingIssuer" required="N" /> - <field name="EncodedUnderlyingIssuerLen" required="N" /> - <field name="EncodedUnderlyingIssuer" required="N" /> - <field name="UnderlyingSecurityDesc" required="N" /> - <field name="EncodedUnderlyingSecurityDescLen" required="N" /> - <field name="EncodedUnderlyingSecurityDesc" required="N" /> - <field name="UnderlyingCPProgram" required="N" /> - <field name="UnderlyingCPRegType" required="N" /> - <field name="UnderlyingCurrency" required="N" /> - <field name="UnderlyingQty" required="N" /> - <field name="UnderlyingPx" required="N" /> - <field name="UnderlyingDirtyPrice" required="N" /> - <field name="UnderlyingEndPrice" required="N" /> - <field name="UnderlyingStartValue" required="N" /> - <field name="UnderlyingCurrentValue" required="N" /> - <field name="UnderlyingEndValue" required="N" /> - <component name="UnderlyingStipulations" required="N" /> - </component> - <component name="InstrumentLeg"> - <field name="LegSymbol" required="N" /> - <field name="LegSymbolSfx" required="N" /> - <field name="LegSecurityID" required="N" /> - <field name="LegSecurityIDSource" required="N" /> - <group name="NoLegSecurityAltID" required="N"> - <field name="LegSecurityAltID" required="N" /> - <field name="LegSecurityAltIDSource" required="N" /> - </group> - <field name="LegProduct" required="N" /> - <field name="LegCFICode" required="N" /> - <field name="LegSecurityType" required="N" /> - <field name="LegSecuritySubType" required="N" /> - <field name="LegMaturityMonthYear" required="N" /> - <field name="LegMaturityDate" required="N" /> - <field name="LegCouponPaymentDate" required="N" /> - <field name="LegIssueDate" required="N" /> - <field name="LegRepoCollateralSecurityType" required="N" /> - <field name="LegRepurchaseTerm" required="N" /> - <field name="LegRepurchaseRate" required="N" /> - <field name="LegFactor" required="N" /> - <field name="LegCreditRating" required="N" /> - <field name="LegInstrRegistry" required="N" /> - <field name="LegCountryOfIssue" required="N" /> - <field name="LegStateOrProvinceOfIssue" required="N" /> - <field name="LegLocaleOfIssue" required="N" /> - <field name="LegRedemptionDate" required="N" /> - <field name="LegStrikePrice" required="N" /> - <field name="LegStrikeCurrency" required="N" /> - <field name="LegOptAttribute" required="N" /> - <field name="LegContractMultiplier" required="N" /> - <field name="LegCouponRate" required="N" /> - <field name="LegSecurityExchange" required="N" /> - <field name="LegIssuer" required="N" /> - <field name="EncodedLegIssuerLen" required="N" /> - <field name="EncodedLegIssuer" required="N" /> - <field name="LegSecurityDesc" required="N" /> - <field name="EncodedLegSecurityDescLen" required="N" /> - <field name="EncodedLegSecurityDesc" required="N" /> - <field name="LegRatioQty" required="N" /> - <field name="LegSide" required="N" /> - <field name="LegCurrency" required="N" /> - <field name="LegPool" required="N" /> - <field name="LegDatedDate" required="N" /> - <field name="LegContractSettlMonth" required="N" /> - <field name="LegInterestAccrualDate" required="N" /> - </component> - <component name="InstrumentExtension"> - <field name="DeliveryForm" required="N" /> - <field name="PctAtRisk" required="N" /> - <group name="NoInstrAttrib" required="N"> - <field name="InstrAttribType" required="N" /> - <field name="InstrAttribValue" required="N" /> - </group> - </component> - <component name="OrderQtyData"> - <field name="OrderQty" required="N" /> - <field name="CashOrderQty" required="N" /> - <field name="OrderPercent" required="N" /> - <field name="RoundingDirection" required="N" /> - <field name="RoundingModulus" required="N" /> - </component> - <component name="CommissionData"> - <field name="Commission" required="N" /> - <field name="CommType" required="N" /> - <field name="CommCurrency" required="N" /> - <field name="FundRenewWaiv" required="N" /> - </component> - <component name="Parties"> - <group name="NoPartyIDs" required="N"> - <field name="PartyID" required="N" /> - <field name="PartyIDSource" required="N" /> - <field name="PartyRole" required="N" /> - <group name="NoPartySubIDs" required="N"> - <field name="PartySubID" required="N" /> - <field name="PartySubIDType" required="N" /> - </group> - </group> - </component> - <component name="NestedParties"> - <group name="NoNestedPartyIDs" required="N"> - <field name="NestedPartyID" required="N" /> - <field name="NestedPartyIDSource" required="N" /> - <field name="NestedPartyRole" required="N" /> - <group name="NoNestedPartySubIDs" required="N"> - <field name="NestedPartySubID" required="N" /> - <field name="NestedPartySubIDType" required="N" /> - </group> - </group> - </component> - <component name="NestedParties2"> - <group name="NoNested2PartyIDs" required="N"> - <field name="Nested2PartyID" required="N" /> - <field name="Nested2PartyIDSource" required="N" /> - <field name="Nested2PartyRole" required="N" /> - <group name="NoNested2PartySubIDs" required="N"> - <field name="Nested2PartySubID" required="N" /> - <field name="Nested2PartySubIDType" required="N" /> - </group> - </group> - </component> - <component name="NestedParties3"> - <group name="NoNested3PartyIDs" required="N"> - <field name="Nested3PartyID" required="N" /> - <field name="Nested3PartyIDSource" required="N" /> - <field name="Nested3PartyRole" required="N" /> - <group name="NoNested3PartySubIDs" required="N"> - <field name="Nested3PartySubID" required="N" /> - <field name="Nested3PartySubIDType" required="N" /> - </group> - </group> - </component> - <component name="SettlParties"> - <group name="NoSettlPartyIDs" required="N"> - <field name="SettlPartyID" required="N" /> - <field name="SettlPartyIDSource" required="N" /> - <field name="SettlPartyRole" required="N" /> - <group name="NoSettlPartySubIDs" required="N"> - <field name="SettlPartySubID" required="N" /> - <field name="SettlPartySubIDType" required="N" /> - </group> - </group> - </component> - <component name="SpreadOrBenchmarkCurveData"> - <field name="Spread" required="N" /> - <field name="BenchmarkCurveCurrency" required="N" /> - <field name="BenchmarkCurveName" required="N" /> - <field name="BenchmarkCurvePoint" required="N" /> - <field name="BenchmarkPrice" required="N" /> - <field name="BenchmarkPriceType" required="N" /> - <field name="BenchmarkSecurityID" required="N" /> - <field name="BenchmarkSecurityIDSource" required="N" /> - </component> - <component name="LegBenchmarkCurveData"> - <field name="LegBenchmarkCurveCurrency" required="N" /> - <field name="LegBenchmarkCurveName" required="N" /> - <field name="LegBenchmarkCurvePoint" required="N" /> - <field name="LegBenchmarkPrice" required="N" /> - <field name="LegBenchmarkPriceType" required="N" /> - </component> - <component name="Stipulations"> - <group name="NoStipulations" required="N"> - <field name="StipulationType" required="N" /> - <field name="StipulationValue" required="N" /> - </group> - </component> - <component name="UnderlyingStipulations"> - <group name="NoUnderlyingStips" required="N"> - <field name="UnderlyingStipType" required="N" /> - <field name="UnderlyingStipValue" required="N" /> - </group> - </component> - <component name="LegStipulations"> - <group name="NoLegStipulations" required="N"> - <field name="LegStipulationType" required="N" /> - <field name="LegStipulationValue" required="N" /> - </group> - </component> - <component name="YieldData"> - <field name="YieldType" required="N" /> - <field name="Yield" required="N" /> - <field name="YieldCalcDate" required="N" /> - <field name="YieldRedemptionDate" required="N" /> - <field name="YieldRedemptionPrice" required="N" /> - <field name="YieldRedemptionPriceType" required="N" /> - </component> - <component name="PositionQty"> - <group name="NoPositions" required="Y"> - <field name="PosType" required="N" /> - <field name="LongQty" required="N" /> - <field name="ShortQty" required="N" /> - <field name="PosQtyStatus" required="N" /> - <component name="NestedParties" required="N" /> - </group> - </component> - <component name="PositionAmountData"> - <group name="NoPosAmt" required="Y"> - <field name="PosAmtType" required="Y" /> - <field name="PosAmt" required="Y" /> - </group> - </component> - <component name="TrdRegTimestamps"> - <group name="NoTrdRegTimestamps" required="Y"> - <field name="TrdRegTimestamp" required="N" /> - <field name="TrdRegTimestampType" required="N" /> - <field name="TrdRegTimestampOrigin" required="N" /> - </group> - </component> - <component name="SettlInstructionsData"> - <field name="SettlDeliveryType" required="N" /> - <field name="StandInstDbType" required="N" /> - <field name="StandInstDbName" required="N" /> - <field name="StandInstDbID" required="N" /> - <group name="NoDlvyInst" required="N"> - <field name="SettlInstSource" required="N" /> - <field name="DlvyInstType" required="N" /> - <component name="SettlParties" required="N" /> - </group> - </component> - <component name="PegInstructions"> - <field name="PegOffsetValue" required="N" /> - <field name="PegMoveType" required="N" /> - <field name="PegOffsetType" required="N" /> - <field name="PegLimitType" required="N" /> - <field name="PegRoundDirection" required="N" /> - <field name="PegScope" required="N" /> - </component> - <component name="DiscretionInstructions"> - <field name="DiscretionInst" required="N" /> - <field name="DiscretionOffsetValue" required="N" /> - <field name="DiscretionMoveType" required="N" /> - <field name="DiscretionOffsetType" required="N" /> - <field name="DiscretionLimitType" required="N" /> - <field name="DiscretionRoundDirection" required="N" /> - <field name="DiscretionScope" required="N" /> - </component> - <component name="FinancingDetails"> - <field name="AgreementDesc" required="N" /> - <field name="AgreementID" required="N" /> - <field name="AgreementDate" required="N" /> - <field name="AgreementCurrency" required="N" /> - <field name="TerminationType" required="N" /> - <field name="StartDate" required="N" /> - <field name="EndDate" required="N" /> - <field name="DeliveryType" required="N" /> - <field name="MarginRatio" required="N" /> - </component> - </components> - <fields> - <field number="1" name="Account" type="STRING" /> - <field number="2" name="AdvId" type="STRING" /> - <field number="3" name="AdvRefID" type="STRING" /> - <field number="4" name="AdvSide" type="CHAR"> - <value enum="B" description="BUY" /> - <value enum="S" description="SELL" /> - <value enum="X" description="CROSS" /> - <value enum="T" description="TRADE" /> - </field> - <field number="5" name="AdvTransType" type="STRING"> - <value enum="N" description="NEW" /> - <value enum="C" description="CANCEL" /> - <value enum="R" description="REPLACE" /> - </field> - <field number="6" name="AvgPx" type="PRICE" /> - <field number="7" name="BeginSeqNo" type="SEQNUM" /> - <field number="8" name="BeginString" type="STRING" /> - <field number="9" name="BodyLength" type="LENGTH" /> - <field number="10" name="CheckSum" type="STRING" /> - <field number="11" name="ClOrdID" type="STRING" /> - <field number="12" name="Commission" type="AMT" /> - <field number="13" name="CommType" type="CHAR"> - <value enum="1" description="PER_UNIT" /> - <value enum="2" description="PERCENTAGE" /> - <value enum="3" description="ABSOLUTE" /> - <value enum="4" description="PERCENTAGE_WAIVED_CASH_DISCOUNT" /> - <value enum="5" description="PERCENTAGE_WAIVED_ENHANCED_UNITS" /> - <value enum="6" description="POINTS_PER_BOND_OR_OR_CONTRACT" /> - </field> - <field number="14" name="CumQty" type="QTY" /> - <field number="15" name="Currency" type="CURRENCY" /> - <field number="16" name="EndSeqNo" type="SEQNUM" /> - <field number="17" name="ExecID" type="STRING" /> - <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING"> - <value enum="1" description="NOT_HELD" /> - <value enum="2" description="WORK" /> - <value enum="3" description="GO_ALONG" /> - <value enum="4" description="OVER_THE_DAY" /> - <value enum="5" description="HELD" /> - <value enum="6" description="PARTICIPATE_DONT_INITIATE" /> - <value enum="7" description="STRICT_SCALE" /> - <value enum="8" description="TRY_TO_SCALE" /> - <value enum="9" description="STAY_ON_BIDSIDE" /> - <value enum="0" description="STAY_ON_OFFERSIDE" /> - <value enum="A" description="NO_CROSS" /> - <value enum="B" description="OK_TO_CROSS" /> - <value enum="C" description="CALL_FIRST" /> - <value enum="D" description="PERCENT_OF_VOLUME" /> - <value enum="E" description="DO_NOT_INCREASE" /> - <value enum="F" description="DO_NOT_REDUCE" /> - <value enum="G" description="ALL_OR_NONE" /> - <value enum="H" description="REINSTATE_ON_SYSTEM_FAILURE" /> - <value enum="I" description="INSTITUTIONS_ONLY" /> - <value enum="J" description="REINSTATE_ON_TRADING_HALT" /> - <value enum="K" description="CANCEL_ON_TRADING_HALT" /> - <value enum="L" description="LAST_PEG" /> - <value enum="M" description="MID_PRICE" /> - <value enum="N" description="NON_NEGOTIABLE" /> - <value enum="O" description="OPENING_PEG" /> - <value enum="P" description="MARKET_PEG" /> - <value enum="Q" description="CANCEL_ON_SYSTEM_FAILURE" /> - <value enum="R" description="PRIMARY_PEG" /> - <value enum="S" description="SUSPEND" /> - <value enum="T" description="FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER" /> - <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION" /> - <value enum="V" description="NETTING" /> - <value enum="W" description="PEG_TO_VWAP" /> - <value enum="X" description="TRADE_ALONG" /> - <value enum="Y" description="TRY_TO_STOP" /> - <value enum="Z" description="CANCEL_IF_NOT_BEST" /> - <value enum="a" description="TRAILING_STOP_PEG" /> - <value enum="b" description="STRICT_LIMIT" /> - <value enum="c" description="IGNORE_PRICE_VALIDITY_CHECKS" /> - <value enum="d" description="PEG_TO_LIMIT_PRICE" /> - <value enum="e" description="WORK_TO_TARGET_STRATEGY" /> - </field> - <field number="19" name="ExecRefID" type="STRING" /> - <field number="20" name="ExecTransType" type="CHAR" until="43"> - <value enum="0" description="NEW" /> - <value enum="1" description="CANCEL" /> - <value enum="2" description="CORRECT" /> - <value enum="3" description="STATUS" /> - </field> - <field number="21" name="HandlInst" type="CHAR"> - <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE" /> - <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC" /> - <value enum="3" description="MANUAL_ORDER" /> - </field> - <field number="22" name="SecurityIDSource" type="STRING"> - <value enum="1" description="CUSIP" /> - <value enum="2" description="SEDOL" /> - <value enum="3" description="QUIK" /> - <value enum="4" description="ISIN_NUMBER" /> - <value enum="5" description="RIC_CODE" /> - <value enum="6" description="ISO_CURRENCY_CODE" /> - <value enum="7" description="ISO_COUNTRY_CODE" /> - <value enum="8" description="EXCHANGE_SYMBOL" /> - <value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION" /> - <value enum="A" description="BLOOMBERG_SYMBOL" /> - <value enum="B" description="WERTPAPIER" /> - <value enum="C" description="DUTCH" /> - <value enum="D" description="VALOREN" /> - <value enum="E" description="SICOVAM" /> - <value enum="F" description="BELGIAN" /> - <value enum="G" description="COMMON" /> - <value enum="H" description="CLEARING_HOUSE_CLEARING_ORGANIZATION" /> - <value enum="I" description="ISDA_FPML_PRODUCT_SPECIFICATION" /> - <value enum="J" description="OPTIONS_PRICE_REPORTING_AUTHORITY" /> - </field> - <field number="24" name="IOIOthSvc" type="CHAR" until="42" /> - <field number="23" name="IOIid" type="STRING" /> - <field number="25" name="IOIQltyInd" type="CHAR"> - <value enum="L" description="LOW" /> - <value enum="M" description="MEDIUM" /> - <value enum="H" description="HIGH" /> - </field> - <field number="26" name="IOIRefID" type="STRING" /> - <field number="27" name="IOIQty" type="STRING" /> - <field number="28" name="IOITransType" type="CHAR"> - <value enum="N" description="NEW" /> - <value enum="C" description="CANCEL" /> - <value enum="R" description="REPLACE" /> - </field> - <field number="29" name="LastCapacity" type="CHAR"> - <value enum="1" description="AGENT" /> - <value enum="2" description="CROSS_AS_AGENT" /> - <value enum="3" description="CROSS_AS_PRINCIPAL" /> - <value enum="4" description="PRINCIPAL" /> - </field> - <field number="30" name="LastMkt" type="EXCHANGE" /> - <field number="31" name="LastPx" type="PRICE" /> - <field number="32" name="LastQty" type="QTY" /> - <field number="33" name="LinesOfText" type="NUMINGROUP" /> - <field number="34" name="MsgSeqNum" type="SEQNUM" /> - <field number="35" name="MsgType" type="STRING"> - <value enum="0" description="HEARTBEAT" /> - <value enum="1" description="TEST_REQUEST" /> - <value enum="2" description="RESEND_REQUEST" /> - <value enum="3" description="REJECT" /> - <value enum="4" description="SEQUENCE_RESET" /> - <value enum="5" description="LOGOUT" /> - <value enum="6" description="INDICATION_OF_INTEREST" /> - <value enum="7" description="ADVERTISEMENT" /> - <value enum="8" description="EXECUTION_REPORT" /> - <value enum="9" description="ORDER_CANCEL_REJECT" /> - <value enum="A" description="LOGON" /> - <value enum="B" description="NEWS" /> - <value enum="C" description="EMAIL" /> - <value enum="D" description="ORDER_SINGLE" /> - <value enum="E" description="ORDER_LIST" /> - <value enum="F" description="ORDER_CANCEL_REQUEST" /> - <value enum="G" description="ORDER_CANCEL_REPLACE_REQUEST" /> - <value enum="H" description="ORDER_STATUS_REQUEST" /> - <value enum="J" description="ALLOCATION_INSTRUCTION" /> - <value enum="K" description="LIST_CANCEL_REQUEST" /> - <value enum="L" description="LIST_EXECUTE" /> - <value enum="M" description="LIST_STATUS_REQUEST" /> - <value enum="N" description="LIST_STATUS" /> - <value enum="P" description="ALLOCATION_INSTRUCTION_ACK" /> - <value enum="Q" description="DONT_KNOW_TRADE" /> - <value enum="R" description="QUOTE_REQUEST" /> - <value enum="S" description="QUOTE" /> - <value enum="T" description="SETTLEMENT_INSTRUCTIONS" /> - <value enum="V" description="MARKET_DATA_REQUEST" /> - <value enum="W" description="MARKET_DATA_SNAPSHOT_FULL_REFRESH" /> - <value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH" /> - <value enum="Y" description="MARKET_DATA_REQUEST_REJECT" /> - <value enum="Z" description="QUOTE_CANCEL" /> - <value enum="a" description="QUOTE_STATUS_REQUEST" /> - <value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT" /> - <value enum="c" description="SECURITY_DEFINITION_REQUEST" /> - <value enum="d" description="SECURITY_DEFINITION" /> - <value enum="e" description="SECURITY_STATUS_REQUEST" /> - <value enum="f" description="SECURITY_STATUS" /> - <value enum="g" description="TRADING_SESSION_STATUS_REQUEST" /> - <value enum="h" description="TRADING_SESSION_STATUS" /> - <value enum="i" description="MASS_QUOTE" /> - <value enum="j" description="BUSINESS_MESSAGE_REJECT" /> - <value enum="k" description="BID_REQUEST" /> - <value enum="l" description="BID_RESPONSE" /> - <value enum="m" description="LIST_STRIKE_PRICE" /> - <value enum="n" description="XML_MESSAGE" /> - <value enum="o" description="REGISTRATION_INSTRUCTIONS" /> - <value enum="p" description="REGISTRATION_INSTRUCTIONS_RESPONSE" /> - <value enum="q" description="ORDER_MASS_CANCEL_REQUEST" /> - <value enum="r" description="ORDER_MASS_CANCEL_REPORT" /> - <value enum="s" description="NEW_ORDER_CROSS" /> - <value enum="t" description="CROSS_ORDER_CANCEL_REPLACE_REQUEST" /> - <value enum="u" description="CROSS_ORDER_CANCEL_REQUEST" /> - <value enum="v" description="SECURITY_TYPE_REQUEST" /> - <value enum="w" description="SECURITY_TYPES" /> - <value enum="x" description="SECURITY_LIST_REQUEST" /> - <value enum="y" description="SECURITY_LIST" /> - <value enum="z" description="DERIVATIVE_SECURITY_LIST_REQUEST" /> - <value enum="AA" description="DERIVATIVE_SECURITY_LIST" /> - <value enum="AB" description="NEW_ORDER_MULTILEG" /> - <value enum="AC" description="MULTILEG_ORDER_CANCEL_REPLACE" /> - <value enum="AD" description="TRADE_CAPTURE_REPORT_REQUEST" /> - <value enum="AE" description="TRADE_CAPTURE_REPORT" /> - <value enum="AF" description="ORDER_MASS_STATUS_REQUEST" /> - <value enum="AG" description="QUOTE_REQUEST_REJECT" /> - <value enum="AH" description="RFQ_REQUEST" /> - <value enum="AI" description="QUOTE_STATUS_REPORT" /> - <value enum="AJ" description="QUOTE_RESPONSE" /> - <value enum="AK" description="CONFIRMATION" /> - <value enum="AL" description="POSITION_MAINTENANCE_REQUEST" /> - <value enum="AM" description="POSITION_MAINTENANCE_REPORT" /> - <value enum="AN" description="REQUEST_FOR_POSITIONS" /> - <value enum="AO" description="REQUEST_FOR_POSITIONS_ACK" /> - <value enum="AP" description="POSITION_REPORT" /> - <value enum="AQ" description="TRADE_CAPTURE_REPORT_REQUEST_ACK" /> - <value enum="AR" description="TRADE_CAPTURE_REPORT_ACK" /> - <value enum="AS" description="ALLOCATION_REPORT" /> - <value enum="AT" description="ALLOCATION_REPORT_ACK" /> - <value enum="AU" description="CONFIRMATION_ACK" /> - <value enum="AV" description="SETTLEMENT_INSTRUCTION_REQUEST" /> - <value enum="AW" description="ASSIGNMENT_REPORT" /> - <value enum="AX" description="COLLATERAL_REQUEST" /> - <value enum="AY" description="COLLATERAL_ASSIGNMENT" /> - <value enum="AZ" description="COLLATERAL_RESPONSE" /> - <value enum="BA" description="COLLATERAL_REPORT" /> - <value enum="BB" description="COLLATERAL_INQUIRY" /> - <value enum="BC" description="NETWORK_STATUS_REQUEST" /> - <value enum="BD" description="NETWORK_STATUS_RESPONSE" /> - <value enum="BE" description="USER_REQUEST" /> - <value enum="BF" description="USER_RESPONSE" /> - <value enum="BG" description="COLLATERAL_INQUIRY_ACK" /> - <value enum="BH" description="CONFIRMATION_REQUEST" /> - </field> - <field number="36" name="NewSeqNo" type="SEQNUM" /> - <field number="37" name="OrderID" type="STRING" /> - <field number="38" name="OrderQty" type="QTY" /> - <field number="39" name="OrdStatus" type="CHAR"> - <value enum="0" description="NEW" /> - <value enum="1" description="PARTIALLY_FILLED" /> - <value enum="2" description="FILLED" /> - <value enum="3" description="DONE_FOR_DAY" /> - <value enum="4" description="CANCELED" /> - <value enum="5" description="REPLACED" /> - <value enum="6" description="PENDING_CANCEL" /> - <value enum="7" description="STOPPED" /> - <value enum="8" description="REJECTED" /> - <value enum="9" description="SUSPENDED" /> - <value enum="A" description="PENDING_NEW" /> - <value enum="B" description="CALCULATED" /> - <value enum="C" description="EXPIRED" /> - <value enum="D" description="ACCEPTED_FOR_BIDDING" /> - <value enum="E" description="PENDING_REPLACE" /> - </field> - <field number="40" name="OrdType" type="CHAR"> - <value enum="1" description="MARKET" /> - <value enum="2" description="LIMIT" /> - <value enum="3" description="STOP" /> - <value enum="4" description="STOP_LIMIT" /> - <value enum="5" description="MARKET_ON_CLOSE" /> - <value enum="6" description="WITH_OR_WITHOUT" /> - <value enum="7" description="LIMIT_OR_BETTER" /> - <value enum="8" description="LIMIT_WITH_OR_WITHOUT" /> - <value enum="9" description="ON_BASIS" /> - <value enum="A" description="ON_CLOSE" /> - <value enum="B" description="LIMIT_ON_CLOSE" /> - <value enum="C" description="FOREX_MARKET" /> - <value enum="D" description="PREVIOUSLY_QUOTED" /> - <value enum="E" description="PREVIOUSLY_INDICATED" /> - <value enum="F" description="FOREX_LIMIT" /> - <value enum="G" description="FOREX_SWAP" /> - <value enum="H" description="FOREX_PREVIOUSLY_QUOTED" /> - <value enum="I" description="FUNARI" /> - <value enum="J" description="MARKET_IF_TOUCHED" /> - <value enum="K" description="MARKET_WITH_LEFTOVER_AS_LIMIT" /> - <value enum="L" description="PREVIOUS_FUND_VALUATION_POINT" /> - <value enum="M" description="NEXT_FUND_VALUATION_POINT" /> - <value enum="P" description="PEGGED" /> - </field> - <field number="41" name="OrigClOrdID" type="STRING" /> - <field number="42" name="OrigTime" type="UTCTIMESTAMP" /> - <field number="43" name="PossDupFlag" type="BOOLEAN" /> - <field number="44" name="Price" type="PRICE" /> - <field number="45" name="RefSeqNum" type="SEQNUM" /> - <field number="46" name="RelatdSym" type="STRING" until="43" /> - <field number="47" name="Rule80A" type="CHAR" until="43" > - <value enum="A" description="AGENCY_SINGLE_ORDER" /> - <value enum="B" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_A_TYPE" /> - <value enum="C" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM" /> - <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM" /> - <value enum="E" description="SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL" /> - <value enum="F" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_W_TYPE" /> - <value enum="H" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_I_TYPE" /> - <value enum="I" description="INDIVIDUAL_INVESTOR" /> - <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" /> - <value enum="K" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" /> - <value enum="L" description="SHORT_EXEMPT_AFFILIATED" /> - <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER" /> - <value enum="N" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER" /> - <value enum="O" description="PROPRIETARY_AFFILIATED" /> - <value enum="P" description="PRINCIPAL" /> - <value enum="R" description="TRANSACTIONS_NON_MEMBER" /> - <value enum="S" description="SPECIALIST_TRADES" /> - <value enum="T" description="TRANSACTIONS_UNAFFILIATED_MEMBER" /> - <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY" /> - <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER" /> - <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED" /> - <value enum="Y" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY" /> - <value enum="Z" description="SHORT_EXEMPT_NONMEMBER" /> - </field> - <field number="48" name="SecurityID" type="STRING" /> - <field number="49" name="SenderCompID" type="STRING" /> - <field number="50" name="SenderSubID" type="STRING" /> - <field number="51" name="SendingDate" type="LOCALMKTDATE" since="43" until="43" /> - <field number="52" name="SendingTime" type="UTCTIMESTAMP" /> - <field number="53" name="Quantity" type="QTY" /> - <field number="54" name="Side" type="CHAR"> - <value enum="1" description="BUY" /> - <value enum="2" description="SELL" /> - <value enum="3" description="BUY_MINUS" /> - <value enum="4" description="SELL_PLUS" /> - <value enum="5" description="SELL_SHORT" /> - <value enum="6" description="SELL_SHORT_EXEMPT" /> - <value enum="7" description="UNDISCLOSED" /> - <value enum="8" description="CROSS" /> - <value enum="9" description="CROSS_SHORT" /> - <value enum="A" description="CROSS_SHORT_EXEMPT" /> - <value enum="B" description="AS_DEFINED" /> - <value enum="C" description="OPPOSITE" /> - <value enum="D" description="SUBSCRIBE" /> - <value enum="E" description="REDEEM" /> - <value enum="F" description="LEND" /> - <value enum="G" description="BORROW" /> - </field> - <field number="55" name="Symbol" type="STRING" /> - <field number="56" name="TargetCompID" type="STRING" /> - <field number="57" name="TargetSubID" type="STRING" /> - <field number="58" name="Text" type="STRING" /> - <field number="59" name="TimeInForce" type="CHAR"> - <value enum="0" description="DAY" /> - <value enum="1" description="GOOD_TILL_CANCEL" /> - <value enum="2" description="AT_THE_OPENING" /> - <value enum="3" description="IMMEDIATE_OR_CANCEL" /> - <value enum="4" description="FILL_OR_KILL" /> - <value enum="5" description="GOOD_TILL_CROSSING" /> - <value enum="6" description="GOOD_TILL_DATE" /> - <value enum="7" description="AT_THE_CLOSE" /> - </field> - <field number="60" name="TransactTime" type="UTCTIMESTAMP" /> - <field number="61" name="Urgency" type="CHAR"> - <value enum="0" description="NORMAL" /> - <value enum="1" description="FLASH" /> - <value enum="2" description="BACKGROUND" /> - </field> - <field number="62" name="ValidUntilTime" type="UTCTIMESTAMP" /> - <field number="63" name="SettlType" type="CHAR"> - <value enum="0" description="REGULAR" /> - <value enum="1" description="CASH" /> - <value enum="2" description="NEXT_DAY" /> - <value enum="3" description="T_PLUS_2" /> - <value enum="4" description="T_PLUS_3" /> - <value enum="5" description="T_PLUS_4" /> - <value enum="6" description="FUTURE" /> - <value enum="7" description="WHEN_AND_IF_ISSUED" /> - <value enum="8" description="SELLERS_OPTION" /> - <value enum="9" description="T_PLUS_5" /> - </field> - <field number="64" name="SettlDate" type="LOCALMKTDATE" /> - <field number="65" name="SymbolSfx" type="STRING"> - <value enum="WI" description="WHEN_ISSUED" /> - <value enum="CD" description="A_EUCP_WITH_LUMP_SUM_INTEREST" /> - </field> - <field number="66" name="ListID" type="STRING" /> - <field number="67" name="ListSeqNo" type="INT" /> - <field number="68" name="TotNoOrders" type="INT" /> - <field number="69" name="ListExecInst" type="STRING" /> - <field number="70" name="AllocID" type="STRING" /> - <field number="71" name="AllocTransType" type="CHAR"> - <value enum="0" description="NEW" /> - <value enum="1" description="REPLACE" /> - <value enum="2" description="CANCEL" /> - </field> - <field number="72" name="RefAllocID" type="STRING" /> - <field number="73" name="NoOrders" type="NUMINGROUP" /> - <field number="74" name="AvgPxPrecision" type="INT" /> - <field number="75" name="TradeDate" type="LOCALMKTDATE" /> - <field number="76" name="ExecBroker" type="STRING" until="43" /> - <field number="77" name="PositionEffect" type="CHAR"> - <value enum="O" description="OPEN" /> - <value enum="C" description="CLOSE" /> - <value enum="R" description="ROLLED" /> - <value enum="F" description="FIFO" /> - </field> - <field number="78" name="NoAllocs" type="NUMINGROUP" /> - <field number="79" name="AllocAccount" type="STRING" /> - <field number="80" name="AllocQty" type="QTY" /> - <field number="81" name="ProcessCode" type="CHAR"> - <value enum="0" description="REGULAR" /> - <value enum="1" description="SOFT_DOLLAR" /> - <value enum="2" description="STEP_IN" /> - <value enum="3" description="STEP_OUT" /> - <value enum="4" description="SOFT_DOLLAR_STEP_IN" /> - <value enum="5" description="SOFT_DOLLAR_STEP_OUT" /> - <value enum="6" description="PLAN_SPONSOR" /> - </field> - <field number="82" name="NoRpts" type="NUMINGROUP" /> - <field number="83" name="RptSeq" type="INT" /> - <field number="84" name="CxlQty" type="QTY" /> - <field number="85" name="NoDlvyInst" type="NUMINGROUP" /> - <field number="86" name="DlvyInst" type="STRING" until="43" /> - <field number="87" name="AllocStatus" type="INT"> - <value enum="0" description="ACCEPTED" /> - <value enum="1" description="BLOCK_LEVEL_REJECT" /> - <value enum="2" description="ACCOUNT_LEVEL_REJECT" /> - <value enum="3" description="RECEIVED" /> - <value enum="4" description="INCOMPLETE" /> - <value enum="5" description="REJECTED_BY_INTERMEDIARY" /> - </field> - <field number="88" name="AllocRejCode" type="INT"> - <value enum="0" description="UNKNOWN_ACCOUNT" /> - <value enum="1" description="INCORRECT_QUANTITY" /> - <value enum="2" description="INCORRECT_AVERAGE_PRICE" /> - <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC" /> - <value enum="4" description="COMMISSION_DIFFERENCE" /> - <value enum="5" description="UNKNOWN_ORDERID" /> - <value enum="6" description="UNKNOWN_LISTID" /> - <value enum="7" description="OTHER" /> - <value enum="8" description="INCORRECT_ALLOCATED_QUANTITY" /> - <value enum="9" description="CALCULATION_DIFFERENCE" /> - </field> - <field number="89" name="Signature" type="DATA" /> - <field number="90" name="SecureDataLen" type="LENGTH" /> - <field number="91" name="SecureData" type="DATA" /> - <field number="92" name="BrokerOfCredit" type="STRING" until="43" /> - <field number="93" name="SignatureLength" type="LENGTH" /> - <field number="94" name="EmailType" type="CHAR"> - <value enum="0" description="NEW" /> - <value enum="1" description="REPLY" /> - <value enum="2" description="ADMIN_REPLY" /> - </field> - <field number="95" name="RawDataLength" type="LENGTH" /> - <field number="96" name="RawData" type="DATA" /> - <field number="97" name="PossResend" type="BOOLEAN" /> - <field number="98" name="EncryptMethod" type="INT"> - <value enum="0" description="NONE_OTHER" /> - <value enum="1" description="PKCS" /> - <value enum="2" description="DES" /> - <value enum="3" description="PKCS_DES" /> - <value enum="4" description="PGP_DES" /> - <value enum="5" description="PGP_DES_MD5" /> - <value enum="6" description="PEM_DES_MD5" /> - </field> - <field number="99" name="StopPx" type="PRICE" /> - <field number="100" name="ExDestination" type="EXCHANGE" /> - <field number="102" name="CxlRejReason" type="INT"> - <value enum="0" description="TOO_LATE_TO_CANCEL" /> - <value enum="1" description="UNKNOWN_ORDER" /> - <value enum="2" description="BROKER_EXCHANGE_OPTION" /> - <value enum="3" description="ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS" /> - <value enum="4" description="UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST" /> - <value enum="5" description="ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER" /> - <value enum="6" description="DUPLICATE_CLORDID_RECEIVED" /> - <value enum="99" description="OTHER" /> - </field> - <field number="103" name="OrdRejReason" type="INT"> - <value enum="0" description="BROKER_EXCHANGE_OPTION" /> - <value enum="1" description="UNKNOWN_SYMBOL" /> - <value enum="2" description="EXCHANGE_CLOSED" /> - <value enum="3" description="ORDER_EXCEEDS_LIMIT" /> - <value enum="4" description="TOO_LATE_TO_ENTER" /> - <value enum="5" description="UNKNOWN_ORDER" /> - <value enum="6" description="DUPLICATE_ORDER" /> - <value enum="7" description="DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER" /> - <value enum="8" description="STALE_ORDER" /> - <value enum="9" description="TRADE_ALONG_REQUIRED" /> - <value enum="10" description="INVALID_INVESTOR_ID" /> - <value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC" /> - <value enum="12" description="SURVEILLENCE_OPTION" /> - <value enum="13" description="INCORRECT_QUANTITY" /> - <value enum="14" description="INCORRECT_ALLOCATED_QUANTITY" /> - <value enum="15" description="UNKNOWN_ACCOUNT" /> - <value enum="99" description="OTHER" /> - </field> - <field number="104" name="IOIQualifier" type="CHAR"> - <value enum="A" description="ALL_OR_NONE" /> - <value enum="B" description="MARKET_ON_CLOSE" /> - <value enum="C" description="AT_THE_CLOSE" /> - <value enum="D" description="VWAP" /> - <value enum="I" description="IN_TOUCH_WITH" /> - <value enum="L" description="LIMIT" /> - <value enum="M" description="MORE_BEHIND" /> - <value enum="O" description="AT_THE_OPEN" /> - <value enum="P" description="TAKING_A_POSITION" /> - <value enum="Q" description="AT_THE_MARKET" /> - <value enum="R" description="READY_TO_TRADE" /> - <value enum="S" description="PORTFOLIO_SHOWN" /> - <value enum="T" description="THROUGH_THE_DAY" /> - <value enum="V" description="VERSUS" /> - <value enum="W" description="INDICATION_WORKING_AWAY" /> - <value enum="X" description="CROSSING_OPPORTUNITY" /> - <value enum="Y" description="AT_THE_MIDPOINT" /> - <value enum="Z" description="PRE_OPEN" /> - </field> - <field number="105" name="WaveNo" type="STRING" /> - <field number="106" name="Issuer" type="STRING" /> - <field number="107" name="SecurityDesc" type="STRING" /> - <field number="108" name="HeartBtInt" type="INT" /> - <field number="109" name="ClientID" type="STRING" until="43" /> - <field number="110" name="MinQty" type="QTY" /> - <field number="111" name="MaxFloor" type="QTY" /> - <field number="112" name="TestReqID" type="STRING" /> - <field number="113" name="ReportToExch" type="BOOLEAN" /> - <field number="114" name="LocateReqd" type="BOOLEAN" /> - <field number="115" name="OnBehalfOfCompID" type="STRING" /> - <field number="116" name="OnBehalfOfSubID" type="STRING" /> - <field number="117" name="QuoteID" type="STRING" /> - <field number="118" name="NetMoney" type="AMT" /> - <field number="119" name="SettlCurrAmt" type="AMT" /> - <field number="120" name="SettlCurrency" type="CURRENCY" /> - <field number="121" name="ForexReq" type="BOOLEAN" /> - <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP" /> - <field number="123" name="GapFillFlag" type="BOOLEAN" /> - <field number="124" name="NoExecs" type="NUMINGROUP" /> - <field number="125" name="CxlType" type="CHAR" until="43" /> - <field number="126" name="ExpireTime" type="UTCTIMESTAMP" /> - <field number="127" name="DKReason" type="CHAR"> - <value enum="A" description="UNKNOWN_SYMBOL" /> - <value enum="B" description="WRONG_SIDE" /> - <value enum="C" description="QUANTITY_EXCEEDS_ORDER" /> - <value enum="D" description="NO_MATCHING_ORDER" /> - <value enum="E" description="PRICE_EXCEEDS_LIMIT" /> - <value enum="F" description="CALCULATION_DIFFERENCE" /> - <value enum="Z" description="OTHER" /> - </field> - <field number="128" name="DeliverToCompID" type="STRING" /> - <field number="129" name="DeliverToSubID" type="STRING" /> - <field number="130" name="IOINaturalFlag" type="BOOLEAN" /> - <field number="131" name="QuoteReqID" type="STRING" /> - <field number="132" name="BidPx" type="PRICE" /> - <field number="133" name="OfferPx" type="PRICE" /> - <field number="134" name="BidSize" type="QTY" /> - <field number="135" name="OfferSize" type="QTY" /> - <field number="136" name="NoMiscFees" type="NUMINGROUP" /> - <field number="137" name="MiscFeeAmt" type="AMT" /> - <field number="138" name="MiscFeeCurr" type="CURRENCY" /> - <field number="139" name="MiscFeeType" type="CHAR"> - <value enum="1" description="REGULATORY" /> - <value enum="2" description="TAX" /> - <value enum="3" description="LOCAL_COMMISSION" /> - <value enum="4" description="EXCHANGE_FEES" /> - <value enum="5" description="STAMP" /> - <value enum="6" description="LEVY" /> - <value enum="7" description="OTHER" /> - <value enum="8" description="MARKUP" /> - <value enum="9" description="CONSUMPTION_TAX" /> - </field> - <field number="140" name="PrevClosePx" type="PRICE" /> - <field number="141" name="ResetSeqNumFlag" type="BOOLEAN" since="41" /> - <field number="142" name="SenderLocationID" type="STRING" since="41" /> - <field number="143" name="TargetLocationID" type="STRING" since="41" /> - <field number="144" name="OnBehalfOfLocationID" type="STRING" since="41" /> - <field number="145" name="DeliverToLocationID" type="STRING" since="41" /> - <field number="146" name="NoRelatedSym" type="NUMINGROUP" since="41" /> - <field number="147" name="Subject" type="STRING" since="41" /> - <field number="148" name="Headline" type="STRING" since="41" /> - <field number="149" name="URLLink" type="STRING" since="41" /> - <field number="150" name="ExecType" type="CHAR" since="41" > - <value enum="0" description="NEW" /> - <value enum="1" description="PARTIAL_FILL" /> - <value enum="2" description="FILL" /> - <value enum="3" description="DONE_FOR_DAY" /> - <value enum="4" description="CANCELED" /> - <value enum="5" description="REPLACE" /> - <value enum="6" description="PENDING_CANCEL" /> - <value enum="7" description="STOPPED" /> - <value enum="8" description="REJECTED" /> - <value enum="9" description="SUSPENDED" /> - <value enum="A" description="PENDING_NEW" /> - <value enum="B" description="CALCULATED" /> - <value enum="C" description="EXPIRED" /> - <value enum="D" description="RESTATED" /> - <value enum="E" description="PENDING_REPLACE" /> - <value enum="F" description="TRADE" /> - <value enum="G" description="TRADE_CORRECT" /> - <value enum="H" description="TRADE_CANCEL" /> - <value enum="I" description="ORDER_STATUS" /> - </field> - <field number="151" name="LeavesQty" type="QTY" since="41" /> - <field number="152" name="CashOrderQty" type="QTY" since="41" /> - <field number="153" name="AllocAvgPx" type="PRICE" since="41" /> - <field number="154" name="AllocNetMoney" type="AMT" since="41" /> - <field number="155" name="SettlCurrFxRate" type="FLOAT" since="41" /> - <field number="156" name="SettlCurrFxRateCalc" type="CHAR" since="41" > - <value enum="M" description="MULTIPLY" /> - <value enum="D" description="DIVIDE" /> - </field> - <field number="157" name="NumDaysInterest" type="INT" since="41" /> - <field number="158" name="AccruedInterestRate" type="PERCENTAGE" since="41" /> - <field number="159" name="AccruedInterestAmt" type="AMT" since="41" /> - <field number="160" name="SettlInstMode" type="CHAR" since="41" > - <value enum="0" description="DEFAULT" /> - <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED" /> - <value enum="4" description="SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT" /> - <value enum="5" description="REQUEST_REJECT" /> - </field> - <field number="161" name="AllocText" type="STRING" since="41" /> - <field number="162" name="SettlInstID" type="STRING" since="41" /> - <field number="163" name="SettlInstTransType" type="CHAR" since="41" > - <value enum="N" description="NEW" /> - <value enum="C" description="CANCEL" /> - <value enum="R" description="REPLACE" /> - <value enum="T" description="RESTATE" /> - </field> - <field number="164" name="EmailThreadID" type="STRING" since="41" /> - <field number="165" name="SettlInstSource" type="CHAR" since="41" > - <value enum="1" description="BROKERS_INSTRUCTIONS" /> - <value enum="2" description="INSTITUTIONS_INSTRUCTIONS" /> - <value enum="3" description="INVESTOR" /> - </field> - <field number="166" name="SettlLocation" type="STRING" until="43" > - <value enum="CED" description="CEDEL" /> - <value enum="DTC" description="DEPOSITORY_TRUST_COMPANY" /> - <value enum="EUR" description="EUROCLEAR" /> - <value enum="FED" description="FEDERAL_BOOK_ENTRY" /> - <value enum="PED" description="PHYSICAL" /> - <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY_ISO_COUNTRY" /> - </field> - <field number="167" name="SecurityType" type="STRING" since="41" > - <value enum="EUSUPRA" description="EURO_SUPRANATIONAL_COUPONS" /> - <value enum="FAC" description="FEDERAL_AGENCY_COUPON" /> - <value enum="FADN" description="FEDERAL_AGENCY_DISCOUNT_NOTE" /> - <value enum="PEF" description="PRIVATE_EXPORT_FUNDING" /> - <value enum="SUPRA" description="USD_SUPRANATIONAL_COUPONS" /> - <value enum="FUT" description="FUTURE" /> - <value enum="OPT" description="OPTION" /> - <value enum="CORP" description="CORPORATE_BOND" /> - <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT" /> - <value enum="CB" description="CONVERTIBLE_BOND" /> - <value enum="DUAL" description="DUAL_CURRENCY" /> - <value enum="EUCORP" description="EURO_CORPORATE_BOND" /> - <value enum="XLINKD" description="INDEXED_LINKED" /> - <value enum="STRUCT" description="STRUCTURED_NOTES" /> - <value enum="YANK" description="YANKEE_CORPORATE_BOND" /> - <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT" /> - <value enum="CS" description="COMMON_STOCK" /> - <value enum="PS" description="PREFERRED_STOCK" /> - <value enum="BRADY" description="BRADY_BOND" /> - <value enum="EUSOV" description="EURO_SOVEREIGNS" /> - <value enum="TBOND" description="US_TREASURY_BOND" /> - <value enum="TINT" description="INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE" /> - <value enum="TIPS" description="TREASURY_INFLATION_PROTECTED_SECURITIES" /> - <value enum="TCAL" description="PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE" /> - <value enum="TPRN" description="PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE" /> - <value enum="TNOTE" description="US_TREASURY_NOTE" /> - <value enum="TBILL" description="US_TREASURY_BILL" /> - <value enum="REPO" description="REPURCHASE" /> - <value enum="FORWARD" description="FORWARD" /> - <value enum="BUYSELL" description="BUY_SELLBACK" /> - <value enum="SECLOAN" description="SECURITIES_LOAN" /> - <value enum="SECPLEDGE" description="SECURITIES_PLEDGE" /> - <value enum="TERM" description="TERM_LOAN" /> - <value enum="RVLV" description="REVOLVER_LOAN" /> - <value enum="RVLVTRM" description="REVOLVER_TERM_LOAN" /> - <value enum="BRIDGE" description="BRIDGE_LOAN" /> - <value enum="LOFC" description="LETTER_OF_CREDIT" /> - <value enum="SWING" description="SWING_LINE_FACILITY" /> - <value enum="DINP" description="DEBTOR_IN_POSSESSION" /> - <value enum="DEFLTED" description="DEFAULTED" /> - <value enum="WITHDRN" description="WITHDRAWN" /> - <value enum="REPLACD" description="REPLACED" /> - <value enum="MATURED" description="MATURED" /> - <value enum="AMENDED" description="AMENDED_AND_RESTATED" /> - <value enum="RETIRED" description="RETIRED" /> - <value enum="BA" description="BANKERS_ACCEPTANCE" /> - <value enum="BN" description="BANK_NOTES" /> - <value enum="BOX" description="BILL_OF_EXCHANGES" /> - <value enum="CD" description="CERTIFICATE_OF_DEPOSIT" /> - <value enum="CL" description="CALL_LOANS" /> - <value enum="CP" description="COMMERCIAL_PAPER" /> - <value enum="DN" description="DEPOSIT_NOTES" /> - <value enum="EUCD" description="EURO_CERTIFICATE_OF_DEPOSIT" /> - <value enum="EUCP" description="EURO_COMMERCIAL_PAPER" /> - <value enum="LQN" description="LIQUIDITY_NOTE" /> - <value enum="MTN" description="MEDIUM_TERM_NOTES" /> - <value enum="ONITE" description="OVERNIGHT" /> - <value enum="PN" description="PROMISSORY_NOTE" /> - <value enum="PZFJ" description="PLAZOS_FIJOS" /> - <value enum="STN" description="SHORT_TERM_LOAN_NOTE" /> - <value enum="TD" description="TIME_DEPOSIT" /> - <value enum="XCN" description="EXTENDED_COMM_NOTE" /> - <value enum="YCD" description="YANKEE_CERTIFICATE_OF_DEPOSIT" /> - <value enum="ABS" description="ASSET_BACKED_SECURITIES" /> - <value enum="CMBS" description="CORP_MORTGAGE_BACKED_SECURITIES" /> - <value enum="CMO" description="COLLATERALIZED_MORTGAGE_OBLIGATION" /> - <value enum="IET" description="IOETTE_MORTGAGE" /> - <value enum="MBS" description="MORTGAGE_BACKED_SECURITIES" /> - <value enum="MIO" description="MORTGAGE_INTEREST_ONLY" /> - <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY" /> - <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT" /> - <value enum="MPT" description="MISCELLANEOUS_PASS_THROUGH" /> - <value enum="PFAND" description="PFANDBRIEFE" /> - <value enum="TBA" description="TO_BE_ANNOUNCED" /> - <value enum="AN" description="OTHER_ANTICIPATION_NOTES" /> - <value enum="COFO" description="CERTIFICATE_OF_OBLIGATION" /> - <value enum="COFP" description="CERTIFICATE_OF_PARTICIPATION" /> - <value enum="GO" description="GENERAL_OBLIGATION_BONDS" /> - <value enum="MT" description="MANDATORY_TENDER" /> - <value enum="RAN" description="REVENUE_ANTICIPATION_NOTE" /> - <value enum="REV" description="REVENUE_BONDS" /> - <value enum="SPCLA" description="SPECIAL_ASSESSMENT" /> - <value enum="SPCLO" description="SPECIAL_OBLIGATION" /> - <value enum="SPCLT" description="SPECIAL_TAX" /> - <value enum="TAN" description="TAX_ANTICIPATION_NOTE" /> - <value enum="TAXA" description="TAX_ALLOCATION" /> - <value enum="TECP" description="TAX_EXEMPT_COMMERCIAL_PAPER" /> - <value enum="TRAN" description="TAX_AND_REVENUE_ANTICIPATION_NOTE" /> - <value enum="VRDN" description="VARIABLE_RATE_DEMAND_NOTE" /> - <value enum="WAR" description="WARRANT" /> - <value enum="MF" description="MUTUAL_FUND" /> - <value enum="MLEG" description="MULTI_LEG_INSTRUMENT" /> - <value enum="NONE" description="NO_SECURITY_TYPE" /> - <value enum="?" description="WILDCARD" /> - </field> - <field number="168" name="EffectiveTime" type="UTCTIMESTAMP" since="41" /> - <field number="169" name="StandInstDbType" type="INT" since="41" > - <value enum="0" description="OTHER" /> - <value enum="1" description="DTC_SID" /> - <value enum="2" description="THOMSON_ALERT" /> - <value enum="3" description="A_GLOBAL_CUSTODIAN" /> - <value enum="4" description="ACCOUNTNET" /> - </field> - <field number="170" name="StandInstDbName" type="STRING" since="41" /> - <field number="171" name="StandInstDbID" type="STRING" since="41" /> - <field number="172" name="SettlDeliveryType" type="INT" since="41" > - <value enum="0" description="VERSUS_PAYMENT" /> - <value enum="1" description="FREE" /> - <value enum="2" description="TRI_PARTY" /> - <value enum="3" description="HOLD_IN_CUSTODY" /> - </field> - <field number="173" name="SettlDepositoryCode" type="STRING" until="43" /> - <field number="174" name="SettlBrkrCode" type="STRING" until="43" /> - <field number="175" name="SettlInstCode" type="STRING" until="43" /> - <field number="176" name="SecuritySettlAgentName" type="STRING" until="43" /> - <field number="177" name="SecuritySettlAgentCode" type="STRING" until="43" /> - <field number="178" name="SecuritySettlAgentAcctNum" type="STRING" until="43" /> - <field number="179" name="SecuritySettlAgentAcctName" type="STRING" until="43" /> - <field number="180" name="SecuritySettlAgentContactName" type="STRING" until="43" /> - <field number="181" name="SecuritySettlAgentContactPhone" type="STRING" until="43" /> - <field number="182" name="CashSettlAgentName" type="STRING" until="43" /> - <field number="183" name="CashSettlAgentCode" type="STRING" until="43" /> - <field number="184" name="CashSettlAgentAcctNum" type="STRING" until="43" /> - <field number="185" name="CashSettlAgentAcctName" type="STRING" until="43" /> - <field number="186" name="CashSettlAgentContactName" type="STRING" until="43" /> - <field number="187" name="CashSettlAgentContactPhone" type="STRING" until="43" /> - <field number="188" name="BidSpotRate" type="PRICE" since="41" /> - <field number="189" name="BidForwardPoints" type="PRICEOFFSET" since="41" /> - <field number="190" name="OfferSpotRate" type="PRICE" since="41" /> - <field number="191" name="OfferForwardPoints" type="PRICEOFFSET" since="41" /> - <field number="192" name="OrderQty2" type="QTY" since="41" /> - <field number="193" name="SettlDate2" type="LOCALMKTDATE" since="41" /> - <field number="194" name="LastSpotRate" type="PRICE" since="41" /> - <field number="195" name="LastForwardPoints" type="PRICEOFFSET" since="41" /> - <field number="196" name="AllocLinkID" type="STRING" since="41" /> - <field number="197" name="AllocLinkType" type="INT" since="41" > - <value enum="0" description="F_X_NETTING" /> - <value enum="1" description="F_X_SWAP" /> - </field> - <field number="198" name="SecondaryOrderID" type="STRING" since="41" /> - <field number="199" name="NoIOIQualifiers" type="NUMINGROUP" since="41" /> - <field number="200" name="MaturityMonthYear" type="MONTHYEAR" since="41" /> - <field number="201" name="PutOrCall" type="INT" until="43" > - <value enum="0" description="PUT" /> - <value enum="1" description="CALL" /> - </field> - <field number="202" name="StrikePrice" type="PRICE" since="41" /> - <field number="203" name="CoveredOrUncovered" type="INT" since="41" > - <value enum="0" description="COVERED" /> - <value enum="1" description="UNCOVERED" /> - </field> - <field number="204" name="CustomerOrFirm" type="INT" until="43" > - <value enum="0" description="CUSTOMER" /> - <value enum="1" description="FIRM" /> - </field> - <field number="205" name="MaturityDay" type="DAYOFMONTH" until="43" /> - <field number="206" name="OptAttribute" type="CHAR" since="41" /> - <field number="207" name="SecurityExchange" type="EXCHANGE" since="41" /> - <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN" since="41" /> - <field number="209" name="AllocHandlInst" type="INT" since="41" > - <value enum="1" description="MATCH" /> - <value enum="2" description="FORWARD" /> - <value enum="3" description="FORWARD_AND_MATCH" /> - </field> - <field number="210" name="MaxShow" type="QTY" since="41" /> - <field number="211" name="PegOffsetValue" type="FLOAT" since="41" /> - <field number="212" name="XmlDataLen" type="LENGTH" since="42" /> - <field number="213" name="XmlData" type="DATA" since="42" /> - <field number="214" name="SettlInstRefID" type="STRING" since="42" /> - <field number="215" name="NoRoutingIDs" type="NUMINGROUP" since="42" /> - <field number="216" name="RoutingType" type="INT" since="42" > - <value enum="1" description="TARGET_FIRM" /> - <value enum="2" description="TARGET_LIST" /> - <value enum="3" description="BLOCK_FIRM" /> - <value enum="4" description="BLOCK_LIST" /> - </field> - <field number="217" name="RoutingID" type="STRING" since="42" /> - <field number="218" name="Spread" type="PRICEOFFSET" since="42" /> - <field number="219" name="Benchmark" type="CHAR" until="43" > - <value enum="1" description="CURVE" /> - <value enum="2" description="FIVEYR" /> - <value enum="3" description="OLD5" /> - <value enum="4" description="TENYR" /> - <value enum="5" description="OLD10" /> - <value enum="6" description="THIRTYYR" /> - <value enum="7" description="OLD30" /> - <value enum="8" description="THREEMOLIBOR" /> - <value enum="9" description="SIXMOLIBOR" /> - </field> - <field number="220" name="BenchmarkCurveCurrency" type="CURRENCY" since="43" /> - <field number="221" name="BenchmarkCurveName" type="STRING" since="43" > - <value enum="MuniAAA" description="MUNIAAA" /> - <value enum="FutureSWAP" description="FUTURESWAP" /> - <value enum="LIBID" description="LIBID" /> - <value enum="LIBOR" description="LIBOR" /> - <value enum="OTHER" description="OTHER" /> - <value enum="SWAP" description="SWAP" /> - <value enum="Treasury" description="TREASURY" /> - <value enum="Euribor" description="EURIBOR" /> - <value enum="Pfandbriefe" description="PFANDBRIEFE" /> - <value enum="EONIA" description="EONIA" /> - <value enum="SONIA" description="SONIA" /> - <value enum="EUREPO" description="EUREPO" /> - </field> - <field number="222" name="BenchmarkCurvePoint" type="STRING" since="42" /> - <field number="223" name="CouponRate" type="PERCENTAGE" since="42" /> - <field number="224" name="CouponPaymentDate" type="LOCALMKTDATE" since="43" /> - <field number="225" name="IssueDate" type="LOCALMKTDATE" since="43" /> - <field number="226" name="RepurchaseTerm" type="INT" since="42" /> - <field number="227" name="RepurchaseRate" type="PERCENTAGE" since="42" /> - <field number="228" name="Factor" type="FLOAT" since="42" /> - <field number="229" name="TradeOriginationDate" type="LOCALMKTDATE" since="42" /> - <field number="230" name="ExDate" type="LOCALMKTDATE" since="42" /> - <field number="231" name="ContractMultiplier" type="FLOAT" since="42" /> - <field number="232" name="NoStipulations" type="NUMINGROUP" since="42" /> - <field number="233" name="StipulationType" type="STRING" since="42" > - <value enum="AMT" description="AMT" /> - <value enum="AUTOREINV" description="AUTO_REINVESTMENT_AT_OR_BETTER" /> - <value enum="BANKQUAL" description="BANK_QUALIFIED" /> - <value enum="BGNCON" description="BARGAIN_CONDITIONS" /> - <value enum="COUPON" description="COUPON_RANGE" /> - <value enum="CURRENCY" description="ISO_CURRENCY_CODE" /> - <value enum="CUSTOMDATE" description="CUSTOM_START_END_DATE" /> - <value enum="GEOG" description="GEOGRAPHICS_AND_PERCENT_RANGE" /> - <value enum="HAIRCUT" description="VALUATION_DISCOUNT" /> - <value enum="INSURED" description="INSURED" /> - <value enum="ISSUE" description="YEAR_OR_YEAR_MONTH_OF_ISSUE" /> - <value enum="ISSUER" description="ISSUERS_TICKER" /> - <value enum="ISSUESIZE" description="ISSUE_SIZE_RANGE" /> - <value enum="LOOKBACK" description="LOOKBACK_DAYS" /> - <value enum="LOT" description="EXPLICIT_LOT_IDENTIFIER" /> - <value enum="LOTVAR" description="LOT_VARIANCE" /> - <value enum="MAT" description="MATURITY_YEAR_AND_MONTH" /> - <value enum="MATURITY" description="MATURITY_RANGE" /> - <value enum="MAXSUBS" description="MAXIMUM_SUBSTITUTIONS" /> - <value enum="MINQTY" description="MINIMUM_QUANTITY" /> - <value enum="MININCR" description="MINIMUM_INCREMENT" /> - <value enum="MINDNOM" description="MINIMUM_DENOMINATION" /> - <value enum="PAYFREQ" description="PAYMENT_FREQUENCY_CALENDAR" /> - <value enum="PIECES" description="NUMBER_OF_PIECES" /> - <value enum="PMAX" description="POOLS_MAXIMUM" /> - <value enum="PPM" description="POOLS_PER_MILLION" /> - <value enum="PPL" description="POOLS_PER_LOT" /> - <value enum="PPT" description="POOLS_PER_TRADE" /> - <value enum="PRICE" description="PRICE_RANGE" /> - <value enum="PRICEFREQ" description="PRICING_FREQUENCY" /> - <value enum="PROD" description="PRODUCTION_YEAR" /> - <value enum="PROTECT" description="CALL_PROTECTION" /> - <value enum="PURPOSE" description="PURPOSE" /> - <value enum="PXSOURCE" description="BENCHMARK_PRICE_SOURCE" /> - <value enum="RATING" description="RATING_SOURCE_AND_RANGE" /> - <value enum="RESTRICTED" description="RESTRICTED" /> - <value enum="SECTOR" description="MARKET_SECTOR" /> - <value enum="SECTYPE" description="SECURITYTYPE_INCLUDED_OR_EXCLUDED" /> - <value enum="STRUCT" description="STRUCTURE" /> - <value enum="SUBSFREQ" description="SUBSTITUTIONS_FREQUENCY" /> - <value enum="SUBSLEFT" description="SUBSTITUTIONS_LEFT" /> - <value enum="TEXT" description="FREEFORM_TEXT" /> - <value enum="TRDVAR" description="TRADE_VARIANCE" /> - <value enum="WAC" description="WEIGHTED_AVERAGE_COUPON" /> - <value enum="WAL" description="WEIGHTED_AVERAGE_LIFE_COUPON" /> - <value enum="WALA" description="WEIGHTED_AVERAGE_LOAN_AGE" /> - <value enum="WAM" description="WEIGHTED_AVERAGE_MATURITY" /> - <value enum="WHOLE" description="WHOLE_POOL" /> - <value enum="YIELD" description="YIELD_RANGE" /> - <value enum="SMM" description="SINGLE_MONTHLY_MORTALITY" /> - <value enum="CPR" description="CONSTANT_PREPAYMENT_RATE" /> - <value enum="CPY" description="CONSTANT_PREPAYMENT_YIELD" /> - <value enum="CPP" description="CONSTANT_PREPAYMENT_PENALTY" /> - <value enum="ABS" description="ABSOLUTE_PREPAYMENT_SPEED" /> - <value enum="MPR" description="MONTHLY_PREPAYMENT_RATE" /> - <value enum="PSA" description="PERCENT_OF_BMA_PREPAYMENT_CURVE" /> - <value enum="PPC" description="PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE" /> - <value enum="MHP" description="PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE" /> - <value enum="HEP" description="FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE" /> - </field> - <field number="234" name="StipulationValue" type="STRING" since="42" > - <value enum="CD" description="SPECIAL_CUM_DIVIDEND" /> - <value enum="XD" description="SPECIAL_EX_DIVIDEND" /> - <value enum="CC" description="SPECIAL_CUM_COUPON" /> - <value enum="XC" description="SPECIAL_EX_COUPON" /> - <value enum="CB" description="SPECIAL_CUM_BONUS" /> - <value enum="XB" description="SPECIAL_EX_BONUS" /> - <value enum="CR" description="SPECIAL_CUM_RIGHTS" /> - <value enum="XR" description="SPECIAL_EX_RIGHTS" /> - <value enum="CP" description="SPECIAL_CUM_CAPITAL_REPAYMENTS" /> - <value enum="XP" description="SPECIAL_EX_CAPITAL_REPAYMENTS" /> - <value enum="CS" description="CASH_SETTLEMENT" /> - <value enum="SP" description="SPECIAL_PRICE" /> - <value enum="TR" description="REPORT_FOR_EUROPEAN_EQUITY_MARKET_SECURITIES" /> - <value enum="GD" description="GUARANTEED_DELIVERY" /> - </field> - <field number="235" name="YieldType" type="STRING" since="42" > - <value enum="AFTERTAX" description="AFTER_TAX_YIELD" /> - <value enum="ANNUAL" description="ANNUAL_YIELD" /> - <value enum="ATISSUE" description="YIELD_AT_ISSUE" /> - <value enum="AVGMATURITY" description="YIELD_TO_AVERAGE_MATURITY" /> - <value enum="BOOK" description="BOOK_YIELD" /> - <value enum="CALL" description="YIELD_TO_NEXT_CALL" /> - <value enum="CHANGE" description="YIELD_CHANGE_SINCE_CLOSE" /> - <value enum="CLOSE" description="CLOSING_YIELD" /> - <value enum="COMPOUND" description="COMPOUND_YIELD" /> - <value enum="CURRENT" description="CURRENT_YIELD" /> - <value enum="GROSS" description="TRUE_GROSS_YIELD" /> - <value enum="GOVTEQUIV" description="GOVERNMENT_EQUIVALENT_YIELD" /> - <value enum="INFLATION" description="YIELD_WITH_INFLATION_ASSUMPTION" /> - <value enum="INVERSEFLOATER" description="INVERSE_FLOATER_BOND_YIELD" /> - <value enum="LASTCLOSE" description="MOST_RECENT_CLOSING_YIELD" /> - <value enum="LASTMONTH" description="CLOSING_YIELD_MOST_RECENT_MONTH" /> - <value enum="LASTQUARTER" description="CLOSING_YIELD_MOST_RECENT_QUARTER" /> - <value enum="LASTYEAR" description="CLOSING_YIELD_MOST_RECENT_YEAR" /> - <value enum="LONGAVGLIFE" description="YIELD_TO_LONGEST_AVERAGE_LIFE" /> - <value enum="MARK" description="MARK_TO_MARKET_YIELD" /> - <value enum="MATURITY" description="YIELD_TO_MATURITY" /> - <value enum="NEXTREFUND" description="YIELD_TO_NEXT_REFUND" /> - <value enum="OPENAVG" description="OPEN_AVERAGE_YIELD" /> - <value enum="PUT" description="YIELD_TO_NEXT_PUT" /> - <value enum="PREVCLOSE" description="PREVIOUS_CLOSE_YIELD" /> - <value enum="PROCEEDS" description="PROCEEDS_YIELD" /> - <value enum="SEMIANNUAL" description="SEMI_ANNUAL_YIELD" /> - <value enum="SHORTAVGLIFE" description="YIELD_TO_SHORTEST_AVERAGE_LIFE" /> - <value enum="SIMPLE" description="SIMPLE_YIELD" /> - <value enum="TAXEQUIV" description="TAX_EQUIVALENT_YIELD" /> - <value enum="TENDER" description="YIELD_TO_TENDER_DATE" /> - <value enum="TRUE" description="TRUE_YIELD" /> - <value enum="VALUE1_32" description="YIELD_VALUE_OF_1_32" /> - <value enum="WORST" description="YIELD_TO_WORST" /> - </field> - <field number="236" name="Yield" type="PERCENTAGE" since="42" /> - <field number="237" name="TotalTakedown" type="AMT" since="42" /> - <field number="238" name="Concession" type="AMT" since="42" /> - <field number="239" name="RepoCollateralSecurityType" type="INT" since="42" /> - <field number="240" name="RedemptionDate" type="LOCALMKTDATE" since="42" /> - <field number="241" name="UnderlyingCouponPaymentDate" type="LOCALMKTDATE" since="42" /> - <field number="242" name="UnderlyingIssueDate" type="LOCALMKTDATE" since="42" /> - <field number="243" name="UnderlyingRepoCollateralSecurityType" type="INT" since="42" /> - <field number="244" name="UnderlyingRepurchaseTerm" type="INT" since="42" /> - <field number="245" name="UnderlyingRepurchaseRate" type="PERCENTAGE" since="42" /> - <field number="246" name="UnderlyingFactor" type="FLOAT" since="42" /> - <field number="247" name="UnderlyingRedemptionDate" type="LOCALMKTDATE" since="42" /> - <field number="248" name="LegCouponPaymentDate" type="LOCALMKTDATE" since="42" /> - <field number="249" name="LegIssueDate" type="LOCALMKTDATE" since="42" /> - <field number="250" name="LegRepoCollateralSecurityType" type="INT" since="42" /> - <field number="251" name="LegRepurchaseTerm" type="INT" since="42" /> - <field number="252" name="LegRepurchaseRate" type="PERCENTAGE" since="42" /> - <field number="253" name="LegFactor" type="FLOAT" since="42" /> - <field number="254" name="LegRedemptionDate" type="LOCALMKTDATE" since="42" /> - <field number="255" name="CreditRating" type="STRING" since="42" /> - <field number="256" name="UnderlyingCreditRating" type="STRING" since="42" /> - <field number="257" name="LegCreditRating" type="STRING" since="42" /> - <field number="258" name="TradedFlatSwitch" type="BOOLEAN" since="42" /> - <field number="259" name="BasisFeatureDate" type="LOCALMKTDATE" since="42" /> - <field number="260" name="BasisFeaturePrice" type="PRICE" since="42" /> - <field number="262" name="MDReqID" type="STRING" since="42" /> - <field number="263" name="SubscriptionRequestType" type="CHAR" since="42" > - <value enum="0" description="SNAPSHOT" /> - <value enum="1" description="SNAPSHOT_PLUS_UPDATES" /> - <value enum="2" description="DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST" /> - </field> - <field number="264" name="MarketDepth" type="INT" since="42" > -<!