diff options
-rw-r--r-- | epan/dissectors/packet-fix.c | 2 | ||||
-rw-r--r-- | epan/dissectors/packet-fix.h | 13278 | ||||
-rw-r--r-- | fix/FIX.xml | 17253 | ||||
-rw-r--r-- | fix/FIX50.xml | 8272 | ||||
-rw-r--r-- | fix/FIX50SP1.xml | 9629 | ||||
-rw-r--r-- | fix/FIX50SP2.xml | 10541 | ||||
-rw-r--r-- | fix/README | 3 |
7 files changed, 48632 insertions, 10346 deletions
diff --git a/epan/dissectors/packet-fix.c b/epan/dissectors/packet-fix.c index 98600f5f37..79f5c88e4a 100644 --- a/epan/dissectors/packet-fix.c +++ b/epan/dissectors/packet-fix.c @@ -23,7 +23,7 @@ * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA. * * Documentation: http://www.fixprotocol.org/ - * Fields and messages from http://www.quickfixengine.org/ xml + * Fields and messages from http://www.quickfixengine.org/ and http://sourceforge.net/projects/quickfix/files/ xml * */ diff --git a/epan/dissectors/packet-fix.h b/epan/dissectors/packet-fix.h index c290777257..05253c5256 100644 --- a/epan/dissectors/packet-fix.h +++ b/epan/dissectors/packet-fix.h @@ -12,131 +12,158 @@ typedef struct _fix_field { const void *table; } fix_field; - static const string_string messages_val[] = { - { "0", "Heartbeat" }, - { "A", "Logon" }, - { "1", "TestRequest" }, - { "2", "ResendRequest" }, - { "3", "Reject" }, - { "4", "SequenceReset" }, - { "5", "Logout" }, - { "j", "BusinessMessageReject" }, - { "BE", "UserRequest" }, - { "BF", "UserResponse" }, - { "7", "Advertisement" }, - { "6", "IndicationOfInterest" }, - { "B", "News" }, - { "C", "Email" }, - { "R", "QuoteRequest" }, - { "AJ", "QuoteResponse" }, - { "AG", "QuoteRequestReject" }, - { "AH", "RFQRequest" }, - { "S", "Quote" }, - { "Z", "QuoteCancel" }, - { "a", "QuoteStatusRequest" }, - { "AI", "QuoteStatusReport" }, - { "i", "MassQuote" }, - { "b", "MassQuoteAcknowledgement" }, - { "V", "MarketDataRequest" }, - { "W", "MarketDataSnapshotFullRefresh" }, - { "X", "MarketDataIncrementalRefresh" }, - { "Y", "MarketDataRequestReject" }, - { "c", "SecurityDefinitionRequest" }, - { "d", "SecurityDefinition" }, - { "v", "SecurityTypeRequest" }, - { "w", "SecurityTypes" }, - { "x", "SecurityListRequest" }, - { "y", "SecurityList" }, - { "z", "DerivativeSecurityListRequest" }, - { "AA", "DerivativeSecurityList" }, - { "e", "SecurityStatusRequest" }, - { "f", "SecurityStatus" }, - { "g", "TradingSessionStatusRequest" }, - { "h", "TradingSessionStatus" }, - { "D", "NewOrderSingle" }, - { "8", "ExecutionReport" }, - { "Q", "DontKnowTrade" }, - { "G", "OrderCancelReplaceRequest" }, - { "F", "OrderCancelRequest" }, - { "9", "OrderCancelReject" }, - { "H", "OrderStatusRequest" }, - { "q", "OrderMassCancelRequest" }, - { "r", "OrderMassCancelReport" }, - { "AF", "OrderMassStatusRequest" }, - { "s", "NewOrderCross" }, - { "t", "CrossOrderCancelReplaceRequest" }, - { "u", "CrossOrderCancelRequest" }, - { "AB", "NewOrderMultileg" }, - { "AC", "MultilegOrderCancelReplaceRequest" }, - { "k", "BidRequest" }, - { "l", "BidResponse" }, - { "E", "NewOrderList" }, - { "m", "ListStrikePrice" }, - { "N", "ListStatus" }, - { "L", "ListExecute" }, - { "K", "ListCancelRequest" }, - { "M", "ListStatusRequest" }, - { "J", "AllocationInstruction" }, - { "P", "AllocationInstructionAck" }, - { "AS", "AllocationReport" }, - { "AT", "AllocationReportAck" }, - { "AK", "Confirmation" }, - { "AU", "ConfirmationAck" }, - { "BH", "ConfirmationRequest" }, - { "T", "SettlementInstructions" }, - { "AV", "SettlementInstructionRequest" }, - { "AD", "TradeCaptureReportRequest" }, - { "AQ", "TradeCaptureReportRequestAck" }, - { "AE", "TradeCaptureReport" }, - { "AR", "TradeCaptureReportAck" }, - { "o", "RegistrationInstructions" }, - { "p", "RegistrationInstructionsResponse" }, - { "AL", "PositionMaintenanceRequest" }, - { "AM", "PositionMaintenanceReport" }, - { "AN", "RequestForPositions" }, - { "AO", "RequestForPositionsAck" }, - { "AP", "PositionReport" }, - { "AW", "AssignmentReport" }, - { "AX", "CollateralRequest" }, - { "AY", "CollateralAssignment" }, - { "AZ", "CollateralResponse" }, - { "BA", "CollateralReport" }, - { "BB", "CollateralInquiry" }, - { "BC", "NetworkStatusRequest" }, - { "BD", "NetworkStatusRequest" }, - { "BG", "CollateralInquiryAck" }, + + static const string_string messages_val[] = { + { "0", "Heartbeat" }, + { "1", "TestRequest" }, + { "2", "ResendRequest" }, + { "3", "Reject" }, + { "4", "SequenceReset" }, + { "5", "Logout" }, + { "6", "IOI" }, + { "7", "Advertisement" }, + { "8", "ExecutionReport" }, + { "9", "OrderCancelReject" }, + { "A", "Logon" }, + { "B", "News" }, + { "C", "Email" }, + { "D", "NewOrderSingle" }, + { "E", "NewOrderList" }, + { "F", "OrderCancelRequest" }, + { "G", "OrderCancelReplaceRequest" }, + { "H", "OrderStatusRequest" }, + { "J", "AllocationInstruction" }, + { "K", "ListCancelRequest" }, + { "L", "ListExecute" }, + { "M", "ListStatusRequest" }, + { "N", "ListStatus" }, + { "P", "AllocationInstructionAck" }, + { "Q", "DontKnowTrade" }, + { "R", "QuoteRequest" }, + { "S", "Quote" }, + { "T", "SettlementInstructions" }, + { "V", "MarketDataRequest" }, + { "W", "MarketDataSnapshotFullRefresh" }, + { "X", "MarketDataIncrementalRefresh" }, + { "Y", "MarketDataRequestReject" }, + { "Z", "QuoteCancel" }, + { "a", "QuoteStatusRequest" }, + { "b", "MassQuoteAcknowledgement" }, + { "c", "SecurityDefinitionRequest" }, + { "d", "SecurityDefinition" }, + { "e", "SecurityStatusRequest" }, + { "f", "SecurityStatus" }, + { "g", "TradingSessionStatusRequest" }, + { "h", "TradingSessionStatus" }, + { "i", "MassQuote" }, + { "j", "BusinessMessageReject" }, + { "k", "BidRequest" }, + { "l", "BidResponse" }, + { "m", "ListStrikePrice" }, + { "o", "RegistrationInstructions" }, + { "p", "RegistrationInstructionsResponse" }, + { "q", "OrderMassCancelRequest" }, + { "r", "OrderMassCancelReport" }, + { "s", "NewOrderCross" }, + { "t", "CrossOrderCancelReplaceRequest" }, + { "u", "CrossOrderCancelRequest" }, + { "v", "SecurityTypeRequest" }, + { "w", "SecurityTypes" }, + { "x", "SecurityListRequest" }, + { "y", "SecurityList" }, + { "z", "DerivativeSecurityListRequest" }, + { "AA", "DerivativeSecurityList" }, + { "AB", "NewOrderMultileg" }, + { "AC", "MultilegOrderCancelReplace" }, + { "AD", "TradeCaptureReportRequest" }, + { "AE", "TradeCaptureReport" }, + { "AF", "OrderMassStatusRequest" }, + { "AG", "QuoteRequestReject" }, + { "AH", "RFQRequest" }, + { "AI", "QuoteStatusReport" }, + { "AJ", "QuoteResponse" }, + { "AK", "Confirmation" }, + { "AL", "PositionMaintenanceRequest" }, + { "AM", "PositionMaintenanceReport" }, + { "AN", "RequestForPositions" }, + { "AO", "RequestForPositionsAck" }, + { "AP", "PositionReport" }, + { "AQ", "TradeCaptureReportRequestAck" }, + { "AR", "TradeCaptureReportAck" }, + { "AS", "AllocationReport" }, + { "AT", "AllocationReportAck" }, + { "AU", "ConfirmationAck" }, + { "AV", "SettlementInstructionRequest" }, + { "AW", "AssignmentReport" }, + { "AX", "CollateralRequest" }, + { "AY", "CollateralAssignment" }, + { "AZ", "CollateralResponse" }, + { "BA", "CollateralReport" }, + { "BB", "CollateralInquiry" }, + { "BC", "NetworkCounterpartySystemStatusRequest" }, + { "BD", "NetworkCounterpartySystemStatusResponse" }, + { "BE", "UserRequest" }, + { "BF", "UserResponse" }, + { "BG", "CollateralInquiryAck" }, + { "BH", "ConfirmationRequest" }, + { "BO", "ContraryIntentionReport" }, + { "BP", "SecurityDefinitionUpdateReport" }, + { "BK", "SecurityListUpdateReport" }, + { "BL", "AdjustedPositionReport" }, + { "BM", "AllocationInstructionAlert" }, + { "BN", "ExecutionAcknowledgement" }, + { "BJ", "TradingSessionList" }, + { "BI", "TradingSessionListRequest" }, + { "BQ", "SettlementObligationReport" }, + { "BR", "DerivativeSecurityListUpdateReport" }, + { "BS", "TradingSessionListUpdateReport" }, + { "BT", "MarketDefinitionRequest" }, + { "BU", "MarketDefinition" }, + { "BV", "MarketDefinitionUpdateReport" }, + { "BW", "ApplicationMessageRequest" }, + { "BX", "ApplicationMessageRequestAck" }, + { "BY", "ApplicationMessageReport" }, + { "BZ", "OrderMassActionReport" }, + { "CA", "OrderMassActionRequest" }, + { "CB", "UserNotification" }, + { "CC", "StreamAssignmentRequest" }, + { "CD", "StreamAssignmentReport" }, + { "CE", "StreamAssignmentReportACK" }, + { "CF", "PartyDetailsListRequest" }, + { "CG", "PartyDetailsListReport" }, { "", NULL } }; - static const value_string AdvSide_val[] = { + static const value_string AdvSide_val[] = { { 'B', "BUY" }, { 'S', "SELL" }, - { 'X', "CROSS" }, { 'T', "TRADE" }, + { 'X', "CROSS" }, { 0, NULL } }; - static const string_string AdvTransType_val[] = { - { "N", "NEW" }, + static const string_string AdvTransType_val[] = { { "C", "CANCEL" }, + { "N", "NEW" }, { "R", "REPLACE" }, { 0, NULL } }; - static const value_string CommType_val[] = { + static const value_string CommType_val[] = { { '1', "PER UNIT" }, - { '2', "PERCENTAGE" }, + { '2', "PERCENT" }, { '3', "ABSOLUTE" }, { '4', "PERCENTAGE WAIVED CASH DISCOUNT" }, { '5', "PERCENTAGE WAIVED ENHANCED UNITS" }, - { '6', "POINTS PER BOND OR OR CONTRACT" }, + { '6', "POINTS PER BOND OR CONTRACT" }, { 0, NULL } }; - static const value_string ExecInst_val[] = { + static const value_string ExecInst_val[] = { + { '0', "STAY ON OFFER SIDE" }, { '1', "NOT HELD" }, { '2', "WORK" }, { '3', "GO ALONG" }, @@ -145,8 +172,7 @@ typedef struct _fix_field { { '6', "PARTICIPATE DONT INITIATE" }, { '7', "STRICT SCALE" }, { '8', "TRY TO SCALE" }, - { '9', "STAY ON BIDSIDE" }, - { '0', "STAY ON OFFERSIDE" }, + { '9', "STAY ON BID SIDE" }, { 'A', "NO CROSS" }, { 'B', "OK TO CROSS" }, { 'C', "CALL FIRST" }, @@ -159,7 +185,7 @@ typedef struct _fix_field { { 'J', "REINSTATE ON TRADING HALT" }, { 'K', "CANCEL ON TRADING HALT" }, { 'L', "LAST PEG" }, - { 'M', "MID PRICE" }, + { 'M', "MID PRICE PEG" }, { 'N', "NON NEGOTIABLE" }, { 'O', "OPENING PEG" }, { 'P', "MARKET PEG" }, @@ -178,11 +204,26 @@ typedef struct _fix_field { { 'c', "IGNORE PRICE VALIDITY CHECKS" }, { 'd', "PEG TO LIMIT PRICE" }, { 'e', "WORK TO TARGET STRATEGY" }, - { 0, NULL } - }; - - - static const value_string ExecTransType_val[] = { + { 'f', "INTERMARKET SWEEP" }, + { 'j', "SINGLE EXECUTION REQUESTED FOR BLOCK TRADE" }, + { 'g', "EXTERNAL ROUTING ALLOWED" }, + { 'h', "EXTERNAL ROUTING NOT ALLOWED" }, + { 'i', "IMBALANCE ONLY" }, + { 'k', "BEST EXECUTION" }, + { 'l', "SUSPEND ON SYSTEM FAILURE" }, + { 'm', "SUSPEND ON TRADING HALT" }, + { 'n', "REINSTATE ON CONNECTION LOSS" }, + { 'o', "CANCEL ON CONNECTION LOSS" }, + { 'p', "SUSPEND ON CONNECTION LOSS" }, + { 'q', "RELEASE FROM SUSPENSION" }, + { 'r', "EXECUTE AS DELTA NEUTRAL USING VOLATILITY PROVIDED" }, + { 's', "EXECUTE AS DURATION NEUTRAL" }, + { 't', "EXECUTE AS FX NEUTRAL" }, + { 0, NULL } + }; + + + static const value_string ExecTransType_val[] = { { '0', "NEW" }, { '1', "CANCEL" }, { '2', "CORRECT" }, @@ -191,15 +232,15 @@ typedef struct _fix_field { }; - static const value_string HandlInst_val[] = { - { '1', "AUTOMATED EXECUTION ORDER PRIVATE" }, - { '2', "AUTOMATED EXECUTION ORDER PUBLIC" }, - { '3', "MANUAL ORDER" }, + static const value_string HandlInst_val[] = { + { '1', "AUTOMATED EXECUTION ORDER PRIVATE NO BROKER INTERVENTION" }, + { '2', "AUTOMATED EXECUTION ORDER PUBLIC BROKER INTERVENTION OK" }, + { '3', "MANUAL ORDER BEST EXECUTION" }, { 0, NULL } }; - static const string_string SecurityIDSource_val[] = { + static const string_string SecurityIDSource_val[] = { { "1", "CUSIP" }, { "2", "SEDOL" }, { "3", "QUIK" }, @@ -216,30 +257,43 @@ typedef struct _fix_field { { "E", "SICOVAM" }, { "F", "BELGIAN" }, { "G", "COMMON" }, - { "H", "CLEARING HOUSE CLEARING ORGANIZATION" }, + { "H", "CLEARING HOUSE" }, { "I", "ISDA FPML PRODUCT SPECIFICATION" }, - { "J", "OPTIONS PRICE REPORTING AUTHORITY" }, + { "J", "OPTION PRICE REPORTING AUTHORITY" }, + { "L", "LETTER OF CREDIT" }, + { "K", "ISDA FPML PRODUCT URL" }, + { "M", "MARKETPLACE ASSIGNED IDENTIFIER" }, { 0, NULL } }; - static const value_string IOIQltyInd_val[] = { + static const value_string IOIQltyInd_val[] = { + { 'H', "HIGH" }, { 'L', "LOW" }, { 'M', "MEDIUM" }, - { 'H', "HIGH" }, { 0, NULL } }; - static const value_string IOITransType_val[] = { - { 'N', "NEW" }, + static const string_string IOIQty_val[] = { + { "0", "1000000000" }, + { "S", "SMALL" }, + { "M", "MEDIUM" }, + { "L", "LARGE" }, + { "U", "UNDISCLOSED QUANTITY" }, + { 0, NULL } + }; + + + static const value_string IOITransType_val[] = { { 'C', "CANCEL" }, + { 'N', "NEW" }, { 'R', "REPLACE" }, { 0, NULL } }; - static const value_string LastCapacity_val[] = { + static const value_string LastCapacity_val[] = { { '1', "AGENT" }, { '2', "CROSS AS AGENT" }, { '3', "CROSS AS PRINCIPAL" }, @@ -248,7 +302,7 @@ typedef struct _fix_field { }; - static const string_string MsgType_val[] = { + static const string_string MsgType_val[] = { { "0", "HEARTBEAT" }, { "1", "TEST REQUEST" }, { "2", "RESEND REQUEST" }, @@ -260,8 +314,67 @@ typedef struct _fix_field { { "8", "EXECUTION REPORT" }, { "9", "ORDER CANCEL REJECT" }, { "A", "LOGON" }, + { "AA", "DERIVATIVE SECURITY LIST" }, + { "AB", "NEW ORDER MULTILEG" }, + { "AC", "MULTILEG ORDER CANCEL REPLACE" }, + { "AD", "TRADE CAPTURE REPORT REQUEST" }, + { "AE", "TRADE CAPTURE REPORT" }, + { "AF", "ORDER MASS STATUS REQUEST" }, + { "AG", "QUOTE REQUEST REJECT" }, + { "AH", "RFQ REQUEST" }, + { "AI", "QUOTE STATUS REPORT" }, + { "AJ", "QUOTE RESPONSE" }, + { "AK", "CONFIRMATION" }, + { "AL", "POSITION MAINTENANCE REQUEST" }, + { "AM", "POSITION MAINTENANCE REPORT" }, + { "AN", "REQUEST FOR POSITIONS" }, + { "AO", "REQUEST FOR POSITIONS ACK" }, + { "AP", "POSITION REPORT" }, + { "AQ", "TRADE CAPTURE REPORT REQUEST ACK" }, + { "AR", "TRADE CAPTURE REPORT ACK" }, + { "AS", "ALLOCATION REPORT" }, + { "AT", "ALLOCATION REPORT ACK" }, + { "AU", "CONFIRMATION ACK" }, + { "AV", "SETTLEMENT INSTRUCTION REQUEST" }, + { "AW", "ASSIGNMENT REPORT" }, + { "AX", "COLLATERAL REQUEST" }, + { "AY", "COLLATERAL ASSIGNMENT" }, + { "AZ", "COLLATERAL RESPONSE" }, { "B", "NEWS" }, + { "BA", "COLLATERAL REPORT" }, + { "BB", "COLLATERAL INQUIRY" }, + { "BC", "NETWORK STATUS REQUEST" }, + { "BD", "NETWORK STATUS RESPONSE" }, + { "BE", "USER REQUEST" }, + { "BF", "USER RESPONSE" }, + { "BG", "COLLATERAL INQUIRY ACK" }, + { "BH", "CONFIRMATION REQUEST" }, + { "BI", "TRADING SESSION LIST REQUEST" }, + { "BJ", "TRADING SESSION LIST" }, + { "BK", "SECURITY LIST UPDATE REPORT" }, + { "BL", "ADJUSTED POSITION REPORT" }, + { "BM", "ALLOCATION INSTRUCTION ALERT" }, + { "BN", "EXECUTION ACKNOWLEDGEMENT" }, + { "BO", "CONTRARY INTENTION REPORT" }, + { "BP", "SECURITY DEFINITION UPDATE REPORT" }, + { "BQ", "SETTLEMENT OBLIGATION REPORT" }, + { "BR", "DERIVATIVE SECURITY LIST UPDATE REPORT" }, + { "BS", "TRADING SESSION LIST UPDATE REPORT" }, + { "BT", "MARKET DEFINITION REQUEST" }, + { "BU", "MARKET DEFINITION" }, + { "BV", "MARKET DEFINITION UPDATE REPORT" }, + { "BW", "APPLICATION MESSAGE REQUEST" }, + { "BX", "APPLICATION MESSAGE REQUEST ACK" }, + { "BY", "APPLICATION MESSAGE REPORT" }, + { "BZ", "ORDER MASS ACTION REPORT" }, { "C", "EMAIL" }, + { "CA", "ORDER MASS ACTION REQUEST" }, + { "CB", "USER NOTIFICATION" }, + { "CC", "STREAM ASSIGNMENT REQUEST" }, + { "CD", "STREAM ASSIGNMENT REPORT" }, + { "CE", "STREAM ASSIGNMENT REPORT ACK" }, + { "CF", "PARTY DETAILS LIST REQUEST" }, + { "CG", "PARTY DETAILS LIST REPORT" }, { "D", "ORDER SINGLE" }, { "E", "ORDER LIST" }, { "F", "ORDER CANCEL REQUEST" }, @@ -308,45 +421,11 @@ typedef struct _fix_field { { "x", "SECURITY LIST REQUEST" }, { "y", "SECURITY LIST" }, { "z", "DERIVATIVE SECURITY LIST REQUEST" }, - { "AA", "DERIVATIVE SECURITY LIST" }, - { "AB", "NEW ORDER MULTILEG" }, - { "AC", "MULTILEG ORDER CANCEL REPLACE" }, - { "AD", "TRADE CAPTURE REPORT REQUEST" }, - { "AE", "TRADE CAPTURE REPORT" }, - { "AF", "ORDER MASS STATUS REQUEST" }, - { "AG", "QUOTE REQUEST REJECT" }, - { "AH", "RFQ REQUEST" }, - { "AI", "QUOTE STATUS REPORT" }, - { "AJ", "QUOTE RESPONSE" }, - { "AK", "CONFIRMATION" }, - { "AL", "POSITION MAINTENANCE REQUEST" }, - { "AM", "POSITION MAINTENANCE REPORT" }, - { "AN", "REQUEST FOR POSITIONS" }, - { "AO", "REQUEST FOR POSITIONS ACK" }, - { "AP", "POSITION REPORT" }, - { "AQ", "TRADE CAPTURE REPORT REQUEST ACK" }, - { "AR", "TRADE CAPTURE REPORT ACK" }, - { "AS", "ALLOCATION REPORT" }, - { "AT", "ALLOCATION REPORT ACK" }, - { "AU", "CONFIRMATION ACK" }, - { "AV", "SETTLEMENT INSTRUCTION REQUEST" }, - { "AW", "ASSIGNMENT REPORT" }, - { "AX", "COLLATERAL REQUEST" }, - { "AY", "COLLATERAL ASSIGNMENT" }, - { "AZ", "COLLATERAL RESPONSE" }, - { "BA", "COLLATERAL REPORT" }, - { "BB", "COLLATERAL INQUIRY" }, - { "BC", "NETWORK STATUS REQUEST" }, - { "BD", "NETWORK STATUS RESPONSE" }, - { "BE", "USER REQUEST" }, - { "BF", "USER RESPONSE" }, - { "BG", "COLLATERAL INQUIRY ACK" }, - { "BH", "CONFIRMATION REQUEST" }, { 0, NULL } }; - static const value_string OrdStatus_val[] = { + static const value_string OrdStatus_val[] = { { '0', "NEW" }, { '1', "PARTIALLY FILLED" }, { '2', "FILLED" }, @@ -366,7 +445,7 @@ typedef struct _fix_field { }; - static const value_string OrdType_val[] = { + static const value_string OrdType_val[] = { { '1', "MARKET" }, { '2', "LIMIT" }, { '3', "STOP" }, @@ -386,43 +465,51 @@ typedef struct _fix_field { { 'H', "FOREX PREVIOUSLY QUOTED" }, { 'I', "FUNARI" }, { 'J', "MARKET IF TOUCHED" }, - { 'K', "MARKET WITH LEFTOVER AS LIMIT" }, + { 