-- - Temporarily commented out until we can handle - N>1 scenario - - <value enum="0" description="FULL_BOOK"/> - <value enum="1" description="TOP_OF_BOOK"/> ---> - </field> - <field number="265" name="MDUpdateType" type="INT" since="42" > - <value enum="0" description="FULL_REFRESH" /> - <value enum="1" description="INCREMENTAL_REFRESH" /> - </field> - <field number="266" name="AggregatedBook" type="BOOLEAN" since="42" /> - <field number="267" name="NoMDEntryTypes" type="NUMINGROUP" since="42" /> - <field number="268" name="NoMDEntries" type="NUMINGROUP" since="42" /> - <field number="269" name="MDEntryType" type="CHAR" since="42" > - <value enum="0" description="BID" /> - <value enum="1" description="OFFER" /> - <value enum="2" description="TRADE" /> - <value enum="3" description="INDEX_VALUE" /> - <value enum="4" description="OPENING_PRICE" /> - <value enum="5" description="CLOSING_PRICE" /> - <value enum="6" description="SETTLEMENT_PRICE" /> - <value enum="7" description="TRADING_SESSION_HIGH_PRICE" /> - <value enum="8" description="TRADING_SESSION_LOW_PRICE" /> - <value enum="9" description="TRADING_SESSION_VWAP_PRICE" /> - <value enum="A" description="IMBALANCE" /> - <value enum="B" description="TRADE_VOLUME" /> - <value enum="C" description="OPEN_INTEREST" /> - </field> - <field number="270" name="MDEntryPx" type="PRICE" since="42" /> - <field number="271" name="MDEntrySize" type="QTY" since="42" /> - <field number="272" name="MDEntryDate" type="UTCDATEONLY" since="42" /> - <field number="273" name="MDEntryTime" type="UTCTIMEONLY" since="42" /> - <field number="274" name="TickDirection" type="CHAR" since="42" > - <value enum="0" description="PLUS_TICK" /> - <value enum="1" description="ZERO_PLUS_TICK" /> - <value enum="2" description="MINUS_TICK" /> - <value enum="3" description="ZERO_MINUS_TICK" /> - </field> - <field number="275" name="MDMkt" type="EXCHANGE" since="42" /> - <field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING" since="42" > - <value enum="A" description="OPEN_ACTIVE" /> - <value enum="B" description="CLOSED_INACTIVE" /> - <value enum="C" description="EXCHANGE_BEST" /> - <value enum="D" description="CONSOLIDATED_BEST" /> - <value enum="E" description="LOCKED" /> - <value enum="F" description="CROSSED" /> - <value enum="G" description="DEPTH" /> - <value enum="H" description="FAST_TRADING" /> - <value enum="I" description="NON_FIRM" /> - </field> - <field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING" since="42" > - <value enum="A" description="CASH_MARKET" /> - <value enum="B" description="AVERAGE_PRICE_TRADE" /> - <value enum="C" description="CASH_TRADE" /> - <value enum="D" description="NEXT_DAY_MARKET" /> - <value enum="E" description="OPENING_REOPENING_TRADE_DETAIL" /> - <value enum="F" description="INTRADAY_TRADE_DETAIL" /> - <value enum="G" description="RULE127" /> - <value enum="H" description="RULE155" /> - <value enum="I" description="SOLD_LAST" /> - <value enum="J" description="NEXT_DAY_TRADE" /> - <value enum="K" description="OPENED" /> - <value enum="L" description="SELLER" /> - <value enum="M" description="SOLD" /> - <value enum="N" description="STOPPED_STOCK" /> - <value enum="P" description="IMBALANCE_MORE_BUYERS" /> - <value enum="Q" description="IMBALANCE_MORE_SELLERS" /> - <value enum="R" description="OPENING_PRICE" /> - </field> - <field number="278" name="MDEntryID" type="STRING" since="42" /> - <field number="279" name="MDUpdateAction" type="CHAR" since="42" > - <value enum="0" description="NEW" /> - <value enum="1" description="CHANGE" /> - <value enum="2" description="DELETE" /> - </field> - <field number="280" name="MDEntryRefID" type="STRING" since="42" /> - <field number="281" name="MDReqRejReason" type="CHAR" since="42" > - <value enum="0" description="UNKNOWN_SYMBOL" /> - <value enum="1" description="DUPLICATE_MDREQID" /> - <value enum="2" description="INSUFFICIENT_BANDWIDTH" /> - <value enum="3" description="INSUFFICIENT_PERMISSIONS" /> - <value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE" /> - <value enum="5" description="UNSUPPORTED_MARKETDEPTH" /> - <value enum="6" description="UNSUPPORTED_MDUPDATETYPE" /> - <value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK" /> - <value enum="8" description="UNSUPPORTED_MDENTRYTYPE" /> - <value enum="9" description="UNSUPPORTED_TRADINGSESSIONID" /> - <value enum="A" description="UNSUPPORTED_SCOPE" /> - <value enum="B" description="UNSUPPORTED_OPENCLOSESETTLEFLAG" /> - <value enum="C" description="UNSUPPORTED_MDIMPLICITDELETE" /> - </field> - <field number="282" name="MDEntryOriginator" type="STRING" since="42" /> - <field number="283" name="LocationID" type="STRING" since="42" /> - <field number="284" name="DeskID" type="STRING" since="42" /> - <field number="285" name="DeleteReason" type="CHAR" since="42" > - <value enum="0" description="CANCELATION_TRADE_BUST" /> - <value enum="1" description="ERROR" /> - </field> - <field number="286" name="OpenCloseSettlFlag" type="MULTIPLEVALUESTRING" since="42" > - <value enum="0" description="DAILY_OPEN_CLOSE_SETTLEMENT_ENTRY" /> - <value enum="1" description="SESSION_OPEN_CLOSE_SETTLEMENT_ENTRY" /> - <value enum="2" description="DELIVERY_SETTLEMENT_ENTRY" /> - <value enum="3" description="EXPECTED_ENTRY" /> - <value enum="4" description="ENTRY_FROM_PREVIOUS_BUSINESS_DAY" /> - <value enum="5" description="THEORETICAL_PRICE_VALUE" /> - </field> - <field number="287" name="SellerDays" type="INT" since="42" /> - <field number="288" name="MDEntryBuyer" type="STRING" since="42" /> - <field number="289" name="MDEntrySeller" type="STRING" since="42" /> - <field number="290" name="MDEntryPositionNo" type="INT" since="42" /> - <field number="291" name="FinancialStatus" type="MULTIPLEVALUESTRING" since="42" > - <value enum="1" description="BANKRUPT" /> - <value enum="2" description="PENDING_DELISTING" /> - </field> - <field number="292" name="CorporateAction" type="MULTIPLEVALUESTRING" since="42" > - <value enum="A" description="EX_DIVIDEND" /> - <value enum="B" description="EX_DISTRIBUTION" /> - <value enum="C" description="EX_RIGHTS" /> - <value enum="D" description="NEW" /> - <value enum="E" description="EX_INTEREST" /> - </field> - <field number="293" name="DefBidSize" type="QTY" since="42" /> - <field number="294" name="DefOfferSize" type="QTY" since="42" /> - <field number="295" name="NoQuoteEntries" type="NUMINGROUP" since="42" /> - <field number="296" name="NoQuoteSets" type="NUMINGROUP" since="42" /> - <field number="297" name="QuoteStatus" type="INT" since="42" > - <value enum="0" description="ACCEPTED" /> - <value enum="1" description="CANCELED_FOR_SYMBOL" /> - <value enum="2" description="CANCELED_FOR_SECURITY_TYPE" /> - <value enum="3" description="CANCELED_FOR_UNDERLYING" /> - <value enum="4" description="CANCELED_ALL" /> - <value enum="5" description="REJECTED" /> - <value enum="6" description="REMOVED_FROM_MARKET" /> - <value enum="7" description="EXPIRED" /> - <value enum="8" description="QUERY" /> - <value enum="9" description="QUOTE_NOT_FOUND" /> - <value enum="10" description="PENDING" /> - <value enum="11" description="PASS" /> - <value enum="12" description="LOCKED_MARKET_WARNING" /> - <value enum="13" description="CROSS_MARKET_WARNING" /> - <value enum="14" description="CANCELED_DUE_TO_LOCK_MARKET" /> - <value enum="15" description="CANCELED_DUE_TO_CROSS_MARKET" /> - </field> - <field number="298" name="QuoteCancelType" type="INT" since="42" > - <value enum="1" description="CANCEL_FOR_SYMBOL" /> - <value enum="2" description="CANCEL_FOR_SECURITY_TYPE" /> - <value enum="3" description="CANCEL_FOR_UNDERLYING_SYMBOL" /> - <value enum="4" description="CANCEL_ALL_QUOTES" /> - </field> - <field number="299" name="QuoteEntryID" type="STRING" since="42" /> - <field number="300" name="QuoteRejectReason" type="INT" since="42" > - <value enum="1" description="UNKNOWN_SYMBOL" /> - <value enum="2" description="EXCHANGE_CLOSED" /> - <value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT" /> - <value enum="4" description="TOO_LATE_TO_ENTER" /> - <value enum="5" description="UNKNOWN_QUOTE" /> - <value enum="6" description="DUPLICATE_QUOTE" /> - <value enum="7" description="INVALID_BID_ASK_SPREAD" /> - <value enum="8" description="INVALID_PRICE" /> - <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY" /> - </field> - <field number="301" name="QuoteResponseLevel" type="INT"> - <value enum="0" description="NO_ACKNOWLEDGEMENT" /> - <value enum="1" description="ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES" /> - <value enum="2" description="ACKNOWLEDGE_EACH_QUOTE_MESSAGES" /> - </field> - <field number="302" name="QuoteSetID" type="STRING" /> - <field number="303" name="QuoteRequestType" type="INT"> - <value enum="1" description="MANUAL" /> - <value enum="2" description="AUTOMATIC" /> - </field> - <field number="304" name="TotNoQuoteEntries" type="INT" /> - <field number="305" name="UnderlyingSecurityIDSource" type="STRING" /> - <field number="306" name="UnderlyingIssuer" type="STRING" /> - <field number="307" name="UnderlyingSecurityDesc" type="STRING" /> - <field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE" /> - <field number="309" name="UnderlyingSecurityID" type="STRING" /> - <field number="310" name="UnderlyingSecurityType" type="STRING" /> - <field number="311" name="UnderlyingSymbol" type="STRING" /> - <field number="312" name="UnderlyingSymbolSfx" type="STRING" /> - <field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR" /> - <field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH" until="43" /> - <field number="315" name="UnderlyingPutOrCall" type="INT" until="43"/> - <field number="316" name="UnderlyingStrikePrice" type="PRICE" /> - <field number="317" name="UnderlyingOptAttribute" type="CHAR" /> - <field number="318" name="UnderlyingCurrency" type="CURRENCY" /> - <field number="319" name="RatioQty" type="QTY" until="43" /> - <field number="320" name="SecurityReqID" type="STRING" /> - <field number="321" name="SecurityRequestType" type="INT"> - <value enum="0" description="REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS" /> - <value enum="1" description="REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED" /> - <value enum="2" description="REQUEST_LIST_SECURITY_TYPES" /> - <value enum="3" description="REQUEST_LIST_SECURITIES" /> - </field> - <field number="322" name="SecurityResponseID" type="STRING" /> - <field number="323" name="SecurityResponseType" type="INT"> - <value enum="1" description="ACCEPT_SECURITY_PROPOSAL_AS_IS" /> - <value enum="2" description="ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE" /> - <value enum="3" description="LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST" /> - <value enum="4" description="LIST_OF_SECURITIES_RETURNED_PER_REQUEST" /> - <value enum="5" description="REJECT_SECURITY_PROPOSAL" /> - <value enum="6" description="CAN_NOT_MATCH_SELECTION_CRITERIA" /> - </field> - <field number="324" name="SecurityStatusReqID" type="STRING" /> - <field number="325" name="UnsolicitedIndicator" type="BOOLEAN" /> - <field number="326" name="SecurityTradingStatus" type="INT"> - <value enum="1" description="OPENING_DELAY" /> - <value enum="2" description="TRADING_HALT" /> - <value enum="3" description="RESUME" /> - <value enum="4" description="NO_OPEN_NO_RESUME" /> - <value enum="5" description="PRICE_INDICATION" /> - <value enum="6" description="TRADING_RANGE_INDICATION" /> - <value enum="7" description="MARKET_IMBALANCE_BUY" /> - <value enum="8" description="MARKET_IMBALANCE_SELL" /> - <value enum="9" description="MARKET_ON_CLOSE_IMBALANCE_BUY" /> - <value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL" /> - <value enum="11" description="NOT_ASSIGNED" /> - <value enum="12" description="NO_MARKET_IMBALANCE" /> - <value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE" /> - <value enum="14" description="ITS_PRE_OPENING" /> - <value enum="15" description="NEW_PRICE_INDICATION" /> - <value enum="16" description="TRADE_DISSEMINATION_TIME" /> - <value enum="17" description="READY_TO_TRADE_START_OF_SESSION" /> - <value enum="18" description="NOT_AVAILABLE_FOR_TRADING_END_OF_SESSION" /> - <value enum="19" description="NOT_TRADED_ON_THIS_MARKET" /> - <value enum="20" description="UNKNOWN_OR_INVALID" /> - <value enum="21" description="PRE_OPEN" /> - <value enum="22" description="OPENING_ROTATION" /> - <value enum="23" description="FAST_MARKET" /> - </field> - <field number="327" name="HaltReason" type="CHAR"> - <value enum="I" description="ORDER_IMBALANCE" /> - <value enum="X" description="EQUIPMENT_CHANGEOVER" /> - <value enum="P" description="NEWS_PENDING" /> - <value enum="D" description="NEWS_DISSEMINATION" /> - <value enum="E" description="ORDER_INFLUX" /> - <value enum="M" description="ADDITIONAL_INFORMATION" /> - </field> - <field number="328" name="InViewOfCommon" type="BOOLEAN" /> - <field number="329" name="DueToRelated" type="BOOLEAN" /> - <field number="330" name="BuyVolume" type="QTY" /> - <field number="331" name="SellVolume" type="QTY" /> - <field number="332" name="HighPx" type="PRICE" /> - <field number="333" name="LowPx" type="PRICE" /> - <field number="334" name="Adjustment" type="INT"> - <value enum="1" description="CANCEL" /> - <value enum="2" description="ERROR" /> - <value enum="3" description="CORRECTION" /> - </field> - <field number="335" name="TradSesReqID" type="STRING" /> - <field number="336" name="TradingSessionID" type="STRING" /> - <field number="337" name="ContraTrader" type="STRING" /> - <field number="338" name="TradSesMethod" type="INT"> - <value enum="1" description="ELECTRONIC" /> - <value enum="2" description="OPEN_OUTCRY" /> - <value enum="3" description="TWO_PARTY" /> - </field> - <field number="339" name="TradSesMode" type="INT"> - <value enum="1" description="TESTING" /> - <value enum="2" description="SIMULATED" /> - <value enum="3" description="PRODUCTION" /> - </field> - <field number="340" name="TradSesStatus" type="INT"> - <value enum="0" description="UNKNOWN" /> - <value enum="1" description="HALTED" /> - <value enum="2" description="OPEN" /> - <value enum="3" description="CLOSED" /> - <value enum="4" description="PRE_OPEN" /> - <value enum="5" description="PRE_CLOSE" /> - <value enum="6" description="REQUEST_REJECTED" /> - </field> - <field number="341" name="TradSesStartTime" type="UTCTIMESTAMP" /> - <field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP" /> - <field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP" /> - <field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP" /> - <field number="345" name="TradSesEndTime" type="UTCTIMESTAMP" /> - <field number="346" name="NumberOfOrders" type="INT" /> - <field number="347" name="MessageEncoding" type="STRING"> - <value enum="ISO-2022-JP" description="ISO_2022_JP" /> - <value enum="EUC-JP" description="EUC_JP" /> - <value enum="SHIFT_JIS" description="SHIFT_JIS" /> - <value enum="UTF-8" description="UTF_8" /> - </field> - <field number="348" name="EncodedIssuerLen" type="LENGTH" /> - <field number="349" name="EncodedIssuer" type="DATA" /> - <field number="350" name="EncodedSecurityDescLen" type="LENGTH" /> - <field number="351" name="EncodedSecurityDesc" type="DATA" /> - <field number="352" name="EncodedListExecInstLen" type="LENGTH" /> - <field number="353" name="EncodedListExecInst" type="DATA" /> - <field number="354" name="EncodedTextLen" type="LENGTH" /> - <field number="355" name="EncodedText" type="DATA" /> - <field number="356" name="EncodedSubjectLen" type="LENGTH" /> - <field number="357" name="EncodedSubject" type="DATA" /> - <field number="358" name="EncodedHeadlineLen" type="LENGTH" /> - <field number="359" name="EncodedHeadline" type="DATA" /> - <field number="360" name="EncodedAllocTextLen" type="LENGTH" /> - <field number="361" name="EncodedAllocText" type="DATA" /> - <field number="362" name="EncodedUnderlyingIssuerLen" type="LENGTH" /> - <field number="363" name="EncodedUnderlyingIssuer" type="DATA" /> - <field number="364" name="EncodedUnderlyingSecurityDescLen" type="LENGTH" /> - <field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA" /> - <field number="366" name="AllocPrice" type="PRICE" /> - <field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP" /> - <field number="368" name="QuoteEntryRejectReason" type="INT"> - <value enum="1" description="UNKNOWN_SYMBOL" /> - <value enum="2" description="EXCHANGE_CLOSED" /> - <value enum="3" description="QUOTE_EXCEEDS_LIMIT" /> - <value enum="4" description="TOO_LATE_TO_ENTER" /> - <value enum="5" description="UNKNOWN_QUOTE" /> - <value enum="6" description="DUPLICATE_QUOTE" /> - <value enum="7" description="INVALID_BID_ASK_SPREAD" /> - <value enum="8" description="INVALID_PRICE" /> - <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY" /> - </field> - <field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM" /> - <field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP" until="43" /> - <field number="371" name="RefTagID" type="INT" /> - <field number="372" name="RefMsgType" type="STRING" /> - <field number="373" name="SessionRejectReason" type="INT"> - <value enum="0" description="INVALID_TAG_NUMBER" /> - <value enum="1" description="REQUIRED_TAG_MISSING" /> - <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE" /> - <value enum="3" description="UNDEFINED_TAG" /> - <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE" /> - <value enum="5" description="VALUE_IS_INCORRECT" /> - <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE" /> - <value enum="7" description="DECRYPTION_PROBLEM" /> - <value enum="8" description="SIGNATURE_PROBLEM" /> - <value enum="9" description="COMPID_PROBLEM" /> - <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM" /> - <value enum="11" description="INVALID_MSGTYPE" /> - <value enum="12" description="XML_VALIDATION_ERROR" /> - <value enum="13" description="TAG_APPEARS_MORE_THAN_ONCE" /> - <value enum="14" description="TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER" /> - <value enum="15" description="REPEATING_GROUP_FIELDS_OUT_OF_ORDER" /> - <value enum="16" description="INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP" /> - <value enum="17" description="NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER" /> - <value enum="99" description="OTHER" /> - </field> - <field number="374" name="BidRequestTransType" type="CHAR"> - <value enum="N" description="NEW" /> - <value enum="C" description="CANCEL" /> - </field> - <field number="375" name="ContraBroker" type="STRING" /> - <field number="376" name="ComplianceID" type="STRING" /> - <field number="377" name="SolicitedFlag" type="BOOLEAN" /> - <field number="378" name="ExecRestatementReason" type="INT"> - <value enum="0" description="GT_CORPORATE_ACTION" /> - <value enum="1" description="GT_RENEWAL_RESTATEMENT" /> - <value enum="2" description="VERBAL_CHANGE" /> - <value enum="3" description="REPRICING_OF_ORDER" /> - <value enum="4" description="BROKER_OPTION" /> - <value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY" /> - <value enum="6" description="CANCEL_ON_TRADING_HALT" /> - <value enum="7" description="CANCEL_ON_SYSTEM_FAILURE" /> - <value enum="8" description="MARKET_OPTION" /> - <value enum="9" description="CANCELED_NOT_BEST" /> - </field> - <field number="379" name="BusinessRejectRefID" type="STRING" /> - <field number="380" name="BusinessRejectReason" type="INT"> - <value enum="0" description="OTHER" /> - <value enum="1" description="UNKNOWN_ID" /> - <value enum="2" description="UNKNOWN_SECURITY" /> - <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE" /> - <value enum="4" description="APPLICATION_NOT_AVAILABLE" /> - <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" /> - <value enum="6" description="NOT_AUTHORIZED" /> - <value enum="7" description="DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME" /> - </field> - <field number="381" name="GrossTradeAmt" type="AMT" /> - <field number="382" name="NoContraBrokers" type="NUMINGROUP" /> - <field number="383" name="MaxMessageSize" type="LENGTH" /> - <field number="384" name="NoMsgTypes" type="NUMINGROUP" /> - <field number="385" name="MsgDirection" type="CHAR"> - <value enum="S" description="SEND" /> - <value enum="R" description="RECEIVE" /> - </field> - <field number="386" name="NoTradingSessions" type="NUMINGROUP" /> - <field number="387" name="TotalVolumeTraded" type="QTY" /> - <field number="388" name="DiscretionInst" type="CHAR"> - <value enum="0" description="RELATED_TO_DISPLAYED_PRICE" /> - <value enum="1" description="RELATED_TO_MARKET_PRICE" /> - <value enum="2" description="RELATED_TO_PRIMARY_PRICE" /> - <value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE" /> - <value enum="4" description="RELATED_TO_MIDPOINT_PRICE" /> - <value enum="5" description="RELATED_TO_LAST_TRADE_PRICE" /> - <value enum="6" description="RELATED_TO_VWAP" /> - </field> - <field number="389" name="DiscretionOffsetValue" type="FLOAT" /> - <field number="390" name="BidID" type="STRING" /> - <field number="391" name="ClientBidID" type="STRING" /> - <field number="392" name="ListName" type="STRING" /> - <field number="393" name="TotNoRelatedSym" type="INT" /> - <field number="394" name="BidType" type="INT"> - <value enum="1" description="NON_DISCLOSED" /> - <value enum="2" description="DISCLOSED_STYLE" /> - <value enum="3" description="NO_BIDDING_PROCESS" /> - </field> - <field number="395" name="NumTickets" type="INT" /> - <field number="396" name="SideValue1" type="AMT" /> - <field number="397" name="SideValue2" type="AMT" /> - <field number="398" name="NoBidDescriptors" type="NUMINGROUP" /> - <field number="399" name="BidDescriptorType" type="INT"> - <value enum="1" description="SECTOR" /> - <value enum="2" description="COUNTRY" /> - <value enum="3" description="INDEX" /> - </field> - <field number="400" name="BidDescriptor" type="STRING" /> - <field number="401" name="SideValueInd" type="INT"> - <value enum="1" description="SIDEVALUE1" /> - <value enum="2" description="SIDEVALUE2" /> - </field> - <field number="402" name="LiquidityPctLow" type="PERCENTAGE" /> - <field number="403" name="LiquidityPctHigh" type="PERCENTAGE" /> - <field number="404" name="LiquidityValue" type="AMT" /> - <field number="405" name="EFPTrackingError" type="PERCENTAGE" /> - <field number="406" name="FairValue" type="AMT" /> - <field number="407" name="OutsideIndexPct" type="PERCENTAGE" /> - <field number="408" name="ValueOfFutures" type="AMT" /> - <field number="409" name="LiquidityIndType" type="INT"> - <value enum="1" description="FIVEDAY_MOVING_AVERAGE" /> - <value enum="2" description="TWENTYDAY_MOVING_AVERAGE" /> - <value enum="3" description="NORMAL_MARKET_SIZE" /> - <value enum="4" description="OTHER" /> - </field> - <field number="410" name="WtAverageLiquidity" type="PERCENTAGE" /> - <field number="411" name="ExchangeForPhysical" type="BOOLEAN" /> - <field number="412" name="OutMainCntryUIndex" type="AMT" /> - <field number="413" name="CrossPercent" type="PERCENTAGE" /> - <field number="414" name="ProgRptReqs" type="INT"> - <value enum="1" description="BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST" /> - <value enum="2" description="SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS" /> - <value enum="3" description="REAL_TIME_EXECUTION_REPORTS" /> - </field> - <field number="415" name="ProgPeriodInterval" type="INT" /> - <field number="416" name="IncTaxInd" type="INT"> - <value enum="1" description="NET" /> - <value enum="2" description="GROSS" /> - </field> - <field number="417" name="NumBidders" type="INT" /> - <field number="418" name="BidTradeType" type="CHAR"> - <value enum="R" description="RISK_TRADE" /> - <value enum="G" description="VWAP_GUARANTEE" /> - <value enum="A" description="AGENCY" /> - <value enum="J" description="GUARANTEED_CLOSE" /> - </field> - <field number="419" name="BasisPxType" type="CHAR"> - <value enum="2" description="CLOSING_PRICE_AT_MORNING_SESSION" /> - <value enum="3" description="CLOSING_PRICE" /> - <value enum="4" description="CURRENT_PRICE" /> - <value enum="5" description="SQ" /> - <value enum="6" description="VWAP_THROUGH_A_DAY" /> - <value enum="7" description="VWAP_THROUGH_A_MORNING_SESSION" /> - <value enum="8" description="VWAP_THROUGH_AN_AFTERNOON_SESSION" /> - <value enum="9" description="VWAP_THROUGH_A_DAY_EXCEPT_YORI" /> - <value enum="A" description="VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI" /> - <value enum="B" description="VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI" /> - <value enum="C" description="STRIKE" /> - <value enum="D" description="OPEN" /> - <value enum="Z" description="OTHERS" /> - </field> - <field number="420" name="NoBidComponents" type="NUMINGROUP" /> - <field number="421" name="Country" type="COUNTRY" /> - <field number="422" name="TotNoStrikes" type="INT" /> - <field number="423" name="PriceType" type="INT"> - <value enum="1" description="PERCENTAGE" /> - <value enum="2" description="PER_UNIT" /> - <value enum="3" description="FIXED_AMOUNT" /> - <value enum="4" description="DISCOUNT" /> - <value enum="5" description="PREMIUM" /> - <value enum="6" description="SPREAD" /> - <value enum="7" description="TED_PRICE" /> - <value enum="8" description="TED_YIELD" /> - <value enum="9" description="YIELD" /> - </field> - <field number="424" name="DayOrderQty" type="QTY" /> - <field number="425" name="DayCumQty" type="QTY" /> - <field number="426" name="DayAvgPx" type="PRICE" /> - <field number="427" name="GTBookingInst" type="INT"> - <value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION" /> - <value enum="1" description="ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES" /> - <value enum="2" description="ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE" /> - </field> - <field number="428" name="NoStrikes" type="NUMINGROUP" /> - <field number="429" name="ListStatusType" type="INT"> - <value enum="1" description="ACK" /> - <value enum="2" description="RESPONSE" /> - <value enum="3" description="TIMED" /> - <value enum="4" description="EXECSTARTED" /> - <value enum="5" description="ALLDONE" /> - <value enum="6" description="ALERT" /> - </field> - <field number="430" name="NetGrossInd" type="INT"> - <value enum="1" description="NET" /> - <value enum="2" description="GROSS" /> - </field> - <field number="431" name="ListOrderStatus" type="INT"> - <value enum="1" description="INBIDDINGPROCESS" /> - <value enum="2" description="RECEIVEDFOREXECUTION" /> - <value enum="3" description="EXECUTING" /> - <value enum="4" description="CANCELING" /> - <value enum="5" description="ALERT" /> - <value enum="6" description="ALL_DONE" /> - <value enum="7" description="REJECT" /> - </field> - <field number="432" name="ExpireDate" type="LOCALMKTDATE" /> - <field number="433" name="ListExecInstType" type="CHAR"> - <value enum="1" description="IMMEDIATE" /> - <value enum="2" description="WAIT_FOR_EXECUTE_INSTRUCTION" /> - <value enum="3" description="EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN" /> - <value enum="4" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP" /> - <value enum="5" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW" /> - </field> - <field number="434" name="CxlRejResponseTo" type="CHAR"> - <value enum="1" description="ORDER_CANCEL_REQUEST" /> - <value enum="2" description="ORDER_CANCEL_REPLACE_REQUEST" /> - </field> - <field number="435" name="UnderlyingCouponRate" type="PERCENTAGE" /> - <field number="436" name="UnderlyingContractMultiplier" type="FLOAT" /> - <field number="437" name="ContraTradeQty" type="QTY" /> - <field number="438" name="ContraTradeTime" type="UTCTIMESTAMP" /> - <field number="439" name="ClearingFirm" type="STRING" until="43" /> - <field number="440" name="ClearingAccount" type="STRING" until="43" /> - <field number="441" name="LiquidityNumSecurities" type="INT" /> - <field number="442" name="MultiLegReportingType" type="CHAR"> - <value enum="1" description="SINGLE_SECURITY" /> - <value enum="2" description="INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY" /> - <value enum="3" description="MULTI_LEG_SECURITY" /> - </field> - <field number="443" name="StrikeTime" type="UTCTIMESTAMP" /> - <field number="444" name="ListStatusText" type="STRING" /> - <field number="445" name="EncodedListStatusTextLen" type="LENGTH" /> - <field number="446" name="EncodedListStatusText" type="DATA" /> - <field number="447" name="PartyIDSource" type="CHAR"> - <value enum="B" description="BIC" /> - <value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER" /> - <value enum="D" description="PROPRIETARY_CUSTOM_CODE" /> - <value enum="E" description="ISO_COUNTRY_CODE" /> - <value enum="F" description="SETTLEMENT_ENTITY_LOCATION" /> - <value enum="G" description="MIC" /> - <value enum="H" description="CSD_PARTICIPANT_MEMBER_CODE" /> - <value enum="1" description="KOREAN_INVESTOR_ID" /> - <value enum="2" description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID" /> - <value enum="3" description="TAIWANESE_TRADING_ACCOUNT" /> - <value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER" /> - <value enum="5" description="CHINESE_B_SHARE" /> - <value enum="6" description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER" /> - <value enum="7" description="US_SOCIAL_SECURITY_NUMBER" /> - <value enum="8" description="US_EMPLOYER_IDENTIFICATION_NUMBER" /> - <value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER" /> - <value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER" /> - <value enum="I" description="DIRECTED_BROKER" /> - </field> - <field number="448" name="PartyID" type="STRING" /> - <field number="449" name="TotalVolumeTradedDate" type="UTCDATE" until="43" /> - <field number="450" name="TotalVolumeTradedTime" type="UTCTIMEONLY" until="43" /> - <field number="451" name="NetChgPrevDay" type="PRICEOFFSET" /> - <field number="452" name="PartyRole" type="INT"> - <value enum="1" description="EXECUTING_FIRM" /> - <value enum="2" description="BROKER_OF_CREDIT" /> - <value enum="3" description="CLIENT_ID" /> - <value enum="4" description="CLEARING_FIRM" /> - <value enum="5" description="INVESTOR_ID" /> - <value enum="6" description="INTRODUCING_FIRM" /> - <value enum="7" description="ENTERING_FIRM" /> - <value enum="8" description="LOCATE_LENDING_FIRM" /> - <value enum="9" description="FUND_MANAGER_CLIENT_ID" /> - </field> - <field number="453" name="NoPartyIDs" type="NUMINGROUP" /> - <field number="454" name="NoSecurityAltID" type="NUMINGROUP" /> - <field number="455" name="SecurityAltID" type="STRING" /> - <field number="456" name="SecurityAltIDSource" type="STRING" /> - <field number="457" name="NoUnderlyingSecurityAltID" type="NUMINGROUP" /> - <field number="458" name="UnderlyingSecurityAltID" type="STRING" /> - <field number="459" name="UnderlyingSecurityAltIDSource" type="STRING" /> - <field number="460" name="Product" type="INT"> - <value enum="1" description="AGENCY" /> - <value enum="2" description="COMMODITY" /> - <value enum="3" description="CORPORATE" /> - <value enum="4" description="CURRENCY" /> - <value enum="5" description="EQUITY" /> - <value enum="6" description="GOVERNMENT" /> - <value enum="7" description="INDEX" /> - <value enum="8" description="LOAN" /> - <value enum="9" description="MONEYMARKET" /> - <value enum="10" description="MORTGAGE" /> - <value enum="11" description="MUNICIPAL" /> - <value enum="12" description="OTHER" /> - <value enum="13" description="FINANCING" /> - </field> - <field number="461" name="CFICode" type="STRING" /> - <field number="462" name="UnderlyingProduct" type="INT" /> - <field number="463" name="UnderlyingCFICode" type="STRING" /> - <field number="464" name="TestMessageIndicator" type="BOOLEAN" /> - <field number="465" name="QuantityType" type="INT"> - <value enum="1" description="SHARES" /> - <value enum="2" description="BONDS" /> - <value enum="3" description="CURRENTFACE" /> - <value enum="4" description="ORIGINALFACE" /> - <value enum="5" description="CURRENCY" /> - <value enum="6" description="CONTRACTS" /> - <value enum="7" description="OTHER" /> - <value enum="8" description="PAR" /> - </field> - <field number="466" name="BookingRefID" type="STRING" /> - <field number="467" name="IndividualAllocID" type="STRING" /> - <field number="468" name="RoundingDirection" type="CHAR"> - <value enum="0" description="ROUND_TO_NEAREST" /> - <value enum="1" description="ROUND_DOWN" /> - <value enum="2" description="ROUND_UP" /> - </field> - <field number="469" name="RoundingModulus" type="FLOAT" /> - <field number="470" name="CountryOfIssue" type="COUNTRY" /> - <field number="471" name="StateOrProvinceOfIssue" type="STRING" /> - <field number="472" name="LocaleOfIssue" type="STRING" /> - <field number="473" name="NoRegistDtls" type="NUMINGROUP" /> - <field number="474" name="MailingDtls" type="STRING" /> - <field number="475" name="InvestorCountryOfResidence" type="COUNTRY" /> - <field number="476" name="PaymentRef" type="STRING" /> - <field number="477" name="DistribPaymentMethod" type="INT"> - <value enum="1" description="CREST" /> - <value enum="2" description="NSCC" /> - <value enum="3" description="EUROCLEAR" /> - <value enum="4" description="CLEARSTREAM" /> - <value enum="5" description="CHEQUE" /> - <value enum="6" description="TELEGRAPHIC_TRANSFER" /> - <value enum="7" description="FEDWIRE" /> - <value enum="8" description="DIRECT_CREDIT" /> - <value enum="9" description="ACH_CREDIT" /> - </field> - <field number="478" name="CashDistribCurr" type="CURRENCY" /> - <field number="479" name="CommCurrency" type="CURRENCY" /> - <field number="480" name="CancellationRights" type="CHAR"> - <value enum="N" description="NO_EXECUTION_ONLY" /> - <value enum="M" description="NO_WAIVER_AGREEMENT" /> - <value enum="O" description="NO_INSTITUTIONAL" /> - </field> - <field number="481" name="MoneyLaunderingStatus" type="CHAR"> - <value enum="Y" description="PASSED" /> - <value enum="N" description="NOT_CHECKED" /> - <value enum="1" description="EXEMPT_BELOW_THE_LIMIT" /> - <value enum="2" description="EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION" /> - <value enum="3" description="EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION" /> - </field> - <field number="482" name="MailingInst" type="STRING" /> - <field number="483" name="TransBkdTime" type="UTCTIMESTAMP" /> - <field number="484" name="ExecPriceType" type="CHAR"> - <value enum="B" description="BID_PRICE" /> - <value enum="C" description="CREATION_PRICE" /> - <value enum="D" description="CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT" /> - <value enum="E" description="CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT" /> - <value enum="O" description="OFFER_PRICE" /> - <value enum="P" description="OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT" /> - <value enum="Q" description="OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT" /> - <value enum="S" description="SINGLE_PRICE" /> - </field> - <field number="485" name="ExecPriceAdjustment" type="FLOAT" /> - <field number="486" name="DateOfBirth" type="LOCALMKTDATE" /> - <field number="487" name="TradeReportTransType" type="INT"> - <value enum="0" description="NEW" /> - <value enum="1" description="CANCEL" /> - <value enum="2" description="REPLACE" /> - <value enum="3" description="RELEASE" /> - <value enum="4" description="REVERSE" /> - </field> - <field number="488" name="CardHolderName" type="STRING" /> - <field number="489" name="CardNumber" type="STRING" /> - <field number="490" name="CardExpDate" type="LOCALMKTDATE" /> - <field number="491" name="CardIssNum" type="STRING" /> - <field number="492" name="PaymentMethod" type="INT"> - <value enum="1" description="CREST" /> - <value enum="2" description="NSCC" /> - <value enum="3" description="EUROCLEAR" /> - <value enum="4" description="CLEARSTREAM" /> - <value enum="5" description="CHEQUE" /> - <value enum="6" description="TELEGRAPHIC_TRANSFER" /> - <value enum="7" description="FEDWIRE" /> - <value enum="8" description="DEBIT_CARD" /> - <value enum="9" description="DIRECT_DEBIT" /> - </field> - <field number="493" name="RegistAcctType" type="STRING" /> - <field number="494" name="Designation" type="STRING" /> - <field number="495" name="TaxAdvantageType" type="INT"> - <value enum="0" description="NONE" /> - <value enum="1" description="MAXI_ISA" /> - <value enum="2" description="TESSA" /> - <value enum="3" description="MINI_CASH_ISA" /> - <value enum="4" description="MINI_STOCKS_AND_SHARES_ISA" /> - <value enum="5" description="MINI_INSURANCE_ISA" /> - <value enum="6" description="CURRENT_YEAR_PAYMENT" /> - <value enum="7" description="PRIOR_YEAR_PAYMENT" /> - <value enum="8" description="ASSET_TRANSFER" /> - <value enum="9" description="EMPLOYEE_PRIOR_YEAR" /> - <value enum="999" description="OTHER" /> - </field> - <field number="496" name="RegistRejReasonText" type="STRING" /> - <field number="497" name="FundRenewWaiv" type="CHAR"> - <value enum="Y" description="YES" /> - <value enum="N" description="NO" /> - </field> - <field number="498" name="CashDistribAgentName" type="STRING" /> - <field number="499" name="CashDistribAgentCode" type="STRING" /> - <field number="500" name="CashDistribAgentAcctNumber" type="STRING" /> - <field number="501" name="CashDistribPayRef" type="STRING" /> - <field number="502" name="CashDistribAgentAcctName" type="STRING" /> - <field number="503" name="CardStartDate" type="LOCALMKTDATE" /> - <field number="504" name="PaymentDate" type="LOCALMKTDATE" /> - <field number="505" name="PaymentRemitterID" type="STRING" /> - <field number="506" name="RegistStatus" type="CHAR"> - <value enum="A" description="ACCEPTED" /> - <value enum="R" description="REJECTED" /> - <value enum="H" description="HELD" /> - <value enum="N" description="REMINDER" /> - </field> - <field number="507" name="RegistRejReasonCode" type="INT"> - <value enum="1" description="INVALID_UNACCEPTABLE_ACCOUNT_TYPE" /> - <value enum="2" description="INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE" /> - <value enum="3" description="INVALID_UNACCEPTABLE_OWNERSHIP_TYPE" /> - <value enum="4" description="INVALID_UNACCEPTABLE_NO_REG_DETLS" /> - <value enum="5" description="INVALID_UNACCEPTABLE_REG_SEQ_NO" /> - <value enum="6" description="INVALID_UNACCEPTABLE_REG_DTLS" /> - <value enum="7" description="INVALID_UNACCEPTABLE_MAILING_DTLS" /> - <value enum="8" description="INVALID_UNACCEPTABLE_MAILING_INST" /> - <value enum="9" description="INVALID_UNACCEPTABLE_INVESTOR_ID" /> - <value enum="10" description="INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE" /> - <value enum="11" description="INVALID_UNACCEPTABLE_DATE_OF_BIRTH" /> - <value enum="12" description="INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE" /> - <value enum="13" description="INVALID_UNACCEPTABLE_NODISTRIBINSTNS" /> - <value enum="14" description="INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE" /> - <value enum="15" description="INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD" /> - <value enum="16" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME" /> - <value enum="17" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE" /> - <value enum="18" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM" /> - <value enum="99" description="OTHER" /> - </field> - <field number="508" name="RegistRefID" type="STRING" /> - <field number="509" name="RegistDtls" type="STRING" /> - <field number="510" name="NoDistribInsts" type="NUMINGROUP" /> - <field number="511" name="RegistEmail" type="STRING" /> - <field number="512" name="DistribPercentage" type="PERCENTAGE" /> - <field number="513" name="RegistID" type="STRING" /> - <field number="514" name="RegistTransType" type="CHAR"> - <value enum="0" description="NEW" /> - <value enum="1" description="REPLACE" /> - <value enum="2" description="CANCEL" /> - </field> - <field number="515" name="ExecValuationPoint" type="UTCTIMESTAMP" /> - <field number="516" name="OrderPercent" type="PERCENTAGE" /> - <field number="517" name="OwnershipType" type="CHAR"> - <value enum="J" description="JOINT_INVESTORS" /> - <value enum="T" description="TENANTS_IN_COMMON" /> - <value enum="2" description="JOINT_TRUSTEES" /> - </field> - <field number="518" name="NoContAmts" type="NUMINGROUP" /> - <field number="519" name="ContAmtType" type="INT"> - <value enum="1" description="COMMISSION_AMOUNT" /> - <value enum="2" description="COMMISSION_PERCENT" /> - <value enum="3" description="INITIAL_CHARGE_AMOUNT" /> - <value enum="4" description="INITIAL_CHARGE_PERCENT" /> - <value enum="5" description="DISCOUNT_AMOUNT" /> - <value enum="6" description="DISCOUNT_PERCENT" /> - <value enum="7" description="DILUTION_LEVY_AMOUNT" /> - <value enum="8" description="DILUTION_LEVY_PERCENT" /> - <value enum="9" description="EXIT_CHARGE_AMOUNT" /> - </field> - <field number="520" name="ContAmtValue" type="FLOAT" /> - <field number="521" name="ContAmtCurr" type="CURRENCY" /> - <field number="522" name="OwnerType" type="INT"> - <value enum="1" description="INDIVIDUAL_INVESTOR" /> - <value enum="2" description="PUBLIC_COMPANY" /> - <value enum="3" description="PRIVATE_COMPANY" /> - <value enum="4" description="INDIVIDUAL_TRUSTEE" /> - <value enum="5" description="COMPANY_TRUSTEE" /> - <value enum="6" description="PENSION_PLAN" /> - <value enum="7" description="CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT" /> - <value enum="8" description="TRUSTS" /> - <value enum="9" description="FIDUCIARIES" /> - </field> - <field number="523" name="PartySubID" type="STRING" /> - <field number="524" name="NestedPartyID" type="STRING" /> - <field number="525" name="NestedPartyIDSource" type="CHAR" /> - <field number="526" name="SecondaryClOrdID" type="STRING" /> - <field number="527" name="SecondaryExecID" type="STRING" /> - <field number="528" name="OrderCapacity" type="CHAR"> - <value enum="A" description="AGENCY" /> - <value enum="G" description="PROPRIETARY" /> - <value enum="I" description="INDIVIDUAL" /> - <value enum="P" description="PRINCIPAL" /> - <value enum="R" description="RISKLESS_PRINCIPAL" /> - <value enum="W" description="AGENT_FOR_OTHER_MEMBER" /> - </field> - <field number="529" name="OrderRestrictions" type="MULTIPLEVALUESTRING"> - <value enum="1" description="PROGRAM_TRADE" /> - <value enum="2" description="INDEX_ARBITRAGE" /> - <value enum="3" description="NON_INDEX_ARBITRAGE" /> - <value enum="4" description="COMPETING_MARKET_MAKER" /> - <value enum="5" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY" /> - <value enum="6" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY" /> - <value enum="7" description="FOREIGN_ENTITY" /> - <value enum="8" description="EXTERNAL_MARKET_PARTICIPANT" /> - <value enum="9" description="EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE" /> - <value enum="A" description="RISKLESS_ARBITRAGE" /> - </field> - <field number="530" name="MassCancelRequestType" type="CHAR"> - <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" /> - <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" /> - <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" /> - <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" /> - <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" /> - <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" /> - <value enum="7" description="CANCEL_ALL_ORDERS" /> - </field> - <field number="531" name="MassCancelResponse" type="CHAR"> - <value enum="0" description="CANCEL_REQUEST_REJECTED" /> - <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" /> - <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" /> - <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" /> - <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" /> - <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" /> - <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" /> - <value enum="7" description="CANCEL_ALL_ORDERS" /> - </field> - <field number="532" name="MassCancelRejectReason" type="CHAR"> - <value enum="0" description="MASS_CANCEL_NOT_SUPPORTED" /> - <value enum="1" description="INVALID_OR_UNKNOWN_SECURITY" /> - <value enum="2" description="INVALID_OR_UNKNOWN_UNDERLYING" /> - <value enum="3" description="INVALID_OR_UNKNOWN_PRODUCT" /> - <value enum="4" description="INVALID_OR_UNKNOWN_CFICODE" /> - <value enum="5" description="INVALID_OR_UNKNOWN_SECURITY_TYPE" /> - <value enum="6" description="INVALID_OR_UNKNOWN_TRADING_SESSION" /> - </field> - <field number="533" name="TotalAffectedOrders" type="INT" /> - <field number="534" name="NoAffectedOrders" type="INT" /> - <field number="535" name="AffectedOrderID" type="STRING" /> - <field number="536" name="AffectedSecondaryOrderID" type="STRING" /> - <field number="537" name="QuoteType" type="INT"> - <value enum="0" description="INDICATIVE" /> - <value enum="1" description="TRADEABLE" /> - <value enum="2" description="RESTRICTED_TRADEABLE" /> - <value enum="3" description="COUNTER" /> - </field> - <field number="538" name="NestedPartyRole" type="INT" /> - <field number="539" name="NoNestedPartyIDs" type="NUMINGROUP" /> - <field number="540" name="TotalAccruedInterestAmt" type="AMT" /> - <field number="541" name="MaturityDate" type="LOCALMKTDATE" /> - <field number="542" name="UnderlyingMaturityDate" type="LOCALMKTDATE" /> - <field number="543" name="InstrRegistry" type="STRING" /> - <field number="544" name="CashMargin" type="CHAR"> - <value enum="1" description="CASH" /> - <value enum="2" description="MARGIN_OPEN" /> - <value enum="3" description="MARGIN_CLOSE" /> - </field> - <field number="545" name="NestedPartySubID" type="STRING" /> - <field number="546" name="Scope" type="MULTIPLEVALUESTRING"> - <value enum="1" description="LOCAL" /> - <value enum="2" description="NATIONAL" /> - <value enum="3" description="GLOBAL" /> - </field> - <field number="547" name="MDImplicitDelete" type="BOOLEAN" /> - <field number="548" name="CrossID" type="STRING" /> - <field number="549" name="CrossType" type="INT"> - <value enum="1" description="CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT" /> - <value enum="2" description="CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED" /> - <value enum="3" description="CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE" /> - <value enum="4" description="CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE" /> - </field> - <field number="550" name="CrossPrioritization" type="INT"> - <value enum="0" description="NONE" /> - <value enum="1" description="BUY_SIDE_IS_PRIORITIZED" /> - <value enum="2" description="SELL_SIDE_IS_PRIORITIZED" /> - </field> - <field number="551" name="OrigCrossID" type="STRING" /> - <field number="552" name="NoSides" type="NUMINGROUP"> - <value enum="1" description="ONE_SIDE" /> - <value enum="2" description="BOTH_SIDES" /> - </field> - <field number="553" name="Username" type="STRING" /> - <field number="554" name="Password" type="STRING" /> - <field number="555" name="NoLegs" type="NUMINGROUP" /> - <field number="556" name="LegCurrency" type="CURRENCY" /> - <field number="557" name="TotNoSecurityTypes" type="INT" /> - <field number="558" name="NoSecurityTypes" type="NUMINGROUP" /> - <field number="559" name="SecurityListRequestType" type="INT"> - <value enum="0" description="SYMBOL" /> - <value enum="1" description="SECURITYTYPE_AND_OR_CFICODE" /> - <value enum="2" description="PRODUCT" /> - <value enum="3" description="TRADINGSESSIONID" /> - <value enum="4" description="ALL_SECURITIES" /> - </field> - <field number="560" name="SecurityRequestResult" type="INT"> - <value enum="0" description="VALID_REQUEST" /> - <value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST" /> - <value enum="2" description="NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA" /> - <value enum="3" description="NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA" /> - <value enum="4" description="INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE" /> - <value enum="5" description="REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED" /> - </field> - <field number="561" name="RoundLot" type="QTY" /> - <field number="562" name="MinTradeVol" type="QTY" /> - <field number="563" name="MultiLegRptTypeReq" type="INT"> - <value enum="0" description="REPORT_BY_MULITLEG_SECURITY_ONLY" /> - <value enum="1" description="REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY" /> - <value enum="2" description="REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY" /> - </field> - <field number="564" name="LegPositionEffect" type="CHAR" /> - <field number="565" name="LegCoveredOrUncovered" type="INT" /> - <field number="566" name="LegPrice" type="PRICE" /> - <field number="567" name="TradSesStatusRejReason" type="INT"> - <value enum="1" description="UNKNOWN_OR_INVALID_TRADINGSESSIONID" /> - </field> - <field number="568" name="TradeRequestID" type="STRING" /> - <field number="569" name="TradeRequestType" type="INT"> - <value enum="0" description="ALL_TRADES" /> - <value enum="1" description="MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST" /> - <value enum="2" description="UNMATCHED_TRADES_THAT_MATCH_CRITERIA" /> - <value enum="3" description="UNREPORTED_TRADES_THAT_MATCH_CRITERIA" /> - <value enum="4" description="ADVISORIES_THAT_MATCH_CRITERIA" /> - </field> - <field number="570" name="PreviouslyReported" type="BOOLEAN" /> - <field number="571" name="TradeReportID" type="STRING" /> - <field number="572" name="TradeReportRefID" type="STRING" /> - <field number="573" name="MatchStatus" type="CHAR"> - <value enum="0" description="COMPARED_MATCHED_OR_AFFIRMED" /> - <value enum="1" description="UNCOMPARED_UNMATCHED_OR_UNAFFIRMED" /> - <value enum="2" description="ADVISORY_OR_ALERT" /> - </field> - <field number="574" name="MatchType" type="STRING" /> - <field number="575" name="OddLot" type="BOOLEAN" /> - <field number="576" name="NoClearingInstructions" type="INT" /> - <field number="577" name="ClearingInstruction" type="INT"> - <value enum="0" description="PROCESS_NORMALLY" /> - <value enum="1" description="EXCLUDE_FROM_ALL_NETTING" /> - <value enum="2" description="BILATERAL_NETTING_ONLY" /> - <value enum="3" description="EX_CLEARING" /> - <value enum="4" description="SPECIAL_TRADE" /> - <value enum="5" description="MULTILATERAL_NETTING" /> - <value enum="6" description="CLEAR_AGAINST_CENTRAL_COUNTERPARTY" /> - <value enum="7" description="EXCLUDE_FROM_CENTRAL_COUNTERPARTY" /> - <value enum="8" description="MANUAL_MODE" /> - <value enum="9" description="AUTOMATIC_POSTING_MODE" /> - </field> - <field number="578" name="TradeInputSource" type="STRING" /> - <field number="579" name="TradeInputDevice" type="STRING" /> - <field number="580" name="NoDates" type="INT" /> - <field number="581" name="AccountType" type="INT"> - <value enum="1" description="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS" /> - <value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS" /> - <value enum="3" description="HOUSE_TRADER" /> - <value enum="4" description="FLOOR_TRADER" /> - <value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED" /> - <value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED" /> - <value enum="8" description="JOINT_BACKOFFICE_ACCOUNT" /> - </field> - <field number="582" name="CustOrderCapacity" type="INT"> - <value enum="1" description="MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT" /> - <value enum="2" description="CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT" /> - <value enum="3" description="MEMBER_TRADING_FOR_ANOTHER_MEMBER" /> - <value enum="4" description="ALL_OTHER" /> - </field> - <field number="583" name="ClOrdLinkID" type="STRING" /> - <field number="584" name="MassStatusReqID" type="STRING" /> - <field number="585" name="MassStatusReqType" type="INT"> - <value enum="1" description="STATUS_FOR_ORDERS_FOR_A_SECURITY" /> - <value enum="2" description="STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY" /> - <value enum="3" description="STATUS_FOR_ORDERS_FOR_A_PRODUCT" /> - <value enum="4" description="STATUS_FOR_ORDERS_FOR_A_CFICODE" /> - <value enum="5" description="STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE" /> - <value enum="6" description="STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION" /> - <value enum="7" description="STATUS_FOR_ALL_ORDERS" /> - <value enum="8" description="STATUS_FOR_ORDERS_FOR_A_PARTYID" /> - </field> - <field number="586" name="OrigOrdModTime" type="UTCTIMESTAMP" /> - <field number="587" name="LegSettlType" type="CHAR" /> - <field number="588" name="LegSettlDate" type="LOCALMKTDATE" /> - <field number="589" name="DayBookingInst" type="CHAR"> - <value enum="0" description="CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR" /> - <value enum="1" description="SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING" /> - <value enum="2" description="ACCUMULATE" /> - </field> - <field number="590" name="BookingUnit" type="CHAR"> - <value enum="0" description="EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT" /> - <value enum="1" description="AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER" /> - <value enum="2" description="AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE" /> - </field> - <field number="591" name="PreallocMethod" type="CHAR"> - <value enum="0" description="PRO_RATA" /> - <value enum="1" description="DO_NOT_PRO_RATA" /> - </field> - <field number="592" name="UnderlyingCountryOfIssue" type="COUNTRY" /> - <field number="593" name="UnderlyingStateOrProvinceOfIssue" type="STRING" /> - <field number="594" name="UnderlyingLocaleOfIssue" type="STRING" /> - <field number="595" name="UnderlyingInstrRegistry" type="STRING" /> - <field number="596" name="LegCountryOfIssue" type="COUNTRY" /> - <field number="597" name="LegStateOrProvinceOfIssue" type="STRING" /> - <field number="598" name="LegLocaleOfIssue" type="STRING" /> - <field number="599" name="LegInstrRegistry" type="STRING" /> - <field number="600" name="LegSymbol" type="STRING" /> - <field number="601" name="LegSymbolSfx" type="STRING" /> - <field number="602" name="LegSecurityID" type="STRING" /> - <field number="603" name="LegSecurityIDSource" type="STRING" /> - <field number="604" name="NoLegSecurityAltID" type="STRING" /> - <field number="605" name="LegSecurityAltID" type="STRING" /> - <field number="606" name="LegSecurityAltIDSource" type="STRING" /> - <field number="607" name="LegProduct" type="INT" /> - <field number="608" name="LegCFICode" type="STRING" /> - <field number="609" name="LegSecurityType" type="STRING" /> - <field number="610" name="LegMaturityMonthYear" type="MONTHYEAR" /> - <field number="611" name="LegMaturityDate" type="LOCALMKTDATE" /> - <field number="612" name="LegStrikePrice" type="PRICE" /> - <field number="613" name="LegOptAttribute" type="CHAR" /> - <field number="614" name="LegContractMultiplier" type="FLOAT" /> - <field number="615" name="LegCouponRate" type="PERCENTAGE" /> - <field number="616" name="LegSecurityExchange" type="EXCHANGE" /> - <field number="617" name="LegIssuer" type="STRING" /> - <field number="618" name="EncodedLegIssuerLen" type="LENGTH" /> - <field number="619" name="EncodedLegIssuer" type="DATA" /> - <field number="620" name="LegSecurityDesc" type="STRING" /> - <field number="621" name="EncodedLegSecurityDescLen" type="LENGTH" /> - <field number="622" name="EncodedLegSecurityDesc" type="DATA" /> - <field number="623" name="LegRatioQty" type="FLOAT" /> - <field number="624" name="LegSide" type="CHAR" /> - <field number="625" name="TradingSessionSubID" type="STRING" /> - <field number="626" name="AllocType" type="INT"> - <value enum="1" description="CALCULATED" /> - <value enum="2" description="PRELIMINARY" /> - <value enum="5" description="READY_TO_BOOK_SINGLE_ORDER" /> - <value enum="7" description="WAREHOUSE_INSTRUCTION" /> - <value enum="8" description="REQUEST_TO_INTERMEDIARY" /> - </field> - <field number="627" name="NoHops" type="NUMINGROUP" /> - <field number="628" name="HopCompID" type="STRING" /> - <field number="629" name="HopSendingTime" type="UTCTIMESTAMP" /> - <field number="630" name="HopRefID" type="SEQNUM" /> - <field number="631" name="MidPx" type="PRICE" /> - <field number="632" name="BidYield" type="PERCENTAGE" /> - <field number="633" name="MidYield" type="PERCENTAGE" /> - <field number="634" name="OfferYield" type="PERCENTAGE" /> - <field number="635" name="ClearingFeeIndicator" type="STRING"> - <value enum="B" description="CBOE_MEMBER" /> - <value enum="C" description="NON_MEMBER_AND_CUSTOMER" /> - <value enum="E" description="EQUITY_MEMBER_AND_CLEARING_MEMBER" /> - <value enum="F" description="FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS" /> - <value enum="H" description="FIRMS_106H_AND_106J" /> - <value enum="I" description="GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS" /> - <value enum="L" description="LESSEE_AND_106F_EMPLOYEES" /> - <value enum="M" description="ALL_OTHER_OWNERSHIP_TYPES" /> - </field> - <field number="636" name="WorkingIndicator" type="BOOLEAN" /> - <field number="637" name="LegLastPx" type="PRICE" /> - <field number="638" name="PriorityIndicator" type="INT"> - <value enum="0" description="PRIORITY_UNCHANGED" /> - <value enum="1" description="LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE" /> - </field> - <field number="639" name="PriceImprovement" type="PRICEOFFSET" /> - <field number="640" name="Price2" type="PRICE" /> - <field number="641" name="LastForwardPoints2" type="PRICEOFFSET" /> - <field number="642" name="BidForwardPoints2" type="PRICEOFFSET" /> - <field number="643" name="OfferForwardPoints2" type="PRICEOFFSET" /> - <field number="644" name="RFQReqID" type="STRING" /> - <field number="645" name="MktBidPx" type="PRICE" /> - <field number="646" name="MktOfferPx" type="PRICE" /> - <field number="647" name="MinBidSize" type="QTY" /> - <field number="648" name="MinOfferSize" type="QTY" /> - <field number="649" name="QuoteStatusReqID" type="STRING" /> - <field number="650" name="LegalConfirm" type="BOOLEAN" /> - <field number="651" name="UnderlyingLastPx" type="PRICE" /> - <field number="652" name="UnderlyingLastQty" type="QTY" /> - <field number="653" name="SecDefStatus" type="INT" until="43" > - <value enum="0" description="PENDING_APPROVAL" /> - <value enum="1" description="APPROVED" /> - <value enum="2" description="REJECTED" /> - <value enum="3" description="UNAUTHORIZED_REQUEST" /> - <value enum="4" description="INVALID_DEFINITION_REQUEST" /> - </field> - <field number="654" name="LegRefID" type="STRING" /> - <field number="655" name="ContraLegRefID" type="STRING" /> - <field number="656" name="SettlCurrBidFxRate" type="FLOAT" /> - <field number="657" name="SettlCurrOfferFxRate" type="FLOAT" /> - <field number="658" name="QuoteRequestRejectReason" type="INT"> - <value enum="1" description="UNKNOWN_SYMBOL" /> - <value enum="2" description="EXCHANGE_CLOSED" /> - <value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT" /> - <value enum="4" description="TOO_LATE_TO_ENTER" /> - <value enum="5" description="INVALID_PRICE" /> - <value enum="6" description="NOT_AUTHORIZED_TO_REQUEST_QUOTE" /> - <value enum="7" description="NO_MATCH_FOR_INQUIRY" /> - <value enum="8" description="NO_MARKET_FOR_INSTRUMENT" /> - <value enum="9" description="NO_INVENTORY" /> - </field> - <field number="659" name="SideComplianceID" type="STRING" /> - <field number="660" name="AcctIDSource" type="INT"> - <value enum="1" description="BIC" /> - <value enum="2" description="SID_CODE" /> - <value enum="3" description="TFM" /> - <value enum="4" description="OMGEO" /> - <value enum="5" description="DTCC_CODE" /> - </field> - <field number="661" name="AllocAcctIDSource" type="INT" /> - <field number="662" name="BenchmarkPrice" type="PRICE" /> - <field number="663" name="BenchmarkPriceType" type="INT" /> - <field number="664" name="ConfirmID" type="STRING" /> - <field number="665" name="ConfirmStatus" type="INT"> - <value enum="1" description="RECEIVED" /> - <value enum="2" description="MISMATCHED_ACCOUNT" /> - <value enum="3" description="MISSING_SETTLEMENT_INSTRUCTIONS" /> - <value enum="4" description="CONFIRMED" /> - <value enum="5" description="REQUEST_REJECTED" /> - </field> - <field number="666" name="ConfirmTransType" type="INT"> - <value enum="0" description="NEW" /> - <value enum="1" description="REPLACE" /> - <value enum="2" description="CANCEL" /> - </field> - <field number="667" name="ContractSettlMonth" type="MONTHYEAR" /> - <field number="668" name="DeliveryForm" type="INT"> - <value enum="1" description="BOOKENTRY" /> - <value enum="2" description="BEARER" /> - </field> - <field number="669" name="LastParPx" type="PRICE" /> - <field number="670" name="NoLegAllocs" type="NUMINGROUP" /> - <field number="671" name="LegAllocAccount" type="STRING" /> - <field number="672" name="LegIndividualAllocID" type="STRING" /> - <field number="673" name="LegAllocQty" type="QTY" /> - <field number="674" name="LegAllocAcctIDSource" type="STRING" /> - <field number="675" name="LegSettlCurrency" type="CURRENCY" /> - <field number="676" name="LegBenchmarkCurveCurrency" type="CURRENCY" /> - <field number="677" name="LegBenchmarkCurveName" type="STRING" /> - <field number="678" name="LegBenchmarkCurvePoint" type="STRING" /> - <field number="679" name="LegBenchmarkPrice" type="PRICE" /> - <field number="680" name="LegBenchmarkPriceType" type="INT" /> - <field number="681" name="LegBidPx" type="PRICE" /> - <field number="682" name="LegIOIQty" type="STRING" /> - <field number="683" name="NoLegStipulations" type="NUMINGROUP" /> - <field number="684" name="LegOfferPx" type="PRICE" /> - <field number="685" name="LegOrderQty" type="QTY" /> - <field number="686" name="LegPriceType" type="INT" /> - <field number="687" name="LegQty" type="QTY" /> - <field number="688" name="LegStipulationType" type="STRING" /> - <field number="689" name="LegStipulationValue" type="STRING" /> - <field number="690" name="LegSwapType" type="INT"> - <value enum="1" description="PAR_FOR_PAR" /> - <value enum="2" description="MODIFIED_DURATION" /> - <value enum="4" description="RISK" /> - <value enum="5" description="PROCEEDS" /> - </field> - <field number="691" name="Pool" type="STRING" /> - <field number="692" name="QuotePriceType" type="INT"> - <value enum="1" description="PERCENT" /> - <value enum="2" description="PER_SHARE" /> - <value enum="3" description="FIXED_AMOUNT" /> - <value enum="4" description="DISCOUNT" /> - <value enum="5" description="PREMIUM" /> - <value enum="6" description="BASIS_POINTS_RELATIVE_TO_BENCHMARK" /> - <value enum="7" description="TED_PRICE" /> - <value enum="8" description="TED_YIELD" /> - <value enum="9" description="YIELD_SPREAD" /> - </field> - <field number="693" name="QuoteRespID" type="STRING" /> - <field number="694" name="QuoteRespType" type="INT"> - <value enum="1" description="HIT_LIFT" /> - <value enum="2" description="COUNTER" /> - <value enum="3" description="EXPIRED" /> - <value enum="4" description="COVER" /> - <value enum="5" description="DONE_AWAY" /> - <value enum="6" description="PASS" /> - </field> - <field number="695" name="QuoteQualifier" type="CHAR" /> - <field number="696" name="YieldRedemptionDate" type="LOCALMKTDATE" /> - <field number="697" name="YieldRedemptionPrice" type="PRICE" /> - <field number="698" name="YieldRedemptionPriceType" type="INT" /> - <field number="699" name="BenchmarkSecurityID" type="STRING" /> - <field number="700" name="ReversalIndicator" type="BOOLEAN" /> - <field number="701" name="YieldCalcDate" type="LOCALMKTDATE" /> - <field number="702" name="NoPositions" type="NUMINGROUP" /> - <field number="703" name="PosType" type="STRING"> - <value enum="TQ" description="TRANSACTION_QUANTITY" /> - <value enum="IAS" description="INTRA_SPREAD_QTY" /> - <value enum="IES" description="INTER_SPREAD_QTY" /> - <value enum="FIN" description="END_OF_DAY_QTY" /> - <value enum="SOD" description="START_OF_DAY_QTY" /> - <value enum="EX" description="OPTION_EXERCISE_QTY" /> - <value enum="AS" description="OPTION_ASSIGNMENT" /> - <value enum="TX" description="TRANSACTION_FROM_EXERCISE" /> - <value enum="TA" description="TRANSACTION_FROM_ASSIGNMENT" /> - <value enum="PIT" description="PIT_TRADE_QTY" /> - <value enum="TRF" description="TRANSFER_TRADE_QTY" /> - <value enum="ETR" description="ELECTRONIC_TRADE_QTY" /> - <value enum="ALC" description="ALLOCATION_TRADE_QTY" /> - <value enum="PA" description="ADJUSTMENT_QTY" /> - <value enum="ASF" description="AS_OF_TRADE_QTY" /> - <value enum="DLV" description="DELIVERY_QTY" /> - <value enum="TOT" description="TOTAL_TRANSACTION_QTY" /> - <value enum="XM" description="CROSS_MARGIN_QTY" /> - <value enum="SPL" description="INTEGRAL_SPLIT" /> - </field> - <field number="704" name="LongQty" type="QTY" /> - <field number="705" name="ShortQty" type="QTY" /> - <field number="706" name="PosQtyStatus" type="INT"> - <value enum="0" description="SUBMITTED" /> - <value enum="1" description="ACCEPTED" /> - <value enum="2" description="REJECTED" /> - </field> - <field number="707" name="PosAmtType" type="STRING"> - <value enum="FMTM" description="FINAL_MARK_TO_MARKET_AMOUNT" /> - <value enum="IMTM" description="INCREMENTAL_MARK_TO_MARKET_AMOUNT" /> - <value enum="TVAR" description="TRADE_VARIATION_AMOUNT" /> - <value enum="SMTM" description="START_OF_DAY_MARK_TO_MARKET_AMOUNT" /> - <value enum="PREM" description="PREMIUM_AMOUNT" /> - <value enum="CRES" description="CASH_RESIDUAL_AMOUNT" /> - <value enum="CASH" description="CASH_AMOUNT" /> - <value enum="VADJ" description="VALUE_ADJUSTED_AMOUNT" /> - </field> - <field number="708" name="PosAmt" type="AMT" /> - <field number="709" name="PosTransType" type="INT"> - <value enum="1" description="EXERCISE" /> - <value enum="2" description="DO_NOT_EXERCISE" /> - <value enum="3" description="POSITION_ADJUSTMENT" /> - <value enum="4" description="POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION" /> - <value enum="5" description="PLEDGE" /> - </field> - <field number="710" name="PosReqID" type="STRING" /> - <field number="711" name="NoUnderlyings" type="NUMINGROUP" /> - <field number="712" name="PosMaintAction" type="INT"> - <value enum="1" description="NEW" /> - <value enum="2" description="REPLACE" /> - <value enum="3" description="CANCEL" /> - </field> - <field number="713" name="OrigPosReqRefID" type="STRING" /> - <field number="714" name="PosMaintRptRefID" type="STRING" /> - <field number="715" name="ClearingBusinessDate" type="LOCALMKTDATE" /> - <field number="716" name="SettlSessID" type="STRING" /> - <field number="717" name="SettlSessSubID" type="STRING" /> - <field number="718" name="AdjustmentType" type="INT"> - <value enum="0" description="PROCESS_REQUEST_AS_MARGIN_DISPOSITION" /> - <value enum="1" description="DELTA_PLUS" /> - <value enum="2" description="DELTA_MINUS" /> - <value enum="3" description="FINAL" /> - </field> - <field number="719" name="ContraryInstructionIndicator" type="BOOLEAN" /> - <field number="720" name="PriorSpreadIndicator" type="BOOLEAN" /> - <field number="721" name="PosMaintRptID" type="STRING" /> - <field number="722" name="PosMaintStatus" type="INT"> - <value enum="0" description="ACCEPTED" /> - <value enum="1" description="ACCEPTED_WITH_WARNINGS" /> - <value enum="2" description="REJECTED" /> - <value enum="3" description="COMPLETED" /> - <value enum="4" description="COMPLETED_WITH_WARNINGS" /> - </field> - <field number="723" name="PosMaintResult" type="INT"> - <value enum="0" description="SUCCESSFUL_COMPLETION_NO_WARNINGS_OR_ERRORS" /> - <value enum="1" description="REJECTED" /> - </field> - <field number="724" name="PosReqType" type="INT"> - <value enum="0" description="POSITIONS" /> - <value enum="1" description="TRADES" /> - <value enum="2" description="EXERCISES" /> - <value enum="3" description="ASSIGNMENTS" /> - </field> - <field number="725" name="ResponseTransportType" type="INT"> - <value enum="0" description="INBAND" /> - <value enum="1" description="OUT_OF_BAND" /> - </field> - <field number="726" name="ResponseDestination" type="STRING" /> - <field number="727" name="TotalNumPosReports" type="INT" /> - <field number="728" name="PosReqResult" type="INT"> - <value enum="0" description="VALID_REQUEST" /> - <value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST" /> - <value enum="2" description="NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA" /> - <value enum="3" description="NOT_AUTHORIZED_TO_REQUEST_POSITIONS" /> - <value enum="4" description="REQUEST_FOR_POSITION_NOT_SUPPORTED" /> - <value enum="99" description="OTHER" /> - </field> - <field number="729" name="PosReqStatus" type="INT"> - <value enum="0" description="COMPLETED" /> - <value enum="1" description="COMPLETED_WITH_WARNINGS" /> - <value enum="2" description="REJECTED" /> - </field> - <field number="730" name="SettlPrice" type="PRICE" /> - <field number="731" name="SettlPriceType" type="INT"> - <value enum="1" description="FINAL" /> - <value enum="2" description="THEORETICAL" /> - </field> - <field number="732" name="UnderlyingSettlPrice" type="PRICE" /> - <field number="733" name="UnderlyingSettlPriceType" type="INT" /> - <field number="734" name="PriorSettlPrice" type="PRICE" /> - <field number="735" name="NoQuoteQualifiers" type="NUMINGROUP" /> - <field number="736" name="AllocSettlCurrency" type="CURRENCY" /> - <field number="737" name="AllocSettlCurrAmt" type="AMT" /> - <field number="738" name="InterestAtMaturity" type="AMT" /> - <field number="739" name="LegDatedDate" type="LOCALMKTDATE" /> - <field number="740" name="LegPool" type="STRING" /> - <field number="741" name="AllocInterestAtMaturity" type="AMT" /> - <field number="742" name="AllocAccruedInterestAmt" type="AMT" /> - <field number="743" name="DeliveryDate" type="LOCALMKTDATE" /> - <field number="744" name="AssignmentMethod" type="CHAR"> - <value enum="R" description="RANDOM" /> - <value enum="P" description="PRORATA" /> - </field> - <field number="745" name="AssignmentUnit" type="QTY" /> - <field number="746" name="OpenInterest" type="AMT" /> - <field number="747" name="ExerciseMethod" type="CHAR"> - <value enum="A" description="AUTOMATIC" /> - <value enum="M" description="MANUAL" /> - </field> - <field number="748" name="TotNumTradeReports" type="INT" /> - <field number="749" name="TradeRequestResult" type="INT"> - <value enum="0" description="SUCCESSFUL" /> - <value enum="1" description="INVALID_OR_UNKNOWN_INSTRUMENT" /> - <value enum="2" description="INVALID_TYPE_OF_TRADE_REQUESTED" /> - <value enum="3" description="INVALID_PARTIES" /> - <value enum="4" description="INVALID_TRANSPORT_TYPE_REQUESTED" /> - <value enum="5" description="INVALID_DESTINATION_REQUESTED" /> - <value enum="8" description="TRADEREQUESTTYPE_NOT_SUPPORTED" /> - <value enum="9" description="UNAUTHORIZED_FOR_TRADE_CAPTURE_REPORT_REQUEST" /> - </field> - <field number="750" name="TradeRequestStatus" type="INT"> - <value enum="0" description="ACCEPTED" /> - <value enum="1" description="COMPLETED" /> - <value enum="2" description="REJECTED" /> - </field> - <field number="751" name="TradeReportRejectReason" type="INT"> - <value enum="0" description="SUCCESSFUL" /> - <value enum="1" description="INVALID_PARTY_INFORMATION" /> - <value enum="2" description="UNKNOWN_INSTRUMENT" /> - <value enum="3" description="UNAUTHORIZED_TO_REPORT_TRADES" /> - <value enum="4" description="INVALID_TRADE_TYPE" /> - </field> - <field number="752" name="SideMultiLegReportingType" type="INT"> - <value enum="1" description="SINGLE_SECURITY" /> - <value enum="2" description="INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY" /> - <value enum="3" description="MULTI_LEG_SECURITY" /> - </field> - <field number="753" name="NoPosAmt" type="NUMINGROUP" /> - <field number="754" name="AutoAcceptIndicator" type="BOOLEAN" /> - <field number="755" name="AllocReportID" type="STRING" /> - <field number="756" name="NoNested2PartyIDs" type="NUMINGROUP" /> - <field number="757" name="Nested2PartyID" type="STRING" /> - <field number="758" name="Nested2PartyIDSource" type="CHAR" /> - <field number="759" name="Nested2PartyRole" type="INT" /> - <field number="760" name="Nested2PartySubID" type="STRING" /> - <field number="761" name="BenchmarkSecurityIDSource" type="STRING" /> - <field number="762" name="SecuritySubType" type="STRING" /> - <field number="763" name="UnderlyingSecuritySubType" type="STRING" /> - <field number="764" name="LegSecuritySubType" type="STRING" /> - <field number="765" name="AllowableOneSidednessPct" type="PERCENTAGE" /> - <field number="766" name="AllowableOneSidednessValue" type="AMT" /> - <field number="767" name="AllowableOneSidednessCurr" type="CURRENCY" /> - <field number="768" name="NoTrdRegTimestamps" type="NUMINGROUP" /> - <field number="769" name="TrdRegTimestamp" type="UTCTIMESTAMP" /> - <field number="770" name="TrdRegTimestampType" type="INT"> - <value enum="1" description="EXECUTION_TIME" /> - <value enum="2" description="TIME_IN" /> - <value enum="3" description="TIME_OUT" /> - <value enum="4" description="BROKER_RECEIPT" /> - <value enum="5" description="BROKER_EXECUTION" /> - </field> - <field number="771" name="TrdRegTimestampOrigin" type="STRING" /> - <field number="772" name="ConfirmRefID" type="STRING" /> - <field number="773" name="ConfirmType" type="INT"> - <value enum="1" description="STATUS" /> - <value enum="2" description="CONFIRMATION" /> - <value enum="3" description="CONFIRMATION_REQUEST_REJECTED" /> - </field> - <field number="774" name="ConfirmRejReason" type="INT"> - <value enum="1" description="MISMATCHED_ACCOUNT" /> - <value enum="2" description="MISSING_SETTLEMENT_INSTRUCTIONS" /> - </field> - <field number="775" name="BookingType" type="INT"> - <value enum="0" description="REGULAR_BOOKING" /> - <value enum="1" description="CFD" /> - <value enum="2" description="TOTAL_RETURN_SWAP" /> - </field> - <field number="776" name="IndividualAllocRejCode" type="INT" /> - <field number="777" name="SettlInstMsgID" type="STRING" /> - <field number="778" name="NoSettlInst" type="NUMINGROUP" /> - <field number="779" name="LastUpdateTime" type="UTCTIMESTAMP" /> - <field number="780" name="AllocSettlInstType" type="INT"> - <value enum="0" description="USE_DEFAULT_INSTRUCTIONS" /> - <value enum="1" description="DERIVE_FROM_PARAMETERS_PROVIDED" /> - <value enum="2" description="FULL_DETAILS_PROVIDED" /> - <value enum="3" description="SSI_DB_IDS_PROVIDED" /> - <value enum="4" description="PHONE_FOR_INSTRUCTIONS" /> - </field> - <field number="781" name="NoSettlPartyIDs" type="NUMINGROUP" /> - <field number="782" name="SettlPartyID" type="STRING" /> - <field number="783" name="SettlPartyIDSource" type="CHAR" /> - <field number="784" name="SettlPartyRole" type="INT" /> - <field number="785" name="SettlPartySubID" type="STRING" /> - <field number="786" name="SettlPartySubIDType" type="INT" /> - <field number="787" name="DlvyInstType" type="CHAR"> - <value enum="S" description="SECURITIES" /> - <value enum="C" description="CASH" /> - </field> - <field number="788" name="TerminationType" type="INT"> - <value enum="1" description="OVERNIGHT" /> - <value enum="2" description="TERM" /> - <value enum="3" description="FLEXIBLE" /> - <value enum="4" description="OPEN" /> - </field> - <field number="789" name="NextExpectedMsgSeqNum" type="SEQNUM" /> - <field number="790" name="OrdStatusReqID" type="STRING" /> - <field number="791" name="SettlInstReqID" type="STRING" /> - <field number="792" name="SettlInstReqRejCode" type="INT"> - <value enum="0" description="UNABLE_TO_PROCESS_REQUEST" /> - <value enum="1" description="UNKNOWN_ACCOUNT" /> - <value enum="2" description="NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND" /> - </field> - <field number="793" name="SecondaryAllocID" type="STRING" /> - <field number="794" name="AllocReportType" type="INT"> - <value enum="3" description="SELLSIDE_CALCULATED_USING_PRELIMINARY" /> - <value enum="4" description="SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY" /> - <value enum="5" description="WAREHOUSE_RECAP" /> - <value enum="8" description="REQUEST_TO_INTERMEDIARY" /> - </field> - <field number="795" name="AllocReportRefID" type="STRING" /> - <field number="796" name="AllocCancReplaceReason" type="INT"> - <value enum="1" description="ORIGINAL_DETAILS_INCOMPLETE_INCORRECT" /> - <value enum="2" description="CHANGE_IN_UNDERLYING_ORDER_DETAILS" /> - </field> - <field number="797" name="CopyMsgIndicator" type="BOOLEAN" /> - <field number="798" name="AllocAccountType" type="INT"> - <value enum="1" description="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS" /> - <value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS" /> - <value enum="3" description="HOUSE_TRADER" /> - <value enum="4" description="FLOOR_TRADER" /> - <value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED" /> - <value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED" /> - <value enum="8" description="JOINT_BACKOFFICE_ACCOUNT" /> - </field> - <field number="799" name="OrderAvgPx" type="PRICE" /> - <field number="800" name="OrderBookingQty" type="QTY" /> - <field number="801" name="NoSettlPartySubIDs" type="NUMINGROUP" /> - <field number="802" name="NoPartySubIDs" type="NUMINGROUP" /> - <field number="803" name="PartySubIDType" type="INT" /> - <field number="804" name="NoNestedPartySubIDs" type="NUMINGROUP" /> - <field number="805" name="NestedPartySubIDType" type="INT" /> - <field number="806" name="NoNested2PartySubIDs" type="NUMINGROUP" /> - <field number="807" name="Nested2PartySubIDType" type="INT" /> - <field number="808" name="AllocIntermedReqType" type="INT"> - <value enum="1" description="PENDING_ACCEPT" /> - <value enum="2" description="PENDING_RELEASE" /> - <value enum="3" description="PENDING_REVERSAL" /> - <value enum="4" description="ACCEPT" /> - <value enum="5" description="BLOCK_LEVEL_REJECT" /> - <value enum="6" description="ACCOUNT_LEVEL_REJECT" /> - </field> - <field number="810" name="UnderlyingPx" type="PRICE" /> - <field number="811" name="PriceDelta" type="FLOAT" /> - <field number="812" name="ApplQueueMax" type="INT" /> - <field number="813" name="ApplQueueDepth" type="INT" /> - <field number="814" name="ApplQueueResolution" type="INT"> - <value enum="0" description="NO_ACTION_TAKEN" /> - <value enum="1" description="QUEUE_FLUSHED" /> - <value enum="2" description="OVERLAY_LAST" /> - <value enum="3" description="END_SESSION" /> - </field> - <field number="815" name="ApplQueueAction" type="INT"> - <value enum="0" description="NO_ACTION_TAKEN" /> - <value enum="1" description="QUEUE_FLUSHED" /> - <value enum="2" description="OVERLAY_LAST" /> - <value enum="3" description="END_SESSION" /> - </field> - <field number="816" name="NoAltMDSource" type="NUMINGROUP" /> - <field number="817" name="AltMDSourceID" type="STRING" /> - <field number="818" name="SecondaryTradeReportID" type="STRING" /> - <field number="819" name="AvgPxIndicator" type="INT"> - <value enum="0" description="NO_AVERAGE_PRICING" /> - <value enum="1" description="TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID" /> - <value enum="2" description="LAST_TRADE_IN_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID" /> - </field> - <field number="820" name="TradeLinkID" type="STRING" /> - <field number="821" name="OrderInputDevice" type="STRING" /> - <field number="822" name="UnderlyingTradingSessionID" type="STRING" /> - <field number="823" name="UnderlyingTradingSessionSubID" type="STRING" /> - <field number="824" name="TradeLegRefID" type="STRING" /> - <field number="825" name="ExchangeRule" type="STRING" /> - <field number="826" name="TradeAllocIndicator" type="INT"> - <value enum="0" description="ALLOCATION_NOT_REQUIRED" /> - <value enum="1" description="ALLOCATION_REQUIRED" /> - <value enum="2" description="USE_ALLOCATION_PROVIDED_WITH_THE_TRADE" /> - </field> - <field number="827" name="ExpirationCycle" type="INT"> - <value enum="0" description="EXPIRE_ON_TRADING_SESSION_CLOSE" /> - <value enum="1" description="EXPIRE_ON_TRADING_SESSION_OPEN" /> - </field> - <field number="828" name="TrdType" type="INT"> - <value enum="0" description="REGULAR_TRADE" /> - <value enum="1" description="BLOCK_TRADE" /> - <value enum="2" description="EFP" /> - <value enum="3" description="TRANSFER" /> - <value enum="4" description="LATE_TRADE" /> - <value enum="5" description="T_TRADE" /> - <value enum="6" description="WEIGHTED_AVERAGE_PRICE_TRADE" /> - <value enum="7" description="BUNCHED_TRADE" /> - <value enum="8" description="LATE_BUNCHED_TRADE" /> - <value enum="9" description="PRIOR_REFERENCE_PRICE_TRADE" /> - </field> - <field number="829" name="TrdSubType" type="INT" /> - <field number="830" name="TransferReason" type="STRING" /> - <field number="831" name="AsgnReqID" type="STRING" /> - <field number="832" name="TotNumAssignmentReports" type="INT" /> - <field number="833" name="AsgnRptID" type="STRING" /> - <field number="834" name="ThresholdAmount" type="PRICEOFFSET" /> - <field number="835" name="PegMoveType" type="INT"> - <value enum="0" description="FLOATING" /> - <value enum="1" description="FIXED" /> - </field> - <field number="836" name="PegOffsetType" type="INT"> - <value enum="0" description="PRICE" /> - <value enum="1" description="BASIS_POINTS" /> - <value enum="2" description="TICKS" /> - <value enum="3" description="PRICE_TIER_LEVEL" /> - </field> - <field number="837" name="PegLimitType" type="INT"> - <value enum="0" description="OR_BETTER" /> - <value enum="1" description="STRICT" /> - <value enum="2" description="OR_WORSE" /> - </field> - <field number="838" name="PegRoundDirection" type="INT"> - <value enum="1" description="MORE_AGGRESSIVE" /> - <value enum="2" description="MORE_PASSIVE" /> - </field> - <field number="839" name="PeggedPrice" type="PRICE" /> - <field number="840" name="PegScope" type="INT"> - <value enum="1" description="LOCAL" /> - <value enum="2" description="NATIONAL" /> - <value enum="3" description="GLOBAL" /> - <value enum="4" description="NATIONAL_EXCLUDING_LOCAL" /> - </field> - <field number="841" name="DiscretionMoveType" type="INT"> - <value enum="0" description="FLOATING" /> - <value enum="1" description="FIXED" /> - </field> - <field number="842" name="DiscretionOffsetType" type="INT"> - <value enum="0" description="PRICE" /> - <value enum="1" description="BASIS_POINTS" /> - <value enum="2" description="TICKS" /> - <value enum="3" description="PRICE_TIER_LEVEL" /> - </field> - <field number="843" name="DiscretionLimitType" type="INT"> - <value enum="0" description="OR_BETTER" /> - <value enum="1" description="STRICT" /> - <value enum="2" description="OR_WORSE" /> - </field> - <field number="844" name="DiscretionRoundDirection" type="INT"> - <value enum="1" description="MORE_AGGRESSIVE" /> - <value enum="2" description="MORE_PASSIVE" /> - </field> - <field number="845" name="DiscretionPrice" type="PRICE" /> - <field number="846" name="DiscretionScope" type="INT"> - <value enum="1" description="LOCAL" /> - <value enum="2" description="NATIONAL" /> - <value enum="3" description="GLOBAL" /> - <value enum="4" description="NATIONAL_EXCLUDING_LOCAL" /> - </field> - <field number="847" name="TargetStrategy" type="INT" /> - <field number="848" name="TargetStrategyParameters" type="STRING" /> - <field number="849" name="ParticipationRate" type="PERCENTAGE" /> - <field number="850" name="TargetStrategyPerformance" type="FLOAT" /> - <field number="851" name="LastLiquidityInd" type="INT"> - <value enum="1" description="ADDED_LIQUIDITY" /> - <value enum="2" description="REMOVED_LIQUIDITY" /> - <value enum="3" description="LIQUIDITY_ROUTED_OUT" /> - </field> - <field number="852" name="PublishTrdIndicator" type="BOOLEAN" /> - <field number="853" name="ShortSaleReason" type="INT"> - <value enum="0" description="DEALER_SOLD_SHORT" /> - <value enum="1" description="DEALER_SOLD_SHORT_EXEMPT" /> - <value enum="2" description="SELLING_CUSTOMER_SOLD_SHORT" /> - <value enum="3" description="SELLING_CUSTOMER_SOLD_SHORT_EXEMPT" /> - <value enum="4" description="QUALIFED_SERVICE_REPRESENTATIVE_OR_AUTOMATIC_GIVEUP_CONTRA_SIDE_SOLD_SHORT" /> - <value enum="5" description="QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT" /> - </field> - <field number="854" name="QtyType" type="INT"> - <value enum="0" description="UNITS" /> - <value enum="1" description="CONTRACTS" /> - </field> - <field number="855" name="SecondaryTrdType" type="INT" /> - <field number="856" name="TradeReportType" type="INT"> - <value enum="0" description="SUBMIT" /> - <value enum="1" description="ALLEGED" /> - <value enum="2" description="ACCEPT" /> - <value enum="3" description="DECLINE" /> - <value enum="4" description="ADDENDUM" /> - <value enum="5" description="NO_WAS" /> - <value enum="6" description="TRADE_REPORT_CANCEL" /> - <value enum="7" description="LOCKED_IN_TRADE_BREAK" /> - </field> - <field number="857" name="AllocNoOrdersType" type="INT"> - <value enum="0" description="NOT_SPECIFIED" /> - <value enum="1" description="EXPLICIT_LIST_PROVIDED" /> - </field> - <field number="858" name="SharedCommission" type="AMT" /> - <field number="859" name="ConfirmReqID" type="STRING" /> - <field number="860" name="AvgParPx" type="PRICE" /> - <field number="861" name="ReportedPx" type="PRICE" /> - <field number="862" name="NoCapacities" type="NUMINGROUP" /> - <field number="863" name="OrderCapacityQty" type="QTY" /> - <field number="864" name="NoEvents" type="NUMINGROUP" /> - <field number="865" name="EventType" type="INT"> - <value enum="1" description="PUT" /> - <value enum="2" description="CALL" /> - <value enum="3" description="TENDER" /> - <value enum="4" description="SINKING_FUND_CALL" /> - </field> - <field number="866" name="EventDate" type="LOCALMKTDATE" /> - <field number="867" name="EventPx" type="PRICE" /> - <field number="868" name="EventText" type="STRING" /> - <field number="869" name="PctAtRisk" type="PERCENTAGE" /> - <field number="870" name="NoInstrAttrib" type="NUMINGROUP" /> - <field number="871" name="InstrAttribType" type="INT"> - <value enum="1" description="FLAT" /> - <value enum="2" description="ZERO_COUPON" /> - <value enum="3" description="INTEREST_BEARING" /> - <value enum="4" description="NO_PERIODIC_PAYMENTS" /> - <value enum="5" description="VARIABLE_RATE" /> - <value enum="6" description="LESS_FEE_FOR_PUT" /> - <value enum="7" description="STEPPED_COUPON" /> - <value enum="8" description="COUPON_PERIOD" /> - <value enum="9" description="WHEN_AND_IF_ISSUED" /> - </field> - <field number="872" name="InstrAttribValue" type="STRING" /> - <field number="873" name="DatedDate" type="LOCALMKTDATE" /> - <field number="874" name="InterestAccrualDate" type="LOCALMKTDATE" /> - <field number="875" name="CPProgram" type="INT" /> - <field number="876" name="CPRegType" type="STRING" /> - <field number="877" name="UnderlyingCPProgram" type="STRING" /> - <field number="878" name="UnderlyingCPRegType" type="STRING" /> - <field number="879" name="UnderlyingQty" type="QTY" /> - <field number="880" name="TrdMatchID" type="STRING" /> - <field number="881" name="SecondaryTradeReportRefID" type="STRING" /> - <field number="882" name="UnderlyingDirtyPrice" type="PRICE" /> - <field number="883" name="UnderlyingEndPrice" type="PRICE" /> - <field number="884" name="UnderlyingStartValue" type="AMT" /> - <field number="885" name="UnderlyingCurrentValue" type="AMT" /> - <field number="886" name="UnderlyingEndValue" type="AMT" /> - <field number="887" name="NoUnderlyingStips" type="NUMINGROUP" /> - <field number="888" name="UnderlyingStipType" type="STRING" /> - <field number="889" name="UnderlyingStipValue" type="STRING" /> - <field number="890" name="MaturityNetMoney" type="AMT" /> - <field number="891" name="MiscFeeBasis" type="INT"> - <value enum="0" description="ABSOLUTE" /> - <value enum="1" description="PER_UNIT" /> - <value enum="2" description="PERCENTAGE" /> - </field> - <field number="892" name="TotNoAllocs" type="INT" /> - <field number="893" name="LastFragment" type="BOOLEAN" /> - <field number="894" name="CollReqID" type="STRING" /> - <field number="895" name="CollAsgnReason" type="INT"> - <value enum="0" description="INITIAL" /> - <value enum="1" description="SCHEDULED" /> - <value enum="2" description="TIME_WARNING" /> - <value enum="3" description="MARGIN_DEFICIENCY" /> - <value enum="4" description="MARGIN_EXCESS" /> - <value enum="5" description="FORWARD_COLLATERAL_DEMAND" /> - <value enum="6" description="EVENT_OF_DEFAULT" /> - <value enum="7" description="ADVERSE_TAX_EVENT" /> - </field> - <field number="896" name="CollInquiryQualifier" type="INT"> - <value enum="0" description="TRADEDATE" /> - <value enum="1" description="GC_INSTRUMENT" /> - <value enum="2" description="COLLATERALINSTRUMENT" /> - <value enum="3" description="SUBSTITUTION_ELIGIBLE" /> - <value enum="4" description="NOT_ASSIGNED" /> - <value enum="5" description="PARTIALLY_ASSIGNED" /> - <value enum="6" description="FULLY_ASSIGNED" /> - <value enum="7" description="OUTSTANDING_TRADES" /> - </field> - <field number="897" name="NoTrades" type="NUMINGROUP" /> - <field number="898" name="MarginRatio" type="PERCENTAGE" /> - <field number="899" name="MarginExcess" type="AMT" /> - <field number="900" name="TotalNetValue" type="AMT" /> - <field number="901" name="CashOutstanding" type="AMT" /> - <field number="902" name="CollAsgnID" type="STRING" /> - <field number="903" name="CollAsgnTransType" type="INT"> - <value enum="0" description="NEW" /> - <value enum="1" description="REPLACE" /> - <value enum="2" description="CANCEL" /> - <value enum="3" description="RELEASE" /> - <value enum="4" description="REVERSE" /> - </field> - <field number="904" name="CollRespID" type="STRING" /> - <field number="905" name="CollAsgnRespType" type="INT"> - <value enum="0" description="RECEIVED" /> - <value enum="1" description="ACCEPTED" /> - <value enum="2" description="DECLINED" /> - <value enum="3" description="REJECTED" /> - </field> - <field number="906" name="CollAsgnRejectReason" type="INT"> - <value enum="0" description="UNKNOWN_DEAL" /> - <value enum="1" description="UNKNOWN_OR_INVALID_INSTRUMENT" /> - <value enum="2" description="UNAUTHORIZED_TRANSACTION" /> - <value enum="3" description="INSUFFICIENT_COLLATERAL" /> - <value enum="4" description="INVALID_TYPE_OF_COLLATERAL" /> - <value enum="5" description="EXCESSIVE_SUBSTITUTION" /> - </field> - <field number="907" name="CollAsgnRefID" type="STRING" /> - <field number="908" name="CollRptID" type="STRING" /> - <field number="909" name="CollInquiryID" type="STRING" /> - <field number="910" name="CollStatus" type="INT"> - <value enum="0" description="UNASSIGNED" /> - <value enum="1" description="PARTIALLY_ASSIGNED" /> - <value enum="2" description="ASSIGNMENT_PROPOSED" /> - <value enum="3" description="ASSIGNED" /> - <value enum="4" description="CHALLENGED" /> - </field> - <field number="911" name="TotNumReports" type="INT" /> - <field number="912" name="LastRptRequested" type="BOOLEAN" /> - <field number="913" name="AgreementDesc" type="STRING" /> - <field number="914" name="AgreementID" type="STRING" /> - <field number="915" name="AgreementDate" type="LOCALMKTDATE" /> - <field number="916" name="StartDate" type="LOCALMKTDATE" /> - <field number="917" name="EndDate" type="LOCALMKTDATE" /> - <field number="918" name="AgreementCurrency" type="CURRENCY" /> - <field number="919" name="DeliveryType" type="INT"> - <value enum="0" description="VERSUS_PAYMENT" /> - <value enum="1" description="FREE" /> - <value enum="2" description="TRI_PARTY" /> - <value enum="3" description="HOLD_IN_CUSTODY" /> - </field> - <field number="920" name="EndAccruedInterestAmt" type="AMT" /> - <field number="921" name="StartCash" type="AMT" /> - <field number="922" name="EndCash" type="AMT" /> - <field number="923" name="UserRequestID" type="STRING" /> - <field number="924" name="UserRequestType" type="INT"> - <value enum="1" description="LOGONUSER" /> - <value enum="2" description="LOGOFFUSER" /> - <value enum="3" description="CHANGEPASSWORDFORUSER" /> - <value enum="4" description="REQUEST_INDIVIDUAL_USER_STATUS" /> - </field> - <field number="925" name="NewPassword" type="STRING" /> - <field number="926" name="UserStatus" type="INT"> - <value enum="1" description="LOGGED_IN" /> - <value enum="2" description="NOT_LOGGED_IN" /> - <value enum="3" description="USER_NOT_RECOGNISED" /> - <value enum="4" description="PASSWORD_INCORRECT" /> - <value enum="5" description="PASSWORD_CHANGED" /> - <value enum="6" description="OTHER" /> - </field> - <field number="927" name="UserStatusText" type="STRING" /> - <field number="928" name="StatusValue" type="INT"> - <value enum="1" description="CONNECTED" /> - <value enum="2" description="NOT_CONNECTED_DOWN_EXPECTED_UP" /> - <value enum="3" description="NOT_CONNECTED_DOWN_EXPECTED_DOWN" /> - <value enum="4" description="IN_PROCESS" /> - </field> - <field number="929" name="StatusText" type="STRING" /> - <field number="930" name="RefCompID" type="STRING" /> - <field number="931" name="RefSubID" type="STRING" /> - <field number="932" name="NetworkResponseID" type="STRING" /> - <field number="933" name="NetworkRequestID" type="STRING" /> - <field number="934" name="LastNetworkResponseID" type="STRING" /> - <field number="935" name="NetworkRequestType" type="INT"> - <value enum="1" description="SNAPSHOT" /> - <value enum="2" description="SUBSCRIBE" /> - <value enum="4" description="STOP_SUBSCRIBING" /> - <value enum="8" description="LEVEL_OF_DETAIL" /> - </field> - <field number="936" name="NoCompIDs" type="NUMINGROUP" /> - <field number="937" name="NetworkStatusResponseType" type="INT"> - <value enum="1" description="FULL" /> - <value enum="2" description="INCREMENTAL_UPDATE" /> - </field> - <field number="938" name="NoCollInquiryQualifier" type="NUMINGROUP" /> - <field number="939" name="TrdRptStatus" type="INT"> - <value enum="0" description="ACCEPTED" /> - <value enum="1" description="REJECTED" /> - </field> - <field number="940" name="AffirmStatus" type="INT"> - <value enum="1" description="RECEIVED" /> - <value enum="2" description="CONFIRM_REJECTED" /> - <value enum="3" description="AFFIRMED" /> - </field> - <field number="941" name="UnderlyingStrikeCurrency" type="CURRENCY" /> - <field number="942" name="LegStrikeCurrency" type="CURRENCY" /> - <field number="943" name="TimeBracket" type="STRING" /> - <field number="944" name="CollAction" type="INT"> - <value enum="0" description="RETAIN" /> - <value enum="1" description="ADD" /> - <value enum="2" description="REMOVE" /> - </field> - <field number="945" name="CollInquiryStatus" type="INT"> - <value enum="0" description="ACCEPTED" /> - <value enum="1" description="ACCEPTED_WITH_WARNINGS" /> - <value enum="2" description="COMPLETED" /> - <value enum="3" description="COMPLETED_WITH_WARNINGS" /> - <value enum="4" description="REJECTED" /> - </field> - <field number="946" name="CollInquiryResult" type="INT"> - <value enum="0" description="SUCCESSFUL" /> - <value enum="1" description="INVALID_OR_UNKNOWN_INSTRUMENT" /> - <value enum="2" description="INVALID_OR_UNKNOWN_COLLATERAL_TYPE" /> - <value enum="3" description="INVALID_PARTIES" /> - <value enum="4" description="INVALID_TRANSPORT_TYPE_REQUESTED" /> - <value enum="5" description="INVALID_DESTINATION_REQUESTED" /> - <value enum="6" description="NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED" /> - <value enum="7" description="NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED" /> - <value enum="8" description="COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED" /> - <value enum="9" description="UNAUTHORIZED_FOR_COLLATERAL_INQUIRY" /> - <value enum="99" description="OTHER" /> - </field> - <field number="947" name="StrikeCurrency" type="CURRENCY" /> - <field number="948" name="NoNested3PartyIDs" type="NUMINGROUP" /> - <field number="949" name="Nested3PartyID" type="STRING" /> - <field number="950" name="Nested3PartyIDSource" type="CHAR" /> - <field number="951" name="Nested3PartyRole" type="INT" /> - <field number="952" name="NoNested3PartySubIDs" type="NUMINGROUP" /> - <field number="953" name="Nested3PartySubID" type="STRING" /> - <field number="954" name="Nested3PartySubIDType" type="INT" /> - <field number="955" name="LegContractSettlMonth" type="MONTHYEAR" /> - <field number="956" name="LegInterestAccrualDate" type="LOCALMKTDATE" /> - </fields> -</fix> + <message name='AllocationReport' msgcat='app' msgtype='AS'> + <field name='AllocReportID' required='Y' /> + <field name='AllocID' required='N' /> + <field name='AllocTransType' required='Y' /> + <field name='AllocReportRefID' required='N' /> + <field name='AllocCancReplaceReason' required='N' /> + <field name='SecondaryAllocID' required='N' /> + <field name='AllocReportType' required='Y' /> + <field name='AllocStatus' required='Y' /> + <field name='AllocRejCode' required='N' /> + <field name='RefAllocID' required='N' /> + <field name='AllocIntermedReqType' required='N' /> + <field name='AllocLinkID' required='N' /> + <field name='AllocLinkType' required='N' /> + <field name='BookingRefID' required='N' /> + <field name='AllocNoOrdersType' required='N' /> + <component name='OrdAllocGrp' required='N' /> + <component name='ExecAllocGrp' required='N' /> + <field name='PreviouslyReported' required='N' /> + <field name='ReversalIndicator' required='N' /> + <field name='MatchType' required='N' /> + <field name='Side' required='Y' /> + <component name='Instrument' required='Y' /> + <component name='InstrumentExtension' required='N' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='Quantity' required='Y' /> + <field name='QtyType' required='N' /> + <field name='LastMkt' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='PriceType' required='N' /> + <field name='AvgPx' required='Y' /> + <field name='AvgParPx' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <field name='Currency' required='N' /> + <field name='AvgPxPrecision' required='N' /> + <component name='Parties' required='N' /> + <field name='TradeDate' required='Y' /> + <field name='TransactTime' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='BookingType' required='N' /> + <field name='GrossTradeAmt' required='N' /> + <field name='Concession' required='N' /> + <field name='TotalTakedown' required='N' /> + <field name='NetMoney' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='AutoAcceptIndicator' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='NumDaysInterest' required='N' /> + <field name='AccruedInterestRate' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='TotalAccruedInterestAmt' required='N' /> + <field name='InterestAtMaturity' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <field name='LegalConfirm' required='N' /> + <component name='Stipulations' required='N' /> + <component name='YieldData' required='N' /> + <field name='TotNoAllocs' required='N' /> + <field name='LastFragment' required='N' /> + <component name='AllocGrp' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='TrdType' required='N' /> + <field name='TrdSubType' required='N' /> + <field name='MultiLegReportingType' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='TradeInputSource' required='N' /> + <field name='RndPx' required='N' /> + <field name='MessageEventSource' required='N' /> + <field name='TradeInputDevice' required='N' /> + <field name='AvgPxIndicator' required='N' /> + <component name='PositionAmountData' required='N' /> + <component name='RateSource' required='N' /> + </message> + <message name='AllocationReportAck' msgcat='app' msgtype='AT'> + <field name='AllocReportID' required='Y' /> + <field name='AllocID' required='N' /> + <component name='Parties' required='N' /> + <field name='SecondaryAllocID' required='N' /> + <field name='TradeDate' required='N' /> + <field name='TransactTime' required='N' /> + <field name='AllocStatus' required='N' /> + <field name='AllocRejCode' required='N' /> + <field name='AllocReportType' required='N' /> + <field name='AllocIntermedReqType' required='N' /> + <field name='MatchStatus' required='N' /> + <field name='Product' required='N' /> + <field name='SecurityType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='AllocAckGrp' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='AvgPxIndicator' required='N' /> + <field name='Quantity' required='N' /> + <field name='AllocTransType' required='N' /> + </message> + <message name='ConfirmationAck' msgcat='app' msgtype='AU'> + <field name='ConfirmID' required='Y' /> + <field name='TradeDate' required='Y' /> + <field name='TransactTime' required='Y' /> + <field name='AffirmStatus' required='Y' /> + <field name='ConfirmRejReason' required='N' /> + <field name='MatchStatus' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='SettlementInstructionRequest' msgcat='app' msgtype='AV'> + <field name='SettlInstReqID' required='Y' /> + <field name='TransactTime' required='Y' /> + <component name='Parties' required='N' /> + <field name='AllocAccount' required='N' /> + <field name='AllocAcctIDSource' required='N' /> + <field name='Side' required='N' /> + <field name='Product' required='N' /> + <field name='SecurityType' required='N' /> + <field name='CFICode' required='N' /> + <field name='EffectiveTime' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='LastUpdateTime' required='N' /> + <field name='StandInstDbType' required='N' /> + <field name='StandInstDbName' required='N' /> + <field name='StandInstDbID' required='N' /> + <field name='SettlCurrency' required='N' /> + </message> + <message name='AssignmentReport' msgcat='app' msgtype='AW'> + <field name='AsgnRptID' required='Y' /> + <field name='TotNumAssignmentReports' required='N' /> + <field name='LastRptRequested' required='N' /> + <component name='Parties' required='Y' /> + <field name='Account' required='N' /> + <field name='AccountType' required='N' /> + <component name='Instrument' required='N' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='PositionQty' required='N' /> + <component name='PositionAmountData' required='N' /> + <field name='ThresholdAmount' required='N' /> + <field name='SettlPrice' required='N' /> + <field name='SettlPriceType' required='N' /> + <field name='UnderlyingSettlPrice' required='N' /> + <field name='ExpireDate' required='N' /> + <field name='AssignmentMethod' required='N' /> + <field name='AssignmentUnit' required='N' /> + <field name='OpenInterest' required='N' /> + <field name='ExerciseMethod' required='N' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <field name='ClearingBusinessDate' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='PriorSettlPrice' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <field name='PosReqID' required='N' /> + </message> + <message name='CollateralRequest' msgcat='app' msgtype='AX'> + <field name='CollReqID' required='Y' /> + <field name='CollAsgnReason' required='Y' /> + <field name='TransactTime' required='Y' /> + <field name='ExpireTime' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AccountType' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='OrderID' required='N' /> + <field name='SecondaryOrderID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <component name='ExecCollGrp' required='N' /> + <component name='TrdCollGrp' required='N' /> + <component name='Instrument' required='N' /> + <component name='FinancingDetails' required='N' /> + <field name='SettlDate' required='N' /> + <field name='Quantity' required='N' /> + <field name='QtyType' required='N' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtCollGrp' required='N' /> + <field name='MarginExcess' required='N' /> + <field name='TotalNetValue' required='N' /> + <field name='CashOutstanding' required='N' /> + <component name='TrdRegTimestamps' required='N' /> + <field name='Side' required='N' /> + <component name='MiscFeesGrp' required='N' /> + <field name='Price' required='N' /> + <field name='PriceType' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='Stipulations' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='CollateralAssignment' msgcat='app' msgtype='AY'> + <field name='CollAsgnID' required='Y' /> + <field name='CollReqID' required='N' /> + <field name='CollAsgnReason' required='Y' /> + <field name='CollAsgnTransType' required='Y' /> + <field name='CollAsgnRefID' required='N' /> + <field name='TransactTime' required='Y' /> + <field name='ExpireTime' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AccountType' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='OrderID' required='N' /> + <field name='SecondaryOrderID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <component name='ExecCollGrp' required='N' /> + <component name='TrdCollGrp' required='N' /> + <component name='Instrument' required='N' /> + <component name='FinancingDetails' required='N' /> + <field name='SettlDate' required='N' /> + <field name='Quantity' required='N' /> + <field name='QtyType' required='N' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtCollGrp' required='N' /> + <field name='MarginExcess' required='N' /> + <field name='TotalNetValue' required='N' /> + <field name='CashOutstanding' required='N' /> + <component name='TrdRegTimestamps' required='N' /> + <field name='Side' required='N' /> + <component name='MiscFeesGrp' required='N' /> + <field name='Price' required='N' /> + <field name='PriceType' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='Stipulations' required='N' /> + <component name='SettlInstructionsData' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='CollateralResponse' msgcat='app' msgtype='AZ'> + <field name='CollRespID' required='Y' /> + <field name='CollAsgnID' required='N' /> + <field name='CollReqID' required='N' /> + <field name='CollAsgnReason' required='N' /> + <field name='CollAsgnTransType' required='N' /> + <field name='CollAsgnRespType' required='Y' /> + <field name='CollAsgnRejectReason' required='N' /> + <field name='TransactTime' required='Y' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AccountType' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='OrderID' required='N' /> + <field name='SecondaryOrderID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <component name='ExecCollGrp' required='N' /> + <component name='TrdCollGrp' required='N' /> + <component name='Instrument' required='N' /> + <component name='FinancingDetails' required='N' /> + <field name='SettlDate' required='N' /> + <field name='Quantity' required='N' /> + <field name='QtyType' required='N' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtCollGrp' required='N' /> + <field name='MarginExcess' required='N' /> + <field name='TotalNetValue' required='N' /> + <field name='CashOutstanding' required='N' /> + <component name='TrdRegTimestamps' required='N' /> + <field name='Side' required='N' /> + <component name='MiscFeesGrp' required='N' /> + <field name='Price' required='N' /> + <field name='PriceType' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='Stipulations' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='CollApplType' required='N' /> + <field name='FinancialStatus' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + </message> + <message name='CollateralReport' msgcat='app' msgtype='BA'> + <field name='CollRptID' required='Y' /> + <field name='CollInquiryID' required='N' /> + <field name='CollStatus' required='Y' /> + <field name='TotNumReports' required='N' /> + <field name='LastRptRequested' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AccountType' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='OrderID' required='N' /> + <field name='SecondaryOrderID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <component name='ExecCollGrp' required='N' /> + <component name='TrdCollGrp' required='N' /> + <component name='Instrument' required='N' /> + <component name='FinancingDetails' required='N' /> + <field name='SettlDate' required='N' /> + <field name='Quantity' required='N' /> + <field name='QtyType' required='N' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='MarginExcess' required='N' /> + <field name='TotalNetValue' required='N' /> + <field name='CashOutstanding' required='N' /> + <component name='TrdRegTimestamps' required='N' /> + <field name='Side' required='N' /> + <component name='MiscFeesGrp' required='N' /> + <field name='Price' required='N' /> + <field name='PriceType' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='Stipulations' required='N' /> + <component name='SettlInstructionsData' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='TransactTime' required='N' /> + <field name='CollApplType' required='N' /> + <field name='FinancialStatus' required='N' /> + </message> + <message name='CollateralInquiry' msgcat='app' msgtype='BB'> + <field name='CollInquiryID' required='Y' /> + <component name='CollInqQualGrp' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='ResponseTransportType' required='N' /> + <field name='ResponseDestination' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AccountType' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='OrderID' required='N' /> + <field name='SecondaryOrderID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <component name='ExecCollGrp' required='N' /> + <component name='TrdCollGrp' required='N' /> + <component name='Instrument' required='N' /> + <component name='FinancingDetails' required='N' /> + <field name='SettlDate' required='N' /> + <field name='Quantity' required='N' /> + <field name='QtyType' required='N' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='MarginExcess' required='N' /> + <field name='TotalNetValue' required='N' /> + <field name='CashOutstanding' required='N' /> + <component name='TrdRegTimestamps' required='N' /> + <field name='Side' required='N' /> + <field name='Price' required='N' /> + <field name='PriceType' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='Stipulations' required='N' /> + <component name='SettlInstructionsData' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='NetworkCounterpartySystemStatusRequest' msgcat='app' msgtype='BC'> + <field name='NetworkRequestType' required='Y' /> + <field name='NetworkRequestID' required='Y' /> + <component name='CompIDReqGrp' required='N' /> + </message> + <message name='NetworkCounterpartySystemStatusResponse' msgcat='app' msgtype='BD'> + <field name='NetworkStatusResponseType' required='Y' /> + <field name='NetworkRequestID' required='N' /> + <field name='NetworkResponseID' required='Y' /> + <field name='LastNetworkResponseID' required='N' /> + <component name='CompIDStatGrp' required='Y' /> + </message> + <message name='UserRequest' msgcat='app' msgtype='BE'> + <field name='UserRequestID' required='Y' /> + <field name='UserRequestType' required='Y' /> + <field name='Username' required='Y' /> + <field name='Password' required='N' /> + <field name='NewPassword' required='N' /> + <field name='RawDataLength' required='N' /> + <field name='RawData' required='N' /> + <field name='EncryptedPasswordMethod' required='N' /> + <field name='EncryptedPasswordLen' required='N' /> + <field name='EncryptedPassword' required='N' /> + <field name='EncryptedNewPasswordLen' required='N' /> + <field name='EncryptedNewPassword' required='N' /> + </message> + <message name='UserResponse' msgcat='app' msgtype='BF'> + <field name='UserRequestID' required='Y' /> + <field name='Username' required='Y' /> + <field name='UserStatus' required='N' /> + <field name='UserStatusText' required='N' /> + </message> + <message name='CollateralInquiryAck' msgcat='app' msgtype='BG'> + <field name='CollInquiryID' required='Y' /> + <field name='CollInquiryStatus' required='Y' /> + <field name='CollInquiryResult' required='N' /> + <component name='CollInqQualGrp' required='N' /> + <field name='TotNumReports' required='N' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AccountType' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='OrderID' required='N' /> + <field name='SecondaryOrderID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <component name='ExecCollGrp' required='N' /> + <component name='TrdCollGrp' required='N' /> + <component name='Instrument' required='N' /> + <component name='FinancingDetails' required='N' /> + <field name='SettlDate' required='N' /> + <field name='Quantity' required='N' /> + <field name='QtyType' required='N' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SettlSessID' required='N' /> + <field name='SettlSessSubID' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='ResponseTransportType' required='N' /> + <field name='ResponseDestination' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='ConfirmationRequest' msgcat='app' msgtype='BH'> + <field name='ConfirmReqID' required='Y' /> + <field name='ConfirmType' required='Y' /> + <component name='OrdAllocGrp' required='N' /> + <field name='AllocID' required='N' /> + <field name='SecondaryAllocID' required='N' /> + <field name='IndividualAllocID' required='N' /> + <field name='TransactTime' required='Y' /> + <field name='AllocAccount' required='N' /> + <field name='AllocAcctIDSource' required='N' /> + <field name='AllocAccountType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='ContraryIntentionReport' msgcat='app' msgtype='BO'> + <field name='ContIntRptID' required='Y' /> + <field name='TransactTime' required='N' /> + <field name='LateIndicator' required='N' /> + <field name='InputSource' required='N' /> + <field name='ClearingBusinessDate' required='Y' /> + <component name='Parties' required='Y' /> + <component name='ExpirationQty' required='Y' /> + <component name='Instrument' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + </message> + <message name='SecurityDefinitionUpdateReport' msgcat='app' msgtype='BP'> + <field name='SecurityReportID' required='N' /> + <field name='SecurityReqID' required='N' /> + <field name='SecurityResponseID' required='N' /> + <field name='SecurityResponseType' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='SecurityUpdateAction' required='N' /> + <field name='CorporateAction' required='N' /> + <component name='Instrument' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Currency' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <component name='InstrumentExtension' required='N' /> + <component name='Stipulations' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <component name='MarketSegmentGrp' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <field name='TransactTime' required='N' /> + </message> + <message name='SecurityListUpdateReport' msgcat='app' msgtype='BK'> + <field name='SecurityReportID' required='N' /> + <field name='SecurityReqID' required='N' /> + <field name='SecurityResponseID' required='N' /> + <field name='SecurityRequestResult' required='N' /> + <field name='TotNoRelatedSym' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='SecurityUpdateAction' required='N' /> + <field name='CorporateAction' required='N' /> + <field name='LastFragment' required='N' /> + <component name='SecLstUpdRelSymGrp' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <field name='SecurityListID' required='N' /> + <field name='SecurityListRefID' required='N' /> + <field name='SecurityListDesc' required='N' /> + <field name='EncodedSecurityListDescLen' required='N' /> + <field name='EncodedSecurityListDesc' required='N' /> + <field name='SecurityListType' required='N' /> + <field name='SecurityListTypeSource' required='N' /> + <field name='TransactTime' required='N' /> + </message> + <message name='AdjustedPositionReport' msgcat='app' msgtype='BL'> + <field name='PosMaintRptID' required='Y' /> + <field name='PosReqType' required='N' /> + <field name='ClearingBusinessDate' required='Y' /> + <field name='SettlSessID' required='N' /> + <component name='Parties' required='Y' /> + <component name='PositionQty' required='Y' /> + <component name='InstrmtGrp' required='N' /> + <field name='SettlPrice' required='N' /> + <field name='PriorSettlPrice' required='N' /> + <field name='PosMaintRptRefID' required='N' /> + </message> + <message name='AllocationInstructionAlert' msgcat='app' msgtype='BM'> + <field name='AllocID' required='Y' /> + <field name='AllocTransType' required='Y' /> + <field name='AllocType' required='Y' /> + <field name='SecondaryAllocID' required='N' /> + <field name='RefAllocID' required='N' /> + <field name='AllocCancReplaceReason' required='N' /> + <field name='AllocIntermedReqType' required='N' /> + <field name='AllocLinkID' required='N' /> + <field name='AllocLinkType' required='N' /> + <field name='BookingRefID' required='N' /> + <field name='AllocNoOrdersType' required='N' /> + <component name='OrdAllocGrp' required='N' /> + <component name='ExecAllocGrp' required='N' /> + <field name='PreviouslyReported' required='N' /> + <field name='ReversalIndicator' required='N' /> + <field name='MatchType' required='N' /> + <field name='Side' required='Y' /> + <component name='Instrument' required='Y' /> + <component name='InstrumentExtension' required='N' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='Quantity' required='Y' /> + <field name='QtyType' required='N' /> + <field name='LastMkt' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='PriceType' required='N' /> + <field name='AvgPx' required='N' /> + <field name='AvgParPx' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <field name='Currency' required='N' /> + <field name='AvgPxPrecision' required='N' /> + <component name='Parties' required='N' /> + <field name='TradeDate' required='Y' /> + <field name='TransactTime' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='BookingType' required='N' /> + <field name='GrossTradeAmt' required='N' /> + <field name='Concession' required='N' /> + <field name='TotalTakedown' required='N' /> + <field name='NetMoney' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='AutoAcceptIndicator' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='NumDaysInterest' required='N' /> + <field name='AccruedInterestRate' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='TotalAccruedInterestAmt' required='N' /> + <field name='InterestAtMaturity' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <field name='LegalConfirm' required='N' /> + <component name='Stipulations' required='N' /> + <component name='YieldData' required='N' /> + <component name='PositionAmountData' required='N' /> + <field name='TotNoAllocs' required='N' /> + <field name='LastFragment' required='N' /> + <component name='AllocGrp' required='N' /> + <field name='AvgPxIndicator' required='N' /> + <field name='ClearingBusinessDate' required='N' /> + <field name='TrdType' required='N' /> + <field name='TrdSubType' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='TradeInputSource' required='N' /> + <field name='MultiLegReportingType' required='N' /> + <field name='MessageEventSource' required='N' /> + <field name='RndPx' required='N' /> + </message> + <message name='ExecutionAcknowledgement' msgcat='app' msgtype='BN'> + <field name='OrderID' required='Y' /> + <field name='SecondaryOrderID' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='ExecAckStatus' required='Y' /> + <field name='ExecID' required='Y' /> + <field name='DKReason' required='N' /> + <component name='Instrument' required='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='Side' required='Y' /> + <component name='OrderQtyData' required='Y' /> + <field name='LastQty' required='N' /> + <field name='LastPx' required='N' /> + <field name='PriceType' required='N' /> + <field name='LastParPx' required='N' /> + <field name='CumQty' required='N' /> + <field name='AvgPx' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='TradingSessionList' msgcat='app' msgtype='BJ'> + <field name='TradSesReqID' required='N' /> + <component name='TrdSessLstGrp' required='Y' /> + <component name='ApplicationSequenceControl' required='N' /> + </message> + <message name='TradingSessionListRequest' msgcat='app' msgtype='BI'> + <field name='TradSesReqID' required='Y' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SecurityExchange' required='N' /> + <field name='TradSesMethod' required='N' /> + <field name='TradSesMode' required='N' /> + <field name='SubscriptionRequestType' required='Y' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + </message> + <message name='SettlementObligationReport' msgcat='app' msgtype='BQ'> + <field name='ClearingBusinessDate' required='N' /> + <field name='SettlementCycleNo' required='N' /> + <field name='SettlObligMsgID' required='Y' /> + <field name='SettlObligMode' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='TransactTime' required='N' /> + <component name='SettlObligationInstructions' required='Y' /> + <component name='ApplicationSequenceControl' required='N' /> + </message> + <message name='DerivativeSecurityListUpdateReport' msgcat='app' msgtype='BR'> + <field name='SecurityReqID' required='N' /> + <field name='SecurityResponseID' required='N' /> + <field name='SecurityRequestResult' required='N' /> + <field name='SecurityUpdateAction' required='N' /> + <component name='UnderlyingInstrument' required='N' /> + <component name='DerivativeSecurityDefinition' required='N' /> + <field name='TotNoRelatedSym' required='N' /> + <field name='LastFragment' required='N' /> + <component name='RelSymDerivSecUpdGrp' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + <field name='TransactTime' required='N' /> + </message> + <message name='TradingSessionListUpdateReport' msgcat='app' msgtype='BS'> + <field name='TradSesReqID' required='N' /> + <component name='TrdSessLstGrp' required='Y' /> + <component name='ApplicationSequenceControl' required='N' /> + </message> + <message name='MarketDefinitionRequest' msgcat='app' msgtype='BT'> + <field name='MarketReqID' required='Y' /> + <field name='SubscriptionRequestType' required='Y' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <field name='ParentMktSegmID' required='N' /> + </message> + <message name='MarketDefinition' msgcat='app' msgtype='BU'> + <field name='MarketReportID' required='Y' /> + <field name='MarketReqID' required='N' /> + <field name='MarketID' required='Y' /> + <field name='MarketSegmentID' required='N' /> + <field name='MarketSegmentDesc' required='N' /> + <field name='EncodedMktSegmDescLen' required='N' /> + <field name='EncodedMktSegmDesc' required='N' /> + <field name='ParentMktSegmID' required='N' /> + <field name='Currency' required='N' /> + <component name='BaseTradingRules' required='N' /> + <component name='OrdTypeRules' required='N' /> + <component name='TimeInForceRules' required='N' /> + <component name='ExecInstRules' required='N' /> + <field name='TransactTime' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + </message> + <message name='MarketDefinitionUpdateReport' msgcat='app' msgtype='BV'> + <field name='MarketReportID' required='Y' /> + <field name='MarketReqID' required='N' /> + <field name='MarketUpdateAction' required='N' /> + <field name='MarketID' required='Y' /> + <field name='MarketSegmentID' required='N' /> + <field name='MarketSegmentDesc' required='N' /> + <field name='EncodedMktSegmDescLen' required='N' /> + <field name='EncodedMktSegmDesc' required='N' /> + <field name='ParentMktSegmID' required='N' /> + <field name='Currency' required='N' /> + <component name='BaseTradingRules' required='N' /> + <component name='OrdTypeRules' required='N' /> + <component name='TimeInForceRules' required='N' /> + <component name='ExecInstRules' required='N' /> + <field name='TransactTime' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='ApplicationSequenceControl' required='N' /> + </message> + <message name='ApplicationMessageRequest' msgcat='app' msgtype='BW'> + <field name='ApplReqID' required='Y' /> + <field name='ApplReqType' required='Y' /> + <component name='ApplIDRequestGrp' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='Parties' required='N' /> + </message> + <message name='ApplicationMessageRequestAck' msgcat='app' msgtype='BX'> + <field name='ApplResponseID' required='Y' /> + <field name='ApplReqID' required='N' /> + <field name='ApplReqType' required='N' /> + <field name='ApplResponseType' required='N' /> + <field name='ApplTotalMessageCount' required='N' /> + <component name='ApplIDRequestAckGrp' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='Parties' required='N' /> + </message> + <message name='ApplicationMessageReport' msgcat='app' msgtype='BY'> + <field name='ApplReportID' required='Y' /> + <field name='ApplReportType' required='Y' /> + <component name='ApplIDReportGrp' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='ApplReqID' required='N' /> + </message> + <message name='OrderMassActionReport' msgcat='app' msgtype='BZ'> + <field name='ClOrdID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='MassActionReportID' required='Y' /> + <field name='MassActionType' required='Y' /> + <field name='MassActionScope' required='Y' /> + <field name='MassActionResponse' required='Y' /> + <field name='MassActionRejectReason' required='N' /> + <field name='TotalAffectedOrders' required='N' /> + <component name='AffectedOrdGrp' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <component name='Parties' required='N' /> + <component name='Instrument' required='N' /> + <component name='UnderlyingInstrument' required='N' /> + <field name='Side' required='N' /> + <field name='TransactTime' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='NotAffectedOrdersGrp' required='N' /> + <component name='TargetParties' required='N' /> + </message> + <message name='OrderMassActionRequest' msgcat='app' msgtype='CA'> + <field name='ClOrdID' required='Y' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='MassActionType' required='Y' /> + <field name='MassActionScope' required='Y' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <component name='Parties' required='N' /> + <component name='Instrument' required='N' /> + <component name='UnderlyingInstrument' required='N' /> + <field name='Side' required='N' /> + <field name='TransactTime' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='TargetParties' required='N' /> + </message> + <message name='UserNotification' msgcat='app' msgtype='CB'> + <component name='UsernameGrp' required='N' /> + <field name='UserStatus' required='Y' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='StreamAssignmentRequest' msgcat='app' msgtype='CC'> + <field name='StreamAsgnReqID' required='Y' /> + <field name='StreamAsgnReqType' required='Y' /> + <component name='StrmAsgnReqGrp' required='Y' /> + </message> + <message name='StreamAssignmentReport' msgcat='app' msgtype='CD'> + <field name='StreamAsgnRptID' required='Y' /> + <field name='StreamAsgnReqType' required='N' /> + <field name='StreamAsgnReqID' required='N' /> + <component name='StrmAsgnRptGrp' required='N' /> + </message> + <message name='StreamAssignmentReportACK' msgcat='app' msgtype='CE'> + <field name='StreamAsgnAckType' required='Y' /> + <field name='StreamAsgnRptID' required='Y' /> + <field name='StreamAsgnRejReason' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='PartyDetailsListRequest' msgcat='app' msgtype='CF'> + <field name='PartyDetailsListRequestID' required='Y' /> + <component name='PartyListResponseTypeGrp' required='Y' /> + <component name='Parties' required='N' /> + <component name='RequestedPartyRoleGrp' required='N' /> + <component name='PartyRelationships' required='N' /> + <field name='SubscriptionRequestType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + <message name='PartyDetailsListReport' msgcat='app' msgtype='CG'> + <component name='ApplicationSequenceControl' required='N' /> + <field name='PartyDetailsListReportID' required='Y' /> + <field name='PartyDetailsListRequestID' required='N' /> + <field name='PartyDetailsRequestResult' required='N' /> + <field name='TotNoPartyList' required='N' /> + <field name='LastFragment' required='N' /> + <component name='PartyListGrp' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </message> + </messages> + <trailer /> + <components> + <component name='RelatedAltPtysSubGrp'> + <group name='NoRelatedPartyAltSubIDs' required='N'> + <field name='RelatedPartyAltSubID' required='N' /> + <field name='RelatedPartyAltSubIDType' required='N' /> + </group> + </component> + <component name='DerivativeSecurityXML'> + <field name='DerivativeSecurityXMLLen' required='N' /> + <field name='DerivativeSecurityXML' required='N' /> + <field name='DerivativeSecurityXMLSchema' required='N' /> + </component> + <component name='InstrumentLeg'> + <field name='LegSymbol' required='N' /> + <field name='LegSymbolSfx' required='N' /> + <field name='LegSecurityID' required='N' /> + <field name='LegSecurityIDSource' required='N' /> + <component name='LegSecAltIDGrp' required='N' /> + <field name='LegProduct' required='N' /> + <field name='LegCFICode' required='N' /> + <field name='LegSecurityType' required='N' /> + <field name='LegSecuritySubType' required='N' /> + <field name='LegMaturityMonthYear' required='N' /> + <field name='LegMaturityDate' required='N' /> + <field name='LegCouponPaymentDate' required='N' /> + <field name='LegIssueDate' required='N' /> + <field name='LegRepoCollateralSecurityType' required='N' /> + <field name='LegRepurchaseTerm' required='N' /> + <field name='LegRepurchaseRate' required='N' /> + <field name='LegFactor' required='N' /> + <field name='LegCreditRating' required='N' /> + <field name='LegInstrRegistry' required='N' /> + <field name='LegCountryOfIssue' required='N' /> + <field name='LegStateOrProvinceOfIssue' required='N' /> + <field name='LegLocaleOfIssue' required='N' /> + <field name='LegRedemptionDate' required='N' /> + <field name='LegStrikePrice' required='N' /> + <field name='LegStrikeCurrency' required='N' /> + <field name='LegOptAttribute' required='N' /> + <field name='LegContractMultiplier' required='N' /> + <field name='LegCouponRate' required='N' /> + <field name='LegSecurityExchange' required='N' /> + <field name='LegIssuer' required='N' /> + <field name='EncodedLegIssuerLen' required='N' /> + <field name='EncodedLegIssuer' required='N' /> + <field name='LegSecurityDesc' required='N' /> + <field name='EncodedLegSecurityDescLen' required='N' /> + <field name='EncodedLegSecurityDesc' required='N' /> + <field name='LegRatioQty' required='N' /> + <field name='LegSide' required='N' /> + <field name='LegCurrency' required='N' /> + <field name='LegPool' required='N' /> + <field name='LegDatedDate' required='N' /> + <field name='LegContractSettlMonth' required='N' /> + <field name='LegInterestAccrualDate' required='N' /> + <field name='LegUnitOfMeasure' required='N' /> + <field name='LegTimeUnit' required='N' /> + <field name='LegOptionRatio' required='N' /> + <field name='LegPrice' required='N' /> + <field name='LegMaturityTime' required='N' /> + <field name='LegPutOrCall' required='N' /> + <field name='LegExerciseStyle' required='N' /> + <field name='LegUnitOfMeasureQty' required='N' /> + <field name='LegPriceUnitOfMeasure' required='N' /> + <field name='LegPriceUnitOfMeasureQty' required='N' /> + <field name='LegContractMultiplierUnit' required='N' /> + <field name='LegFlowScheduleType' required='N' /> + </component> + <component name='InstrmtLegExecGrp'> + <group name='NoLegs' required='N'> + <component name='InstrumentLeg' required='N' /> + <field name='LegQty' required='N' /> + <field name='LegSwapType' required='N' /> + <component name='LegStipulations' required='N' /> + <field name='LegPositionEffect' required='N' /> + <field name='LegCoveredOrUncovered' required='N' /> + <field name='LegRefID' required='N' /> + <field name='LegSettlType' required='N' /> + <field name='LegSettlDate' required='N' /> + <field name='LegLastPx' required='N' /> + <field name='LegOrderQty' required='N' /> + <field name='LegSettlCurrency' required='N' /> + <field name='LegLastForwardPoints' required='N' /> + <field name='LegCalculatedCcyLastQty' required='N' /> + <field name='LegGrossTradeAmt' required='N' /> + <component name='NestedParties3' required='N' /> + <field name='LegAllocID' required='N' /> + <component name='LegPreAllocGrp' required='N' /> + <field name='LegVolatility' required='N' /> + <field name='LegDividendYield' required='N' /> + <field name='LegCurrencyRatio' required='N' /> + <field name='LegExecInst' required='N' /> + <field name='LegLastQty' required='N' /> + </group> + </component> + <component name='TrdCapRptSideGrp'> + <group name='NoSides' required='Y'> + <field name='Side' required='Y' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='ProcessCode' required='N' /> + <field name='OddLot' required='N' /> + <component name='ClrInstGrp' required='N' /> + <field name='TradeInputSource' required='N' /> + <field name='TradeInputDevice' required='N' /> + <field name='ComplianceID' required='N' /> + <field name='SolicitedFlag' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='TimeBracket' required='N' /> + <component name='CommissionData' required='N' /> + <field name='NumDaysInterest' required='N' /> + <field name='ExDate' required='N' /> + <field name='AccruedInterestRate' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='InterestAtMaturity' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <field name='Concession' required='N' /> + <field name='TotalTakedown' required='N' /> + <field name='NetMoney' required='N' /> + <field name='SettlCurrAmt' required='N' /> + <field name='SettlCurrFxRate' required='N' /> + <field name='SettlCurrFxRateCalc' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='SideMultiLegReportingType' required='N' /> + <component name='ContAmtGrp' required='N' /> + <component name='Stipulations' required='N' /> + <component name='MiscFeesGrp' required='N' /> + <field name='ExchangeRule' required='N' /> + <field name='TradeAllocIndicator' required='N' /> + <field name='PreallocMethod' required='N' /> + <field name='AllocID' required='N' /> + <component name='TrdAllocGrp' required='N' /> + <field name='SideLastQty' required='N' /> + <field name='SideTradeReportID' required='N' /> + <field name='SideFillStationCd' required='N' /> + <field name='SideReasonCd' required='N' /> + <field name='RptSeq' required='N' /> + <field name='SideTrdSubTyp' required='N' /> + <component name='SideTrdRegTS' required='N' /> + <field name='SideGrossTradeAmt' required='N' /> + <field name='AggressorIndicator' required='N' /> + <field name='ExchangeSpecialInstructions' required='N' /> + <field name='NetGrossInd' required='N' /> + <field name='SideCurrency' required='N' /> + <field name='SideSettlCurrency' required='N' /> + <component name='SettlDetails' required='N' /> + <field name='OrderCategory' required='N' /> + <component name='TradeReportOrderDetail' required='N' /> + <field name='SideExecID' required='N' /> + <field name='OrderDelay' required='N' /> + <field name='OrderDelayUnit' required='N' /> + <field name='SideLiquidityInd' required='N' /> + </group> + </component> + <component name='PositionAmountData'> + <group name='NoPosAmt' required='N'> + <field name='PosAmtType' required='N' /> + <field name='PosAmt' required='N' /> + <field name='PositionCurrency' required='N' /> + </group> + </component> + <component name='ApplicationSequenceControl'> + <field name='ApplID' required='N' /> + <field name='ApplSeqNum' required='N' /> + <field name='ApplLastSeqNum' required='N' /> + <field name='ApplResendFlag' required='N' /> + </component> + <component name='Stipulations'> + <group name='NoStipulations' required='N'> + <field name='StipulationType' required='N' /> + <field name='StipulationValue' required='N' /> + </group> + </component> + <component name='MDReqGrp'> + <group name='NoMDEntryTypes' required='Y'> + <field name='MDEntryType' required='Y' /> + </group> + </component> + <component name='PartyListResponseTypeGrp'> + <group name='NoPartyListResponseTypes' required='Y'> + <field name='PartyListResponseType' required='Y' /> + </group> + </component> + <component name='TrdCapRptAckSideGrp'> + <group name='NoSides' required='Y'> + <field name='Side' required='Y' /> + <component name='Parties' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='ProcessCode' required='N' /> + <field name='OddLot' required='N' /> + <component name='ClrInstGrp' required='N' /> + <field name='TradeInputSource' required='N' /> + <field name='TradeInputDevice' required='N' /> + <field name='ComplianceID' required='N' /> + <field name='SolicitedFlag' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='TimeBracket' required='N' /> + <component name='CommissionData' required='N' /> + <field name='NumDaysInterest' required='N' /> + <field name='ExDate' required='N' /> + <field name='AccruedInterestRate' required='N' /> + <field name='AccruedInterestAmt' required='N' /> + <field name='InterestAtMaturity' required='N' /> + <field name='EndAccruedInterestAmt' required='N' /> + <field name='StartCash' required='N' /> + <field name='EndCash' required='N' /> + <field name='Concession' required='N' /> + <field name='TotalTakedown' required='N' /> + <field name='NetMoney' required='N' /> + <field name='SettlCurrAmt' required='N' /> + <field name='SettlCurrFxRate' required='N' /> + <field name='SettlCurrFxRateCalc' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='SideMultiLegReportingType' required='N' /> + <component name='ContAmtGrp' required='N' /> + <component name='Stipulations' required='N' /> + <component name='MiscFeesGrp' required='N' /> + <field name='ExchangeRule' required='N' /> + <field name='TradeAllocIndicator' required='N' /> + <field name='PreallocMethod' required='N' /> + <field name='AllocID' required='N' /> + <component name='TrdAllocGrp' required='N' /> + <field name='SideGrossTradeAmt' required='N' /> + <field name='AggressorIndicator' required='N' /> + <field name='SideLastQty' required='N' /> + <field name='SideTradeReportID' required='N' /> + <field name='SideFillStationCd' required='N' /> + <field name='SideReasonCd' required='N' /> + <field name='RptSeq' required='N' /> + <field name='SideTrdSubTyp' required='N' /> + <component name='SideTrdRegTS' required='N' /> + <field name='NetGrossInd' required='N' /> + <field name='SideCurrency' required='N' /> + <field name='SideSettlCurrency' required='N' /> + <component name='SettlDetails' required='N' /> + <field name='SideExecID' required='N' /> + <field name='OrderDelay' required='N' /> + <field name='OrderDelayUnit' required='N' /> + <field name='OrderCategory' required='N' /> + <component name='TradeReportOrderDetail' required='N' /> + </group> + </component> + <component name='SettlInstGrp'> + <group name='NoSettlInst' required='N'> + <field name='SettlInstID' required='N' /> + <field name='SettlInstTransType' required='N' /> + <field name='SettlInstRefID' required='N' /> + <component name='Parties' required='N' /> + <field name='Side' required='N' /> + <field name='Product' required='N' /> + <field name='SecurityType' required='N' /> + <field name='CFICode' required='N' /> + <field name='EffectiveTime' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='LastUpdateTime' required='N' /> + <component name='SettlInstructionsData' required='N' /> + <field name='PaymentMethod' required='N' /> + <field name='PaymentRef' required='N' /> + <field name='CardHolderName' required='N' /> + <field name='CardNumber' required='N' /> + <field name='CardStartDate' required='N' /> + <field name='CardExpDate' required='N' /> + <field name='CardIssNum' required='N' /> + <field name='PaymentDate' required='N' /> + <field name='PaymentRemitterID' required='N' /> + <field name='SettlCurrency' required='N' /> + </group> + </component> + <component name='SecLstUpdRelSymGrp'> + <group name='NoRelatedSym' required='N'> + <component name='Instrument' required='N' /> + <component name='InstrumentExtension' required='N' /> + <component name='FinancingDetails' required='N' /> + <component name='SecLstUpdRelSymsLegGrp' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Currency' required='N' /> + <component name='Stipulations' required='N' /> + <field name='ListUpdateAction' required='N' /> + <component name='SecurityTradingRules' required='N' /> + <component name='StrikeRules' required='N' /> + <field name='RelSymTransactTime' required='N' /> + </group> + </component> + <component name='SecAltIDGrp'> + <group name='NoSecurityAltID' required='N'> + <field name='SecurityAltID' required='N' /> + <field name='SecurityAltIDSource' required='N' /> + </group> + </component> + <component name='DiscretionInstructions'> + <field name='DiscretionInst' required='N' /> + <field name='DiscretionOffsetValue' required='N' /> + <field name='DiscretionMoveType' required='N' /> + <field name='DiscretionOffsetType' required='N' /> + <field name='DiscretionLimitType' required='N' /> + <field name='DiscretionRoundDirection' required='N' /> + <field name='DiscretionScope' required='N' /> + </component> + <component name='RiskLimits'> + <group name='NoRiskLimits' required='N'> + <field name='RiskLimitType' required='N' /> + <field name='RiskLimitAmount' required='N' /> + <field name='RiskLimitCurrency' required='N' /> + <field name='RiskLimitPlatform' required='N' /> + <component name='RiskInstrumentScope' required='N' /> + <component name='RiskWarningLevels' required='N' /> + </group> + </component> + <component name='AltPtysSubGrp'> + <group name='NoPartyAltSubIDs' required='N'> + <field name='PartyAltSubID' required='N' /> + <field name='PartyAltSubIDType' required='N' /> + </group> + </component> + <component name='PartyDetail'> + <field name='PartyID' required='Y' /> + <field name='PartyIDSource' required='Y' /> + <field name='PartyRole' required='Y' /> + <component name='PtysSubGrp' required='N' /> + <component name='PartyAltIDs' required='N' /> + <component name='ContextParties' required='N' /> + <component name='RiskLimits' required='N' /> + </component> + <component name='MatchRules'> + <group name='NoMatchRules' required='N'> + <field name='MatchAlgorithm' required='N' /> + <field name='MatchType' required='N' /> + </group> + </component> + <component name='LotTypeRules'> + <group name='NoLotTypeRules' required='N'> + <field name='LotType' required='N' /> + <field name='MinLotSize' required='N' /> + </group> + </component> + <component name='BidCompReqGrp'> + <group name='NoBidComponents' required='N'> + <field name='ListID' required='N' /> + <field name='Side' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='NetGrossInd' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + </group> + </component> + <component name='TargetParties'> + <group name='NoTargetPartyIDs' required='N'> + <field name='TargetPartyID' required='N' /> + <field name='TargetPartyIDSource' required='N' /> + <field name='TargetPartyRole' required='N' /> + </group> + </component> + <component name='TimeInForceRules'> + <group name='NoTimeInForceRules' required='N'> + <field name='TimeInForce' required='N' /> + </group> + </component> + <component name='TrdSessLstGrp'> + <group name='NoTradingSessions' required='Y'> + <field name='TradingSessionID' required='Y' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SecurityExchange' required='N' /> + <field name='TradSesMethod' required='N' /> + <field name='TradSesMode' required='N' /> + <field name='UnsolicitedIndicator' required='N' /> + <field name='TradSesStatus' required='Y' /> + <field name='TradSesStatusRejReason' required='N' /> + <field name='TradSesStartTime' required='N' /> + <field name='TradSesOpenTime' required='N' /> + <field name='TradSesPreCloseTime' required='N' /> + <field name='TradSesCloseTime' required='N' /> + <field name='TradSesEndTime' required='N' /> + <field name='TotalVolumeTraded' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <field name='TradingSessionDesc' required='N' /> + <component name='TradingSessionRules' required='N' /> + <field name='TransactTime' required='N' /> + <field name='TradSesUpdateAction' required='N' /> + </group> + </component> + <component name='YieldData'> + <field name='YieldType' required='N' /> + <field name='Yield' required='N' /> + <field name='YieldCalcDate' required='N' /> + <field name='YieldRedemptionDate' required='N' /> + <field name='YieldRedemptionPrice' required='N' /> + <field name='YieldRedemptionPriceType' required='N' /> + </component> + <component name='ApplIDRequestAckGrp'> + <group name='NoApplIDs' required='N'> + <field name='RefApplID' required='N' /> + <field name='ApplBegSeqNum' required='N' /> + <field name='ApplEndSeqNum' required='N' /> + <field name='RefApplLastSeqNum' required='N' /> + <field name='ApplResponseError' required='N' /> + <component name='NestedParties' required='N' /> + <field name='RefApplReqID' required='N' /> + </group> + </component> + <component name='UsernameGrp'> + <field name='Username' required='N' /> + </component> + <component name='FinancingDetails'> + <field name='AgreementDesc' required='N' /> + <field name='AgreementID' required='N' /> + <field name='AgreementDate' required='N' /> + <field name='AgreementCurrency' required='N' /> + <field name='TerminationType' required='N' /> + <field name='StartDate' required='N' /> + <field name='EndDate' required='N' /> + <field name='DeliveryType' required='N' /> + <field name='MarginRatio' required='N' /> + </component> + <component name='SettlParties'> + <group name='NoSettlPartyIDs' required='N'> + <field name='SettlPartyID' required='N' /> + <field name='SettlPartyIDSource' required='N' /> + <field name='SettlPartyRole' required='N' /> + <component name='SettlPtysSubGrp' required='N' /> + </group> + </component> + <component name='LegPreAllocGrp'> + <group name='NoLegAllocs' required='N'> + <field name='LegAllocAccount' required='N' /> + <field