'K', "MARKET WITH LEFT OVER AS LIMIT" }, { 'L', "PREVIOUS FUND VALUATION POINT" }, { 'M', "NEXT FUND VALUATION POINT" }, { 'P', "PEGGED" }, + { 'Q', "COUNTER ORDER SELECTION" }, { 0, NULL } }; - static const value_string Rule80A_val[] = { + static const value_string PossDupFlag_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string Rule80A_val[] = { { 'A', "AGENCY SINGLE ORDER" }, - { 'B', "SHORT EXEMPT TRANSACTION REFER TO A TYPE" }, - { 'C', "PROGRAM ORDER NON INDEX ARB FOR MEMBER FIRM" }, - { 'D', "PROGRAM ORDER INDEX ARB FOR MEMBER FIRM" }, + { 'B', "SHORT EXEMPT TRANSACTION B" }, + { 'C', "PROPRIETARY NON ALGORITHMIC PROGRAM TRADE" }, + { 'D', "PROGRAM ORDER INDEX ARB FOR MEMBER FIRM ORG" }, { 'E', "SHORT EXEMPT TRANSACTION FOR PRINCIPAL" }, - { 'F', "SHORT EXEMPT TRANSACTION REFER TO W TYPE" }, - { 'H', "SHORT EXEMPT TRANSACTION REFER TO I TYPE" }, - { 'I', "INDIVIDUAL INVESTOR" }, - { 'J', "PROGRAM ORDER INDEX ARB FOR INDIVIDUAL CUSTOMER" }, - { 'K', "PROGRAM ORDER NON INDEX ARB FOR INDIVIDUAL CUSTOMER" }, - { 'L', "SHORT EXEMPT AFFILIATED" }, + { 'F', "SHORT EXEMPT TRANSACTION F" }, + { 'H', "SHORT EXEMPT TRANSACTION H" }, + { 'I', "INDIVIDUAL INVESTOR SINGLE ORDER" }, + { 'J', "PROPRIETARY ALGORITHMIC PROGRAM TRADING" }, + { 'K', "AGENCY ALGORITHMIC PROGRAM TRADING" }, + { 'L', "SHORT EXEMPT TRANSACTION FOR MEMBER COMPETING MARKET MAKER AFFLIATED WITH THE FIRM CLEARING THE TRADE" }, { 'M', "PROGRAM ORDER INDEX ARB FOR OTHER MEMBER" }, - { 'N', "PROGRAM ORDER NON INDEX ARB FOR OTHER MEMBER" }, - { 'O', "PROPRIETARY AFFILIATED" }, + { 'N', "AGENT FOR OTHER MEMBER NON ALGORITHMIC PROGRAM TRADE" }, + { 'O', "PROPRIETARY TRANSACTIONS FOR COMPETING MARKET MAKER THAT IS AFFILIATED WITH THE CLEARING MEMBER" }, { 'P', "PRINCIPAL" }, - { 'R', "TRANSACTIONS NON MEMBER" }, + { 'R', "TRANSACTIONS FOR THE ACCOUNT OF A NON MEMBER COMPTING MARKET MAKER" }, { 'S', "SPECIALIST TRADES" }, - { 'T', "TRANSACTIONS UNAFFILIATED MEMBER" }, - { 'U', "PROGRAM ORDER INDEX ARB FOR OTHER AGENCY" }, + { 'T', "TRANSACTIONS FOR THE ACCOUNT OF AN UNAFFILIATED MEMBERS COMPETING MARKET MAKER" }, + { 'U', "AGENCY INDEX ARBITRAGE" }, { 'W', "ALL OTHER ORDERS AS AGENT FOR OTHER MEMBER" }, - { 'X', "SHORT EXEMPT NOT AFFILIATED" }, - { 'Y', "PROGRAM ORDER NON INDEX ARB FOR OTHER AGENCY" }, - { 'Z', "SHORT EXEMPT NONMEMBER" }, + { 'X', "SHORT EXEMPT TRANSACTION FOR MEMBER COMPETING MARKET MAKER NOT AFFILIATED WITH THE FIRM CLEARING THE TRADE" }, + { 'Y', "AGENCY NON ALGORITHMIC PROGRAM TRADE" }, + { 'Z', "SHORT EXEMPT TRANSACTION FOR NON MEMBER COMPETING MARKET MAKER" }, { 0, NULL } }; - static const value_string Side_val[] = { + static const value_string Side_val[] = { { '1', "BUY" }, { '2', "SELL" }, { '3', "BUY MINUS" }, @@ -443,7 +530,7 @@ typedef struct _fix_field { }; - static const value_string TimeInForce_val[] = { + static const value_string TimeInForce_val[] = { { '0', "DAY" }, { '1', "GOOD TILL CANCEL" }, { '2', "AT THE OPENING" }, @@ -452,11 +539,13 @@ typedef struct _fix_field { { '5', "GOOD TILL CROSSING" }, { '6', "GOOD TILL DATE" }, { '7', "AT THE CLOSE" }, + { '8', "GOOD THROUGH CROSSING" }, + { '9', "AT CROSSING" }, { 0, NULL } }; - static const value_string Urgency_val[] = { + static const value_string Urgency_val[] = { { '0', "NORMAL" }, { '1', "FLASH" }, { '2', "BACKGROUND" }, @@ -464,46 +553,54 @@ typedef struct _fix_field { }; - static const value_string SettlType_val[] = { - { '0', "REGULAR" }, - { '1', "CASH" }, - { '2', "NEXT DAY" }, - { '3', "T PLUS 2" }, - { '4', "T PLUS 3" }, - { '5', "T PLUS 4" }, - { '6', "FUTURE" }, - { '7', "WHEN AND IF ISSUED" }, - { '8', "SELLERS OPTION" }, - { '9', "T PLUS 5" }, + static const string_string SettlType_val[] = { + { "0", "REGULAR" }, + { "1", "CASH" }, + { "2", "NEXT DAY" }, + { "3", "T PLUS 2" }, + { "4", "T PLUS 3" }, + { "5", "T PLUS 4" }, + { "6", "FUTURE" }, + { "7", "WHEN AND IF ISSUED" }, + { "8", "SELLERS OPTION" }, + { "9", "T PLUS 5" }, + { "C", "FX SPOT NEXT SETTLEMENT" }, + { "B", "BROKEN DATE" }, { 0, NULL } }; - static const string_string SymbolSfx_val[] = { - { "WI", "WHEN ISSUED" }, - { "CD", "A EUCP WITH LUMP SUM INTEREST" }, + static const string_string SymbolSfx_val[] = { + { "CD", "EUCP WITH LUMP SUM INTEREST RATHER THAN DISCOUNT PRICE" }, + { "WI", "WHEN ISSUED FOR A SECURITY TO BE REISSUED UNDER AN OLD CUSIP OR ISIN" }, { 0, NULL } }; - static const value_string AllocTransType_val[] = { + static const value_string AllocTransType_val[] = { { '0', "NEW" }, { '1', "REPLACE" }, { '2', "CANCEL" }, + { '3', "PRELIMINARY" }, + { '4', "CALCULATED" }, + { '5', "CALCULATED WITHOUT PRELIMINARY" }, + { '6', "REVERSAL" }, { 0, NULL } }; - static const value_string PositionEffect_val[] = { - { 'O', "OPEN" }, + static const value_string PositionEffect_val[] = { { 'C', "CLOSE" }, - { 'R', "ROLLED" }, { 'F', "FIFO" }, + { 'O', "OPEN" }, + { 'R', "ROLLED" }, + { 'N', "CLOSE BUT NOTIFY ON OPEN" }, + { 'D', "DEFAULT" }, { 0, NULL } }; - static const value_string ProcessCode_val[] = { + static const value_string ProcessCode_val[] = { { '0', "REGULAR" }, { '1', "SOFT DOLLAR" }, { '2', "STEP IN" }, @@ -515,33 +612,40 @@ typedef struct _fix_field { }; - static const value_string AllocStatus_val[] = { + static const value_string AllocStatus_val[] = { { 0, "ACCEPTED" }, { 1, "BLOCK LEVEL REJECT" }, { 2, "ACCOUNT LEVEL REJECT" }, { 3, "RECEIVED" }, { 4, "INCOMPLETE" }, { 5, "REJECTED BY INTERMEDIARY" }, + { 6, "ALLOCATION PENDING" }, + { 7, "REVERSED" }, { 0, NULL } }; - static const value_string AllocRejCode_val[] = { + static const value_string AllocRejCode_val[] = { { 0, "UNKNOWN ACCOUNT" }, { 1, "INCORRECT QUANTITY" }, - { 2, "INCORRECT AVERAGE PRICE" }, + { 10, "UNKNOWN OR STALE EXECID" }, + { 11, "MISMATCHED DATA" }, + { 12, "UNKNOWN CLORDID" }, + { 13, "WAREHOUSE REQUEST REJECTED" }, + { 2, "INCORRECT AVERAGEG PRICE" }, { 3, "UNKNOWN EXECUTING BROKER MNEMONIC" }, { 4, "COMMISSION DIFFERENCE" }, { 5, "UNKNOWN ORDERID" }, { 6, "UNKNOWN LISTID" }, - { 7, "OTHER" }, + { 7, "OTHER 7" }, { 8, "INCORRECT ALLOCATED QUANTITY" }, { 9, "CALCULATION DIFFERENCE" }, + { 99, "OTHER 99" }, { 0, NULL } }; - static const value_string EmailType_val[] = { + static const value_string EmailType_val[] = { { '0', "NEW" }, { '1', "REPLY" }, { '2', "ADMIN REPLY" }, @@ -549,34 +653,50 @@ typedef struct _fix_field { }; - static const value_string EncryptMethod_val[] = { - { 0, "NONE OTHER" }, - { 1, "PKCS" }, + static const value_string PossResend_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string EncryptMethod_val[] = { + { 0, "NONE" }, + { 1, "PKCS 1" }, { 2, "DES" }, - { 3, "PKCS DES" }, - { 4, "PGP DES" }, - { 5, "PGP DES MD5" }, - { 6, "PEM DES MD5" }, + { 3, "PKCS 3" }, + { 4, "PGP 4" }, + { 5, "PGP 5" }, + { 6, "PEM" }, { 0, NULL } }; - static const value_string CxlRejReason_val[] = { + static const value_string CxlRejReason_val[] = { { 0, "TOO LATE TO CANCEL" }, { 1, "UNKNOWN ORDER" }, - { 2, "BROKER EXCHANGE OPTION" }, + { 2, "BROKER" }, { 3, "ORDER ALREADY IN PENDING CANCEL OR PENDING REPLACE STATUS" }, { 4, "UNABLE TO PROCESS ORDER MASS CANCEL REQUEST" }, - { 5, "ORIGORDMODTIME DID NOT MATCH LAST TRANSACTTIME OF ORDER" }, - { 6, "DUPLICATE CLORDID RECEIVED" }, + { 5, "ORIGORDMODTIME" }, + { 6, "DUPLICATE CLORDID" }, { 99, "OTHER" }, + { 18, "INVALID PRICE INCREMENT" }, + { 7, "PRICE EXCEEDS CURRENT PRICE" }, + { 8, "PRICE EXCEEDS CURRENT PRICE BAND" }, { 0, NULL } }; - static const value_string OrdRejReason_val[] = { - { 0, "BROKER EXCHANGE OPTION" }, + static const value_string OrdRejReason_val[] = { + { 0, "BROKER" }, { 1, "UNKNOWN SYMBOL" }, + { 10, "INVALID INVESTOR ID" }, + { 11, "UNSUPPORTED ORDER CHARACTERISTIC" }, + { 12, "SURVEILLENCE OPTION" }, + { 13, "INCORRECT QUANTITY" }, + { 14, "INCORRECT ALLOCATED QUANTITY" }, + { 15, "UNKNOWN ACCOUNT" }, { 2, "EXCHANGE CLOSED" }, { 3, "ORDER EXCEEDS LIMIT" }, { 4, "TOO LATE TO ENTER" }, @@ -585,18 +705,14 @@ typedef struct _fix_field { { 7, "DUPLICATE OF A VERBALLY COMMUNICATED ORDER" }, { 8, "STALE ORDER" }, { 9, "TRADE ALONG REQUIRED" }, - { 10, "INVALID INVESTOR ID" }, - { 11, "UNSUPPORTED ORDER CHARACTERISTIC" }, - { 12, "SURVEILLENCE OPTION" }, - { 13, "INCORRECT QUANTITY" }, - { 14, "INCORRECT ALLOCATED QUANTITY" }, - { 15, "UNKNOWN ACCOUNT" }, { 99, "OTHER" }, + { 18, "INVALID PRICE INCREMENT" }, + { 16, "PRICE EXCEEDS CURRENT PRICE BAND" }, { 0, NULL } }; - static const value_string IOIQualifier_val[] = { + static const value_string IOIQualifier_val[] = { { 'A', "ALL OR NONE" }, { 'B', "MARKET ON CLOSE" }, { 'C', "AT THE CLOSE" }, @@ -611,7 +727,7 @@ typedef struct _fix_field { { 'S', "PORTFOLIO SHOWN" }, { 'T', "THROUGH THE DAY" }, { 'V', "VERSUS" }, - { 'W', "INDICATION WORKING AWAY" }, + { 'W', "INDICATION" }, { 'X', "CROSSING OPPORTUNITY" }, { 'Y', "AT THE MIDPOINT" }, { 'Z', "PRE OPEN" }, @@ -619,7 +735,35 @@ typedef struct _fix_field { }; - static const value_string DKReason_val[] = { + static const value_string ReportToExch_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string LocateReqd_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string ForexReq_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string GapFillFlag_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string DKReason_val[] = { { 'A', "UNKNOWN SYMBOL" }, { 'B', "WRONG SIDE" }, { 'C', "QUANTITY EXCEEDS ORDER" }, @@ -631,27 +775,46 @@ typedef struct _fix_field { }; - static const value_string MiscFeeType_val[] = { - { '1', "REGULATORY" }, - { '2', "TAX" }, - { '3', "LOCAL COMMISSION" }, - { '4', "EXCHANGE FEES" }, - { '5', "STAMP" }, - { '6', "LEVY" }, - { '7', "OTHER" }, - { '8', "MARKUP" }, - { '9', "CONSUMPTION TAX" }, + static const value_string IOINaturalFlag_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const string_string MiscFeeType_val[] = { + { "1", "REGULATORY" }, + { "10", "PER TRANSACTION" }, + { "11", "CONVERSION" }, + { "12", "AGENT" }, + { "2", "TAX" }, + { "3", "LOCAL COMMISSION" }, + { "4", "EXCHANGE FEES" }, + { "5", "STAMP" }, + { "6", "LEVY" }, + { "7", "OTHER" }, + { "8", "MARKUP" }, + { "9", "CONSUMPTION TAX" }, + { "13", "TRANSFER FEE" }, + { "14", "SECURITY LENDING" }, + { 0, NULL } + }; + + + static const value_string ResetSeqNumFlag_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, { 0, NULL } }; - static const value_string ExecType_val[] = { + static const value_string ExecType_val[] = { { '0', "NEW" }, { '1', "PARTIAL FILL" }, { '2', "FILL" }, { '3', "DONE FOR DAY" }, { '4', "CANCELED" }, - { '5', "REPLACE" }, + { '5', "REPLACED" }, { '6', "PENDING CANCEL" }, { '7', "STOPPED" }, { '8', "REJECTED" }, @@ -665,36 +828,41 @@ typedef struct _fix_field { { 'G', "TRADE CORRECT" }, { 'H', "TRADE CANCEL" }, { 'I', "ORDER STATUS" }, + { 'J', "TRADE IN A CLEARING HOLD" }, + { 'K', "TRADE HAS BEEN RELEASED TO CLEARING" }, + { 'L', "TRIGGERED OR ACTIVATED BY SYSTEM" }, { 0, NULL } }; - static const value_string SettlCurrFxRateCalc_val[] = { + static const value_string SettlCurrFxRateCalc_val[] = { { 'M', "MULTIPLY" }, { 'D', "DIVIDE" }, { 0, NULL } }; - static const value_string SettlInstMode_val[] = { + static const value_string SettlInstMode_val[] = { { '0', "DEFAULT" }, { '1', "STANDING INSTRUCTIONS PROVIDED" }, + { '2', "SPECIFIC ALLOCATION ACCOUNT OVERRIDING" }, + { '3', "SPECIFIC ALLOCATION ACCOUNT STANDING" }, { '4', "SPECIFIC ORDER FOR A SINGLE ACCOUNT" }, { '5', "REQUEST REJECT" }, { 0, NULL } }; - static const value_string SettlInstTransType_val[] = { - { 'N', "NEW" }, + static const value_string SettlInstTransType_val[] = { { 'C', "CANCEL" }, + { 'N', "NEW" }, { 'R', "REPLACE" }, { 'T', "RESTATE" }, { 0, NULL } }; - static const value_string SettlInstSource_val[] = { + static const value_string SettlInstSource_val[] = { { '1', "BROKERS INSTRUCTIONS" }, { '2', "INSTITUTIONS INSTRUCTIONS" }, { '3', "INVESTOR" }, @@ -702,117 +870,142 @@ typedef struct _fix_field { }; - static const string_string SettlLocation_val[] = { + static const string_string SettlLocation_val[] = { { "CED", "CEDEL" }, { "DTC", "DEPOSITORY TRUST COMPANY" }, - { "EUR", "EUROCLEAR" }, + { "EUR", "EURO CLEAR" }, { "FED", "FEDERAL BOOK ENTRY" }, - { "PED", "PHYSICAL" }, - { "PTC", "PARTICIPANT TRUST COMPANY ISO COUNTRY" }, + { "ISO_Country_Code", "LOCAL MARKET SETTLE LOCATION" }, + { "PNY", "PHYSICAL" }, + { "PTC", "PARTICIPANT TRUST COMPANY" }, { 0, NULL } }; - static const string_string SecurityType_val[] = { - { "EUSUPRA", "EURO SUPRANATIONAL COUPONS" }, - { "FAC", "FEDERAL AGENCY COUPON" }, - { "FADN", "FEDERAL AGENCY DISCOUNT NOTE" }, - { "PEF", "PRIVATE EXPORT FUNDING" }, - { "SUPRA", "USD SUPRANATIONAL COUPONS" }, - { "FUT", "FUTURE" }, - { "OPT", "OPTION" }, - { "CORP", "CORPORATE BOND" }, - { "CPP", "CORPORATE PRIVATE PLACEMENT" }, - { "CB", "CONVERTIBLE BOND" }, - { "DUAL", "DUAL CURRENCY" }, - { "EUCORP", "EURO CORPORATE BOND" }, - { "XLINKD", "INDEXED LINKED" }, - { "STRUCT", "STRUCTURED NOTES" }, - { "YANK", "YANKEE CORPORATE BOND" }, - { "FOR", "FOREIGN EXCHANGE CONTRACT" }, - { "CS", "COMMON STOCK" }, - { "PS", "PREFERRED STOCK" }, - { "BRADY", "BRADY BOND" }, - { "EUSOV", "EURO SOVEREIGNS" }, - { "TBOND", "US TREASURY BOND" }, - { "TINT", "INTEREST STRIP FROM ANY BOND OR NOTE" }, - { "TIPS", "TREASURY INFLATION PROTECTED SECURITIES" }, - { "TCAL", "PRINCIPAL STRIP OF A CALLABLE BOND OR NOTE" }, - { "TPRN", "PRINCIPAL STRIP FROM A NON CALLABLE BOND OR NOTE" }, - { "TNOTE", "US TREASURY NOTE" }, - { "TBILL", "US TREASURY BILL" }, - { "REPO", "REPURCHASE" }, - { "FORWARD", "FORWARD" }, - { "BUYSELL", "BUY SELLBACK" }, - { "SECLOAN", "SECURITIES LOAN" }, - { "SECPLEDGE", "SECURITIES PLEDGE" }, - { "TERM", "TERM LOAN" }, - { "RVLV", "REVOLVER LOAN" }, - { "RVLVTRM", "REVOLVER TERM LOAN" }, - { "BRIDGE", "BRIDGE LOAN" }, - { "LOFC", "LETTER OF CREDIT" }, - { "SWING", "SWING LINE FACILITY" }, - { "DINP", "DEBTOR IN POSSESSION" }, - { "DEFLTED", "DEFAULTED" }, - { "WITHDRN", "WITHDRAWN" }, - { "REPLACD", "REPLACED" }, - { "MATURED", "MATURED" }, - { "AMENDED", "AMENDED AND RESTATED" }, - { "RETIRED", "RETIRED" }, + static const string_string SecurityType_val[] = { + { "ABS", "ASSET BACKED SECURITIES" }, + { "AMENDED", "AMENDED RESTATED" }, + { "AN", "OTHER ANTICIPATION NOTES" }, { "BA", "BANKERS ACCEPTANCE" }, { "BN", "BANK NOTES" }, { "BOX", "BILL OF EXCHANGES" }, + { "BRADY", "BRADY BOND" }, + { "BRIDGE", "BRIDGE LOAN" }, + { "BUYSELL", "BUY SELLBACK" }, + { "CB", "CONVERTIBLE BOND" }, { "CD", "CERTIFICATE OF DEPOSIT" }, { "CL", "CALL LOANS" }, + { "CMBS", "CORP MORTGAGE BACKED SECURITIES" }, + { "CMO", "COLLATERALIZED MORTGAGE OBLIGATION" }, + { "COFO", "CERTIFICATE OF OBLIGATION" }, + { "COFP", "CERTIFICATE OF PARTICIPATION" }, + { "CORP", "CORPORATE BOND" }, { "CP", "COMMERCIAL PAPER" }, + { "CPP", "CORPORATE PRIVATE PLACEMENT" }, + { "CS", "COMMON STOCK" }, + { "DEFLTED", "DEFAULTED" }, + { "DINP", "DEBTOR IN POSSESSION" }, { "DN", "DEPOSIT NOTES" }, + { "DUAL", "DUAL CURRENCY" }, { "EUCD", "EURO CERTIFICATE OF DEPOSIT" }, + { "EUCORP", "EURO CORPORATE BOND" }, { "EUCP", "EURO COMMERCIAL PAPER" }, - { "LQN", "LIQUIDITY NOTE" }, - { "MTN", "MEDIUM TERM NOTES" }, - { "ONITE", "OVERNIGHT" }, - { "PN", "PROMISSORY NOTE" }, - { "PZFJ", "PLAZOS FIJOS" }, - { "STN", "SHORT TERM LOAN NOTE" }, - { "TD", "TIME DEPOSIT" }, - { "XCN", "EXTENDED COMM NOTE" }, - { "YCD", "YANKEE CERTIFICATE OF DEPOSIT" }, - { "ABS", "ASSET BACKED SECURITIES" }, - { "CMBS", "CORP MORTGAGE BACKED SECURITIES" }, - { "CMO", "COLLATERALIZED MORTGAGE OBLIGATION" }, + { "EUSOV", "EURO SOVEREIGNS" }, + { "EUSUPRA", "EURO SUPRANATIONAL COUPONS" }, + { "FAC", "FEDERAL AGENCY COUPON" }, + { "FADN", "FEDERAL AGENCY DISCOUNT NOTE" }, + { "FOR", "FOREIGN EXCHANGE CONTRACT" }, + { "FORWARD", "FORWARD" }, + { "FUT", "FUTURE" }, + { "GO", "GENERAL OBLIGATION BONDS" }, { "IET", "IOETTE MORTGAGE" }, + { "LOFC", "LETTER OF CREDIT" }, + { "LQN", "LIQUIDITY NOTE" }, + { "MATURED", "MATURED" }, { "MBS", "MORTGAGE BACKED SECURITIES" }, + { "MF", "MUTUAL FUND" }, { "MIO", "MORTGAGE INTEREST ONLY" }, + { "MLEG", "MULTILEG INSTRUMENT" }, { "MPO", "MORTGAGE PRINCIPAL ONLY" }, { "MPP", "MORTGAGE PRIVATE PLACEMENT" }, { "MPT", "MISCELLANEOUS PASS THROUGH" }, - { "PFAND", "PFANDBRIEFE" }, - { "TBA", "TO BE ANNOUNCED" }, - { "AN", "OTHER ANTICIPATION NOTES" }, - { "COFO", "CERTIFICATE OF OBLIGATION" }, - { "COFP", "CERTIFICATE OF PARTICIPATION" }, - { "GO", "GENERAL OBLIGATION BONDS" }, { "MT", "MANDATORY TENDER" }, + { "MTN", "MEDIUM TERM NOTES" }, + { "NONE", "NO SECURITY TYPE" }, + { "ONITE", "OVERNIGHT" }, + { "OPT", "OPTION" }, + { "PEF", "PRIVATE EXPORT FUNDING" }, + { "PFAND", "PFANDBRIEFE" }, + { "PN", "PROMISSORY NOTE" }, + { "PS", "PREFERRED STOCK" }, + { "PZFJ", "PLAZOS FIJOS" }, { "RAN", "REVENUE ANTICIPATION NOTE" }, + { "REPLACD", "REPLACED" }, + { "REPO", "REPURCHASE" }, + { "RETIRED", "RETIRED" }, { "REV", "REVENUE BONDS" }, + { "RVLV", "REVOLVER LOAN" }, + { "RVLVTRM", "REVOLVER TERM LOAN" }, + { "SECLOAN", "SECURITIES LOAN" }, + { "SECPLEDGE", "SECURITIES PLEDGE" }, { "SPCLA", "SPECIAL ASSESSMENT" }, { "SPCLO", "SPECIAL OBLIGATION" }, { "SPCLT", "SPECIAL TAX" }, + { "STN", "SHORT TERM LOAN NOTE" }, + { "STRUCT", "STRUCTURED NOTES" }, + { "SUPRA", "USD SUPRANATIONAL COUPONS" }, + { "SWING", "SWING LINE FACILITY" }, { "TAN", "TAX ANTICIPATION NOTE" }, { "TAXA", "TAX ALLOCATION" }, + { "TBA", "TO BE ANNOUNCED" }, + { "TBILL", "US TREASURY BILL TBILL" }, + { "TBOND", "US TREASURY BOND" }, + { "TCAL", "PRINCIPAL STRIP OF A CALLABLE BOND OR NOTE" }, + { "TD", "TIME DEPOSIT" }, { "TECP", "TAX EXEMPT COMMERCIAL PAPER" }, - { "TRAN", "TAX AND REVENUE ANTICIPATION NOTE" }, + { "TERM", "TERM LOAN" }, + { "TINT", "INTEREST STRIP FROM ANY BOND OR NOTE" }, + { "TIPS", "TREASURY INFLATION PROTECTED SECURITIES" }, + { "TNOTE", "US TREASURY NOTE TNOTE" }, + { "TPRN", "PRINCIPAL STRIP FROM A NON CALLABLE BOND OR NOTE" }, + { "TRAN", "TAX REVENUE ANTICIPATION NOTE" }, + { "UST", "US TREASURY NOTE UST" }, + { "USTB", "US TREASURY BILL USTB" }, { "VRDN", "VARIABLE RATE DEMAND NOTE" }, { "WAR", "WARRANT" }, - { "MF", "MUTUAL FUND" }, - { "MLEG", "MULTI LEG INSTRUMENT" }, - { "NONE", "NO SECURITY TYPE" }, - { "?", "WILDCARD" }, - { 0, NULL } - }; - - - static const value_string StandInstDbType_val[] = { + { "WITHDRN", "WITHDRAWN" }, + { "?", "WILDCARD ENTRY FOR USE ON SECURITY DEFINITION REQUEST" }, + { "XCN", "EXTENDED COMM NOTE" }, + { "XLINKD", "INDEXED LINKED" }, + { "YANK", "YANKEE CORPORATE BOND" }, + { "YCD", "YANKEE CERTIFICATE OF DEPOSIT" }, + { "OOP", "OPTIONS ON PHYSICAL" }, + { "OOF", "OPTIONS ON FUTURES" }, + { "CASH", "CASH" }, + { "OOC", "OPTIONS ON COMBO" }, + { "IRS", "INTEREST RATE SWAP" }, + { "BDN", "BANK DEPOSITORY NOTE" }, + { "CAMM", "CANADIAN MONEY MARKETS" }, + { "CAN", "CANADIAN TREASURY NOTES" }, + { "CTB", "CANADIAN TREASURY BILLS" }, + { "CDS", "CREDIT DEFAULT SWAP" }, + { "CMB", "CANADIAN MORTGAGE BONDS" }, + { "EUFRN", "EURO CORPORATE FLOATING RATE NOTES" }, + { "FRN", "US CORPORATE FLOATING RATE NOTES" }, + { "PROV", "CANADIAN PROVINCIAL BONDS" }, + { "SLQN", "SECURED LIQUIDITY NOTE" }, + { "TB", "TREASURY BILL" }, + { "TLQN", "TERM LIQUIDITY NOTE" }, + { "TMCP", "TAXABLE MUNICIPAL CP" }, + { "FXNDF", "NON DELIVERABLE FORWARD" }, + { "FXSPOT", "FX SPOT" }, + { "FXFWD", "FX FORWARD" }, + { "FXSWAP", "FX SWAP" }, + { 0, NULL } + }; + + + static const value_string StandInstDbType_val[] = { { 0, "OTHER" }, { 1, "DTC SID" }, { 2, "THOMSON ALERT" }, @@ -822,44 +1015,51 @@ typedef struct _fix_field { }; - static const value_string SettlDeliveryType_val[] = { - { 0, "VERSUS PAYMENT" }, - { 1, "FREE" }, + static const value_string SettlDeliveryType_val[] = { + { 0, "VERSUS PAYMENT DELIVER" }, + { 1, "FREE DELIVER" }, { 2, "TRI PARTY" }, { 3, "HOLD IN CUSTODY" }, { 0, NULL } }; - static const value_string AllocLinkType_val[] = { - { 0, "F X NETTING" }, - { 1, "F X SWAP" }, + static const value_string AllocLinkType_val[] = { + { 0, "FX NETTING" }, + { 1, "FX SWAP" }, { 0, NULL } }; - static const value_string PutOrCall_val[] = { + static const value_string PutOrCall_val[] = { { 0, "PUT" }, { 1, "CALL" }, { 0, NULL } }; - static const value_string CoveredOrUncovered_val[] = { + static const value_string CoveredOrUncovered_val[] = { { 0, "COVERED" }, { 1, "UNCOVERED" }, { 0, NULL } }; - static const value_string CustomerOrFirm_val[] = { + static const value_string CustomerOrFirm_val[] = { { 0, "CUSTOMER" }, { 1, "FIRM" }, { 0, NULL } }; - static const value_string AllocHandlInst_val[] = { + static const value_string NotifyBrokerOfCredit_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string AllocHandlInst_val[] = { { 1, "MATCH" }, { 2, "FORWARD" }, { 3, "FORWARD AND MATCH" }, @@ -867,7 +1067,7 @@ typedef struct _fix_field { }; - static const value_string RoutingType_val[] = { + static const value_string RoutingType_val[] = { { 1, "TARGET FIRM" }, { 2, "TARGET LIST" }, { 3, "BLOCK FIRM" }, @@ -876,47 +1076,52 @@ typedef struct _fix_field { }; - static const value_string Benchmark_val[] = { + static const value_string Benchmark_val[] = { { '1', "CURVE" }, - { '2', "FIVEYR" }, + { '2', "5YR" }, { '3', "OLD5" }, - { '4', "TENYR" }, + { '4', "10YR" }, { '5', "OLD10" }, - { '6', "THIRTYYR" }, + { '6', "30YR" }, { '7', "OLD30" }, - { '8', "THREEMOLIBOR" }, - { '9', "SIXMOLIBOR" }, + { '8', "3MOLIBOR" }, + { '9', "6MOLIBOR" }, { 0, NULL } }; - static const string_string BenchmarkCurveName_val[] = { - { "MuniAAA", "MUNIAAA" }, + static const string_string BenchmarkCurveName_val[] = { + { "EONIA", "EONIA" }, + { "EUREPO", "EUREPO" }, + { "Euribor", "EURIBOR" }, { "FutureSWAP", "FUTURESWAP" }, { "LIBID", "LIBID" }, { "LIBOR", "LIBOR" }, + { "MuniAAA", "MUNIAAA" }, { "OTHER", "OTHER" }, - { "SWAP", "SWAP" }, - { "Treasury", "TREASURY" }, - { "Euribor", "EURIBOR" }, { "Pfandbriefe", "PFANDBRIEFE" }, - { "EONIA", "EONIA" }, { "SONIA", "SONIA" }, - { "EUREPO", "EUREPO" }, + { "SWAP", "SWAP" }, + { "Treasury", "TREASURY" }, { 0, NULL } }; - static const string_string StipulationType_val[] = { - { "AMT", "AMT" }, - { "AUTOREINV", "AUTO REINVESTMENT AT OR BETTER" }, + static const string_string StipulationType_val[] = { + { "ABS", "ABSOLUTE PREPAYMENT SPEED" }, + { "AMT", "ALTERNATIVE MINIMUM TAX" }, + { "AUTOREINV", "AUTO REINVESTMENT AT RATE OR BETTER" }, { "BANKQUAL", "BANK QUALIFIED" }, { "BGNCON", "BARGAIN CONDITIONS" }, { "COUPON", "COUPON RANGE" }, + { "CPP", "CONSTANT PREPAYMENT PENALTY" }, + { "CPR", "CONSTANT PREPAYMENT RATE" }, + { "CPY", "CONSTANT PREPAYMENT YIELD" }, { "CURRENCY", "ISO CURRENCY CODE" }, { "CUSTOMDATE", "CUSTOM START END DATE" }, - { "GEOG", "GEOGRAPHICS AND PERCENT RANGE" }, + { "GEOG", "GEOGRAPHICS AND RANGE" }, { "HAIRCUT", "VALUATION DISCOUNT" }, + { "HEP", "FINAL CPR OF HOME EQUITY PREPAYMENT CURVE" }, { "INSURED", "INSURED" }, { "ISSUE", "YEAR OR YEAR MONTH OF ISSUE" }, { "ISSUER", "ISSUERS TICKER" }, @@ -927,25 +1132,31 @@ typedef struct _fix_field { { "MAT", "MATURITY YEAR AND MONTH" }, { "MATURITY", "MATURITY RANGE" }, { "MAXSUBS", "MAXIMUM SUBSTITUTIONS" }, - { "MINQTY", "MINIMUM QUANTITY" }, - { "MININCR", "MINIMUM INCREMENT" }, + { "MHP", "PERCENT OF MANUFACTURED HOUSING PREPAYMENT CURVE" }, { "MINDNOM", "MINIMUM DENOMINATION" }, + { "MININCR", "MINIMUM INCREMENT" }, + { "MINQTY", "MINIMUM QUANTITY" }, + { "MPR", "MONTHLY PREPAYMENT RATE" }, { "PAYFREQ", "PAYMENT FREQUENCY CALENDAR" }, { "PIECES", "NUMBER OF PIECES" }, { "PMAX", "POOLS MAXIMUM" }, - { "PPM", "POOLS PER MILLION" }, + { "PPC", "PERCENT OF PROSPECTUS PREPAYMENT CURVE" }, { "PPL", "POOLS PER LOT" }, + { "PPM", "POOLS PER MILLION" }, { "PPT", "POOLS PER TRADE" }, { "PRICE", "PRICE RANGE" }, { "PRICEFREQ", "PRICING FREQUENCY" }, { "PROD", "PRODUCTION YEAR" }, { "PROTECT", "CALL PROTECTION" }, + { "PSA", "PERCENT OF BMA PREPAYMENT CURVE" }, { "PURPOSE", "PURPOSE" }, { "PXSOURCE", "BENCHMARK PRICE SOURCE" }, { "RATING", "RATING SOURCE AND RANGE" }, + { "REDEMPTION", "TYPE OF REDEMPTION" }, { "RESTRICTED", "RESTRICTED" }, { "SECTOR", "MARKET SECTOR" }, - { "SECTYPE", "SECURITYTYPE INCLUDED OR EXCLUDED" }, + { "SECTYPE", "SECURITY TYPE INCLUDED OR EXCLUDED" }, + { "SMM", "SINGLE MONTHLY MORTALITY" }, { "STRUCT", "STRUCTURE" }, { "SUBSFREQ", "SUBSTITUTIONS FREQUENCY" }, { "SUBSLEFT", "SUBSTITUTIONS LEFT" }, @@ -957,21 +1168,31 @@ typedef struct _fix_field { { "WAM", "WEIGHTED AVERAGE MATURITY" }, { "WHOLE", "WHOLE POOL" }, { "YIELD", "YIELD RANGE" }, - { "SMM", "SINGLE MONTHLY MORTALITY" }, - { "CPR", "CONSTANT PREPAYMENT RATE" }, - { "CPY", "CONSTANT PREPAYMENT YIELD" }, - { "CPP", "CONSTANT PREPAYMENT PENALTY" }, - { "ABS", "ABSOLUTE PREPAYMENT SPEED" }, - { "MPR", "MONTHLY PREPAYMENT RATE" }, - { "PSA", "PERCENT OF BMA PREPAYMENT CURVE" }, - { "PPC", "PERCENT OF PROSPECTUS PREPAYMENT CURVE" }, - { "MHP", "PERCENT OF MANUFACTURED HOUSING PREPAYMENT CURVE" }, - { "HEP", "FINAL CPR OF HOME EQUITY PREPAYMENT CURVE" }, - { 0, NULL } - }; - - - static const string_string StipulationValue_val[] = { + { "AVFICO", "AVERAGE FICO SCORE" }, + { "AVSIZE", "AVERAGE LOAN SIZE" }, + { "MAXBAL", "MAXIMUM LOAN BALANCE" }, + { "POOL", "POOL IDENTIFIER" }, + { "ROLLTYPE", "TYPE OF ROLL TRADE" }, + { "REFTRADE", "REFERENCE TO ROLLING OR CLOSING TRADE" }, + { "REFPRIN", "PRINCIPAL OF ROLLING OR CLOSING TRADE" }, + { "REFINT", "INTEREST OF ROLLING OR CLOSING TRADE" }, + { "AVAILQTY", "AVAILABLE OFFER QUANTITY TO BE SHOWN TO THE STREET" }, + { "BROKERCREDIT", "BROKERS SALES CREDIT" }, + { "INTERNALPX", "OFFER PRICE TO BE SHOWN TO INTERNAL BROKERS" }, + { "INTERNALQTY", "OFFER QUANTITY TO BE SHOWN TO INTERNAL BROKERS" }, + { "LEAVEQTY", "THE MINIMUM RESIDUAL OFFER QUANTITY" }, + { "MAXORDQTY", "MAXIMUM ORDER SIZE" }, + { "ORDRINCR", "ORDER QUANTITY INCREMENT" }, + { "PRIMARY", "PRIMARY OR SECONDARY MARKET INDICATOR" }, + { "SALESCREDITOVR", "BROKER SALES CREDIT OVERRIDE" }, + { "TRADERCREDIT", "TRADERS CREDIT" }, + { "DISCOUNT", "DISCOUNT RATE" }, + { "YTM", "YIELD TO MATURITY" }, + { 0, NULL } + }; + + + static const string_string StipulationValue_val[] = { { "CD", "SPECIAL CUM DIVIDEND" }, { "XD", "SPECIAL EX DIVIDEND" }, { "CC", "SPECIAL CUM COUPON" }, @@ -990,19 +1211,19 @@ typedef struct _fix_field { }; - static const string_string YieldType_val[] = { + static const string_string YieldType_val[] = { { "AFTERTAX", "AFTER TAX YIELD" }, { "ANNUAL", "ANNUAL YIELD" }, { "ATISSUE", "YIELD AT ISSUE" }, - { "AVGMATURITY", "YIELD TO AVERAGE MATURITY" }, + { "AVGMATURITY", "YIELD TO AVG MATURITY" }, { "BOOK", "BOOK YIELD" }, { "CALL", "YIELD TO NEXT CALL" }, { "CHANGE", "YIELD CHANGE SINCE CLOSE" }, { "CLOSE", "CLOSING YIELD" }, { "COMPOUND", "COMPOUND YIELD" }, { "CURRENT", "CURRENT YIELD" }, + { "GOVTEQUIV", "GVNT EQUIVALENT YIELD" }, { "GROSS", "TRUE GROSS YIELD" }, - { "GOVTEQUIV", "GOVERNMENT EQUIVALENT YIELD" }, { "INFLATION", "YIELD WITH INFLATION ASSUMPTION" }, { "INVERSEFLOATER", "INVERSE FLOATER BOND YIELD" }, { "LASTCLOSE", "MOST RECENT CLOSING YIELD" }, @@ -1014,9 +1235,9 @@ typedef struct _fix_field { { "MATURITY", "YIELD TO MATURITY" }, { "NEXTREFUND", "YIELD TO NEXT REFUND" }, { "OPENAVG", "OPEN AVERAGE YIELD" }, - { "PUT", "YIELD TO NEXT PUT" }, { "PREVCLOSE", "PREVIOUS CLOSE YIELD" }, { "PROCEEDS", "PROCEEDS YIELD" }, + { "PUT", "YIELD TO NEXT PUT" }, { "SEMIANNUAL", "SEMI ANNUAL YIELD" }, { "SHORTAVGLIFE", "YIELD TO SHORTEST AVERAGE LIFE" }, { "SIMPLE", "SIMPLE YIELD" }, @@ -1029,7 +1250,14 @@ typedef struct _fix_field { }; - static const value_string SubscriptionRequestType_val[] = { + static const value_string TradedFlatSwitch_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string SubscriptionRequestType_val[] = { { '0', "SNAPSHOT" }, { '1', "SNAPSHOT PLUS UPDATES" }, { '2', "DISABLE PREVIOUS SNAPSHOT PLUS UPDATE REQUEST" }, @@ -1037,14 +1265,21 @@ typedef struct _fix_field { }; - static const value_string MDUpdateType_val[] = { + static const value_string MDUpdateType_val[] = { { 0, "FULL REFRESH" }, { 1, "INCREMENTAL REFRESH" }, { 0, NULL } }; - static const value_string MDEntryType_val[] = { + static const value_string AggregatedBook_val[] = { + { 'Y', "YES" }, + { 'N', "NO" }, + { 0, NULL } + }; + + + static const value_string MDEntryType_val[] = { { '0', "BID" }, { '1', "OFFER" }, { '2', "TRADE" }, @@ -1058,11 +1293,34 @@ typedef struct _fix_field { { 'A', "IMBALANCE" }, { 'B', "TRADE VOLUME" }, { 'C', "OPEN INTEREST" }, - { 0, NULL } - }; - - - static const value_string TickDirection_val[] = { + { 'D', "COMPOSITE UNDERLYING PRICE" }, + { 'E', "SIMULATED SELL PRICE" }, + { 'F', "SIMULATED BUY PRICE" }, + { 'G', "MARGIN RATE" }, + { 'H', "MID PRICE" }, + { 'J', "EMPTY BOOK" }, + { 'K', "SETTLE HIGH PRICE" }, + { 'L', "SETTLE LOW PRICE" }, + { 'M', "PRIOR SETTLE PRICE" }, + { 'N', "SESSION HIGH BID" }, + { 'O', "SESSION LOW OFFER" }, + { 'P', "EARLY PRICES" }, + { 'Q', "AUCTION CLEARING PRICE" }, + { 'S', "SWAP VALUE FACTOR" }, + { 'R', "DAILY VALUE ADJUSTMENT FOR LONG POSITIONS" }, + { 'T', "CUMULATIVE VALUE ADJUSTMENT FOR LONG POSITIONS" }, + { 'U', "DAILY VALUE ADJUSTMENT FOR SHORT POSITIONS" }, + { 'V', "CUMULATIVE VALUE ADJUSTMENT FOR SHORT POSITIONS" }, + { 'Y', "RECOVERY RATE" }, + { 'Z', "RECOVERY RATE FOR LONG" }, + { 'a', "RECOVERY RATE FOR SHORT" }, + { 'W', "FIXING PRICE" }, + { 'X', "CASH RATE" }, + { 0, NULL } + }; + + + static const value_string TickDirection_val[] = { { '0', "PLUS TICK" }, { '1', "ZERO PLUS TICK" }, { '2', "MINUS TICK" }, @@ -1071,7 +1329,7 @@ typedef struct _fix_field { }; - static const value_string QuoteCondition_val[] = { + static const value_string QuoteCondition_val[] = { { 'A', "OPEN ACTIVE" }, { 'B', "CLOSED INACTIVE" }, { 'C', "EXCHANGE BEST" }, @@ -1081,19 +1339,70 @@ typedef struct _fix_field { { 'G', "DEPTH" }, { 'H', "FAST TRADING" }, { 'I', "NON FIRM" }, - { 0, NULL } - }; - - - static const value_string TradeCondition_val[] = { - { 'A', "CASH MARKET" }, + { 'L', "MANUAL SLOW QUOTE" }, + { 'J', "OUTRIGHT PRICE" }, + { 'K', "IMPLIED PRICE" }, + { 'M', "DEPTH ON OFFER" }, + { 'N', "DEPTH ON BID" }, + { 'O', "CLOSING" }, + { 'P', "NEWS DISSEMINATION" }, + { 'Q', "TRADING RANGE" }, + { 'R', "ORDER INFLUX" }, + { 'S', "DUE TO RELATED" }, + { 'T', "NEWS PENDING" }, + { 'U', "ADDITIONAL INFO" }, + { 'V', "ADDITIONAL INFO DUE TO RELATED" }, + { 'W', "RESUME" }, + { 'X', "VIEW OF COMMON" }, + { 'Y', "VOLUME ALERT" }, + { 'Z', "ORDER IMBALANCE" }, + { 'a', "EQUIPMENT CHANGEOVER" }, + { 'b', "NO OPEN" }, + { 'c', "REGULAR ETH" }, + { 'd', "AUTOMATIC EXECUTION" }, + { 'e', "AUTOMATIC EXECUTION ETH" }, + { 'f ', "FAST MARKET ETH" }, + { 'g', "INACTIVE ETH" }, + { 'h', "ROTATION" }, + { 'i', "ROTATION ETH" }, + { 'j', "HALT" }, + { 'k', "HALT ETH" }, + { 'l', "DUE TO NEWS DISSEMINATION" }, + { 'm', "DUE TO NEWS PENDING" }, + { 'n', "TRADING RESUME" }, + { 'o', "OUT OF SEQUENCE" }, + { 'p', "BID SPECIALIST" }, + { 'q', "OFFER SPECIALIST" }, + { 'r', "BID OFFER SPECIALIST" }, + { 's', "END OF DAY SAM" }, + { 't', "FORBIDDEN SAM" }, + { 'u', "FROZEN SAM" }, + { 'v', "PREOPENING SAM" }, + { 'w', "OPENING SAM" }, + { 'x', "OPEN SAM" }, + { 'y', "SURVEILLANCE SAM" }, + { 'z', "SUSPENDED SAM" }, + { '0', "RESERVED SAM" }, + { '1', "NO ACTIVE SAM" }, + { '2', "RESTRICTED" }, + { '3', "REST OF BOOK VWAP" }, + { '4', "BETTER PRICES IN CONDITIONAL ORDERS" }, + { '5', "MEDIAN PRICE" }, + { '6', "FULL CURVE" }, + { '7', "FLAT CURVE" }, + { 0, NULL } + }; + + + static const value_string TradeCondition_val[] = { + { 'A', "CASH" }, { 'B', "AVERAGE PRICE TRADE" }, { 'C', "CASH TRADE" }, - { 'D', "NEXT DAY MARKET" }, + { 'D', "NEXT DAY" }, { 'E', "OPENING REOPENING TRADE DETAIL" }, { 'F', "INTRADAY TRADE DETAIL" }, - { 'G', "RULE127" }, - { 'H', "RULE155" }, + { 'G', "RULE 127 TRADE" }, + { 'H', "RULE 155 TRADE" }, { 'I', "SOLD LAST" }, { 'J', "NEXT DAY TRADE" }, { 'K', "OPENED" }, @@ -1103,19 +1412,82 @@ typedef struct _fix_field { { 'P', "IMBALANCE MORE BUYERS" }, { 'Q', "IMBALANCE MORE SELLERS" }, { 'R', "OPENING PRICE" }, - { 0, NULL } - }; - - - static const value_string MDUpdateAction_val[] = { + { 'S', "BARGAIN CONDITION" }, + { 'T', "CONVERTED PRICE INDICATOR" }, + { 'U', "EXCHANGE LAST" }, + { 'V', "FINAL PRICE OF SESSION" }, + { 'W', "EX PIT" }, + { 'X', "CROSSED X" }, + { 'Y', "TRADES RESULTING FROM MANUAL SLOW QUOTE" }, + { 'Z', "TRADES RESULTING FROM INTERMARKET SWEEP" }, + { '0', "CANCEL" }, + { 'a', "VOLUME ONLY" }, + { 'b', "DIRECT PLUS" }, + { 'c', "ACQUISITION" }, + { 'd', "BUNCHED" }, + { 'e', "DISTRIBUTION" }, + { 'f', "BUNCHED SALE" }, + { 'g', "SPLIT TRADE" }, + { 'h', "CANCEL STOPPED" }, + { 'i', "CANCEL ETH" }, + { 'j', "CANCEL STOPPED ETH" }, + { 'k', "OUT OF SEQUENCE ETH" }, + { 'l', "CANCEL LAST ETH" }, + { 'm', "SOLD LAST SALE ETH" }, + { 'n', "CANCEL LAST" }, + { 'o', "SOLD LAST SALE" }, + { 'p', "CANCEL OPEN" }, + { 'q', "CANCEL OPEN ETH" }, + { 'r', "OPENED SALE ETH" }, + { 's', "CANCEL ONLY" }, + { 't', "CANCEL ONLY ETH" }, + { 'u', "LATE OPEN ETH" }, + { 'v', "AUTO EXECUTION ETH" }, + { 'w', "REOPEN" }, + { 'x', "REOPEN ETH" }, + { 'y', "ADJUSTED" }, + { 'z', "ADJUSTED ETH" }, + { 'AA', "SPREAD" }, + { 'AB', "SPREAD ETH" }, + { 'AC', "STRADDLE" }, + { 'AD', "STRADDLE ETH" }, + { 'AE', "STOPPED" }, + { 'AF', "STOPPED ETH" }, + { 'AG', "REGULAR ETH" }, + { 'AH', "COMBO" }, + { 'AI', "COMBO ETH" }, + { 'AJ', "OFFICIAL CLOSING PRICE" }, + { 'AK', "PRIOR REFERENCE PRICE" }, + { 'AL', "STOPPED SOLD LAST" }, + { 'AM', "STOPPED OUT OF SEQUENCE" }, + { 'AN', "OFFICAL CLOSING PRICE" }, + { 'AO', "CROSSED AO" }, + { 'AP', "FAST MARKET" }, + { 'AQ', "AUTOMATIC EXECUTION" }, + { 'AR', "FORM T" }, + { 'AS', "BASKET INDEX" }, + { 'AT', "BURST BASKET" }, + { '1', "IMPLIED TRADE" }, + { 'AV', "OUTSIDE SPREAD" }, + { '2', "MARKETPLACE ENTERED TRADE" }, + { '3', "MULT ASSET CLASS MULTILEG TRADE" }, + { '4', "MULTILEG TO MULTILEG TRADE" }, + { 0, NULL } + }; + + + static const value_string MDUpdateAction_val[] = { { '0', "NEW" }, { '1', "CHANGE" }, { '2', "DELETE" }, + { '3', "DELETE THRU" }, + { '4', "DELETE FROM" }, + { '5', "OVERLAY" }, { 0, NULL } }; - static const value_string MDReqRejReason_val[] = { + static const value_string MDReqRejReason_val[] = { { '0', "UNKNOWN SYMBOL" }, { '1', "DUPLICATE MDREQID" }, { '2', "INSUFFICIENT BANDWIDTH" }, @@ -1129,20 +1501,21 @@ typedef struct _fix_field { { 'A', "UNSUPPORTED SCOPE" }, { 'B', "UNSUPPORTED OPENCLOSESETTLEFLAG" }, { 'C', "UNSUPPORTED MDIMPLICITDELETE" }, + { 'D', "INSUFFICIENT CREDIT" }, { 0, NULL } }; - static const value_string DeleteReason_val[] = { - { '0', "CANCELATION TRADE BUST" }, + static const value_string DeleteReason_val[] = { + { '0', "CANCELLATION" }, { '1', "ERROR" }, { 0, NULL } }; - static const