name='LegIndividualAllocID' required='N' /> + <field name='LegAllocQty' required='N' /> + <field name='LegAllocAcctIDSource' required='N' /> + <field name='LegAllocSettlCurrency' required='N' /> + <component name='NestedParties2' required='N' /> + </group> + </component> + <component name='RelatedPartyAltIDs'> + <group name='NoRelatedPartyAltIDs' required='N'> + <field name='RelatedPartyAltID' required='N' /> + <field name='RelatedPartyAltIDSource' required='N' /> + <component name='RelatedAltPtysSubGrp' required='N' /> + </group> + </component> + <component name='PreAllocMlegGrp'> + <group name='NoAllocs' required='N'> + <field name='AllocAccount' required='N' /> + <field name='AllocAcctIDSource' required='N' /> + <field name='AllocSettlCurrency' required='N' /> + <field name='IndividualAllocID' required='N' /> + <component name='NestedParties3' required='N' /> + <field name='AllocQty' required='N' /> + </group> + </component> + <component name='InstrmtLegIOIGrp'> + <group name='NoLegs' required='N'> + <component name='InstrumentLeg' required='N' /> + <field name='LegIOIQty' required='N' /> + <component name='LegStipulations' required='N' /> + </group> + </component> + <component name='RelationshipRiskWarningLevels'> + <group name='NoRelationshipRiskWarningLevels' required='N'> + <field name='RelationshipRiskWarningLevelPercent' required='N' /> + <field name='RelationshipRiskWarningLevelName' required='N' /> + </group> + </component> + <component name='BaseTradingRules'> + <component name='TickRules' required='N' /> + <component name='LotTypeRules' required='N' /> + <component name='PriceLimits' required='N' /> + <field name='ExpirationCycle' required='N' /> + <field name='MinTradeVol' required='N' /> + <field name='MaxTradeVol' required='N' /> + <field name='MaxPriceVariation' required='N' /> + <field name='ImpliedMarketIndicator' required='N' /> + <field name='TradingCurrency' required='N' /> + <field name='RoundLot' required='N' /> + <field name='MultilegModel' required='N' /> + <field name='MultilegPriceMethod' required='N' /> + <field name='PriceType' required='N' /> + </component> + <component name='InstrumentExtension'> + <field name='DeliveryForm' required='N' /> + <field name='PctAtRisk' required='N' /> + <component name='AttrbGrp' required='N' /> + </component> + <component name='LinesOfTextGrp'> + <group name='NoLinesOfText' required='Y'> + <field name='Text' required='Y' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </group> + </component> + <component name='BidDescReqGrp'> + <group name='NoBidDescriptors' required='N'> + <field name='BidDescriptorType' required='N' /> + <field name='BidDescriptor' required='N' /> + <field name='SideValueInd' required='N' /> + <field name='LiquidityValue' required='N' /> + <field name='LiquidityNumSecurities' required='N' /> + <field name='LiquidityPctLow' required='N' /> + <field name='LiquidityPctHigh' required='N' /> + <field name='EFPTrackingError' required='N' /> + <field name='FairValue' required='N' /> + <field name='OutsideIndexPct' required='N' /> + <field name='ValueOfFutures' required='N' /> + </group> + </component> + <component name='ContextPtysSubGrp'> + <group name='NoContextPartySubIDs' required='N'> + <field name='ContextPartySubID' required='N' /> + <field name='ContextPartySubIDType' required='N' /> + </group> + </component> + <component name='MaturityRules'> + <group name='NoMaturityRules' required='N'> + <field name='MaturityRuleID' required='N' /> + <field name='MaturityMonthYearFormat' required='N' /> + <field name='MaturityMonthYearIncrementUnits' required='N' /> + <field name='StartMaturityMonthYear' required='N' /> + <field name='EndMaturityMonthYear' required='N' /> + <field name='MaturityMonthYearIncrement' required='N' /> + </group> + </component> + <component name='StrikeRules'> + <group name='NoStrikeRules' required='N'> + <field name='StrikeRuleID' required='N' /> + <field name='StartStrikePxRange' required='N' /> + <field name='EndStrikePxRange' required='N' /> + <field name='StrikeIncrement' required='N' /> + <field name='StrikeExerciseStyle' required='N' /> + <component name='MaturityRules' required='N' /> + </group> + </component> + <component name='QuotQualGrp'> + <group name='NoQuoteQualifiers' required='N'> + <field name='QuoteQualifier' required='N' /> + </group> + </component> + <component name='PreAllocGrp'> + <group name='NoAllocs' required='N'> + <field name='AllocAccount' required='N' /> + <field name='AllocAcctIDSource' required='N' /> + <field name='AllocSettlCurrency' required='N' /> + <field name='IndividualAllocID' required='N' /> + <component name='NestedParties' required='N' /> + <field name='AllocQty' required='N' /> + </group> + </component> + <component name='MDRjctGrp'> + <group name='NoAltMDSource' required='N'> + <field name='AltMDSourceID' required='N' /> + </group> + </component> + <component name='Instrument'> + <field name='Symbol' required='N' /> + <field name='SymbolSfx' required='N' /> + <field name='SecurityID' required='N' /> + <field name='SecurityIDSource' required='N' /> + <component name='SecAltIDGrp' required='N' /> + <field name='Product' required='N' /> + <field name='CFICode' required='N' /> + <field name='SecurityType' required='N' /> + <field name='SecuritySubType' required='N' /> + <field name='MaturityMonthYear' required='N' /> + <field name='MaturityDate' required='N' /> + <field name='CouponPaymentDate' required='N' /> + <field name='IssueDate' required='N' /> + <field name='RepoCollateralSecurityType' required='N' /> + <field name='RepurchaseTerm' required='N' /> + <field name='RepurchaseRate' required='N' /> + <field name='Factor' required='N' /> + <field name='CreditRating' required='N' /> + <field name='InstrRegistry' required='N' /> + <field name='CountryOfIssue' required='N' /> + <field name='StateOrProvinceOfIssue' required='N' /> + <field name='LocaleOfIssue' required='N' /> + <field name='RedemptionDate' required='N' /> + <field name='StrikePrice' required='N' /> + <field name='StrikeCurrency' required='N' /> + <field name='OptAttribute' required='N' /> + <field name='ContractMultiplier' required='N' /> + <field name='CouponRate' required='N' /> + <field name='SecurityExchange' required='N' /> + <field name='Issuer' required='N' /> + <field name='EncodedIssuerLen' required='N' /> + <field name='EncodedIssuer' required='N' /> + <field name='SecurityDesc' required='N' /> + <field name='EncodedSecurityDescLen' required='N' /> + <field name='EncodedSecurityDesc' required='N' /> + <field name='Pool' required='N' /> + <field name='ContractSettlMonth' required='N' /> + <field name='CPProgram' required='N' /> + <field name='CPRegType' required='N' /> + <component name='EvntGrp' required='N' /> + <field name='DatedDate' required='N' /> + <field name='InterestAccrualDate' required='N' /> + <field name='SecurityStatus' required='N' /> + <field name='SettleOnOpenFlag' required='N' /> + <field name='InstrmtAssignmentMethod' required='N' /> + <field name='StrikeMultiplier' required='N' /> + <field name='StrikeValue' required='N' /> + <field name='MinPriceIncrement' required='N' /> + <field name='PositionLimit' required='N' /> + <field name='NTPositionLimit' required='N' /> + <component name='InstrumentParties' required='N' /> + <field name='UnitOfMeasure' required='N' /> + <field name='TimeUnit' required='N' /> + <field name='MaturityTime' required='N' /> + <field name='SecurityGroup' required='N' /> + <field name='MinPriceIncrementAmount' required='N' /> + <field name='UnitOfMeasureQty' required='N' /> + <component name='SecurityXML' required='N' /> + <field name='ProductComplex' required='N' /> + <field name='PriceUnitOfMeasure' required='N' /> + <field name='PriceUnitOfMeasureQty' required='N' /> + <field name='SettlMethod' required='N' /> + <field name='ExerciseStyle' required='N' /> + <field name='OptPayoutAmount' required='N' /> + <field name='PriceQuoteMethod' required='N' /> + <field name='ListMethod' required='N' /> + <field name='CapPrice' required='N' /> + <field name='FloorPrice' required='N' /> + <field name='PutOrCall' required='N' /> + <field name='FlexibleIndicator' required='N' /> + <field name='FlexProductEligibilityIndicator' required='N' /> + <field name='ValuationMethod' required='N' /> + <field name='ContractMultiplierUnit' required='N' /> + <field name='FlowScheduleType' required='N' /> + <field name='RestructuringType' required='N' /> + <field name='Seniority' required='N' /> + <field name='NotionalPercentageOutstanding' required='N' /> + <field name='OriginalNotionalPercentageOutstanding' required='N' /> + <field name='AttachmentPoint' required='N' /> + <field name='DetachmentPoint' required='N' /> + <field name='StrikePriceDeterminationMethod' required='N' /> + <field name='StrikePriceBoundaryMethod' required='N' /> + <field name='StrikePriceBoundaryPrecision' required='N' /> + <field name='UnderlyingPriceDeterminationMethod' required='N' /> + <field name='OptPayoutType' required='N' /> + <component name='ComplexEvents' required='N' /> + </component> + <component name='TradeCapLegUnderlyingsGrp'> + <group name='NoOfLegUnderlyings' required='N'> + <component name='UnderlyingLegInstrument' required='N' /> + </group> + </component> + <component name='HopGrp'> + <group name='NoHops' required='N'> + <field name='HopCompID' required='N' /> + <field name='HopSendingTime' required='N' /> + <field name='HopRefID' required='N' /> + </group> + </component> + <component name='AllocAckGrp'> + <group name='NoAllocs' required='N'> + <field name='AllocAccount' required='N' /> + <field name='AllocAcctIDSource' required='N' /> + <field name='AllocPrice' required='N' /> + <field name='IndividualAllocID' required='N' /> + <field name='IndividualAllocRejCode' required='N' /> + <field name='AllocText' required='N' /> + <field name='EncodedAllocTextLen' required='N' /> + <field name='EncodedAllocText' required='N' /> + <field name='SecondaryIndividualAllocID' required='N' /> + <field name='AllocCustomerCapacity' required='N' /> + <field name='IndividualAllocType' required='N' /> + <field name='AllocQty' required='N' /> + <component name='NestedParties' required='N' /> + <field name='AllocPositionEffect' required='N' /> + </group> + </component> + <component name='QuotReqLegsGrp'> + <group name='NoLegs' required='N'> + <component name='InstrumentLeg' required='N' /> + <field name='LegQty' required='N' /> + <field name='LegSwapType' required='N' /> + <field name='LegSettlType' required='N' /> + <field name='LegSettlDate' required='N' /> + <component name='LegStipulations' required='N' /> + <component name='NestedParties' required='N' /> + <component name='LegBenchmarkCurveData' required='N' /> + <field name='LegOrderQty' required='N' /> + <field name='LegRefID' required='N' /> + </group> + </component> + <component name='NestedParties2'> + <group name='NoNested2PartyIDs' required='N'> + <field name='Nested2PartyID' required='N' /> + <field name='Nested2PartyIDSource' required='N' /> + <field name='Nested2PartyRole' required='N' /> + <component name='NstdPtys2SubGrp' required='N' /> + </group> + </component> + <component name='InstrmtMDReqGrp'> + <group name='NoRelatedSym' required='Y'> + <component name='Instrument' required='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='Currency' required='N' /> + <field name='QuoteType' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='MDEntrySize' required='N' /> + <field name='MDStreamID' required='N' /> + </group> + </component> + <component name='SideCrossOrdModGrp'> + <group name='NoSides' required='Y'> + <field name='Side' required='Y' /> + <field name='ClOrdID' required='Y' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ClOrdLinkID' required='N' /> + <component name='Parties' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradeDate' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='DayBookingInst' required='N' /> + <field name='BookingUnit' required='N' /> + <field name='PreallocMethod' required='N' /> + <field name='AllocID' required='N' /> + <component name='PreAllocGrp' required='N' /> + <field name='QtyType' required='N' /> + <component name='OrderQtyData' required='Y' /> + <component name='CommissionData' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='OrderRestrictions' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='ForexReq' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='BookingType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='CoveredOrUncovered' required='N' /> + <field name='CashMargin' required='N' /> + <field name='ClearingFeeIndicator' required='N' /> + <field name='SolicitedFlag' required='N' /> + <field name='SideComplianceID' required='N' /> + <field name='SideTimeInForce' required='N' /> + <field name='PreTradeAnonymity' required='N' /> + <field name='OrigClOrdID' required='N' /> + </group> + </component> + <component name='RootSubParties'> + <group name='NoRootPartySubIDs' required='N'> + <field name='RootPartySubID' required='N' /> + <field name='RootPartySubIDType' required='N' /> + </group> + </component> + <component name='TrdCollGrp'> + <group name='NoTrades' required='N'> + <field name='TradeReportID' required='N' /> + <field name='SecondaryTradeReportID' required='N' /> + </group> + </component> + <component name='NestedParties3'> + <group name='NoNested3PartyIDs' required='N'> + <field name='Nested3PartyID' required='N' /> + <field name='Nested3PartyIDSource' required='N' /> + <field name='Nested3PartyRole' required='N' /> + <component name='NstdPtys3SubGrp' required='N' /> + </group> + </component> + <component name='StrategyParametersGrp'> + <group name='NoStrategyParameters' required='N'> + <field name='StrategyParameterName' required='N' /> + <field name='StrategyParameterType' required='N' /> + <field name='StrategyParameterValue' required='N' /> + </group> + </component> + <component name='RelationshipRiskLimits'> + <group name='NoRelationshipRiskLimits' required='N'> + <field name='RelationshipRiskLimitType' required='N' /> + <field name='RelationshipRiskLimitAmount' required='N' /> + <field name='RelationshipRiskLimitCurrency' required='N' /> + <field name='RelationshipRiskLimitPlatform' required='N' /> + <component name='RelationshipRiskInstrumentScope' required='N' /> + <component name='RelationshipRiskWarningLevels' required='N' /> + </group> + </component> + <component name='PartyRelationships'> + <group name='NoPartyRelationships' required='N'> + <field name='PartyRelationship' required='N' /> + </group> + </component> + <component name='StrmAsgnRptInstrmtGrp'> + <group name='NoRelatedSym' required='N'> + <component name='Instrument' required='N' /> + <field name='SettlType' required='N' /> + <field name='StreamAsgnType' required='N' /> + <field name='MDStreamID' required='N' /> + <field name='StreamAsgnRejReason' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </group> + </component> + <component name='StrmAsgnReqInstrmtGrp'> + <group name='NoRelatedSym' required='N'> + <component name='Instrument' required='N' /> + <field name='SettlType' required='N' /> + <field name='MDEntrySize' required='N' /> + <field name='MDStreamID' required='N' /> + </group> + </component> + <component name='NestedParties4'> + <group name='NoNested4PartyIDs' required='N'> + <field name='Nested4PartyID' required='N' /> + <field name='Nested4PartyIDSource' required='N' /> + <field name='Nested4PartyRole' required='N' /> + <component name='NstdPtys4SubGrp' required='N' /> + </group> + </component> + <component name='TrdRepIndicatorsGrp'> + <group name='NoTrdRepIndicators' required='N'> + <field name='TrdRepPartyRole' required='N' /> + <field name='TrdRepIndicator' required='N' /> + </group> + </component> + <component name='RelSymDerivSecUpdGrp'> + <group name='NoRelatedSym' required='N'> + <field name='ListUpdateAction' required='N' /> + <component name='Instrument' required='N' /> + <component name='InstrumentExtension' required='N' /> + <component name='SecondaryPriceLimits' required='N' /> + <field name='Currency' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='CorporateAction' required='N' /> + <field name='RelSymTransactTime' required='N' /> + </group> + </component> + <component name='DerivativeInstrumentParties'> + <group name='NoDerivativeInstrumentParties' required='N'> + <field name='DerivativeInstrumentPartyID' required='N' /> + <field name='DerivativeInstrumentPartyIDSource' required='N' /> + <field name='DerivativeInstrumentPartyRole' required='N' /> + <component name='DerivativeInstrumentPartySubIDsGrp' required='N' /> + </group> + </component> + <component name='MarketDataFeedTypes'> + <group name='NoMDFeedTypes' required='N'> + <field name='MDFeedType' required='N' /> + <field name='MarketDepth' required='N' /> + <field name='MDBookType' required='N' /> + </group> + </component> + <component name='TickRules'> + <group name='NoTickRules' required='N'> + <field name='StartTickPriceRange' required='N' /> + <field name='EndTickPriceRange' required='N' /> + <field name='TickIncrement' required='N' /> + <field name='TickRuleType' required='N' /> + </group> + </component> + <component name='RootParties'> + <group name='NoRootPartyIDs' required='N'> + <field name='RootPartyID' required='N' /> + <field name='RootPartyIDSource' required='N' /> + <field name='RootPartyRole' required='N' /> + <component name='RootSubParties' required='N' /> + </group> + </component> + <component name='UnderlyingInstrument'> + <field name='UnderlyingSymbol' required='N' /> + <field name='UnderlyingSymbolSfx' required='N' /> + <field name='UnderlyingSecurityID' required='N' /> + <field name='UnderlyingSecurityIDSource' required='N' /> + <component name='UndSecAltIDGrp' required='N' /> + <field name='UnderlyingProduct' required='N' /> + <field name='UnderlyingCFICode' required='N' /> + <field name='UnderlyingSecurityType' required='N' /> + <field name='UnderlyingSecuritySubType' required='N' /> + <field name='UnderlyingMaturityMonthYear' required='N' /> + <field name='UnderlyingMaturityDate' required='N' /> + <field name='UnderlyingCouponPaymentDate' required='N' /> + <field name='UnderlyingIssueDate' required='N' /> + <field name='UnderlyingRepoCollateralSecurityType' required='N' /> + <field name='UnderlyingRepurchaseTerm' required='N' /> + <field name='UnderlyingRepurchaseRate' required='N' /> + <field name='UnderlyingFactor' required='N' /> + <field name='UnderlyingCreditRating' required='N' /> + <field name='UnderlyingInstrRegistry' required='N' /> + <field name='UnderlyingCountryOfIssue' required='N' /> + <field name='UnderlyingStateOrProvinceOfIssue' required='N' /> + <field name='UnderlyingLocaleOfIssue' required='N' /> + <field name='UnderlyingRedemptionDate' required='N' /> + <field name='UnderlyingStrikePrice' required='N' /> + <field name='UnderlyingStrikeCurrency' required='N' /> + <field name='UnderlyingOptAttribute' required='N' /> + <field name='UnderlyingContractMultiplier' required='N' /> + <field name='UnderlyingCouponRate' required='N' /> + <field name='UnderlyingSecurityExchange' required='N' /> + <field name='UnderlyingIssuer' required='N' /> + <field name='EncodedUnderlyingIssuerLen' required='N' /> + <field name='EncodedUnderlyingIssuer' required='N' /> + <field name='UnderlyingSecurityDesc' required='N' /> + <field name='EncodedUnderlyingSecurityDescLen' required='N' /> + <field name='EncodedUnderlyingSecurityDesc' required='N' /> + <field name='UnderlyingCPProgram' required='N' /> + <field name='UnderlyingCPRegType' required='N' /> + <field name='UnderlyingCurrency' required='N' /> + <field name='UnderlyingQty' required='N' /> + <field name='UnderlyingPx' required='N' /> + <field name='UnderlyingDirtyPrice' required='N' /> + <field name='UnderlyingEndPrice' required='N' /> + <field name='UnderlyingStartValue' required='N' /> + <field name='UnderlyingCurrentValue' required='N' /> + <field name='UnderlyingEndValue' required='N' /> + <component name='UnderlyingStipulations' required='N' /> + <field name='UnderlyingAllocationPercent' required='N' /> + <field name='UnderlyingSettlementType' required='N' /> + <field name='UnderlyingCashAmount' required='N' /> + <field name='UnderlyingCashType' required='N' /> + <field name='UnderlyingUnitOfMeasure' required='N' /> + <field name='UnderlyingTimeUnit' required='N' /> + <field name='UnderlyingCapValue' required='N' /> + <component name='UndlyInstrumentParties' required='N' /> + <field name='UnderlyingSettlMethod' required='N' /> + <field name='UnderlyingAdjustedQuantity' required='N' /> + <field name='UnderlyingFXRate' required='N' /> + <field name='UnderlyingFXRateCalc' required='N' /> + <field name='UnderlyingMaturityTime' required='N' /> + <field name='UnderlyingPutOrCall' required='N' /> + <field name='UnderlyingExerciseStyle' required='N' /> + <field name='UnderlyingUnitOfMeasureQty' required='N' /> + <field name='UnderlyingPriceUnitOfMeasure' required='N' /> + <field name='UnderlyingPriceUnitOfMeasureQty' required='N' /> + <field name='UnderlyingContractMultiplierUnit' required='N' /> + <field name='UnderlyingFlowScheduleType' required='N' /> + <field name='UnderlyingRestructuringType' required='N' /> + <field name='UnderlyingSeniority' required='N' /> + <field name='UnderlyingNotionalPercentageOutstanding' required='N' /> + <field name='UnderlyingOriginalNotionalPercentageOutstanding' required='N' /> + <field name='UnderlyingAttachmentPoint' required='N' /> + <field name='UnderlyingDetachmentPoint' required='N' /> + </component> + <component name='QuotSetGrp'> + <group name='NoQuoteSets' required='Y'> + <field name='QuoteSetID' required='Y' /> + <component name='UnderlyingInstrument' required='N' /> + <field name='QuoteSetValidUntilTime' required='N' /> + <field name='TotNoQuoteEntries' required='Y' /> + <field name='LastFragment' required='N' /> + <component name='QuotEntryGrp' required='Y' /> + </group> + </component> + <component name='AllocGrp'> + <group name='NoAllocs' required='N'> + <field name='AllocAccount' required='N' /> + <field name='AllocAcctIDSource' required='N' /> + <field name='MatchStatus' required='N' /> + <field name='AllocPrice' required='N' /> + <field name='AllocQty' required='N' /> + <field name='IndividualAllocID' required='N' /> + <field name='ProcessCode' required='N' /> + <component name='NestedParties' required='N' /> + <field name='NotifyBrokerOfCredit' required='N' /> + <field name='AllocHandlInst' required='N' /> + <field name='AllocText' required='N' /> + <field name='EncodedAllocTextLen' required='N' /> + <field name='EncodedAllocText' required='N' /> + <component name='CommissionData' required='N' /> + <field name='AllocAvgPx' required='N' /> + <field name='AllocNetMoney' required='N' /> + <field name='SettlCurrAmt' required='N' /> + <field name='AllocSettlCurrAmt' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='AllocSettlCurrency' required='N' /> + <field name='SettlCurrFxRate' required='N' /> + <field name='SettlCurrFxRateCalc' required='N' /> + <field name='AllocAccruedInterestAmt' required='N' /> + <field name='AllocInterestAtMaturity' required='N' /> + <component name='MiscFeesGrp' required='N' /> + <component name='ClrInstGrp' required='N' /> + <field name='AllocSettlInstType' required='N' /> + <component name='SettlInstructionsData' required='N' /> + <field name='SecondaryIndividualAllocID' required='N' /> + <field name='AllocMethod' required='N' /> + <field name='AllocCustomerCapacity' required='N' /> + <field name='IndividualAllocType' required='N' /> + <field name='AllocPositionEffect' required='N' /> + <field name='ClearingFeeIndicator' required='N' /> + </group> + </component> + <component name='SettlPtysSubGrp'> + <group name='NoSettlPartySubIDs' required='N'> + <field name='SettlPartySubID' required='N' /> + <field name='SettlPartySubIDType' required='N' /> + </group> + </component> + <component name='InstrumentPtysSubGrp'> + <group name='NoInstrumentPartySubIDs' required='N'> + <field name='InstrumentPartySubID' required='N' /> + <field name='InstrumentPartySubIDType' required='N' /> + </group> + </component> + <component name='SecLstUpdRelSymsLegGrp'> + <group name='NoLegs' required='N'> + <component name='InstrumentLeg' required='N' /> + <field name='LegSwapType' required='N' /> + <field name='LegSettlType' required='N' /> + <component name='LegStipulations' required='N' /> + <component name='LegBenchmarkCurveData' required='N' /> + </group> + </component> + <component name='QuotReqGrp'> + <group name='NoRelatedSym' required='Y'> + <component name='Instrument' required='Y' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='PrevClosePx' required='N' /> + <field name='QuoteRequestType' required='N' /> + <field name='QuoteType' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='Side' required='N' /> + <field name='QtyType' required='N' /> + <component name='OrderQtyData' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='SettlDate2' required='N' /> + <field name='OrderQty2' required='N' /> + <field name='Currency' required='N' /> + <component name='Stipulations' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <component name='QuotReqLegsGrp' required='N' /> + <component name='QuotQualGrp' required='N' /> + <field name='QuotePriceType' required='N' /> + <field name='OrdType' required='N' /> + <field name='ValidUntilTime' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='TransactTime' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <field name='PriceType' required='N' /> + <field name='Price' required='N' /> + <field name='Price2' required='N' /> + <component name='YieldData' required='N' /> + <component name='Parties' required='N' /> + <field name='MinQty' required='N' /> + <field name='SettlCurrency' required='N' /> + <component name='RateSource' required='N' /> + </group> + </component> + <component name='QuotSetAckGrp'> + <group name='NoQuoteSets' required='N'> + <field name='QuoteSetID' required='N' /> + <component name='UnderlyingInstrument' required='N' /> + <field name='TotNoQuoteEntries' required='N' /> + <field name='LastFragment' required='N' /> + <component name='QuotEntryAckGrp' required='N' /> + <field name='TotNoCxldQuotes' required='N' /> + <field name='TotNoAccQuotes' required='N' /> + <field name='TotNoRejQuotes' required='N' /> + <field name='QuoteSetValidUntilTime' required='N' /> + </group> + </component> + <component name='RFQReqGrp'> + <group name='NoRelatedSym' required='Y'> + <component name='Instrument' required='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='PrevClosePx' required='N' /> + <field name='QuoteRequestType' required='N' /> + <field name='QuoteType' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + </group> + </component> + <component name='ApplIDReportGrp'> + <group name='NoApplIDs' required='N'> + <field name='RefApplID' required='N' /> + <field name='ApplNewSeqNum' required='N' /> + <field name='RefApplLastSeqNum' required='N' /> + </group> + </component> + <component name='CpctyConfGrp'> + <group name='NoCapacities' required='Y'> + <field name='OrderCapacity' required='Y' /> + <field name='OrderRestrictions' required='N' /> + <field name='OrderCapacityQty' required='Y' /> + </group> + </component> + <component name='UndInstrmtGrp'> + <group name='NoUnderlyings' required='N'> + <component name='UnderlyingInstrument' required='N' /> + </group> + </component> + <component name='Parties'> + <group name='NoPartyIDs' required='N'> + <field name='PartyID' required='N' /> + <field name='PartyIDSource' required='N' /> + <field name='PartyRole' required='N' /> + <component name='PtysSubGrp' required='N' /> + </group> + </component> + <component name='RequestedPartyRoleGrp'> + <group name='NoRequestedPartyRoles' required='N'> + <field name='RequestedPartyRole' required='N' /> + </group> + </component> + <component name='TradingSessionRulesGrp'> + <group name='NoTradingSessionRules' required='N'> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <component name='TradingSessionRules' required='N' /> + </group> + </component> + <component name='UndlyInstrumentPtysSubGrp'> + <group name='NoUndlyInstrumentPartySubIDs' required='N'> + <field name='UnderlyingInstrumentPartySubID' required='N' /> + <field name='UnderlyingInstrumentPartySubIDType' required='N' /> + </group> + </component> + <component name='NestedParties'> + <group name='NoNestedPartyIDs' required='N'> + <field name='NestedPartyID' required='N' /> + <field name='NestedPartyIDSource' required='N' /> + <field name='NestedPartyRole' required='N' /> + <component name='NstdPtysSubGrp' required='N' /> + </group> + </component> + <component name='TrdgSesGrp'> + <group name='NoTradingSessions' required='N'> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + </group> + </component> + <component name='AffectedOrdGrp'> + <group name='NoAffectedOrders' required='N'> + <field name='OrigClOrdID' required='N' /> + <field name='AffectedOrderID' required='N' /> + <field name='AffectedSecondaryOrderID' required='N' /> + </group> + </component> + <component name='CommissionData'> + <field name='Commission' required='N' /> + <field name='CommType' required='N' /> + <field name='CommCurrency' required='N' /> + <field name='FundRenewWaiv' required='N' /> + </component> + <component name='RelationshipRiskSecAltIDGrp'> + <group name='NoRelationshipRiskSecurityAltID' required='N'> + <field name='RelationshipRiskSecurityAltID' required='N' /> + <field name='RelationshipRiskSecurityAltIDSource' required='N' /> + </group> + </component> + <component name='FillsGrp'> + <group name='NoFills' required='N'> + <field name='FillExecID' required='N' /> + <field name='FillPx' required='N' /> + <field name='FillQty' required='N' /> + <component name='NestedParties4' required='N' /> + <field name='FillLiquidityInd' required='N' /> + </group> + </component> + <component name='NotAffectedOrdersGrp'> + <group name='NoNotAffectedOrders' required='N'> + <field name='NotAffOrigClOrdID' required='N' /> + <field name='NotAffectedOrderID' required='N' /> + </group> + </component> + <component name='DerivativeInstrument'> + <field name='DerivativeSymbol' required='N' /> + <field name='DerivativeSymbolSfx' required='N' /> + <field name='DerivativeSecurityID' required='N' /> + <field name='DerivativeSecurityIDSource' required='N' /> + <component name='DerivativeSecurityAltIDGrp' required='N' /> + <field name='DerivativeProduct' required='N' /> + <field name='DerivativeProductComplex' required='N' /> + <field name='DerivFlexProductEligibilityIndicator' required='N' /> + <field name='DerivativeSecurityGroup' required='N' /> + <field name='DerivativeCFICode' required='N' /> + <field name='DerivativeSecurityType' required='N' /> + <field name='DerivativeSecuritySubType' required='N' /> + <field name='DerivativeMaturityMonthYear' required='N' /> + <field name='DerivativeMaturityDate' required='N' /> + <field name='DerivativeMaturityTime' required='N' /> + <field name='DerivativeSettleOnOpenFlag' required='N' /> + <field name='DerivativeInstrmtAssignmentMethod' required='N' /> + <field name='DerivativeSecurityStatus' required='N' /> + <field name='DerivativeIssueDate' required='N' /> + <field name='DerivativeInstrRegistry' required='N' /> + <field name='DerivativeCountryOfIssue' required='N' /> + <field name='DerivativeStateOrProvinceOfIssue' required='N' /> + <field name='DerivativeStrikePrice' required='N' /> + <field name='DerivativeLocaleOfIssue' required='N' /> + <field name='DerivativeStrikeCurrency' required='N' /> + <field name='DerivativeStrikeMultiplier' required='N' /> + <field name='DerivativeStrikeValue' required='N' /> + <field name='DerivativeOptAttribute' required='N' /> + <field name='DerivativeContractMultiplier' required='N' /> + <field name='DerivativeMinPriceIncrement' required='N' /> + <field name='DerivativeMinPriceIncrementAmount' required='N' /> + <field name='DerivativeUnitOfMeasure' required='N' /> + <field name='DerivativeUnitOfMeasureQty' required='N' /> + <field name='DerivativePriceUnitOfMeasure' required='N' /> + <field name='DerivativePriceUnitOfMeasureQty' required='N' /> + <field name='DerivativeExerciseStyle' required='N' /> + <field name='DerivativeOptPayAmount' required='N' /> + <field name='DerivativeTimeUnit' required='N' /> + <field name='DerivativeSecurityExchange' required='N' /> + <field name='DerivativePositionLimit' required='N' /> + <field name='DerivativeNTPositionLimit' required='N' /> + <field name='DerivativeIssuer' required='N' /> + <field name='DerivativeEncodedIssuerLen' required='N' /> + <field name='DerivativeEncodedIssuer' required='N' /> + <field name='DerivativeSecurityDesc' required='N' /> + <field name='DerivativeEncodedSecurityDescLen' required='N' /> + <field name='DerivativeEncodedSecurityDesc' required='N' /> + <field name='DerivativeContractSettlMonth' required='N' /> + <component name='DerivativeEventsGrp' required='N' /> + <component name='DerivativeInstrumentParties' required='N' /> + <field name='DerivativeSettlMethod' required='N' /> + <field name='DerivativePriceQuoteMethod' required='N' /> + <field name='DerivativeValuationMethod' required='N' /> + <field name='DerivativeListMethod' required='N' /> + <field name='DerivativeCapPrice' required='N' /> + <field name='DerivativeFloorPrice' required='N' /> + <field name='DerivativePutOrCall' required='N' /> + <component name='DerivativeSecurityXML' required='N' /> + <field name='DerivativeContractMultiplierUnit' required='N' /> + <field name='DerivativeFlowScheduleType' required='N' /> + </component> + <component name='LegOrdGrp'> + <group name='NoLegs' required='Y'> + <component name='InstrumentLeg' required='N' /> + <field name='LegQty' required='N' /> + <field name='LegSwapType' required='N' /> + <component name='LegStipulations' required='N' /> + <component name='LegPreAllocGrp' required='N' /> + <field name='LegPositionEffect' required='N' /> + <field name='LegCoveredOrUncovered' required='N' /> + <component name='NestedParties' required='N' /> + <field name='LegRefID' required='N' /> + <field name='LegSettlType' required='N' /> + <field name='LegSettlDate' required='N' /> + <field name='LegOrderQty' required='N' /> + <field name='LegAllocID' required='N' /> + <field name='LegVolatility' required='N' /> + <field name='LegDividendYield' required='N' /> + <field name='LegCurrencyRatio' required='N' /> + <field name='LegExecInst' required='N' /> + <field name='LegSettlCurrency' required='N' /> + </group> + </component> + <component name='RelSymDerivSecGrp'> + <group name='NoRelatedSym' required='N'> + <component name='Instrument' required='N' /> + <field name='Currency' required='N' /> + <component name='InstrumentExtension' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='SecondaryPriceLimits' required='N' /> + <field name='CorporateAction' required='N' /> + <field name='RelSymTransactTime' required='N' /> + </group> + </component> + <component name='DlvyInstGrp'> + <group name='NoDlvyInst' required='N'> + <field name='SettlInstSource' required='N' /> + <field name='DlvyInstType' required='N' /> + <component name='SettlParties' required='N' /> + </group> + </component> + <component name='InstrmtStrkPxGrp'> + <group name='NoStrikes' required='Y'> + <component name='Instrument' required='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='PrevClosePx' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='Side' required='N' /> + <field name='Price' required='N' /> + <field name='Currency' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </group> + </component> + <component name='ContraGrp'> + <group name='NoContraBrokers' required='N'> + <field name='ContraBroker' required='N' /> + <field name='ContraTrader' required='N' /> + <field name='ContraTradeQty' required='N' /> + <field name='ContraTradeTime' required='N' /> + <field name='ContraLegRefID' required='N' /> + </group> + </component> + <component name='RelatedPartyGrp'> + <group name='NoRelatedPartyIDs' required='N'> + <component name='RelatedPartyDetail' required='N' /> + <component name='PartyRelationships' required='N' /> + </group> + </component> + <component name='DerivativeSecurityDefinition'> + <component name='DerivativeInstrument' required='N' /> + <component name='DerivativeInstrumentAttribute' required='N' /> + <component name='MarketSegmentGrp' required='N' /> + </component> + <component name='PriceLimits'> + <field name='PriceLimitType' required='N' /> + <field name='LowLimitPrice' required='N' /> + <field name='HighLimitPrice' required='N' /> + <field name='TradingReferencePrice' required='N' /> + </component> + <component name='InstrmtGrp'> + <group name='NoRelatedSym' required='N'> + <component name='Instrument' required='N' /> + </group> + </component> + <component name='SecListGrp'> + <group name='NoRelatedSym' required='N'> + <component name='Instrument' required='N' /> + <component name='InstrumentExtension' required='N' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Currency' required='N' /> + <component name='Stipulations' required='N' /> + <component name='InstrmtLegSecListGrp' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='SecurityTradingRules' required='N' /> + <component name='StrikeRules' required='N' /> + <field name='RelSymTransactTime' required='N' /> + </group> + </component> + <component name='UndInstrmtCollGrp'> + <group name='NoUnderlyings' required='N'> + <component name='UnderlyingInstrument' required='N' /> + <field name='CollAction' required='N' /> + </group> + </component> + <component name='CollInqQualGrp'> + <group name='NoCollInquiryQualifier' required='N'> + <field name='CollInquiryQualifier' required='N' /> + </group> + </component> + <component name='RateSource'> + <group name='NoRateSources' required='N'> + <field name='RateSource' required='N' /> + <field name='RateSourceType' required='N' /> + <field name='ReferencePage' required='N' /> + </group> + </component> + <component name='TradeReportOrderDetail'> + <field name='OrderID' required='N' /> + <field name='SecondaryOrderID' required='N' /> + <field name='ClOrdID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ListID' required='N' /> + <field name='RefOrderID' required='N' /> + <field name='RefOrderIDSource' required='N' /> + <field name='RefOrdIDReason' required='N' /> + <field name='OrdType' required='N' /> + <field name='Price' required='N' /> + <field name='StopPx' required='N' /> + <field name='ExecInst' required='N' /> + <field name='OrdStatus' required='N' /> + <component name='OrderQtyData' required='N' /> + <field name='LeavesQty' required='N' /> + <field name='CumQty' required='N' /> + <field name='TimeInForce' required='N' /> + <field name='ExpireTime' required='N' /> + <component name='DisplayInstruction' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='OrderRestrictions' required='N' /> + <field name='OrigCustOrderCapacity' required='N' /> + <field name='OrderInputDevice' required='N' /> + <field name='LotType' required='N' /> + <field name='TransBkdTime' required='N' /> + <field name='OrigOrdModTime' required='N' /> + <field name='BookingType' required='N' /> + </component> + <component name='CompIDStatGrp'> + <group name='NoCompIDs' required='Y'> + <field name='RefCompID' required='Y' /> + <field name='RefSubID' required='N' /> + <field name='LocationID' required='N' /> + <field name='DeskID' required='N' /> + <field name='StatusValue' required='Y' /> + <field name='StatusText' required='N' /> + </group> + </component> + <component name='LegStipulations'> + <group name='NoLegStipulations' required='N'> + <field name='LegStipulationType' required='N' /> + <field name='LegStipulationValue' required='N' /> + </group> + </component> + <component name='ComplexEventTimes'> + <group name='NoComplexEventTimes' required='N'> + <field name='ComplexEventStartTime' required='N' /> + <field name='ComplexEventEndTime' required='N' /> + </group> + </component> + <component name='SpreadOrBenchmarkCurveData'> + <field name='Spread' required='N' /> + <field name='BenchmarkCurveCurrency' required='N' /> + <field name='BenchmarkCurveName' required='N' /> + <field name='BenchmarkCurvePoint' required='N' /> + <field name='BenchmarkPrice' required='N' /> + <field name='BenchmarkPriceType' required='N' /> + <field name='BenchmarkSecurityID' required='N' /> + <field name='BenchmarkSecurityIDSource' required='N' /> + </component> + <component name='QuotCxlEntriesGrp'> + <group name='NoQuoteEntries' required='N'> + <component name='Instrument' required='N' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + </group> + </component> + <component name='ContAmtGrp'> + <group name='NoContAmts' required='N'> + <field name='ContAmtType' required='N' /> + <field name='ContAmtValue' required='N' /> + <field name='ContAmtCurr' required='N' /> + </group> + </component> + <component name='MDFullGrp'> + <group name='NoMDEntries' required='Y'> + <field name='MDEntryType' required='Y' /> + <field name='MDEntryPx' required='N' /> + <field name='Currency' required='N' /> + <field name='MDEntrySize' required='N' /> + <field name='MDEntryDate' required='N' /> + <field name='MDEntryTime' required='N' /> + <field name='TickDirection' required='N' /> + <field name='MDMkt' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='QuoteCondition' required='N' /> + <field name='TradeCondition' required='N' /> + <field name='MDEntryOriginator' required='N' /> + <field name='LocationID' required='N' /> + <field name='DeskID' required='N' /> + <field name='OpenCloseSettlFlag' required='N' /> + <field name='TimeInForce' required='N' /> + <field name='ExpireDate' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='MinQty' required='N' /> + <field name='ExecInst' required='N' /> + <field name='SellerDays' required='N' /> + <field name='OrderID' required='N' /> + <field name='QuoteEntryID' required='N' /> + <field name='MDEntryBuyer' required='N' /> + <field name='MDEntrySeller' required='N' /> + <field name='NumberOfOrders' required='N' /> + <field name='MDEntryPositionNo' required='N' /> + <field name='Scope' required='N' /> + <field name='PriceDelta' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='MDPriceLevel' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='MDOriginType' required='N' /> + <field name='HighPx' required='N' /> + <field name='LowPx' required='N' /> + <field name='TradeVolume' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='MDQuoteType' required='N' /> + <field name='RptSeq' required='N' /> + <field name='DealingCapacity' required='N' /> + <field name='MDEntrySpotRate' required='N' /> + <field name='MDEntryForwardPoints' required='N' /> + <field name='MDEntryID' required='N' /> + <component name='Parties' required='N' /> + <field name='SecondaryOrderID' required='N' /> + <field name='OrdType' required='N' /> + <field name='PriceType' required='N' /> + <component name='YieldData' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='SecSizesGrp' required='N' /> + <field name='LotType' required='N' /> + <field name='SecurityTradingStatus' required='N' /> + <field name='HaltReasonInt' required='N' /> + <field name='SettlCurrency' required='N' /> + <component name='RateSource' required='N' /> + <field name='TrdType' required='N' /> + <field name='FirstPx' required='N' /> + <field name='LastPx' required='N' /> + </group> + </component> + <component name='RiskInstrumentScope'> + <group name='NoRiskInstruments' required='N'> + <field name='RiskInstrumentOperator' required='N' /> + <field name='RiskSymbol' required='N' /> + <field name='RiskSymbolSfx' required='N' /> + <field name='RiskSecurityID' required='N' /> + <field name='RiskSecurityIDSource' required='N' /> + <component name='RiskSecAltIDGrp' required='N' /> + <field name='RiskProduct' required='N' /> + <field name='RiskProductComplex' required='N' /> + <field name='RiskSecurityGroup' required='N' /> + <field name='RiskCFICode' required='N' /> + <field name='RiskSecurityType' required='N' /> + <field name='RiskSecuritySubType' required='N' /> + <field name='RiskMaturityMonthYear' required='N' /> + <field name='RiskMaturityTime' required='N' /> + <field name='RiskRestructuringType' required='N' /> + <field name='RiskSeniority' required='N' /> + <field name='RiskPutOrCall' required='N' /> + <field name='RiskFlexibleIndicator' required='N' /> + <field name='RiskCouponRate' required='N' /> + <field name='RiskSecurityExchange' required='N' /> + <field name='RiskSecurityDesc' required='N' /> + <field name='RiskEncodedSecurityDescLen' required='N' /> + <field name='RiskEncodedSecurityDesc' required='N' /> + <field name='RiskInstrumentSettlType' required='N' /> + <field name='RiskInstrumentMultiplier' required='N' /> + </group> + </component> + <component name='ContextParties'> + <group name='NoContextPartyIDs' required='N'> + <field name='ContextPartyID' required='N' /> + <field name='ContextPartyIDSource' required='N' /> + <field name='ContextPartyRole' required='N' /> + <component name='ContextPtysSubGrp' required='N' /> + </group> + </component> + <component name='NstdPtys4SubGrp'> + <group name='NoNested4PartySubIDs' required='N'> + <field name='Nested4PartySubID' required='N' /> + <field name='Nested4PartySubIDType' required='N' /> + </group> + </component> + <component name='MDIncGrp'> + <group name='NoMDEntries' required='Y'> + <field name='MDUpdateAction' required='Y' /> + <field name='DeleteReason' required='N' /> + <field name='MDEntryType' required='N' /> + <field name='MDEntryID' required='N' /> + <field name='MDEntryRefID' required='N' /> + <component name='Instrument' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='FinancialStatus' required='N' /> + <field name='CorporateAction' required='N' /> + <field name='MDEntryPx' required='N' /> + <field name='Currency' required='N' /> + <field name='MDEntrySize' required='N' /> + <field name='MDEntryDate' required='N' /> + <field name='MDEntryTime' required='N' /> + <field name='TickDirection' required='N' /> + <field name='MDMkt' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='QuoteCondition' required='N' /> + <field name='TradeCondition' required='N' /> + <field name='MDEntryOriginator' required='N' /> + <field name='LocationID' required='N' /> + <field name='DeskID' required='N' /> + <field name='OpenCloseSettlFlag' required='N' /> + <field name='TimeInForce' required='N' /> + <field name='ExpireDate' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='MinQty' required='N' /> + <field name='ExecInst' required='N' /> + <field name='SellerDays' required='N' /> + <field name='OrderID' required='N' /> + <field name='QuoteEntryID' required='N' /> + <field name='MDEntryBuyer' required='N' /> + <field name='MDEntrySeller' required='N' /> + <field name='NumberOfOrders' required='N' /> + <field name='MDEntryPositionNo' required='N' /> + <field name='Scope' required='N' /> + <field name='PriceDelta' required='N' /> + <field name='NetChgPrevDay' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='MDOriginType' required='N' /> + <field name='HighPx' required='N' /> + <field name='LowPx' required='N' /> + <field name='TradeVolume' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='MDQuoteType' required='N' /> + <field name='RptSeq' required='N' /> + <field name='DealingCapacity' required='N' /> + <field name='MDEntrySpotRate' required='N' /> + <field name='MDEntryForwardPoints' required='N' /> + <field name='MDPriceLevel' required='N' /> + <component name='Parties' required='N' /> + <field name='SecondaryOrderID' required='N' /> + <field name='OrdType' required='N' /> + <field name='MDSubBookType' required='N' /> + <field name='MarketDepth' required='N' /> + <field name='PriceType' required='N' /> + <component name='YieldData' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='SecSizesGrp' required='N' /> + <field name='LotType' required='N' /> + <field name='SecurityTradingStatus' required='N' /> + <field name='HaltReasonInt' required='N' /> + <field name='TrdType' required='N' /> + <field name='MatchType' required='N' /> + <field name='TradeID' required='N' /> + <field name='TransBkdTime' required='N' /> + <field name='TransactTime' required='N' /> + <component name='StatsIndGrp' required='N' /> + <field name='SettlCurrency' required='N' /> + <component name='RateSource' required='N' /> + <field name='FirstPx' required='N' /> + <field name='LastPx' required='N' /> + <field name='MDStreamID' required='N' /> + </group> + </component> + <component name='UnderlyingAmount'> + <group name='NoUnderlyingAmounts' required='N'> + <field name='UnderlyingPayAmount' required='N' /> + <field name='UnderlyingCollectAmount' required='N' /> + <field name='UnderlyingSettlementDate' required='N' /> + <field name='UnderlyingSettlementStatus' required='N' /> + </group> + </component> + <component name='TrdRegTimestamps'> + <group name='NoTrdRegTimestamps' required='N'> + <field name='TrdRegTimestamp' required='N' /> + <field name='TrdRegTimestampType' required='N' /> + <field name='TrdRegTimestampOrigin' required='N' /> + <field name='DeskType' required='N' /> + <field name='DeskTypeSource' required='N' /> + <field name='DeskOrderHandlingInst' required='N' /> + </group> + </component> + <component name='ComplexEvents'> + <group name='NoComplexEvents' required='N'> + <field name='ComplexEventType' required='N' /> + <field name='ComplexOptPayoutAmount' required='N' /> + <field name='ComplexEventPrice' required='N' /> + <field name='ComplexEventPriceBoundaryMethod' required='N' /> + <field name='ComplexEventPriceBoundaryPrecision' required='N' /> + <field name='ComplexEventPriceTimeType' required='N' /> + <field name='ComplexEventCondition' required='N' /> + <component name='ComplexEventDates' required='N' /> + </group> + </component> + <component name='DerivativeInstrumentAttribute'> + <group name='NoDerivativeInstrAttrib' required='N'> + <field name='DerivativeInstrAttribType' required='N' /> + <field name='DerivativeInstrAttribValue' required='N' /> + </group> + </component> + <component name='MarketSegmentGrp'> + <group name='NoMarketSegments' required='N'> + <field name='MarketID' required='N' /> + <field name='MarketSegmentID' required='N' /> + <component name='SecurityTradingRules' required='N' /> + <component name='StrikeRules' required='N' /> + </group> + </component> + <component name='LegQuotStatGrp'> + <group name='NoLegs' required='N'> + <component name='InstrumentLeg' required='N' /> + <field name='LegQty' required='N' /> + <field name='LegSwapType' required='N' /> + <field name='LegSettlType' required='N' /> + <field name='LegSettlDate' required='N' /> + <component name='LegStipulations' required='N' /> + <component name='NestedParties' required='N' /> + <field name='LegOrderQty' required='N' /> + </group> + </component> + <component name='InstrmtLegGrp'> + <group name='NoLegs' required='N'> + <component name='InstrumentLeg' required='N' /> + </group> + </component> + <component name='QuotReqRjctGrp'> + <group name='NoRelatedSym' required='Y'> + <component name='Instrument' required='Y' /> + <component name='FinancingDetails' required='N' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='PrevClosePx' required='N' /> + <field name='QuoteRequestType' required='N' /> + <field name='QuoteType' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='Side' required='N' /> + <field name='QtyType' required='N' /> + <component name='OrderQtyData' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='SettlDate2' required='N' /> + <field name='OrderQty2' required='N' /> + <field name='Currency' required='N' /> + <component name='Stipulations' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <component name='QuotReqLegsGrp' required='N' /> + <component name='QuotQualGrp' required='N' /> + <field name='QuotePriceType' required='N' /> + <field name='OrdType' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='TransactTime' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <field name='PriceType' required='N' /> + <field name='Price' required='N' /> + <field name='Price2' required='N' /> + <component name='YieldData' required='N' /> + <component name='Parties' required='N' /> + </group> + </component> + <component name='PegInstructions'> + <field name='PegOffsetValue' required='N' /> + <field name='PegMoveType' required='N' /> + <field name='PegOffsetType' required='N' /> + <field name='PegLimitType' required='N' /> + <field name='PegRoundDirection' required='N' /> + <field name='PegScope' required='N' /> + <field name='PegPriceType' required='N' /> + <field name='PegSecurityIDSource' required='N' /> + <field name='PegSecurityID' required='N' /> + <field name='PegSymbol' required='N' /> + <field name='PegSecurityDesc' required='N' /> + </component> + <component name='InstrumentParties'> + <group name='NoInstrumentParties' required='N'> + <field name='InstrumentPartyID' required='N' /> + <field name='InstrumentPartyIDSource' required='N' /> + <field name='InstrumentPartyRole' required='N' /> + <component name='InstrumentPtysSubGrp' required='N' /> + </group> + </component> + <component name='RiskSecAltIDGrp'> + <group name='NoRiskSecurityAltID' required='N'> + <field name='RiskSecurityAltID' required='N' /> + <field name='RiskSecurityAltIDSource' required='N' /> + </group> + </component> + <component name='DerivativeSecurityAltIDGrp'> + <group name='NoDerivativeSecurityAltID' required='N'> + <field name='DerivativeSecurityAltID' required='N' /> + <field name='DerivativeSecurityAltIDSource' required='N' /> + </group> + </component> + <component name='SettlObligationInstructions'> + <group name='NoSettlOblig' required='N'> + <field name='NetGrossInd' required='N' /> + <field name='SettlObligID' required='N' /> + <field name='SettlObligTransType' required='N' /> + <field name='SettlObligRefID' required='N' /> + <field name='CcyAmt' required='N' /> + <field name='SettlCurrAmt' required='N' /> + <field name='Currency' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='SettlCurrFxRate' required='N' /> + <field name='SettlDate' required='N' /> + <component name='Instrument' required='N' /> + <component name='Parties' required='N' /> + <field name='EffectiveTime' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='LastUpdateTime' required='N' /> + <component name='SettlDetails' required='N' /> + </group> + </component> + <component name='LegQuotGrp'> + <group name='NoLegs' required='N'> + <component name='InstrumentLeg' required='N' /> + <field name='LegQty' required='N' /> + <field name='LegSwapType' required='N' /> + <field name='LegSettlType' required='N' /> + <field name='LegSettlDate' required='N' /> + <component name='LegStipulations' required='N' /> + <component name='NestedParties' required='N' /> + <field name='LegPriceType' required='N' /> + <field name='LegBidPx' required='N' /> + <field name='LegOfferPx' required='N' /> + <component name='LegBenchmarkCurveData' required='N' /> + <field name='LegOrderQty' required='N' /> + <field name='LegRefID' required='N' /> + <field name='LegBidForwardPoints' required='N' /> + <field name='LegOfferForwardPoints' required='N' /> + </group> + </component> + <component name='ExecAllocGrp'> + <group name='NoExecs' required='N'> + <field name='LastQty' required='N' /> + <field name='ExecID' required='N' /> + <field name='SecondaryExecID' required='N' /> + <field name='LastPx' required='N' /> + <field name='LastParPx' required='N' /> + <field name='LastCapacity' required='N' /> + <field name='TradeID' required='N' /> + <field name='FirmTradeID' required='N' /> + </group> + </component> + <component name='TrdCapDtGrp'> + <group name='NoDates' required='N'> + <field name='TradeDate' required='N' /> + <field name='TransactTime' required='N' /> + <field name='LastUpdateTime' required='N' /> + </group> + </component> + <component name='ExecInstRules'> + <group name='NoExecInstRules' required='N'> + <field name='ExecInstValue' required='N' /> + </group> + </component> + <component name='TriggeringInstruction'> + <field name='TriggerType' required='N' /> + <field name='TriggerAction' required='N' /> + <field name='TriggerPrice' required='N' /> + <field name='TriggerSymbol' required='N' /> + <field name='TriggerSecurityID' required='N' /> + <field name='TriggerSecurityIDSource' required='N' /> + <field name='TriggerSecurityDesc' required='N' /> + <field name='TriggerPriceType' required='N' /> + <field name='TriggerPriceTypeScope' required='N' /> + <field name='TriggerPriceDirection' required='N' /> + <field name='TriggerNewPrice' required='N' /> + <field name='TriggerOrderType' required='N' /> + <field name='TriggerNewQty' required='N' /> + <field name='TriggerTradingSessionID' required='N' /> + <field name='TriggerTradingSessionSubID' required='N' /> + </component> + <component name='IOIQualGrp'> + <group name='NoIOIQualifiers' required='N'> + <field name='IOIQualifier' required='N' /> + </group> + </component> + <component name='NstdPtysSubGrp'> + <group name='NoNestedPartySubIDs' required='N'> + <field name='NestedPartySubID' required='N' /> + <field name='NestedPartySubIDType' required='N' /> + </group> + </component> + <component name='RelationshipRiskInstrumentScope'> + <group name='NoRelationshipRiskInstruments' required='N'> + <field name='RelationshipRiskInstrumentOperator' required='N' /> + <field name='RelationshipRiskSymbol' required='N' /> + <field name='RelationshipRiskSymbolSfx' required='N' /> + <field name='RelationshipRiskSecurityID' required='N' /> + <field name='RelationshipRiskSecurityIDSource' required='N' /> + <component name='RelationshipRiskSecAltIDGrp' required='N' /> + <field name='RelationshipRiskProduct' required='N' /> + <field name='RelationshipRiskProductComplex' required='N' /> + <field name='RelationshipRiskSecurityGroup' required='N' /> + <field name='RelationshipRiskCFICode' required='N' /> + <field name='RelationshipRiskSecurityType' required='N' /> + <field name='RelationshipRiskSecuritySubType' required='N' /> + <field name='RelationshipRiskMaturityMonthYear' required='N' /> + <field name='RelationshipRiskMaturityTime' required='N' /> + <field name='RelationshipRiskRestructuringType' required='N' /> + <field name='RelationshipRiskSeniority' required='N' /> + <field name='RelationshipRiskPutOrCall' required='N' /> + <field name='RelationshipRiskFlexibleIndicator' required='N' /> + <field name='RelationshipRiskCouponRate' required='N' /> + <field name='RelationshipRiskSecurityExchange' required='N' /> + <field name='RelationshipRiskSecurityDesc' required='N' /> + <field name='RelationshipRiskEncodedSecurityDescLen' required='N' /> + <field name='RelationshipRiskEncodedSecurityDesc' required='N' /> + <field name='RelationshipRiskInstrumentSettlType' required='N' /> + <field name='RelationshipRiskInstrumentMultiplier' required='N' /> + </group> + </component> + <component name='PartyAltIDs'> + <group name='NoPartyAltIDs' required='N'> + <field name='PartyAltID' required='N' /> + <field name='PartyAltIDSource' required='N' /> + <component name='AltPtysSubGrp' required='N' /> + </group> + </component> + <component name='PositionQty'> + <group name='NoPositions' required='N'> + <field name='PosType' required='N' /> + <field name='LongQty' required='N' /> + <field name='ShortQty' required='N' /> + <field name='PosQtyStatus' required='N' /> + <component name='NestedParties' required='N' /> + <field name='QuantityDate' required='N' /> + </group> + </component> + <component name='NstdPtys2SubGrp'> + <group name='NoNested2PartySubIDs' required='N'> + <field name='Nested2PartySubID' required='N' /> + <field name='Nested2PartySubIDType' required='N' /> + </group> + </component> + <component name='PosUndInstrmtGrp'> + <group name='NoUnderlyings' required='N'> + <component name='UnderlyingInstrument' required='N' /> + <field name='UnderlyingSettlPrice' required='N' /> + <field name='UnderlyingSettlPriceType' required='N' /> + <component name='UnderlyingAmount' required='N' /> + <field name='UnderlyingDeliveryAmount' required='N' /> + </group> + </component> + <component name='SettlInstructionsData'> + <field name='SettlDeliveryType' required='N' /> + <field name='StandInstDbType' required='N' /> + <field name='StandInstDbName' required='N' /> + <field name='StandInstDbID' required='N' /> + <component name='DlvyInstGrp' required='N' /> + </component> + <component name='SideTrdRegTS'> + <group name='NoSideTrdRegTS' required='N'> + <field name='SideTrdRegTimestamp' required='N' /> + <field name='SideTrdRegTimestampType' required='N' /> + <field name='SideTrdRegTimestampSrc' required='N' /> + </group> + </component> + <component name='StrmAsgnRptGrp'> + <group name='NoAsgnReqs' required='N'> + <component name='Parties' required='N' /> + <component name='StrmAsgnRptInstrmtGrp' required='N' /> + </group> + </component> + <component name='TradingSessionRules'> + <component name='OrdTypeRules' required='N' /> + <component name='TimeInForceRules' required='N' /> + <component name='ExecInstRules' required='N' /> + <component name='MatchRules' required='N' /> + <component name='MarketDataFeedTypes' required='N' /> + </component> + <component name='MsgTypeGrp'> + <group name='NoMsgTypes' required='N'> + <field name='RefMsgType' required='N' /> + <field name='MsgDirection' required='N' /> + <field name='RefApplVerID' required='N' /> + <field name='RefCstmApplVerID' required='N' /> + <field name='RefApplExtID' required='N' /> + <field name='DefaultVerIndicator' required='N' /> + </group> + </component> + <component name='UndSecAltIDGrp'> + <group name='NoUnderlyingSecurityAltID' required='N'> + <field name='UnderlyingSecurityAltID' required='N' /> + <field name='UnderlyingSecurityAltIDSource' required='N' /> + </group> + </component> + <component name='ExecCollGrp'> + <group name='NoExecs' required='N'> + <field name='ExecID' required='N' /> + </group> + </component> + <component name='RelatedContextPtysSubGrp'> + <group name='NoRelatedContextPartySubIDs' required='N'> + <field name='RelatedContextPartySubID' required='N' /> + <field name='RelatedContextPartySubIDType' required='N' /> + </group> + </component> + <component name='UnderlyingLegSecurityAltIDGrp'> + <group name='NoUnderlyingLegSecurityAltID' required='N'> + <field name='UnderlyingLegSecurityAltID' required='N' /> + <field name='UnderlyingLegSecurityAltIDSource' required='N' /> + </group> + </component> + <component name='DisplayInstruction'> + <field name='SecondaryDisplayQty' required='N' /> + <field name='DisplayWhen' required='N' /> + <field name='DisplayMethod' required='N' /> + <field name='DisplayLowQty' required='N' /> + <field name='DisplayHighQty' required='N' /> + <field name='DisplayMinIncr' required='N' /> + <field name='RefreshQty' required='N' /> + <field name='DisplayQty' required='N' /> + </component> + <component name='QuotEntryGrp'> + <group name='NoQuoteEntries' required='Y'> + <field name='QuoteEntryID' required='Y' /> + <component name='Instrument' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='BidPx' required='N' /> + <field name='OfferPx' required='N' /> + <field name='BidSize' required='N' /> + <field name='OfferSize' required='N' /> + <field name='ValidUntilTime' required='N' /> + <field name='BidSpotRate' required='N' /> + <field name='OfferSpotRate' required='N' /> + <field name='BidForwardPoints' required='N' /> + <field name='OfferForwardPoints' required='N' /> + <field name='MidPx' required='N' /> + <field name='BidYield' required='N' /> + <field name='MidYield' required='N' /> + <field name='OfferYield' required='N' /> + <field name='TransactTime' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SettlDate' required='N' /> + <field name='OrdType' required='N' /> + <field name='SettlDate2' required='N' /> + <field name='OrderQty2' required='N' /> + <field name='BidForwardPoints2' required='N' /> + <field name='OfferForwardPoints2' required='N' /> + <field name='Currency' required='N' /> + <field name='BookingType' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='OrderRestrictions' required='N' /> + </group> + </component> + <component name='RgstDtlsGrp'> + <group name='NoRegistDtls' required='N'> + <field name='RegistDtls' required='N' /> + <field name='RegistEmail' required='N' /> + <field name='MailingDtls' required='N' /> + <field name='MailingInst' required='N' /> + <component name='NestedParties' required='N' /> + <field name='OwnerType' required='N' /> + <field name='DateOfBirth' required='N' /> + <field name='InvestorCountryOfResidence' required='N' /> + </group> + </component> + <component name='NstdPtys3SubGrp'> + <group name='NoNested3PartySubIDs' required='N'> + <field name='Nested3PartySubID' required='N' /> + <field name='Nested3PartySubIDType' required='N' /> + </group> + </component> + <component name='RelatedPartyDetail'> + <field name='RelatedPartyID' required='N' /> + <field name='RelatedPartyIDSource' required='N' /> + <field name='RelatedPartyRole' required='N' /> + <component name='RelatedPtysSubGrp' required='N' /> + <component name='RelatedPartyAltIDs' required='N' /> + <component name='RelatedContextParties' required='N' /> + <component name='RelationshipRiskLimits' required='N' /> + </component> + <component name='DerivativeEventsGrp'> + <group name='NoDerivativeEvents' required='N'> + <field name='DerivativeEventType' required='N' /> + <field name='DerivativeEventDate' required='N' /> + <field name='DerivativeEventTime' required='N' /> + <field name='DerivativeEventPx' required='N' /> + <field name='DerivativeEventText' required='N' /> + </group> + </component> + <component name='NestedInstrumentAttribute'> + <group name='NoNestedInstrAttrib' required='N'> + <field name='NestedInstrAttribType' required='N' /> + <field name='NestedInstrAttribValue' required='N' /> + </group> + </component> + <component name='SecondaryPriceLimits'> + <field name='SecondaryPriceLimitType' required='N' /> + <field name='SecondaryLowLimitPrice' required='N' /> + <field name='SecondaryHighLimitPrice' required='N' /> + <field name='SecondaryTradingReferencePrice' required='N' /> + </component> + <component name='SecurityXML'> + <field name='SecurityXMLLen' required='N' /> + <field name='SecurityXML' required='N' /> + <field name='SecurityXMLSchema' required='N' /> + </component> + <component name='EvntGrp'> + <group name='NoEvents' required='N'> + <field name='EventType' required='N' /> + <field name='EventDate' required='N' /> + <field name='EventPx' required='N' /> + <field name='EventText' required='N' /> + <field name='EventTime' required='N' /> + </group> + </component> + <component name='CompIDReqGrp'> + <group name='NoCompIDs' required='N'> + <field name='RefCompID' required='N' /> + <field name='RefSubID' required='N' /> + <field name='LocationID' required='N' /> + <field name='DeskID' required='N' /> + </group> + </component> + <component name='UnderlyingLegInstrument'> + <field name='UnderlyingLegSymbol' required='N' /> + <field name='UnderlyingLegSymbolSfx' required='N' /> + <field name='UnderlyingLegSecurityID' required='N' /> + <field name='UnderlyingLegSecurityIDSource' required='N' /> + <component name='UnderlyingLegSecurityAltIDGrp' required='N' /> + <field name='UnderlyingLegCFICode' required='N' /> + <field name='UnderlyingLegSecurityType' required='N' /> + <field name='UnderlyingLegSecuritySubType' required='N' /> + <field name='UnderlyingLegMaturityMonthYear' required='N' /> + <field name='UnderlyingLegMaturityDate' required='N' /> + <field name='UnderlyingLegMaturityTime' required='N' /> + <field name='UnderlyingLegStrikePrice' required='N' /> + <field name='UnderlyingLegOptAttribute' required='N' /> + <field name='UnderlyingLegPutOrCall' required='N' /> + <field name='UnderlyingLegSecurityExchange' required='N' /> + <field name='UnderlyingLegSecurityDesc' required='N' /> + </component> + <component name='SecSizesGrp'> + <group name='NoOfSecSizes' required='N'> + <field name='MDSecSizeType' required='N' /> + <field name='MDSecSize' required='N' /> + </group> + </component> + <component name='SecTypesGrp'> + <group name='NoSecurityTypes' required='N'> + <field name='SecurityType' required='N' /> + <field name='SecuritySubType' required='N' /> + <field name='Product' required='N' /> + <field name='CFICode' required='N' /> + <field name='TransactTime' required='N' /> + </group> + </component> + <component name='AttrbGrp'> + <group name='NoInstrAttrib' required='N'> + <field name='InstrAttribType' required='N' /> + <field name='InstrAttribValue' required='N' /> + </group> + </component> + <component name='UnderlyingStipulations'> + <group name='NoUnderlyingStips' required='N'> + <field name='UnderlyingStipType' required='N' /> + <field name='UnderlyingStipValue' required='N' /> + </group> + </component> + <component name='RelatedPtysSubGrp'> + <group name='NoRelatedPartySubIDs' required='N'> + <field name='RelatedPartySubID' required='N' /> + <field name='RelatedPartySubIDType' required='N' /> + </group> + </component> + <component name='ComplexEventDates'> + <group name='NoComplexEventDates' required='N'> + <field name='ComplexEventStartDate' required='N' /> + <field name='ComplexEventEndDate' required='N' /> + <component name='ComplexEventTimes' required='N' /> + </group> + </component> + <component name='MiscFeesGrp'> + <group name='NoMiscFees' required='N'> + <field name='MiscFeeAmt' required='N' /> + <field name='MiscFeeCurr' required='N' /> + <field name='MiscFeeType' required='N' /> + <field name='MiscFeeBasis' required='N' /> + </group> + </component> + <component name='RoutingGrp'> + <group name='NoRoutingIDs' required='N'> + <field name='RoutingType' required='N' /> + <field