value_string OpenCloseSettlFlag_val[] = { - { '0', "DAILY OPEN CLOSE SETTLEMENT ENTRY" }, - { '1', "SESSION OPEN CLOSE SETTLEMENT ENTRY" }, + static const value_string OpenCloseSettlFlag_val[] = { + { '0', "DAILY OPEN" }, + { '1', "SESSION OPEN" }, { '2', "DELIVERY SETTLEMENT ENTRY" }, { '3', "EXPECTED ENTRY" }, { '4', "ENTRY FROM PREVIOUS BUSINESS DAY" }, @@ -1151,26 +1524,51 @@ typedef struct _fix_field { }; - static const value_string FinancialStatus_val[] = { + static const value_string FinancialStatus_val[] = { { '1', "BANKRUPT" }, { '2', "PENDING DELISTING" }, + { '3', "RESTRICTED" }, { 0, NULL } }; - static const value_string CorporateAction_val[] = { + static const value_string CorporateAction_val[] = { { 'A', "EX DIVIDEND" }, { 'B', "EX DISTRIBUTION" }, { 'C', "EX RIGHTS" }, { 'D', "NEW" }, { 'E', "EX INTEREST" }, - { 0, NULL } - }; - - - static const value_string QuoteStatus_val[] = { + { 'F', "CASH DIVIDEND" }, + { 'G', "STOCK DIVIDEND" }, + { 'H', "NON INTEGER STOCK SPLIT" }, + { 'I', "REVERSE STOCK SPLIT" }, + { 'J', "STANDARD INTEGER STOCK SPLIT" }, + { 'K', "POSITION CONSOLIDATION" }, + { 'L', "LIQUIDATION REORGANIZATION" }, + { 'M', "MERGER REORGANIZATION" }, + { 'N', "RIGHTS OFFERING" }, + { 'O', "SHAREHOLDER MEETING" }, + { 'P', "SPINOFF" }, + { 'Q', "TENDER OFFER" }, + { 'R', "WARRANT" }, + { 'S', "SPECIAL ACTION" }, + { 'T', "SYMBOL CONVERSION" }, + { 'U', "CUSIP" }, + { 'V', "LEAP ROLLOVER" }, + { 'W', "SUCCESSION EVENT" }, + { 0, NULL } + }; + + + static const value_string QuoteStatus_val[] = { { 0, "ACCEPTED" }, - { 1, "CANCELED FOR SYMBOL" }, + { 1, "CANCEL FOR SYMBOL" }, + { 10, "PENDING" }, + { 11, "PASS" }, + { 12, "LOCKED MARKET WARNING" }, + { 13, "CROSS MARKET WARNING" }, + { 14, "CANCELED DUE TO LOCK MARKET" }, + { 15, "CANCELED DUE TO CROSS MARKET" }, { 2, "CANCELED FOR SECURITY TYPE" }, { 3, "CANCELED FOR UNDERLYING" }, { 4, "CANCELED ALL" }, @@ -1179,28 +1577,31 @@ typedef struct _fix_field { { 7, "EXPIRED" }, { 8, "QUERY" }, { 9, "QUOTE NOT FOUND" }, - { 10, "PENDING" }, - { 11, "PASS" }, - { 12, "LOCKED MARKET WARNING" }, - { 13, "CROSS MARKET WARNING" }, - { 14, "CANCELED DUE TO LOCK MARKET" }, - { 15, "CANCELED DUE TO CROSS MARKET" }, + { 16, "ACTIVE" }, + { 17, "CANCELED" }, + { 18, "UNSOLICITED QUOTE REPLENISHMENT" }, + { 19, "PENDING END TRADE" }, + { 20, "TOO LATE TO END" }, { 0, NULL } }; - static const value_string QuoteCancelType_val[] = { - { 1, "CANCEL FOR SYMBOL" }, + static const value_string QuoteCancelType_val[] = { + { 1, "CANCEL FOR ONE OR MORE SECURITIES" }, { 2, "CANCEL FOR SECURITY TYPE" }, - { 3, "CANCEL FOR UNDERLYING SYMBOL" }, + { 3, "CANCEL FOR UNDERLYING SECURITY" }, { 4, "CANCEL ALL QUOTES" }, + { 5, "CANCEL QUOTE SPECIFIED IN QUOTEID" }, + { 6, "CANCEL BY QUOTETYPE" }, + { 7, "CANCEL FOR SECURITY ISSUER" }, + { 8, "CANCEL FOR ISSUER OF UNDERLYING SECURITY" }, { 0, NULL } }; - static const value_string QuoteRejectReason_val[] = { + static const value_string QuoteRejectReason_val[] = { { 1, "UNKNOWN SYMBOL" }, - { 2, "EXCHANGE CLOSED" }, + { 2, "EXCHANGE" }, { 3, "QUOTE REQUEST EXCEEDS LIMIT" }, { 4, "TOO LATE TO ENTER" }, { 5, "UNKNOWN QUOTE" }, @@ -1208,85 +1609,121 @@ typedef struct _fix_field { { 7, "INVALID BID ASK SPREAD" }, { 8, "INVALID PRICE" }, { 9, "NOT AUTHORIZED TO QUOTE SECURITY" }, + { 99, "OTHER" }, + { 10, "PRICE EXCEEDS CURRENT PRICE BAND" }, + { 11, "QUOTE LOCKED" }, + { 12, "INVALID OR UNKNOWN SECURITY ISSUER" }, + { 13, "INVALID OR UNKNOWN ISSUER OF UNDERLYING SECURITY" }, { 0, NULL } }; - static const value_string QuoteResponseLevel_val[] = { + static const value_string QuoteResponseLevel_val[] = { { 0, "NO ACKNOWLEDGEMENT" }, { 1, "ACKNOWLEDGE ONLY NEGATIVE OR ERRONEOUS QUOTES" }, - { 2, "ACKNOWLEDGE EACH QUOTE MESSAGES" }, + { 2, "ACKNOWLEDGE EACH QUOTE MESSAGE" }, + { 3, "SUMMARY ACKNOWLEDGEMENT" }, { 0, NULL } }; - static const value_string QuoteRequestType_val[] = { + static const value_string QuoteRequestType_val[] = { { 1, "MANUAL" }, { 2, "AUTOMATIC" }, { 0, NULL } }; - static const value_string SecurityRequestType_val[] = { + static const value_string SecurityRequestType_val[] = { { 0, "REQUEST SECURITY IDENTITY AND SPECIFICATIONS" }, { 1, "REQUEST SECURITY IDENTITY FOR THE SPECIFICATIONS PROVIDED" }, { 2, "REQUEST LIST SECURITY TYPES" }, { 3, "REQUEST LIST SECURITIES" }, + { 4, "SYMBOL" }, + { 5, "SECURITYTYPE AND OR CFICODE" }, + { 6, "PRODUCT" }, + { 7, "TRADINGSESSIONID" }, + { 8, "ALL SECURITIES" }, + { 9, "MARKETID OR MARKETID PLUS MARKETSEGMENTID" }, { 0, NULL } }; - static const value_string SecurityResponseType_val[] = { + static const value_string SecurityResponseType_val[] = { { 1, "ACCEPT SECURITY PROPOSAL AS IS" }, { 2, "ACCEPT SECURITY PROPOSAL WITH REVISIONS AS INDICATED IN THE MESSAGE" }, { 3, "LIST OF SECURITY TYPES RETURNED PER REQUEST" }, { 4, "LIST OF SECURITIES RETURNED PER REQUEST" }, { 5, "REJECT SECURITY PROPOSAL" }, - { 6, "CAN NOT MATCH SELECTION CRITERIA" }, + { 6, "CANNOT MATCH SELECTION CRITERIA" }, + { 0, NULL } + }; + + + static const value_string UnsolicitedIndicator_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, { 0, NULL } }; - static const value_string SecurityTradingStatus_val[] = { + static const value_string SecurityTradingStatus_val[] = { { 1, "OPENING DELAY" }, - { 2, "TRADING HALT" }, - { 3, "RESUME" }, - { 4, "NO OPEN NO RESUME" }, - { 5, "PRICE INDICATION" }, - { 6, "TRADING RANGE INDICATION" }, - { 7, "MARKET IMBALANCE BUY" }, - { 8, "MARKET IMBALANCE SELL" }, - { 9, "MARKET ON CLOSE IMBALANCE BUY" }, { 10, "MARKET ON CLOSE IMBALANCE SELL" }, - { 11, "NOT ASSIGNED" }, + { 11, "11" }, { 12, "NO MARKET IMBALANCE" }, { 13, "NO MARKET ON CLOSE IMBALANCE" }, { 14, "ITS PRE OPENING" }, { 15, "NEW PRICE INDICATION" }, { 16, "TRADE DISSEMINATION TIME" }, - { 17, "READY TO TRADE START OF SESSION" }, - { 18, "NOT AVAILABLE FOR TRADING END OF SESSION" }, + { 17, "READY TO TRADE" }, + { 18, "NOT AVAILABLE FOR TRADING" }, { 19, "NOT TRADED ON THIS MARKET" }, + { 2, "TRADING HALT" }, { 20, "UNKNOWN OR INVALID" }, { 21, "PRE OPEN" }, { 22, "OPENING ROTATION" }, { 23, "FAST MARKET" }, + { 3, "RESUME" }, + { 4, "NO OPEN" }, + { 5, "PRICE INDICATION" }, + { 6, "TRADING RANGE INDICATION" }, + { 7, "MARKET IMBALANCE BUY" }, + { 8, "MARKET IMBALANCE SELL" }, + { 9, "MARKET ON CLOSE IMBALANCE BUY" }, + { 24, "PRE CROSS" }, + { 25, "CROSS" }, + { 26, "POST CLOSE" }, { 0, NULL } }; - static const value_string HaltReason_val[] = { - { 'I', "ORDER IMBALANCE" }, - { 'X', "EQUIPMENT CHANGEOVER" }, - { 'P', "NEWS PENDING" }, - { 'D', "NEWS DISSEMINATION" }, - { 'E', "ORDER INFLUX" }, - { 'M', "ADDITIONAL INFORMATION" }, + static const value_string HaltReasonInt_val[] = { + { 0, "NEWS DISSEMINATION" }, + { 1, "ORDER INFLUX" }, + { 2, "ORDER IMBALANCE" }, + { 3, "ADDITIONAL INFORMATION" }, + { 4, "NEWS PENDING" }, + { 5, "EQUIPMENT CHANGEOVER" }, { 0, NULL } }; - static const value_string Adjustment_val[] = { + static const value_string InViewOfCommon_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string DueToRelated_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string Adjustment_val[] = { { 1, "CANCEL" }, { 2, "ERROR" }, { 3, "CORRECTION" }, @@ -1294,7 +1731,18 @@ typedef struct _fix_field { }; - static const value_string TradSesMethod_val[] = { + static const string_string TradingSessionID_val[] = { + { "1", "DAY" }, + { "2", "HALFDAY" }, + { "3", "MORNING" }, + { "4", "AFTERNOON" }, + { "5", "EVENING" }, + { "6", "AFTER HOURS" }, + { 0, NULL } + }; + + + static const value_string TradSesMethod_val[] = { { 1, "ELECTRONIC" }, { 2, "OPEN OUTCRY" }, { 3, "TWO PARTY" }, @@ -1302,7 +1750,7 @@ typedef struct _fix_field { }; - static const value_string TradSesMode_val[] = { + static const value_string TradSesMode_val[] = { { 1, "TESTING" }, { 2, "SIMULATED" }, { 3, "PRODUCTION" }, @@ -1310,7 +1758,7 @@ typedef struct _fix_field { }; - static const value_string TradSesStatus_val[] = { + static const value_string TradSesStatus_val[] = { { 0, "UNKNOWN" }, { 1, "HALTED" }, { 2, "OPEN" }, @@ -1322,7 +1770,7 @@ typedef struct _fix_field { }; - static const string_string MessageEncoding_val[] = { + static const string_string MessageEncoding_val[] = { { "ISO-2022-JP", "ISO 2022 JP" }, { "EUC-JP", "EUC JP" }, { "SHIFT_JIS", "SHIFT JIS" }, @@ -1331,31 +1779,9 @@ typedef struct _fix_field { }; - static const value_string QuoteEntryRejectReason_val[] = { - { 1, "UNKNOWN SYMBOL" }, - { 2, "EXCHANGE CLOSED" }, - { 3, "QUOTE EXCEEDS LIMIT" }, - { 4, "TOO LATE TO ENTER" }, - { 5, "UNKNOWN QUOTE" }, - { 6, "DUPLICATE QUOTE" }, - { 7, "INVALID BID ASK SPREAD" }, - { 8, "INVALID PRICE" }, - { 9, "NOT AUTHORIZED TO QUOTE SECURITY" }, - { 0, NULL } - }; - - - static const value_string SessionRejectReason_val[] = { + static const value_string SessionRejectReason_val[] = { { 0, "INVALID TAG NUMBER" }, { 1, "REQUIRED TAG MISSING" }, - { 2, "TAG NOT DEFINED FOR THIS MESSAGE TYPE" }, - { 3, "UNDEFINED TAG" }, - { 4, "TAG SPECIFIED WITHOUT A VALUE" }, - { 5, "VALUE IS INCORRECT" }, - { 6, "INCORRECT DATA FORMAT FOR VALUE" }, - { 7, "DECRYPTION PROBLEM" }, - { 8, "SIGNATURE PROBLEM" }, - { 9, "COMPID PROBLEM" }, { 10, "SENDINGTIME ACCURACY PROBLEM" }, { 11, "INVALID MSGTYPE" }, { 12, "XML VALIDATION ERROR" }, @@ -1364,34 +1790,53 @@ typedef struct _fix_field { { 15, "REPEATING GROUP FIELDS OUT OF ORDER" }, { 16, "INCORRECT NUMINGROUP COUNT FOR REPEATING GROUP" }, { 17, "NON DATA VALUE INCLUDES FIELD DELIMITER" }, + { 2, "TAG NOT DEFINED FOR THIS MESSAGE TYPE" }, + { 3, "UNDEFINED TAG" }, + { 4, "TAG SPECIFIED WITHOUT A VALUE" }, + { 5, "VALUE IS INCORRECT" }, + { 6, "INCORRECT DATA FORMAT FOR VALUE" }, + { 7, "DECRYPTION PROBLEM" }, + { 8, "SIGNATURE PROBLEM" }, + { 9, "COMPID PROBLEM" }, { 99, "OTHER" }, + { 18, "INVALID UNSUPPORTED APPLICATION VERSION" }, { 0, NULL } }; - static const value_string BidRequestTransType_val[] = { - { 'N', "NEW" }, + static const value_string BidRequestTransType_val[] = { { 'C', "CANCEL" }, + { 'N', "NO" }, { 0, NULL } }; - static const value_string ExecRestatementReason_val[] = { + static const value_string SolicitedFlag_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string ExecRestatementReason_val[] = { { 0, "GT CORPORATE ACTION" }, - { 1, "GT RENEWAL RESTATEMENT" }, + { 1, "GT RENEWAL" }, + { 10, "WAREHOUSE RECAP" }, { 2, "VERBAL CHANGE" }, { 3, "REPRICING OF ORDER" }, { 4, "BROKER OPTION" }, { 5, "PARTIAL DECLINE OF ORDERQTY" }, { 6, "CANCEL ON TRADING HALT" }, { 7, "CANCEL ON SYSTEM FAILURE" }, - { 8, "MARKET OPTION" }, + { 8, "MARKET" }, { 9, "CANCELED NOT BEST" }, + { 99, "OTHER" }, + { 11, "PEG REFRESH" }, { 0, NULL } }; - static const value_string BusinessRejectReason_val[] = { + static const value_string BusinessRejectReason_val[] = { { 0, "OTHER" }, { 1, "UNKNOWN ID" }, { 2, "UNKNOWN SECURITY" }, @@ -1400,18 +1845,19 @@ typedef struct _fix_field { { 5, "CONDITIONALLY REQUIRED FIELD MISSING" }, { 6, "NOT AUTHORIZED" }, { 7, "DELIVERTO FIRM NOT AVAILABLE AT THIS TIME" }, + { 18, "INVALID PRICE INCREMENT" }, { 0, NULL } }; - static const value_string MsgDirection_val[] = { - { 'S', "SEND" }, + static const value_string MsgDirection_val[] = { { 'R', "RECEIVE" }, + { 'S', "SEND" }, { 0, NULL } }; - static const value_string DiscretionInst_val[] = { + static const value_string DiscretionInst_val[] = { { '0', "RELATED TO DISPLAYED PRICE" }, { '1', "RELATED TO MARKET PRICE" }, { '2', "RELATED TO PRIMARY PRICE" }, @@ -1419,19 +1865,20 @@ typedef struct _fix_field { { '4', "RELATED TO MIDPOINT PRICE" }, { '5', "RELATED TO LAST TRADE PRICE" }, { '6', "RELATED TO VWAP" }, + { '7', "AVERAGE PRICE GUARANTEE" }, { 0, NULL } }; - static const value_string BidType_val[] = { - { 1, "NON DISCLOSED" }, - { 2, "DISCLOSED STYLE" }, + static const value_string BidType_val[] = { + { 1, "NON DISCLOSED STYLE" }, + { 2, "DISCLOSED SYTLE" }, { 3, "NO BIDDING PROCESS" }, { 0, NULL } }; - static const value_string BidDescriptorType_val[] = { + static const value_string BidDescriptorType_val[] = { { 1, "SECTOR" }, { 2, "COUNTRY" }, { 3, "INDEX" }, @@ -1439,47 +1886,54 @@ typedef struct _fix_field { }; - static const value_string SideValueInd_val[] = { - { 1, "SIDEVALUE1" }, - { 2, "SIDEVALUE2" }, + static const value_string SideValueInd_val[] = { + { 1, "SIDE VALUE 1" }, + { 2, "SIDE VALUE 2" }, { 0, NULL } }; - static const value_string LiquidityIndType_val[] = { - { 1, "FIVEDAY MOVING AVERAGE" }, - { 2, "TWENTYDAY MOVING AVERAGE" }, + static const value_string LiquidityIndType_val[] = { + { 1, "5 DAY MOVING AVERAGE" }, + { 2, "20 DAY MOVING AVERAGE" }, { 3, "NORMAL MARKET SIZE" }, { 4, "OTHER" }, { 0, NULL } }; - static const value_string ProgRptReqs_val[] = { - { 1, "BUYSIDE EXPLICITLY REQUESTS STATUS USING STATUSREQUEST" }, - { 2, "SELLSIDE PERIODICALLY SENDS STATUS USING LISTSTATUS" }, + static const value_string ExchangeForPhysical_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string ProgRptReqs_val[] = { + { 1, "BUY SIDE EXPLICITLY REQUESTS STATUS USING STATUE REQUEST" }, + { 2, "SELL SIDE PERIODICALLY SENDS STATUS USING LIST STATUS PERIOD OPTIONALLY SPECIFIED IN PROGRESSPERIOD" }, { 3, "REAL TIME EXECUTION REPORTS" }, { 0, NULL } }; - static const value_string IncTaxInd_val[] = { + static const value_string IncTaxInd_val[] = { { 1, "NET" }, { 2, "GROSS" }, { 0, NULL } }; - static const value_string BidTradeType_val[] = { - { 'R', "RISK TRADE" }, - { 'G', "VWAP GUARANTEE" }, + static const value_string BidTradeType_val[] = { { 'A', "AGENCY" }, + { 'G', "VWAP GUARANTEE" }, { 'J', "GUARANTEED CLOSE" }, + { 'R', "RISK TRADE" }, { 0, NULL } }; - static const value_string BasisPxType_val[] = { + static const value_string BasisPxType_val[] = { { '2', "CLOSING PRICE AT MORNING SESSION" }, { '3', "CLOSING PRICE" }, { '4', "CURRENT PRICE" }, @@ -1497,8 +1951,10 @@ typedef struct _fix_field { }; - static const value_string PriceType_val[] = { + static const value_string PriceType_val[] = { { 1, "PERCENTAGE" }, + { 10, "FIXED CABINET TRADE PRICE" }, + { 11, "VARIABLE CABINET TRADE PRICE" }, { 2, "PER UNIT" }, { 3, "FIXED AMOUNT" }, { 4, "DISCOUNT" }, @@ -1507,41 +1963,48 @@ typedef struct _fix_field { { 7, "TED PRICE" }, { 8, "TED YIELD" }, { 9, "YIELD" }, + { 13, "PRODUCT TICKS IN HALFS" }, + { 14, "PRODUCT TICKS IN FOURTHS" }, + { 15, "PRODUCT TICKS IN EIGHTS" }, + { 16, "PRODUCT TICKS IN SIXTEENTHS" }, + { 17, "PRODUCT TICKS IN THIRTY SECONDS" }, + { 18, "PRODUCT TICKS IN SIXTY FORTHS" }, + { 19, "PRODUCT TICKS IN ONE TWENTY EIGHTS" }, { 0, NULL } }; - static const value_string GTBookingInst_val[] = { + static const value_string GTBookingInst_val[] = { { 0, "BOOK OUT ALL TRADES ON DAY OF EXECUTION" }, - { 1, "ACCUMULATE EXECUTIONS UNTIL ORDER IS FILLED OR EXPIRES" }, - { 2, "ACCUMULATE UNTIL VERBALLY NOTIFIED OTHERWISE" }, + { 1, "ACCUMULATE EXECTUIONS UNTIL FORDER IS FILLED OR EXPIRES" }, + { 2, "ACCUMULATE UNTIL VERBALLLY NOTIFIED OTHERWISE" }, { 0, NULL } }; - static const value_string ListStatusType_val[] = { + static const value_string ListStatusType_val[] = { { 1, "ACK" }, { 2, "RESPONSE" }, { 3, "TIMED" }, - { 4, "EXECSTARTED" }, - { 5, "ALLDONE" }, + { 4, "EXEC STARTED" }, + { 5, "ALL DONE" }, { 6, "ALERT" }, { 0, NULL } }; - static const value_string NetGrossInd_val[] = { + static const value_string NetGrossInd_val[] = { { 1, "NET" }, { 2, "GROSS" }, { 0, NULL } }; - static const value_string ListOrderStatus_val[] = { - { 1, "INBIDDINGPROCESS" }, - { 2, "RECEIVEDFOREXECUTION" }, + static const value_string ListOrderStatus_val[] = { + { 1, "IN BIDDING PROCESS" }, + { 2, "RECEIVED FOR EXECUTION" }, { 3, "EXECUTING" }, - { 4, "CANCELING" }, + { 4, "CANCELLING" }, { 5, "ALERT" }, { 6, "ALL DONE" }, { 7, "REJECT" }, @@ -1549,24 +2012,24 @@ typedef struct _fix_field { }; - static const value_string ListExecInstType_val[] = { + static const value_string ListExecInstType_val[] = { { '1', "IMMEDIATE" }, - { '2', "WAIT FOR EXECUTE INSTRUCTION" }, - { '3', "EXCHANGE SWITCH CIV ORDER SELL DRIVEN" }, - { '4', "EXCHANGE SWITCH CIV ORDER BUY DRIVEN CASH TOP UP" }, - { '5', "EXCHANGE SWITCH CIV ORDER BUY DRIVEN CASH WITHDRAW" }, + { '2', "WAIT FOR EXECUT INSTRUCTION" }, + { '3', "EXCHANGE SWITCH CIV ORDER 3" }, + { '4', "EXCHANGE SWITCH CIV ORDER 4" }, + { '5', "EXCHANGE SWITCH CIV ORDER 5" }, { 0, NULL } }; - static const value_string CxlRejResponseTo_val[] = { + static const value_string CxlRejResponseTo_val[] = { { '1', "ORDER CANCEL REQUEST" }, { '2', "ORDER CANCEL REPLACE REQUEST" }, { 0, NULL } }; - static const value_string MultiLegReportingType_val[] = { + static const value_string MultiLegReportingType_val[] = { { '1', "SINGLE SECURITY" }, { '2', "INDIVIDUAL LEG OF A MULTI LEG SECURITY" }, { '3', "MULTI LEG SECURITY" }, @@ -1574,45 +2037,124 @@ typedef struct _fix_field { }; - static const value_string PartyIDSource_val[] = { - { 'B', "BIC" }, - { 'C', "GENERALLY ACCEPTED MARKET PARTICIPANT IDENTIFIER" }, - { 'D', "PROPRIETARY CUSTOM CODE" }, - { 'E', "ISO COUNTRY CODE" }, - { 'F', "SETTLEMENT ENTITY LOCATION" }, - { 'G', "MIC" }, - { 'H', "CSD PARTICIPANT MEMBER CODE" }, + static const value_string PartyIDSource_val[] = { { '1', "KOREAN INVESTOR ID" }, { '2', "TAIWANESE QUALIFIED FOREIGN INVESTOR ID QFII FID" }, - { '3', "TAIWANESE TRADING ACCOUNT" }, - { '4', "MALAYSIAN CENTRAL DEPOSITORY