name='RoutingID' required='N' /> + </group> + </component> + <component name='PartyListGrp'> + <group name='NoPartyList' required='N'> + <component name='PartyDetail' required='N' /> + <component name='RelatedPartyGrp' required='N' /> + </group> + </component> + <component name='RgstDistInstGrp'> + <group name='NoDistribInsts' required='N'> + <field name='DistribPaymentMethod' required='N' /> + <field name='DistribPercentage' required='N' /> + <field name='CashDistribCurr' required='N' /> + <field name='CashDistribAgentName' required='N' /> + <field name='CashDistribAgentCode' required='N' /> + <field name='CashDistribAgentAcctNumber' required='N' /> + <field name='CashDistribPayRef' required='N' /> + <field name='CashDistribAgentAcctName' required='N' /> + </group> + </component> + <component name='OrderQtyData'> + <field name='OrderQty' required='N' /> + <field name='CashOrderQty' required='N' /> + <field name='OrderPercent' required='N' /> + <field name='RoundingDirection' required='N' /> + <field name='RoundingModulus' required='N' /> + </component> + <component name='ListOrdGrp'> + <group name='NoOrders' required='Y'> + <field name='ClOrdID' required='Y' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ListSeqNo' required='Y' /> + <field name='ClOrdLinkID' required='N' /> + <field name='SettlInstMode' required='N' /> + <component name='Parties' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradeDate' required='N' /> + <field name='Account' required='N' /> + <field name='AcctIDSource' required='N' /> + <field name='AccountType' required='N' /> + <field name='DayBookingInst' required='N' /> + <field name='BookingUnit' required='N' /> + <field name='AllocID' required='N' /> + <field name='PreallocMethod' required='N' /> + <component name='PreAllocGrp' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='CashMargin' required='N' /> + <field name='ClearingFeeIndicator' required='N' /> + <field name='HandlInst' required='N' /> + <field name='ExecInst' required='N' /> + <field name='MinQty' required='N' /> + <field name='MaxFloor' required='N' /> + <field name='ExDestination' required='N' /> + <component name='TrdgSesGrp' required='N' /> + <field name='ProcessCode' required='N' /> + <component name='Instrument' required='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='PrevClosePx' required='N' /> + <field name='Side' required='Y' /> + <field name='SideValueInd' required='N' /> + <field name='LocateReqd' required='N' /> + <field name='TransactTime' required='N' /> + <component name='Stipulations' required='N' /> + <field name='QtyType' required='N' /> + <component name='OrderQtyData' required='Y' /> + <field name='OrdType' required='N' /> + <field name='PriceType' required='N' /> + <field name='Price' required='N' /> + <field name='StopPx' required='N' /> + <component name='SpreadOrBenchmarkCurveData' required='N' /> + <component name='YieldData' required='N' /> + <field name='Currency' required='N' /> + <field name='ComplianceID' required='N' /> + <field name='SolicitedFlag' required='N' /> + <field name='IOIID' required='N' /> + <field name='QuoteID' required='N' /> + <field name='TimeInForce' required='N' /> + <field name='EffectiveTime' required='N' /> + <field name='ExpireDate' required='N' /> + <field name='ExpireTime' required='N' /> + <field name='GTBookingInst' required='N' /> + <component name='CommissionData' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='OrderRestrictions' required='N' /> + <field name='CustOrderCapacity' required='N' /> + <field name='ForexReq' required='N' /> + <field name='SettlCurrency' required='N' /> + <field name='BookingType' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='SettlDate2' required='N' /> + <field name='OrderQty2' required='N' /> + <field name='Price2' required='N' /> + <field name='PositionEffect' required='N' /> + <field name='CoveredOrUncovered' required='N' /> + <field name='MaxShow' required='N' /> + <component name='PegInstructions' required='N' /> + <component name='DiscretionInstructions' required='N' /> + <field name='TargetStrategy' required='N' /> + <field name='TargetStrategyParameters' required='N' /> + <field name='ParticipationRate' required='N' /> + <field name='Designation' required='N' /> + <component name='StrategyParametersGrp' required='N' /> + <field name='MatchIncrement' required='N' /> + <field name='MaxPriceLevels' required='N' /> + <component name='DisplayInstruction' required='N' /> + <field name='PriceProtectionScope' required='N' /> + <component name='TriggeringInstruction' required='N' /> + <field name='RefOrderID' required='N' /> + <field name='RefOrderIDSource' required='N' /> + <field name='PreTradeAnonymity' required='N' /> + <field name='ExDestinationIDSource' required='N' /> + </group> + </component> + <component name='PtysSubGrp'> + <group name='NoPartySubIDs' required='N'> + <field name='PartySubID' required='N' /> + <field name='PartySubIDType' required='N' /> + </group> + </component> + <component name='TrdInstrmtLegGrp'> + <group name='NoLegs' required='N'> + <component name='InstrumentLeg' required='N' /> + <field name='LegQty' required='N' /> + <field name='LegSwapType' required='N' /> + <component name='LegStipulations' required='N' /> + <field name='LegPositionEffect' required='N' /> + <field name='LegCoveredOrUncovered' required='N' /> + <component name='NestedParties' required='N' /> + <field name='LegRefID' required='N' /> + <field name='LegSettlType' required='N' /> + <field name='LegSettlDate' required='N' /> + <field name='LegLastPx' required='N' /> + <field name='LegReportID' required='N' /> + <field name='LegSettlCurrency' required='N' /> + <field name='LegLastForwardPoints' required='N' /> + <field name='LegCalculatedCcyLastQty' required='N' /> + <field name='LegGrossTradeAmt' required='N' /> + <field name='LegNumber' required='N' /> + <component name='TradeCapLegUnderlyingsGrp' required='N' /> + <field name='LegVolatility' required='N' /> + <field name='LegDividendYield' required='N' /> + <field name='LegCurrencyRatio' required='N' /> + <field name='LegExecInst' required='N' /> + <field name='LegLastQty' required='N' /> + </group> + </component> + <component name='TrdAllocGrp'> + <group name='NoAllocs' required='N'> + <field name='AllocAccount' required='N' /> + <field name='AllocAcctIDSource' required='N' /> + <field name='AllocSettlCurrency' required='N' /> + <field name='IndividualAllocID' required='N' /> + <component name='NestedParties2' required='N' /> + <field name='AllocQty' required='N' /> + <field name='AllocCustomerCapacity' required='N' /> + <field name='AllocMethod' required='N' /> + <field name='SecondaryIndividualAllocID' required='N' /> + <field name='AllocClearingFeeIndicator' required='N' /> + </group> + </component> + <component name='StrmAsgnReqGrp'> + <group name='NoAsgnReqs' required='N'> + <component name='Parties' required='N' /> + <component name='StrmAsgnReqInstrmtGrp' required='N' /> + </group> + </component> + <component name='ApplIDRequestGrp'> + <group name='NoApplIDs' required='N'> + <field name='RefApplID' required='N' /> + <field name='ApplBegSeqNum' required='N' /> + <field name='ApplEndSeqNum' required='N' /> + <component name='NestedParties' required='N' /> + <field name='RefApplReqID' required='N' /> + </group> + </component> + <component name='LegBenchmarkCurveData'> + <field name='LegBenchmarkCurveCurrency' required='N' /> + <field name='LegBenchmarkCurveName' required='N' /> + <field name='LegBenchmarkCurvePoint' required='N' /> + <field name='LegBenchmarkPrice' required='N' /> + <field name='LegBenchmarkPriceType' required='N' /> + </component> + <component name='ClrInstGrp'> + <group name='NoClearingInstructions' required='N'> + <field name='ClearingInstruction' required='N' /> + </group> + </component> + <component name='OrdAllocGrp'> + <group name='NoOrders' required='N'> + <field name='ClOrdID' required='N' /> + <field name='OrderID' required='N' /> + <field name='SecondaryOrderID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ListID' required='N' /> + <component name='NestedParties2' required='N' /> + <field name='OrderQty' required='N' /> + <field name='OrderAvgPx' required='N' /> + <field name='OrderBookingQty' required='N' /> + </group> + </component> + <component name='RiskWarningLevels'> + <group name='NoRiskWarningLevels' required='N'> + <field name='RiskWarningLevelPercent' required='N' /> + <field name='RiskWarningLevelName' required='N' /> + </group> + </component> + <component name='NewsRefGrp'> + <group name='NoNewsRefIDs' required='N'> + <field name='NewsRefID' required='N' /> + <field name='NewsRefType' required='N' /> + </group> + </component> + <component name='SettlDetails'> + <group name='NoSettlDetails' required='N'> + <field name='SettlObligSource' required='N' /> + <component name='SettlParties' required='N' /> + </group> + </component> + <component name='OrdListStatGrp'> + <group name='NoOrders' required='Y'> + <field name='ClOrdID' required='N' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='CumQty' required='Y' /> + <field name='OrdStatus' required='Y' /> + <field name='WorkingIndicator' required='N' /> + <field name='LeavesQty' required='Y' /> + <field name='CxlQty' required='Y' /> + <field name='AvgPx' required='Y' /> + <field name='OrdRejReason' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <field name='OrderID' required='N' /> + </group> + </component> + <component name='BidCompRspGrp'> + <group name='NoBidComponents' required='Y'> + <component name='CommissionData' required='Y' /> + <field name='ListID' required='N' /> + <field name='Country' required='N' /> + <field name='Side' required='N' /> + <field name='Price' required='N' /> + <field name='PriceType' required='N' /> + <field name='FairValue' required='N' /> + <field name='NetGrossInd' required='N' /> + <field name='SettlType' required='N' /> + <field name='SettlDate' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </group> + </component> + <component name='OrdTypeRules'> + <group name='NoOrdTypeRules' required='N'> + <field name='OrdType' required='N' /> + </group> + </component> + <component name='SideCrossOrdCxlGrp'> + <group name='NoSides' required='Y'> + <field name='Side' required='Y' /> + <field name='OrigClOrdID' required='N' /> + <field name='ClOrdID' required='Y' /> + <field name='SecondaryClOrdID' required='N' /> + <field name='ClOrdLinkID' required='N' /> + <field name='OrigOrdModTime' required='N' /> + <component name='Parties' required='N' /> + <field name='TradeOriginationDate' required='N' /> + <field name='TradeDate' required='N' /> + <component name='OrderQtyData' required='Y' /> + <field name='ComplianceID' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + </group> + </component> + <component name='RelatedContextParties'> + <group name='NoRelatedContextPartyIDs' required='N'> + <field name='RelatedContextPartyID' required='N' /> + <field name='RelatedContextPartyIDSource' required='N' /> + <field name='RelatedContextPartyRole' required='N' /> + <component name='RelatedContextPtysSubGrp' required='N' /> + </group> + </component> + <component name='ExpirationQty'> + <group name='NoExpiration' required='N'> + <field name='ExpirationQtyType' required='N' /> + <field name='ExpQty' required='N' /> + </group> + </component> + <component name='QuotEntryAckGrp'> + <group name='NoQuoteEntries' required='N'> + <field name='QuoteEntryID' required='N' /> + <component name='Instrument' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='BidPx' required='N' /> + <field name='OfferPx' required='N' /> + <field name='BidSize' required='N' /> + <field name='OfferSize' required='N' /> + <field name='ValidUntilTime' required='N' /> + <field name='BidSpotRate' required='N' /> + <field name='OfferSpotRate' required='N' /> + <field name='BidForwardPoints' required='N' /> + <field name='OfferForwardPoints' required='N' /> + <field name='MidPx' required='N' /> + <field name='BidYield' required='N' /> + <field name='MidYield' required='N' /> + <field name='OfferYield' required='N' /> + <field name='TransactTime' required='N' /> + <field name='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='SettlDate' required='N' /> + <field name='OrdType' required='N' /> + <field name='SettlDate2' required='N' /> + <field name='OrderQty2' required='N' /> + <field name='BidForwardPoints2' required='N' /> + <field name='OfferForwardPoints2' required='N' /> + <field name='Currency' required='N' /> + <field name='QuoteEntryRejectReason' required='N' /> + <field name='QuoteEntryStatus' required='N' /> + <field name='BookingType' required='N' /> + <field name='OrderCapacity' required='N' /> + <field name='OrderRestrictions' required='N' /> + </group> + </component> + <component name='DerivativeInstrumentPartySubIDsGrp'> + <group name='NoDerivativeInstrumentPartySubIDs' required='N'> + <field name='DerivativeInstrumentPartySubID' required='N' /> + <field name='DerivativeInstrumentPartySubIDType' required='N' /> + </group> + </component> + <component name='SecurityTradingRules'> + <component name='BaseTradingRules' required='N' /> + <component name='TradingSessionRulesGrp' required='N' /> + <component name='NestedInstrumentAttribute' required='N' /> + </component> + <component name='LegSecAltIDGrp'> + <group name='NoLegSecurityAltID' required='N'> + <field name='LegSecurityAltID' required='N' /> + <field name='LegSecurityAltIDSource' required='N' /> + </group> + </component> + <component name='StatsIndGrp'> + <group name='NoStatsIndicators' required='N'> + <field name='StatsType' required='N' /> + </group> + </component> + <component name='InstrmtLegSecListGrp'> + <group name='NoLegs' required='N'> + <component name='InstrumentLeg' required='N' /> + <field name='LegSwapType' required='N' /> + <field name='LegSettlType' required='N' /> + <component name='LegStipulations' required='N' /> + <component name='LegBenchmarkCurveData' required='N' /> + </group> + </component> + <component name='UndlyInstrumentParties'> + <group name='NoUndlyInstrumentParties' required='N'> + <field name='UnderlyingInstrumentPartyID' required='N' /> + <field name='UnderlyingInstrumentPartyIDSource' required='N' /> + <field name='UnderlyingInstrumentPartyRole' required='N' /> + <component name='UndlyInstrumentPtysSubGrp' required='N' /> + </group> + </component> + </components> + <fields> + <field number='1' name='Account' type='STRING' /> + <field number='2' name='AdvId' type='STRING' /> + <field number='3' name='AdvRefID' type='STRING' /> + <field number='4' name='AdvSide' type='CHAR'> + <value enum='B' description='BUY' /> + <value enum='S' description='SELL' /> + <value enum='T' description='TRADE' /> + <value enum='X' description='CROSS' /> + </field> + <field number='5' name='AdvTransType' type='STRING'> + <value enum='C' description='CANCEL' /> + <value enum='N' description='NEW' /> + <value enum='R' description='REPLACE' /> + </field> + <field number='6' name='AvgPx' type='PRICE' /> + <field number='7' name='BeginSeqNo' type='SEQNUM' /> + <field number='8' name='BeginString' type='STRING' /> + <field number='9' name='BodyLength' type='LENGTH' /> + <field number='10' name='CheckSum' type='STRING' /> + <field number='11' name='ClOrdID' type='STRING' /> + <field number='12' name='Commission' type='AMT' /> + <field number='13' name='CommType' type='CHAR'> + <value enum='1' description='PER_UNIT' /> + <value enum='2' description='PERCENT' /> + <value enum='3' description='ABSOLUTE' /> + <value enum='4' description='PERCENTAGE_WAIVED_CASH_DISCOUNT' /> + <value enum='5' description='PERCENTAGE_WAIVED_ENHANCED_UNITS' /> + <value enum='6' description='POINTS_PER_BOND_OR_CONTRACT' /> + </field> + <field number='14' name='CumQty' type='QTY' /> + <field number='15' name='Currency' type='CURRENCY' /> + <field number='16' name='EndSeqNo' type='SEQNUM' /> + <field number='17' name='ExecID' type='STRING' /> + <field number='18' name='ExecInst' type='MULTIPLECHARVALUE'> + <value enum='0' description='STAY_ON_OFFER_SIDE' /> + <value enum='1' description='NOT_HELD' /> + <value enum='2' description='WORK' /> + <value enum='3' description='GO_ALONG' /> + <value enum='4' description='OVER_THE_DAY' /> + <value enum='5' description='HELD' /> + <value enum='6' description='PARTICIPATE_DONT_INITIATE' /> + <value enum='7' description='STRICT_SCALE' /> + <value enum='8' description='TRY_TO_SCALE' /> + <value enum='9' description='STAY_ON_BID_SIDE' /> + <value enum='A' description='NO_CROSS' /> + <value enum='B' description='OK_TO_CROSS' /> + <value enum='C' description='CALL_FIRST' /> + <value enum='D' description='PERCENT_OF_VOLUME' /> + <value enum='E' description='DO_NOT_INCREASE' /> + <value enum='F' description='DO_NOT_REDUCE' /> + <value enum='G' description='ALL_OR_NONE' /> + <value enum='H' description='REINSTATE_ON_SYSTEM_FAILURE' /> + <value enum='I' description='INSTITUTIONS_ONLY' /> + <value enum='J' description='REINSTATE_ON_TRADING_HALT' /> + <value enum='K' description='CANCEL_ON_TRADING_HALT' /> + <value enum='L' description='LAST_PEG' /> + <value enum='M' description='MID_PRICE_PEG' /> + <value enum='N' description='NON_NEGOTIABLE' /> + <value enum='O' description='OPENING_PEG' /> + <value enum='P' description='MARKET_PEG' /> + <value enum='Q' description='CANCEL_ON_SYSTEM_FAILURE' /> + <value enum='R' description='PRIMARY_PEG' /> + <value enum='S' description='SUSPEND' /> + <value enum='T' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' /> + <value enum='U' description='CUSTOMER_DISPLAY_INSTRUCTION' /> + <value enum='V' description='NETTING' /> + <value enum='W' description='PEG_TO_VWAP' /> + <value enum='X' description='TRADE_ALONG' /> + <value enum='Y' description='TRY_TO_STOP' /> + <value enum='Z' description='CANCEL_IF_NOT_BEST' /> + <value enum='a' description='TRAILING_STOP_PEG' /> + <value enum='b' description='STRICT_LIMIT' /> + <value enum='c' description='IGNORE_PRICE_VALIDITY_CHECKS' /> + <value enum='d' description='PEG_TO_LIMIT_PRICE' /> + <value enum='e' description='WORK_TO_TARGET_STRATEGY' /> + <value enum='f' description='INTERMARKET_SWEEP' /> + <value enum='j' description='SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE' /> + <value enum='g' description='EXTERNAL_ROUTING_ALLOWED' /> + <value enum='h' description='EXTERNAL_ROUTING_NOT_ALLOWED' /> + <value enum='i' description='IMBALANCE_ONLY' /> + <value enum='k' description='BEST_EXECUTION' /> + <value enum='l' description='SUSPEND_ON_SYSTEM_FAILURE' /> + <value enum='m' description='SUSPEND_ON_TRADING_HALT' /> + <value enum='n' description='REINSTATE_ON_CONNECTION_LOSS' /> + <value enum='o' description='CANCEL_ON_CONNECTION_LOSS' /> + <value enum='p' description='SUSPEND_ON_CONNECTION_LOSS' /> + <value enum='q' description='RELEASE_FROM_SUSPENSION' /> + <value enum='r' description='EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED' /> + <value enum='s' description='EXECUTE_AS_DURATION_NEUTRAL' /> + <value enum='t' description='EXECUTE_AS_FX_NEUTRAL' /> + </field> + <field number='19' name='ExecRefID' type='STRING' /> + <field number='20' name='ExecTransType' type='CHAR'> + <value enum='0' description='NEW' /> + <value enum='1' description='CANCEL' /> + <value enum='2' description='CORRECT' /> + <value enum='3' description='STATUS' /> + </field> + <field number='21' name='HandlInst' type='CHAR'> + <value enum='1' description='AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION' /> + <value enum='2' description='AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK' /> + <value enum='3' description='MANUAL_ORDER_BEST_EXECUTION' /> + </field> + <field number='22' name='SecurityIDSource' type='STRING'> + <value enum='1' description='CUSIP' /> + <value enum='2' description='SEDOL' /> + <value enum='3' description='QUIK' /> + <value enum='4' description='ISIN_NUMBER' /> + <value enum='5' description='RIC_CODE' /> + <value enum='6' description='ISO_CURRENCY_CODE' /> + <value enum='7' description='ISO_COUNTRY_CODE' /> + <value enum='8' description='EXCHANGE_SYMBOL' /> + <value enum='9' description='CONSOLIDATED_TAPE_ASSOCIATION' /> + <value enum='A' description='BLOOMBERG_SYMBOL' /> + <value enum='B' description='WERTPAPIER' /> + <value enum='C' description='DUTCH' /> + <value enum='D' description='VALOREN' /> + <value enum='E' description='SICOVAM' /> + <value enum='F' description='BELGIAN' /> + <value enum='G' description='COMMON' /> + <value enum='H' description='CLEARING_HOUSE' /> + <value enum='I' description='ISDA_FPML_PRODUCT_SPECIFICATION' /> + <value enum='J' description='OPTION_PRICE_REPORTING_AUTHORITY' /> + <value enum='L' description='LETTER_OF_CREDIT' /> + <value enum='K' description='ISDA_FPML_PRODUCT_URL' /> + <value enum='M' description='MARKETPLACE_ASSIGNED_IDENTIFIER' /> + </field> + <field number='23' name='IOIID' type='STRING' /> + <field number='24' name='IOIOthSvc' type='CHAR' /> + <field number='25' name='IOIQltyInd' type='CHAR'> + <value enum='H' description='HIGH' /> + <value enum='L' description='LOW' /> + <value enum='M' description='MEDIUM' /> + </field> + <field number='26' name='IOIRefID' type='STRING' /> + <field number='27' name='IOIQty' type='STRING'> + <value enum='0' description='1000000000' /> + <value enum='S' description='SMALL' /> + <value enum='M' description='MEDIUM' /> + <value enum='L' description='LARGE' /> + <value enum='U' description='UNDISCLOSED_QUANTITY' /> + </field> + <field number='28' name='IOITransType' type='CHAR'> + <value enum='C' description='CANCEL' /> + <value enum='N' description='NEW' /> + <value enum='R' description='REPLACE' /> + </field> + <field number='29' name='LastCapacity' type='CHAR'> + <value enum='1' description='AGENT' /> + <value enum='2' description='CROSS_AS_AGENT' /> + <value enum='3' description='CROSS_AS_PRINCIPAL' /> + <value enum='4' description='PRINCIPAL' /> + </field> + <field number='30' name='LastMkt' type='EXCHANGE' /> + <field number='31' name='LastPx' type='PRICE' /> + <field number='32' name='LastQty' type='QTY' /> + <field number='33' name='NoLinesOfText' type='NUMINGROUP' /> + <field number='34' name='MsgSeqNum' type='SEQNUM' /> + <field number='35' name='MsgType' type='STRING'> + <value enum='0' description='HEARTBEAT' /> + <value enum='1' description='TEST_REQUEST' /> + <value enum='2' description='RESEND_REQUEST' /> + <value enum='3' description='REJECT' /> + <value enum='4' description='SEQUENCE_RESET' /> + <value enum='5' description='LOGOUT' /> + <value enum='6' description='INDICATION_OF_INTEREST' /> + <value enum='7' description='ADVERTISEMENT' /> + <value enum='8' description='EXECUTION_REPORT' /> + <value enum='9' description='ORDER_CANCEL_REJECT' /> + <value enum='A' description='LOGON' /> + <value enum='AA' description='DERIVATIVE_SECURITY_LIST' /> + <value enum='AB' description='NEW_ORDER_MULTILEG' /> + <value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE' /> + <value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST' /> + <value enum='AE' description='TRADE_CAPTURE_REPORT' /> + <value enum='AF' description='ORDER_MASS_STATUS_REQUEST' /> + <value enum='AG' description='QUOTE_REQUEST_REJECT' /> + <value enum='AH' description='RFQ_REQUEST' /> + <value enum='AI' description='QUOTE_STATUS_REPORT' /> + <value enum='AJ' description='QUOTE_RESPONSE' /> + <value enum='AK' description='CONFIRMATION' /> + <value enum='AL' description='POSITION_MAINTENANCE_REQUEST' /> + <value enum='AM' description='POSITION_MAINTENANCE_REPORT' /> + <value enum='AN' description='REQUEST_FOR_POSITIONS' /> + <value enum='AO' description='REQUEST_FOR_POSITIONS_ACK' /> + <value enum='AP' description='POSITION_REPORT' /> + <value enum='AQ' description='TRADE_CAPTURE_REPORT_REQUEST_ACK' /> + <value enum='AR' description='TRADE_CAPTURE_REPORT_ACK' /> + <value enum='AS' description='ALLOCATION_REPORT' /> + <value enum='AT' description='ALLOCATION_REPORT_ACK' /> + <value enum='AU' description='CONFIRMATION_ACK' /> + <value enum='AV' description='SETTLEMENT_INSTRUCTION_REQUEST' /> + <value enum='AW' description='ASSIGNMENT_REPORT' /> + <value enum='AX' description='COLLATERAL_REQUEST' /> + <value enum='AY' description='COLLATERAL_ASSIGNMENT' /> + <value enum='AZ' description='COLLATERAL_RESPONSE' /> + <value enum='B' description='NEWS' /> + <value enum="BA" description="COLLATERAL_REPORT" /> + <value enum="BB" description="COLLATERAL_INQUIRY" /> + <value enum="BC" description="NETWORK_STATUS_REQUEST" /> + <value enum="BD" description="NETWORK_STATUS_RESPONSE" /> + <value enum="BE" description="USER_REQUEST" /> + <value enum="BF" description="USER_RESPONSE" /> + <value enum="BG" description="COLLATERAL_INQUIRY_ACK" /> + <value enum="BH" description="CONFIRMATION_REQUEST" /> + <value enum='BI' description='TRADING_SESSION_LIST_REQUEST' /> + <value enum='BJ' description='TRADING_SESSION_LIST' /> + <value enum='BK' description='SECURITY_LIST_UPDATE_REPORT' /> + <value enum='BL' description='ADJUSTED_POSITION_REPORT' /> + <value enum='BM' description='ALLOCATION_INSTRUCTION_ALERT' /> + <value enum='BN' description='EXECUTION_ACKNOWLEDGEMENT' /> + <value enum='BO' description='CONTRARY_INTENTION_REPORT' /> + <value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT' /> + <value enum='BQ' description='SETTLEMENT_OBLIGATION_REPORT' /> + <value enum='BR' description='DERIVATIVE_SECURITY_LIST_UPDATE_REPORT' /> + <value enum='BS' description='TRADING_SESSION_LIST_UPDATE_REPORT' /> + <value enum='BT' description='MARKET_DEFINITION_REQUEST' /> + <value enum='BU' description='MARKET_DEFINITION' /> + <value enum='BV' description='MARKET_DEFINITION_UPDATE_REPORT' /> + <value enum='BW' description='APPLICATION_MESSAGE_REQUEST' /> + <value enum='BX' description='APPLICATION_MESSAGE_REQUEST_ACK' /> + <value enum='BY' description='APPLICATION_MESSAGE_REPORT' /> + <value enum='BZ' description='ORDER_MASS_ACTION_REPORT' /> + <value enum='C' description='EMAIL' /> + <value enum='CA' description='ORDER_MASS_ACTION_REQUEST' /> + <value enum='CB' description='USER_NOTIFICATION' /> + <value enum='CC' description='STREAM_ASSIGNMENT_REQUEST' /> + <value enum='CD' description='STREAM_ASSIGNMENT_REPORT' /> + <value enum='CE' description='STREAM_ASSIGNMENT_REPORT_ACK' /> + <value enum='CF' description='PARTY_DETAILS_LIST_REQUEST' /> + <value enum='CG' description='PARTY_DETAILS_LIST_REPORT' /> + <value enum='D' description='ORDER_SINGLE' /> + <value enum='E' description='ORDER_LIST' /> + <value enum='F' description='ORDER_CANCEL_REQUEST' /> + <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' /> + <value enum='H' description='ORDER_STATUS_REQUEST' /> + <value enum='J' description='ALLOCATION_INSTRUCTION' /> + <value enum='K' description='LIST_CANCEL_REQUEST' /> + <value enum='L' description='LIST_EXECUTE' /> + <value enum='M' description='LIST_STATUS_REQUEST' /> + <value enum='N' description='LIST_STATUS' /> + <value enum='P' description='ALLOCATION_INSTRUCTION_ACK' /> + <value enum='Q' description='DONT_KNOW_TRADE' /> + <value enum='R' description='QUOTE_REQUEST' /> + <value enum='S' description='QUOTE' /> + <value enum='T' description='SETTLEMENT_INSTRUCTIONS' /> + <value enum='V' description='MARKET_DATA_REQUEST' /> + <value enum='W' description='MARKET_DATA_SNAPSHOT_FULL_REFRESH' /> + <value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH' /> + <value enum='Y' description='MARKET_DATA_REQUEST_REJECT' /> + <value enum='Z' description='QUOTE_CANCEL' /> + <value enum='a' description='QUOTE_STATUS_REQUEST' /> + <value enum='b' description='MASS_QUOTE_ACKNOWLEDGEMENT' /> + <value enum='c' description='SECURITY_DEFINITION_REQUEST' /> + <value enum='d' description='SECURITY_DEFINITION' /> + <value enum='e' description='SECURITY_STATUS_REQUEST' /> + <value enum='f' description='SECURITY_STATUS' /> + <value enum='g' description='TRADING_SESSION_STATUS_REQUEST' /> + <value enum='h' description='TRADING_SESSION_STATUS' /> + <value enum='i' description='MASS_QUOTE' /> + <value enum='j' description='BUSINESS_MESSAGE_REJECT' /> + <value enum='k' description='BID_REQUEST' /> + <value enum='l' description='BID_RESPONSE' /> + <value enum='m' description='LIST_STRIKE_PRICE' /> + <value enum='n' description='XML_MESSAGE' /> + <value enum='o' description='REGISTRATION_INSTRUCTIONS' /> + <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE' /> + <value enum='q' description='ORDER_MASS_CANCEL_REQUEST' /> + <value enum='r' description='ORDER_MASS_CANCEL_REPORT' /> + <value enum='s' description='NEW_ORDER_CROSS' /> + <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST' /> + <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST' /> + <value enum='v' description='SECURITY_TYPE_REQUEST' /> + <value enum='w' description='SECURITY_TYPES' /> + <value enum='x' description='SECURITY_LIST_REQUEST' /> + <value enum='y' description='SECURITY_LIST' /> + <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST' /> + </field> + <field number='36' name='NewSeqNo' type='SEQNUM' /> + <field number='37' name='OrderID' type='STRING' /> + <field number='38' name='OrderQty' type='QTY' /> + <field number='39' name='OrdStatus' type='CHAR'> + <value enum='0' description='NEW' /> + <value enum='1' description='PARTIALLY_FILLED' /> + <value enum='2' description='FILLED' /> + <value enum='3' description='DONE_FOR_DAY' /> + <value enum='4' description='CANCELED' /> + <value enum='5' description='REPLACED' /> + <value enum='6' description='PENDING_CANCEL' /> + <value enum='7' description='STOPPED' /> + <value enum='8' description='REJECTED' /> + <value enum='9' description='SUSPENDED' /> + <value enum='A' description='PENDING_NEW' /> + <value enum='B' description='CALCULATED' /> + <value enum='C' description='EXPIRED' /> + <value enum='D' description='ACCEPTED_FOR_BIDDING' /> + <value enum='E' description='PENDING_REPLACE' /> + </field> + <field number='40' name='OrdType' type='CHAR'> + <value enum='1' description='MARKET' /> + <value enum='2' description='LIMIT' /> + <value enum='3' description='STOP' /> + <value enum='4' description='STOP_LIMIT' /> + <value enum='5' description='MARKET_ON_CLOSE' /> + <value enum='6' description='WITH_OR_WITHOUT' /> + <value enum='7' description='LIMIT_OR_BETTER' /> + <value enum='8' description='LIMIT_WITH_OR_WITHOUT' /> + <value enum='9' description='ON_BASIS' /> + <value enum='A' description='ON_CLOSE' /> + <value enum='B' description='LIMIT_ON_CLOSE' /> + <value enum='C' description='FOREX_MARKET' /> + <value enum='D' description='PREVIOUSLY_QUOTED' /> + <value enum='E' description='PREVIOUSLY_INDICATED' /> + <value enum='F' description='FOREX_LIMIT' /> + <value enum='G' description='FOREX_SWAP' /> + <value enum='H' description='FOREX_PREVIOUSLY_QUOTED' /> + <value enum='I' description='FUNARI' /> + <value enum='J' description='MARKET_IF_TOUCHED' /> + <value enum='K' description='MARKET_WITH_LEFT_OVER_AS_LIMIT' /> + <value enum='L' description='PREVIOUS_FUND_VALUATION_POINT' /> + <value enum='M' description='NEXT_FUND_VALUATION_POINT' /> + <value enum='P' description='PEGGED' /> + <value enum='Q' description='COUNTER_ORDER_SELECTION' /> + </field> + <field number='41' name='OrigClOrdID' type='STRING' /> + <field number='42' name='OrigTime' type='UTCTIMESTAMP' /> + <field number='43' name='PossDupFlag' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='44' name='Price' type='PRICE' /> + <field number='45' name='RefSeqNum' type='SEQNUM' /> + <field number='46' name='RelatdSym' type='STRING' /> + <field number='47' name='Rule80A' type='CHAR'> + <value enum='A' description='AGENCY_SINGLE_ORDER' /> + <value enum='B' description='SHORT_EXEMPT_TRANSACTION_B' /> + <value enum='C' description='PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE' /> + <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' /> + <value enum='E' description='SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL' /> + <value enum='F' description='SHORT_EXEMPT_TRANSACTION_F' /> + <value enum='H' description='SHORT_EXEMPT_TRANSACTION_H' /> + <value enum='I' description='INDIVIDUAL_INVESTOR_SINGLE_ORDER' /> + <value enum='J' description='PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING' /> + <value enum='K' description='AGENCY_ALGORITHMIC_PROGRAM_TRADING' /> + <value enum='L' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' /> + <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' /> + <value enum='N' description='AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE' /> + <value enum='O' description='PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER' /> + <value enum='P' description='PRINCIPAL' /> + <value enum='R' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER' /> + <value enum='S' description='SPECIALIST_TRADES' /> + <value enum='T' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER' /> + <value enum='U' description='AGENCY_INDEX_ARBITRAGE' /> + <value enum='W' description='ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER' /> + <value enum='X' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' /> + <value enum='Y' description='AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE' /> + <value enum='Z' description='SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER' /> + </field> + <field number='48' name='SecurityID' type='STRING' /> + <field number='49' name='SenderCompID' type='STRING' /> + <field number='50' name='SenderSubID' type='STRING' /> + <field number='51' name='SendingDate' type='LOCALMKTDATE' /> + <field number='52' name='SendingTime' type='UTCTIMESTAMP' /> + <field number='53' name='Quantity' type='QTY' /> + <field number='54' name='Side' type='CHAR'> + <value enum='1' description='BUY' /> + <value enum='2' description='SELL' /> + <value enum='3' description='BUY_MINUS' /> + <value enum='4' description='SELL_PLUS' /> + <value enum='5' description='SELL_SHORT' /> + <value enum='6' description='SELL_SHORT_EXEMPT' /> + <value enum='7' description='UNDISCLOSED' /> + <value enum='8' description='CROSS' /> + <value enum='9' description='CROSS_SHORT' /> + <value enum='A' description='CROSS_SHORT_EXEMPT' /> + <value enum='B' description='AS_DEFINED' /> + <value enum='C' description='OPPOSITE' /> + <value enum='D' description='SUBSCRIBE' /> + <value enum='E' description='REDEEM' /> + <value enum='F' description='LEND' /> + <value enum='G' description='BORROW' /> + </field> + <field number='55' name='Symbol' type='STRING' /> + <field number='56' name='TargetCompID' type='STRING' /> + <field number='57' name='TargetSubID' type='STRING' /> + <field number='58' name='Text' type='STRING' /> + <field number='59' name='TimeInForce' type='CHAR'> + <value enum='0' description='DAY' /> + <value enum='1' description='GOOD_TILL_CANCEL' /> + <value enum='2' description='AT_THE_OPENING' /> + <value enum='3' description='IMMEDIATE_OR_CANCEL' /> + <value enum='4' description='FILL_OR_KILL' /> + <value enum='5' description='GOOD_TILL_CROSSING' /> + <value enum='6' description='GOOD_TILL_DATE' /> + <value enum='7' description='AT_THE_CLOSE' /> + <value enum='8' description='GOOD_THROUGH_CROSSING' /> + <value enum='9' description='AT_CROSSING' /> + </field> + <field number='60' name='TransactTime' type='UTCTIMESTAMP' /> + <field number='61' name='Urgency' type='CHAR'> + <value enum='0' description='NORMAL' /> + <value enum='1' description='FLASH' /> + <value enum='2' description='BACKGROUND' /> + </field> + <field number='62' name='ValidUntilTime' type='UTCTIMESTAMP' /> + <field number='63' name='SettlType' type='STRING'> + <value enum='0' description='REGULAR' /> + <value enum='1' description='CASH' /> + <value enum='2' description='NEXT_DAY' /> + <value enum='3' description='T_PLUS_2' /> + <value enum='4' description='T_PLUS_3' /> + <value enum='5' description='T_PLUS_4' /> + <value enum='6' description='FUTURE' /> + <value enum='7' description='WHEN_AND_IF_ISSUED' /> + <value enum='8' description='SELLERS_OPTION' /> + <value enum='9' description='T_PLUS_5' /> + <value enum='C' description='FX_SPOT_NEXT_SETTLEMENT' /> + <value enum='B' description='BROKEN_DATE' /> + </field> + <field number='64' name='SettlDate' type='LOCALMKTDATE' /> + <field number='65' name='SymbolSfx' type='STRING'> + <value enum='CD' description='EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE' /> + <value enum='WI' description='WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN' /> + </field> + <field number='66' name='ListID' type='STRING' /> + <field number='67' name='ListSeqNo' type='INT' /> + <field number='68' name='TotNoOrders' type='INT' /> + <field number='69' name='ListExecInst' type='STRING' /> + <field number='70' name='AllocID' type='STRING' /> + <field number='71' name='AllocTransType' type='CHAR'> + <value enum='0' description='NEW' /> + <value enum='1' description='REPLACE' /> + <value enum='2' description='CANCEL' /> + <value enum='3' description='PRELIMINARY' /> + <value enum='4' description='CALCULATED' /> + <value enum='5' description='CALCULATED_WITHOUT_PRELIMINARY' /> + <value enum='6' description='REVERSAL' /> + </field> + <field number='72' name='RefAllocID' type='STRING' /> + <field number='73' name='NoOrders' type='NUMINGROUP' /> + <field number='74' name='AvgPxPrecision' type='INT' /> + <field number='75' name='TradeDate' type='LOCALMKTDATE' /> + <field number='76' name='ExecBroker' type='STRING' /> + <field number='77' name='PositionEffect' type='CHAR'> + <value enum='C' description='CLOSE' /> + <value enum='F' description='FIFO' /> + <value enum='O' description='OPEN' /> + <value enum='R' description='ROLLED' /> + <value enum='N' description='CLOSE_BUT_NOTIFY_ON_OPEN' /> + <value enum='D' description='DEFAULT' /> + </field> + <field number='78' name='NoAllocs' type='NUMINGROUP' /> + <field number='79' name='AllocAccount' type='STRING' /> + <field number='80' name='AllocQty' type='QTY' /> + <field number='81' name='ProcessCode' type='CHAR'> + <value enum='0' description='REGULAR' /> + <value enum='1' description='SOFT_DOLLAR' /> + <value enum='2' description='STEP_IN' /> + <value enum='3' description='STEP_OUT' /> + <value enum='4' description='SOFT_DOLLAR_STEP_IN' /> + <value enum='5' description='SOFT_DOLLAR_STEP_OUT' /> + <value enum='6' description='PLAN_SPONSOR' /> + </field> + <field number='82' name='NoRpts' type='INT' /> + <field number='83' name='RptSeq' type='INT' /> + <field number='84' name='CxlQty' type='QTY' /> + <field number='85' name='NoDlvyInst' type='NUMINGROUP' /> + <field number='86' name='DlvyInst' type='STRING' /> + <field number='87' name='AllocStatus' type='INT'> + <value enum='0' description='ACCEPTED' /> + <value enum='1' description='BLOCK_LEVEL_REJECT' /> + <value enum='2' description='ACCOUNT_LEVEL_REJECT' /> + <value enum='3' description='RECEIVED' /> + <value enum='4' description='INCOMPLETE' /> + <value enum='5' description='REJECTED_BY_INTERMEDIARY' /> + <value enum='6' description='ALLOCATION_PENDING' /> + <value enum='7' description='REVERSED' /> + </field> + <field number='88' name='AllocRejCode' type='INT'> + <value enum='0' description='UNKNOWN_ACCOUNT' /> + <value enum='1' description='INCORRECT_QUANTITY' /> + <value enum='10' description='UNKNOWN_OR_STALE_EXECID' /> + <value enum='11' description='MISMATCHED_DATA' /> + <value enum='12' description='UNKNOWN_CLORDID' /> + <value enum='13' description='WAREHOUSE_REQUEST_REJECTED' /> + <value enum='2' description='INCORRECT_AVERAGEG_PRICE' /> + <value enum='3' description='UNKNOWN_EXECUTING_BROKER_MNEMONIC' /> + <value enum='4' description='COMMISSION_DIFFERENCE' /> + <value enum='5' description='UNKNOWN_ORDERID' /> + <value enum='6' description='UNKNOWN_LISTID' /> + <value enum='7' description='OTHER_7' /> + <value enum='8' description='INCORRECT_ALLOCATED_QUANTITY' /> + <value enum='9' description='CALCULATION_DIFFERENCE' /> + <value enum='99' description='OTHER_99' /> + </field> + <field number='89' name='Signature' type='DATA' /> + <field number='90' name='SecureDataLen' type='LENGTH' /> + <field number='91' name='SecureData' type='DATA' /> + <field number='92' name='BrokerOfCredit' type='STRING' /> + <field number='93' name='SignatureLength' type='LENGTH' /> + <field number='94' name='EmailType' type='CHAR'> + <value enum='0' description='NEW' /> + <value enum='1' description='REPLY' /> + <value enum='2' description='ADMIN_REPLY' /> + </field> + <field number='95' name='RawDataLength' type='LENGTH' /> + <field number='96' name='RawData' type='DATA' /> + <field number='97' name='PossResend' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='98' name='EncryptMethod' type='INT'> + <value enum='0' description='NONE' /> + <value enum='1' description='PKCS_1' /> + <value enum='2' description='DES' /> + <value enum='3' description='PKCS_3' /> + <value enum='4' description='PGP_4' /> + <value enum='5' description='PGP_5' /> + <value enum='6' description='PEM' /> + </field> + <field number='99' name='StopPx' type='PRICE' /> + <field number='100' name='ExDestination' type='EXCHANGE' /> + <field number='102' name='CxlRejReason' type='INT'> + <value enum='0' description='TOO_LATE_TO_CANCEL' /> + <value enum='1' description='UNKNOWN_ORDER' /> + <value enum='2' description='BROKER' /> + <value enum='3' description='ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS' /> + <value enum='4' description='UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST' /> + <value enum='5' description='ORIGORDMODTIME' /> + <value enum='6' description='DUPLICATE_CLORDID' /> + <value enum='99' description='OTHER' /> + <value enum='18' description='INVALID_PRICE_INCREMENT' /> + <value enum='7' description='PRICE_EXCEEDS_CURRENT_PRICE' /> + <value enum='8' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' /> + </field> + <field number='103' name='OrdRejReason' type='INT'> + <value enum='0' description='BROKER' /> + <value enum='1' description='UNKNOWN_SYMBOL' /> + <value enum='10' description='INVALID_INVESTOR_ID' /> + <value enum='11' description='UNSUPPORTED_ORDER_CHARACTERISTIC' /> + <value enum='12' description='SURVEILLENCE_OPTION' /> + <value enum='13' description='INCORRECT_QUANTITY' /> + <value enum='14' description='INCORRECT_ALLOCATED_QUANTITY' /> + <value enum='15' description='UNKNOWN_ACCOUNT' /> + <value enum='2' description='EXCHANGE_CLOSED' /> + <value enum='3' description='ORDER_EXCEEDS_LIMIT' /> + <value enum='4' description='TOO_LATE_TO_ENTER' /> + <value enum='5' description='UNKNOWN_ORDER' /> + <value enum='6' description='DUPLICATE_ORDER' /> + <value enum='7' description='DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER' /> + <value enum='8' description='STALE_ORDER' /> + <value enum='9' description='TRADE_ALONG_REQUIRED' /> + <value enum='99' description='OTHER' /> + <value enum='18' description='INVALID_PRICE_INCREMENT' /> + <value enum='16' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' /> + </field> + <field number='104' name='IOIQualifier' type='CHAR'> + <value enum='A' description='ALL_OR_NONE' /> + <value enum='B' description='MARKET_ON_CLOSE' /> + <value enum='C' description='AT_THE_CLOSE' /> + <value enum='D' description='VWAP' /> + <value enum='I' description='IN_TOUCH_WITH' /> + <value enum='L' description='LIMIT' /> + <value enum='M' description='MORE_BEHIND' /> + <value enum='O' description='AT_THE_OPEN' /> + <value enum='P' description='TAKING_A_POSITION' /> + <value enum='Q' description='AT_THE_MARKET' /> + <value enum='R' description='READY_TO_TRADE' /> + <value enum='S' description='PORTFOLIO_SHOWN' /> + <value enum='T' description='THROUGH_THE_DAY' /> + <value enum='V' description='VERSUS' /> + <value enum='W' description='INDICATION' /> + <value enum='X' description='CROSSING_OPPORTUNITY' /> + <value enum='Y' description='AT_THE_MIDPOINT' /> + <value enum='Z' description='PRE_OPEN' /> + </field> + <field number='105' name='WaveNo' type='STRING' /> + <field number='106' name='Issuer' type='STRING' /> + <field number='107' name='SecurityDesc' type='STRING' /> + <field number='108' name='HeartBtInt' type='INT' /> + <field number='109' name='ClientID' type='STRING' /> + <field number='110' name='MinQty' type='QTY' /> + <field number='111' name='MaxFloor' type='QTY' /> + <field number='112' name='TestReqID' type='STRING' /> + <field number='113' name='ReportToExch' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='114' name='LocateReqd' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='115' name='OnBehalfOfCompID' type='STRING' /> + <field number='116' name='OnBehalfOfSubID' type='STRING' /> + <field number='117' name='QuoteID' type='STRING' /> + <field number='118' name='NetMoney' type='AMT' /> + <field number='119' name='SettlCurrAmt' type='AMT' /> + <field number='120' name='SettlCurrency' type='CURRENCY' /> + <field number='121' name='ForexReq' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='122' name='OrigSendingTime' type='UTCTIMESTAMP' /> + <field number='123' name='GapFillFlag' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='124' name='NoExecs' type='NUMINGROUP' /> + <field number='125' name='CxlType' type='CHAR' /> + <field number='126' name='ExpireTime' type='UTCTIMESTAMP' /> + <field number='127' name='DKReason' type='CHAR'> + <value enum='A' description='UNKNOWN_SYMBOL' /> + <value enum='B' description='WRONG_SIDE' /> + <value enum='C' description='QUANTITY_EXCEEDS_ORDER' /> + <value enum='D' description='NO_MATCHING_ORDER' /> + <value enum='E' description='PRICE_EXCEEDS_LIMIT' /> + <value enum='F' description='CALCULATION_DIFFERENCE' /> + <value enum='Z' description='OTHER' /> + </field> + <field number='128' name='DeliverToCompID' type='STRING' /> + <field number='129' name='DeliverToSubID' type='STRING' /> + <field number='130' name='IOINaturalFlag' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='131' name='QuoteReqID' type='STRING' /> + <field number='132' name='BidPx' type='PRICE' /> + <field number='133' name='OfferPx' type='PRICE' /> + <field number='134' name='BidSize' type='QTY' /> + <field number='135' name='OfferSize' type='QTY' /> + <field number='136' name='NoMiscFees' type='NUMINGROUP' /> + <field number='137' name='MiscFeeAmt' type='AMT' /> + <field number='138' name='MiscFeeCurr' type='CURRENCY' /> + <field number='139' name='MiscFeeType' type='STRING'> + <value enum='1' description='REGULATORY' /> + <value enum='10' description='PER_TRANSACTION' /> + <value enum='11' description='CONVERSION' /> + <value enum='12' description='AGENT' /> + <value enum='2' description='TAX' /> + <value enum='3' description='LOCAL_COMMISSION' /> + <value enum='4' description='EXCHANGE_FEES' /> + <value enum='5' description='STAMP' /> + <value enum='6' description='LEVY' /> + <value enum='7' description='OTHER' /> + <value enum='8' description='MARKUP' /> + <value enum='9' description='CONSUMPTION_TAX' /> + <value enum='13' description='TRANSFER_FEE' /> + <value enum='14' description='SECURITY_LENDING' /> + </field> + <field number='140' name='PrevClosePx' type='PRICE' /> + <field number='141' name='ResetSeqNumFlag' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='142' name='SenderLocationID' type='STRING' /> + <field number='143' name='TargetLocationID' type='STRING' /> + <field number='144' name='OnBehalfOfLocationID' type='STRING' /> + <field number='145' name='DeliverToLocationID' type='STRING' /> + <field number='146' name='NoRelatedSym' type='NUMINGROUP' /> + <field number='147' name='Subject' type='STRING' /> + <field number='148' name='Headline' type='STRING' /> + <field number='149' name='URLLink' type='STRING' /> + <field number='150' name='ExecType' type='CHAR'> + <value enum='0' description='NEW' /> + <value enum="1" description="PARTIAL_FILL" /> + <value enum="2" description="FILL" /> + <value enum='3' description='DONE_FOR_DAY' /> + <value enum='4' description='CANCELED' /> + <value enum='5' description='REPLACED' /> + <value enum='6' description='PENDING_CANCEL' /> + <value enum='7' description='STOPPED' /> + <value enum='8' description='REJECTED' /> + <value enum='9' description='SUSPENDED' /> + <value enum='A' description='PENDING_NEW' /> + <value enum='B' description='CALCULATED' /> + <value enum='C' description='EXPIRED' /> + <value enum='D' description='RESTATED' /> + <value enum='E' description='PENDING_REPLACE' /> + <value enum='F' description='TRADE' /> + <value enum='G' description='TRADE_CORRECT' /> + <value enum='H' description='TRADE_CANCEL' /> + <value enum='I' description='ORDER_STATUS' /> + <value enum='J' description='TRADE_IN_A_CLEARING_HOLD' /> + <value enum='K' description='TRADE_HAS_BEEN_RELEASED_TO_CLEARING' /> + <value enum='L' description='TRIGGERED_OR_ACTIVATED_BY_SYSTEM' /> + </field> + <field number='151' name='LeavesQty' type='QTY' /> + <field number='152' name='CashOrderQty' type='QTY' /> + <field number='153' name='AllocAvgPx' type='PRICE' /> + <field number='154' name='AllocNetMoney' type='AMT' /> + <field number='155' name='SettlCurrFxRate' type='FLOAT' /> + <field number='156' name='SettlCurrFxRateCalc' type='CHAR'> + <value enum='M' description='MULTIPLY' /> + <value enum='D' description='DIVIDE' /> + </field> + <field number='157' name='NumDaysInterest' type='INT' /> + <field number='158' name='AccruedInterestRate' type='PERCENTAGE' /> + <field number='159' name='AccruedInterestAmt' type='AMT' /> + <field number='160' name='SettlInstMode' type='CHAR'> + <value enum='0' description='DEFAULT' /> + <value enum='1' description='STANDING_INSTRUCTIONS_PROVIDED' /> + <value enum='2' description='SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING' /> + <value enum='3' description='SPECIFIC_ALLOCATION_ACCOUNT_STANDING' /> + <value enum='4' description='SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT' /> + <value enum='5' description='REQUEST_REJECT' /> + </field> + <field number='161' name='AllocText' type='STRING' /> + <field number='162' name='SettlInstID' type='STRING' /> + <field number='163' name='SettlInstTransType' type='CHAR'> + <value enum='C' description='CANCEL' /> + <value enum='N' description='NEW' /> + <value enum='R' description='REPLACE' /> + <value enum='T' description='RESTATE' /> + </field> + <field number='164' name='EmailThreadID' type='STRING' /> + <field number='165' name='SettlInstSource' type='CHAR'> + <value enum='1' description='BROKERS_INSTRUCTIONS' /> + <value enum='2' description='INSTITUTIONS_INSTRUCTIONS' /> + <value enum='3' description='INVESTOR' /> + </field> + <field number='166' name='SettlLocation' type='STRING'> + <value enum='CED' description='CEDEL' /> + <value enum='DTC' description='DEPOSITORY_TRUST_COMPANY' /> + <value enum='EUR' description='EURO_CLEAR' /> + <value enum='FED' description='FEDERAL_BOOK_ENTRY' /> + <value enum='ISO_Country_Code' description='LOCAL_MARKET_SETTLE_LOCATION' /> + <value enum='PNY' description='PHYSICAL' /> + <value enum='PTC' description='PARTICIPANT_TRUST_COMPANY' /> + </field> + <field number='167' name='SecurityType' type='STRING'> + <value enum='ABS' description='ASSET_BACKED_SECURITIES' /> + <value enum='AMENDED' description='AMENDED_RESTATED' /> + <value enum='AN' description='OTHER_ANTICIPATION_NOTES' /> + <value enum='BA' description='BANKERS_ACCEPTANCE' /> + <value enum='BN' description='BANK_NOTES' /> + <value enum='BOX' description='BILL_OF_EXCHANGES' /> + <value enum='BRADY' description='BRADY_BOND' /> + <value enum='BRIDGE' description='BRIDGE_LOAN' /> + <value enum='BUYSELL' description='BUY_SELLBACK' /> + <value enum='CB' description='CONVERTIBLE_BOND' /> + <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' /> + <value enum='CL' description='CALL_LOANS' /> + <value enum='CMBS' description='CORP_MORTGAGE_BACKED_SECURITIES' /> + <value enum='CMO' description='COLLATERALIZED_MORTGAGE_OBLIGATION' /> + <value enum='COFO' description='CERTIFICATE_OF_OBLIGATION' /> + <value enum='COFP' description='CERTIFICATE_OF_PARTICIPATION' /> + <value enum='CORP' description='CORPORATE_BOND' /> + <value enum='CP' description='COMMERCIAL_PAPER' /> + <value enum='CPP' description='CORPORATE_PRIVATE_PLACEMENT' /> + <value enum='CS' description='COMMON_STOCK' /> + <value enum='DEFLTED' description='DEFAULTED' /> + <value enum='DINP' description='DEBTOR_IN_POSSESSION' /> + <value enum='DN' description='DEPOSIT_NOTES' /> + <value enum='DUAL' description='DUAL_CURRENCY' /> + <value enum='EUCD' description='EURO_CERTIFICATE_OF_DEPOSIT' /> + <value enum='EUCORP' description='EURO_CORPORATE_BOND' /> + <value enum='EUCP' description='EURO_COMMERCIAL_PAPER' /> + <value enum='EUSOV' description='EURO_SOVEREIGNS' /> + <value enum='EUSUPRA' description='EURO_SUPRANATIONAL_COUPONS' /> + <value enum='FAC' description='FEDERAL_AGENCY_COUPON' /> + <value enum='FADN' description='FEDERAL_AGENCY_DISCOUNT_NOTE' /> + <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' /> + <value enum='FORWARD' description='FORWARD' /> + <value enum='FUT' description='FUTURE' /> + <value enum='GO' description='GENERAL_OBLIGATION_BONDS' /> + <value enum='IET' description='IOETTE_MORTGAGE' /> + <value enum='LOFC' description='LETTER_OF_CREDIT' /> + <value enum='LQN' description='LIQUIDITY_NOTE' /> + <value enum='MATURED' description='MATURED' /> + <value enum='MBS' description='MORTGAGE_BACKED_SECURITIES' /> + <value enum='MF' description='MUTUAL_FUND' /> + <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' /> + <value enum='MLEG' description='MULTILEG_INSTRUMENT' /> + <value enum='MPO' description='MORTGAGE_PRINCIPAL_ONLY' /> + <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' /> + <value enum='MPT' description='MISCELLANEOUS_PASS_THROUGH' /> + <value enum='MT' description='MANDATORY_TENDER' /> + <value enum='MTN' description='MEDIUM_TERM_NOTES' /> + <value enum='NONE' description='NO_SECURITY_TYPE' /> + <value enum='ONITE' description='OVERNIGHT' /> + <value enum='OPT' description='OPTION' /> + <value enum='PEF' description='PRIVATE_EXPORT_FUNDING' /> + <value enum='PFAND' description='PFANDBRIEFE' /> + <value enum='PN' description='PROMISSORY_NOTE' /> + <value enum='PS' description='PREFERRED_STOCK' /> + <value enum='PZFJ' description='PLAZOS_FIJOS' /> + <value enum='RAN' description='REVENUE_ANTICIPATION_NOTE' /> + <value enum='REPLACD' description='REPLACED' /> + <value enum='REPO' description='REPURCHASE' /> + <value enum='RETIRED' description='RETIRED' /> + <value enum='REV' description='REVENUE_BONDS' /> + <value enum='RVLV' description='REVOLVER_LOAN' /> + <value enum='RVLVTRM' description='REVOLVER_TERM_LOAN' /> + <value enum='SECLOAN' description='SECURITIES_LOAN' /> + <value enum='SECPLEDGE' description='SECURITIES_PLEDGE' /> + <value enum='SPCLA' description='SPECIAL_ASSESSMENT' /> + <value enum='SPCLO' description='SPECIAL_OBLIGATION' /> + <value enum='SPCLT' description='SPECIAL_TAX' /> + <value enum='STN' description='SHORT_TERM_LOAN_NOTE' /> + <value enum='STRUCT' description='STRUCTURED_NOTES' /> + <value enum='SUPRA' description='USD_SUPRANATIONAL_COUPONS' /> + <value enum='SWING' description='SWING_LINE_FACILITY' /> + <value enum='TAN' description='TAX_ANTICIPATION_NOTE' /> + <value enum='TAXA' description='TAX_ALLOCATION' /> + <value enum='TBA' description='TO_BE_ANNOUNCED' /> + <value enum='TBILL' description='US_TREASURY_BILL_TBILL' /> + <value enum='TBOND' description='US_TREASURY_BOND' /> + <value enum='TCAL' description='PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE' /> + <value enum='TD' description='TIME_DEPOSIT' /> + <value enum='TECP' description='TAX_EXEMPT_COMMERCIAL_PAPER' /> + <value enum='TERM' description='TERM_LOAN' /> + <value enum='TINT' description='INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE' /> + <value enum='TIPS' description='TREASURY_INFLATION_PROTECTED_SECURITIES' /> + <value enum='TNOTE' description='US_TREASURY_NOTE_TNOTE' /> + <value enum='TPRN' description='PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE' /> + <value enum='TRAN' description='TAX_REVENUE_ANTICIPATION_NOTE' /> + <value enum='UST' description='US_TREASURY_NOTE_UST' /> + <value enum='USTB' description='US_TREASURY_BILL_USTB' /> + <value enum='VRDN' description='VARIABLE_RATE_DEMAND_NOTE' /> + <value enum='WAR' description='WARRANT' /> + <value enum='WITHDRN' description='WITHDRAWN' /> + <value enum='?' description='WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST' /> + <value enum='XCN' description='EXTENDED_COMM_NOTE' /> + <value enum='XLINKD' description='INDEXED_LINKED' /> + <value enum='YANK' description='YANKEE_CORPORATE_BOND' /> + <value enum='YCD' description='YANKEE_CERTIFICATE_OF_DEPOSIT' /> + <value enum='OOP' description='OPTIONS_ON_PHYSICAL' /> + <value enum='OOF' description='OPTIONS_ON_FUTURES' /> + <value enum='CASH' description='CASH' /> + <value enum='OOC' description='OPTIONS_ON_COMBO' /> + <value enum='IRS' description='INTEREST_RATE_SWAP' /> + <value enum='BDN' description='BANK_DEPOSITORY_NOTE' /> + <value enum='CAMM' description='CANADIAN_MONEY_MARKETS' /> + <value enum='CAN' description='CANADIAN_TREASURY_NOTES' /> + <value enum='CTB' description='CANADIAN_TREASURY_BILLS' /> + <value enum='CDS' description='CREDIT_DEFAULT_SWAP' /> + <value enum='CMB' description='CANADIAN_MORTGAGE_BONDS' /> + <value enum='EUFRN' description='EURO_CORPORATE_FLOATING_RATE_NOTES' /> + <value enum='FRN' description='US_CORPORATE_FLOATING_RATE_NOTES' /> + <value enum='PROV' description='CANADIAN_PROVINCIAL_BONDS' /> + <value enum='SLQN' description='SECURED_LIQUIDITY_NOTE' /> + <value enum='TB' description='TREASURY_BILL' /> + <value enum='TLQN' description='TERM_LIQUIDITY_NOTE' /> + <value enum='TMCP' description='TAXABLE_MUNICIPAL_CP' /> + <value enum='FXNDF' description='NON_DELIVERABLE_FORWARD' /> + <value enum='FXSPOT' description='FX_SPOT' /> + <value enum='FXFWD' description='FX_FORWARD' /> + <value enum='FXSWAP' description='FX_SWAP' /> + </field> + <field number='168' name='EffectiveTime' type='UTCTIMESTAMP' /> + <field number='169' name='StandInstDbType' type='INT'> + <value enum='0' description='OTHER' /> + <value enum='1' description='DTC_SID' /> + <value enum='2' description='THOMSON_ALERT' /> + <value enum='3' description='A_GLOBAL_CUSTODIAN' /> + <value enum='4' description='ACCOUNTNET' /> + </field> + <field number='170' name='StandInstDbName' type='STRING' /> + <field number='171' name='StandInstDbID' type='STRING' /> + <field number='172' name='SettlDeliveryType' type='INT'> + <value enum='0' description='VERSUS_PAYMENT_DELIVER' /> + <value enum='1' description='FREE_DELIVER' /> + <value enum='2' description='TRI_PARTY' /> + <value enum='3' description='HOLD_IN_CUSTODY' /> + </field> + <field number='173' name='SettlDepositoryCode' type='STRING' /> + <field number='174' name='SettlBrkrCode' type='STRING' /> + <field number='175' name='SettlInstCode' type='STRING' /> + <field number='176' name='SecuritySettlAgentName' type='STRING' /> + <field number='177' name='SecuritySettlAgentCode' type='STRING' /> + <field number='178' name='SecuritySettlAgentAcctNum' type='STRING' /> + <field number='179' name='SecuritySettlAgentAcctName' type='STRING' /> + <field number='180' name='SecuritySettlAgentContactName' type='STRING' /> + <field number='181' name='SecuritySettlAgentContactPhone' type='STRING' /> + <field number='182' name='CashSettlAgentName' type='STRING' /> + <field number='183' name='CashSettlAgentCode' type='STRING' /> + <field number='184' name='CashSettlAgentAcctNum' type='STRING' /> + <field number='185' name='CashSettlAgentAcctName' type='STRING' /> + <field number='186' name='CashSettlAgentContactName' type='STRING' /> + <field number='187' name='CashSettlAgentContactPhone' type='STRING' /> + <field number='188' name='BidSpotRate' type='PRICE' /> + <field number='189' name='BidForwardPoints' type='PRICEOFFSET' /> + <field number='190' name='OfferSpotRate' type='PRICE' /> + <field number='191' name='OfferForwardPoints' type='PRICEOFFSET' /> + <field number='192' name='OrderQty2' type='QTY' /> + <field number='193' name='SettlDate2' type='LOCALMKTDATE' /> + <field number='194' name='LastSpotRate' type='PRICE' /> + <field number='195' name='LastForwardPoints' type='PRICEOFFSET' /> + <field number='196' name='AllocLinkID' type='STRING' /> + <field number='197' name='AllocLinkType' type='INT'> + <value enum='0' description='FX_NETTING' /> + <value enum='1' description='FX_SWAP' /> + </field> + <field number='198' name='SecondaryOrderID' type='STRING' /> + <field number='199' name='NoIOIQualifiers' type='NUMINGROUP' /> + <field number='200' name='MaturityMonthYear' type='MONTHYEAR' /> + <field number='201' name='PutOrCall' type='INT'> + <value enum='0' description='PUT' /> + <value enum='1' description='CALL' /> + </field> + <field number='202' name='StrikePrice' type='PRICE' /> + <field number='203' name='CoveredOrUncovered' type='INT'> + <value enum='0' description='COVERED' /> + <value enum='1' description='UNCOVERED' /> + </field> + <field number='204' name='CustomerOrFirm' type='INT'> + <value enum='0' description='CUSTOMER' /> + <value enum='1' description='FIRM' /> + </field> + <field number='205' name='MaturityDay' type='DAYOFMONTH' /> + <field number='206' name='OptAttribute' type='CHAR' /> + <field number='207' name='SecurityExchange' type='EXCHANGE' /> + <field number='208' name='NotifyBrokerOfCredit' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='209' name='AllocHandlInst' type='INT'> + <value enum='1' description='MATCH' /> + <value enum='2' description='FORWARD' /> + <value enum='3' description='FORWARD_AND_MATCH' /> + </field> + <field number='210' name='MaxShow' type='QTY' /> + <field number='211' name='PegOffsetValue' type='FLOAT' /> + <field number='212' name='XmlDataLen' type='LENGTH' /> + <field number='213' name='XmlData' type='DATA' /> + <field number='214' name='SettlInstRefID' type='STRING' /> + <field number='215' name='NoRoutingIDs' type='NUMINGROUP' /> + <field number='216' name='RoutingType' type='INT'> + <value enum='1' description='TARGET_FIRM' /> + <value enum='2' description='TARGET_LIST' /> + <value enum='3' description='BLOCK_FIRM' /> + <value enum='4' description='BLOCK_LIST' /> + </field> + <field number='217' name='RoutingID' type='STRING' /> + <field number='218' name='Spread' type='PRICEOFFSET' /> + <field number='219' name='Benchmark' type='CHAR'> + <value enum='1' description='CURVE' /> + <value enum='2' description='5YR' /> + <value enum='3' description='OLD5' /> + <value enum='4' description='10YR' /> + <value enum='5' description='OLD10' /> + <value enum='6' description='30YR' /> + <value enum='7' description='OLD30' /> + <value enum='8' description='3MOLIBOR' /> + <value enum='9' description='6MOLIBOR' /> + </field> + <field number='220' name='BenchmarkCurveCurrency' type='CURRENCY' /> + <field number='221' name='BenchmarkCurveName' type='STRING'> + <value enum='EONIA' description='EONIA' /> + <value enum='EUREPO' description='EUREPO' /> + <value enum='Euribor' description='EURIBOR' /> + <value enum='FutureSWAP' description='FUTURESWAP' /> + <value enum='LIBID' description='LIBID' /> + <value enum='LIBOR' description='LIBOR' /> + <value enum='MuniAAA' description='MUNIAAA' /> + <value enum='OTHER' description='OTHER' /> + <value enum='Pfandbriefe' description='PFANDBRIEFE' /> + <value enum='SONIA' description='SONIA' /> + <value enum='SWAP' description='SWAP' /> + <value enum='Treasury' description='TREASURY' /> + </field> + <field number='222' name='BenchmarkCurvePoint' type='STRING' /> + <field number='223' name='CouponRate' type='PERCENTAGE' /> + <field number='224' name='CouponPaymentDate' type='LOCALMKTDATE' /> + <field number='225' name='IssueDate' type='LOCALMKTDATE' /> + <field number='226' name='RepurchaseTerm' type='INT' /> + <field number='227' name='RepurchaseRate' type='PERCENTAGE' /> + <field number='228' name='Factor' type='FLOAT' /> + <field number='229' name='TradeOriginationDate' type='LOCALMKTDATE' /> + <field number='230' name='ExDate' type='LOCALMKTDATE' /> + <field number='231' name='ContractMultiplier' type='FLOAT' /> + <field number='232' name='NoStipulations' type='NUMINGROUP' /> + <field number='233' name='StipulationType' type='STRING'> + <value enum='ABS' description='ABSOLUTE_PREPAYMENT_SPEED' /> + <value enum='AMT' description='ALTERNATIVE_MINIMUM_TAX' /> + <value enum='AUTOREINV' description='AUTO_REINVESTMENT_AT_RATE_OR_BETTER' /> + <value enum='BANKQUAL' description='BANK_QUALIFIED' /> + <value enum='BGNCON' description='BARGAIN_CONDITIONS' /> + <value enum='COUPON' description='COUPON_RANGE' /> + <value enum='CPP' description='CONSTANT_PREPAYMENT_PENALTY' /> + <value enum='CPR' description='CONSTANT_PREPAYMENT_RATE' /> + <value enum='CPY' description='CONSTANT_PREPAYMENT_YIELD' /> + <value enum='CURRENCY' description='ISO_CURRENCY_CODE' /> + <value enum='CUSTOMDATE' description='CUSTOM_START_END_DATE' /> + <value enum='GEOG' description='GEOGRAPHICS_AND_RANGE' /> + <value enum='HAIRCUT' description='VALUATION_DISCOUNT' /> + <value enum='HEP' description='FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE' /> + <value enum='INSURED' description='INSURED' /> + <value enum='ISSUE' description='YEAR_OR_YEAR_MONTH_OF_ISSUE' /> + <value enum='ISSUER' description='ISSUERS_TICKER' /> + <value enum='ISSUESIZE' description='ISSUE_SIZE_RANGE' /> + <value enum='LOOKBACK' description='LOOKBACK_DAYS' /> + <value enum='LOT' description='EXPLICIT_LOT_IDENTIFIER' /> + <value enum='LOTVAR' description='LOT_VARIANCE' /> + <value enum='MAT' description='MATURITY_YEAR_AND_MONTH' /> + <value enum='MATURITY' description='MATURITY_RANGE' /> + <value enum='MAXSUBS' description='MAXIMUM_SUBSTITUTIONS' /> + <value enum='MHP' description='PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE' /> + <value enum='MINDNOM' description='MINIMUM_DENOMINATION' /> + <value enum='MININCR' description='MINIMUM_INCREMENT' /> + <value enum='MINQTY' description='MINIMUM_QUANTITY' /> + <value enum='MPR' description='MONTHLY_PREPAYMENT_RATE' /> + <value enum='PAYFREQ' description='PAYMENT_FREQUENCY_CALENDAR' /> + <value enum='PIECES' description='NUMBER_OF_PIECES' /> + <value enum='PMAX' description='POOLS_MAXIMUM' /> + <value enum='PPC' description='PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE' /> + <value enum='PPL' description='POOLS_PER_LOT' /> + <value enum='PPM' description='POOLS_PER_MILLION' /> + <value enum='PPT' description='POOLS_PER_TRADE' /> + <value enum='PRICE' description='PRICE_RANGE' /> + <value enum='PRICEFREQ' description='PRICING_FREQUENCY' /> + <value enum='PROD' description='PRODUCTION_YEAR' /> + <value enum='PROTECT' description='CALL_PROTECTION' /> + <value enum='PSA' description='PERCENT_OF_BMA_PREPAYMENT_CURVE' /> + <value enum='PURPOSE' description='PURPOSE' /> + <value enum='PXSOURCE' description='BENCHMARK_PRICE_SOURCE' /> + <value enum='RATING' description='RATING_SOURCE_AND_RANGE' /> + <value enum='REDEMPTION' description='TYPE_OF_REDEMPTION' /> + <value enum='RESTRICTED' description='RESTRICTED' /> + <value enum='SECTOR' description='MARKET_SECTOR' /> + <value enum='SECTYPE' description='SECURITY_TYPE_INCLUDED_OR_EXCLUDED' /> + <value enum='SMM' description='SINGLE_MONTHLY_MORTALITY' /> + <value enum='STRUCT' description='STRUCTURE' /> + <value enum='SUBSFREQ' description='SUBSTITUTIONS_FREQUENCY' /> + <value enum='SUBSLEFT' description='SUBSTITUTIONS_LEFT' /> + <value enum='TEXT' description='FREEFORM_TEXT' /> + <value enum='TRDVAR' description='TRADE_VARIANCE' /> + <value enum='WAC' description='WEIGHTED_AVERAGE_COUPON' /> + <value enum='WAL' description='WEIGHTED_AVERAGE_LIFE_COUPON' /> + <value enum='WALA' description='WEIGHTED_AVERAGE_LOAN_AGE' /> + <value enum='WAM' description='WEIGHTED_AVERAGE_MATURITY' /> + <value enum='WHOLE' description='WHOLE_POOL' /> + <value enum='YIELD' description='YIELD_RANGE' /> + <value enum='AVFICO' description='AVERAGE_FICO_SCORE' /> + <value enum='AVSIZE' description='AVERAGE_LOAN_SIZE' /> + <value enum='MAXBAL' description='MAXIMUM_LOAN_BALANCE' /> + <value enum='POOL' description='POOL_IDENTIFIER' /> + <value enum='ROLLTYPE' description='TYPE_OF_ROLL_TRADE' /> + <value enum='REFTRADE' description='REFERENCE_TO_ROLLING_OR_CLOSING_TRADE' /> + <value enum='REFPRIN' description='PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE' /> + <value enum='REFINT' description='INTEREST_OF_ROLLING_OR_CLOSING_TRADE' /> + <value enum='AVAILQTY' description='AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET' /> + <value enum='BROKERCREDIT' description='BROKERS_SALES_CREDIT' /> + <value enum='INTERNALPX' description='OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS' /> + <value enum='INTERNALQTY' description='OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS' /> + <value enum='LEAVEQTY' description='THE_MINIMUM_RESIDUAL_OFFER_QUANTITY' /> + <value enum='MAXORDQTY' description='MAXIMUM_ORDER_SIZE' /> + <value enum='ORDRINCR' description='ORDER_QUANTITY_INCREMENT' /> + <value enum='PRIMARY' description='PRIMARY_OR_SECONDARY_MARKET_INDICATOR' /> + <value enum='SALESCREDITOVR' description='BROKER_SALES_CREDIT_OVERRIDE' /> + <value enum='TRADERCREDIT' description='TRADERS_CREDIT' /> + <value enum='DISCOUNT' description='DISCOUNT_RATE' /> + <value enum='YTM' description='YIELD_TO_MATURITY' /> + </field> + <field number="234" name="StipulationValue" type="STRING" since="42" > + <value enum="CD" description="SPECIAL_CUM_DIVIDEND" /> + <value enum="XD" description="SPECIAL_EX_DIVIDEND" /> + <value enum="CC" description="SPECIAL_CUM_COUPON" /> + <value enum="XC" description="SPECIAL_EX_COUPON" /> + <value enum="CB" description="SPECIAL_CUM_BONUS" /> + <value enum="XB" description="SPECIAL_EX_BONUS" /> + <value enum="CR" description="SPECIAL_CUM_RIGHTS" /> + <value