NUMBER" }, - { '5', "CHINESE B SHARE" }, + { '3', "TAIWANESE TRADING ACCT" }, + { '4', "MALAYSIAN CENTRAL DEPOSITORY" }, + { '5', "CHINESE INVESTOR ID" }, { '6', "UK NATIONAL INSURANCE OR PENSION NUMBER" }, { '7', "US SOCIAL SECURITY NUMBER" }, - { '8', "US EMPLOYER IDENTIFICATION NUMBER" }, + { '8', "US EMPLOYER OR TAX ID NUMBER" }, { '9', "AUSTRALIAN BUSINESS NUMBER" }, { 'A', "AUSTRALIAN TAX FILE NUMBER" }, - { 'I', "DIRECTED BROKER" }, + { 'B', "BIC" }, + { 'C', "GENERALLY ACCEPTED MARKET PARTICIPANT IDENTIFIER" }, + { 'D', "PROPRIETARY" }, + { 'E', "ISO COUNTRY CODE" }, + { 'F', "SETTLEMENT ENTITY LOCATION" }, + { 'G', "MIC" }, + { 'H', "CSD PARTICIPANT MEMBER CODE" }, + { 'I', "DIRECTED BROKER THREE CHARACTER ACRONYM AS DEFINED IN ISITC ETC BEST PRACTICE GUIDELINES DOCUMENT" }, { 0, NULL } }; - static const value_string PartyRole_val[] = { + static const value_string PartyRole_val[] = { { 1, "EXECUTING FIRM" }, + { 10, "SETTLEMENT LOCATION" }, + { 11, "ORDER ORIGINATION TRADER" }, + { 12, "EXECUTING TRADER" }, + { 13, "ORDER ORIGINATION FIRM" }, + { 14, "GIVEUP CLEARING FIRM" }, + { 15, "CORRESPONDANT CLEARING FIRM" }, + { 16, "EXECUTING SYSTEM" }, + { 17, "CONTRA FIRM" }, + { 18, "CONTRA CLEARING FIRM" }, + { 19, "SPONSORING FIRM" }, { 2, "BROKER OF CREDIT" }, + { 20, "UNDERLYING CONTRA FIRM" }, + { 21, "CLEARING ORGANIZATION" }, + { 22, "EXCHANGE" }, + { 24, "CUSTOMER ACCOUNT" }, + { 25, "CORRESPONDENT CLEARING ORGANIZATION" }, + { 26, "CORRESPONDENT BROKER" }, + { 27, "BUYER SELLER" }, + { 28, "CUSTODIAN" }, + { 29, "INTERMEDIARY" }, { 3, "CLIENT ID" }, + { 30, "AGENT" }, + { 31, "SUB CUSTODIAN" }, + { 32, "BENEFICIARY" }, + { 33, "INTERESTED PARTY" }, + { 34, "REGULATORY BODY" }, + { 35, "LIQUIDITY PROVIDER" }, + { 36, "ENTERING TRADER" }, + { 37, "CONTRA TRADER" }, + { 38, "POSITION ACCOUNT" }, { 4, "CLEARING FIRM" }, { 5, "INVESTOR ID" }, { 6, "INTRODUCING FIRM" }, { 7, "ENTERING FIRM" }, - { 8, "LOCATE LENDING FIRM" }, + { 8, "LOCATE" }, { 9, "FUND MANAGER CLIENT ID" }, - { 0, NULL } - }; - - - static const value_string Product_val[] = { + { 60, "INTRODUCING BROKER" }, + { 41, "CONTRA POSITION ACCOUNT" }, + { 42, "CONTRA EXCHANGE" }, + { 43, "INTERNAL CARRY ACCOUNT" }, + { 44, "ORDER ENTRY OPERATOR ID" }, + { 45, "SECONDARY ACCOUNT NUMBER" }, + { 46, "FOREIGN FIRM" }, + { 47, "THIRD PARTY ALLOCATION FIRM" }, + { 48, "CLAIMING ACCOUNT" }, + { 49, "ASSET MANAGER" }, + { 50, "PLEDGOR ACCOUNT" }, + { 51, "PLEDGEE ACCOUNT" }, + { 52, "LARGE TRADER REPORTABLE ACCOUNT" }, + { 53, "TRADER MNEMONIC" }, + { 54, "SENDER LOCATION" }, + { 55, "SESSION ID" }, + { 56, "ACCEPTABLE COUNTERPARTY" }, + { 57, "UNACCEPTABLE COUNTERPARTY" }, + { 58, "ENTERING UNIT" }, + { 59, "EXECUTING UNIT" }, + { 39, "CONTRA INVESTOR ID" }, + { 40, "TRANSFER TO FIRM" }, + { 61, "QUOTE ORIGINATOR" }, + { 62, "REPORT ORIGINATOR" }, + { 63, "SYSTEMATIC INTERNALISER" }, + { 64, "MULTILATERAL TRADING FACILITY" }, + { 65, "REGULATED MARKET" }, + { 66, "MARKET MAKER" }, + { 67, "INVESTMENT FIRM" }, + { 68, "HOST COMPETENT AUTHORITY" }, + { 69, "HOME COMPETENT AUTHORITY" }, + { 70, "COMPETENT AUTHORITY OF THE MOST RELEVANT MARKET IN TERMS OF LIQUIDITY" }, + { 71, "COMPETENT AUTHORITY OF THE TRANSACTION" }, + { 72, "REPORTING INTERMEDIARY" }, + { 73, "EXECUTION VENUE" }, + { 74, "MARKET DATA ENTRY ORIGINATOR" }, + { 75, "LOCATION ID" }, + { 76, "DESK ID" }, + { 77, "MARKET DATA MARKET" }, + { 78, "ALLOCATION ENTITY" }, + { 79, "PRIME BROKER PROVIDING GENERAL TRADE SERVICES" }, + { 80, "STEP OUT FIRM" }, + { 81, "BROKERCLEARINGID" }, + { 82, "CENTRAL REGISTRATION DEPOSITORY" }, + { 83, "CLEARING ACCOUNT" }, + { 84, "ACCEPTABLE SETTLING COUNTERPARTY" }, + { 85, "UNACCEPTABLE SETTLING COUNTERPARTY" }, + { 0, NULL } + }; + + + static const value_string Product_val[] = { { 1, "AGENCY" }, + { 10, "MORTGAGE" }, + { 11, "MUNICIPAL" }, + { 12, "OTHER" }, + { 13, "FINANCING" }, { 2, "COMMODITY" }, { 3, "CORPORATE" }, { 4, "CURRENCY" }, @@ -1621,15 +2163,18 @@ typedef struct _fix_field { { 7, "INDEX" }, { 8, "LOAN" }, { 9, "MONEYMARKET" }, - { 10, "MORTGAGE" }, - { 11, "MUNICIPAL" }, - { 12, "OTHER" }, - { 13, "FINANCING" }, { 0, NULL } }; - static const value_string QuantityType_val[] = { + static const value_string TestMessageIndicator_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string QuantityType_val[] = { { 1, "SHARES" }, { 2, "BONDS" }, { 3, "CURRENTFACE" }, @@ -1642,7 +2187,7 @@ typedef struct _fix_field { }; - static const value_string RoundingDirection_val[] = { + static const value_string RoundingDirection_val[] = { { '0', "ROUND TO NEAREST" }, { '1', "ROUND DOWN" }, { '2', "ROUND UP" }, @@ -1650,39 +2195,43 @@ typedef struct _fix_field { }; - static const value_string DistribPaymentMethod_val[] = { + static const value_string DistribPaymentMethod_val[] = { { 1, "CREST" }, + { 10, "BPAY" }, + { 11, "HIGH VALUE CLEARING SYSTEM HVACS" }, + { 12, "REINVEST IN FUND" }, { 2, "NSCC" }, { 3, "EUROCLEAR" }, { 4, "CLEARSTREAM" }, { 5, "CHEQUE" }, { 6, "TELEGRAPHIC TRANSFER" }, - { 7, "FEDWIRE" }, + { 7, "FED WIRE" }, { 8, "DIRECT CREDIT" }, { 9, "ACH CREDIT" }, { 0, NULL } }; - static const value_string CancellationRights_val[] = { + static const value_string CancellationRights_val[] = { { 'N', "NO EXECUTION ONLY" }, { 'M', "NO WAIVER AGREEMENT" }, { 'O', "NO INSTITUTIONAL" }, + { 'Y', "YES" }, { 0, NULL } }; - static const value_string MoneyLaunderingStatus_val[] = { - { 'Y', "PASSED" }, + static const value_string MoneyLaunderingStatus_val[] = { + { '1', "EXEMPT 1" }, + { '2', "EXEMPT 2" }, + { '3', "EXEMPT 3" }, { 'N', "NOT CHECKED" }, - { '1', "EXEMPT BELOW THE LIMIT" }, - { '2', "EXEMPT CLIENT MONEY TYPE EXEMPTION" }, - { '3', "EXEMPT AUTHORISED CREDIT OR FINANCIAL INSTITUTION" }, + { 'Y', "PASSED" }, { 0, NULL } }; - static const value_string ExecPriceType_val[] = { + static const value_string ExecPriceType_val[] = { { 'B', "BID PRICE" }, { 'C', "CREATION PRICE" }, { 'D', "CREATION PRICE PLUS ADJUSTMENT PERCENT" }, @@ -1695,87 +2244,114 @@ typedef struct _fix_field { }; - static const value_string TradeReportTransType_val[] = { + static const value_string TradeReportTransType_val[] = { { 0, "NEW" }, { 1, "CANCEL" }, { 2, "REPLACE" }, { 3, "RELEASE" }, { 4, "REVERSE" }, + { 5, "CANCEL DUE TO BACK OUT OF TRADE" }, { 0, NULL } }; - static const value_string PaymentMethod_val[] = { + static const value_string PaymentMethod_val[] = { { 1, "CREST" }, + { 10, "DIRECT CREDIT" }, + { 11, "CREDIT CARD" }, + { 12, "ACH DEBIT" }, + { 13, "ACH CREDIT" }, + { 14, "BPAY" }, + { 15, "HIGH VALUE CLEARING SYSTEM" }, { 2, "NSCC" }, { 3, "EUROCLEAR" }, { 4, "CLEARSTREAM" }, { 5, "CHEQUE" }, { 6, "TELEGRAPHIC TRANSFER" }, - { 7, "FEDWIRE" }, + { 7, "FED WIRE" }, { 8, "DEBIT CARD" }, { 9, "DIRECT DEBIT" }, { 0, NULL } }; - static const value_string TaxAdvantageType_val[] = { - { 0, "NONE" }, + static const value_string TaxAdvantageType_val[] = { + { 0, "NONE NOT APPLICABLE" }, { 1, "MAXI ISA" }, + { 10, "EMPLOYEE 10" }, + { 11, "EMPLOYER 11" }, + { 12, "EMPLOYER 12" }, + { 13, "NON FUND PROTOTYPE IRA" }, + { 14, "NON FUND QUALIFIED PLAN" }, + { 15, "DEFINED CONTRIBUTION PLAN" }, + { 16, "INDIVIDUAL RETIREMENT ACCOUNT 16" }, + { 17, "INDIVIDUAL RETIREMENT ACCOUNT 17" }, + { 18, "KEOGH" }, + { 19, "PROFIT SHARING PLAN" }, { 2, "TESSA" }, + { 20, "401" }, + { 21, "SELF DIRECTED IRA" }, + { 22, "403" }, + { 23, "457" }, + { 24, "ROTH IRA 24" }, + { 25, "ROTH IRA 25" }, + { 26, "ROTH CONVERSION IRA 26" }, + { 27, "ROTH CONVERSION IRA 27" }, + { 28, "EDUCATION IRA 28" }, + { 29, "EDUCATION IRA 29" }, { 3, "MINI CASH ISA" }, { 4, "MINI STOCKS AND SHARES ISA" }, { 5, "MINI INSURANCE ISA" }, { 6, "CURRENT YEAR PAYMENT" }, { 7, "PRIOR YEAR PAYMENT" }, { 8, "ASSET TRANSFER" }, - { 9, "EMPLOYEE PRIOR YEAR" }, + { 9, "EMPLOYEE 9" }, { 999, "OTHER" }, { 0, NULL } }; - static const value_string FundRenewWaiv_val[] = { - { 'Y', "YES" }, + static const value_string FundRenewWaiv_val[] = { { 'N', "NO" }, + { 'Y', "YES" }, { 0, NULL } }; - static const value_string RegistStatus_val[] = { + static const value_string RegistStatus_val[] = { { 'A', "ACCEPTED" }, - { 'R', "REJECTED" }, { 'H', "HELD" }, { 'N', "REMINDER" }, + { 'R', "REJECTED" }, { 0, NULL } }; - static const value_string RegistRejReasonCode_val[] = { + static const value_string RegistRejReasonCode_val[] = { { 1, "INVALID UNACCEPTABLE ACCOUNT TYPE" }, - { 2, "INVALID UNACCEPTABLE TAX EXEMPT TYPE" }, - { 3, "INVALID UNACCEPTABLE OWNERSHIP TYPE" }, - { 4, "INVALID UNACCEPTABLE NO REG DETLS" }, - { 5, "INVALID UNACCEPTABLE REG SEQ NO" }, - { 6, "INVALID UNACCEPTABLE REG DTLS" }, - { 7, "INVALID UNACCEPTABLE MAILING DTLS" }, - { 8, "INVALID UNACCEPTABLE MAILING INST" }, - { 9, "INVALID UNACCEPTABLE INVESTOR ID" }, - { 10, "INVALID UNACCEPTABLE INVESTOR ID SOURCE" }, + { 10, "INVALID UNACEEPTABLE INVESTOR ID SOURCE" }, { 11, "INVALID UNACCEPTABLE DATE OF BIRTH" }, { 12, "INVALID UNACCEPTABLE INVESTOR COUNTRY OF RESIDENCE" }, - { 13, "INVALID UNACCEPTABLE NODISTRIBINSTNS" }, + { 13, "INVALID UNACCEPTABLE NO DISTRIB INSTNS" }, { 14, "INVALID UNACCEPTABLE DISTRIB PERCENTAGE" }, { 15, "INVALID UNACCEPTABLE DISTRIB PAYMENT METHOD" }, { 16, "INVALID UNACCEPTABLE CASH DISTRIB AGENT ACCT NAME" }, { 17, "INVALID UNACCEPTABLE CASH DISTRIB AGENT CODE" }, { 18, "INVALID UNACCEPTABLE CASH DISTRIB AGENT ACCT NUM" }, + { 2, "INVALID UNACCEPTABLE TAX EXEMPT TYPE" }, + { 3, "INVALID UNACCEPTABLE OWNERSHIP TYPE" }, + { 4, "INVALID UNACCEPTABLE NO REG DETAILS" }, + { 5, "INVALID UNACCEPTABLE REG SEQ NO" }, + { 6, "INVALID UNACCEPTABLE REG DETAILS" }, + { 7, "INVALID UNACCEPTABLE MAILING DETAILS" }, + { 8, "INVALID UNACCEPTABLE MAILING INSTRUCTIONS" }, + { 9, "INVALID UNACCEPTABLE INVESTOR ID" }, { 99, "OTHER" }, { 0, NULL } }; - static const value_string RegistTransType_val[] = { + static const value_string RegistTransType_val[] = { { '0', "NEW" }, { '1', "REPLACE" }, { '2', "CANCEL" }, @@ -1783,16 +2359,22 @@ typedef struct _fix_field { }; - static const value_string OwnershipType_val[] = { + static const value_string OwnershipType_val[] = { + { '2', "JOINT TRUSTEES" }, { 'J', "JOINT INVESTORS" }, { 'T', "TENANTS IN COMMON" }, - { '2', "JOINT TRUSTEES" }, { 0, NULL } }; - static const value_string ContAmtType_val[] = { + static const value_string ContAmtType_val[] = { { 1, "COMMISSION AMOUNT" }, + { 10, "EXIT CHARGE PERCENT" }, + { 11, "FUND BASED RENEWAL COMMISSION PERCENT" }, + { 12, "PROJECTED FUND VALUE" }, + { 13, "FUND BASED RENEWAL COMMISSION AMOUNT 13" }, + { 14, "FUND BASED RENEWAL COMMISSION AMOUNT 14" }, + { 15, "NET SETTLEMENT AMOUNT" }, { 2, "COMMISSION PERCENT" }, { 3, "INITIAL CHARGE AMOUNT" }, { 4, "INITIAL CHARGE PERCENT" }, @@ -1805,8 +2387,12 @@ typedef struct _fix_field { }; - static const value_string OwnerType_val[] = { + static const value_string OwnerType_val[] = { { 1, "INDIVIDUAL INVESTOR" }, + { 10, "NETWORKING SUB ACCOUNT" }, + { 11, "NON PROFIT ORGANIZATION" }, + { 12, "CORPORATE BODY" }, + { 13, "NOMINEE" }, { 2, "PUBLIC COMPANY" }, { 3, "PRIVATE COMPANY" }, { 4, "INDIVIDUAL TRUSTEE" }, @@ -1819,7 +2405,7 @@ typedef struct _fix_field { }; - static const value_string OrderCapacity_val[] = { + static const value_string OrderCapacity_val[] = { { 'A', "AGENCY" }, { 'G', "PROPRIETARY" }, { 'I', "INDIVIDUAL" }, @@ -1830,7 +2416,7 @@ typedef struct _fix_field { }; - static const value_string OrderRestrictions_val[] = { + static const value_string OrderRestrictions_val[] = { { '1', "PROGRAM TRADE" }, { '2', "INDEX ARBITRAGE" }, { '3', "NON INDEX ARBITRAGE" }, @@ -1841,11 +2427,16 @@ typedef struct _fix_field { { '8', "EXTERNAL MARKET PARTICIPANT" }, { '9', "EXTERNAL INTER CONNECTED MARKET LINKAGE" }, { 'A', "RISKLESS ARBITRAGE" }, + { 'B', "ISSUER HOLDING" }, + { 'C', "ISSUE PRICE STABILIZATION" }, + { 'D', "NON ALGORITHMIC" }, + { 'E', "ALGORITHMIC" }, + { 'F', "CROSS" }, { 0, NULL } }; - static const value_string MassCancelRequestType_val[] = { + static const value_string MassCancelRequestType_val[] = { { '1', "CANCEL ORDERS FOR A SECURITY" }, { '2', "CANCEL ORDERS FOR AN UNDERLYING SECURITY" }, { '3', "CANCEL ORDERS FOR A PRODUCT" }, @@ -1853,11 +2444,16 @@ typedef struct _fix_field { { '5', "CANCEL ORDERS FOR A SECURITYTYPE" }, { '6', "CANCEL ORDERS FOR A TRADING SESSION" }, { '7', "CANCEL ALL ORDERS" }, + { '8', "CANCEL ORDERS FOR A MARKET" }, + { '9', "CANCEL ORDERS FOR A MARKET SEGMENT" }, + { 'A', "CANCEL ORDERS FOR A SECURITY GROUP" }, + { 'B', "CANCEL FOR SECURITY ISSUER" }, + { 'C', "CANCEL FOR ISSUER OF UNDERLYING SECURITY" }, { 0, NULL } }; - static const value_string MassCancelResponse_val[] = { + static const value_string MassCancelResponse_val[] = { { '0', "CANCEL REQUEST REJECTED" }, { '1', "CANCEL ORDERS FOR A SECURITY" }, { '2', "CANCEL ORDERS FOR AN UNDERLYING SECURITY" }, @@ -1866,23 +2462,34 @@ typedef struct _fix_field { { '5', "CANCEL ORDERS FOR A SECURITYTYPE" }, { '6', "CANCEL ORDERS FOR A TRADING SESSION" }, { '7', "CANCEL ALL ORDERS" }, + { '8', "CANCEL ORDERS FOR A MARKET" }, + { '9', "CANCEL ORDERS FOR A MARKET SEGMENT" }, + { 'A', "CANCEL ORDERS FOR A SECURITY GROUP" }, + { 'B', "CANCEL ORDERS FOR A SECURITIES ISSUER" }, + { 'C', "CANCEL ORDERS FOR ISSUER OF UNDERLYING SECURITY" }, { 0, NULL } }; - static const value_string MassCancelRejectReason_val[] = { - { '0', "MASS CANCEL NOT SUPPORTED" }, - { '1', "INVALID OR UNKNOWN SECURITY" }, - { '2', "INVALID OR UNKNOWN UNDERLYING" }, - { '3', "INVALID OR UNKNOWN PRODUCT" }, - { '4', "INVALID OR UNKNOWN CFICODE" }, - { '5', "INVALID OR UNKNOWN SECURITY TYPE" }, - { '6', "INVALID OR UNKNOWN TRADING SESSION" }, + static const value_string MassCancelRejectReason_val[] = { + { 0, "MASS CANCEL NOT SUPPORTED" }, + { 1, "INVALID OR UNKNOWN SECURITY" }, + { 2, "INVALID OR UNKOWN UNDERLYING SECURITY" }, + { 3, "INVALID OR UNKNOWN PRODUCT" }, + { 4, "INVALID OR UNKNOWN CFICODE" }, + { 5, "INVALID OR UNKNOWN SECURITYTYPE" }, + { 6, "INVALID OR UNKNOWN TRADING SESSION" }, + { 99, "OTHER" }, + { 7, "INVALID OR UNKNOWN MARKET" }, + { 8, "INVALID OR UNKOWN MARKET SEGMENT" }, + { 9, "INVALID OR UNKNOWN SECURITY GROUP" }, + { 10, "INVALID OR UNKNOWN SECURITY ISSUER" }, + { 11, "INVALID OR UNKNOWN ISSUER OF UNDERLYING SECURITY" }, { 0, NULL } }; - static const value_string QuoteType_val[] = { + static const value_string QuoteType_val[] = { { 0, "INDICATIVE" }, { 1, "TRADEABLE" }, { 2, "RESTRICTED TRADEABLE" }, @@ -1891,7 +2498,7 @@ typedef struct _fix_field { }; - static const value_string CashMargin_val[] = { + static const value_string CashMargin_val[] = { { '1', "CASH" }, { '2', "MARGIN OPEN" }, { '3', "MARGIN CLOSE" }, @@ -1899,24 +2506,31 @@ typedef struct _fix_field { }; - static const value_string Scope_val[] = { - { '1', "LOCAL" }, + static const value_string Scope_val[] = { + { '1', "LOCAL MARKET" }, { '2', "NATIONAL" }, { '3', "GLOBAL" }, { 0, NULL } }; - static const value_string CrossType_val[] = { - { 1, "CROSS TRADE WHICH IS EXECUTED COMPLETELY OR NOT" }, - { 2, "CROSS TRADE WHICH IS EXECUTED PARTIALLY AND THE REST IS CANCELLED" }, - { 3, "CROSS TRADE WHICH IS PARTIALLY EXECUTED WITH THE UNFILLED PORTIONS REMAINING ACTIVE" }, - { 4, "CROSS TRADE IS EXECUTED WITH EXISTING ORDERS WITH THE SAME PRICE" }, + static const value_string MDImplicitDelete_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, { 0, NULL } }; - static const value_string CrossPrioritization_val[] = { + static const value_string CrossType_val[] = { + { 1, "CROSS AON" }, + { 2, "CROSS IOC" }, + { 3, "CROSS ONE SIDE" }, + { 4, "CROSS SAME PRICE" }, + { 0, NULL } + }; + + + static const value_string CrossPrioritization_val[] = { { 0, "NONE" }, { 1, "BUY SIDE IS PRIORITIZED" }, { 2, "SELL SIDE IS PRIORITIZED" }, @@ -1924,24 +2538,25 @@ typedef struct _fix_field { }; - static const value_string NoSides_val[] = { + static const value_string NoSides_val[] = { { '1', "ONE SIDE" }, { '2', "BOTH SIDES" }, { 0, NULL } }; - static const value_string SecurityListRequestType_val[] = { + static const value_string SecurityListRequestType_val[] = { { 0, "SYMBOL" }, { 1, "SECURITYTYPE AND OR CFICODE" }, { 2, "PRODUCT" }, { 3, "TRADINGSESSIONID" }, { 4, "ALL SECURITIES" }, + { 5, "MARKETID OR MARKETID PLUS MARKETSEGMENTID" }, { 0, NULL } }; - static const value_string SecurityRequestResult_val[] = { + static const value_string SecurityRequestResult_val[] = { { 0, "VALID REQUEST" }, { 1, "INVALID OR UNSUPPORTED REQUEST" }, { 2, "NO INSTRUMENTS FOUND THAT MATCH SELECTION CRITERIA" }, @@ -1952,7 +2567,7 @@ typedef struct _fix_field { }; - static const value_string MultiLegRptTypeReq_val[] = { + static const value_string MultiLegRptTypeReq_val[] = { { 0, "REPORT BY MULITLEG SECURITY ONLY" }, { 1, "REPORT BY MULTILEG SECURITY AND BY INSTRUMENT LEGS BELONGING TO THE MULTILEG SECURITY" }, { 2, "REPORT BY INSTRUMENT LEGS BELONGING TO THE MULTILEG SECURITY ONLY" }, @@ -1960,13 +2575,14 @@ typedef struct _fix_field { }; - static const value_string TradSesStatusRejReason_val[] = { + static const value_string TradSesStatusRejReason_val[] = { { 1, "UNKNOWN OR INVALID TRADINGSESSIONID" }, + { 99, "OTHER" }, { 0, NULL } }; - static const value_string TradeRequestType_val[] = { + static const value_string TradeRequestType_val[] = { { 0, "ALL TRADES" }, { 1, "MATCHED TRADES MATCHING CRITERIA PROVIDED ON REQUEST" }, { 2, "UNMATCHED TRADES THAT MATCH CRITERIA" }, @@ -1976,7 +2592,14 @@ typedef struct _fix_field { }; - static const value_string MatchStatus_val[] = { + static const value_string PreviouslyReported_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string MatchStatus_val[] = { { '0', "COMPARED MATCHED OR AFFIRMED" }, { '1', "UNCOMPARED UNMATCHED OR UNAFFIRMED" }, { '2', "ADVISORY OR ALERT" }, @@ -1984,9 +2607,51 @@ typedef struct _fix_field { }; - static const value_string ClearingInstruction_val[] = { + static const string_string MatchType_val[] = { + { "A1", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADE TYPE AND SPECIAL TRADE INDICATOR PLUS FOUR BADGES AND EXECUTION TIME" }, + { "A2", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADE TYPE AND SPECIAL TRADE INDICATOR PLUS FOUR BADGES" }, + { "A3", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADE TYPE AND SPECIAL TRADE INDICATOR PLUS TWO BADGES AND EXECUTION TIME" }, + { "A4", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADE TYPE AND SPECIAL TRADE INDICATOR PLUS TWO BADGES" }, + { "A5", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADETYPE AND SPECIAL TRADE INDICATOR PLUS EXECUTION TIME" }, + { "M3", "ACT ACCEPTED TRADE" }, + { "M4", "ACT DEFAULT TRADE" }, + { "M5", "ACT DEFAULT AFTER M2" }, + { "M6", "ACT M6 MATCH" }, + { "AQ", "COMPARED RECORDS RESULTING FROM STAMPED ADVISORIES OR SPECIALIST ACCEPTS PAIR OFFS" }, + { "M1", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADE TYPE AND SPECIAL TRADE INDICATOR MINUS BADGES AND TIMES ACT M1 MATCH" }, + { "M2", "SUMMARIZED MATCH MINUS BADGES AND TIMES ACT M2 MATCH" }, + { "MT", "OCS LOCKED IN NON ACT" }, + { "S1", "SUMMARIZED MATCH USING A1 EXACT MATCH CRITERIA EXCEPT QUANTITY IS SUMMARIED" }, + { "S2", "SUMMARIZED MATCH USING A2 EXACT MATCH CRITERIA EXCEPT QUANTITY IS SUMMARIZED" }, + { "S3", "SUMMARIZED MATCH USING A3 EXACT MATCH CRITERIA EXCEPT QUANTITY IS SUMMARIZED" }, + { "S4", "SUMMARIZED MATCH USING A4 EXACT MATCH CRITERIA EXCEPT QUANTITY IS SUMMARIZED" }, + { "S5", "SUMMARIZED MATCH USING A5 EXACT MATCH CRITERIA EXCEPT QUANTITY IS SUMMARIZED" }, + { "1", "ONE PARTY TRADE REPORT" }, + { "2", "TWO PARTY TRADE REPORT" }, + { "3", "CONFIRMED TRADE REPORT" }, + { "4", "AUTO MATCH" }, + { "5", "CROSS AUCTION" }, + { "6", "COUNTER ORDER SELECTION" }, + { "7", "CALL AUCTION" }, + { "8", "ISSUING BUY BACK AUCTION" }, + { 0, NULL } + }; + + + static const value_string OddLot_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string ClearingInstruction_val[] = { { 0, "PROCESS NORMALLY" }, { 1, "EXCLUDE FROM ALL NETTING" }, + { 10, "AUTOMATIC GIVE UP MODE" }, + { 11, "QUALIFIED SERVICE REPRESENTATIVE QSR" }, + { 12, "CUSTOMER TRADE" }, + { 13, "SELF CLEARING" }, { 2, "BILATERAL NETTING ONLY" }, { 3, "EX CLEARING" }, { 4, "SPECIAL TRADE" }, @@ -1999,19 +2664,19 @@ typedef struct _fix_field { }; - static const value_string AccountType_val[] = { - { 1, "ACCOUNT IS CARRIED ON CUSTOMER SIDE OF BOOKS" }, + static const value_string AccountType_val[] = { + { 1, "ACCOUNT IS CARRIED ON CUSTOMER SIDE OF THE BOOKS" }, { 2, "ACCOUNT IS CARRIED ON NON CUSTOMER SIDE OF BOOKS" }, { 3, "HOUSE TRADER" }, { 4, "FLOOR TRADER" }, { 6, "ACCOUNT IS CARRIED ON NON CUSTOMER SIDE OF BOOKS AND IS CROSS MARGINED" }, { 7, "ACCOUNT IS HOUSE TRADER AND IS CROSS MARGINED" }, - { 8, "JOINT BACKOFFICE ACCOUNT" }, + { 8, "JOINT BACK OFFICE ACCOUNT" }, { 0, NULL } }; - static const value_string CustOrderCapacity_val[] = { + static const value_string CustOrderCapacity_val[] = { { 1, "MEMBER TRADING FOR THEIR OWN ACCOUNT" }, { 2, "CLEARING FIRM TRADING FOR ITS PROPRIETARY ACCOUNT" }, { 3, "MEMBER TRADING FOR ANOTHER MEMBER" }, @@ -2020,7 +2685,7 @@ typedef struct _fix_field { }; - static const value_string MassStatusReqType_val[] = { + static const value_string MassStatusReqType_val[] = { { 1, "STATUS FOR ORDERS FOR A SECURITY" }, { 2, "STATUS FOR ORDERS FOR AN UNDERLYING SECURITY" }, { 3, "STATUS FOR ORDERS FOR A PRODUCT" }, @@ -2029,11 +2694,13 @@ typedef struct _fix_field { { 6, "STATUS FOR ORDERS FOR A TRADING SESSION" }, { 7, "STATUS FOR ALL ORDERS" }, { 8, "STATUS FOR ORDERS FOR A PARTYID" }, + { 9, "STATUS FOR SECURITY ISSUER" }, + { 10, "STATUS FOR ISSUER OF UNDERLYING SECURITY" }, { 0, NULL } }; - static const value_string DayBookingInst_val[] = { + static const value_string DayBookingInst_val[] = { { '0', "CAN TRIGGER BOOKING WITHOUT REFERENCE TO THE ORDER INITIATOR" }, { '1', "SPEAK WITH ORDER INITIATOR BEFORE BOOKING" }, { '2', "ACCUMULATE" }, @@ -2041,7 +2708,7 @@ typedef struct _fix_field { }; - static const value_string BookingUnit_val[] = { + static const value_string BookingUnit_val[] = { { '0', "EACH PARTIAL EXECUTION IS A BOOKABLE UNIT" }, { '1', "AGGREGATE PARTIAL EXECUTIONS ON THIS ORDER AND BOOK ONE TRADE PER ORDER" }, { '2', "AGGREGATE EXECUTIONS FOR THIS SYMBOL SIDE AND SETTLEMENT DATE" }, @@ -2049,44 +2716,85 @@ typedef struct _fix_field { }; - static const value_string PreallocMethod_val[] = { + static const value_string PreallocMethod_val[] = { { '0', "PRO RATA" }, { '1', "DO NOT PRO RATA" }, { 0, NULL } }; - static const value_string AllocType_val[] = { + static const string_string TradingSessionSubID_val[] = { + { "1", "PRE TRADING" }, + { "2", "OPENING OR OPENING AUCTION" }, + { "3", "3" }, + { "4", "CLOSING OR CLOSING AUCTION" }, + { "5", "POST TRADING" }, + { "6", "INTRADAY AUCTION" }, + { "7", "QUIESCENT" }, + { 0, NULL } + }; + + + static const value_string AllocType_val[] = { { 1, "CALCULATED" }, { 2, "PRELIMINARY" }, - { 5, "READY TO BOOK SINGLE ORDER" }, + { 3, "SELLSIDE CALCULATED USING PRELIMINARY" }, + { 4, "SELLSIDE CALCULATED WITHOUT PRELIMINARY" }, + { 5, "READY TO BOOK" }, + { 6, "BUYSIDE READY TO BOOK" }, { 7, "WAREHOUSE INSTRUCTION" }, { 8, "REQUEST TO INTERMEDIARY" }, + { 9, "ACCEPT" }, + { 10, "REJECT" }, + { 11, "ACCEPT PENDING" }, + { 12, "INCOMPLETE GROUP" }, + { 13, "COMPLETE GROUP" }, + { 14, "REVERSAL PENDING" }, { 0, NULL } }; - static const string_string ClearingFeeIndicator_val[] = { + static const string_string ClearingFeeIndicator_val[] = { + { "1", "1ST YEAR DELEGATE TRADING FOR OWN ACCOUNT" }, + { "2", "2ND YEAR DELEGATE TRADING FOR OWN ACCOUNT" }, + { "3", "3RD YEAR DELEGATE TRADING FOR OWN ACCOUNT" }, + { "4", "4TH YEAR DELEGATE TRADING FOR OWN ACCOUNT" }, + { "5", "5TH YEAR DELEGATE TRADING FOR OWN ACCOUNT" }, + { "9", "6TH YEAR DELEGATE TRADING FOR OWN ACCOUNT" }, { "B", "CBOE MEMBER" }, { "C", "NON MEMBER AND CUSTOMER" }, { "E", "EQUITY MEMBER AND CLEARING MEMBER" }, { "F", "FULL AND ASSOCIATE MEMBER TRADING FOR OWN ACCOUNT AND AS FLOOR BROKERS" }, - { "H", "FIRMS 106H AND 106J" }, + { "H", "106H AND 106J FIRMS" }, { "I", "GIM IDEM AND COM MEMBERSHIP INTEREST HOLDERS" }, - { "L", "LESSEE AND 106F EMPLOYEES" }, + { "L", "LESSEE 106F EMPLOYEES" }, { "M", "ALL OTHER OWNERSHIP TYPES" }, { 0, NULL } }; - static const value_string PriorityIndicator_val[] = { + static const value_string WorkingIndicator_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string PriorityIndicator_val[] = { { 0, "PRIORITY UNCHANGED" }, { 1, "LOST PRIORITY AS RESULT OF ORDER CHANGE" }, { 0, NULL } }; - static const value_string SecDefStatus_val[] = { + static const value_string LegalConfirm_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string SecDefStatus_val[] = { { 0, "PENDING APPROVAL" }, { 1, "APPROVED" }, { 2, "REJECTED" }, @@ -2096,9 +2804,10 @@ typedef struct _fix_field { }; - static const value_string QuoteRequestRejectReason_val[] = { + static const value_string QuoteRequestRejectReason_val[] = { { 1, "UNKNOWN SYMBOL" }, - { 2, "EXCHANGE CLOSED" }, + { 10, "PASS" }, + { 2, "EXCHANGE" }, { 3, "QUOTE REQUEST EXCEEDS LIMIT" }, { 4, "TOO LATE TO ENTER" }, { 5, "INVALID PRICE" }, @@ -2106,21 +2815,24 @@ typedef struct _fix_field { { 7, "NO MATCH FOR INQUIRY" }, { 8, "NO MARKET FOR INSTRUMENT" }, { 9, "NO INVENTORY" }, + { 99, "OTHER" }, + { 11, "INSUFFICIENT CREDIT" }, { 0, NULL } }; - static const value_string AcctIDSource_val[] = { + static const value_string AcctIDSource_val[] = { { 1, "BIC" }, { 2, "SID CODE" }, { 3, "TFM" }, { 4, "OMGEO" }, { 5, "DTCC CODE" }, + { 99, "OTHER" }, { 0, NULL } }; - static const value_string ConfirmStatus_val[] = { + static const value_string ConfirmStatus_val[] = { { 1, "RECEIVED" }, { 2, "MISMATCHED ACCOUNT" }, { 3, "MISSING SETTLEMENT INSTRUCTIONS" }, @@ -2130,7 +2842,7 @@ typedef struct _fix_field { }; - static const value_string ConfirmTransType_val[] = { + static const value_string ConfirmTransType_val[] = { { 0, "NEW" }, { 1, "REPLACE" }, { 2, "CANCEL" }, @@ -2138,14 +2850,14 @@ typedef struct _fix_field { }; - static const value_string DeliveryForm_val[] = { - { 1, "BOOKENTRY" }, + static const value_string DeliveryForm_val[] = { + { 1, "BOOK ENTRY" }, { 2, "BEARER" }, { 0, NULL } }; - static const value_string LegSwapType_val[] = { + static const value_string LegSwapType_val[] = { { 1, "PAR FOR PAR" }, { 2, "MODIFIED DURATION" }, { 4, "RISK" }, @@ -2154,13 +2866,14 @@ typedef struct _fix_field { }; - static const value_string QuotePriceType_val[] = { + static const value_string QuotePriceType_val[] = { { 1, "PERCENT" }, + { 10, "YIELD" }, { 2, "PER SHARE" }, { 3, "FIXED AMOUNT" }, { 4, "DISCOUNT" }, { 5, "PREMIUM" }, - { 6, "BASIS POINTS RELATIVE TO BENCHMARK" }, + { 6, "SPREAD" }, { 7, "TED PRICE" }, { 8, "TED YIELD" }, { 9, "YIELD SPREAD" }, @@ -2168,42 +2881,52 @@ typedef struct _fix_field { }; - static const value_string QuoteRespType_val[] = { + static const value_string QuoteRespType_val[] = { { 1, "HIT LIFT" }, { 2, "COUNTER" }, { 3, "EXPIRED" }, { 4, "COVER" }, { 5, "DONE AWAY" }, { 6, "PASS" }, + { 7, "END TRADE" }, + { 8, "TIMED OUT" }, { 0, NULL } }; - static const string_string PosType_val[] = { - { "TQ", "TRANSACTION QUANTITY" }, + static const string_string PosType_val[] = { + { "ALC", "ALLOCATION TRADE QTY" }, + { "AS", "OPTION ASSIGNMENT" }, + { "ASF", "AS OF TRADE QTY" }, + { "DLV", "DELIVERY QTY" }, + { "ETR", "ELECTRONIC TRADE QTY" }, + { "EX", "OPTION EXERCISE QTY" }, + { "FIN", "END OF DAY QTY" }, { "IAS", "INTRA SPREAD QTY" }, { "IES", "INTER SPREAD QTY" }, - { "FIN", "END OF DAY QTY" }, + { "PA", "ADJUSTMENT QTY" }, + { "PIT", "PIT TRADE QTY" }, { "SOD", "START OF DAY QTY" }, - { "EX", "OPTION EXERCISE QTY" }, - { "AS", "OPTION ASSIGNMENT" }, - { "TX", "TRANSACTION FROM EXERCISE" }, + { "SPL", "INTEGRAL SPLIT" }, { "TA", "TRANSACTION FROM ASSIGNMENT" }, - { "PIT", "PIT TRADE QTY" }, - { "TRF", "TRANSFER TRADE QTY" }, - { "ETR", "ELECTRONIC TRADE QTY" }, - { "ALC", "ALLOCATION TRADE QTY" }, - { "PA", "ADJUSTMENT QTY" }, - { "ASF", "AS OF TRADE QTY" }, - { "DLV", "DELIVERY QTY" }, { "TOT", "TOTAL TRANSACTION QTY" }, + { "TQ", "TRANSACTION QUANTITY" }, + { "TRF", "TRANSFER TRADE QTY" }, + { "TX", "TRANSACTION FROM EXERCISE" }, { "XM", "CROSS MARGIN QTY" }, - { "SPL", "INTEGRAL SPLIT" }, + { "RCV", "RECEIVE QUANTITY" }, + { "CAA", "CORPORATE ACTION ADJUSTMENT" }, + { "DN", "DELIVERY NOTICE QTY" }, + { "EP", "EXCHANGE FOR PHYSICAL QTY" }, + { "PNTN", "PRIVATELY NEGOTIATED TRADE QTY" }, + { "DLT", "NET DELTA QTY" }, + { "CEA", "CREDIT EVENT ADJUSTMENT" }, + { "SEA", "SUCCESSION EVENT ADJUSTMENT" }, { 0, NULL } }; - static const value_string PosQtyStatus_val[] = { + static const value_string PosQtyStatus_val[] = { { 0, "SUBMITTED" }, { 1, "ACCEPTED" }, { 2, "REJECTED" }, @@ -2211,38 +2934,59 @@ typedef struct _fix_field { }; - static const string_string PosAmtType_val[] = { + static const string_string PosAmtType_val[] = { + { "CASH", "CASH AMOUNT" }, + { "CRES", "CASH RESIDUAL AMOUNT" }, { "FMTM", "FINAL MARK TO MARKET AMOUNT" }, { "IMTM", "INCREMENTAL MARK TO MARKET AMOUNT" }, - { "TVAR", "TRADE VARIATION AMOUNT" }, - { "SMTM", "START OF DAY MARK TO MARKET AMOUNT" }, { "PREM", "PREMIUM AMOUNT" }, - { "CRES", "CASH RESIDUAL AMOUNT" }, - { "CASH", "CASH AMOUNT" }, + { "SMTM", "START OF DAY MARK TO MARKET AMOUNT" }, + { "TVAR", "TRADE VARIATION AMOUNT" }, { "VADJ", "VALUE ADJUSTED AMOUNT" }, + { "SETL", "SETTLEMENT VALUE" }, + { "ICPN", "INITIAL TRADE COUPON AMOUNT" }, + { "ACPN", "ACCRUED COUPON AMOUNT" }, + { "CPN", "COUPON AMOUNT" }, + { "IACPN", "INCREMENTAL ACCRUED COUPON" }, + { "CMTM", "COLLATERALIZED MARK TO MARKET" }, + { "ICMTM", "INCREMENTAL COLLATERALIZED MARK TO MARKET" }, + { "DLV", "COMPENSATION AMOUNT" }, + { "BANK", "TOTAL BANKED AMOUNT" }, + { "COLAT", "TOTAL COLLATERALIZED AMOUNT" }, { 0, NULL } }; - static const value_string PosTransType_val[] = { + static const value_string PosTransType_val[] = { { 1, "EXERCISE" }, { 2, "DO NOT EXERCISE" }, { 3, "POSITION ADJUSTMENT" }, { 4, "POSITION CHANGE SUBMISSION MARGIN DISPOSITION" }, { 5, "PLEDGE" }, + { 6, "LARGE TRADER SUBMISSION" }, { 0, NULL } }; - static const value_string PosMaintAction_val[] = { + static const value_string PosMaintAction_val[] = { { 1, "NEW" }, { 2, "REPLACE" }, { 3, "CANCEL" }, + { 4, "REVERSE" }, { 0, NULL } }; - static const value_string AdjustmentType_val[] = { + static const string_string SettlSessID_val[] = { + { "ITD", "INTRADAY" }, + { "RTH", "REGULAR TRADING HOURS" }, + { "ETH", "ELECTRONIC TRADING HOURS" }, + { "EOD", "END OF DAY" }, + { 0, NULL } + }; + + + static const value_string AdjustmentType_val[] = { { 0, "PROCESS REQUEST AS MARGIN DISPOSITION" }, { 1, "DELTA PLUS" }, { 2, "DELTA MINUS" }, @@ -2251,7 +2995,7 @@ typedef struct _fix_field { }; - static const value_string PosMaintStatus_val[] = { + static const value_string PosMaintStatus_val[] = { { 0, "ACCEPTED" }, { 1, "ACCEPTED WITH WARNINGS" }, { 2, "REJECTED" }, @@ -2261,30 +3005,34 @@ typedef struct _fix_field { }; - static const value_string PosMaintResult_val[] = { - { 0, "SUCCESSFUL COMPLETION NO WARNINGS OR ERRORS" }, + static const value_string PosMaintResult_val[] = { + { 0, "SUCCESSFUL COMPLETION" }, { 1, "REJECTED" }, + { 99, "OTHER" }, { 0, NULL } }; - static const value_string PosReqType_val[] = { + static const value_string PosReqType_val[] = { { 0, "POSITIONS" }, { 1, "TRADES" }, { 2, "EXERCISES" }, { 3, "ASSIGNMENTS" }, + { 4, "SETTLEMENT ACTIVITY" }, + { 5, "BACKOUT MESSAGE" }, + { 6, "DELTA POSITIONS" }, { 0, NULL } }; - static const value_string ResponseTransportType_val[] = { + static const value_string ResponseTransportType_val[] = { { 0, "INBAND" }, { 1, "OUT OF BAND" }, { 0, NULL } }; - static const value_string PosReqResult_val[] = { + static const value_string PosReqResult_val[] = { { 0, "VALID REQUEST" }, { 1, "INVALID OR UNSUPPORTED REQUEST" }, { 2, "NO POSITIONS FOUND THAT MATCH CRITERIA" }, @@ -2295,7 +3043,7 @@ typedef struct _fix_field { }; - static const value_string PosReqStatus_val[] = { + static const value_string PosReqStatus_val[] = { { 0, "COMPLETED" }, { 1, "COMPLETED WITH WARNINGS" }, { 2, "REJECTED" }, @@ -2303,28 +3051,28 @@ typedef struct _fix_field { }; - static const value_string SettlPriceType_val[] = { + static const value_string SettlPriceType_val[] = { { 1, "FINAL" }, { 2, "THEORETICAL" }, { 0, NULL } }; - static const value_string AssignmentMethod_val[] = { + static const value_string AssignmentMethod_val[] = { + { 'P', "PRO RATA" }, { 'R', "RANDOM" }, - { 'P', "PRORATA" }, { 0, NULL } }; - static const value_string ExerciseMethod_val[] = { + static const value_string ExerciseMethod_val[] = { { 'A', "AUTOMATIC" }, { 'M', "MANUAL" }, { 0, NULL } }; - static const value_string TradeRequestResult_val[] = { + static const value_string TradeRequestResult_val[] = { { 0, "SUCCESSFUL" }, { 1, "INVALID OR UNKNOWN INSTRUMENT" }, { 2, "INVALID TYPE OF TRADE REQUESTED" }, @@ -2332,12 +3080,13 @@ typedef struct _fix_field { { 4, "INVALID TRANSPORT TYPE REQUESTED" }, { 5, "INVALID DESTINATION REQUESTED" }, { 8, "TRADEREQUESTTYPE NOT SUPPORTED" }, - { 9, "UNAUTHORIZED FOR TRADE CAPTURE REPORT REQUEST" }, + { 9, "NOT AUTHORIZED" }, + { 99, "OTHER" }, { 0, NULL } }; - static const value_string TradeRequestStatus_val[] = { + static const value_string TradeRequestStatus_val[] = { { 0, "ACCEPTED" }, { 1, "COMPLETED" }, { 2, "REJECTED" }, @@ -2345,35 +3094,38 @@ typedef struct _fix_field { }; - static const value_string TradeReportRejectReason_val[] = { + static const value_string TradeReportRejectReason_val[] = { { 0, "SUCCESSFUL" }, - { 1, "INVALID PARTY INFORMATION" }, + { 1, "INVALID PARTY ONFORMATION" }, { 2, "UNKNOWN INSTRUMENT" }, { 3, "UNAUTHORIZED TO REPORT TRADES" }, { 4, "INVALID TRADE TYPE" }, + { 99, "OTHER" }, { 0, NULL } }; - static const value_string SideMultiLegReportingType_val[] = { + static const value_string SideMultiLegReportingType_val[] = { { 1, "SINGLE SECURITY" }, - { 2, "INDIVIDUAL LEG OF A MULTI LEG SECURITY" }, - { 3, "MULTI LEG SECURITY" }, + { 2, "INDIVIDUAL LEG OF A MULTILEG SECURITY" }, + { 3, "MULTILEG SECURITY" }, { 0, NULL } }; - static const value_string TrdRegTimestampType_val[] = { + static const value_string TrdRegTimestampType_val[] = { { 1, "EXECUTION TIME" }, { 2, "TIME IN" }, { 3, "TIME OUT" }, { 4, "BROKER RECEIPT" }, { 5, "BROKER EXECUTION" }, + { 6, "DESK RECEIPT" }, + { 7, "SUBMISSION TO CLEARING" }, { 0, NULL } }; - static const value_string ConfirmType_val[] = { + static const value_string ConfirmType_val[] = { { 1, "STATUS" }, { 2, "CONFIRMATION" }, { 3, "CONFIRMATION REQUEST REJECTED" }, @@ -2381,14 +3133,15 @@ typedef struct _fix_field { }; - static const value_string ConfirmRejReason_val[] = { + static