enum="XR" description="SPECIAL_EX_RIGHTS" /> + <value enum="CP" description="SPECIAL_CUM_CAPITAL_REPAYMENTS" /> + <value enum="XP" description="SPECIAL_EX_CAPITAL_REPAYMENTS" /> + <value enum="CS" description="CASH_SETTLEMENT" /> + <value enum="SP" description="SPECIAL_PRICE" /> + <value enum="TR" description="REPORT_FOR_EUROPEAN_EQUITY_MARKET_SECURITIES" /> + <value enum="GD" description="GUARANTEED_DELIVERY" /> + </field> + <field number='235' name='YieldType' type='STRING'> + <value enum='AFTERTAX' description='AFTER_TAX_YIELD' /> + <value enum='ANNUAL' description='ANNUAL_YIELD' /> + <value enum='ATISSUE' description='YIELD_AT_ISSUE' /> + <value enum='AVGMATURITY' description='YIELD_TO_AVG_MATURITY' /> + <value enum='BOOK' description='BOOK_YIELD' /> + <value enum='CALL' description='YIELD_TO_NEXT_CALL' /> + <value enum='CHANGE' description='YIELD_CHANGE_SINCE_CLOSE' /> + <value enum='CLOSE' description='CLOSING_YIELD' /> + <value enum='COMPOUND' description='COMPOUND_YIELD' /> + <value enum='CURRENT' description='CURRENT_YIELD' /> + <value enum='GOVTEQUIV' description='GVNT_EQUIVALENT_YIELD' /> + <value enum='GROSS' description='TRUE_GROSS_YIELD' /> + <value enum='INFLATION' description='YIELD_WITH_INFLATION_ASSUMPTION' /> + <value enum='INVERSEFLOATER' description='INVERSE_FLOATER_BOND_YIELD' /> + <value enum='LASTCLOSE' description='MOST_RECENT_CLOSING_YIELD' /> + <value enum='LASTMONTH' description='CLOSING_YIELD_MOST_RECENT_MONTH' /> + <value enum='LASTQUARTER' description='CLOSING_YIELD_MOST_RECENT_QUARTER' /> + <value enum='LASTYEAR' description='CLOSING_YIELD_MOST_RECENT_YEAR' /> + <value enum='LONGAVGLIFE' description='YIELD_TO_LONGEST_AVERAGE_LIFE' /> + <value enum='MARK' description='MARK_TO_MARKET_YIELD' /> + <value enum='MATURITY' description='YIELD_TO_MATURITY' /> + <value enum='NEXTREFUND' description='YIELD_TO_NEXT_REFUND' /> + <value enum='OPENAVG' description='OPEN_AVERAGE_YIELD' /> + <value enum='PREVCLOSE' description='PREVIOUS_CLOSE_YIELD' /> + <value enum='PROCEEDS' description='PROCEEDS_YIELD' /> + <value enum='PUT' description='YIELD_TO_NEXT_PUT' /> + <value enum='SEMIANNUAL' description='SEMI_ANNUAL_YIELD' /> + <value enum='SHORTAVGLIFE' description='YIELD_TO_SHORTEST_AVERAGE_LIFE' /> + <value enum='SIMPLE' description='SIMPLE_YIELD' /> + <value enum='TAXEQUIV' description='TAX_EQUIVALENT_YIELD' /> + <value enum='TENDER' description='YIELD_TO_TENDER_DATE' /> + <value enum='TRUE' description='TRUE_YIELD' /> + <value enum='VALUE1_32' description='YIELD_VALUE_OF_1_32' /> + <value enum='WORST' description='YIELD_TO_WORST' /> + </field> + <field number='236' name='Yield' type='PERCENTAGE' /> + <field number='237' name='TotalTakedown' type='AMT' /> + <field number='238' name='Concession' type='AMT' /> + <field number='239' name='RepoCollateralSecurityType' type='INT' /> + <field number='240' name='RedemptionDate' type='LOCALMKTDATE' /> + <field number='241' name='UnderlyingCouponPaymentDate' type='LOCALMKTDATE' /> + <field number='242' name='UnderlyingIssueDate' type='LOCALMKTDATE' /> + <field number='243' name='UnderlyingRepoCollateralSecurityType' type='INT' /> + <field number='244' name='UnderlyingRepurchaseTerm' type='INT' /> + <field number='245' name='UnderlyingRepurchaseRate' type='PERCENTAGE' /> + <field number='246' name='UnderlyingFactor' type='FLOAT' /> + <field number='247' name='UnderlyingRedemptionDate' type='LOCALMKTDATE' /> + <field number='248' name='LegCouponPaymentDate' type='LOCALMKTDATE' /> + <field number='249' name='LegIssueDate' type='LOCALMKTDATE' /> + <field number='250' name='LegRepoCollateralSecurityType' type='INT' /> + <field number='251' name='LegRepurchaseTerm' type='INT' /> + <field number='252' name='LegRepurchaseRate' type='PERCENTAGE' /> + <field number='253' name='LegFactor' type='FLOAT' /> + <field number='254' name='LegRedemptionDate' type='LOCALMKTDATE' /> + <field number='255' name='CreditRating' type='STRING' /> + <field number='256' name='UnderlyingCreditRating' type='STRING' /> + <field number='257' name='LegCreditRating' type='STRING' /> + <field number='258' name='TradedFlatSwitch' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='259' name='BasisFeatureDate' type='LOCALMKTDATE' /> + <field number='260' name='BasisFeaturePrice' type='PRICE' /> + <field number='262' name='MDReqID' type='STRING' /> + <field number='263' name='SubscriptionRequestType' type='CHAR'> + <value enum='0' description='SNAPSHOT' /> + <value enum='1' description='SNAPSHOT_PLUS_UPDATES' /> + <value enum='2' description='DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST' /> + </field> + <field number='264' name='MarketDepth' type='INT' /> + <field number='265' name='MDUpdateType' type='INT'> + <value enum='0' description='FULL_REFRESH' /> + <value enum='1' description='INCREMENTAL_REFRESH' /> + </field> + <field number='266' name='AggregatedBook' type='BOOLEAN'> + <value enum='Y' description='YES' /> + <value enum='N' description='NO' /> + </field> + <field number='267' name='NoMDEntryTypes' type='NUMINGROUP' /> + <field number='268' name='NoMDEntries' type='NUMINGROUP' /> + <field number='269' name='MDEntryType' type='CHAR'> + <value enum='0' description='BID' /> + <value enum='1' description='OFFER' /> + <value enum='2' description='TRADE' /> + <value enum='3' description='INDEX_VALUE' /> + <value enum='4' description='OPENING_PRICE' /> + <value enum='5' description='CLOSING_PRICE' /> + <value enum='6' description='SETTLEMENT_PRICE' /> + <value enum='7' description='TRADING_SESSION_HIGH_PRICE' /> + <value enum='8' description='TRADING_SESSION_LOW_PRICE' /> + <value enum='9' description='TRADING_SESSION_VWAP_PRICE' /> + <value enum='A' description='IMBALANCE' /> + <value enum='B' description='TRADE_VOLUME' /> + <value enum='C' description='OPEN_INTEREST' /> + <value enum='D' description='COMPOSITE_UNDERLYING_PRICE' /> + <value enum='E' description='SIMULATED_SELL_PRICE' /> + <value enum='F' description='SIMULATED_BUY_PRICE' /> + <value enum='G' description='MARGIN_RATE' /> + <value enum='H' description='MID_PRICE' /> + <value enum='J' description='EMPTY_BOOK' /> + <value enum='K' description='SETTLE_HIGH_PRICE' /> + <value enum='L' description='SETTLE_LOW_PRICE' /> + <value enum='M' description='PRIOR_SETTLE_PRICE' /> + <value enum='N' description='SESSION_HIGH_BID' /> + <value enum='O' description='SESSION_LOW_OFFER' /> + <value enum='P' description='EARLY_PRICES' /> + <value enum='Q' description='AUCTION_CLEARING_PRICE' /> + <value enum='S' description='SWAP_VALUE_FACTOR' /> + <value enum='R' description='DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS' /> + <value enum='T' description='CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS' /> + <value enum='U' description='DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS' /> + <value enum='V' description='CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS' /> + <value enum='Y' description='RECOVERY_RATE' /> + <value enum='Z' description='RECOVERY_RATE_FOR_LONG' /> + <value enum='a' description='RECOVERY_RATE_FOR_SHORT' /> + <value enum='W' description='FIXING_PRICE' /> + <value enum='X' description='CASH_RATE' /> + </field> + <field number='270' name='MDEntryPx' type='PRICE' /> + <field number='271' name='MDEntrySize' type='QTY' /> + <field number='272' name='MDEntryDate' type='UTCDATEONLY' /> + <field number='273' name='MDEntryTime' type='UTCTIMEONLY' /> + <field number='274' name='TickDirection' type='CHAR'> + <value enum='0' description='PLUS_TICK' /> + <value enum='1' description='ZERO_PLUS_TICK' /> + <value enum='2' description='MINUS_TICK' /> + <value enum='3' description='ZERO_MINUS_TICK' /> + </field> + <field number='275' name='MDMkt' type='EXCHANGE' /> + <field number='276' name='QuoteCondition' type='MULTIPLESTRINGVALUE'> + <value enum='A' description='OPEN_ACTIVE' /> + <value enum='B' description='CLOSED_INACTIVE' /> + <value enum='C' description='EXCHANGE_BEST' /> + <value enum='D' description='CONSOLIDATED_BEST' /> + <value enum='E' description='LOCKED' /> + <value enum='F' description='CROSSED' /> + <value enum='G' description='DEPTH' /> + <value enum='H' description='FAST_TRADING' /> + <value enum='I' description='NON_FIRM' /> + <value enum='L' description='MANUAL_SLOW_QUOTE' /> + <value enum='J' description='OUTRIGHT_PRICE' /> + <value enum='K' description='IMPLIED_PRICE' /> + <value enum='M' description='DEPTH_ON_OFFER' /> + <value enum='N' description='DEPTH_ON_BID' /> + <value enum='O' description='CLOSING' /> + <value enum='P' description='NEWS_DISSEMINATION' /> + <value enum='Q' description='TRADING_RANGE' /> + <value enum='R' description='ORDER_INFLUX' /> + <value enum='S' description='DUE_TO_RELATED' /> + <value enum='T' description='NEWS_PENDING' /> + <value enum='U' description='ADDITIONAL_INFO' /> + <value enum='V' description='ADDITIONAL_INFO_DUE_TO_RELATED' /> + <value enum='W' description='RESUME' /> + <value enum='X' description='VIEW_OF_COMMON' /> + <value enum='Y' description='VOLUME_ALERT' /> + <value enum='Z' description='ORDER_IMBALANCE' /> + <value enum='a' description='EQUIPMENT_CHANGEOVER' /> + <value enum='b' description='NO_OPEN' /> + <value enum='c' description='REGULAR_ETH' /> + <value enum='d' description='AUTOMATIC_EXECUTION' /> + <value enum='e' description='AUTOMATIC_EXECUTION_ETH' /> + <value enum='f ' description='FAST_MARKET_ETH' /> + <value enum='g' description='INACTIVE_ETH' /> + <value enum='h' description='ROTATION' /> + <value enum='i' description='ROTATION_ETH' /> + <value enum='j' description='HALT' /> + <value enum='k' description='HALT_ETH' /> + <value enum='l' description='DUE_TO_NEWS_DISSEMINATION' /> + <value enum='m' description='DUE_TO_NEWS_PENDING' /> + <value enum='n' description='TRADING_RESUME' /> + <value enum='o' description='OUT_OF_SEQUENCE' /> + <value enum='p' description='BID_SPECIALIST' /> + <value enum='q' description='OFFER_SPECIALIST' /> + <value enum='r' description='BID_OFFER_SPECIALIST' /> + <value enum='s' description='END_OF_DAY_SAM' /> + <value enum='t' description='FORBIDDEN_SAM' /> + <value enum='u' description='FROZEN_SAM' /> + <value enum='v' description='PREOPENING_SAM' /> + <value enum='w' description='OPENING_SAM' /> + <value enum='x' description='OPEN_SAM' /> + <value enum='y' description='SURVEILLANCE_SAM' /> + <value enum='z' description='SUSPENDED_SAM' /> + <value enum='0' description='RESERVED_SAM' /> + <value enum='1' description='NO_ACTIVE_SAM' /> + <value enum='2' description='RESTRICTED' /> + <value enum='3' description='REST_OF_BOOK_VWAP' /> + <value enum='4' description='BETTER_PRICES_IN_CONDITIONAL_ORDERS' /> + <value enum='5' description='MEDIAN_PRICE' /> + <value enum='6' description='FULL_CURVE' /> + <value enum='7' description='FLAT_CURVE' /> + </field> + <field number='277' name='TradeCondition' type='MULTIPLESTRINGVALUE'> + <value enum='A' description='CASH' /> + <value enum='B' description='AVERAGE_PRICE_TRADE' /> + <value enum='C' description='CASH_TRADE' /> + <value enum='D' description='NEXT_DAY' /> + <value enum='E' description='OPENING_REOPENING_TRADE_DETAIL' /> + <value enum='F' description='INTRADAY_TRADE_DETAIL' /> + <value enum='G' description='RULE_127_TRADE' /> + <value enum='H' description='RULE_155_TRADE' /> + <value enum='I' description='SOLD_LAST' /> + <value enum='J' description='NEXT_DAY_TRADE' /> + <value enum='K' description='OPENED' /> + <value enum='L' description='SELLER' /> + <value enum='M' description='SOLD' /> + <value enum='N' description='STOPPED_STOCK' /> + <value enum='P' description='IMBALANCE_MORE_BUYERS' /> + <value enum='Q' description='IMBALANCE_MORE_SELLERS' /> + <value enum='R' description='OPENING_PRICE' /> + <value enum='S' description='BARGAIN_CONDITION' /> + <value enum='T' description='CONVERTED_PRICE_INDICATOR' /> + <value enum='U' description='EXCHANGE_LAST' /> + <value enum='V' description='FINAL_PRICE_OF_SESSION' /> + <value enum='W' description='EX_PIT' /> + <value enum='X' description='CROSSED_X' /> + <value enum='Y' description='TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE' /> + <value enum='Z' description='TRADES_RESULTING_FROM_INTERMARKET_SWEEP' /> + <value enum='0' description='CANCEL' /> + <value enum='a' description='VOLUME_ONLY' /> + <value enum='b' description='DIRECT_PLUS' /> + <value enum='c' description='ACQUISITION' /> + <value enum='d' description='BUNCHED' /> + <value enum='e' description='DISTRIBUTION' /> + <value enum='f' description='BUNCHED_SALE' /> + <value enum='g' description='SPLIT_TRADE' /> + <value enum='h' description='CANCEL_STOPPED' /> + <value enum='i' description='CANCEL_ETH' /> + <value enum='j' description='CANCEL_STOPPED_ETH' /> + <value enum='k' description='OUT_OF_SEQUENCE_ETH' /> + <value enum='l' description='CANCEL_LAST_ETH' /> + <value enum='m' description='SOLD_LAST_SALE_ETH' /> + <value enum='n' description='CANCEL_LAST' /> + <value enum='o' description='SOLD_LAST_SALE' /> + <value enum='p' description='CANCEL_OPEN' /> + <value enum='q' description='CANCEL_OPEN_ETH' /> + <value enum='r' description='OPENED_SALE_ETH' /> + <value enum='s' description='CANCEL_ONLY' /> + <value enum='t' description='CANCEL_ONLY_ETH' /> + <value enum='u' description='LATE_OPEN_ETH' /> + <value enum='v' description='AUTO_EXECUTION_ETH' /> + <value enum='w' description='REOPEN' /> + <value enum='x' description='REOPEN_ETH' /> + <value enum='y' description='ADJUSTED' /> + <value enum='z' description='ADJUSTED_ETH' /> + <value enum='AA' description='SPREAD' /> + <value enum='AB' description='SPREAD_ETH' /> + <value enum='AC' description='STRADDLE' /> + <value enum='AD' description='STRADDLE_ETH' /> + <value enum='AE' description='STOPPED' /> + <value enum='AF' description='STOPPED_ETH' /> + <value enum='AG' description='REGULAR_ETH' /> + <value enum='AH' description='COMBO' /> + <value enum='AI' description='COMBO_ETH' /> + <value enum='AJ' description='OFFICIAL_CLOSING_PRICE' /> + <value enum='AK' description='PRIOR_REFERENCE_PRICE' /> + <value enum='AL' description='STOPPED_SOLD_LAST' /> + <value enum='AM' description='STOPPED_OUT_OF_SEQUENCE' /> + <value enum='AN' description='OFFICAL_CLOSING_PRICE' /> + <value enum='AO' description='CROSSED_AO' /> + <value enum='AP' description='FAST_MARKET' /> + <value enum='AQ' description='AUTOMATIC_EXECUTION' /> + <value enum='AR' description='FORM_T' /> + <value enum='AS' description='BASKET_INDEX' /> + <value enum='AT' description='BURST_BASKET' /> + <value enum='1' description='IMPLIED_TRADE' /> + <value enum='AV' description='OUTSIDE_SPREAD' /> + <value enum='2' description='MARKETPLACE_ENTERED_TRADE' /> + <value enum='3' description='MULT_ASSET_CLASS_MULTILEG_TRADE' /> + <value enum='4' description='MULTILEG_TO_MULTILEG_TRADE' /> + </field> + <field number='278' name='MDEntryID' type='STRING' /> + <field number='279' name='MDUpdateAction' type='CHAR'> + <value enum='0' description='NEW' /> + <value enum='1' description='CHANGE' /> + <value enum='2' description='DELETE' /> + <value enum='3' description='DELETE_THRU' /> + <value enum='4' description='DELETE_FROM' /> + <value enum='5' description='OVERLAY' /> + </field> + <field number='280' name='MDEntryRefID' type='STRING' /> + <field number='281' name='MDReqRejReason' type='CHAR'> + <value enum='0' description='UNKNOWN_SYMBOL' /> + <value enum='1' description='DUPLICATE_MDREQID' /> + <value enum='2' description='INSUFFICIENT_BANDWIDTH' /> + <value enum='3' description='INSUFFICIENT_PERMISSIONS' /> + <value enum='4' description='UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE' /> + <value enum='5' description='UNSUPPORTED_MARKETDEPTH' /> + <value enum='6' description='UNSUPPORTED_MDUPDATETYPE' /> + <value enum='7' description='UNSUPPORTED_AGGREGATEDBOOK' /> + <value enum='8' description='UNSUPPORTED_MDENTRYTYPE' /> + <value enum='9' description='UNSUPPORTED_TRADINGSESSIONID' /> + <value enum='A' description='UNSUPPORTED_SCOPE' /> + <value enum='B' description='UNSUPPORTED_OPENCLOSESETTLEFLAG' /> + <value enum='C' description='UNSUPPORTED_MDIMPLICITDELETE' /> + <value enum='D' description='INSUFFICIENT_CREDIT' /> + </field> + <field number='282' name='MDEntryOriginator' type='STRING' /> + <field number='283' name='LocationID' type='STRING' /> + <field number='284' name='DeskID' type='STRING' /> + <field number='285' name='DeleteReason' type='CHAR'> + <value enum='0' description='CANCELLATION' /> + <value enum='1' description='ERROR' /> + </field> + <field number='286' name='OpenCloseSettlFlag' type='MULTIPLECHARVALUE'> + <value enum='0' description='DAILY_OPEN' /> + <value enum='1' description='SESSION_OPEN' /> + <value enum='2' description='DELIVERY_SETTLEMENT_ENTRY' /> + <value enum='3' description='EXPECTED_ENTRY' /> + <value enum='4' description='ENTRY_FROM_PREVIOUS_BUSINESS_DAY' /> + <value enum='5' description='THEORETICAL_PRICE_VALUE' /> + </field> + <field number='287' name='SellerDays' type='INT' /> + <field number='288' name='MDEntryBuyer' type='STRING' /> + <field number='289' name='MDEntrySeller' type='STRING' /> + <field number='290' name='MDEntryPositionNo' type='INT' /> + <field number='291' name='FinancialStatus' type='MULTIPLECHARVALUE'> + <value enum='1' description='BANKRUPT' /> + <value enum='2' description='PENDING_DELISTING' /> + <value enum='3' description='RESTRICTED' /> + </field> + <field number='292' name='CorporateAction' type='MULTIPLECHARVALUE'> + <value enum='A' description='EX_DIVIDEND' /> + <value enum='B' description='EX_DISTRIBUTION' /> + <value enum='C' description='EX_RIGHTS' /> + <value enum='D' description='NEW' /> + <value enum='E' description='EX_INTEREST' /> + <value enum='F' description='CASH_DIVIDEND' /> + <value enum='G' description='STOCK_DIVIDEND' /> + <value enum='H' description='NON_INTEGER_STOCK_SPLIT' /> + <value enum='I' description='REVERSE_STOCK_SPLIT' /> + <value enum='J' description='STANDARD_INTEGER_STOCK_SPLIT' /> + <value enum='K' description='POSITION_CONSOLIDATION' /> + <value enum='L' description='LIQUIDATION_REORGANIZATION' /> + <value enum='M' description='MERGER_REORGANIZATION' /> + <value enum='N' description='RIGHTS_OFFERING' /> + <value enum='O' description='SHAREHOLDER_MEETING' /> + <value enum='P' description='SPINOFF' /> + <value enum='Q' description='TENDER_OFFER' /> + <value enum='R' description='WARRANT' /> + <value enum='S' description='SPECIAL_ACTION' /> + <value enum='T' description='SYMBOL_CONVERSION' /> + <value enum='U' description='CUSIP' /> + <value enum='V' description='LEAP_ROLLOVER' /> + <value enum='W' description='SUCCESSION_EVENT' /> + </field> + <field number='293' name='DefBidSize' type='QTY' /> + <field number='294' name='DefOfferSize' type='QTY' /> + <field number='295' name='NoQuoteEntries' type='NUMINGROUP' /> + <field number='296' name='NoQuoteSets' type='NUMINGROUP' /> + <field number='297' name='QuoteStatus' type='INT'> + <value enum='0' description='ACCEPTED' /> + <value enum='1' description='CANCEL_FOR_SYMBOL' /> + <value enum='10' description='PENDING' /> + <value enum='11' description='PASS' /> + <value enum='12' description='LOCKED_MARKET_WARNING' /> + <value enum='13' description='CROSS_MARKET_WARNING' /> + <value enum='14' description='CANCELED_DUE_TO_LOCK_MARKET' /> + <value enum='15' description='CANCELED_DUE_TO_CROSS_MARKET' /> + <value enum='2' description='CANCELED_FOR_SECURITY_TYPE' /> + <value enum='3' description='CANCELED_FOR_UNDERLYING' /> + <value enum='4' description='CANCELED_ALL' /> + <value enum='5' description='REJECTED' /> + <value enum='6' description='REMOVED_FROM_MARKET' /> + <value enum='7' description='EXPIRED' /> + <value enum='8' description='QUERY' /> + <value enum='9' description='QUOTE_NOT_FOUND' /> + <value enum='16' description='ACTIVE' /> + <value enum='17' description='CANCELED' /> + <value enum='18' description='UNSOLICITED_QUOTE_REPLENISHMENT' /> + <value enum='19' description='PENDING_END_TRADE' /> + <value enum='20' description='TOO_LATE_TO_END' /> + </field> + <field number='298' name='QuoteCancelType' type='INT'> + <value enum='1' description='CANCEL_FOR_ONE_OR_MORE_SECURITIES' /> + <value enum='2' description='CANCEL_FOR_SECURITY_TYPE' /> + <value enum='3' description='CANCEL_FOR_UNDERLYING_SECURITY' /> + <value enum='4' description='CANCEL_ALL_QUOTES' /> + <value enum='5' description='CANCEL_QUOTE_SPECIFIED_IN_QUOTEID' /> + <value enum='6' description='CANCEL_BY_QUOTETYPE' /> + <value enum='7' description='CANCEL_FOR_SECURITY_ISSUER' /> + <value enum='8' description='CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY' /> + </field> + <field number='299' name='QuoteEntryID' type='STRING' /> + <field number='300' name='QuoteRejectReason' type='INT'> + <value enum='1' description='UNKNOWN_SYMBOL' /> + <value enum='2' description='EXCHANGE' /> + <value enum='3' description='QUOTE_REQUEST_EXCEEDS_LIMIT' /> + <value enum='4' description='TOO_LATE_TO_ENTER' /> + <value enum='5' description='UNKNOWN_QUOTE' /> + <value enum='6' description='DUPLICATE_QUOTE' /> + <value enum='7' description='INVALID_BID_ASK_SPREAD' /> + <value enum='8' description='INVALID_PRICE' /> + <value enum='9' description='NOT_AUTHORIZED_TO_QUOTE_SECURITY' /> + <value enum='99' description='OTHER' /> + <value enum='10' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' /> + <value enum='11' description='QUOTE_LOCKED' /> + <value enum='12' description='INVALID_OR_UNKNOWN_SECURITY_ISSUER' /> + <value enum='13' description='INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY' /> + </field> + <field number='301' name='QuoteResponseLevel' type='INT'> + <value enum='0' description='NO_ACKNOWLEDGEMENT' /> + <value enum='1' description='ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES' /> + <value enum='2' description='ACKNOWLEDGE_EACH_QUOTE_MESSAGE' /> + <value enum='3' description='SUMMARY_ACKNOWLEDGEMENT' /> + </field> + <field number='302' name='QuoteSetID' type='STRING' /> + <field number='303' name='QuoteRequestType' type='INT'> + <value enum='1' description='MANUAL' /> + <value enum='2' description='AUTOMATIC' /> + </field> + <field number='304' name='TotNoQuoteEntries' type='INT' /> + <field number='305' name='UnderlyingSecurityIDSource' type='STRING' /> + <field number='306' name='UnderlyingIssuer' type='STRING' /> + <field number='307' name='UnderlyingSecurityDesc' type='STRING' /> + <field number='308' name='UnderlyingSecurityExchange' type='EXCHANGE' /> + <field number='309' name='UnderlyingSecurityID' type='STRING' /> + <field number='310' name='UnderlyingSecurityType' type='STRING' /> + <field number='311' name='UnderlyingSymbol' type='STRING' /> + <field number='312' name='UnderlyingSymbolSfx' type='STRING' /> + <field number='313' name='UnderlyingMaturityMonthYear' type='MONTHYEAR' /> + <field number='314' name='UnderlyingMaturityDay' type='DAYOFMONTH' /> + <field number='315' name='UnderlyingPutOrCall' type='INT' /> + <field number='316' name='UnderlyingStrikePrice' type='PRICE' /> + <field number='317' name='UnderlyingOptAttribute' type='CHAR' /> + <field number='318' name='UnderlyingCurrency' type='CURRENCY' /> + <field number='319' name='RatioQty' type='QTY' /> + <field number='320' name='SecurityReqID' type='STRING' /> + <field number='321' name='SecurityRequestType' type='INT'> + <value enum='0' description='REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS' /> + <value enum='1' description='REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED' /> + <value enum='2' description='REQUEST_LIST_SECURITY_TYPES' /> + <value enum='3' description='REQUEST_LIST_SECURITIES' /> + <value enum='4' description='SYMBOL' /> + <value enum='5' description='SECURITYTYPE_AND_OR_CFICODE' /> + <value enum='6' description='PRODUCT' /> + <value enum='7' description='TRADINGSESSIONID' /> + <value enum='8' description='ALL_SECURITIES' /> + <value enum='9' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' /> + </field> + <field number='322' name='SecurityResponseID' type='STRING' /> + <field number='323' name='SecurityResponseType' type='INT'> + <value enum='1' description='ACCEPT_SECURITY_PROPOSAL_AS_IS' /> + <value enum='2' description='ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE' /> + <value enum='3' description='LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST' /> + <value enum='4' description='LIST_OF_SECURITIES_RETURNED_PER_REQUEST' /> + <value enum='5' description='REJECT_SECURITY_PROPOSAL' /> + <value enum='6' description='CANNOT_MATCH_SELECTION_CRITERIA' /> + </field> + <field number='324' name='SecurityStatusReqID' type='STRING' /> + <field number='325' name='UnsolicitedIndicator' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='326' name='SecurityTradingStatus' type='INT'> + <value enum='1' description='OPENING_DELAY' /> + <value enum='10' description='MARKET_ON_CLOSE_IMBALANCE_SELL' /> + <value enum='11' description='11' /> + <value enum='12' description='NO_MARKET_IMBALANCE' /> + <value enum='13' description='NO_MARKET_ON_CLOSE_IMBALANCE' /> + <value enum='14' description='ITS_PRE_OPENING' /> + <value enum='15' description='NEW_PRICE_INDICATION' /> + <value enum='16' description='TRADE_DISSEMINATION_TIME' /> + <value enum='17' description='READY_TO_TRADE' /> + <value enum='18' description='NOT_AVAILABLE_FOR_TRADING' /> + <value enum='19' description='NOT_TRADED_ON_THIS_MARKET' /> + <value enum='2' description='TRADING_HALT' /> + <value enum='20' description='UNKNOWN_OR_INVALID' /> + <value enum='21' description='PRE_OPEN' /> + <value enum='22' description='OPENING_ROTATION' /> + <value enum='23' description='FAST_MARKET' /> + <value enum='3' description='RESUME' /> + <value enum='4' description='NO_OPEN' /> + <value enum='5' description='PRICE_INDICATION' /> + <value enum='6' description='TRADING_RANGE_INDICATION' /> + <value enum='7' description='MARKET_IMBALANCE_BUY' /> + <value enum='8' description='MARKET_IMBALANCE_SELL' /> + <value enum='9' description='MARKET_ON_CLOSE_IMBALANCE_BUY' /> + <value enum='24' description='PRE_CROSS' /> + <value enum='25' description='CROSS' /> + <value enum='26' description='POST_CLOSE' /> + </field> + <field number='327' name='HaltReasonInt' type='INT'> + <value enum='0' description='NEWS_DISSEMINATION' /> + <value enum='1' description='ORDER_INFLUX' /> + <value enum='2' description='ORDER_IMBALANCE' /> + <value enum='3' description='ADDITIONAL_INFORMATION' /> + <value enum='4' description='NEWS_PENDING' /> + <value enum='5' description='EQUIPMENT_CHANGEOVER' /> + </field> + <field number='328' name='InViewOfCommon' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='329' name='DueToRelated' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='330' name='BuyVolume' type='QTY' /> + <field number='331' name='SellVolume' type='QTY' /> + <field number='332' name='HighPx' type='PRICE' /> + <field number='333' name='LowPx' type='PRICE' /> + <field number='334' name='Adjustment' type='INT'> + <value enum='1' description='CANCEL' /> + <value enum='2' description='ERROR' /> + <value enum='3' description='CORRECTION' /> + </field> + <field number='335' name='TradSesReqID' type='STRING' /> + <field number='336' name='TradingSessionID' type='STRING'> + <value enum='1' description='DAY' /> + <value enum='2' description='HALFDAY' /> + <value enum='3' description='MORNING' /> + <value enum='4' description='AFTERNOON' /> + <value enum='5' description='EVENING' /> + <value enum='6' description='AFTER_HOURS' /> + </field> + <field number='337' name='ContraTrader' type='STRING' /> + <field number='338' name='TradSesMethod' type='INT'> + <value enum='1' description='ELECTRONIC' /> + <value enum='2' description='OPEN_OUTCRY' /> + <value enum='3' description='TWO_PARTY' /> + </field> + <field number='339' name='TradSesMode' type='INT'> + <value enum='1' description='TESTING' /> + <value enum='2' description='SIMULATED' /> + <value enum='3' description='PRODUCTION' /> + </field> + <field number='340' name='TradSesStatus' type='INT'> + <value enum='0' description='UNKNOWN' /> + <value enum='1' description='HALTED' /> + <value enum='2' description='OPEN' /> + <value enum='3' description='CLOSED' /> + <value enum='4' description='PRE_OPEN' /> + <value enum='5' description='PRE_CLOSE' /> + <value enum='6' description='REQUEST_REJECTED' /> + </field> + <field number='341' name='TradSesStartTime' type='UTCTIMESTAMP' /> + <field number='342' name='TradSesOpenTime' type='UTCTIMESTAMP' /> + <field number='343' name='TradSesPreCloseTime' type='UTCTIMESTAMP' /> + <field number='344' name='TradSesCloseTime' type='UTCTIMESTAMP' /> + <field number='345' name='TradSesEndTime' type='UTCTIMESTAMP' /> + <field number='346' name='NumberOfOrders' type='INT' /> + <field number="347" name="MessageEncoding" type="STRING"> + <value enum="ISO-2022-JP" description="ISO_2022_JP" /> + <value enum="EUC-JP" description="EUC_JP" /> + <value enum="SHIFT_JIS" description="SHIFT_JIS" /> + <value enum="UTF-8" description="UTF_8" /> + </field> + <field number='348' name='EncodedIssuerLen' type='LENGTH' /> + <field number='349' name='EncodedIssuer' type='DATA' /> + <field number='350' name='EncodedSecurityDescLen' type='LENGTH' /> + <field number='351' name='EncodedSecurityDesc' type='DATA' /> + <field number='352' name='EncodedListExecInstLen' type='LENGTH' /> + <field number='353' name='EncodedListExecInst' type='DATA' /> + <field number='354' name='EncodedTextLen' type='LENGTH' /> + <field number='355' name='EncodedText' type='DATA' /> + <field number='356' name='EncodedSubjectLen' type='LENGTH' /> + <field number='357' name='EncodedSubject' type='DATA' /> + <field number='358' name='EncodedHeadlineLen' type='LENGTH' /> + <field number='359' name='EncodedHeadline' type='DATA' /> + <field number='360' name='EncodedAllocTextLen' type='LENGTH' /> + <field number='361' name='EncodedAllocText' type='DATA' /> + <field number='362' name='EncodedUnderlyingIssuerLen' type='LENGTH' /> + <field number='363' name='EncodedUnderlyingIssuer' type='DATA' /> + <field number='364' name='EncodedUnderlyingSecurityDescLen' type='LENGTH' /> + <field number='365' name='EncodedUnderlyingSecurityDesc' type='DATA' /> + <field number='366' name='AllocPrice' type='PRICE' /> + <field number='367' name='QuoteSetValidUntilTime' type='UTCTIMESTAMP' /> + <field number='368' name='QuoteEntryRejectReason' type='INT' /> + <field number='369' name='LastMsgSeqNumProcessed' type='SEQNUM' /> + <field number='370' name='OnBehalfOfSendingTime' type='UTCTIMESTAMP' /> + <field number='371' name='RefTagID' type='INT' /> + <field number='372' name='RefMsgType' type='STRING' /> + <field number='373' name='SessionRejectReason' type='INT'> + <value enum='0' description='INVALID_TAG_NUMBER' /> + <value enum='1' description='REQUIRED_TAG_MISSING' /> + <value enum='10' description='SENDINGTIME_ACCURACY_PROBLEM' /> + <value enum='11' description='INVALID_MSGTYPE' /> + <value enum='12' description='XML_VALIDATION_ERROR' /> + <value enum='13' description='TAG_APPEARS_MORE_THAN_ONCE' /> + <value enum='14' description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' /> + <value enum='15' description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' /> + <value enum='16' description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' /> + <value enum='17' description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' /> + <value enum='2' description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' /> + <value enum='3' description='UNDEFINED_TAG' /> + <value enum='4' description='TAG_SPECIFIED_WITHOUT_A_VALUE' /> + <value enum='5' description='VALUE_IS_INCORRECT' /> + <value enum='6' description='INCORRECT_DATA_FORMAT_FOR_VALUE' /> + <value enum='7' description='DECRYPTION_PROBLEM' /> + <value enum='8' description='SIGNATURE_PROBLEM' /> + <value enum='9' description='COMPID_PROBLEM' /> + <value enum='99' description='OTHER' /> + <value enum='18' description='INVALID_UNSUPPORTED_APPLICATION_VERSION' /> + </field> + <field number='374' name='BidRequestTransType' type='CHAR'> + <value enum='C' description='CANCEL' /> + <value enum='N' description='NO' /> + </field> + <field number='375' name='ContraBroker' type='STRING' /> + <field number='376' name='ComplianceID' type='STRING' /> + <field number='377' name='SolicitedFlag' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='378' name='ExecRestatementReason' type='INT'> + <value enum='0' description='GT_CORPORATE_ACTION' /> + <value enum='1' description='GT_RENEWAL' /> + <value enum='10' description='WAREHOUSE_RECAP' /> + <value enum='2' description='VERBAL_CHANGE' /> + <value enum='3' description='REPRICING_OF_ORDER' /> + <value enum='4' description='BROKER_OPTION' /> + <value enum='5' description='PARTIAL_DECLINE_OF_ORDERQTY' /> + <value enum='6' description='CANCEL_ON_TRADING_HALT' /> + <value enum='7' description='CANCEL_ON_SYSTEM_FAILURE' /> + <value enum='8' description='MARKET' /> + <value enum='9' description='CANCELED_NOT_BEST' /> + <value enum='99' description='OTHER' /> + <value enum='11' description='PEG_REFRESH' /> + </field> + <field number='379' name='BusinessRejectRefID' type='STRING' /> + <field number='380' name='BusinessRejectReason' type='INT'> + <value enum='0' description='OTHER' /> + <value enum='1' description='UNKNOWN_ID' /> + <value enum='2' description='UNKNOWN_SECURITY' /> + <value enum='3' description='UNSUPPORTED_MESSAGE_TYPE' /> + <value enum='4' description='APPLICATION_NOT_AVAILABLE' /> + <value enum='5' description='CONDITIONALLY_REQUIRED_FIELD_MISSING' /> + <value enum='6' description='NOT_AUTHORIZED' /> + <value enum='7' description='DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME' /> + <value enum='18' description='INVALID_PRICE_INCREMENT' /> + </field> + <field number='381' name='GrossTradeAmt' type='AMT' /> + <field number='382' name='NoContraBrokers' type='NUMINGROUP' /> + <field number='383' name='MaxMessageSize' type='LENGTH' /> + <field number='384' name='NoMsgTypes' type='NUMINGROUP' /> + <field number='385' name='MsgDirection' type='CHAR'> + <value enum='R' description='RECEIVE' /> + <value enum='S' description='SEND' /> + </field> + <field number='386' name='NoTradingSessions' type='NUMINGROUP' /> + <field number='387' name='TotalVolumeTraded' type='QTY' /> + <field number='388' name='DiscretionInst' type='CHAR'> + <value enum='0' description='RELATED_TO_DISPLAYED_PRICE' /> + <value enum='1' description='RELATED_TO_MARKET_PRICE' /> + <value enum='2' description='RELATED_TO_PRIMARY_PRICE' /> + <value enum='3' description='RELATED_TO_LOCAL_PRIMARY_PRICE' /> + <value enum='4' description='RELATED_TO_MIDPOINT_PRICE' /> + <value enum='5' description='RELATED_TO_LAST_TRADE_PRICE' /> + <value enum='6' description='RELATED_TO_VWAP' /> + <value enum='7' description='AVERAGE_PRICE_GUARANTEE' /> + </field> + <field number='389' name='DiscretionOffsetValue' type='FLOAT' /> + <field number='390' name='BidID' type='STRING' /> + <field number='391' name='ClientBidID' type='STRING' /> + <field number='392' name='ListName' type='STRING' /> + <field number='393' name='TotNoRelatedSym' type='INT' /> + <field number='394' name='BidType' type='INT'> + <value enum='1' description='NON_DISCLOSED_STYLE' /> + <value enum='2' description='DISCLOSED_SYTLE' /> + <value enum='3' description='NO_BIDDING_PROCESS' /> + </field> + <field number='395' name='NumTickets' type='INT' /> + <field number='396' name='SideValue1' type='AMT' /> + <field number='397' name='SideValue2' type='AMT' /> + <field number='398' name='NoBidDescriptors' type='NUMINGROUP' /> + <field number='399' name='BidDescriptorType' type='INT'> + <value enum='1' description='SECTOR' /> + <value enum='2' description='COUNTRY' /> + <value enum='3' description='INDEX' /> + </field> + <field number='400' name='BidDescriptor' type='STRING' /> + <field number='401' name='SideValueInd' type='INT'> + <value enum='1' description='SIDE_VALUE_1' /> + <value enum='2' description='SIDE_VALUE_2' /> + </field> + <field number='402' name='LiquidityPctLow' type='PERCENTAGE' /> + <field number='403' name='LiquidityPctHigh' type='PERCENTAGE' /> + <field number='404' name='LiquidityValue' type='AMT' /> + <field number='405' name='EFPTrackingError' type='PERCENTAGE' /> + <field number='406' name='FairValue' type='AMT' /> + <field number='407' name='OutsideIndexPct' type='PERCENTAGE' /> + <field number='408' name='ValueOfFutures' type='AMT' /> + <field number='409' name='LiquidityIndType' type='INT'> + <value enum='1' description='5_DAY_MOVING_AVERAGE' /> + <value enum='2' description='20_DAY_MOVING_AVERAGE' /> + <value enum='3' description='NORMAL_MARKET_SIZE' /> + <value enum='4' description='OTHER' /> + </field> + <field number='410' name='WtAverageLiquidity' type='PERCENTAGE' /> + <field number='411' name='ExchangeForPhysical' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='412' name='OutMainCntryUIndex' type='AMT' /> + <field number='413' name='CrossPercent' type='PERCENTAGE' /> + <field number='414' name='ProgRptReqs' type='INT'> + <value enum='1' description='BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST' /> + <value enum='2' description='SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD' /> + <value enum='3' description='REAL_TIME_EXECUTION_REPORTS' /> + </field> + <field number='415' name='ProgPeriodInterval' type='INT' /> + <field number='416' name='IncTaxInd' type='INT'> + <value enum='1' description='NET' /> + <value enum='2' description='GROSS' /> + </field> + <field number='417' name='NumBidders' type='INT' /> + <field number='418' name='BidTradeType' type='CHAR'> + <value enum='A' description='AGENCY' /> + <value enum='G' description='VWAP_GUARANTEE' /> + <value enum='J' description='GUARANTEED_CLOSE' /> + <value enum='R' description='RISK_TRADE' /> + </field> + <field number='419' name='BasisPxType' type='CHAR'> + <value enum='2' description='CLOSING_PRICE_AT_MORNING_SESSION' /> + <value enum='3' description='CLOSING_PRICE' /> + <value enum='4' description='CURRENT_PRICE' /> + <value enum='5' description='SQ' /> + <value enum='6' description='VWAP_THROUGH_A_DAY' /> + <value enum='7' description='VWAP_THROUGH_A_MORNING_SESSION' /> + <value enum='8' description='VWAP_THROUGH_AN_AFTERNOON_SESSION' /> + <value enum='9' description='VWAP_THROUGH_A_DAY_EXCEPT_YORI' /> + <value enum='A' description='VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI' /> + <value enum='B' description='VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI' /> + <value enum='C' description='STRIKE' /> + <value enum='D' description='OPEN' /> + <value enum='Z' description='OTHERS' /> + </field> + <field number='420' name='NoBidComponents' type='NUMINGROUP' /> + <field number='421' name='Country' type='COUNTRY' /> + <field number='422' name='TotNoStrikes' type='INT' /> + <field number='423' name='PriceType' type='INT'> + <value enum='1' description='PERCENTAGE' /> + <value enum='10' description='FIXED_CABINET_TRADE_PRICE' /> + <value enum='11' description='VARIABLE_CABINET_TRADE_PRICE' /> + <value enum='2' description='PER_UNIT' /> + <value enum='3' description='FIXED_AMOUNT' /> + <value enum='4' description='DISCOUNT' /> + <value enum='5' description='PREMIUM' /> + <value enum='6' description='SPREAD' /> + <value enum='7' description='TED_PRICE' /> + <value enum='8' description='TED_YIELD' /> + <value enum='9' description='YIELD' /> + <value enum='13' description='PRODUCT_TICKS_IN_HALFS' /> + <value enum='14' description='PRODUCT_TICKS_IN_FOURTHS' /> + <value enum='15' description='PRODUCT_TICKS_IN_EIGHTS' /> + <value enum='16' description='PRODUCT_TICKS_IN_SIXTEENTHS' /> + <value enum='17' description='PRODUCT_TICKS_IN_THIRTY_SECONDS' /> + <value enum='18' description='PRODUCT_TICKS_IN_SIXTY_FORTHS' /> + <value enum='19' description='PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS' /> + </field> + <field number='424' name='DayOrderQty' type='QTY' /> + <field number='425' name='DayCumQty' type='QTY' /> + <field number='426' name='DayAvgPx' type='PRICE' /> + <field number='427' name='GTBookingInst' type='INT'> + <value enum='0' description='BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION' /> + <value enum='1' description='ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES' /> + <value enum='2' description='ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE' /> + </field> + <field number='428' name='NoStrikes' type='NUMINGROUP' /> + <field number='429' name='ListStatusType' type='INT'> + <value enum='1' description='ACK' /> + <value enum='2' description='RESPONSE' /> + <value enum='3' description='TIMED' /> + <value enum='4' description='EXEC_STARTED' /> + <value enum='5' description='ALL_DONE' /> + <value enum='6' description='ALERT' /> + </field> + <field number='430' name='NetGrossInd' type='INT'> + <value enum='1' description='NET' /> + <value enum='2' description='GROSS' /> + </field> + <field number='431' name='ListOrderStatus' type='INT'> + <value enum='1' description='IN_BIDDING_PROCESS' /> + <value enum='2' description='RECEIVED_FOR_EXECUTION' /> + <value enum='3' description='EXECUTING' /> + <value enum='4' description='CANCELLING' /> + <value enum='5' description='ALERT' /> + <value enum='6' description='ALL_DONE' /> + <value enum='7' description='REJECT' /> + </field> + <field number='432' name='ExpireDate' type='LOCALMKTDATE' /> + <field number='433' name='ListExecInstType' type='CHAR'> + <value enum='1' description='IMMEDIATE' /> + <value enum='2' description='WAIT_FOR_EXECUT_INSTRUCTION' /> + <value enum='3' description='EXCHANGE_SWITCH_CIV_ORDER_3' /> + <value enum='4' description='EXCHANGE_SWITCH_CIV_ORDER_4' /> + <value enum='5' description='EXCHANGE_SWITCH_CIV_ORDER_5' /> + </field> + <field number='434' name='CxlRejResponseTo' type='CHAR'> + <value enum='1' description='ORDER_CANCEL_REQUEST' /> + <value enum='2' description='ORDER_CANCEL_REPLACE_REQUEST' /> + </field> + <field number='435' name='UnderlyingCouponRate' type='PERCENTAGE' /> + <field number='436' name='UnderlyingContractMultiplier' type='FLOAT' /> + <field number='437' name='ContraTradeQty' type='QTY' /> + <field number='438' name='ContraTradeTime' type='UTCTIMESTAMP' /> + <field number='439' name='ClearingFirm' type='STRING' /> + <field number='440' name='ClearingAccount' type='STRING' /> + <field number='441' name='LiquidityNumSecurities' type='INT' /> + <field number='442' name='MultiLegReportingType' type='CHAR'> + <value enum='1' description='SINGLE_SECURITY' /> + <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY' /> + <value enum='3' description='MULTI_LEG_SECURITY' /> + </field> + <field number='443' name='StrikeTime' type='UTCTIMESTAMP' /> + <field number='444' name='ListStatusText' type='STRING' /> + <field number='445' name='EncodedListStatusTextLen' type='LENGTH' /> + <field number='446' name='EncodedListStatusText' type='DATA' /> + <field number='447' name='PartyIDSource' type='CHAR'> + <value enum='1' description='KOREAN_INVESTOR_ID' /> + <value enum='2' description='TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID' /> + <value enum='3' description='TAIWANESE_TRADING_ACCT' /> + <value enum='4' description='MALAYSIAN_CENTRAL_DEPOSITORY' /> + <value enum='5' description='CHINESE_INVESTOR_ID' /> + <value enum='6' description='UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER' /> + <value enum='7' description='US_SOCIAL_SECURITY_NUMBER' /> + <value enum='8' description='US_EMPLOYER_OR_TAX_ID_NUMBER' /> + <value enum='9' description='AUSTRALIAN_BUSINESS_NUMBER' /> + <value enum='A' description='AUSTRALIAN_TAX_FILE_NUMBER' /> + <value enum='B' description='BIC' /> + <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' /> + <value enum='D' description='PROPRIETARY' /> + <value enum='E' description='ISO_COUNTRY_CODE' /> + <value enum='F' description='SETTLEMENT_ENTITY_LOCATION' /> + <value enum='G' description='MIC' /> + <value enum='H' description='CSD_PARTICIPANT_MEMBER_CODE' /> + <value enum='I' description='DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT' /> + </field> + <field number='448' name='PartyID' type='STRING' /> + <field number='449' name='TotalVolumeTradedDate' type='UTCDATEONLY' /> + <field number='450' name='TotalVolumeTradedTime' type='UTCTIMEONLY' /> + <field number='451' name='NetChgPrevDay' type='PRICEOFFSET' /> + <field number='452' name='PartyRole' type='INT'> + <value enum='1' description='EXECUTING_FIRM' /> + <value enum='10' description='SETTLEMENT_LOCATION' /> + <value enum='11' description='ORDER_ORIGINATION_TRADER' /> + <value enum='12' description='EXECUTING_TRADER' /> + <value enum='13' description='ORDER_ORIGINATION_FIRM' /> + <value enum='14' description='GIVEUP_CLEARING_FIRM' /> + <value enum='15' description='CORRESPONDANT_CLEARING_FIRM' /> + <value enum='16' description='EXECUTING_SYSTEM' /> + <value enum='17' description='CONTRA_FIRM' /> + <value enum='18' description='CONTRA_CLEARING_FIRM' /> + <value enum='19' description='SPONSORING_FIRM' /> + <value enum='2' description='BROKER_OF_CREDIT' /> + <value enum='20' description='UNDERLYING_CONTRA_FIRM' /> + <value enum='21' description='CLEARING_ORGANIZATION' /> + <value enum='22' description='EXCHANGE' /> + <value enum='24' description='CUSTOMER_ACCOUNT' /> + <value enum='25' description='CORRESPONDENT_CLEARING_ORGANIZATION' /> + <value enum='26' description='CORRESPONDENT_BROKER' /> + <value enum='27' description='BUYER_SELLER' /> + <value enum='28' description='CUSTODIAN' /> + <value enum='29' description='INTERMEDIARY' /> + <value enum='3' description='CLIENT_ID' /> + <value enum='30' description='AGENT' /> + <value enum='31' description='SUB_CUSTODIAN' /> + <value enum='32' description='BENEFICIARY' /> + <value enum='33' description='INTERESTED_PARTY' /> + <value enum='34' description='REGULATORY_BODY' /> + <value enum='35' description='LIQUIDITY_PROVIDER' /> + <value enum='36' description='ENTERING_TRADER' /> + <value enum='37' description='CONTRA_TRADER' /> + <value enum='38' description='POSITION_ACCOUNT' /> + <value enum='4' description='CLEARING_FIRM' /> + <value enum='5' description='INVESTOR_ID' /> + <value enum='6' description='INTRODUCING_FIRM' /> + <value enum='7' description='ENTERING_FIRM' /> + <value enum='8' description='LOCATE' /> + <value enum='9' description='FUND_MANAGER_CLIENT_ID' /> + <value enum='60' description='INTRODUCING_BROKER' /> + <value enum='41' description='CONTRA_POSITION_ACCOUNT' /> + <value enum='42' description='CONTRA_EXCHANGE' /> + <value enum='43' description='INTERNAL_CARRY_ACCOUNT' /> + <value enum='44' description='ORDER_ENTRY_OPERATOR_ID' /> + <value enum='45' description='SECONDARY_ACCOUNT_NUMBER' /> + <value enum='46' description='FOREIGN_FIRM' /> + <value enum='47' description='THIRD_PARTY_ALLOCATION_FIRM' /> + <value enum='48' description='CLAIMING_ACCOUNT' /> + <value enum='49' description='ASSET_MANAGER' /> + <value enum='50' description='PLEDGOR_ACCOUNT' /> + <value enum='51' description='PLEDGEE_ACCOUNT' /> + <value enum='52' description='LARGE_TRADER_REPORTABLE_ACCOUNT' /> + <value enum='53' description='TRADER_MNEMONIC' /> + <value enum='54' description='SENDER_LOCATION' /> + <value enum='55' description='SESSION_ID' /> + <value enum='56' description='ACCEPTABLE_COUNTERPARTY' /> + <value enum='57' description='UNACCEPTABLE_COUNTERPARTY' /> + <value enum='58' description='ENTERING_UNIT' /> + <value enum='59' description='EXECUTING_UNIT' /> + <value enum='39' description='CONTRA_INVESTOR_ID' /> + <value enum='40' description='TRANSFER_TO_FIRM' /> + <value enum='61' description='QUOTE_ORIGINATOR' /> + <value enum='62' description='REPORT_ORIGINATOR' /> + <value enum='63' description='SYSTEMATIC_INTERNALISER' /> + <value enum='64' description='MULTILATERAL_TRADING_FACILITY' /> + <value enum='65' description='REGULATED_MARKET' /> + <value enum='66' description='MARKET_MAKER' /> + <value enum='67' description='INVESTMENT_FIRM' /> + <value enum='68' description='HOST_COMPETENT_AUTHORITY' /> + <value enum='69' description='HOME_COMPETENT_AUTHORITY' /> + <value enum='70' description='COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY' /> + <value enum='71' description='COMPETENT_AUTHORITY_OF_THE_TRANSACTION' /> + <value enum='72' description='REPORTING_INTERMEDIARY' /> + <value enum='73' description='EXECUTION_VENUE' /> + <value enum='74' description='MARKET_DATA_ENTRY_ORIGINATOR' /> + <value enum='75' description='LOCATION_ID' /> + <value enum='76' description='DESK_ID' /> + <value enum='77' description='MARKET_DATA_MARKET' /> + <value enum='78' description='ALLOCATION_ENTITY' /> + <value enum='79' description='PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES' /> + <value enum='80' description='STEP_OUT_FIRM' /> + <value enum='81' description='BROKERCLEARINGID' /> + <value enum='82' description='CENTRAL_REGISTRATION_DEPOSITORY' /> + <value enum='83' description='CLEARING_ACCOUNT' /> + <value enum='84' description='ACCEPTABLE_SETTLING_COUNTERPARTY' /> + <value enum='85' description='UNACCEPTABLE_SETTLING_COUNTERPARTY' /> + </field> + <field number='453' name='NoPartyIDs' type='NUMINGROUP' /> + <field number='454' name='NoSecurityAltID' type='NUMINGROUP' /> + <field number='455' name='SecurityAltID' type='STRING' /> + <field number='456' name='SecurityAltIDSource' type='STRING' /> + <field number='457' name='NoUnderlyingSecurityAltID' type='NUMINGROUP' /> + <field number='458' name='UnderlyingSecurityAltID' type='STRING' /> + <field number='459' name='UnderlyingSecurityAltIDSource' type='STRING' /> + <field number='460' name='Product' type='INT'> + <value enum='1' description='AGENCY' /> + <value enum='10' description='MORTGAGE' /> + <value enum='11' description='MUNICIPAL' /> + <value enum='12' description='OTHER' /> + <value enum='13' description='FINANCING' /> + <value enum='2' description='COMMODITY' /> + <value enum='3' description='CORPORATE' /> + <value enum='4' description='CURRENCY' /> + <value enum='5' description='EQUITY' /> + <value enum='6' description='GOVERNMENT' /> + <value enum='7' description='INDEX' /> + <value enum='8' description='LOAN' /> + <value enum='9' description='MONEYMARKET' /> + </field> + <field number='461' name='CFICode' type='STRING' /> + <field number='462' name='UnderlyingProduct' type='INT' /> + <field number='463' name='UnderlyingCFICode' type='STRING' /> + <field number='464' name='TestMessageIndicator' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='465' name='QuantityType' type='INT'> + <value enum='1' description='SHARES' /> + <value enum='2' description='BONDS' /> + <value enum='3' description='CURRENTFACE' /> + <value enum='4' description='ORIGINALFACE' /> + <value enum='5' description='CURRENCY' /> + <value enum='6' description='CONTRACTS' /> + <value enum='7' description='OTHER' /> + <value enum='8' description='PAR' /> + </field> + <field number='466' name='BookingRefID' type='STRING' /> + <field number='467' name='IndividualAllocID' type='STRING' /> + <field number='468' name='RoundingDirection' type='CHAR'> + <value enum='0' description='ROUND_TO_NEAREST' /> + <value enum='1' description='ROUND_DOWN' /> + <value enum='2' description='ROUND_UP' /> + </field> + <field number='469' name='RoundingModulus' type='FLOAT' /> + <field number='470' name='CountryOfIssue' type='COUNTRY' /> + <field number='471' name='StateOrProvinceOfIssue' type='STRING' /> + <field number='472' name='LocaleOfIssue' type='STRING' /> + <field number='473' name='NoRegistDtls' type='NUMINGROUP' /> + <field number='474' name='MailingDtls' type='STRING' /> + <field number='475' name='InvestorCountryOfResidence' type='COUNTRY' /> + <field number='476' name='PaymentRef' type='STRING' /> + <field number='477' name='DistribPaymentMethod' type='INT'> + <value enum='1' description='CREST' /> + <value enum='10' description='BPAY' /> + <value enum='11' description='HIGH_VALUE_CLEARING_SYSTEM_HVACS' /> + <value enum='12' description='REINVEST_IN_FUND' /> + <value enum='2' description='NSCC' /> + <value enum='3' description='EUROCLEAR' /> + <value enum='4' description='CLEARSTREAM' /> + <value enum='5' description='CHEQUE' /> + <value enum='6' description='TELEGRAPHIC_TRANSFER' /> + <value enum='7' description='FED_WIRE' /> + <value enum='8' description='DIRECT_CREDIT' /> + <value enum='9' description='ACH_CREDIT' /> + </field> + <field number='478' name='CashDistribCurr' type='CURRENCY' /> + <field number='479' name='CommCurrency' type='CURRENCY' /> + <field number='480' name='CancellationRights' type='CHAR'> + <value enum="N" description="NO_EXECUTION_ONLY" /> + <value enum="M" description="NO_WAIVER_AGREEMENT" /> + <value enum="O" description="NO_INSTITUTIONAL" /> + <value enum='Y' description='YES' /> + </field> + <field number='481' name='MoneyLaunderingStatus' type='CHAR'> + <value enum='1' description='EXEMPT_1' /> + <value enum='2' description='EXEMPT_2' /> + <value enum='3' description='EXEMPT_3' /> + <value enum='N' description='NOT_CHECKED' /> + <value enum='Y' description='PASSED' /> + </field> + <field number='482' name='MailingInst' type='STRING' /> + <field number='483' name='TransBkdTime' type='UTCTIMESTAMP' /> + <field number='484' name='ExecPriceType' type='CHAR'> + <value enum='B' description='BID_PRICE' /> + <value enum='C' description='CREATION_PRICE' /> + <value enum='D' description='CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT' /> + <value enum='E' description='CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT' /> + <value enum='O' description='OFFER_PRICE' /> + <value enum='P' description='OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT' /> + <value enum='Q' description='OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT' /> + <value enum='S' description='SINGLE_PRICE' /> + </field> + <field number='485' name='ExecPriceAdjustment' type='FLOAT' /> + <field number='486' name='DateOfBirth' type='LOCALMKTDATE' /> + <field number='487' name='TradeReportTransType' type='INT'> + <value enum='0' description='NEW' /> + <value enum='1' description='CANCEL' /> + <value enum='2' description='REPLACE' /> + <value enum='3' description='RELEASE' /> + <value enum='4' description='REVERSE' /> + <value enum='5' description='CANCEL_DUE_TO_BACK_OUT_OF_TRADE' /> + </field> + <field number='488' name='CardHolderName' type='STRING' /> + <field number='489' name='CardNumber' type='STRING' /> + <field number='490' name='CardExpDate' type='LOCALMKTDATE' /> + <field number='491' name='CardIssNum' type='STRING' /> + <field number='492' name='PaymentMethod' type='INT'> + <value enum='1' description='CREST' /> + <value enum='10' description='DIRECT_CREDIT' /> + <value enum='11' description='CREDIT_CARD' /> + <value enum='12' description='ACH_DEBIT' /> + <value enum='13' description='ACH_CREDIT' /> + <value enum='14' description='BPAY' /> + <value enum='15' description='HIGH_VALUE_CLEARING_SYSTEM' /> + <value enum='2' description='NSCC' /> + <value enum='3' description='EUROCLEAR' /> + <value enum='4' description='CLEARSTREAM' /> + <value enum='5' description='CHEQUE' /> + <value enum='6' description='TELEGRAPHIC_TRANSFER' /> + <value enum='7' description='FED_WIRE' /> + <value enum='8' description='DEBIT_CARD' /> + <value enum='9' description='DIRECT_DEBIT' /> + </field> + <field number='493' name='RegistAcctType' type='STRING' /> + <field number='494' name='Designation' type='STRING' /> + <field number='495' name='TaxAdvantageType' type='INT'> + <value enum='0' description='NONE_NOT_APPLICABLE' /> + <value enum='1' description='MAXI_ISA' /> + <value enum='10' description='EMPLOYEE_10' /> + <value enum='11' description='EMPLOYER_11' /> + <value enum='12' description='EMPLOYER_12' /> + <value enum='13' description='NON_FUND_PROTOTYPE_IRA' /> + <value enum='14' description='NON_FUND_QUALIFIED_PLAN' /> + <value enum='15' description='DEFINED_CONTRIBUTION_PLAN' /> + <value enum='16' description='INDIVIDUAL_RETIREMENT_ACCOUNT_16' /> + <value enum='17' description='INDIVIDUAL_RETIREMENT_ACCOUNT_17' /> + <value enum='18' description='KEOGH' /> + <value enum='19' description='PROFIT_SHARING_PLAN' /> + <value enum='2' description='TESSA' /> + <value enum='20' description='401' /> + <value enum='21' description='SELF_DIRECTED_IRA' /> + <value enum='22' description='403' /> + <value enum='23' description='457' /> + <value enum='24' description='ROTH_IRA_24' /> + <value enum='25' description='ROTH_IRA_25' /> + <value enum='26' description='ROTH_CONVERSION_IRA_26' /> + <value enum='27' description='ROTH_CONVERSION_IRA_27' /> + <value enum='28' description='EDUCATION_IRA_28' /> + <value enum='29' description='EDUCATION_IRA_29' /> + <value enum='3' description='MINI_CASH_ISA' /> + <value enum='4' description='MINI_STOCKS_AND_SHARES_ISA' /> + <value enum='5' description='MINI_INSURANCE_ISA' /> + <value enum='6' description='CURRENT_YEAR_PAYMENT' /> + <value enum='7' description='PRIOR_YEAR_PAYMENT' /> + <value enum='8' description='ASSET_TRANSFER' /> + <value enum='9' description='EMPLOYEE_9' /> + <value enum='999' description='OTHER' /> + </field> + <field number='496' name='RegistRejReasonText' type='STRING' /> + <field number='497' name='FundRenewWaiv' type='CHAR'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='498' name='CashDistribAgentName' type='STRING' /> + <field number='499' name='CashDistribAgentCode' type='STRING' /> + <field number='500' name='CashDistribAgentAcctNumber' type='STRING' /> + <field number='501' name='CashDistribPayRef' type='STRING' /> + <field number='502' name='CashDistribAgentAcctName' type='STRING' /> + <field number='503' name='CardStartDate' type='LOCALMKTDATE' /> + <field number='504' name='PaymentDate' type='LOCALMKTDATE' /> + <field number='505' name='PaymentRemitterID' type='STRING' /> + <field number='506' name='RegistStatus' type='CHAR'> + <value enum='A' description='ACCEPTED' /> + <value enum='H' description='HELD' /> + <value enum='N' description='REMINDER' /> + <value enum='R' description='REJECTED' /> + </field> + <field number='507' name='RegistRejReasonCode' type='INT'> + <value enum='1' description='INVALID_UNACCEPTABLE_ACCOUNT_TYPE' /> + <value enum='10' description='INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE' /> + <value enum='11' description='INVALID_UNACCEPTABLE_DATE_OF_BIRTH' /> + <value enum='12' description='INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE' /> + <value enum='13' description='INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS' /> + <value enum='14' description='INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE' /> + <value enum='15' description='INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD' /> + <value enum='16' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME' /> + <value enum='17' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE' /> + <value enum='18' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM' /> + <value enum='2' description='INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE' /> + <value enum='3' description='INVALID_UNACCEPTABLE_OWNERSHIP_TYPE' /> + <value enum='4' description='INVALID_UNACCEPTABLE_NO_REG_DETAILS' /> + <value enum='5' description='INVALID_UNACCEPTABLE_REG_SEQ_NO' /> + <value enum='6' description='INVALID_UNACCEPTABLE_REG_DETAILS' /> + <value enum='7' description='INVALID_UNACCEPTABLE_MAILING_DETAILS' /> + <value enum='8' description='INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS' /> + <value enum='9' description='INVALID_UNACCEPTABLE_INVESTOR_ID' /> + <value enum='99' description='OTHER' /> + </field> + <field number='508' name='RegistRefID' type='STRING' /> + <field number='509' name='RegistDtls' type='STRING' /> + <field number='510' name='NoDistribInsts' type='NUMINGROUP' /> + <field number='511' name='RegistEmail' type='STRING' /> + <field number='512' name='DistribPercentage' type='PERCENTAGE' /> + <field number='513' name='RegistID' type='STRING' /> + <field number='514' name='RegistTransType' type='CHAR'> + <value enum='0' description='NEW' /> + <value enum='1' description='REPLACE' /> + <value enum='2' description='CANCEL' /> + </field> + <field number='515' name='ExecValuationPoint' type='UTCTIMESTAMP' /> + <field number='516' name='OrderPercent' type='PERCENTAGE' /> + <field number='517' name='OwnershipType' type='CHAR'> + <value enum='2' description='JOINT_TRUSTEES' /> + <value enum='J' description='JOINT_INVESTORS' /> + <value enum='T' description='TENANTS_IN_COMMON' /> + </field> + <field number='518' name='NoContAmts' type='NUMINGROUP' /> + <field number='519' name='ContAmtType' type='INT'> + <value enum='1' description='COMMISSION_AMOUNT' /> + <value enum='10' description='EXIT_CHARGE_PERCENT' /> + <value enum='11' description='FUND_BASED_RENEWAL_COMMISSION_PERCENT' /> + <value enum='12' description='PROJECTED_FUND_VALUE' /> + <value enum='13' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13' /> + <value enum='14' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14' /> + <value enum='15' description='NET_SETTLEMENT_AMOUNT' /> + <value enum='2' description='COMMISSION_PERCENT' /> + <value enum='3' description='INITIAL_CHARGE_AMOUNT' /> + <value enum='4' description='INITIAL_CHARGE_PERCENT' /> + <value enum='5' description='DISCOUNT_AMOUNT' /> + <value enum='6' description='DISCOUNT_PERCENT' /> + <value enum='7' description='DILUTION_LEVY_AMOUNT' /> + <value enum='8' description='DILUTION_LEVY_PERCENT' /> + <value enum='9' description='EXIT_CHARGE_AMOUNT' /> + </field> + <field number='520' name='ContAmtValue' type='FLOAT' /> + <field number='521' name='ContAmtCurr' type='CURRENCY' /> + <field number='522' name='OwnerType' type='INT'> + <value enum='1' description='INDIVIDUAL_INVESTOR' /> + <value enum='10' description='NETWORKING_SUB_ACCOUNT' /> + <value enum='11' description='NON_PROFIT_ORGANIZATION' /> + <value enum='12' description='CORPORATE_BODY' /> + <value enum='13' description='NOMINEE' /> + <value enum='2' description='PUBLIC_COMPANY' /> + <value enum='3' description='PRIVATE_COMPANY' /> + <value enum='4' description='INDIVIDUAL_TRUSTEE' /> + <value enum='5' description='COMPANY_TRUSTEE' /> + <value enum='6' description='PENSION_PLAN' /> + <value enum='7' description='CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT' /> + <value enum='8' description='TRUSTS' /> + <value enum='9' description='FIDUCIARIES' /> + </field> + <field number='523' name='PartySubID' type='STRING' /> + <field number='524' name='NestedPartyID' type='STRING' /> + <field number='525' name='NestedPartyIDSource' type='CHAR' /> + <field number='526' name='SecondaryClOrdID' type='STRING' /> + <field number='527' name='SecondaryExecID' type='STRING' /> + <field number='528' name='OrderCapacity' type='CHAR'> + <value enum='A' description='AGENCY' /> + <value enum='G' description='PROPRIETARY' /> + <value enum='I' description='INDIVIDUAL' /> + <value enum='P' description='PRINCIPAL' /> + <value enum='R' description='RISKLESS_PRINCIPAL' /> + <value enum='W' description='AGENT_FOR_OTHER_MEMBER' /> + </field> + <field number='529' name='OrderRestrictions' type='MULTIPLECHARVALUE'> + <value enum='1' description='PROGRAM_TRADE' /> + <value enum='2' description='INDEX_ARBITRAGE' /> + <value enum='3' description='NON_INDEX_ARBITRAGE' /> + <value enum='4' description='COMPETING_MARKET_MAKER' /> + <value enum='5' description='ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY' /> + <value enum='6' description='ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY' /> + <value enum='7' description='FOREIGN_ENTITY' /> + <value enum='8' description='EXTERNAL_MARKET_PARTICIPANT' /> + <value enum='9' description='EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE' /> + <value enum='A' description='RISKLESS_ARBITRAGE' /> + <value enum='B' description='ISSUER_HOLDING' /> + <value enum='C' description='ISSUE_PRICE_STABILIZATION' /> + <value enum='D' description='NON_ALGORITHMIC' /> + <value enum='E' description='ALGORITHMIC' /> + <value enum='F' description='CROSS' /> + </field> + <field number='530' name='MassCancelRequestType' type='CHAR'> + <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' /> + <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' /> + <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' /> + <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' /> + <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' /> + <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' /> + <value enum='7' description='CANCEL_ALL_ORDERS' /> + <value enum='8' description='CANCEL_ORDERS_FOR_A_MARKET' /> + <value enum='9' description='CANCEL_ORDERS_FOR_A_MARKET_SEGMENT' /> + <value enum='A' description='CANCEL_ORDERS_FOR_A_SECURITY_GROUP' /> + <value enum='B' description='CANCEL_FOR_SECURITY_ISSUER' /> + <value enum='C' description='CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY' /> + </field> + <field number='531' name='MassCancelResponse' type='CHAR'> + <value enum='0' description='CANCEL_REQUEST_REJECTED' /> + <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' /> + <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' /> + <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' /> + <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' /> + <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' /> + <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' /> + <value enum='7' description='CANCEL_ALL_ORDERS' /> + <value enum='8' description='CANCEL_ORDERS_FOR_A_MARKET' /> + <value enum='9' description='CANCEL_ORDERS_FOR_A_MARKET_SEGMENT' /> + <value enum='A' description='CANCEL_ORDERS_FOR_A_SECURITY_GROUP' /> + <value enum='B' description='CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER' /> + <value enum='C' description='CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY' /> + </field> + <field number='532' name='MassCancelRejectReason' type='INT'> + <value enum='0' description='MASS_CANCEL_NOT_SUPPORTED' /> + <value enum='1' description='INVALID_OR_UNKNOWN_SECURITY' /> + <value enum='2' description='INVALID_OR_UNKOWN_UNDERLYING_SECURITY' /> + <value enum='3' description='INVALID_OR_UNKNOWN_PRODUCT' /> + <value enum='4' description='INVALID_OR_UNKNOWN_CFICODE' /> + <value enum='5' description='INVALID_OR_UNKNOWN_SECURITYTYPE' /> + <value enum='6' description='INVALID_OR_UNKNOWN_TRADING_SESSION' /> + <value enum='99' description='OTHER' /> + <value enum='7' description='INVALID_OR_UNKNOWN_MARKET' /> + <value enum='8' description='INVALID_OR_UNKOWN_MARKET_SEGMENT' /> + <value enum='9' description='INVALID_OR_UNKNOWN_SECURITY_GROUP' /> + <value enum='10' description='INVALID_OR_UNKNOWN_SECURITY_ISSUER' /> + <value enum='11' description='INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY' /> + </field> + <field number='533' name='TotalAffectedOrders' type='INT' /> + <field number='534' name='NoAffectedOrders' type='NUMINGROUP' /> + <field number='535' name='AffectedOrderID' type='STRING' /> + <field number='536' name='AffectedSecondaryOrderID' type='STRING' /> + <field number='537' name='QuoteType' type='INT'> + <value enum='0' description='INDICATIVE' /> + <value enum='1' description='TRADEABLE' /> + <value enum='2' description='RESTRICTED_TRADEABLE' /> + <value enum='3' description='COUNTER' /> + </field> + <field number='538' name='NestedPartyRole' type='INT' /> + <field number='539' name='NoNestedPartyIDs' type='NUMINGROUP' /> + <field number='540' name='TotalAccruedInterestAmt' type='AMT' /> + <field number='541' name='MaturityDate' type='LOCALMKTDATE' /> + <field number='542' name='UnderlyingMaturityDate' type='LOCALMKTDATE' /> + <field number='543' name='InstrRegistry' type='STRING' /> + <field number='544' name='CashMargin' type='CHAR'> + <value enum='1' description='CASH' /> + <value enum='2' description='MARGIN_OPEN' /> + <value enum='3' description='MARGIN_CLOSE' /> + </field> + <field number='545' name='NestedPartySubID' type='STRING' /> + <field number='546' name='Scope' type='MULTIPLECHARVALUE'> + <value enum='1' description='LOCAL_MARKET' /> + <value enum='2' description='NATIONAL' /> + <value enum='3' description='GLOBAL' /> + </field> + <field number='547' name='MDImplicitDelete' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='548' name='CrossID' type='STRING' /> + <field number='549' name='CrossType' type='INT'> + <value enum='1' description='CROSS_AON' /> + <value enum='2' description='CROSS_IOC' /> + <value enum='3' description='CROSS_ONE_SIDE' /> + <value enum='4' description='CROSS_SAME_PRICE' /> + </field> + <field number='550' name='CrossPrioritization' type='INT'> + <value enum='0' description='NONE' /> + <value enum='1' description='BUY_SIDE_IS_PRIORITIZED' /> + <value enum='2' description='SELL_SIDE_IS_PRIORITIZED' /> + </field> + <field number='551' name='OrigCrossID' type='STRING' /> + <field number='552' name='NoSides' type='NUMINGROUP'> + <value enum='1' description='ONE_SIDE' /> + <value enum='2' description='BOTH_SIDES' /> + </field> + <field number='553' name='Username' type='STRING' /> + <field number='554' name='Password' type='STRING' /> + <field number='555' name='NoLegs' type='NUMINGROUP' /> + <field number='556' name='LegCurrency' type='CURRENCY' /> + <field number='557' name='TotNoSecurityTypes' type='INT' /> + <field number='558' name='NoSecurityTypes' type='NUMINGROUP' /> + <field number='559' name='SecurityListRequestType' type='INT'> + <value enum='0' description='SYMBOL' /> + <value enum='1' description='SECURITYTYPE_AND_OR_CFICODE' /> + <value enum='2' description='PRODUCT' /> + <value enum='3' description='TRADINGSESSIONID' /> + <value enum='4' description='ALL_SECURITIES' /> + <value enum='5' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' /> + </field> + <field number='560' name='SecurityRequestResult' type='INT'> + <value enum='0' description='VALID_REQUEST' /> + <value