const value_string ConfirmRejReason_val[] = { { 1, "MISMATCHED ACCOUNT" }, { 2, "MISSING SETTLEMENT INSTRUCTIONS" }, + { 99, "OTHER" }, { 0, NULL } }; - static const value_string BookingType_val[] = { + static const value_string BookingType_val[] = { { 0, "REGULAR BOOKING" }, { 1, "CFD" }, { 2, "TOTAL RETURN SWAP" }, @@ -2396,7 +3149,7 @@ typedef struct _fix_field { }; - static const value_string AllocSettlInstType_val[] = { + static const value_string AllocSettlInstType_val[] = { { 0, "USE DEFAULT INSTRUCTIONS" }, { 1, "DERIVE FROM PARAMETERS PROVIDED" }, { 2, "FULL DETAILS PROVIDED" }, @@ -2406,14 +3159,14 @@ typedef struct _fix_field { }; - static const value_string DlvyInstType_val[] = { - { 'S', "SECURITIES" }, + static const value_string DlvyInstType_val[] = { { 'C', "CASH" }, + { 'S', "SECURITIES" }, { 0, NULL } }; - static const value_string TerminationType_val[] = { + static const value_string TerminationType_val[] = { { 1, "OVERNIGHT" }, { 2, "TERM" }, { 3, "FLEXIBLE" }, @@ -2422,43 +3175,89 @@ typedef struct _fix_field { }; - static const value_string SettlInstReqRejCode_val[] = { + static const value_string SettlInstReqRejCode_val[] = { { 0, "UNABLE TO PROCESS REQUEST" }, { 1, "UNKNOWN ACCOUNT" }, { 2, "NO MATCHING SETTLEMENT INSTRUCTIONS FOUND" }, + { 99, "OTHER" }, { 0, NULL } }; - static const value_string AllocReportType_val[] = { + static const value_string AllocReportType_val[] = { { 3, "SELLSIDE CALCULATED USING PRELIMINARY" }, { 4, "SELLSIDE CALCULATED WITHOUT PRELIMINARY" }, { 5, "WAREHOUSE RECAP" }, { 8, "REQUEST TO INTERMEDIARY" }, + { 2, "PRELIMINARY REQUEST TO INTERMEDIARY" }, + { 9, "ACCEPT" }, + { 10, "REJECT" }, + { 11, "ACCEPT PENDING" }, + { 12, "COMPLETE" }, + { 14, "REVERSE PENDING" }, { 0, NULL } }; - static const value_string AllocCancReplaceReason_val[] = { + static const value_string AllocCancReplaceReason_val[] = { { 1, "ORIGINAL DETAILS INCOMPLETE INCORRECT" }, { 2, "CHANGE IN UNDERLYING ORDER DETAILS" }, + { 99, "OTHER" }, { 0, NULL } }; - static const value_string AllocAccountType_val[] = { - { 1, "ACCOUNT IS CARRIED ON CUSTOMER SIDE OF BOOKS" }, + static const value_string AllocAccountType_val[] = { + { 1, "ACCOUNT IS CARRIED PN CUSTOMER SIDE OF BOOKS" }, { 2, "ACCOUNT IS CARRIED ON NON CUSTOMER SIDE OF BOOKS" }, { 3, "HOUSE TRADER" }, { 4, "FLOOR TRADER" }, { 6, "ACCOUNT IS CARRIED ON NON CUSTOMER SIDE OF BOOKS AND IS CROSS MARGINED" }, { 7, "ACCOUNT IS HOUSE TRADER AND IS CROSS MARGINED" }, - { 8, "JOINT BACKOFFICE ACCOUNT" }, + { 8, "JOINT BACK OFFICE ACCOUNT" }, { 0, NULL } }; - static const value_string AllocIntermedReqType_val[] = { + static const value_string PartySubIDType_val[] = { + { 1, "FIRM" }, + { 10, "SECURITIES ACCOUNT NUMBER" }, + { 11, "REGISTRATION NUMBER" }, + { 12, "REGISTERED ADDRESS 12" }, + { 13, "REGULATORY STATUS" }, + { 14, "REGISTRATION NAME" }, + { 15, "CASH ACCOUNT NUMBER" }, + { 16, "BIC" }, + { 17, "CSD PARTICIPANT MEMBER CODE" }, + { 18, "REGISTERED ADDRESS 18" }, + { 19, "FUND ACCOUNT NAME" }, + { 2, "PERSON" }, + { 20, "TELEX NUMBER" }, + { 21, "FAX NUMBER" }, + { 22, "SECURITIES ACCOUNT NAME" }, + { 23, "CASH ACCOUNT NAME" }, + { 24, "DEPARTMENT" }, + { 25, "LOCATION DESK" }, + { 26, "POSITION ACCOUNT TYPE" }, + { 3, "SYSTEM" }, + { 4, "APPLICATION" }, + { 5, "FULL LEGAL NAME OF FIRM" }, + { 6, "POSTAL ADDRESS" }, + { 7, "PHONE NUMBER" }, + { 8, "EMAIL ADDRESS" }, + { 9, "CONTACT NAME" }, + { 27, "SECURITY LOCATE ID" }, + { 28, "MARKET MAKER" }, + { 29, "ELIGIBLE COUNTERPARTY" }, + { 30, "PROFESSIONAL CLIENT" }, + { 31, "LOCATION" }, + { 32, "EXECUTION VENUE" }, + { 33, "CURRENCY DELIVERY IDENTIFIER" }, + { 0, NULL } + }; + + + static const value_string AllocIntermedReqType_val[] = { { 1, "PENDING ACCEPT" }, { 2, "PENDING RELEASE" }, { 3, "PENDING REVERSAL" }, @@ -2469,7 +3268,7 @@ typedef struct _fix_field { }; - static const value_string ApplQueueResolution_val[] = { + static const value_string ApplQueueResolution_val[] = { { 0, "NO ACTION TAKEN" }, { 1, "QUEUE FLUSHED" }, { 2, "OVERLAY LAST" }, @@ -2478,7 +3277,7 @@ typedef struct _fix_field { }; - static const value_string ApplQueueAction_val[] = { + static const value_string ApplQueueAction_val[] = { { 0, "NO ACTION TAKEN" }, { 1, "QUEUE FLUSHED" }, { 2, "OVERLAY LAST" }, @@ -2487,32 +3286,37 @@ typedef struct _fix_field { }; - static const value_string AvgPxIndicator_val[] = { + static const value_string AvgPxIndicator_val[] = { { 0, "NO AVERAGE PRICING" }, { 1, "TRADE IS PART OF AN AVERAGE PRICE GROUP IDENTIFIED BY THE TRADELINKID" }, - { 2, "LAST TRADE IN THE AVERAGE PRICE GROUP IDENTIFIED BY THE TRADELINKID" }, + { 2, "LAST TRADE IS THE AVERAGE PRICE GROUP IDENTIFIED BY THE TRADELINKID" }, { 0, NULL } }; - static const value_string TradeAllocIndicator_val[] = { + static const value_string TradeAllocIndicator_val[] = { { 0, "ALLOCATION NOT REQUIRED" }, { 1, "ALLOCATION REQUIRED" }, { 2, "USE ALLOCATION PROVIDED WITH THE TRADE" }, + { 3, "ALLOCATION GIVE UP EXECUTOR" }, + { 4, "ALLOCATION FROM EXECUTOR" }, + { 5, "ALLOCATION TO CLAIM ACCOUNT" }, { 0, NULL } }; - static const value_string ExpirationCycle_val[] = { + static const value_string ExpirationCycle_val[] = { { 0, "EXPIRE ON TRADING SESSION CLOSE" }, { 1, "EXPIRE ON TRADING SESSION OPEN" }, + { 2, "TRADING ELIGIBILITY EXPIRATION SPECIFIED IN THE DATE AND TIME FIELDS EVENTDATE" }, { 0, NULL } }; - static const value_string TrdType_val[] = { + static const value_string TrdType_val[] = { { 0, "REGULAR TRADE" }, - { 1, "BLOCK TRADE" }, + { 1, "BLOCK TRADE 1" }, + { 10, "AFTER HOURS TRADE" }, { 2, "EFP" }, { 3, "TRANSFER" }, { 4, "LATE TRADE" }, @@ -2521,27 +3325,114 @@ typedef struct _fix_field { { 7, "BUNCHED TRADE" }, { 8, "LATE BUNCHED TRADE" }, { 9, "PRIOR REFERENCE PRICE TRADE" }, - { 0, NULL } - }; - - - static const value_string PegMoveType_val[] = { + { 11, "EXCHANGE FOR RISK" }, + { 12, "EXCHANGE FOR SWAP" }, + { 13, "EXCHANGE OF FUTURES FOR" }, + { 14, "EXCHANGE OF OPTIONS FOR OPTIONS" }, + { 15, "TRADING AT SETTLEMENT" }, + { 16, "ALL OR NONE" }, + { 17, "FUTURES LARGE ORDER EXECUTION" }, + { 18, "EXCHANGE OF FUTURES FOR FUTURES" }, + { 19, "OPTION INTERIM TRADE" }, + { 20, "OPTION CABINET TRADE" }, + { 22, "PRIVATELY NEGOTIATED TRADES" }, + { 23, "SUBSTITUTION OF FUTURES FOR FORWARDS" }, + { 24, "ERROR TRADE" }, + { 25, "SPECIAL CUM DIVIDEND" }, + { 26, "SPECIAL EX DIVIDEND" }, + { 27, "SPECIAL CUM COUPON" }, + { 28, "SPECIAL EX COUPON" }, + { 29, "CASH SETTLEMENT" }, + { 30, "SPECIAL PRICE" }, + { 31, "GUARANTEED DELIVERY" }, + { 32, "SPECIAL CUM RIGHTS" }, + { 33, "SPECIAL EX RIGHTS" }, + { 34, "SPECIAL CUM CAPITAL REPAYMENTS" }, + { 35, "SPECIAL EX CAPITAL REPAYMENTS" }, + { 36, "SPECIAL CUM BONUS" }, + { 37, "SPECIAL EX BONUS" }, + { 38, "BLOCK TRADE 38" }, + { 39, "WORKED PRINCIPAL TRADE" }, + { 40, "BLOCK TRADES" }, + { 41, "NAME CHANGE" }, + { 42, "PORTFOLIO TRANSFER" }, + { 43, "PROROGATION BUY" }, + { 44, "PROROGATION SELL" }, + { 45, "OPTION EXERCISE" }, + { 46, "DELTA NEUTRAL TRANSACTION" }, + { 47, "FINANCING TRANSACTION" }, + { 48, "NON STANDARD SETTLEMENT" }, + { 49, "DERIVATIVE RELATED TRANSACTION" }, + { 50, "PORTFOLIO TRADE" }, + { 51, "VOLUME WEIGHTED AVERAGE TRADE" }, + { 52, "EXCHANGE GRANTED TRADE" }, + { 53, "REPURCHASE AGREEMENT" }, + { 54, "OTC" }, + { 55, "EXCHANGE BASIS FACILITY" }, + { 0, NULL } + }; + + + static const value_string TrdSubType_val[] = { + { 0, "CMTA" }, + { 1, "INTERNAL TRANSFER OR ADJUSTMENT" }, + { 2, "EXTERNAL TRANSFER OR TRANSFER OF ACCOUNT" }, + { 3, "REJECT FOR SUBMITTING SIDE" }, + { 4, "ADVISORY FOR CONTRA SIDE" }, + { 5, "OFFSET DUE TO AN ALLOCATION" }, + { 6, "ONSET DUE TO AN ALLOCATION" }, + { 7, "DIFFERENTIAL SPREAD" }, + { 8, "IMPLIED SPREAD LEG EXECUTED AGAINST AN OUTRIGHT" }, + { 9, "TRANSACTION FROM EXERCISE" }, + { 10, "TRANSACTION FROM ASSIGNMENT" }, + { 11, "ACATS" }, + { 14, "AI" }, + { 15, "B" }, + { 16, "K" }, + { 17, "LC" }, + { 18, "M" }, + { 19, "N" }, + { 20, "NM" }, + { 21, "NR" }, + { 22, "P" }, + { 23, "PA" }, + { 24, "PC" }, + { 25, "PN" }, + { 26, "R" }, + { 27, "RO" }, + { 28, "RT" }, + { 29, "SW" }, + { 30, "T" }, + { 31, "WN" }, + { 32, "WT" }, + { 33, "OFF HOURS TRADE" }, + { 34, "ON HOURS TRADE" }, + { 35, "OTC QUOTE" }, + { 36, "CONVERTED SWAP" }, + { 37, "CROSSED TRADE" }, + { 38, "INTERIM PROTECTED TRADE" }, + { 39, "LARGE IN SCALE" }, + { 0, NULL } + }; + + + static const value_string PegMoveType_val[] = { { 0, "FLOATING" }, { 1, "FIXED" }, { 0, NULL } }; - static const value_string PegOffsetType_val[] = { + static const value_string PegOffsetType_val[] = { { 0, "PRICE" }, { 1, "BASIS POINTS" }, { 2, "TICKS" }, - { 3, "PRICE TIER LEVEL" }, + { 3, "PRICE TIER" }, { 0, NULL } }; - static const value_string PegLimitType_val[] = { + static const value_string PegLimitType_val[] = { { 0, "OR BETTER" }, { 1, "STRICT" }, { 2, "OR WORSE" }, @@ -2549,14 +3440,14 @@ typedef struct _fix_field { }; - static const value_string PegRoundDirection_val[] = { + static const value_string PegRoundDirection_val[] = { { 1, "MORE AGGRESSIVE" }, { 2, "MORE PASSIVE" }, { 0, NULL } }; - static const value_string PegScope_val[] = { + static const value_string PegScope_val[] = { { 1, "LOCAL" }, { 2, "NATIONAL" }, { 3, "GLOBAL" }, @@ -2565,23 +3456,23 @@ typedef struct _fix_field { }; - static const value_string DiscretionMoveType_val[] = { + static const value_string DiscretionMoveType_val[] = { { 0, "FLOATING" }, { 1, "FIXED" }, { 0, NULL } }; - static const value_string DiscretionOffsetType_val[] = { + static const value_string DiscretionOffsetType_val[] = { { 0, "PRICE" }, { 1, "BASIS POINTS" }, { 2, "TICKS" }, - { 3, "PRICE TIER LEVEL" }, + { 3, "PRICE TIER" }, { 0, NULL } }; - static const value_string DiscretionLimitType_val[] = { + static const value_string DiscretionLimitType_val[] = { { 0, "OR BETTER" }, { 1, "STRICT" }, { 2, "OR WORSE" }, @@ -2589,14 +3480,14 @@ typedef struct _fix_field { }; - static const value_string DiscretionRoundDirection_val[] = { + static const value_string DiscretionRoundDirection_val[] = { { 1, "MORE AGGRESSIVE" }, { 2, "MORE PASSIVE" }, { 0, NULL } }; - static const value_string DiscretionScope_val[] = { + static const value_string DiscretionScope_val[] = { { 1, "LOCAL" }, { 2, "NATIONAL" }, { 3, "GLOBAL" }, @@ -2605,64 +3496,118 @@ typedef struct _fix_field { }; - static const value_string LastLiquidityInd_val[] = { + static const value_string TargetStrategy_val[] = { + { 1, "VWAP" }, + { 2, "PARTICIPATE" }, + { 3, "MININIZE MARKET IMPACT" }, + { 0, NULL } + }; + + + static const value_string LastLiquidityInd_val[] = { { 1, "ADDED LIQUIDITY" }, { 2, "REMOVED LIQUIDITY" }, { 3, "LIQUIDITY ROUTED OUT" }, + { 4, "AUCTION" }, { 0, NULL } }; - static const value_string ShortSaleReason_val[] = { + static const value_string PublishTrdIndicator_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string ShortSaleReason_val[] = { { 0, "DEALER SOLD SHORT" }, { 1, "DEALER SOLD SHORT EXEMPT" }, { 2, "SELLING CUSTOMER SOLD SHORT" }, { 3, "SELLING CUSTOMER SOLD SHORT EXEMPT" }, - { 4, "QUALIFED SERVICE REPRESENTATIVE OR AUTOMATIC GIVEUP CONTRA SIDE SOLD SHORT" }, + { 4, "QUALIFIED SERVICE REPRESENTATIVE" }, { 5, "QSR OR AGU CONTRA SIDE SOLD SHORT EXEMPT" }, { 0, NULL } }; - static const value_string QtyType_val[] = { + static const value_string QtyType_val[] = { { 0, "UNITS" }, { 1, "CONTRACTS" }, + { 2, "UNITS OF MEASURE PER TIME UNIT" }, { 0, NULL } }; - static const value_string TradeReportType_val[] = { + static const value_string TradeReportType_val[] = { { 0, "SUBMIT" }, - { 1, "ALLEGED" }, + { 1, "ALLEGED 1" }, { 2, "ACCEPT" }, { 3, "DECLINE" }, { 4, "ADDENDUM" }, { 5, "NO WAS" }, { 6, "TRADE REPORT CANCEL" }, - { 7, "LOCKED IN TRADE BREAK" }, + { 7, "7" }, + { 8, "DEFAULTED" }, + { 9, "INVALID CMTA" }, + { 10, "PENDED" }, + { 11, "ALLEGED NEW" }, + { 12, "ALLEGED ADDENDUM" }, + { 13, "ALLEGED NO WAS" }, + { 14, "ALLEGED TRADE REPORT CANCEL" }, + { 15, "ALLEGED 15" }, { 0, NULL } }; - static const value_string AllocNoOrdersType_val[] = { + static const value_string AllocNoOrdersType_val[] = { { 0, "NOT SPECIFIED" }, { 1, "EXPLICIT LIST PROVIDED" }, { 0, NULL } }; - static const value_string EventType_val[] = { + static const value_string EventType_val[] = { { 1, "PUT" }, { 2, "CALL" }, { 3, "TENDER" }, { 4, "SINKING FUND CALL" }, - { 0, NULL } - }; - - - static const value_string InstrAttribType_val[] = { + { 99, "OTHER" }, + { 5, "ACTIVATION" }, + { 6, "INACTIVIATION" }, + { 7, "LAST ELIGIBLE TRADE DATE" }, + { 8, "SWAP START DATE" }, + { 9, "SWAP END DATE" }, + { 11, "SWAP NEXT START DATE" }, + { 10, "SWAP ROLL DATE" }, + { 12, "SWAP NEXT ROLL DATE" }, + { 13, "FIRST DELIVERY DATE" }, + { 14, "LAST DELIVERY DATE" }, + { 15, "INITIAL INVENTORY DUE DATE" }, + { 16, "FINAL INVENTORY DUE DATE" }, + { 17, "FIRST INTENT DATE" }, + { 18, "LAST INTENT DATE" }, + { 19, "POSITION REMOVAL DATE" }, + { 0, NULL } + }; + + + static const value_string InstrAttribType_val[] = { { 1, "FLAT" }, + { 10, "ORIGINAL ISSUE DISCOUNT" }, + { 11, "CALLABLE PUTTABLE" }, + { 12, "ESCROWED TO MATURITY" }, + { 13, "ESCROWED TO REDEMPTION DATE" }, + { 14, "PRE REFUNDED" }, + { 15, "IN DEFAULT" }, + { 16, "UNRATED" }, + { 17, "TAXABLE" }, + { 18, "INDEXED" }, + { 19, "SUBJECT TO ALTERNATIVE MINIMUM TAX" }, { 2, "ZERO COUPON" }, + { 20, "ORIGINAL ISSUE DISCOUNT PRICE SUPPLY PRICE IN THE INSTRATTRIBVALUE" }, + { 21, "CALLABLE BELOW MATURITY VALUE" }, + { 22, "CALLABLE WITHOUT NOTICE BY MAIL TO HOLDER UNLESS REGISTERED" }, { 3, "INTEREST BEARING" }, { 4, "NO PERIODIC PAYMENTS" }, { 5, "VARIABLE RATE" }, @@ -2670,11 +3615,27 @@ typedef struct _fix_field { { 7, "STEPPED COUPON" }, { 8, "COUPON PERIOD" }, { 9, "WHEN AND IF ISSUED" }, + { 99, "TEXT SUPPLY THE TEXT OF THE ATTRIBUTE OR DISCLAIMER IN THE INSTRATTRIBVALUE" }, + { 23, "PRICE TICK RULES FOR SECURITY" }, + { 24, "TRADE TYPE ELIGIBILITY DETAILS FOR SECURITY" }, + { 25, "INSTRUMENT DENOMINATOR" }, + { 26, "INSTRUMENT NUMERATOR" }, + { 27, "INSTRUMENT PRICE PRECISION" }, + { 28, "INSTRUMENT STRIKE PRICE" }, + { 29, "TRADEABLE INDICATOR" }, { 0, NULL } }; - static const value_string MiscFeeBasis_val[] = { + static const value_string CPProgram_val[] = { + { 1, "3" }, + { 2, "4" }, + { 99, "OTHER" }, + { 0, NULL } + }; + + + static const value_string MiscFeeBasis_val[] = { { 0, "ABSOLUTE" }, { 1, "PER UNIT" }, { 2, "PERCENTAGE" }, @@ -2682,7 +3643,14 @@ typedef struct _fix_field { }; - static const value_string CollAsgnReason_val[] = { + static const value_string LastFragment_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string CollAsgnReason_val[] = { { 0, "INITIAL" }, { 1, "SCHEDULED" }, { 2, "TIME WARNING" }, @@ -2695,10 +3663,10 @@ typedef struct _fix_field { }; - static const value_string CollInquiryQualifier_val[] = { - { 0, "TRADEDATE" }, + static const value_string CollInquiryQualifier_val[] = { + { 0, "TRADE DATE" }, { 1, "GC INSTRUMENT" }, - { 2, "COLLATERALINSTRUMENT" }, + { 2, "COLLATERAL INSTRUMENT" }, { 3, "SUBSTITUTION ELIGIBLE" }, { 4, "NOT ASSIGNED" }, { 5, "PARTIALLY ASSIGNED" }, @@ -2708,7 +3676,7 @@ typedef struct _fix_field { }; - static const value_string CollAsgnTransType_val[] = { + static const value_string CollAsgnTransType_val[] = { { 0, "NEW" }, { 1, "REPLACE" }, { 2, "CANCEL" }, @@ -2718,7 +3686,7 @@ typedef struct _fix_field { }; - static const value_string CollAsgnRespType_val[] = { + static const value_string CollAsgnRespType_val[] = { { 0, "RECEIVED" }, { 1, "ACCEPTED" }, { 2, "DECLINED" }, @@ -2727,18 +3695,19 @@ typedef struct _fix_field { }; - static const value_string CollAsgnRejectReason_val[] = { + static const value_string CollAsgnRejectReason_val[] = { { 0, "UNKNOWN DEAL" }, { 1, "UNKNOWN OR INVALID INSTRUMENT" }, { 2, "UNAUTHORIZED TRANSACTION" }, { 3, "INSUFFICIENT COLLATERAL" }, { 4, "INVALID TYPE OF COLLATERAL" }, { 5, "EXCESSIVE SUBSTITUTION" }, + { 99, "OTHER" }, { 0, NULL } }; - static const value_string CollStatus_val[] = { + static const value_string CollStatus_val[] = { { 0, "UNASSIGNED" }, { 1, "PARTIALLY ASSIGNED" }, { 2, "ASSIGNMENT PROPOSED" }, @@ -2748,76 +3717,86 @@ typedef struct _fix_field { }; - static const value_string DeliveryType_val[] = { - { 0, "VERSUS PAYMENT" }, - { 1, "FREE" }, + static const value_string LastRptRequested_val[] = { + { 'N', "NO" }, + { 'Y', "YES" }, + { 0, NULL } + }; + + + static const value_string DeliveryType_val[] = { + { 0, "VERSUS PAYMENT DELIVER" }, + { 1, "FREE DELIVER" }, { 2, "TRI PARTY" }, { 3, "HOLD IN CUSTODY" }, { 0, NULL } }; - static const value_string UserRequestType_val[] = { - { 1, "LOGONUSER" }, - { 2, "LOGOFFUSER" }, - { 3, "CHANGEPASSWORDFORUSER" }, + static const value_string UserRequestType_val[] = { + { 1, "LOG ON USER" }, + { 2, "LOG OFF USER" }, + { 3, "CHANGE PASSWORD FOR USER" }, { 4, "REQUEST INDIVIDUAL USER STATUS" }, { 0, NULL } }; - static const value_string UserStatus_val[] = { + static const value_string UserStatus_val[] = { { 1, "LOGGED IN" }, { 2, "NOT LOGGED IN" }, { 3, "USER NOT RECOGNISED" }, { 4, "PASSWORD INCORRECT" }, { 5, "PASSWORD CHANGED" }, { 6, "OTHER" }, + { 7, "FORCED USER LOGOUT BY EXCHANGE" }, + { 8, "SESSION SHUTDOWN WARNING" }, { 0, NULL } }; - static const value_string StatusValue_val[] = { + static const value_string StatusValue_val[] = { { 1, "CONNECTED" }, - { 2, "NOT