enum='1' description='INVALID_OR_UNSUPPORTED_REQUEST' /> + <value enum='2' description='NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA' /> + <value enum='3' description='NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA' /> + <value enum='4' description='INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE' /> + <value enum='5' description='REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED' /> + </field> + <field number='561' name='RoundLot' type='QTY' /> + <field number='562' name='MinTradeVol' type='QTY' /> + <field number='563' name='MultiLegRptTypeReq' type='INT'> + <value enum='0' description='REPORT_BY_MULITLEG_SECURITY_ONLY' /> + <value enum='1' description='REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY' /> + <value enum='2' description='REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY' /> + </field> + <field number='564' name='LegPositionEffect' type='CHAR' /> + <field number='565' name='LegCoveredOrUncovered' type='INT' /> + <field number='566' name='LegPrice' type='PRICE' /> + <field number='567' name='TradSesStatusRejReason' type='INT'> + <value enum='1' description='UNKNOWN_OR_INVALID_TRADINGSESSIONID' /> + <value enum='99' description='OTHER' /> + </field> + <field number='568' name='TradeRequestID' type='STRING' /> + <field number='569' name='TradeRequestType' type='INT'> + <value enum='0' description='ALL_TRADES' /> + <value enum='1' description='MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST' /> + <value enum='2' description='UNMATCHED_TRADES_THAT_MATCH_CRITERIA' /> + <value enum='3' description='UNREPORTED_TRADES_THAT_MATCH_CRITERIA' /> + <value enum='4' description='ADVISORIES_THAT_MATCH_CRITERIA' /> + </field> + <field number='570' name='PreviouslyReported' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='571' name='TradeReportID' type='STRING' /> + <field number='572' name='TradeReportRefID' type='STRING' /> + <field number='573' name='MatchStatus' type='CHAR'> + <value enum='0' description='COMPARED_MATCHED_OR_AFFIRMED' /> + <value enum='1' description='UNCOMPARED_UNMATCHED_OR_UNAFFIRMED' /> + <value enum='2' description='ADVISORY_OR_ALERT' /> + </field> + <field number='574' name='MatchType' type='STRING'> + <value enum='A1' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME' /> + <value enum='A2' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES' /> + <value enum='A3' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME' /> + <value enum='A4' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES' /> + <value enum='A5' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME' /> + <value enum='M3' description='ACT_ACCEPTED_TRADE' /> + <value enum='M4' description='ACT_DEFAULT_TRADE' /> + <value enum='M5' description='ACT_DEFAULT_AFTER_M2' /> + <value enum='M6' description='ACT_M6_MATCH' /> + <value enum='AQ' description='COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS' /> + <value enum='M1' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH' /> + <value enum='M2' description='SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH' /> + <value enum='MT' description='OCS_LOCKED_IN_NON_ACT' /> + <value enum='S1' description='SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED' /> + <value enum='S2' description='SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' /> + <value enum='S3' description='SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' /> + <value enum='S4' description='SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' /> + <value enum='S5' description='SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' /> + <value enum='1' description='ONE_PARTY_TRADE_REPORT' /> + <value enum='2' description='TWO_PARTY_TRADE_REPORT' /> + <value enum='3' description='CONFIRMED_TRADE_REPORT' /> + <value enum='4' description='AUTO_MATCH' /> + <value enum='5' description='CROSS_AUCTION' /> + <value enum='6' description='COUNTER_ORDER_SELECTION' /> + <value enum='7' description='CALL_AUCTION' /> + <value enum='8' description='ISSUING_BUY_BACK_AUCTION' /> + </field> + <field number='575' name='OddLot' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='576' name='NoClearingInstructions' type='NUMINGROUP' /> + <field number='577' name='ClearingInstruction' type='INT'> + <value enum='0' description='PROCESS_NORMALLY' /> + <value enum='1' description='EXCLUDE_FROM_ALL_NETTING' /> + <value enum='10' description='AUTOMATIC_GIVE_UP_MODE' /> + <value enum='11' description='QUALIFIED_SERVICE_REPRESENTATIVE_QSR' /> + <value enum='12' description='CUSTOMER_TRADE' /> + <value enum='13' description='SELF_CLEARING' /> + <value enum='2' description='BILATERAL_NETTING_ONLY' /> + <value enum='3' description='EX_CLEARING' /> + <value enum='4' description='SPECIAL_TRADE' /> + <value enum='5' description='MULTILATERAL_NETTING' /> + <value enum='6' description='CLEAR_AGAINST_CENTRAL_COUNTERPARTY' /> + <value enum='7' description='EXCLUDE_FROM_CENTRAL_COUNTERPARTY' /> + <value enum='8' description='MANUAL_MODE' /> + <value enum='9' description='AUTOMATIC_POSTING_MODE' /> + </field> + <field number='578' name='TradeInputSource' type='STRING' /> + <field number='579' name='TradeInputDevice' type='STRING' /> + <field number='580' name='NoDates' type='INT' /> + <field number='581' name='AccountType' type='INT'> + <value enum='1' description='ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS' /> + <value enum='2' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS' /> + <value enum='3' description='HOUSE_TRADER' /> + <value enum='4' description='FLOOR_TRADER' /> + <value enum='6' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED' /> + <value enum='7' description='ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED' /> + <value enum='8' description='JOINT_BACK_OFFICE_ACCOUNT' /> + </field> + <field number='582' name='CustOrderCapacity' type='INT'> + <value enum='1' description='MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT' /> + <value enum='2' description='CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT' /> + <value enum='3' description='MEMBER_TRADING_FOR_ANOTHER_MEMBER' /> + <value enum='4' description='ALL_OTHER' /> + </field> + <field number='583' name='ClOrdLinkID' type='STRING' /> + <field number='584' name='MassStatusReqID' type='STRING' /> + <field number='585' name='MassStatusReqType' type='INT'> + <value enum='1' description='STATUS_FOR_ORDERS_FOR_A_SECURITY' /> + <value enum='2' description='STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY' /> + <value enum='3' description='STATUS_FOR_ORDERS_FOR_A_PRODUCT' /> + <value enum='4' description='STATUS_FOR_ORDERS_FOR_A_CFICODE' /> + <value enum='5' description='STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE' /> + <value enum='6' description='STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION' /> + <value enum='7' description='STATUS_FOR_ALL_ORDERS' /> + <value enum='8' description='STATUS_FOR_ORDERS_FOR_A_PARTYID' /> + <value enum='9' description='STATUS_FOR_SECURITY_ISSUER' /> + <value enum='10' description='STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY' /> + </field> + <field number='586' name='OrigOrdModTime' type='UTCTIMESTAMP' /> + <field number='587' name='LegSettlType' type='CHAR' /> + <field number='588' name='LegSettlDate' type='LOCALMKTDATE' /> + <field number='589' name='DayBookingInst' type='CHAR'> + <value enum='0' description='CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR' /> + <value enum='1' description='SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING' /> + <value enum='2' description='ACCUMULATE' /> + </field> + <field number='590' name='BookingUnit' type='CHAR'> + <value enum='0' description='EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT' /> + <value enum='1' description='AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER' /> + <value enum='2' description='AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE' /> + </field> + <field number='591' name='PreallocMethod' type='CHAR'> + <value enum='0' description='PRO_RATA' /> + <value enum='1' description='DO_NOT_PRO_RATA' /> + </field> + <field number='592' name='UnderlyingCountryOfIssue' type='COUNTRY' /> + <field number='593' name='UnderlyingStateOrProvinceOfIssue' type='STRING' /> + <field number='594' name='UnderlyingLocaleOfIssue' type='STRING' /> + <field number='595' name='UnderlyingInstrRegistry' type='STRING' /> + <field number='596' name='LegCountryOfIssue' type='COUNTRY' /> + <field number='597' name='LegStateOrProvinceOfIssue' type='STRING' /> + <field number='598' name='LegLocaleOfIssue' type='STRING' /> + <field number='599' name='LegInstrRegistry' type='STRING' /> + <field number='600' name='LegSymbol' type='STRING' /> + <field number='601' name='LegSymbolSfx' type='STRING' /> + <field number='602' name='LegSecurityID' type='STRING' /> + <field number='603' name='LegSecurityIDSource' type='STRING' /> + <field number='604' name='NoLegSecurityAltID' type='STRING' /> + <field number='605' name='LegSecurityAltID' type='STRING' /> + <field number='606' name='LegSecurityAltIDSource' type='STRING' /> + <field number='607' name='LegProduct' type='INT' /> + <field number='608' name='LegCFICode' type='STRING' /> + <field number='609' name='LegSecurityType' type='STRING' /> + <field number='610' name='LegMaturityMonthYear' type='MONTHYEAR' /> + <field number='611' name='LegMaturityDate' type='LOCALMKTDATE' /> + <field number='612' name='LegStrikePrice' type='PRICE' /> + <field number='613' name='LegOptAttribute' type='CHAR' /> + <field number='614' name='LegContractMultiplier' type='FLOAT' /> + <field number='615' name='LegCouponRate' type='PERCENTAGE' /> + <field number='616' name='LegSecurityExchange' type='EXCHANGE' /> + <field number='617' name='LegIssuer' type='STRING' /> + <field number='618' name='EncodedLegIssuerLen' type='LENGTH' /> + <field number='619' name='EncodedLegIssuer' type='DATA' /> + <field number='620' name='LegSecurityDesc' type='STRING' /> + <field number='621' name='EncodedLegSecurityDescLen' type='LENGTH' /> + <field number='622' name='EncodedLegSecurityDesc' type='DATA' /> + <field number='623' name='LegRatioQty' type='FLOAT' /> + <field number='624' name='LegSide' type='CHAR' /> + <field number='625' name='TradingSessionSubID' type='STRING'> + <value enum='1' description='PRE_TRADING' /> + <value enum='2' description='OPENING_OR_OPENING_AUCTION' /> + <value enum='3' description='3' /> + <value enum='4' description='CLOSING_OR_CLOSING_AUCTION' /> + <value enum='5' description='POST_TRADING' /> + <value enum='6' description='INTRADAY_AUCTION' /> + <value enum='7' description='QUIESCENT' /> + </field> + <field number='626' name='AllocType' type='INT'> + <value enum='1' description='CALCULATED' /> + <value enum='2' description='PRELIMINARY' /> + <value enum='3' description='SELLSIDE_CALCULATED_USING_PRELIMINARY' /> + <value enum='4' description='SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY' /> + <value enum='5' description='READY_TO_BOOK' /> + <value enum='6' description='BUYSIDE_READY_TO_BOOK' /> + <value enum='7' description='WAREHOUSE_INSTRUCTION' /> + <value enum='8' description='REQUEST_TO_INTERMEDIARY' /> + <value enum='9' description='ACCEPT' /> + <value enum='10' description='REJECT' /> + <value enum='11' description='ACCEPT_PENDING' /> + <value enum='12' description='INCOMPLETE_GROUP' /> + <value enum='13' description='COMPLETE_GROUP' /> + <value enum='14' description='REVERSAL_PENDING' /> + </field> + <field number='627' name='NoHops' type='NUMINGROUP' /> + <field number='628' name='HopCompID' type='STRING' /> + <field number='629' name='HopSendingTime' type='UTCTIMESTAMP' /> + <field number='630' name='HopRefID' type='SEQNUM' /> + <field number='631' name='MidPx' type='PRICE' /> + <field number='632' name='BidYield' type='PERCENTAGE' /> + <field number='633' name='MidYield' type='PERCENTAGE' /> + <field number='634' name='OfferYield' type='PERCENTAGE' /> + <field number='635' name='ClearingFeeIndicator' type='STRING'> + <value enum='1' description='1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' /> + <value enum='2' description='2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' /> + <value enum='3' description='3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' /> + <value enum='4' description='4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' /> + <value enum='5' description='5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' /> + <value enum='9' description='6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' /> + <value enum='B' description='CBOE_MEMBER' /> + <value enum='C' description='NON_MEMBER_AND_CUSTOMER' /> + <value enum='E' description='EQUITY_MEMBER_AND_CLEARING_MEMBER' /> + <value enum='F' description='FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS' /> + <value enum='H' description='106H_AND_106J_FIRMS' /> + <value enum='I' description='GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS' /> + <value enum='L' description='LESSEE_106F_EMPLOYEES' /> + <value enum='M' description='ALL_OTHER_OWNERSHIP_TYPES' /> + </field> + <field number='636' name='WorkingIndicator' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='637' name='LegLastPx' type='PRICE' /> + <field number='638' name='PriorityIndicator' type='INT'> + <value enum='0' description='PRIORITY_UNCHANGED' /> + <value enum='1' description='LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE' /> + </field> + <field number='639' name='PriceImprovement' type='PRICEOFFSET' /> + <field number='640' name='Price2' type='PRICE' /> + <field number='641' name='LastForwardPoints2' type='PRICEOFFSET' /> + <field number='642' name='BidForwardPoints2' type='PRICEOFFSET' /> + <field number='643' name='OfferForwardPoints2' type='PRICEOFFSET' /> + <field number='644' name='RFQReqID' type='STRING' /> + <field number='645' name='MktBidPx' type='PRICE' /> + <field number='646' name='MktOfferPx' type='PRICE' /> + <field number='647' name='MinBidSize' type='QTY' /> + <field number='648' name='MinOfferSize' type='QTY' /> + <field number='649' name='QuoteStatusReqID' type='STRING' /> + <field number='650' name='LegalConfirm' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='651' name='UnderlyingLastPx' type='PRICE' /> + <field number='652' name='UnderlyingLastQty' type='QTY' /> + <field number='653' name='SecDefStatus' type='INT'> + <value enum='0' description='PENDING_APPROVAL' /> + <value enum='1' description='APPROVED' /> + <value enum='2' description='REJECTED' /> + <value enum='3' description='UNAUTHORIZED_REQUEST' /> + <value enum='4' description='INVALID_DEFINITION_REQUEST' /> + </field> + <field number='654' name='LegRefID' type='STRING' /> + <field number='655' name='ContraLegRefID' type='STRING' /> + <field number='656' name='SettlCurrBidFxRate' type='FLOAT' /> + <field number='657' name='SettlCurrOfferFxRate' type='FLOAT' /> + <field number='658' name='QuoteRequestRejectReason' type='INT'> + <value enum='1' description='UNKNOWN_SYMBOL' /> + <value enum='10' description='PASS' /> + <value enum='2' description='EXCHANGE' /> + <value enum='3' description='QUOTE_REQUEST_EXCEEDS_LIMIT' /> + <value enum='4' description='TOO_LATE_TO_ENTER' /> + <value enum='5' description='INVALID_PRICE' /> + <value enum='6' description='NOT_AUTHORIZED_TO_REQUEST_QUOTE' /> + <value enum='7' description='NO_MATCH_FOR_INQUIRY' /> + <value enum='8' description='NO_MARKET_FOR_INSTRUMENT' /> + <value enum='9' description='NO_INVENTORY' /> + <value enum='99' description='OTHER' /> + <value enum='11' description='INSUFFICIENT_CREDIT' /> + </field> + <field number='659' name='SideComplianceID' type='STRING' /> + <field number='660' name='AcctIDSource' type='INT'> + <value enum='1' description='BIC' /> + <value enum='2' description='SID_CODE' /> + <value enum='3' description='TFM' /> + <value enum='4' description='OMGEO' /> + <value enum='5' description='DTCC_CODE' /> + <value enum='99' description='OTHER' /> + </field> + <field number='661' name='AllocAcctIDSource' type='INT' /> + <field number='662' name='BenchmarkPrice' type='PRICE' /> + <field number='663' name='BenchmarkPriceType' type='INT' /> + <field number='664' name='ConfirmID' type='STRING' /> + <field number='665' name='ConfirmStatus' type='INT'> + <value enum='1' description='RECEIVED' /> + <value enum='2' description='MISMATCHED_ACCOUNT' /> + <value enum='3' description='MISSING_SETTLEMENT_INSTRUCTIONS' /> + <value enum='4' description='CONFIRMED' /> + <value enum='5' description='REQUEST_REJECTED' /> + </field> + <field number='666' name='ConfirmTransType' type='INT'> + <value enum='0' description='NEW' /> + <value enum='1' description='REPLACE' /> + <value enum='2' description='CANCEL' /> + </field> + <field number='667' name='ContractSettlMonth' type='MONTHYEAR' /> + <field number='668' name='DeliveryForm' type='INT'> + <value enum='1' description='BOOK_ENTRY' /> + <value enum='2' description='BEARER' /> + </field> + <field number='669' name='LastParPx' type='PRICE' /> + <field number='670' name='NoLegAllocs' type='NUMINGROUP' /> + <field number='671' name='LegAllocAccount' type='STRING' /> + <field number='672' name='LegIndividualAllocID' type='STRING' /> + <field number='673' name='LegAllocQty' type='QTY' /> + <field number='674' name='LegAllocAcctIDSource' type='STRING' /> + <field number='675' name='LegSettlCurrency' type='CURRENCY' /> + <field number='676' name='LegBenchmarkCurveCurrency' type='CURRENCY' /> + <field number='677' name='LegBenchmarkCurveName' type='STRING' /> + <field number='678' name='LegBenchmarkCurvePoint' type='STRING' /> + <field number='679' name='LegBenchmarkPrice' type='PRICE' /> + <field number='680' name='LegBenchmarkPriceType' type='INT' /> + <field number='681' name='LegBidPx' type='PRICE' /> + <field number='682' name='LegIOIQty' type='STRING' /> + <field number='683' name='NoLegStipulations' type='NUMINGROUP' /> + <field number='684' name='LegOfferPx' type='PRICE' /> + <field number='685' name='LegOrderQty' type='QTY' /> + <field number='686' name='LegPriceType' type='INT' /> + <field number='687' name='LegQty' type='QTY' /> + <field number='688' name='LegStipulationType' type='STRING' /> + <field number='689' name='LegStipulationValue' type='STRING' /> + <field number='690' name='LegSwapType' type='INT'> + <value enum='1' description='PAR_FOR_PAR' /> + <value enum='2' description='MODIFIED_DURATION' /> + <value enum='4' description='RISK' /> + <value enum='5' description='PROCEEDS' /> + </field> + <field number='691' name='Pool' type='STRING' /> + <field number='692' name='QuotePriceType' type='INT'> + <value enum='1' description='PERCENT' /> + <value enum='10' description='YIELD' /> + <value enum='2' description='PER_SHARE' /> + <value enum='3' description='FIXED_AMOUNT' /> + <value enum='4' description='DISCOUNT' /> + <value enum='5' description='PREMIUM' /> + <value enum='6' description='SPREAD' /> + <value enum='7' description='TED_PRICE' /> + <value enum='8' description='TED_YIELD' /> + <value enum='9' description='YIELD_SPREAD' /> + </field> + <field number='693' name='QuoteRespID' type='STRING' /> + <field number='694' name='QuoteRespType' type='INT'> + <value enum='1' description='HIT_LIFT' /> + <value enum='2' description='COUNTER' /> + <value enum='3' description='EXPIRED' /> + <value enum='4' description='COVER' /> + <value enum='5' description='DONE_AWAY' /> + <value enum='6' description='PASS' /> + <value enum='7' description='END_TRADE' /> + <value enum='8' description='TIMED_OUT' /> + </field> + <field number='695' name='QuoteQualifier' type='CHAR' /> + <field number='696' name='YieldRedemptionDate' type='LOCALMKTDATE' /> + <field number='697' name='YieldRedemptionPrice' type='PRICE' /> + <field number='698' name='YieldRedemptionPriceType' type='INT' /> + <field number='699' name='BenchmarkSecurityID' type='STRING' /> + <field number='700' name='ReversalIndicator' type='BOOLEAN' /> + <field number='701' name='YieldCalcDate' type='LOCALMKTDATE' /> + <field number='702' name='NoPositions' type='NUMINGROUP' /> + <field number='703' name='PosType' type='STRING'> + <value enum='ALC' description='ALLOCATION_TRADE_QTY' /> + <value enum='AS' description='OPTION_ASSIGNMENT' /> + <value enum='ASF' description='AS_OF_TRADE_QTY' /> + <value enum='DLV' description='DELIVERY_QTY' /> + <value enum='ETR' description='ELECTRONIC_TRADE_QTY' /> + <value enum='EX' description='OPTION_EXERCISE_QTY' /> + <value enum='FIN' description='END_OF_DAY_QTY' /> + <value enum='IAS' description='INTRA_SPREAD_QTY' /> + <value enum='IES' description='INTER_SPREAD_QTY' /> + <value enum='PA' description='ADJUSTMENT_QTY' /> + <value enum='PIT' description='PIT_TRADE_QTY' /> + <value enum='SOD' description='START_OF_DAY_QTY' /> + <value enum='SPL' description='INTEGRAL_SPLIT' /> + <value enum='TA' description='TRANSACTION_FROM_ASSIGNMENT' /> + <value enum='TOT' description='TOTAL_TRANSACTION_QTY' /> + <value enum='TQ' description='TRANSACTION_QUANTITY' /> + <value enum='TRF' description='TRANSFER_TRADE_QTY' /> + <value enum='TX' description='TRANSACTION_FROM_EXERCISE' /> + <value enum='XM' description='CROSS_MARGIN_QTY' /> + <value enum='RCV' description='RECEIVE_QUANTITY' /> + <value enum='CAA' description='CORPORATE_ACTION_ADJUSTMENT' /> + <value enum='DN' description='DELIVERY_NOTICE_QTY' /> + <value enum='EP' description='EXCHANGE_FOR_PHYSICAL_QTY' /> + <value enum='PNTN' description='PRIVATELY_NEGOTIATED_TRADE_QTY' /> + <value enum='DLT' description='NET_DELTA_QTY' /> + <value enum='CEA' description='CREDIT_EVENT_ADJUSTMENT' /> + <value enum='SEA' description='SUCCESSION_EVENT_ADJUSTMENT' /> + </field> + <field number='704' name='LongQty' type='QTY' /> + <field number='705' name='ShortQty' type='QTY' /> + <field number='706' name='PosQtyStatus' type='INT'> + <value enum='0' description='SUBMITTED' /> + <value enum='1' description='ACCEPTED' /> + <value enum='2' description='REJECTED' /> + </field> + <field number='707' name='PosAmtType' type='STRING'> + <value enum='CASH' description='CASH_AMOUNT' /> + <value enum='CRES' description='CASH_RESIDUAL_AMOUNT' /> + <value enum='FMTM' description='FINAL_MARK_TO_MARKET_AMOUNT' /> + <value enum='IMTM' description='INCREMENTAL_MARK_TO_MARKET_AMOUNT' /> + <value enum='PREM' description='PREMIUM_AMOUNT' /> + <value enum='SMTM' description='START_OF_DAY_MARK_TO_MARKET_AMOUNT' /> + <value enum='TVAR' description='TRADE_VARIATION_AMOUNT' /> + <value enum='VADJ' description='VALUE_ADJUSTED_AMOUNT' /> + <value enum='SETL' description='SETTLEMENT_VALUE' /> + <value enum='ICPN' description='INITIAL_TRADE_COUPON_AMOUNT' /> + <value enum='ACPN' description='ACCRUED_COUPON_AMOUNT' /> + <value enum='CPN' description='COUPON_AMOUNT' /> + <value enum='IACPN' description='INCREMENTAL_ACCRUED_COUPON' /> + <value enum='CMTM' description='COLLATERALIZED_MARK_TO_MARKET' /> + <value enum='ICMTM' description='INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET' /> + <value enum='DLV' description='COMPENSATION_AMOUNT' /> + <value enum='BANK' description='TOTAL_BANKED_AMOUNT' /> + <value enum='COLAT' description='TOTAL_COLLATERALIZED_AMOUNT' /> + </field> + <field number='708' name='PosAmt' type='AMT' /> + <field number='709' name='PosTransType' type='INT'> + <value enum='1' description='EXERCISE' /> + <value enum='2' description='DO_NOT_EXERCISE' /> + <value enum='3' description='POSITION_ADJUSTMENT' /> + <value enum='4' description='POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION' /> + <value enum='5' description='PLEDGE' /> + <value enum='6' description='LARGE_TRADER_SUBMISSION' /> + </field> + <field number='710' name='PosReqID' type='STRING' /> + <field number='711' name='NoUnderlyings' type='NUMINGROUP' /> + <field number='712' name='PosMaintAction' type='INT'> + <value enum='1' description='NEW' /> + <value enum='2' description='REPLACE' /> + <value enum='3' description='CANCEL' /> + <value enum='4' description='REVERSE' /> + </field> + <field number='713' name='OrigPosReqRefID' type='STRING' /> + <field number='714' name='PosMaintRptRefID' type='STRING' /> + <field number='715' name='ClearingBusinessDate' type='LOCALMKTDATE' /> + <field number='716' name='SettlSessID' type='STRING'> + <value enum='ITD' description='INTRADAY' /> + <value enum='RTH' description='REGULAR_TRADING_HOURS' /> + <value enum='ETH' description='ELECTRONIC_TRADING_HOURS' /> + <value enum='EOD' description='END_OF_DAY' /> + </field> + <field number='717' name='SettlSessSubID' type='STRING' /> + <field number='718' name='AdjustmentType' type='INT'> + <value enum='0' description='PROCESS_REQUEST_AS_MARGIN_DISPOSITION' /> + <value enum='1' description='DELTA_PLUS' /> + <value enum='2' description='DELTA_MINUS' /> + <value enum='3' description='FINAL' /> + </field> + <field number='719' name='ContraryInstructionIndicator' type='BOOLEAN' /> + <field number='720' name='PriorSpreadIndicator' type='BOOLEAN' /> + <field number='721' name='PosMaintRptID' type='STRING' /> + <field number='722' name='PosMaintStatus' type='INT'> + <value enum='0' description='ACCEPTED' /> + <value enum='1' description='ACCEPTED_WITH_WARNINGS' /> + <value enum='2' description='REJECTED' /> + <value enum='3' description='COMPLETED' /> + <value enum='4' description='COMPLETED_WITH_WARNINGS' /> + </field> + <field number='723' name='PosMaintResult' type='INT'> + <value enum='0' description='SUCCESSFUL_COMPLETION' /> + <value enum='1' description='REJECTED' /> + <value enum='99' description='OTHER' /> + </field> + <field number='724' name='PosReqType' type='INT'> + <value enum='0' description='POSITIONS' /> + <value enum='1' description='TRADES' /> + <value enum='2' description='EXERCISES' /> + <value enum='3' description='ASSIGNMENTS' /> + <value enum='4' description='SETTLEMENT_ACTIVITY' /> + <value enum='5' description='BACKOUT_MESSAGE' /> + <value enum='6' description='DELTA_POSITIONS' /> + </field> + <field number='725' name='ResponseTransportType' type='INT'> + <value enum='0' description='INBAND' /> + <value enum='1' description='OUT_OF_BAND' /> + </field> + <field number='726' name='ResponseDestination' type='STRING' /> + <field number='727' name='TotalNumPosReports' type='INT' /> + <field number='728' name='PosReqResult' type='INT'> + <value enum='0' description='VALID_REQUEST' /> + <value enum='1' description='INVALID_OR_UNSUPPORTED_REQUEST' /> + <value enum='2' description='NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA' /> + <value enum='3' description='NOT_AUTHORIZED_TO_REQUEST_POSITIONS' /> + <value enum='4' description='REQUEST_FOR_POSITION_NOT_SUPPORTED' /> + <value enum='99' description='OTHER' /> + </field> + <field number='729' name='PosReqStatus' type='INT'> + <value enum='0' description='COMPLETED' /> + <value enum='1' description='COMPLETED_WITH_WARNINGS' /> + <value enum='2' description='REJECTED' /> + </field> + <field number='730' name='SettlPrice' type='PRICE' /> + <field number='731' name='SettlPriceType' type='INT'> + <value enum='1' description='FINAL' /> + <value enum='2' description='THEORETICAL' /> + </field> + <field number='732' name='UnderlyingSettlPrice' type='PRICE' /> + <field number='733' name='UnderlyingSettlPriceType' type='INT' /> + <field number='734' name='PriorSettlPrice' type='PRICE' /> + <field number='735' name='NoQuoteQualifiers' type='NUMINGROUP' /> + <field number='736' name='AllocSettlCurrency' type='CURRENCY' /> + <field number='737' name='AllocSettlCurrAmt' type='AMT' /> + <field number='738' name='InterestAtMaturity' type='AMT' /> + <field number='739' name='LegDatedDate' type='LOCALMKTDATE' /> + <field number='740' name='LegPool' type='STRING' /> + <field number='741' name='AllocInterestAtMaturity' type='AMT' /> + <field number='742' name='AllocAccruedInterestAmt' type='AMT' /> + <field number='743' name='DeliveryDate' type='LOCALMKTDATE' /> + <field number='744' name='AssignmentMethod' type='CHAR'> + <value enum='P' description='PRO_RATA' /> + <value enum='R' description='RANDOM' /> + </field> + <field number='745' name='AssignmentUnit' type='QTY' /> + <field number='746' name='OpenInterest' type='AMT' /> + <field number='747' name='ExerciseMethod' type='CHAR'> + <value enum='A' description='AUTOMATIC' /> + <value enum='M' description='MANUAL' /> + </field> + <field number='748' name='TotNumTradeReports' type='INT' /> + <field number='749' name='TradeRequestResult' type='INT'> + <value enum='0' description='SUCCESSFUL' /> + <value enum='1' description='INVALID_OR_UNKNOWN_INSTRUMENT' /> + <value enum='2' description='INVALID_TYPE_OF_TRADE_REQUESTED' /> + <value enum='3' description='INVALID_PARTIES' /> + <value enum='4' description='INVALID_TRANSPORT_TYPE_REQUESTED' /> + <value enum='5' description='INVALID_DESTINATION_REQUESTED' /> + <value enum='8' description='TRADEREQUESTTYPE_NOT_SUPPORTED' /> + <value enum='9' description='NOT_AUTHORIZED' /> + <value enum='99' description='OTHER' /> + </field> + <field number='750' name='TradeRequestStatus' type='INT'> + <value enum='0' description='ACCEPTED' /> + <value enum='1' description='COMPLETED' /> + <value enum='2' description='REJECTED' /> + </field> + <field number='751' name='TradeReportRejectReason' type='INT'> + <value enum='0' description='SUCCESSFUL' /> + <value enum='1' description='INVALID_PARTY_ONFORMATION' /> + <value enum='2' description='UNKNOWN_INSTRUMENT' /> + <value enum='3' description='UNAUTHORIZED_TO_REPORT_TRADES' /> + <value enum='4' description='INVALID_TRADE_TYPE' /> + <value enum='99' description='OTHER' /> + </field> + <field number='752' name='SideMultiLegReportingType' type='INT'> + <value enum='1' description='SINGLE_SECURITY' /> + <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY' /> + <value enum='3' description='MULTILEG_SECURITY' /> + </field> + <field number='753' name='NoPosAmt' type='NUMINGROUP' /> + <field number='754' name='AutoAcceptIndicator' type='BOOLEAN' /> + <field number='755' name='AllocReportID' type='STRING' /> + <field number='756' name='NoNested2PartyIDs' type='NUMINGROUP' /> + <field number='757' name='Nested2PartyID' type='STRING' /> + <field number='758' name='Nested2PartyIDSource' type='CHAR' /> + <field number='759' name='Nested2PartyRole' type='INT' /> + <field number='760' name='Nested2PartySubID' type='STRING' /> + <field number='761' name='BenchmarkSecurityIDSource' type='STRING' /> + <field number='762' name='SecuritySubType' type='STRING' /> + <field number='763' name='UnderlyingSecuritySubType' type='STRING' /> + <field number='764' name='LegSecuritySubType' type='STRING' /> + <field number='765' name='AllowableOneSidednessPct' type='PERCENTAGE' /> + <field number='766' name='AllowableOneSidednessValue' type='AMT' /> + <field number='767' name='AllowableOneSidednessCurr' type='CURRENCY' /> + <field number='768' name='NoTrdRegTimestamps' type='NUMINGROUP' /> + <field number='769' name='TrdRegTimestamp' type='UTCTIMESTAMP' /> + <field number='770' name='TrdRegTimestampType' type='INT'> + <value enum='1' description='EXECUTION_TIME' /> + <value enum='2' description='TIME_IN' /> + <value enum='3' description='TIME_OUT' /> + <value enum='4' description='BROKER_RECEIPT' /> + <value enum='5' description='BROKER_EXECUTION' /> + <value enum='6' description='DESK_RECEIPT' /> + <value enum='7' description='SUBMISSION_TO_CLEARING' /> + </field> + <field number='771' name='TrdRegTimestampOrigin' type='STRING' /> + <field number='772' name='ConfirmRefID' type='STRING' /> + <field number='773' name='ConfirmType' type='INT'> + <value enum='1' description='STATUS' /> + <value enum='2' description='CONFIRMATION' /> + <value enum='3' description='CONFIRMATION_REQUEST_REJECTED' /> + </field> + <field number='774' name='ConfirmRejReason' type='INT'> + <value enum='1' description='MISMATCHED_ACCOUNT' /> + <value enum='2' description='MISSING_SETTLEMENT_INSTRUCTIONS' /> + <value enum='99' description='OTHER' /> + </field> + <field number='775' name='BookingType' type='INT'> + <value enum='0' description='REGULAR_BOOKING' /> + <value enum='1' description='CFD' /> + <value enum='2' description='TOTAL_RETURN_SWAP' /> + </field> + <field number='776' name='IndividualAllocRejCode' type='INT' /> + <field number='777' name='SettlInstMsgID' type='STRING' /> + <field number='778' name='NoSettlInst' type='NUMINGROUP' /> + <field number='779' name='LastUpdateTime' type='UTCTIMESTAMP' /> + <field number='780' name='AllocSettlInstType' type='INT'> + <value enum='0' description='USE_DEFAULT_INSTRUCTIONS' /> + <value enum='1' description='DERIVE_FROM_PARAMETERS_PROVIDED' /> + <value enum='2' description='FULL_DETAILS_PROVIDED' /> + <value enum='3' description='SSI_DB_IDS_PROVIDED' /> + <value enum='4' description='PHONE_FOR_INSTRUCTIONS' /> + </field> + <field number='781' name='NoSettlPartyIDs' type='NUMINGROUP' /> + <field number='782' name='SettlPartyID' type='STRING' /> + <field number='783' name='SettlPartyIDSource' type='CHAR' /> + <field number='784' name='SettlPartyRole' type='INT' /> + <field number='785' name='SettlPartySubID' type='STRING' /> + <field number='786' name='SettlPartySubIDType' type='INT' /> + <field number='787' name='DlvyInstType' type='CHAR'> + <value enum='C' description='CASH' /> + <value enum='S' description='SECURITIES' /> + </field> + <field number='788' name='TerminationType' type='INT'> + <value enum='1' description='OVERNIGHT' /> + <value enum='2' description='TERM' /> + <value enum='3' description='FLEXIBLE' /> + <value enum='4' description='OPEN' /> + </field> + <field number='789' name='NextExpectedMsgSeqNum' type='SEQNUM' /> + <field number='790' name='OrdStatusReqID' type='STRING' /> + <field number='791' name='SettlInstReqID' type='STRING' /> + <field number='792' name='SettlInstReqRejCode' type='INT'> + <value enum='0' description='UNABLE_TO_PROCESS_REQUEST' /> + <value enum='1' description='UNKNOWN_ACCOUNT' /> + <value enum='2' description='NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND' /> + <value enum='99' description='OTHER' /> + </field> + <field number='793' name='SecondaryAllocID' type='STRING' /> + <field number='794' name='AllocReportType' type='INT'> + <value enum='3' description='SELLSIDE_CALCULATED_USING_PRELIMINARY' /> + <value enum='4' description='SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY' /> + <value enum='5' description='WAREHOUSE_RECAP' /> + <value enum='8' description='REQUEST_TO_INTERMEDIARY' /> + <value enum='2' description='PRELIMINARY_REQUEST_TO_INTERMEDIARY' /> + <value enum='9' description='ACCEPT' /> + <value enum='10' description='REJECT' /> + <value enum='11' description='ACCEPT_PENDING' /> + <value enum='12' description='COMPLETE' /> + <value enum='14' description='REVERSE_PENDING' /> + </field> + <field number='795' name='AllocReportRefID' type='STRING' /> + <field number='796' name='AllocCancReplaceReason' type='INT'> + <value enum='1' description='ORIGINAL_DETAILS_INCOMPLETE_INCORRECT' /> + <value enum='2' description='CHANGE_IN_UNDERLYING_ORDER_DETAILS' /> + <value enum='99' description='OTHER' /> + </field> + <field number='797' name='CopyMsgIndicator' type='BOOLEAN' /> + <field number='798' name='AllocAccountType' type='INT'> + <value enum='1' description='ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS' /> + <value enum='2' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS' /> + <value enum='3' description='HOUSE_TRADER' /> + <value enum='4' description='FLOOR_TRADER' /> + <value enum='6' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED' /> + <value enum='7' description='ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED' /> + <value enum='8' description='JOINT_BACK_OFFICE_ACCOUNT' /> + </field> + <field number='799' name='OrderAvgPx' type='PRICE' /> + <field number='800' name='OrderBookingQty' type='QTY' /> + <field number='801' name='NoSettlPartySubIDs' type='NUMINGROUP' /> + <field number='802' name='NoPartySubIDs' type='NUMINGROUP' /> + <field number='803' name='PartySubIDType' type='INT'> + <value enum='1' description='FIRM' /> + <value enum='10' description='SECURITIES_ACCOUNT_NUMBER' /> + <value enum='11' description='REGISTRATION_NUMBER' /> + <value enum='12' description='REGISTERED_ADDRESS_12' /> + <value enum='13' description='REGULATORY_STATUS' /> + <value enum='14' description='REGISTRATION_NAME' /> + <value enum='15' description='CASH_ACCOUNT_NUMBER' /> + <value enum='16' description='BIC' /> + <value enum='17' description='CSD_PARTICIPANT_MEMBER_CODE' /> + <value enum='18' description='REGISTERED_ADDRESS_18' /> + <value enum='19' description='FUND_ACCOUNT_NAME' /> + <value enum='2' description='PERSON' /> + <value enum='20' description='TELEX_NUMBER' /> + <value enum='21' description='FAX_NUMBER' /> + <value enum='22' description='SECURITIES_ACCOUNT_NAME' /> + <value enum='23' description='CASH_ACCOUNT_NAME' /> + <value enum='24' description='DEPARTMENT' /> + <value enum='25' description='LOCATION_DESK' /> + <value enum='26' description='POSITION_ACCOUNT_TYPE' /> + <value enum='3' description='SYSTEM' /> + <value enum='4' description='APPLICATION' /> + <value enum='5' description='FULL_LEGAL_NAME_OF_FIRM' /> + <value enum='6' description='POSTAL_ADDRESS' /> + <value enum='7' description='PHONE_NUMBER' /> + <value enum='8' description='EMAIL_ADDRESS' /> + <value enum='9' description='CONTACT_NAME' /> + <value enum='27' description='SECURITY_LOCATE_ID' /> + <value enum='28' description='MARKET_MAKER' /> + <value enum='29' description='ELIGIBLE_COUNTERPARTY' /> + <value enum='30' description='PROFESSIONAL_CLIENT' /> + <value enum='31' description='LOCATION' /> + <value enum='32' description='EXECUTION_VENUE' /> + <value enum='33' description='CURRENCY_DELIVERY_IDENTIFIER' /> + </field> + <field number='804' name='NoNestedPartySubIDs' type='NUMINGROUP' /> + <field number='805' name='NestedPartySubIDType' type='INT' /> + <field number='806' name='NoNested2PartySubIDs' type='NUMINGROUP' /> + <field number='807' name='Nested2PartySubIDType' type='INT' /> + <field number='808' name='AllocIntermedReqType' type='INT'> + <value enum='1' description='PENDING_ACCEPT' /> + <value enum='2' description='PENDING_RELEASE' /> + <value enum='3' description='PENDING_REVERSAL' /> + <value enum='4' description='ACCEPT' /> + <value enum='5' description='BLOCK_LEVEL_REJECT' /> + <value enum='6' description='ACCOUNT_LEVEL_REJECT' /> + </field> + <field number='810' name='UnderlyingPx' type='PRICE' /> + <field number='811' name='PriceDelta' type='FLOAT' /> + <field number='812' name='ApplQueueMax' type='INT' /> + <field number='813' name='ApplQueueDepth' type='INT' /> + <field number='814' name='ApplQueueResolution' type='INT'> + <value enum='0' description='NO_ACTION_TAKEN' /> + <value enum='1' description='QUEUE_FLUSHED' /> + <value enum='2' description='OVERLAY_LAST' /> + <value enum='3' description='END_SESSION' /> + </field> + <field number='815' name='ApplQueueAction' type='INT'> + <value enum='0' description='NO_ACTION_TAKEN' /> + <value enum='1' description='QUEUE_FLUSHED' /> + <value enum='2' description='OVERLAY_LAST' /> + <value enum='3' description='END_SESSION' /> + </field> + <field number='816' name='NoAltMDSource' type='NUMINGROUP' /> + <field number='817' name='AltMDSourceID' type='STRING' /> + <field number='818' name='SecondaryTradeReportID' type='STRING' /> + <field number='819' name='AvgPxIndicator' type='INT'> + <value enum='0' description='NO_AVERAGE_PRICING' /> + <value enum='1' description='TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID' /> + <value enum='2' description='LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID' /> + </field> + <field number='820' name='TradeLinkID' type='STRING' /> + <field number='821' name='OrderInputDevice' type='STRING' /> + <field number='822' name='UnderlyingTradingSessionID' type='STRING' /> + <field number='823' name='UnderlyingTradingSessionSubID' type='STRING' /> + <field number='824' name='TradeLegRefID' type='STRING' /> + <field number='825' name='ExchangeRule' type='STRING' /> + <field number='826' name='TradeAllocIndicator' type='INT'> + <value enum='0' description='ALLOCATION_NOT_REQUIRED' /> + <value enum='1' description='ALLOCATION_REQUIRED' /> + <value enum='2' description='USE_ALLOCATION_PROVIDED_WITH_THE_TRADE' /> + <value enum='3' description='ALLOCATION_GIVE_UP_EXECUTOR' /> + <value enum='4' description='ALLOCATION_FROM_EXECUTOR' /> + <value enum='5' description='ALLOCATION_TO_CLAIM_ACCOUNT' /> + </field> + <field number='827' name='ExpirationCycle' type='INT'> + <value enum='0' description='EXPIRE_ON_TRADING_SESSION_CLOSE' /> + <value enum='1' description='EXPIRE_ON_TRADING_SESSION_OPEN' /> + <value enum='2' description='TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE' /> + </field> + <field number='828' name='TrdType' type='INT'> + <value enum='0' description='REGULAR_TRADE' /> + <value enum='1' description='BLOCK_TRADE_1' /> + <value enum='10' description='AFTER_HOURS_TRADE' /> + <value enum='2' description='EFP' /> + <value enum='3' description='TRANSFER' /> + <value enum='4' description='LATE_TRADE' /> + <value enum='5' description='T_TRADE' /> + <value enum='6' description='WEIGHTED_AVERAGE_PRICE_TRADE' /> + <value enum='7' description='BUNCHED_TRADE' /> + <value enum='8' description='LATE_BUNCHED_TRADE' /> + <value enum='9' description='PRIOR_REFERENCE_PRICE_TRADE' /> + <value enum='11' description='EXCHANGE_FOR_RISK' /> + <value enum='12' description='EXCHANGE_FOR_SWAP' /> + <value enum='13' description='EXCHANGE_OF_FUTURES_FOR' /> + <value enum='14' description='EXCHANGE_OF_OPTIONS_FOR_OPTIONS' /> + <value enum='15' description='TRADING_AT_SETTLEMENT' /> + <value enum='16' description='ALL_OR_NONE' /> + <value enum='17' description='FUTURES_LARGE_ORDER_EXECUTION' /> + <value enum='18' description='EXCHANGE_OF_FUTURES_FOR_FUTURES' /> + <value enum='19' description='OPTION_INTERIM_TRADE' /> + <value enum='20' description='OPTION_CABINET_TRADE' /> + <value enum='22' description='PRIVATELY_NEGOTIATED_TRADES' /> + <value enum='23' description='SUBSTITUTION_OF_FUTURES_FOR_FORWARDS' /> + <value enum='24' description='ERROR_TRADE' /> + <value enum='25' description='SPECIAL_CUM_DIVIDEND' /> + <value enum='26' description='SPECIAL_EX_DIVIDEND' /> + <value enum='27' description='SPECIAL_CUM_COUPON' /> + <value enum='28' description='SPECIAL_EX_COUPON' /> + <value enum='29' description='CASH_SETTLEMENT' /> + <value enum='30' description='SPECIAL_PRICE' /> + <value enum='31' description='GUARANTEED_DELIVERY' /> + <value enum='32' description='SPECIAL_CUM_RIGHTS' /> + <value enum='33' description='SPECIAL_EX_RIGHTS' /> + <value enum='34' description='SPECIAL_CUM_CAPITAL_REPAYMENTS' /> + <value enum='35' description='SPECIAL_EX_CAPITAL_REPAYMENTS' /> + <value enum='36' description='SPECIAL_CUM_BONUS' /> + <value enum='37' description='SPECIAL_EX_BONUS' /> + <value enum='38' description='BLOCK_TRADE_38' /> + <value enum='39' description='WORKED_PRINCIPAL_TRADE' /> + <value enum='40' description='BLOCK_TRADES' /> + <value enum='41' description='NAME_CHANGE' /> + <value enum='42' description='PORTFOLIO_TRANSFER' /> + <value enum='43' description='PROROGATION_BUY' /> + <value enum='44' description='PROROGATION_SELL' /> + <value enum='45' description='OPTION_EXERCISE' /> + <value enum='46' description='DELTA_NEUTRAL_TRANSACTION' /> + <value enum='47' description='FINANCING_TRANSACTION' /> + <value enum='48' description='NON_STANDARD_SETTLEMENT' /> + <value enum='49' description='DERIVATIVE_RELATED_TRANSACTION' /> + <value enum='50' description='PORTFOLIO_TRADE' /> + <value enum='51' description='VOLUME_WEIGHTED_AVERAGE_TRADE' /> + <value enum='52' description='EXCHANGE_GRANTED_TRADE' /> + <value enum='53' description='REPURCHASE_AGREEMENT' /> + <value enum='54' description='OTC' /> + <value enum='55' description='EXCHANGE_BASIS_FACILITY' /> + </field> + <field number='829' name='TrdSubType' type='INT'> + <value enum='0' description='CMTA' /> + <value enum='1' description='INTERNAL_TRANSFER_OR_ADJUSTMENT' /> + <value enum='2' description='EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT' /> + <value enum='3' description='REJECT_FOR_SUBMITTING_SIDE' /> + <value enum='4' description='ADVISORY_FOR_CONTRA_SIDE' /> + <value enum='5' description='OFFSET_DUE_TO_AN_ALLOCATION' /> + <value enum='6' description='ONSET_DUE_TO_AN_ALLOCATION' /> + <value enum='7' description='DIFFERENTIAL_SPREAD' /> + <value enum='8' description='IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT' /> + <value enum='9' description='TRANSACTION_FROM_EXERCISE' /> + <value enum='10' description='TRANSACTION_FROM_ASSIGNMENT' /> + <value enum='11' description='ACATS' /> + <value enum='14' description='AI' /> + <value enum='15' description='B' /> + <value enum='16' description='K' /> + <value enum='17' description='LC' /> + <value enum='18' description='M' /> + <value enum='19' description='N' /> + <value enum='20' description='NM' /> + <value enum='21' description='NR' /> + <value enum='22' description='P' /> + <value enum='23' description='PA' /> + <value enum='24' description='PC' /> + <value enum='25' description='PN' /> + <value enum='26' description='R' /> + <value enum='27' description='RO' /> + <value enum='28' description='RT' /> + <value enum='29' description='SW' /> + <value enum='30' description='T' /> + <value enum='31' description='WN' /> + <value enum='32' description='WT' /> + <value enum='33' description='OFF_HOURS_TRADE' /> + <value enum='34' description='ON_HOURS_TRADE' /> + <value enum='35' description='OTC_QUOTE' /> + <value enum='36' description='CONVERTED_SWAP' /> + <value enum='37' description='CROSSED_TRADE' /> + <value enum='38' description='INTERIM_PROTECTED_TRADE' /> + <value enum='39' description='LARGE_IN_SCALE' /> + </field> + <field number='830' name='TransferReason' type='STRING' /> + <field number='831' name='AsgnReqID' type='STRING' /> + <field number='832' name='TotNumAssignmentReports' type='INT' /> + <field number='833' name='AsgnRptID' type='STRING' /> + <field number='834' name='ThresholdAmount' type='PRICEOFFSET' /> + <field number='835' name='PegMoveType' type='INT'> + <value enum='0' description='FLOATING' /> + <value enum='1' description='FIXED' /> + </field> + <field number='836' name='PegOffsetType' type='INT'> + <value enum='0' description='PRICE' /> + <value enum='1' description='BASIS_POINTS' /> + <value enum='2' description='TICKS' /> + <value enum='3' description='PRICE_TIER' /> + </field> + <field number='837' name='PegLimitType' type='INT'> + <value enum='0' description='OR_BETTER' /> + <value enum='1' description='STRICT' /> + <value enum='2' description='OR_WORSE' /> + </field> + <field number='838' name='PegRoundDirection' type='INT'> + <value enum='1' description='MORE_AGGRESSIVE' /> + <value enum='2' description='MORE_PASSIVE' /> + </field> + <field number='839' name='PeggedPrice' type='PRICE' /> + <field number='840' name='PegScope' type='INT'> + <value enum='1' description='LOCAL' /> + <value enum='2' description='NATIONAL' /> + <value enum='3' description='GLOBAL' /> + <value enum='4' description='NATIONAL_EXCLUDING_LOCAL' /> + </field> + <field number='841' name='DiscretionMoveType' type='INT'> + <value enum='0' description='FLOATING' /> + <value enum='1' description='FIXED' /> + </field> + <field number='842' name='DiscretionOffsetType' type='INT'> + <value enum='0' description='PRICE' /> + <value enum='1' description='BASIS_POINTS' /> + <value enum='2' description='TICKS' /> + <value enum='3' description='PRICE_TIER' /> + </field> + <field number='843' name='DiscretionLimitType' type='INT'> + <value enum='0' description='OR_BETTER' /> + <value enum='1' description='STRICT' /> + <value enum='2' description='OR_WORSE' /> + </field> + <field number='844' name='DiscretionRoundDirection' type='INT'> + <value enum='1' description='MORE_AGGRESSIVE' /> + <value enum='2' description='MORE_PASSIVE' /> + </field> + <field number='845' name='DiscretionPrice' type='PRICE' /> + <field number='846' name='DiscretionScope' type='INT'> + <value enum='1' description='LOCAL' /> + <value enum='2' description='NATIONAL' /> + <value enum='3' description='GLOBAL' /> + <value enum='4' description='NATIONAL_EXCLUDING_LOCAL' /> + </field> + <field number='847' name='TargetStrategy' type='INT'> + <value enum='1' description='VWAP' /> + <value enum='2' description='PARTICIPATE' /> + <value enum='3' description='MININIZE_MARKET_IMPACT' /> + </field> + <field number='848' name='TargetStrategyParameters' type='STRING' /> + <field number='849' name='ParticipationRate' type='PERCENTAGE' /> + <field number='850' name='TargetStrategyPerformance' type='FLOAT' /> + <field number='851' name='LastLiquidityInd' type='INT'> + <value enum='1' description='ADDED_LIQUIDITY' /> + <value enum='2' description='REMOVED_LIQUIDITY' /> + <value enum='3' description='LIQUIDITY_ROUTED_OUT' /> + <value enum='4' description='AUCTION' /> + </field> + <field number='852' name='PublishTrdIndicator' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='853' name='ShortSaleReason' type='INT'> + <value enum='0' description='DEALER_SOLD_SHORT' /> + <value enum='1' description='DEALER_SOLD_SHORT_EXEMPT' /> + <value enum='2' description='SELLING_CUSTOMER_SOLD_SHORT' /> + <value enum='3' description='SELLING_CUSTOMER_SOLD_SHORT_EXEMPT' /> + <value enum='4' description='QUALIFIED_SERVICE_REPRESENTATIVE' /> + <value enum='5' description='QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT' /> + </field> + <field number='854' name='QtyType' type='INT'> + <value enum='0' description='UNITS' /> + <value enum='1' description='CONTRACTS' /> + <value enum='2' description='UNITS_OF_MEASURE_PER_TIME_UNIT' /> + </field> + <field number='855' name='SecondaryTrdType' type='INT' /> + <field number='856' name='TradeReportType' type='INT'> + <value enum='0' description='SUBMIT' /> + <value enum='1' description='ALLEGED_1' /> + <value enum='2' description='ACCEPT' /> + <value enum='3' description='DECLINE' /> + <value enum='4' description='ADDENDUM' /> + <value enum='5' description='NO_WAS' /> + <value enum='6' description='TRADE_REPORT_CANCEL' /> + <value enum='7' description='7' /> + <value enum='8' description='DEFAULTED' /> + <value enum='9' description='INVALID_CMTA' /> + <value enum='10' description='PENDED' /> + <value enum='11' description='ALLEGED_NEW' /> + <value enum='12' description='ALLEGED_ADDENDUM' /> + <value enum='13' description='ALLEGED_NO_WAS' /> + <value enum='14' description='ALLEGED_TRADE_REPORT_CANCEL' /> + <value enum='15' description='ALLEGED_15' /> + </field> + <field number='857' name='AllocNoOrdersType' type='INT'> + <value enum='0' description='NOT_SPECIFIED' /> + <value enum='1' description='EXPLICIT_LIST_PROVIDED' /> + </field> + <field number='858' name='SharedCommission' type='AMT' /> + <field number='859' name='ConfirmReqID' type='STRING' /> + <field number='860' name='AvgParPx' type='PRICE' /> + <field number='861' name='ReportedPx' type='PRICE' /> + <field number='862' name='NoCapacities' type='NUMINGROUP' /> + <field number='863' name='OrderCapacityQty' type='QTY' /> + <field number='864' name='NoEvents' type='NUMINGROUP' /> + <field number='865' name='EventType' type='INT'> + <value enum='1' description='PUT' /> + <value enum='2' description='CALL' /> + <value enum='3' description='TENDER' /> + <value enum='4' description='SINKING_FUND_CALL' /> + <value enum='99' description='OTHER' /> + <value enum='5' description='ACTIVATION' /> + <value enum='6' description='INACTIVIATION' /> + <value enum='7' description='LAST_ELIGIBLE_TRADE_DATE' /> + <value enum='8' description='SWAP_START_DATE' /> + <value enum='9' description='SWAP_END_DATE' /> + <value enum='11' description='SWAP_NEXT_START_DATE' /> + <value enum='10' description='SWAP_ROLL_DATE' /> + <value enum='12' description='SWAP_NEXT_ROLL_DATE' /> + <value enum='13' description='FIRST_DELIVERY_DATE' /> + <value enum='14' description='LAST_DELIVERY_DATE' /> + <value enum='15' description='INITIAL_INVENTORY_DUE_DATE' /> + <value enum='16' description='FINAL_INVENTORY_DUE_DATE' /> + <value enum='17' description='FIRST_INTENT_DATE' /> + <value enum='18' description='LAST_INTENT_DATE' /> + <value enum='19' description='POSITION_REMOVAL_DATE' /> + </field> + <field number='866' name='EventDate' type='LOCALMKTDATE' /> + <field number='867' name='EventPx' type='PRICE' /> + <field number='868' name='EventText' type='STRING' /> + <field number='869' name='PctAtRisk' type='PERCENTAGE' /> + <field number='870' name='NoInstrAttrib' type='NUMINGROUP' /> + <field number='871' name='InstrAttribType' type='INT'> + <value enum='1' description='FLAT' /> + <value enum='10' description='ORIGINAL_ISSUE_DISCOUNT' /> + <value enum='11' description='CALLABLE_PUTTABLE' /> + <value enum='12' description='ESCROWED_TO_MATURITY' /> + <value enum='13' description='ESCROWED_TO_REDEMPTION_DATE' /> + <value enum='14' description='PRE_REFUNDED' /> + <value enum='15' description='IN_DEFAULT' /> + <value enum='16' description='UNRATED' /> + <value enum='17' description='TAXABLE' /> + <value enum='18' description='INDEXED' /> + <value enum='19' description='SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX' /> + <value enum='2' description='ZERO_COUPON' /> + <value enum='20' description='ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE' /> + <value enum='21' description='CALLABLE_BELOW_MATURITY_VALUE' /> + <value enum='22' description='CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED' /> + <value enum='3' description='INTEREST_BEARING' /> + <value enum='4' description='NO_PERIODIC_PAYMENTS' /> + <value enum='5' description='VARIABLE_RATE' /> + <value enum='6' description='LESS_FEE_FOR_PUT' /> + <value enum='7' description='STEPPED_COUPON' /> + <value enum='8' description='COUPON_PERIOD' /> + <value enum='9' description='WHEN_AND_IF_ISSUED' /> + <value enum='99' description='TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE' /> + <value enum='23' description='PRICE_TICK_RULES_FOR_SECURITY' /> + <value enum='24' description='TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY' /> + <value enum='25' description='INSTRUMENT_DENOMINATOR' /> + <value enum='26' description='INSTRUMENT_NUMERATOR' /> + <value enum='27' description='INSTRUMENT_PRICE_PRECISION' /> + <value enum='28' description='INSTRUMENT_STRIKE_PRICE' /> + <value enum='29' description='TRADEABLE_INDICATOR' /> + </field> + <field number='872' name='InstrAttribValue' type='STRING' /> + <field number='873' name='DatedDate' type='LOCALMKTDATE' /> + <field number='874' name='InterestAccrualDate' type='LOCALMKTDATE' /> + <field number='875' name='CPProgram' type='INT'> + <value enum='1' description='3' /> + <value enum='2' description='4' /> + <value enum='99' description='OTHER' /> + </field> + <field number='876' name='CPRegType' type='STRING' /> + <field number='877' name='UnderlyingCPProgram' type='STRING' /> + <field number='878' name='UnderlyingCPRegType' type='STRING' /> + <field number='879' name='UnderlyingQty' type='QTY' /> + <field number='880' name='TrdMatchID' type='STRING' /> + <field number='881' name='SecondaryTradeReportRefID' type='STRING' /> + <field number='882' name='UnderlyingDirtyPrice' type='PRICE' /> + <field number='883' name='UnderlyingEndPrice' type='PRICE' /> + <field number='884' name='UnderlyingStartValue' type='AMT' /> + <field number='885' name='UnderlyingCurrentValue' type='AMT' /> + <field number='886' name='UnderlyingEndValue' type='AMT' /> + <field number='887' name='NoUnderlyingStips' type='NUMINGROUP' /> + <field number='888' name='UnderlyingStipType' type='STRING' /> + <field number='889' name='UnderlyingStipValue' type='STRING' /> + <field number='890' name='MaturityNetMoney' type='AMT' /> + <field number='891' name='MiscFeeBasis' type='INT'> + <value enum='0' description='ABSOLUTE' /> + <value enum='1' description='PER_UNIT' /> + <value enum='2' description='PERCENTAGE' /> + </field> + <field number='892' name='TotNoAllocs' type='INT' /> + <field number='893' name='LastFragment' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='894' name='CollReqID' type='STRING' /> + <field number='895' name='CollAsgnReason' type='INT'> + <value enum='0' description='INITIAL' /> + <value enum='1' description='SCHEDULED' /> + <value enum='2' description='TIME_WARNING' /> + <value enum='3' description='MARGIN_DEFICIENCY' /> + <value enum='4' description='MARGIN_EXCESS' /> + <value enum='5' description='FORWARD_COLLATERAL_DEMAND' /> + <value enum='6' description='EVENT_OF_DEFAULT' /> + <value enum='7' description='ADVERSE_TAX_EVENT' /> + </field> + <field number='896' name='CollInquiryQualifier' type='INT'> + <value enum='0' description='TRADE_DATE' /> + <value enum='1' description='GC_INSTRUMENT' /> + <value enum='2' description='COLLATERAL_INSTRUMENT' /> + <value enum='3' description='SUBSTITUTION_ELIGIBLE' /> + <value enum='4' description='NOT_ASSIGNED' /> + <value enum='5' description='PARTIALLY_ASSIGNED' /> + <value enum='6' description='FULLY_ASSIGNED' /> + <value enum='7' description='OUTSTANDING_TRADES' /> + </field> + <field number='897' name='NoTrades' type='NUMINGROUP' /> + <field number='898' name='MarginRatio' type='PERCENTAGE' /> + <field number='899' name='MarginExcess' type='AMT' /> + <field number='900' name='TotalNetValue' type='AMT' /> + <field number='901' name='CashOutstanding' type='AMT' /> + <field number='902' name='CollAsgnID' type='STRING' /> + <field number='903' name='CollAsgnTransType' type='INT'> + <value enum='0' description='NEW' /> + <value enum='1' description='REPLACE' /> + <value enum='2' description='CANCEL' /> + <value enum='3' description='RELEASE' /> + <value enum='4' description='REVERSE' /> + </field> + <field number='904' name='CollRespID' type='STRING' /> + <field number='905' name='CollAsgnRespType' type='INT'> + <value enum='0' description='RECEIVED' /> + <value enum='1' description='ACCEPTED' /> + <value enum='2' description='DECLINED' /> + <value enum='3' description='REJECTED' /> + </field> + <field number='906' name='CollAsgnRejectReason' type='INT'> + <value enum='0' description='UNKNOWN_DEAL' /> + <value enum='1' description='UNKNOWN_OR_INVALID_INSTRUMENT' /> + <value enum='2' description='UNAUTHORIZED_TRANSACTION' /> + <value enum='3' description='INSUFFICIENT_COLLATERAL' /> + <value enum='4' description='INVALID_TYPE_OF_COLLATERAL' /> + <value enum='5' description='EXCESSIVE_SUBSTITUTION' /> + <value enum='99' description='OTHER' /> + </field> + <field number='907' name='CollAsgnRefID' type='STRING' /> + <field number='908' name='CollRptID' type='STRING' /> + <field number='909' name='CollInquiryID' type='STRING' /> + <field number='910' name='CollStatus' type='INT'> + <value enum='0' description='UNASSIGNED' /> + <value enum='1' description='PARTIALLY_ASSIGNED' /> + <value enum='2' description='ASSIGNMENT_PROPOSED' /> + <value enum='3' description='ASSIGNED' /> + <value enum='4' description='CHALLENGED' /> + </field> + <field number='911' name='TotNumReports' type='INT' /> + <field number='912' name='LastRptRequested' type='BOOLEAN'> + <value enum='N' description='NO' /> + <value enum='Y' description='YES' /> + </field> + <field number='913' name='AgreementDesc' type='STRING' /> + <field number='914' name='AgreementID' type='STRING' /> + <field number='915' name='AgreementDate' type='LOCALMKTDATE' /> + <field number='916' name='StartDate' type='LOCALMKTDATE' /> + <field number='917' name='EndDate' type='LOCALMKTDATE' /> + <field number='918' name='AgreementCurrency' type='CURRENCY' /> + <field number='919' name='DeliveryType' type='INT'> + <value enum='0' description='VERSUS_PAYMENT_DELIVER' /> + <value enum='1' description='FREE_DELIVER' /> + <value enum='2' description='TRI_PARTY' /> + <value enum='3' description='HOLD_IN_CUSTODY' /> + </field> + <field number='920' name='EndAccruedInterestAmt' type='AMT' /> + <field number='921' name='StartCash' type='AMT' /> + <field number='922' name='EndCash' type='AMT' /> + <field number='923' name='UserRequestID' type='STRING' /> + <field number='924' name='UserRequestType' type='INT'> + <value enum='1' description='LOG_ON_USER' /> + <value enum='2' description='LOG_OFF_USER' /> + <value enum='3' description='CHANGE_PASSWORD_FOR_USER' /> + <value enum='4' description='REQUEST_INDIVIDUAL_USER_STATUS' /> + </field> + <field number='925' name='NewPassword' type='STRING' /> + <field number='926' name='UserStatus' type='INT'> + <value enum='1' description='LOGGED_IN' /> + <value enum='2' description='NOT_LOGGED_IN' /> + <value enum='3' description='USER_NOT_RECOGNISED' /> + <value enum='4' description='PASSWORD_INCORRECT' /> + <value enum='5' description='PASSWORD_CHANGED' /> + <value enum='6' description='OTHER' /> + <value enum='7' description='FORCED_USER_LOGOUT_BY_EXCHANGE' /> + <value enum='8' description='SESSION_SHUTDOWN_WARNING' /> + </field> + <field number='927' name='UserStatusText' type='STRING' /> + <field number='928' name='StatusValue' type='INT'> + <value enum='1' description='CONNECTED' /> + <value enum='2' description='NOT_CONNECTED_2' /> + <value enum='3' description='NOT_CONNECTED_3' /> + <value enum='4' description='IN_PROCESS' /> + </field> + <field number='929' name='StatusText' type='STRING' /> + <field number='930' name='RefCompID' type='STRING' /> + <field number='931' name='RefSubID' type='STRING' /> + <field number='932' name='NetworkResponseID' type='STRING' /> + <field number='933' name='NetworkRequestID' type='STRING' /> + <field number='934' name='LastNetworkResponseID' type='STRING' /> + <field number='935' name='NetworkRequestType' type='INT'> + <value enum='1' description='SNAPSHOT' /> + <value enum='2' description='SUBSCRIBE' /> + <value enum='4' description='STOP_SUBSCRIBING' /> + <value enum='8' description='LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED' /> + </field> + <field number='936' name='NoCompIDs' type='NUMINGROUP' /> + <field number='937' name='NetworkStatusResponseType' type='INT'> + <value enum='1' description='FULL' /> + <value enum='2' description='INCREMENTAL_UPDATE' /> + </field> + <field number='938' name='NoCollInquiryQualifier' type='NUMINGROUP' /> + <field number='939' name='TrdRptStatus' type='INT'> + <value enum='0' description='ACCEPTED' /> + <value enum='1' description='REJECTED' /> + <value enum='3' description='ACCEPTED_WITH_ERRORS' /> + </field> + <field number='940' name='AffirmStatus' type='INT'> + <value enum='1' description='RECEIVED' /> + <value enum='2' description='CONFIRM_REJECTED_IE_NOT_AFFIRMED' /> + <value enum='3' description='AFFIRMED' /> + </field> + <field number='941' name='UnderlyingStrikeCurrency' type='CURRENCY' /> + <field number='942' name='LegStrikeCurrency' type='CURRENCY' /> + <field number='943' name='TimeBracket' type='STRING' /> + <field number='944' name='CollAction' type='INT'> + <value enum='0' description='RETAIN' /> + <value enum='1' description='ADD' /> + <value enum='2' description='REMOVE' /> + </field> + <field number='945' name='CollInquiryStatus' type='INT'> + <value enum='0' description='ACCEPTED' /> + <value enum='1' description='ACCEPTED_WITH_WARNINGS' /> + <value enum='2' description='COMPLETED' /> + <value enum='3' description='COMPLETED_WITH_WARNINGS' /> + <value enum='4' description='REJECTED' /> + </field> + <field number='946' name='CollInquiryResult' type='INT'> + <value enum='0' description='SUCCESSFUL' /> + <value enum='1' description='INVALID_OR_UNKNOWN_INSTRUMENT' /> + <value enum='2' description='INVALID_OR_UNKNOWN_COLLATERAL_TYPE' /> + <value enum='3' description='INVALID_PARTIES' /> + <value enum='4' description='INVALID_TRANSPORT_TYPE_REQUESTED' /> + <value enum='5' description='INVALID_DESTINATION_REQUESTED' /> + <value enum='6' description='NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED' /> + <value enum='7' description='NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED' /> + <value enum='8' description='COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED' /> + <value enum='9' description='UNAUTHORIZED_FOR_COLLATERAL_INQUIRY' /> + <value enum='99' description='OTHER' /> + </field> + <field number='947' name='StrikeCurrency' type='CURRENCY' /> + <field number='948' name='NoNested3PartyIDs' type='NUMINGROUP' /> + <field number='949' name='Nested3PartyID' type='STRING' /> + <field number='950' name='Nested3PartyIDSource' type='CHAR' /> + <field number='951' name='Nested3PartyRole' type='INT' /> + <field number='952' name='NoNested3PartySubIDs' type='NUMINGROUP' /> + <field number='953' name='Nested3PartySubID' type='STRING' /> + <field number='954' name='Nested3PartySubIDType' type='INT' /> + <field number='955' name='LegContractSettlMonth' type='MONTHYEAR' /> + <field number='956' name='LegInterestAccrualDate' type='LOCALMKTDATE' /> + <field number='957' name='NoStrategyParameters' type='NUMINGROUP' /> + <field number='958' name='StrategyParameterName' type='STRING' /> + <field number='959' name='StrategyParameterType' type='INT'> + <value enum='1' description='INT' /> + <value enum='2' description='LENGTH' /> + <value enum='3' description='NUMINGROUP' /> + <value enum='4' description='SEQNUM' /> + <value enum='5' description='TAGNUM' /> + <value enum='6' description='FLOAT' /> + <value enum='7' description='QTY' /> + <value enum='8' description='PRICE' /> + <value enum='9' description='PRICEOFFSET' /> + <value enum='10' description='AMT' /> + <value enum='11' description='PERCENTAGE' /> + <value enum='12' description='CHAR' /> + <value enum='13' description='BOOLEAN' /> + <value enum='14' description='STRING' /> + <value enum='15' description='MULTIPLECHARVALUE' /> + <value enum='16' description='CURRENCY' /> + <value enum='17' description='EXCHANGE' /> + <value enum='18' description='MONTHYEAR' /> + <value enum='19' description='UTCTIMESTAMP' /> + <value enum='20' description='UTCTIMEONLY' /> + <value enum='21' description='LOCALMKTDATE' /> + <value enum='22' description='UTCDATEONLY' /> + <value enum='23' description='DATA' /> + <value enum='24' description='MULTIPLESTRINGVALUE' /> + <value enum='25' description='COUNTRY' /> + <value enum='26' description='LANGUAGE' /> + <value enum='27' description='TZTIMEONLY' /> + <value enum='28' description='TZTIMESTAMP' /> + <value enum='29' description='TENOR' /> + </field> + <field number='960' name='StrategyParameterValue' type='STRING' /> + <field number='961' name='HostCrossID' type='STRING' /> + <field number='962' name='SideTimeInForce' type='UTCTIMESTAMP' /> + <field number='963' name='MDReportID' type='INT' /> + <field number='964' name='SecurityReportID' type='INT' /> + <field number='965' name='SecurityStatus' type='STRING'> + <value enum='1' description='ACTIVE' /> + <value enum='2' description='INACTIVE' /> + </field> + <field number='966' name='SettleOnOpenFlag' type='STRING' /> + <field number='967' name='StrikeMultiplier' type='FLOAT' /> + <field number='968' name='StrikeValue' type='FLOAT' /> + <field number='969' name='MinPriceIncrement' type='FLOAT' /> + <field number='970' name='PositionLimit' type='INT' /> + <field number='971' name='NTPositionLimit' type='INT' /> + <field number='972' name='UnderlyingAllocationPercent' type='PERCENTAGE' /> + <field number='973' name='UnderlyingCashAmount' type='AMT' /> + <field number='974' name='UnderlyingCashType' type='STRING'> + <value enum='FIXED' description='FIXED' /> + <value enum='DIFF' description='DIFF' /> + </field> + <field number='975' name='UnderlyingSettlementType' type='INT'> + <value enum='2' description='T_PLUS_1' /> + <value enum='4' description='T_PLUS_3' /> + <value enum='5' description='T_PLUS_4' /> + </field> + <field number='976' name='QuantityDate' type='LOCALMKTDATE' /> + <field number='977' name='ContIntRptID' type='STRING' /> + <field number='978' name='LateIndicator' type='BOOLEAN' /> + <field number='979' name='InputSource' type='STRING' /> + <field number='980' name='SecurityUpdateAction' type='CHAR'> + <value enum='A' description='ADD' /> + <value enum='D' description='DELETE' /> + <value enum='M' description='MODIFY' /> + </field> + <field number='981' name='NoExpiration' type='NUMINGROUP' /> + <field number='982' name='ExpirationQtyType' type='INT'> + <value enum='1' description='AUTO_EXERCISE' /> + <value enum='2' description='NON_AUTO_EXERCISE' /> + <value enum='3' description='FINAL_WILL_BE_EXERCISED' /> + <value enum='4' description='CONTRARY_INTENTION' /> + <value enum='5' description='DIFFERENCE' /> + </field> + <field number='983' name='ExpQty' type='QTY' /> + <field number='984' name='NoUnderlyingAmounts' type='NUMINGROUP' /> + <field number='985' name='UnderlyingPayAmount' type='AMT' /> + <field number='986' name='UnderlyingCollectAmount' type='AMT' /> + <field number='987' name='UnderlyingSettlementDate' type='LOCALMKTDATE' /> + <field number='988' name='UnderlyingSettlementStatus' type='STRING' /> + <field number='989' name='SecondaryIndividualAllocID' type='STRING' /> + <field number='990' name='LegReportID' type='STRING' /> + <field number='991' name='RndPx' type='PRICE' /> + <field number='992' name='IndividualAllocType' type='INT'> + <value enum='1' description='SUB_ALLOCATE' /> + <value enum='2' description='THIRD_PARTY_ALLOCATION' /> + </field> + <field number='993' name='AllocCustomerCapacity' type='STRING' /> + <field number='994' name='TierCode' type='STRING' /> + <field number='996' name='UnitOfMeasure' type='STRING'> + <value enum='MWh' description='MEGAWATT_HOURS' /> + <value enum='MMBtu' description='ONE_MILLION_BTU' /> + <value enum='Bbl' description='BARRELS' /> + <value enum='Gal' description='GALLONS' /> + <value enum='t' description='METRIC_TONS' /> + <value enum='tn' description='TONS' /> + <value enum='MMbbl' description='MILLION_BARRELS' /> + <value enum='lbs' description='POUNDS' /> + <value enum='oz_tr' description='TROY_OUNCES' /> + <value enum='USD' description='US_DOLLARS' /> + <value enum='Bcf' description='BILLION_CUBIC_FEET' /> + <value enum='Bu' description='BUSHELS' /> + <value enum='Alw' description='ALLOWANCES' /> + </field> + <field number='997' name='TimeUnit' type='STRING'> + <value enum='S' description='SECOND' /> + <value enum='Min' description='MINUTE' /> + <value enum='H' description='HOUR' /> + <value enum='D' description='DAY' /> + <value enum='Wk' description='WEEK' /> + <value enum='Mo' description='MONTH' /> + <value enum='Yr' description='YEAR' /> + </field> + <field number='998' name='UnderlyingUnitOfMeasure' type='STRING' /> + <field number='999' name='LegUnitOfMeasure' type='STRING' /> + <field number='1000' name='UnderlyingTimeUnit' type='STRING' /> + <field number='1001' name='LegTimeUnit' type='STRING' /> + <field number='1002' name='AllocMethod' type='INT'> + <value enum='1' description='AUTOMATIC' /> + <value enum='2' description='GUARANTOR' /> + <value enum='3' description='MANUAL' /> + </field> + <field number='1003' name='TradeID' type='STRING' /> + <field number='1005' name='SideTradeReportID' type='STRING' /> + <field number='1006' name='SideFillStationCd' type='STRING' /> + <field number='1007' name='SideReasonCd' type='STRING' /> + <field number='1008' name='SideTrdSubTyp' type='INT' /> + <field number='1009' name='SideLastQty' type='INT' /> + <field number='1011' name='MessageEventSource' type='STRING' /> + <field number='1012' name='SideTrdRegTimestamp' type='UTCTIMESTAMP' /> + <field number='1013' name='SideTrdRegTimestampType' type='INT' /> + <field number='1014' name='SideTrdRegTimestampSrc' type='STRING' /> + <field number='1015' name='AsOfIndicator' type='CHAR'> + <value enum='0' description='FALSE' /> + <value enum='1' description='TRUE' /> + </field> + <field number='1016' name='NoSideTrdRegTS' type='NUMINGROUP' /> + <field number='1017' name='LegOptionRatio' type='FLOAT' /> + <field number='1018' name='NoInstrumentParties' type='NUMINGROUP' /> + <field number='1019' name='InstrumentPartyID' type='STRING' /> + <field number='1020' name='TradeVolume' type='QTY' /> + <field number='1021' name='MDBookType' type='INT'> + <value enum='1' description='TOP_OF_BOOK' /> + <value enum='2' description='PRICE_DEPTH' /> + <value enum='3' description='ORDER_DEPTH' /> + </field> + <field number='1022' name='MDFeedType' type='STRING' /> + <field number='1023' name='MDPriceLevel' type='INT' /> + <field number='1024' name='MDOriginType' type='INT'> + <value enum='0' description='BOOK' /> + <value enum='1' description='OFF_BOOK' /> + <value enum='2' description='CROSS' /> + </field> + <field number='1025' name='FirstPx' type='PRICE' /> + <field number='1026' name='MDEntrySpotRate' type='FLOAT' /> + <field number='1027' name='MDEntryForwardPoints' type='PRICEOFFSET' /> + <field number='1028' name='ManualOrderIndicator' type='BOOLEAN' /> + <field number='1029' name='CustDirectedOrder' type='BOOLEAN' /> + <field number='1030' name='ReceivedDeptID' type='STRING' /> + <field number='1031' name='CustOrderHandlingInst' type='MULTIPLESTRINGVALUE'> + <value enum='ADD' description='ADD_ON_ORDER' /> + <value enum='AON' description='ALL_OR_NONE' /> + <value enum='CNH' description='CASH_NOT_HELD' /> + <value enum='DIR' description='DIRECTED_ORDER' /> + <value enum='E.W' description='EXCHANGE_FOR_PHYSICAL_TRANSACTION' /> + <value enum='FOK' description='FILL_OR_KILL' /> + <value enum='IO' description='IMBALANCE_ONLY' /> + <value enum='IOC' description='IMMEDIATE_OR_CANCEL' /> + <value enum='LOO' description='LIMIT_ON_OPEN' /> + <value enum='LOC' description='LIMIT_ON_CLOSE' /> + <value enum='MAO' description='MARKET_AT_OPEN' /> + <value enum='MAC' description='MARKET_AT_CLOSE' /> + <value enum='MOO' description='MARKET_ON_OPEN' /> + <value enum='MOC' description='MARKET_ON_CLOSE' /> + <value enum='MQT' description='MINIMUM_QUANTITY' /> + <value enum='NH' description='NOT_HELD' /> + <value enum='OVD' description='OVER_THE_DAY' /> + <value enum='PEG' description='PEGGED' /> + <value enum='RSV' description='RESERVE_SIZE_ORDER' /> + <value enum='S.W' description='STOP_STOCK_TRANSACTION' /> + <value enum='SCL' description='SCALE' /> + <value enum='TMO' description='TIME_ORDER' /> + <value enum='TS' description='TRAILING_STOP' /> + <value enum='WRK' description='WORK' /> + </field> + <field number='1032' name='OrderHandlingInstSource' type='INT'> + <value enum='1' description='NASD_OATS' /> + </field> + <field number='1033' name='DeskType' type='STRING'> + <value enum='A' description='AGENCY' /> + <value enum='AR' description='ARBITRAGE' /> + <value enum='D' description='DERIVATIVES' /> + <value enum='IN' description='INTERNATIONAL' /> + <value enum='IS' description='INSTITUTIONAL' /> + <value enum='O' description='OTHER' /> + <value enum='PF' description='PREFERRED_TRADING' /> + <value enum='PR' description='PROPRIETARY' /> + <value enum='PT' description='PROGRAM_TRADING' /> + <value enum='S' description='SALES' /> + <value enum='T' description='TRADING' /> + </field> + <field number='1034' name='DeskTypeSource' type='INT'> + <value enum='1' description='NASD_OATS' /> + </field> + <field number='1035' name='DeskOrderHandlingInst' type='MULTIPLESTRINGVALUE'> + <value enum='ADD' description='ADD_ON_ORDER' /> + <value enum='AON' description='ALL_OR_NONE' /> + <value enum='CNH' description='CASH_NOT_HELD' /> + <value enum='DIR' description='DIRECTED_ORDER' /> + <value enum='E.W' description='EXCHANGE_FOR_PHYSICAL_TRANSACTION' /> + <value enum='FOK' description='FILL_OR_KILL' /> + <value enum='IO' description='IMBALANCE_ONLY' /> + <value enum='IOC' description='IMMEDIATE_OR_CANCEL' /> + <value enum='LOO' description='LIMIT_ON_OPEN' /> + <value enum='LOC' description='LIMIT_ON_CLOSE' /> + <value enum='MAO' description='MARKET_AT_OPEN' /> + <value enum='MAC' description='MARKET_AT_CLOSE' /> + <value enum='MOO' description='MARKET_ON_OPEN' /> + <value enum='MOC' description='MARKET_ON_CLOSE' /> + <value enum='MQT' description='MINIMUM_QUANTITY' /> + <value enum='NH' description='NOT_HELD' /> + <value enum='OVD' description='OVER_THE_DAY' /> + <value enum='PEG' description='PEGGED' /> + <value enum='RSV' description='RESERVE_SIZE_ORDER' /> + <value enum='S.W' description='STOP_STOCK_TRANSACTION' /> + <value enum='SCL' description='SCALE' /> + <value enum='TMO' description='TIME_ORDER' /> + <value enum='TS' description='TRAILING_STOP' /> + <value enum='WRK' description='WORK' /> + </field> + <field number='1036' name='ExecAckStatus' type='CHAR'> + <value enum='0' description='RECEIVED_NOT_YET_PROCESSED' /> + <value enum='1' description='ACCEPTED' /> + <value enum='2' description='DONT_KNOW' /> + </field> + <field number='1037' name='UnderlyingDeliveryAmount' type='AMT' /> + <field number='1038' name='UnderlyingCapValue' type='AMT' /> + <field number='1039' name='UnderlyingSettlMethod' type='STRING' /> + <field number='1040' name='SecondaryTradeID' type='STRING' /> + <field number='1041' name='FirmTradeID' type='STRING' /> + <field number='1042' name='SecondaryFirmTradeID' type='STRING' /> + <field number='1043' name='CollApplType' type='INT'> + <value enum='0' description='SPECIFIC_DEPOSIT' /> + <value enum='1' description='GENERAL' /> + </field> + <field number='1044' name='UnderlyingAdjustedQuantity' type='QTY' /> + <field number='1045' name='UnderlyingFXRate' type='FLOAT' /> + <field number='1046' name='UnderlyingFXRateCalc' type='CHAR'> + <value enum='M' description='MULTIPLY' /> + <value enum='D' description='DIVIDE' /> + </field> + <field number='1047' name='AllocPositionEffect' type='CHAR'> + <value enum='O' description='OPEN' /> + <value enum='C' description='CLOSE' /> + <value enum='R' description='ROLLED' /> + <value enum='F' description='FIFO' /> + </field> + <field number='1048' name='DealingCapacity' type='CHAR'> + <value enum='A' description='AGENT' /> + <value enum='P' description='PRINCIPAL' /> + <value enum='R' description='RISKLESS_PRINCIPAL' /> + </field> + <field number='1049' name='InstrmtAssignmentMethod' type='CHAR' /> + <field number='1050' name='InstrumentPartyIDSource' type='CHAR' /> + <field number='1051' name='InstrumentPartyRole' type='INT' /> + <field number='1052' name='NoInstrumentPartySubIDs' type='NUMINGROUP' /> + <field number='1053' name='InstrumentPartySubID' type='STRING' /> + <field number='1054' name='InstrumentPartySubIDType' type='INT' /> + <field number='1055' name='PositionCurrency' type='STRING' /> + <field number='1056' name='CalculatedCcyLastQty' type='QTY' /> + <field number='1057' name='AggressorIndicator' type='BOOLEAN'> + <value enum='Y' description='YES' /> + <value enum='N' description='NO' /> + </field> + <field number='1058' name='NoUndlyInstrumentParties' type='NUMINGROUP' /> + <field number='1059' name='UnderlyingInstrumentPartyID' type='STRING' /> + <field number='1060' name='UnderlyingInstrumentPartyIDSource' type='CHAR' /> + <field number='1061' name='UnderlyingInstrumentPartyRole' type='INT' /> + <field number='1062' name='NoUndlyInstrumentPartySubIDs' type='NUMINGROUP' /> + <field number='1063' name='UnderlyingInstrumentPartySubID' type='STRING' /> + <field number='1064' name='UnderlyingInstrumentPartySubIDType' type='INT' /> + <field number='1065' name='BidSwapPoints' type='PRICEOFFSET' /> + <field number='1066' name='OfferSwapPoints' type='PRICEOFFSET' /> + <field number='1067' name='LegBidForwardPoints' type='PRICEOFFSET' /> + <field number='1068' name='LegOfferForwardPoints' type='PRICEOFFSET' /> + <field number='1069' name='SwapPoints' type='PRICEOFFSET' /> + <field number='1070' name='MDQuoteType' type='INT'> + <value enum='0' description='INDICATIVE' /> + <value enum='1' description='TRADEABLE' /> + <value enum='2' description='RESTRICTED_TRADEABLE' /> + <value enum='3' description='COUNTER' /> + <value enum='4' description='INDICATIVE_AND_TRADEABLE' /> + </field> + <field number='1071' name='LastSwapPoints' type='PRICEOFFSET' /> + <field number='1072' name='SideGrossTradeAmt' type='AMT' /> + <field number='1073' name='LegLastForwardPoints' type='PRICEOFFSET' /> + <field number='1074' name='LegCalculatedCcyLastQty' type='QTY' /> + <field number='1075' name='LegGrossTradeAmt' type='AMT' /> + <field number='1079' name='MaturityTime' type='TZTIMEONLY' /> + <field number='1080' name='RefOrderID' type='STRING' /> + <field number='1081' name='RefOrderIDSource' type='CHAR'> + <value enum='0' description='SECONDARYORDERID' /> + <value enum='1' description='ORDERID' /> + <value enum='2' description='MDENTRYID' /> + <value enum='3' description='QUOTEENTRYID' /> + <value enum='4' description='ORIGINAL_ORDER_ID' /> + </field> + <field number='1082' name='SecondaryDisplayQty' type='QTY' /> + <field number='1083' name='DisplayWhen' type='CHAR'> + <value enum='1' description='IMMEDIATE' /> + <value enum='2' description='EXHAUST' /> + </field> + <field number='1084' name='DisplayMethod' type='CHAR'> + <value enum='1' description='INITIAL' /> + <value enum='2' description='NEW' /> + <value enum='3' description='RANDOM' /> + <value enum='4' description='UNDISCLOSED' /> + </field> + <field number='1085' name='DisplayLowQty' type='QTY' /> + <field number='1086' name='DisplayHighQty' type='QTY' /> + <field number='1087' name='DisplayMinIncr' type='QTY' /> + <field number='1088' name='RefreshQty' type='QTY' /> + <field number='1089' name='MatchIncrement' type='QTY' /> + <field number='1090' name='MaxPriceLevels' type='INT' /> + <field number='1091' name='PreTradeAnonymity' type='BOOLEAN' /> + <field number='1092' name='PriceProtectionScope' type='CHAR'> + <value enum='0' description='NONE' /> + <value enum='1' description='LOCAL' /> + <value enum='2' description='NATIONAL' /> + <value enum='3' description='GLOBAL' /> + </field> + <field number='1093' name='LotType' type='CHAR'> + <value enum='1' description='ODD_LOT' /> + <value enum='2' description='ROUND_LOT' /> + <value enum='3' description='BLOCK_LOT' /> + <value enum='4' description='ROUND_LOT_BASED_UPON_UNITOFMEASURE' /> + </field> + <field number='1094' name='PegPriceType' type='INT'> + <value enum='1' description='LAST_PEG' /> + <value enum='2' description='MID_PRICE_PEG' /> + <value enum='3' description='OPENING_PEG' /> + <value enum='4' description='MARKET_PEG' /> + <value enum='5' description='PRIMARY_PEG' /> + <value enum='7' description='PEG_TO_VWAP' /> + <value enum='8' description='TRAILING_STOP_PEG' /> + <value enum='9' description='PEG_TO_LIMIT_PRICE' /> + </field> + <field number='1095' name='PeggedRefPrice' type='PRICE' /> + <field number='1096' name='PegSecurityIDSource' type='STRING' /> + <field number='1097' name='PegSecurityID' type='STRING' /> + <field number='1098' name='PegSymbol' type='STRING' /> + <field number='1099' name='PegSecurityDesc' type='STRING' /> + <field number='1100' name='TriggerType' type='CHAR'> + <value enum='1' description='PARTIAL_EXECUTION' /> + <value enum='2' description='SPECIFIED_TRADING_SESSION' /> + <value enum='3' description='NEXT_AUCTION' /> + <value enum='4' description='PRICE_MOVEMENT' /> + </field> + <field number='1101' name='TriggerAction' type='CHAR'> + <value enum='1' description='ACTIVATE' /> + <value enum='2' description='MODIFY' /> + <value enum='3' description='CANCEL' /> + </field> + <field number='1102' name='TriggerPrice' type='PRICE' /> + <field number='1103' name='TriggerSymbol' type='STRING' /> + <field number='1104' name='TriggerSecurityID' type='STRING' /> + <field number='1105' name='TriggerSecurityIDSource' type='STRING' /> + <field number='1106' name='TriggerSecurityDesc' type='STRING' /> + <field number='1107' name='TriggerPriceType' type='CHAR'> + <value enum='1' description='BEST_OFFER' /> + <value enum='2' description='LAST_TRADE' /> + <value enum='3' description='BEST_BID' /> + <value enum='4' description='BEST_BID_OR_LAST_TRADE' /> + <value enum='5' description='BEST_OFFER_OR_LAST_TRADE' /> + <value enum='6' description='BEST_MID' /> + </field> + <field number='1108' name='TriggerPriceTypeScope' type='CHAR'> + <value enum='0' description='NONE' /> + <value enum='1' description='LOCAL' /> + <value enum='2' description='NATIONAL' /> + <value enum='3' description='GLOBAL' /> + </field> + <field number='1109' name='TriggerPriceDirection' type='CHAR'> + <value enum='U' description='TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE' /> + <value enum='D' description='TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE' /> + </field> + <field number='1110' name='TriggerNewPrice' type='PRICE' /> + <field number='1111' name='TriggerOrderType' type='CHAR'> + <value enum='1' description='MARKET' /> + <value enum='2' description='LIMIT' /> + </field> + <field number='1112' name='TriggerNewQty' type='QTY' /> + <field number='1113' name='TriggerTradingSessionID' type='STRING' /> + <field number='1114' name='TriggerTradingSessionSubID' type='STRING' /> + <field number='1115' name='OrderCategory' type='CHAR'> + <value enum='1' description='ORDER' /> + <value enum='2' description='QUOTE' /> + <value enum='3' description='PRIVATELY_NEGOTIATED_TRADE' /> + <value enum='4' description='MULTILEG_ORDER' /> + <value enum='5' description='LINKED_ORDER' /> + <value enum='6' description='QUOTE_REQUEST' /> + <value enum='7' description='IMPLIED_ORDER' /> + <value enum='8' description='CROSS_ORDER' /> + <value enum='9' description='STREAMING_PRICE' /> + </field> + <field number='1116' name='NoRootPartyIDs' type='NUMINGROUP' /> + <field number='1117' name='RootPartyID' type='STRING' /> + <field number='1118' name='RootPartyIDSource' type='CHAR' /> + <field number='1119' name='RootPartyRole' type='INT' /> + <field number='1120' name='NoRootPartySubIDs' type='NUMINGROUP' /> + <field number='1121' name='RootPartySubID' type='STRING' /> + <field number='1122' name='RootPartySubIDType' type='INT' /> + <field number='1123' name='TradeHandlingInstr' type='CHAR'> + <value enum='0' description='TRADE_CONFIRMATION' /> + <value enum='1' description='TWO_PARTY_REPORT' /> + <value enum='2' description='ONE_PARTY_REPORT_FOR_MATCHING' /> + <value enum='3' description='ONE_PARTY_REPORT_FOR_PASS_THROUGH' /> + <value enum='4' description='AUTOMATED_FLOOR_ORDER_ROUTING' /> + <value enum='5' description='TWO_PARTY_REPORT_FOR_CLAIM' /> + </field> + <field number='1124' name='OrigTradeHandlingInstr' type='CHAR' /> + <field number='1125' name='OrigTradeDate' type='LOCALMKTDATE' /> + <field number='1126' name='OrigTradeID' type='STRING' /> + <field number='1127' name='OrigSecondaryTradeID' type='STRING' /> + <field number='1128' name='ApplVerID' type='STRING'> + <value enum='0' description='FIX27' /> + <value enum='1' description='FIX30' /> + <value enum='2' description='FIX40' /> + <value enum='3' description='FIX41' /> + <value enum='4' description='FIX42' /> + <value enum='5' description='FIX43' /> + <value enum='6' description='FIX44' /> + <value enum='7' description='FIX50' /> + <value enum='8' description='FIX50SP1' /> + <value enum='9' description='FIX50SP2' /> + </field> + <field number='1129' name='CstmApplVerID' type='STRING' /> + <field number='1130' name='RefApplVerID' type='STRING' /> + <field number='1131' name='RefCstmApplVerID' type='STRING' /> + <field number='1132' name='TZTransactTime' type='TZTIMESTAMP' /> + <field number='1133' name='ExDestinationIDSource' type='CHAR'> + <value enum='B' description='BIC' /> + <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' /> + <value enum='D' description='PROPRIETARY' /> + <value enum='E' description='ISO_COUNTRY_CODE' /> + <value enum='G' description='MIC' /> + </field> + <field number='1134' name='ReportedPxDiff' type='BOOLEAN' /> + <field number='1135' name='RptSys' type='STRING' /> + <field number='1136' name='AllocClearingFeeIndicator' type='STRING' /> + <field number='1137' name='DefaultApplVerID' type='STRING' /> + <field number='1138' name='DisplayQty' type='QTY' /> + <field number='1139' name='ExchangeSpecialInstructions' type='STRING' /> + <field number='1140' name='MaxTradeVol' type='QTY' /> + <field number='1141' name='NoMDFeedTypes' type='NUMINGROUP' /> + <field number='1142' name='MatchAlgorithm' type='STRING' /> + <field number='1143' name='MaxPriceVariation' type='FLOAT' /> + <field number='1144' name='ImpliedMarketIndicator' type='INT'> + <value enum='0' description='NOT_IMPLIED' /> + <value enum='1' description='IMPLIED_IN' /> + <value enum='2' description='IMPLIED_OUT' /> + <value enum='3' description='BOTH_IMPLIED_IN_AND_IMPLIED_OUT' /> + </field> + <field number='1145' name='EventTime' type='UTCTIMESTAMP' /> + <field number='1146' name='MinPriceIncrementAmount' type='AMT' /> + <field number='1147' name='UnitOfMeasureQty' type='QTY' /> + <field number='1148' name='LowLimitPrice' type='PRICE' /> + <field number='1149' name='HighLimitPrice' type='PRICE' /> + <field number='1150' name='TradingReferencePrice' type='PRICE' /> + <field number='1151' name='SecurityGroup' type='STRING' /> + <field number='1152' name='LegNumber' type='INT' /> + <field number='1153' name='SettlementCycleNo' type='INT' /> + <field number='1154' name='SideCurrency' type='CURRENCY' /> + <field number='1155' name='SideSettlCurrency' type='CURRENCY' /> + <field number='1156' name='ApplExtID' type='INT' /> + <field number='1157' name='CcyAmt' type='AMT' /> + <field number='1158' name='NoSettlDetails' type='NUMINGROUP' /> + <field number='1159' name='SettlObligMode' type='INT'> + <value enum='1' description='PRELIMINARY' /> + <value enum='2' description='FINAL' /> + </field> + <field number='1160' name='SettlObligMsgID' type='STRING' /> + <field number='1161' name='SettlObligID' type='STRING' /> + <field number='1162' name='SettlObligTransType' type='CHAR'> + <value enum='C' description='CANCEL' /> + <value enum='N' description='NEW' /> + <value enum='R' description='REPLACE' /> + <value enum='T' description='RESTATE' /> + </field> + <field number='1163' name='SettlObligRefID' type='STRING' /> + <field number='1164' name='SettlObligSource' type='CHAR'> + <value enum='1' description='INSTRUCTIONS_OF_BROKER' /> + <value enum='2' description='INSTRUCTIONS_FOR_INSTITUTION' /> + <value enum='3' description='INVESTOR' /> + </field> + <field number='1165' name='NoSettlOblig' type='NUMINGROUP' /> + <field number='1166' name='QuoteMsgID' type='STRING' /> + <field number='1167' name='QuoteEntryStatus' type='INT'> + <value enum='0' description='ACCEPTED' /> + <value enum='5' description='REJECTED' /> + <value enum='6' description='REMOVED_FROM_MARKET' /> + <value enum='7' description='EXPIRED' /> + <value enum='12' description='LOCKED_MARKET_WARNING' /> + <value enum='13' description='CROSS_MARKET_WARNING' /> + <value enum='14' description='CANCELED_DUE_TO_LOCK_MARKET' /> + <value enum='15' description='CANCELED_DUE_TO_CROSS_MARKET' /> + <value enum='16' description='ACTIVE' /> + </field> + <field number='1168' name='TotNoCxldQuotes' type='INT' /> + <field number='1169' name='TotNoAccQuotes' type='INT' /> + <field number='1170' name='TotNoRejQuotes' type='INT' /> + <field number='1171' name='PrivateQuote' type='BOOLEAN' /> + <field number='1172' name='RespondentType' type='INT'> + <value enum='1' description='ALL_MARKET_PARTICIPANTS' /> + <value enum='2' description='SPECIFIED_MARKET_PARTICIPANTS' /> + <value enum='3' description='ALL_MARKET_MAKERS' /> + <value enum='4' description='PRIMARY_MARKET_MAKER' /> + </field> + <field number='1173' name='MDSubBookType' type='INT' /> + <field number='1174' name='SecurityTradingEvent' type='INT'> + <value enum='1' description='ORDER_IMBALANCE_AUCTION_IS_EXTENDED' /> + <value enum='2' description='TRADING_RESUMES' /> + <value enum='3' description='PRICE_VOLATILITY_INTERRUPTION' /> + <value enum='4' description='CHANGE_OF_TRADING_SESSION' /> + <value enum='5' description='CHANGE_OF_TRADING_SUBSESSION' /> + <value enum='6' description='CHANGE_OF_SECURITY_TRADING_STATUS' /> + <value enum='7' description='CHANGE_OF_BOOK_TYPE' /> + <value enum='8' description='CHANGE_OF_MARKET_DEPTH' /> + </field> + <field number='1175' name='NoStatsIndicators' type='NUMINGROUP' /> + <field number='1176' name='StatsType' type='INT'> + <value enum='1' description='EXCHANGE_LAST' /> + <value enum='2' description='HIGH' /> + <value enum='3' description='AVERAGE_PRICE' /> + <value enum='4' description='TURNOVER' /> + </field> + <field number='1177' name='NoOfSecSizes' type='NUMINGROUP' /> + <field number='1178' name='MDSecSizeType' type='INT'> + <value enum='1' description='CUSTOMER' /> + </field> + <field number='1179' name='MDSecSize' type='QTY' /> + <field number='1180' name='ApplID' type='STRING' /> + <field number='1181' name='ApplSeqNum' type='SEQNUM' /> + <field number='1182' name='ApplBegSeqNum' type='SEQNUM' /> + <field number='1183' name='ApplEndSeqNum' type='SEQNUM' /> + <field number='1184' name='SecurityXMLLen' type='LENGTH' /> + <field number='1185' name='SecurityXML' type='XMLDATA' /> + <field number='1186' name='SecurityXMLSchema' type='STRING' /> + <field number='1187' name='RefreshIndicator' type='BOOLEAN' /> + <field number='1188' name='Volatility' type='FLOAT' /> + <field number='1189' name='TimeToExpiration' type='FLOAT' /> + <field number='1190' name='RiskFreeRate' type='FLOAT' /> + <field number='1191' name='PriceUnitOfMeasure' type='STRING' /> + <field number='1192' name='PriceUnitOfMeasureQty' type='QTY' /> + <field number='1193' name='SettlMethod' type='CHAR'> + <value enum='C' description='CASH_SETTLEMENT_REQUIRED' /> + <value enum='P' description='PHYSICAL_SETTLEMENT_REQUIRED' /> + </field> + <field number='1194' name='ExerciseStyle' type='INT'> + <value enum='0' description='EUROPEAN' /> + <value enum='1' description='AMERICAN' /> + <value enum='2' description='BERMUDA' /> + </field> + <field number='1195' name='OptPayoutAmount' type='AMT' /> + <field number='1196' name='PriceQuoteMethod' type='STRING'> + <value enum='STD' description='STANDARD' /> + <value enum='INX' description='INDEX' /> + <value enum='INT' description='INTEREST_RATE_INDEX' /> + <value enum='PCTPAR' description='PERCENT_OF_PAR' /> + </field> + <field number='1197' name='ValuationMethod' type='STRING'> + <value enum='EQTY' description='PREMIUM_STYLE' /> + <value enum='FUT' description='FUTURES_STYLE_MARK_TO_MARKET' /> + <value enum='FUTDA' description='FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT' /> + <value enum='CDS' description='CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON' /> + <value enum='CDSD' description='CDS_IN_DELIVERY' /> + </field> + <field number='1198' name='ListMethod' type='INT'> + <value enum='0' description='PRE_LISTED_ONLY' /> + <value enum='1' description='USER_REQUESTED' /> + </field> + <field number='1199' name='CapPrice' type='PRICE' /> + <field number='1200' name='FloorPrice' type='PRICE' /> + <field number='1201' name='NoStrikeRules' type='NUMINGROUP' /> + <field number='1202' name='StartStrikePxRange' type='PRICE' /> + <field number='1203' name='EndStrikePxRange' type='PRICE' /> + <field number='1204' name='StrikeIncrement' type='FLOAT' /> + <field number='1205' name='NoTickRules' type='NUMINGROUP' /> + <field number='1206' name='StartTickPriceRange' type='PRICE' /> + <field number='1207' name='EndTickPriceRange' type='PRICE' /> + <field number='1208' name='TickIncrement' type='PRICE' /> + <field number='1209' name='TickRuleType' type='INT'> + <value enum='0' description='REGULAR' /> + <value enum='1' description='VARIABLE' /> + <value enum='2' description='FIXED' /> + <value enum='3' description='TRADED_AS_A_SPREAD_LEG' /> + <value enum='4' description='SETTLED_AS_A_SPREAD_LEG' /> + </field> + <field number='1210' name='NestedInstrAttribType' type='INT' /> + <field number='1211' name='NestedInstrAttribValue' type='STRING' /> + <field number='1212' name='LegMaturityTime' type='TZTIMEONLY' /> + <field number='1213' name='UnderlyingMaturityTime' type='TZTIMEONLY' /> + <field number='1214' name='DerivativeSymbol' type='STRING' /> + <field number='1215' name='DerivativeSymbolSfx' type='STRING' /> + <field number='1216' name='DerivativeSecurityID' type='STRING' /> + <field number='1217' name='DerivativeSecurityIDSource' type='STRING' /> + <field number='1218' name='NoDerivativeSecurityAltID' type='NUMINGROUP' /> + <field number='1219' name='DerivativeSecurityAltID' type='STRING' /> + <field number='1220' name='DerivativeSecurityAltIDSource' type='STRING' /> + <field number='1221' name='SecondaryLowLimitPrice' type='PRICE' /> + <field number='1222' name='MaturityRuleID' type='STRING' /> + <field number='1223' name='StrikeRuleID' type='STRING' /> + <field number='1224' name='LegUnitOfMeasureQty' type='QTY' /> + <field number='1225' name='DerivativeOptPayAmount' type='AMT' /> + <field number='1226' name='EndMaturityMonthYear' type='MONTHYEAR' /> + <field number='1227' name='ProductComplex' type='STRING' /> + <field number='1228' name='DerivativeProductComplex' type='STRING' /> + <field number='1229' name='MaturityMonthYearIncrement' type='INT' /> + <field number='1230' name='SecondaryHighLimitPrice' type='PRICE' /> + <field number='1231' name='MinLotSize' type='QTY' /> + <field number='1232' name='NoExecInstRules' type='NUMINGROUP' /> + <field number='1234' name='NoLotTypeRules' type='NUMINGROUP' /> + <field number='1235' name='NoMatchRules' type='NUMINGROUP' /> + <field number='1236' name='NoMaturityRules' type='NUMINGROUP' /> + <field number='1237' name='NoOrdTypeRules' type='NUMINGROUP' /> + <field number='1239' name='NoTimeInForceRules' type='NUMINGROUP' /> + <field number='1240' name='SecondaryTradingReferencePrice' type='PRICE' /> + <field number='1241' name='StartMaturityMonthYear' type='MONTHYEAR' /> + <field number='1242' name='FlexProductEligibilityIndicator' type='BOOLEAN' /> + <field number='1243' name='DerivFlexProductEligibilityIndicator' type='BOOLEAN' /> + <field number='1244' name='FlexibleIndicator' type='BOOLEAN' /> + <field number='1245' name='TradingCurrency' type='CURRENCY' /> + <field number='1246' name='DerivativeProduct' type='INT' /> + <field number='1247' name='DerivativeSecurityGroup' type='STRING' /> + <field number='1248' name='DerivativeCFICode' type='STRING' /> + <field number='1249' name='DerivativeSecurityType' type='STRING' /> + <field number='1250' name='DerivativeSecuritySubType' type='STRING' /> + <field number='1251' name='DerivativeMaturityMonthYear' type='MONTHYEAR' /> + <field number='1252' name='DerivativeMaturityDate' type='LOCALMKTDATE' /> + <field number='1253' name='DerivativeMaturityTime' type='TZTIMEONLY' /> + <field number='1254' name='DerivativeSettleOnOpenFlag' type='STRING' /> + <field number='1255' name='DerivativeInstrmtAssignmentMethod' type='CHAR' /> + <field number='1256' name='DerivativeSecurityStatus' type='STRING' /> + <field number='1257' name='DerivativeInstrRegistry' type='STRING' /> + <field number='1258' name='DerivativeCountryOfIssue' type='COUNTRY' /> + <field number='1259' name='DerivativeStateOrProvinceOfIssue' type='STRING' /> + <field number='1260' name='DerivativeLocaleOfIssue' type='STRING' /> + <field number='1261' name='DerivativeStrikePrice' type='PRICE' /> + <field number='1262' name='DerivativeStrikeCurrency' type='CURRENCY' /> + <field number='1263' name='DerivativeStrikeMultiplier' type='FLOAT' /> + <field number='1264' name='DerivativeStrikeValue' type='FLOAT' /> + <field number='1265' name='DerivativeOptAttribute' type='CHAR' /> + <field number='1266' name='DerivativeContractMultiplier' type='FLOAT' /> + <field number='1267' name='DerivativeMinPriceIncrement' type='FLOAT' /> + <field number='1268' name='DerivativeMinPriceIncrementAmount' type='AMT' /> + <field number='1269' name='DerivativeUnitOfMeasure' type='STRING' /> + <field number='1270' name='DerivativeUnitOfMeasureQty' type='QTY' /> + <field number='1271' name='DerivativeTimeUnit' type='STRING' /> + <field number='1272' name='DerivativeSecurityExchange' type='EXCHANGE' /> + <field number='1273' name='DerivativePositionLimit' type='INT' /> + <field number='1274' name='DerivativeNTPositionLimit' type='INT' /> + <field number='1275' name='DerivativeIssuer' type='STRING' /> + <field number='1276' name='DerivativeIssueDate' type='LOCALMKTDATE' /> + <field number='1277' name='DerivativeEncodedIssuerLen' type='LENGTH' /> + <field number='1278' name='DerivativeEncodedIssuer' type='DATA' /> + <field number='1279' name='DerivativeSecurityDesc' type='STRING' /> + <field number='1280' name='DerivativeEncodedSecurityDescLen' type='LENGTH' /> + <field number='1281' name='DerivativeEncodedSecurityDesc' type='DATA' /> + <field number='1282' name='DerivativeSecurityXMLLen' type='LENGTH' /> + <field number='1283' name='DerivativeSecurityXML' type='DATA' /> + <field number='1284' name='DerivativeSecurityXMLSchema' type='STRING' /> + <field number='1285' name='DerivativeContractSettlMonth' type='MONTHYEAR' /> + <field number='1286' name='NoDerivativeEvents' type='NUMINGROUP' /> + <field number='1287' name='DerivativeEventType' type='INT' /> + <field number='1288' name='DerivativeEventDate' type='LOCALMKTDATE' /> + <field number='1289' name='DerivativeEventTime' type='UTCTIMESTAMP' /> + <field number='1290' name='DerivativeEventPx' type='PRICE' /> + <field number='1291' name='DerivativeEventText' type='STRING' /> + <field number='1292' name='NoDerivativeInstrumentParties' type='NUMINGROUP' /> + <field number='1293' name='DerivativeInstrumentPartyID' type='STRING' /> + <field number='1294' name='DerivativeInstrumentPartyIDSource' type='STRING' /> + <field number='1295' name='DerivativeInstrumentPartyRole' type='INT' /> + <field number='1296' name='NoDerivativeInstrumentPartySubIDs' type='NUMINGROUP' /> + <field number='1297' name='DerivativeInstrumentPartySubID' type='STRING' /> + <field number='1298' name='DerivativeInstrumentPartySubIDType' type='INT' /> + <field number='1299' name='DerivativeExerciseStyle' type='CHAR' /> + <field number='1300' name='MarketSegmentID' type='STRING' /> + <field number='1301' name='MarketID' type='EXCHANGE' /> + <field number='1302' name='MaturityMonthYearIncrementUnits' type='INT'> + <value enum='0' description='MONTHS' /> + <value enum='1' description='DAYS' /> + <value enum='2' description='WEEKS' /> + <value enum='3' description='YEARS' /> + </field> + <field number='1303' name='MaturityMonthYearFormat' type='INT'> + <value enum='0' description='YEARMONTH_ONLY' /> + <value enum='1' description='YEARMONTHDAY' /> + <value enum='2' description='YEARMONTHWEEK' /> + </field> + <field number='1304' name='StrikeExerciseStyle' type='INT' /> + <field number='1305' name='SecondaryPriceLimitType' type='INT' /> + <field number='1306' name='PriceLimitType' type='INT'> + <value enum='0' description='PRICE' /> + <value enum='1' description='TICKS' /> + <value enum='2' description='PERCENTAGE' /> + </field> + <field number='1307' name='DerivativeSecurityListRequestType' type='INT'> + <value enum='0' description='SYMBOL' /> + <value enum='1' description='SECURITYTYPE_AND_OR_CFICODE' /> + <value enum='2' description='PRODUCT' /> + <value enum='3' description='TRADINGSESSIONID' /> + <value enum='4' description='ALL_SECURITIES' /> + <value enum='5' description='UNDELYINGSYMBOL' /> + <value enum='6' description='UNDERLYING_SECURITYTYPE_AND_OR_CFICODE' /> + <value enum='7' description='UNDERLYING_PRODUCT' /> + <value enum='8' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' /> + </field> + <field number='1308' name='ExecInstValue' type='CHAR' /> + <field number='1309' name='NoTradingSessionRules' type='NUMINGROUP' /> + <field number='1310' name='NoMarketSegments' type='NUMINGROUP' /> + <field number='1311' name='NoDerivativeInstrAttrib' type='NUMINGROUP' /> + <field number='1312' name='NoNestedInstrAttrib' type='NUMINGROUP' /> + <field number='1313' name='DerivativeInstrAttribType' type='INT' /> + <field number='1314' name='DerivativeInstrAttribValue' type='STRING' /> + <field number='1315' name='DerivativePriceUnitOfMeasure' type='STRING' /> + <field number='1316' name='DerivativePriceUnitOfMeasureQty' type='QTY' /> + <field number='1317' name='DerivativeSettlMethod' type='CHAR' /> + <field number='1318' name='DerivativePriceQuoteMethod' type='STRING' /> + <field number='1319' name='DerivativeValuationMethod' type='STRING' /> + <field number='1320' name='DerivativeListMethod' type='INT' /> + <field number='1321' name='DerivativeCapPrice' type='PRICE' /> + <field number='1322' name='DerivativeFloorPrice' type='PRICE' /> + <field number='1323' name='DerivativePutOrCall' type='INT' /> + <field number='1324' name='ListUpdateAction' type='CHAR' /> + <field number='1325' name='ParentMktSegmID' type='STRING' /> + <field number='1326' name='TradingSessionDesc' type='STRING' /> + <field number='1327' name='TradSesUpdateAction' type='CHAR' /> + <field number='1328' name='RejectText' type='STRING' /> + <field number='1329' name='FeeMultiplier' type='FLOAT' /> + <field number='1330' name='UnderlyingLegSymbol' type='STRING' /> + <field number='1331' name='UnderlyingLegSymbolSfx' type='STRING' /> + <field number='1332' name='UnderlyingLegSecurityID' type='STRING' /> + <field number='1333' name='UnderlyingLegSecurityIDSource' type='STRING' /> + <field number='1334' name='NoUnderlyingLegSecurityAltID' type='NUMINGROUP' /> + <field number='1335' name='UnderlyingLegSecurityAltID' type='STRING' /> + <field number='1336' name='UnderlyingLegSecurityAltIDSource' type='STRING' /> + <field number='1337' name='UnderlyingLegSecurityType' type='STRING' /> + <field number='1338' name='UnderlyingLegSecuritySubType' type='STRING' /> + <field number='1339' name='UnderlyingLegMaturityMonthYear' type='MONTHYEAR' /> + <field number='1340' name='UnderlyingLegStrikePrice' type='PRICE' /> + <field number='1341' name='UnderlyingLegSecurityExchange' type='STRING' /> + <field number='1342' name='NoOfLegUnderlyings' type='NUMINGROUP' /> + <field number='1343' name='UnderlyingLegPutOrCall' type='INT' /> + <field number='1344' name='UnderlyingLegCFICode' type='STRING' /> + <field number='1345' name='UnderlyingLegMaturityDate' type='LOCALMKTDATE' /> + <field number='1346' name='ApplReqID' type='STRING' /> + <field number='1347' name='ApplReqType' type='INT'> + <value enum='0' description='RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS' /> + <value enum='1' description='SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS' /> + <value enum='2' description='REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS' /> + <value enum='3' description='REQUEST_VALID_SET_OF_APPLICATIONS' /> + <value enum='4' description='UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS' /> + <value enum='5' description='CANCEL_RETRANSMISSION' /> + <value enum='6' description='CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS' /> + </field> + <field number='1348' name='ApplResponseType' type='INT'> + <value enum='0' description='REQUEST_SUCCESSFULLY_PROCESSED' /> + <value enum='1' description='APPLICATION_DOES_NOT_EXIST' /> + <value enum='2' description='MESSAGES_NOT_AVAILABLE' /> + </field> + <field number='1349' name='ApplTotalMessageCount' type='INT' /> + <field number='1350' name='ApplLastSeqNum' type='SEQNUM' /> + <field number='1351' name='NoApplIDs' type='NUMINGROUP' /> + <field number='1352' name='ApplResendFlag' type='BOOLEAN' /> + <field number='1353' name='ApplResponseID' type='STRING' /> + <field number='1354' name='ApplResponseError' type='INT'> + <value enum='0' description='APPLICATION_DOES_NOT_EXIST' /> + <value enum='1' description='MESSAGES_REQUESTED_ARE_NOT_AVAILABLE' /> + <value enum='2' description='USER_NOT_AUTHORIZED_FOR_APPLICATION' /> + </field> + <field number='1355' name='RefApplID' type='STRING' /> + <field number='1356' name='ApplReportID' type='STRING' /> + <field number='1357' name='RefApplLastSeqNum' type='SEQNUM' /> + <field number='1358' name='LegPutOrCall' type='INT' /> + <field number='1359' name='EncodedSymbolLen' type='LENGTH' /> + <field number='1360' name='EncodedSymbol' type='DATA' /> + <field number='1361' name='TotNoFills' type='INT' /> + <field number='1362' name='NoFills' type='NUMINGROUP' /> + <field number='1363' name='FillExecID' type='STRING' /> + <field number='1364' name='FillPx' type='PRICE' /> + <field number='1365' name='FillQty' type='QTY' /> + <field number='1366' name='LegAllocID' type='STRING' /> + <field number='1367' name='LegAllocSettlCurrency' type='CURRENCY' /> + <field number='1368' name='TradSesEvent' type='INT'> + <value enum='0' description='TRADING_RESUMES' /> + <value enum='1' description='CHANGE_OF_TRADING_SESSION' /> + <value enum='2' description='CHANGE_OF_TRADING_SUBSESSION' /> + <value enum='3' description='CHANGE_OF_TRADING_STATUS' /> + </field> + <field number='1369' name='MassActionReportID' type='STRING' /> + <field number='1370' name='NoNotAffectedOrders' type='NUMINGROUP' /> + <field number='1371' name='NotAffectedOrderID' type='STRING' /> + <field number='1372' name='NotAffOrigClOrdID' type='STRING' /> + <field number='1373' name='MassActionType' type='INT'> + <value enum='1' description='SUSPEND_ORDERS' /> + <value enum='2' description='RELEASE_ORDERS_FROM_SUSPENSION' /> + <value enum='3' description='CANCEL_ORDERS' /> + </field> + <field number='1374' name='MassActionScope' type='INT'> + <value enum='1' description='ALL_ORDERS_FOR_A_SECURITY' /> + <value enum='2' description='ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY' /> + <value enum='3' description='ALL_ORDERS_FOR_A_PRODUCT' /> + <value enum='4' description='ALL_ORDERS_FOR_A_CFICODE' /> + <value enum='5' description='ALL_ORDERS_FOR_A_SECURITYTYPE' /> + <value enum='6' description='ALL_ORDERS_FOR_A_TRADING_SESSION' /> + <value enum='7' description='ALL_ORDERS' /> + <value enum='8' description='ALL_ORDERS_FOR_A_MARKET' /> + <value enum='9' description='ALL_ORDERS_FOR_A_MARKET_SEGMENT' /> + <value enum='10' description='ALL_ORDERS_FOR_A_SECURITY_GROUP' /> + <value enum='11' description='CANCEL_FOR_SECURITY_ISSUER' /> + <value enum='12' description='CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY' /> + </field> + <field number='1375' name='MassActionResponse' type='INT'> + <value enum='0' description='REJECTED' /> + <value enum='1' description='ACCEPTED' /> + </field> + <field number='1376' name='MassActionRejectReason' type='INT'> + <value enum='0' description='MASS_ACTION_NOT_SUPPORTED' /> + <value enum='1' description='INVALID_OR_UNKNOWN_SECURITY' /> + <value enum='2' description='INVALID_OR_UNKNOWN_UNDERLYING_SECURITY' /> + <value enum='3' description='INVALID_OR_UNKNOWN_PRODUCT' /> + <value enum='4' description='INVALID_OR_UNKNOWN_CFICODE' /> + <value enum='5' description='INVALID_OR_UNKNOWN_SECURITYTYPE' /> + <value enum='6' description='INVALID_OR_UNKNOWN_TRADING_SESSION' /> + <value enum='7' description='INVALID_OR_UNKNOWN_MARKET' /> + <value enum='8' description='INVALID_OR_UNKNOWN_MARKET_SEGMENT' /> + <value enum='9' description='INVALID_OR_UNKNOWN_SECURITY_GROUP' /> + <value enum='99' description='OTHER' /> + <value enum='10' description='INVALID_OR_UNKNOWN_SECURITY_ISSUER' /> + <value enum='11' description='INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY' /> + </field> + <field number='1377' name='MultilegModel' type='INT'> + <value enum='0' description='PREDEFINED_MULTILEG_SECURITY' /> + <value enum='1' description='USER_DEFINED_MULTLEG_SECURITY' /> + <value enum='2' description='USER_DEFINED_NON_SECURITIZED_MULTILEG' /> + </field> + <field number='1378' name='MultilegPriceMethod' type='INT'> + <value enum='0' description='NET_PRICE' /> + <value enum='1' description='REVERSED_NET_PRICE' /> + <value enum='2' description='YIELD_DIFFERENCE' /> + <value enum='3' description='INDIVIDUAL' /> + <value enum='4' description='CONTRACT_WEIGHTED_AVERAGE_PRICE' /> + <value enum='5' description='MULTIPLIED_PRICE' /> + </field> + <field number='1379' name='LegVolatility' type='FLOAT' /> + <field number='1380' name='DividendYield' type='PERCENTAGE' /> + <field number='1381' name='LegDividendYield' type='PERCENTAGE' /> + <field number='1382' name='CurrencyRatio' type='FLOAT' /> + <field number='1383' name='LegCurrencyRatio' type='FLOAT' /> + <field number='1384' name='LegExecInst' type='MULTIPLECHARVALUE' /> + <field number='1385' name='ContingencyType' type='INT'> + <value enum='1' description='ONE_CANCELS_THE_OTHER' /> + <value enum='2' description='ONE_TRIGGERS_THE_OTHER' /> + <value enum='3' description='ONE_UPDATES_THE_OTHER_3' /> + <value enum='4' description='ONE_UPDATES_THE_OTHER_4' /> + </field> + <field number='1386' name='ListRejectReason' type='INT'> + <value enum='0' description='BROKER' /> + <value enum='2' description='EXCHANGE_CLOSED' /> + <value enum='4' description='TOO_LATE_TO_ENTER' /> + <value enum='5' description='UNKNOWN_ORDER' /> + <value enum='6' description='DUPLICATE_ORDER' /> + <value enum='11' description='UNSUPPORTED_ORDER_CHARACTERISTIC' /> + <value enum='99' description='OTHER' /> + </field> + <field number='1387' name='NoTrdRepIndicators' type='NUMINGROUP' /> + <field number='1388' name='TrdRepPartyRole' type='INT' /> + <field number='1389' name='TrdRepIndicator' type='BOOLEAN' /> + <field number='1390' name='TradePublishIndicator' type='INT'> + <value enum='0' description='DO_NOT_PUBLISH_TRADE' /> + <value enum='1' description='PUBLISH_TRADE' /> + <value enum='2' description='DEFERRED_PUBLICATION' /> + </field> + <field number='1391' name='UnderlyingLegOptAttribute' type='CHAR' /> + <field number='1392' name='UnderlyingLegSecurityDesc' type='STRING' /> + <field number='1393' name='MarketReqID' type='STRING' /> + <field number='1394' name='MarketReportID' type='STRING' /> + <field number='1395' name='MarketUpdateAction' type='CHAR'> + <value enum='A' description='ADD' /> + <value enum='D' description='DELETE' /> + <value enum='M' description='MODIFY' /> + </field> + <field number='1396' name='MarketSegmentDesc' type='STRING' /> + <field number='1397' name='EncodedMktSegmDescLen' type='LENGTH' /> + <field number='1398' name='EncodedMktSegmDesc' type='DATA' /> + <field number='1399' name='ApplNewSeqNum' type='SEQNUM' /> + <field number='1400' name='EncryptedPasswordMethod' type='INT' /> + <field number='1401' name='EncryptedPasswordLen' type='LENGTH' /> + <field number='1402' name='EncryptedPassword' type='DATA' /> + <field number='1403' name='EncryptedNewPasswordLen' type='LENGTH' /> + <field number='1404' name='EncryptedNewPassword' type='DATA' /> + <field number='1405' name='UnderlyingLegMaturityTime' type='TZTIMEONLY' /> + <field number='1406' name='RefApplExtID' type='INT' /> + <field number='1407' name='DefaultApplExtID' type='INT' /> + <field number='1408' name='DefaultCstmApplVerID' type='STRING' /> + <field number='1409' name='SessionStatus' type='INT'> + <value enum='0' description='SESSION_ACTIVE' /> + <value enum='1' description='SESSION_PASSWORD_CHANGED' /> + <value enum='2' description='SESSION_PASSWORD_DUE_TO_EXPIRE' /> + <value enum='3' description='NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY' /> + <value enum='4' description='SESSION_LOGOUT_COMPLETE' /> + <value enum='5' description='INVALID_USERNAME_OR_PASSWORD' /> + <value enum='6' description='ACCOUNT_LOCKED' /> + <value enum='7' description='LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME' /> + <value enum='8' description='PASSWORD_EXPIRED' /> + </field> + <field number='1410' name='DefaultVerIndicator' type='BOOLEAN' /> + <field number='1411' name='Nested4PartySubIDType' type='INT' /> + <field number='1412' name='Nested4PartySubID' type='STRING' /> + <field number='1413' name='NoNested4PartySubIDs' type='NUMINGROUP' /> + <field number='1414' name='NoNested4PartyIDs' type='NUMINGROUP' /> + <field number='1415' name='Nested4PartyID' type='STRING' /> + <field number='1416' name='Nested4PartyIDSource' type='CHAR' /> + <field number='1417' name='Nested4PartyRole' type='INT' /> + <field number='1418' name='LegLastQty' type='QTY' /> + <field number='1419' name='UnderlyingExerciseStyle' type='INT' /> + <field number='1420' name='LegExerciseStyle' type='INT' /> + <field number='1421' name='LegPriceUnitOfMeasure' type='STRING' /> + <field number='1422' name='LegPriceUnitOfMeasureQty' type='QTY' /> + <field number='1423' name='UnderlyingUnitOfMeasureQty' type='QTY' /> + <field number='1424' name='UnderlyingPriceUnitOfMeasure' type='STRING' /> + <field number='1425' name='UnderlyingPriceUnitOfMeasureQty' type='QTY' /> + <field number='1426' name='ApplReportType' type='INT'> + <value enum='0' description='RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM' /> + <value enum='1' description='REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM' /> + <value enum='2' description='HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID' /> + <value enum='3' description='APPLICATION_MESSAGE_RE_SEND_COMPLETED' /> + </field> + <field number='1427' name='SideExecID' type='STRING' /> + <field number='1428' name='OrderDelay' type='INT' /> + <field number='1429' name='OrderDelayUnit' type='INT'> + <value enum='0' description='SECONDS' /> + <value enum='1' description='TENTHS_OF_A_SECOND' /> + <value enum='2' description='HUNDREDTHS_OF_A_SECOND' /> + <value enum='3' description='MILLISECONDS' /> + <value enum='4' description='MICROSECONDS' /> + <value enum='5' description='NANOSECONDS' /> + <value enum='10' description='MINUTES' /> + <value enum='11' description='HOURS' /> + <value enum='12' description='DAYS' /> + <value enum='13' description='WEEKS' /> + <value enum='14' description='MONTHS' /> + <value enum='15' description='YEARS' /> + </field> + <field number='1430' name='VenueType' type='CHAR'> + <value enum='E' description='ELECTRONIC' /> + <value enum='P' description='PIT' /> + <value enum='X' description='EX_PIT' /> + </field> + <field number='1431' name='RefOrdIDReason' type='INT'> + <value enum='0' description='GTC_FROM_PREVIOUS_DAY' /> + <value enum='1' description='PARTIAL_FILL_REMAINING' /> + <value enum='2' description='ORDER_CHANGED' /> + </field> + <field number='1432' name='OrigCustOrderCapacity' type='INT'> + <value enum='1' description='MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT' /> + <value enum='2' description='CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT' /> + <value enum='3' description='MEMBER_TRADING_FOR_ANOTHER_MEMBER' /> + <value enum='4' description='ALL_OTHER' /> + </field> + <field number='1433' name='RefApplReqID' type='STRING' /> + <field number='1434' name='ModelType' type='INT'> + <value enum='0' description='UTILITY_PROVIDED_STANDARD_MODEL' /> + <value enum='1' description='PROPRIETARY' /> + </field> + <field number='1435' name='ContractMultiplierUnit' type='INT'> + <value enum='0' description='SHARES' /> + <value enum='1' description='HOURS' /> + <value enum='2' description='DAYS' /> + </field> + <field number='1436' name='LegContractMultiplierUnit' type='INT' /> + <field number='1437' name='UnderlyingContractMultiplierUnit' type='INT' /> + <field number='1438' name='DerivativeContractMultiplierUnit' type='INT' /> + <field number='1439' name='FlowScheduleType' type='INT'> + <value enum='0' description='NERC_EASTERN_OFF_PEAK' /> + <value enum='1' description='NERC_WESTERN_OFF_PEAK' /> + <value enum='2' description='NERC_CALENDAR_ALL_DAYS_IN_MONTH' /> + <value enum='3' description='NERC_EASTERN_PEAK' /> + <value enum='4' description='NERC_WESTERN_PEAK' /> + </field> + <field number='1440' name='LegFlowScheduleType' type='INT' /> + <field number='1441' name='UnderlyingFlowScheduleType' type='INT' /> + <field number='1442' name='DerivativeFlowScheduleType' type='INT' /> + <field number='1443' name='FillLiquidityInd' type='INT' /> + <field number='1444' name='SideLiquidityInd' type='INT' /> + <field number='1445' name='NoRateSources' type='NUMINGROUP' /> + <field number='1446' name='RateSource' type='INT'> + <value enum='0' description='BLOOMBERG' /> + <value enum='1' description='REUTERS' /> + <value enum='2' description='TELERATE' /> + <value enum='99' description='OTHER' /> + </field> + <field number='1447' name='RateSourceType' type='INT'> + <value enum='0' description='PRIMARY' /> + <value enum='1' description='SECONDARY' /> + </field> + <field number='1448' name='ReferencePage' type='STRING' /> + <field number='1449' name='RestructuringType' type='STRING'> + <value enum='FR' description='FULL_RESTRUCTURING' /> + <value enum='MR' description='MODIFIED_RESTRUCTURING' /> + <value enum='MM' description='MODIFIED_MOD_RESTRUCTURING' /> + <value enum='XR' description='NO_RESTRUCTURING_SPECIFIED' /> + </field> + <field number='1450' name='Seniority' type='STRING'> + <value enum='SD' description='SENIOR_SECURED' /> + <value enum='SR' description='SENIOR' /> + <value enum='SB' description='SUBORDINATED' /> + </field> + <field number='1451' name='NotionalPercentageOutstanding' type='PERCENTAGE' /> + <field number='1452' name='OriginalNotionalPercentageOutstanding' type='PERCENTAGE' /> + <field number='1453' name='UnderlyingRestructuringType' type='STRING' /> + <field number='1454' name='UnderlyingSeniority' type='STRING' /> + <field number='1455' name='UnderlyingNotionalPercentageOutstanding' type='PERCENTAGE' /> + <field number='1456' name='UnderlyingOriginalNotionalPercentageOutstanding' type='PERCENTAGE' /> + <field number='1457' name='AttachmentPoint' type='PERCENTAGE' /> + <field number='1458' name='DetachmentPoint' type='PERCENTAGE' /> + <field number='1459' name='UnderlyingAttachmentPoint' type='PERCENTAGE' /> + <field number='1460' name='UnderlyingDetachmentPoint' type='PERCENTAGE' /> + <field number='1461' name='NoTargetPartyIDs' type='NUMINGROUP' /> + <field number='1462' name='TargetPartyID' type='STRING' /> + <field number='1463' name='TargetPartyIDSource' type='CHAR' /> + <field number='1464' name='TargetPartyRole' type='INT' /> + <field number='1465' name='SecurityListID' type='STRING' /> + <field number='1466' name='SecurityListRefID' type='STRING' /> + <field number='1467' name='SecurityListDesc' type='STRING' /> + <field number='1468' name='EncodedSecurityListDescLen' type='LENGTH' /> + <field number='1469' name='EncodedSecurityListDesc' type='DATA' /> + <field number='1470' name='SecurityListType' type='INT'> + <value enum='1' description='INDUSTRY_CLASSIFICATION' /> + <value enum='2' description='TRADING_LIST' /> + <value enum='3' description='MARKET' /> + <value enum='4' description='NEWSPAPER_LIST' /> + </field> + <field number='1471' name='SecurityListTypeSource' type='INT'> + <value enum='1' description='ICB' /> + <value enum='2' description='NAICS' /> + <value enum='3' description='GICS' /> + </field> + <field number='1472' name='NewsID' type='STRING' /> + <field number='1473' name='NewsCategory' type='INT'> + <value enum='0' description='COMPANY_NEWS' /> + <value enum='1' description='MARKETPLACE_NEWS' /> + <value enum='2' description='FINANCIAL_MARKET_NEWS' /> + <value enum='3' description='TECHNICAL_NEWS' /> + <value enum='99' description='OTHER_NEWS' /> + </field> + <field number='1474' name='LanguageCode' type='LANGUAGE' /> + <field number='1475' name='NoNewsRefIDs' type='NUMINGROUP' /> + <field number='1476' name='NewsRefID' type='STRING' /> + <field number='1477' name='NewsRefType' type='INT'> + <value enum='0' description='REPLACEMENT' /> + <value enum='1' description='OTHER_LANGUAGE' /> + <value enum='2' description='COMPLIMENTARY' /> + </field> + <field number='1478' name='StrikePriceDeterminationMethod' type='INT'> + <value enum='1' description='FIXED_STRIKE' /> + <value enum='2' description='STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE' /> + <value enum='3' description='STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION' /> + <value enum='4' description='STRIKE_SET_TO_OPTIMAL_VALUE' /> + </field> + <field number='1479' name='StrikePriceBoundaryMethod' type='INT'> + <value enum='1' description='LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY' /> + <value enum='2' description='LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY' /> + <value enum='3' description='EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY' /> + <value enum='4' description='GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY' /> + <value enum='5' description='GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY' /> + </field> + <field number='1480' name='StrikePriceBoundaryPrecision' type='PERCENTAGE' /> + <field number='1481' name='UnderlyingPriceDeterminationMethod' type='INT'> + <value enum='1' description='REGULAR' /> + <value enum='2' description='SPECIAL_REFERENCE' /> + <value enum='3' description='OPTIMAL_VALUE' /> + <value enum='4' description='AVERAGE_VALUE' /> + </field> + <field number='1482' name='OptPayoutType' type='INT'> + <value enum='1' description='VANILLA' /> + <value enum='2' description='CAPPED' /> + <value enum='3' description='BINARY' /> + </field> + <field number='1483' name='NoComplexEvents' type='NUMINGROUP' /> + <field number='1484' name='ComplexEventType' type='INT'> + <value enum='1' description='CAPPED' /> + <value enum='2' description='TRIGGER' /> + <value enum='3' description='KNOCK_IN_UP' /> + <value enum='4' description='KOCK_IN_DOWN' /> + <value enum='5' description='KNOCK_OUT_UP' /> + <value enum='6' description='KNOCK_OUT_DOWN' /> + <value enum='7' description='UNDERLYING' /> + <value enum='8' description='RESET_BARRIER' /> + <value enum='9' description='ROLLING_BARRIER' /> + </field> + <field number='1485' name='ComplexOptPayoutAmount' type='AMT' /> + <field number='1486' name='ComplexEventPrice' type='PRICE' /> + <field number='1487' name='ComplexEventPriceBoundaryMethod' type='INT'> + <value enum='1' description='LESS_THAN_COMPLEXEVENTPRICE' /> + <value enum='2' description='LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE' /> + <value enum='3' description='EQUAL_TO_COMPLEXEVENTPRICE' /> + <value enum='4' description='GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE' /> + <value enum='5' description='GREATER_THAN_COMPLEXEVENTPRICE' /> + </field> + <field number='1488' name='ComplexEventPriceBoundaryPrecision' type='PERCENTAGE' /> + <field number='1489' name='ComplexEventPriceTimeType' type='INT'> + <value enum='1' description='EXPIRATION' /> + <value enum='2' description='IMMEDIATE' /> + <value enum='3' description='SPECIFIED_DATE_TIME' /> + </field> + <field number='1490' name='ComplexEventCondition' type='INT'> + <value enum='1' description='AND' /> + <value enum='2' description='OR' /> + </field> + <field number='1491' name='NoComplexEventDates' type='NUMINGROUP' /> + <field number='1492' name='ComplexEventStartDate' type='UTCTIMESTAMP' /> + <field number='1493' name='ComplexEventEndDate' type='UTCTIMESTAMP' /> + <field number='1494' name='NoComplexEventTimes' type='NUMINGROUP' /> + <field number='1495' name='ComplexEventStartTime' type='UTCTIMEONLY' /> + <field number='1496' name='ComplexEventEndTime' type='UTCTIMEONLY' /> + <field number='1497' name='StreamAsgnReqID' type='STRING' /> + <field number='1498' name='StreamAsgnReqType' type='INT'> + <value enum='1' description='STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER' /> + <value enum='2' description='STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER' /> + </field> + <field number='1499' name='NoAsgnReqs' type='NUMINGROUP' /> + <field number='1500' name='MDStreamID' type='STRING' /> + <field number='1501' name='StreamAsgnRptID' type='STRING' /> + <field number='1502' name='StreamAsgnRejReason' type='INT'> + <value enum='0' description='UNKNOWN_CLIENT' /> + <value enum='1' description='EXCEEDS_MAXIMUM_SIZE' /> + <value enum='2' description='UNKNOWN_OR_INVALID_CURRENCY_PAIR' /> + <value enum='3' description='NO_AVAILABLE_STREAM' /> + <value enum='99' description='OTHER' /> + </field> + <field number='1503' name='StreamAsgnAckType' type='INT'> + <value enum='0' description='ASSIGNMENT_ACCEPTED' /> + <value enum='1' description='ASSIGNMENT_REJECTED' /> + </field> + <field number='1504' name='RelSymTransactTime' type='UTCTIMESTAMP' /> + <field number='1505' name='PartyDetailsListRequestID' type='STRING' /> + <field number='1506' name='NoPartyListResponseTypes' type='NUMINGROUP' /> + <field number='1507' name='PartyListResponseType' type='INT'> + <value enum='0' description='RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES' /> + <value enum='1' description='RETURN_ONLY_PARTY_INFORMATION' /> + <value enum='2' description='INCLUDE_INFORMATION_ON_RELATED_PARTIES' /> + <value enum='3' description='INCLUDE_RISK_LIMIT_INFORMATION' /> + </field> + <field number='1508' name='NoRequestedPartyRoles' type='NUMINGROUP' /> + <field number='1509' name='RequestedPartyRole' type='INT' /> + <field number='1510' name='PartyDetailsListReportID' type='STRING' /> + <field number='1511' name='PartyDetailsRequestResult' type='INT'> + <value enum='0' description='VALID_REQUEST' /> + <value enum='1' description='INVALID_OR_UNSUPPORTED_REQUEST' /> + <value enum='2' description='NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA' /> + <value enum='3' description='UNSUPPORTED_PARTYLISTRESPONSETYPE' /> + <value enum='4' description='NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA' /> + <value enum='5' description='PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE' /> + <value enum='6' description='REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED' /> + <value enum='99' description='OTHER' /> + </field> + <field number='1512' name='TotNoPartyList' type='INT' /> + <field number='1513' name='NoPartyList' type='NUMINGROUP' /> + <field number='1514' name='NoPartyRelationships' type='NUMINGROUP' /> + <field number='1515' name='PartyRelationship' type='INT'> + <value enum='0' description='IS_ALSO' /> + <value enum='1' description='CLEARS_FOR' /> + <value enum='2' description='CLEARS_THROUGH' /> + <value enum='3' description='TRADES_FOR' /> + <value enum='4' description='TRADES_THROUGH' /> + <value enum='5' description='SPONSORS' /> + <value enum='6' description='SPONSORED_THROUGH' /> + <value enum='7' description='PROVIDES_GUARANTEE_FOR' /> + <value enum='8' description='IS_GUARANTEED_BY' /> + <value enum='9' description='MEMBER_OF' /> + <value enum='10' description='HAS_MEMBERS' /> + <value enum='11' description='PROVIDES_MARKETPLACE_FOR' /> + <value enum='12' description='PARTICIPANT_OF_MARKETPLACE' /> + <value enum='13' description='CARRIES_POSITIONS_FOR' /> + <value enum='14' description='POSTS_TRADES_TO' /> + <value enum='15' description='ENTERS_TRADES_FOR' /> + <value enum='16' description='ENTERS_TRADES_THROUGH' /> + <value enum='17' description='PROVIDES_QUOTES_TO' /> + <value enum='18' description='REQUESTS_QUOTES_FROM' /> + <value enum='19' description='INVESTS_FOR' /> + <value enum='20' description='INVESTS_THROUGH' /> + <value enum='21' description='BROKERS_TRADES_FOR' /> + <value enum='22' description='BROKERS_TRADES_THROUGH' /> + <value enum='23' description='PROVIDES_TRADING_SERVICES_FOR' /> + <value enum='24' description='USES_TRADING_SERVICES_OF' /> + <value enum='25' description='APPROVES_OF' /> + <value enum='26' description='APPROVED_BY' /> + <value enum='27' description='PARENT_FIRM_FOR' /> + <value enum='28' description='SUBSIDIARY_OF' /> + <value enum='29' description='REGULATORY_OWNER_OF' /> + <value enum='30' description='OWNED_BY_30' /> + <value enum='31' description='CONTROLS' /> + <value enum='32' description='IS_CONTROLLED_BY' /> + <value enum='33' description='LEGAL' /> + <value enum='34' description='OWNED_BY_34' /> + <value enum='35' description='BENEFICIAL_OWNER_OF' /> + <value enum='36' description='OWNED_BY_36' /> + </field> + <field number='1516' name='NoPartyAltIDs' type='NUMINGROUP' /> + <field number='1517' name='PartyAltID' type='STRING' /> + <field number='1518' name='PartyAltIDSource' type='CHAR' /> + <field number='1519' name='NoPartyAltSubIDs' type='NUMINGROUP' /> + <field number='1520' name='PartyAltSubID' type='STRING' /> + <field number='1521' name='PartyAltSubIDType' type='INT' /> + <field number='1522' name='NoContextPartyIDs' type='NUMINGROUP' /> + <field number='1523' name='ContextPartyID' type='STRING' /> + <field number='1524' name='ContextPartyIDSource' type='CHAR' /> + <field number='1525' name='ContextPartyRole' type='INT' /> + <field number='1526' name='NoContextPartySubIDs' type='NUMINGROUP' /> + <field number='1527' name='ContextPartySubID' type='STRING' /> + <field number='1528' name='ContextPartySubIDType' type='INT' /> + <field number='1529' name='NoRiskLimits' type='NUMINGROUP' /> + <field number='1530' name='RiskLimitType' type='INT'> + <value enum='1' description='GROSS_LIMIT' /> + <value enum='2' description='NET_LIMIT' /> + <value enum='3' description='EXPOSURE' /> + <value enum='4' description='LONG_LIMIT' /> + <value enum='5' description='SHORT_LIMIT' /> + </field> + <field number='1531' name='RiskLimitAmount' type='AMT' /> + <field number='1532' name='RiskLimitCurrency' type='CURRENCY' /> + <field number='1533' name='RiskLimitPlatform' type='STRING' /> + <field number='1534' name='NoRiskInstruments' type='NUMINGROUP' /> + <field number='1535' name='RiskInstrumentOperator' type='INT'> + <value enum='1' description='INCLUDE' /> + <value enum='2' description='EXCLUDE' /> + </field> + <field number='1536' name='RiskSymbol' type='STRING' /> + <field number='1537' name='RiskSymbolSfx' type='STRING' /> + <field number='1538' name='RiskSecurityID' type='STRING' /> + <field number='1539' name='RiskSecurityIDSource' type='STRING' /> + <field number='1540' name='NoRiskSecurityAltID' type='NUMINGROUP' /> + <field number='1541' name='RiskSecurityAltID' type='STRING' /> + <field number='1542' name='RiskSecurityAltIDSource' type='STRING' /> + <field number='1543' name='RiskProduct' type='INT' /> + <field number='1544' name='RiskProductComplex' type='STRING' /> + <field number='1545' name='RiskSecurityGroup' type='STRING' /> + <field number='1546' name='RiskCFICode' type='STRING' /> + <field number='1547' name='RiskSecurityType' type='STRING' /> + <field number='1548' name='RiskSecuritySubType' type='STRING' /> + <field number='1549' name='RiskMaturityMonthYear' type='MONTHYEAR' /> + <field number='1550' name='RiskMaturityTime' type='TZTIMEONLY' /> + <field number='1551' name='RiskRestructuringType' type='STRING' /> + <field number='1552' name='RiskSeniority' type='STRING' /> + <field number='1553' name='RiskPutOrCall' type='INT' /> + <field number='1554' name='RiskFlexibleIndicator' type='BOOLEAN' /> + <field number='1555' name='RiskCouponRate' type='PERCENTAGE' /> + <field number='1556' name='RiskSecurityDesc' type='STRING' /> + <field number='1557' name='RiskInstrumentSettlType' type='STRING' /> + <field number='1558' name='RiskInstrumentMultiplier' type='FLOAT' /> + <field number='1559' name='NoRiskWarningLevels' type='NUMINGROUP' /> + <field number='1560' name='RiskWarningLevelPercent' type='PERCENTAGE' /> + <field number='1561' name='RiskWarningLevelName' type='STRING' /> + <field number='1562' name='NoRelatedPartyIDs' type='NUMINGROUP' /> + <field number='1563' name='RelatedPartyID' type='STRING' /> + <field number='1564' name='RelatedPartyIDSource' type='CHAR' /> + <field number='1565' name='RelatedPartyRole' type='INT' /> + <field number='1566' name='NoRelatedPartySubIDs' type='NUMINGROUP' /> + <field number='1567' name='RelatedPartySubID' type='STRING' /> + <field number='1568' name='RelatedPartySubIDType' type='INT' /> + <field number='1569' name='NoRelatedPartyAltIDs' type='NUMINGROUP' /> + <field number='1570' name='RelatedPartyAltID' type='STRING' /> + <field number='1571' name='RelatedPartyAltIDSource' type='CHAR' /> + <field number='1572' name='NoRelatedPartyAltSubIDs' type='NUMINGROUP' /> + <field number='1573' name='RelatedPartyAltSubID' type='STRING' /> + <field number='1574' name='RelatedPartyAltSubIDType' type='INT' /> + <field number='1575' name='NoRelatedContextPartyIDs' type='NUMINGROUP' /> + <field number='1576' name='RelatedContextPartyID' type='STRING' /> + <field number='1577' name='RelatedContextPartyIDSource' type='CHAR' /> + <field number='1578' name='RelatedContextPartyRole' type='INT' /> + <field number='1579' name='NoRelatedContextPartySubIDs' type='NUMINGROUP' /> + <field number='1580' name='RelatedContextPartySubID' type='STRING' /> + <field number='1581' name='RelatedContextPartySubIDType' type='INT' /> + <field number='1582' name='NoRelationshipRiskLimits' type='NUMINGROUP' /> + <field number='1583' name='RelationshipRiskLimitType' type='INT' /> + <field number='1584' name='RelationshipRiskLimitAmount' type='AMT' /> + <field number='1585' name='RelationshipRiskLimitCurrency' type='CURRENCY' /> + <field number='1586' name='RelationshipRiskLimitPlatform' type='STRING' /> + <field number='1587' name='NoRelationshipRiskInstruments' type='NUMINGROUP' /> + <field number='1588' name='RelationshipRiskInstrumentOperator' type='INT' /> + <field number='1589' name='RelationshipRiskSymbol' type='STRING' /> + <field number='1590' name='RelationshipRiskSymbolSfx' type='STRING' /> + <field number='1591' name='RelationshipRiskSecurityID' type='STRING' /> + <field number='1592' name='RelationshipRiskSecurityIDSource' type='STRING' /> + <field number='1593' name='NoRelationshipRiskSecurityAltID' type='NUMINGROUP' /> + <field number='1594' name='RelationshipRiskSecurityAltID' type='STRING' /> + <field number='1595' name='RelationshipRiskSecurityAltIDSource' type='STRING' /> + <field number='1596' name='RelationshipRiskProduct' type='INT' /> + <field number='1597' name='RelationshipRiskProductComplex' type='STRING' /> + <field number='1598' name='RelationshipRiskSecurityGroup' type='STRING' /> + <field number='1599' name='RelationshipRiskCFICode' type='STRING' /> + <field number='1600' name='RelationshipRiskSecurityType' type='STRING' /> + <field number='1601' name='RelationshipRiskSecuritySubType' type='STRING' /> + <field number='1602' name='RelationshipRiskMaturityMonthYear' type='MONTHYEAR' /> + <field number='1603' name='RelationshipRiskMaturityTime' type='TZTIMEONLY' /> + <field number='1604' name='RelationshipRiskRestructuringType' type='STRING' /> + <field number='1605' name='RelationshipRiskSeniority' type='STRING' /> + <field number='1606' name='RelationshipRiskPutOrCall' type='INT' /> + <field number='1607' name='RelationshipRiskFlexibleIndicator' type='BOOLEAN' /> + <field number='1608' name='RelationshipRiskCouponRate' type='PERCENTAGE' /> + <field number='1609' name='RelationshipRiskSecurityExchange' type='EXCHANGE' /> + <field number='1610' name='RelationshipRiskSecurityDesc' type='STRING' /> + <field number='1611' name='RelationshipRiskInstrumentSettlType' type='STRING' /> + <field number='1612' name='RelationshipRiskInstrumentMultiplier' type='FLOAT' /> + <field number='1613' name='NoRelationshipRiskWarningLevels' type='NUMINGROUP' /> + <field number='1614' name='RelationshipRiskWarningLevelPercent' type='PERCENTAGE' /> + <field number='1615' name='RelationshipRiskWarningLevelName' type='STRING' /> + <field number='1616' name='RiskSecurityExchange' type='EXCHANGE' /> + <field number='1617' name='StreamAsgnType' type='INT'> + <value enum='1' description='ASSIGNMENT' /> + <value enum='2' description='REJECTED' /> + <value enum='3' description='TERMINATE_UNASSIGN' /> + </field> + <field number='1618' name='RelationshipRiskEncodedSecurityDescLen' type='LENGTH' /> + <field number='1619' name='RelationshipRiskEncodedSecurityDesc' type='DATA' /> + <field number='1620' name='RiskEncodedSecurityDescLen' type='LENGTH' /> + <field number='1621' name='RiskEncodedSecurityDesc' type='DATA' /> + </fields> +</fix>
\ No newline at end of file |