CONNECTED DOWN EXPECTED UP" }, - { 3, "NOT CONNECTED DOWN EXPECTED DOWN" }, + { 2, "NOT CONNECTED 2" }, + { 3, "NOT CONNECTED 3" }, { 4, "IN PROCESS" }, { 0, NULL } }; - static const value_string NetworkRequestType_val[] = { + static const value_string NetworkRequestType_val[] = { { 1, "SNAPSHOT" }, { 2, "SUBSCRIBE" }, { 4, "STOP SUBSCRIBING" }, - { 8, "LEVEL OF DETAIL" }, + { 8, "LEVEL OF DETAIL THEN NOCOMPIDS BECOMES REQUIRED" }, { 0, NULL } }; - static const value_string NetworkStatusResponseType_val[] = { + static const value_string NetworkStatusResponseType_val[] = { { 1, "FULL" }, { 2, "INCREMENTAL UPDATE" }, { 0, NULL } }; - static const value_string TrdRptStatus_val[] = { + static const value_string TrdRptStatus_val[] = { { 0, "ACCEPTED" }, { 1, "REJECTED" }, + { 3, "ACCEPTED WITH ERRORS" }, { 0, NULL } }; - static const value_string AffirmStatus_val[] = { + static const value_string AffirmStatus_val[] = { { 1, "RECEIVED" }, - { 2, "CONFIRM REJECTED" }, + { 2, "CONFIRM REJECTED IE NOT AFFIRMED" }, { 3, "AFFIRMED" }, { 0, NULL } }; - static const value_string CollAction_val[] = { + static const value_string CollAction_val[] = { { 0, "RETAIN" }, { 1, "ADD" }, { 2, "REMOVE" }, @@ -2825,7 +3804,7 @@ typedef struct _fix_field { }; - static const value_string CollInquiryStatus_val[] = { + static const value_string CollInquiryStatus_val[] = { { 0, "ACCEPTED" }, { 1, "ACCEPTED WITH WARNINGS" }, { 2, "COMPLETED" }, @@ -2835,7 +3814,7 @@ typedef struct _fix_field { }; - static const value_string CollInquiryResult_val[] = { + static const value_string CollInquiryResult_val[] = { { 0, "SUCCESSFUL" }, { 1, "INVALID OR UNKNOWN INSTRUMENT" }, { 2, "INVALID OR UNKNOWN COLLATERAL TYPE" }, @@ -2851,5734 +3830,10775 @@ typedef struct _fix_field { }; -static fix_field fix_fields[] = { + static const value_string StrategyParameterType_val[] = { + { 1, "INT" }, + { 2, "LENGTH" }, + { 3, "NUMINGROUP" }, + { 4, "SEQNUM" }, + { 5, "TAGNUM" }, + { 6, "FLOAT" }, + { 7, "QTY" }, + { 8, "PRICE" }, + { 9, "PRICEOFFSET" }, + { 10, "AMT" }, + { 11, "PERCENTAGE" }, + { 12, "CHAR" }, + { 13, "BOOLEAN" }, + { 14, "STRING" }, + { 15, "MULTIPLECHARVALUE" }, + { 16, "CURRENCY" }, + { 17, "EXCHANGE" }, + { 18, "MONTHYEAR" }, + { 19, "UTCTIMESTAMP" }, + { 20, "UTCTIMEONLY" }, + { 21, "LOCALMKTDATE" }, + { 22, "UTCDATEONLY" }, + { 23, "DATA" }, + { 24, "MULTIPLESTRINGVALUE" }, + { 25, "COUNTRY" }, + { 26, "LANGUAGE" }, + { 27, "TZTIMEONLY" }, + { 28, "TZTIMESTAMP" }, + { 29, "TENOR" }, + { 0, NULL } + }; - { 1, -1, 0, NULL }, /* Account */ - { 2, -1, 0, NULL }, /* AdvId */ - { 3, -1, 0, NULL }, /* AdvRefID */ - { 4, -1, 2 , AdvSide_val }, - { 5, -1, 1 , AdvTransType_val }, - { 6, -1, 0, NULL }, /* AvgPx */ - { 7, -1, 0, NULL }, /* BeginSeqNo */ - { 8, -1, 0, NULL }, /* BeginString */ - { 9, -1, 0, NULL }, /* BodyLength */ - { 10, -1, 0, NULL }, /* CheckSum */ - { 11, -1, 0, NULL }, /* ClOrdID */ - { 12, -1, 0, NULL }, /* Commission */ - { 13, -1, 2 , CommType_val }, - { 14, -1, 0, NULL }, /* CumQty */ - { 15, -1, 0, NULL }, /* Currency */ - { 16, -1, 0, NULL }, /* EndSeqNo */ - { 17, -1, 0, NULL }, /* ExecID */ - { 18, -1, 2 , ExecInst_val }, - { 19, -1, 0, NULL }, /* ExecRefID */ - { 20, -1, 2 , ExecTransType_val }, - { 21, -1, 2 , HandlInst_val }, - { 22, -1, 1 , SecurityIDSource_val }, - { 23, -1, 0, NULL }, /* IOIid */ - { 24, -1, 0, NULL }, /* IOIOthSvc */ - { 25, -1, 2 , IOIQltyInd_val }, - { 26, -1, 0, NULL }, /* IOIRefID */ - { 27, -1, 0, NULL }, /* IOIQty */ - { 28, -1, 2 , IOITransType_val }, - { 29, -1, 2 , LastCapacity_val }, - { 30, -1, 0, NULL }, /* LastMkt */ - { 31, -1, 0, NULL }, /* LastPx */ - { 32, -1, 0, NULL }, /* LastQty */ - { 33, -1, 0, NULL }, /* LinesOfText */ - { 34, -1, 0, NULL }, /* MsgSeqNum */ - { 35, -1, 1 , MsgType_val }, - { 36, -1, 0, NULL }, /* NewSeqNo */ - { 37, -1, 0, NULL }, /* OrderID */ - { 38, -1, 0, NULL }, /* OrderQty */ - { 39, -1, 2 , OrdStatus_val }, - { 40, -1, 2 , OrdType_val }, - { 41, -1, 0, NULL }, /* OrigClOrdID */ - { 42, -1, 0, NULL }, /* OrigTime */ - { 43, -1, 0, NULL }, /* PossDupFlag */ - { 44, -1, 0, NULL }, /* Price */ - { 45, -1, 0, NULL }, /* RefSeqNum */ - { 46, -1, 0, NULL }, /* RelatdSym */ - { 47, -1, 2 , Rule80A_val }, - { 48, -1, 0, NULL }, /* SecurityID */ - { 49, -1, 0, NULL }, /* SenderCompID */ - { 50, -1, 0, NULL }, /* SenderSubID */ - { 51, -1, 0, NULL }, /* SendingDate */ - { 52, -1, 0, NULL }, /* SendingTime */ - { 53, -1, 0, NULL }, /* Quantity */ - { 54, -1, 2 , Side_val }, - { 55, -1, 0, NULL }, /* Symbol */ - { 56, -1, 0, NULL }, /* TargetCompID */ - { 57, -1, 0, NULL }, /* TargetSubID */ - { 58, -1, 0, NULL }, /* Text */ - { 59, -1, 2 , TimeInForce_val }, - { 60, -1, 0, NULL }, /* TransactTime */ - { 61, -1, 2 , Urgency_val }, - { 62, -1, 0, NULL }, /* ValidUntilTime */ - { 63, -1, 2 , SettlType_val }, - { 64, -1, 0, NULL }, /* SettlDate */ - { 65, -1, 1 , SymbolSfx_val }, - { 66, -1, 0, NULL }, /* ListID */ - { 67, -1, 0, NULL }, /* ListSeqNo */ - { 68, -1, 0, NULL }, /* TotNoOrders */ - { 69, -1, 0, NULL }, /* ListExecInst */ - { 70, -1, 0, NULL }, /* AllocID */ - { 71, -1, 2 , AllocTransType_val }, - { 72, -1, 0, NULL }, /* RefAllocID */ - { 73, -1, 0, NULL }, /* NoOrders */ - { 74, -1, 0, NULL }, /* AvgPxPrecision */ - { 75, -1, 0, NULL }, /* TradeDate */ - { 76, -1, 0, NULL }, /* ExecBroker */ - { 77, -1, 2 , PositionEffect_val }, - { 78, -1, 0, NULL }, /* NoAllocs */ - { 79, -1, 0, NULL }, /* AllocAccount */ - { 80, -1, 0, NULL }, /* AllocQty */ - { 81, -1, 2 , ProcessCode_val }, - { 82, -1, 0, NULL }, /* NoRpts */ - { 83, -1, 0, NULL }, /* RptSeq */ - { 84, -1, 0, NULL }, /* CxlQty */ - { 85, -1, 0, NULL }, /* NoDlvyInst */ - { 86, -1, 0, NULL }, /* DlvyInst */ - { 87, -1, 0 , AllocStatus_val }, - { 88, -1, 0 , AllocRejCode_val }, - { 89, -1, 0, NULL }, /* Signature */ - { 90, -1, 0, NULL }, /* SecureDataLen */ - { 91, -1, 0, NULL }, /* SecureData */ - { 92, -1, 0, NULL }, /* BrokerOfCredit */ - { 93, -1, 0, NULL }, /* SignatureLength */ - { 94, -1, 2 , EmailType_val }, - { 95, -1, 0, NULL }, /* RawDataLength */ - { 96, -1, 0, NULL }, /* RawData */ - { 97, -1, 0, NULL }, /* PossResend */ - { 98, -1, 0 , EncryptMethod_val }, - { 99, -1, 0, NULL }, /* StopPx */ - { 100, -1, 0, NULL }, /* ExDestination */ - { 102, -1, 0 , CxlRejReason_val }, - { 103, -1, 0 , OrdRejReason_val }, - { 104, -1, 2 , IOIQualifier_val }, - { 105, -1, 0, NULL }, /* WaveNo */ - { 106, -1, 0, NULL }, /* Issuer */ - { 107, -1, 0, NULL }, /* SecurityDesc */ - { 108, -1, 0, NULL }, /* HeartBtInt */ - { 109, -1, 0, NULL }, /* ClientID */ - { 110, -1, 0, NULL }, /* MinQty */ - { 111, -1, 0, NULL }, /* MaxFloor */ - { 112, -1, 0, NULL }, /* TestReqID */ - { 113, -1, 0, NULL }, /* ReportToExch */ - { 114, -1, 0, NULL }, /* LocateReqd */ - { 115, -1, 0, NULL }, /* OnBehalfOfCompID */ - { 116, -1, 0, NULL }, /* OnBehalfOfSubID */ - { 117, -1, 0, NULL }, /* QuoteID */ - { 118, -1, 0, NULL }, /* NetMoney */ - { 119, -1, 0, NULL }, /* SettlCurrAmt */ - { 120, -1, 0, NULL }, /* SettlCurrency */ - { 121, -1, 0, NULL }, /* ForexReq */ - { 122, -1, 0, NULL }, /* OrigSendingTime */ - { 123, -1, 0, NULL }, /* GapFillFlag */ - { 124, -1, 0, NULL }, /* NoExecs */ - { 125, -1, 0, NULL }, /* CxlType */ - { 126, -1, 0, NULL }, /* ExpireTime */ - { 127, -1, 2 , DKReason_val }, - { 128, -1, 0, NULL }, /* DeliverToCompID */ - { 129, -1, 0, NULL }, /* DeliverToSubID */ - { 130, -1, 0, NULL }, /* IOINaturalFlag */ - { 131, -1, 0, NULL }, /* QuoteReqID */ - { 132, -1, 0, NULL }, /* BidPx */ - { 133, -1, 0, NULL }, /* OfferPx */ - { 134, -1, 0, NULL }, /* BidSize */ - { 135, -1, 0, NULL }, /* OfferSize */ - { 136, -1, 0, NULL }, /* NoMiscFees */ - { 137, -1, 0, NULL }, /* MiscFeeAmt */ - { 138, -1, 0, NULL }, /* MiscFeeCurr */ - { 139, -1, 2 , MiscFeeType_val }, - { 140, -1, 0, NULL }, /* PrevClosePx */ - { 141, -1, 0, NULL }, /* ResetSeqNumFlag */ - { 142, -1, 0, NULL }, /* SenderLocationID */ - { 143, -1, 0, NULL }, /* TargetLocationID */ - { 144, -1, 0, NULL }, /* OnBehalfOfLocationID */ - { 145, -1, 0, NULL }, /* DeliverToLocationID */ - { 146, -1, 0, NULL }, /* NoRelatedSym */ - { 147, -1, 0, NULL }, /* Subject */ - { 148, -1, 0, NULL }, /* Headline */ - { 149, -1, 0, NULL }, /* URLLink */ - { 150, -1, 2 , ExecType_val }, - { 151, -1, 0, NULL }, /* LeavesQty */ - { 152, -1, 0, NULL }, /* CashOrderQty */ - { 153, -1, 0, NULL }, /* AllocAvgPx */ - { 154, -1, 0, NULL }, /* AllocNetMoney */ - { 155, -1, 0, NULL }, /* SettlCurrFxRate */ - { 156, -1, 2 , SettlCurrFxRateCalc_val }, - { 157, -1, 0, NULL }, /* NumDaysInterest */ - { 158, -1, 0, NULL }, /* AccruedInterestRate */ - { 159, -1, 0, NULL }, /* AccruedInterestAmt */ - { 160, -1, 2 , SettlInstMode_val }, - { 161, -1, 0, NULL }, /* AllocText */ - { 162, -1, 0, NULL }, /* SettlInstID */ - { 163, -1, 2 , SettlInstTransType_val }, - { 164, -1, 0, NULL }, /* EmailThreadID */ - { 165, -1, 2 , SettlInstSource_val }, - { 166, -1, 1 , SettlLocation_val }, - { 167, -1, 1 , SecurityType_val }, - { 168, -1, 0, NULL }, /* EffectiveTime */ - { 169, -1, 0 , StandInstDbType_val }, - { 170, -1, 0, NULL }, /* StandInstDbName */ - { 171, -1, 0, NULL }, /* StandInstDbID */ - { 172, -1, 0 , SettlDeliveryType_val }, - { 173, -1, 0, NULL }, /* SettlDepositoryCode */ - { 174, -1, 0, NULL }, /* SettlBrkrCode */ - { 175, -1, 0, NULL }, /* SettlInstCode */ - { 176, -1, 0, NULL }, /* SecuritySettlAgentName */ - { 177, -1, 0, NULL }, /* SecuritySettlAgentCode */ - { 178, -1, 0, NULL }, /* SecuritySettlAgentAcctNum */ - { 179, -1, 0, NULL }, /* SecuritySettlAgentAcctName */ - { 180, -1, 0, NULL }, /* SecuritySettlAgentContactName */ - { 181, -1, 0, NULL }, /* SecuritySettlAgentContactPhone */ - { 182, -1, 0, NULL }, /* CashSettlAgentName */ - { 183, -1, 0, NULL }, /* CashSettlAgentCode */ - { 184, -1, 0, NULL }, /* CashSettlAgentAcctNum */ - { 185, -1, 0, NULL }, /* CashSettlAgentAcctName */ - { 186, -1, 0, NULL }, /* CashSettlAgentContactName */ - { 187, -1, 0, NULL }, /* CashSettlAgentContactPhone */ - { 188, -1, 0, NULL }, /* BidSpotRate */ - { 189, -1, 0, NULL }, /* BidForwardPoints */ - { 190, -1, 0, NULL }, /* OfferSpotRate */ - { 191, -1, 0, NULL }, /* OfferForwardPoints */ - { 192, -1, 0, NULL }, /* OrderQty2 */ - { 193, -1, 0, NULL }, /* SettlDate2 */ - { 194, -1, 0, NULL }, /* LastSpotRate */ - { 195, -1, 0, NULL }, /* LastForwardPoints */ - { 196, -1, 0, NULL }, /* AllocLinkID */ - { 197, -1, 0 , AllocLinkType_val }, - { 198, -1, 0, NULL }, /* SecondaryOrderID */ - { 199, -1, 0, NULL }, /* NoIOIQualifiers */ - { 200, -1, 0, NULL }, /* MaturityMonthYear */ - { 201, -1, 0 , PutOrCall_val }, - { 202, -1, 0, NULL }, /* StrikePrice */ - { 203, -1, 0 , CoveredOrUncovered_val }, - { 204, -1, 0 , CustomerOrFirm_val }, - { 205, -1, 0, NULL }, /* MaturityDay */ - { 206, -1, 0, NULL }, /* OptAttribute */ - { 207, -1, 0, NULL }, /* SecurityExchange */ - { 208, -1, 0, NULL }, /* NotifyBrokerOfCredit */ - { 209, -1, 0 , AllocHandlInst_val }, - { 210, -1, 0, NULL }, /* MaxShow */ - { 211, -1, 0, NULL }, /* PegOffsetValue */ - { 212, -1, 0, NULL }, /* XmlDataLen */ - { 213, -1, 0, NULL }, /* XmlData */ - { 214, -1, 0, NULL }, /* SettlInstRefID */ - { 215, -1, 0, NULL }, /* NoRoutingIDs */ - { 216, -1, 0 , RoutingType_val }, - { 217, -1, 0, NULL }, /* RoutingID */ - { 218, -1, 0, NULL }, /* Spread */ - { 219, -1, 2 , Benchmark_val }, - { 220, -1, 0, NULL }, /* BenchmarkCurveCurrency */ - { 221, -1, 1 , BenchmarkCurveName_val }, - { 222, -1, 0, NULL }, /* BenchmarkCurvePoint */ - { 223, -1, 0, NULL }, /* CouponRate */ - { 224, -1, 0, NULL }, /* CouponPaymentDate */ - { 225, -1, 0, NULL }, /* IssueDate */ - { 226, -1, 0, NULL }, /* RepurchaseTerm */ - { 227, -1, 0, NULL }, /* RepurchaseRate */ - { 228, -1, 0, NULL }, /* Factor */ - { 229, -1, 0, NULL }, /* TradeOriginationDate */ - { 230, -1, 0, NULL }, /* ExDate */ - { 231, -1, 0, NULL }, /* ContractMultiplier */ - { 232, -1, 0, NULL }, /* NoStipulations */ - { 233, -1, 1 , StipulationType_val }, - { 234, -1, 1 , StipulationValue_val }, - { 235, -1, 1 , YieldType_val }, - { 236, -1, 0, NULL }, /* Yield */ - { 237, -1, 0, NULL }, /* TotalTakedown */ - { 238, -1, 0, NULL }, /* Concession */ - { 239, -1, 0, NULL }, /* RepoCollateralSecurityType */ - { 240, -1, 0, NULL }, /* RedemptionDate */ - { 241, -1, 0, NULL }, /* UnderlyingCouponPaymentDate */ - { 242, -1, 0, NULL }, /* UnderlyingIssueDate */ - { 243, -1, 0, NULL }, /* UnderlyingRepoCollateralSecurityType */ - { 244, -1, 0, NULL }, /* UnderlyingRepurchaseTerm */ - { 245, -1, 0, NULL }, /* UnderlyingRepurchaseRate */ - { 246, -1, 0, NULL }, /* UnderlyingFactor */ - { 247, -1, 0, NULL }, /* UnderlyingRedemptionDate */ - { 248, -1, 0, NULL }, /* LegCouponPaymentDate */ - { 249, -1, 0, NULL }, /* LegIssueDate */ - { 250, -1, 0, NULL }, /* LegRepoCollateralSecurityType */ - { 251, -1, 0, NULL }, /* LegRepurchaseTerm */ - { 252, -1, 0, NULL }, /* LegRepurchaseRate */ - { 253, -1, 0, NULL }, /* LegFactor */ - { 254, -1, 0, NULL }, /* LegRedemptionDate */ - { 255, -1, 0, NULL }, /* CreditRating */ - { 256, -1, 0, NULL }, /* UnderlyingCreditRating */ - { 257, -1, 0, NULL }, /* LegCreditRating */ - { 258, -1, 0, NULL }, /* TradedFlatSwitch */ - { 259, -1, 0, NULL }, /* BasisFeatureDate */ - { 260, -1, 0, NULL }, /* BasisFeaturePrice */ - { 262, -1, 0, NULL }, /* MDReqID */ - { 263, -1, 2 , SubscriptionRequestType_val }, - { 264, -1, 0, NULL }, /* MarketDepth */ - { 265, -1, 0 , MDUpdateType_val }, - { 266, -1, 0, NULL }, /* AggregatedBook */ - { 267, -1, 0, NULL }, /* NoMDEntryTypes */ - { 268, -1, 0, NULL }, /* NoMDEntries */ - { 269, -1, 2 , MDEntryType_val }, - { 270, -1, 0, NULL }, /* MDEntryPx */ - { 271, -1, 0, NULL }, /* MDEntrySize */ - { 272, -1, 0, NULL }, /* MDEntryDate */ - { 273, -1, 0, NULL }, /* MDEntryTime */ - { 274, -1, 2 , TickDirection_val }, - { 275, -1, 0, NULL }, /* MDMkt */ - { 276, -1, 2 , QuoteCondition_val }, - { 277, -1, 2 , TradeCondition_val }, - { 278, -1, 0, NULL }, /* MDEntryID */ - { 279, -1, 2 , MDUpdateAction_val }, - { 280, -1, 0, NULL }, /* MDEntryRefID */ - { 281, -1, 2 , MDReqRejReason_val }, - { 282, -1, 0, NULL }, /* MDEntryOriginator */ - { 283, -1, 0, NULL }, /* LocationID */ - { 284, -1, 0, NULL }, /* DeskID */ - { 285, -1, 2 , DeleteReason_val }, - { 286, -1, 2 , OpenCloseSettlFlag_val }, - { 287, -1, 0, NULL }, /* SellerDays */ - { 288, -1, 0, NULL }, /* MDEntryBuyer */ - { 289, -1, 0, NULL }, /* MDEntrySeller */ - { 290, -1, 0, NULL }, /* MDEntryPositionNo */ - { 291, -1, 2 , FinancialStatus_val }, - { 292, -1, 2 , CorporateAction_val }, - { 293, -1, 0, NULL }, /* DefBidSize */ - { 294, -1, 0, NULL }, /* DefOfferSize */ - { 295, -1, 0, NULL }, /* NoQuoteEntries */ - { 296, -1, 0, NULL }, /* NoQuoteSets */ - { 297, -1, 0 , QuoteStatus_val }, - { 298, -1, 0 , QuoteCancelType_val }, - { 299, -1, 0, NULL }, /* QuoteEntryID */ - { 300, -1, 0 , QuoteRejectReason_val }, - { 301, -1, 0 , QuoteResponseLevel_val }, - { 302, -1, 0, NULL }, /* QuoteSetID */ - { 303, -1, 0 , QuoteRequestType_val }, - { 304, -1, 0, NULL }, /* TotNoQuoteEntries */ - { 305, -1, 0, NULL }, /* UnderlyingSecurityIDSource */ - { 306, -1, 0, NULL }, /* UnderlyingIssuer */ - { 307, -1, 0, NULL }, /* UnderlyingSecurityDesc */ - { 308, -1, 0, NULL }, /* UnderlyingSecurityExchange */ - { 309, -1, 0, NULL }, /* UnderlyingSecurityID */ - { 310, -1, 0, NULL }, /* UnderlyingSecurityType */ - { 311, -1, 0, NULL }, /* UnderlyingSymbol */ - { 312, -1, 0, NULL }, /* UnderlyingSymbolSfx */ - { 313, -1, 0, NULL }, /* UnderlyingMaturityMonthYear */ - { 314, -1, 0, NULL }, /* UnderlyingMaturityDay */ - { 315, -1, 0, NULL }, /* UnderlyingPutOrCall */ - { 316, -1, 0, NULL }, /* UnderlyingStrikePrice */ - { 317, -1, 0, NULL }, /* UnderlyingOptAttribute */ - { 318, -1, 0, NULL }, /* UnderlyingCurrency */ - { 319, -1, 0, NULL }, /* RatioQty */ - { 320, -1, 0, NULL }, /* SecurityReqID */ - { 321, -1, 0 , SecurityRequestType_val }, - { 322, -1, 0, NULL }, /* SecurityResponseID */ - { 323, -1, 0 , SecurityResponseType_val }, - { 324, -1, 0, NULL }, /* SecurityStatusReqID */ - { 325, -1, 0, NULL }, /* UnsolicitedIndicator */ - { 326, -1, 0 , SecurityTradingStatus_val }, - { 327, -1, 2 , HaltReason_val }, - { 328, -1, 0, NULL }, /* InViewOfCommon */ - { 329, -1, 0, NULL }, /* DueToRelated */ - { 330, -1, 0, NULL }, /* BuyVolume */ - { 331, -1, 0, NULL }, /* SellVolume */ - { 332, -1, 0, NULL }, /* HighPx */ - { 333, -1, 0, NULL }, /* LowPx */ - { 334, -1, 0 , Adjustment_val }, - { 335, -1, 0, NULL }, /* TradSesReqID */ - { 336, -1, 0, NULL }, /* TradingSessionID */ - { 337, -1, 0, NULL }, /* ContraTrader */ - { 338, -1, 0 , TradSesMethod_val }, - { 339, -1, 0 , TradSesMode_val }, - { 340, -1, 0 , TradSesStatus_val }, - { 341, -1, 0, NULL }, /* TradSesStartTime */ - { 342, -1, 0, NULL }, /* TradSesOpenTime */ - { 343, -1, 0, NULL }, /* TradSesPreCloseTime */ - { 344, -1, 0, NULL }, /* TradSesCloseTime */ - { 345, -1, 0, NULL }, /* TradSesEndTime */ - { 346, -1, 0, NULL }, /* NumberOfOrders */ - { 347, -1, 1 , MessageEncoding_val }, - { 348, -1, 0, NULL }, /* EncodedIssuerLen */ - { 349, -1, 0, NULL }, /* EncodedIssuer */ - { 350, -1, 0, NULL }, /* EncodedSecurityDescLen */ - { 351, -1, 0, NULL }, /* EncodedSecurityDesc */ - { 352, -1, 0, NULL }, /* EncodedListExecInstLen */ - { 353, -1, 0, NULL }, /* EncodedListExecInst */ - { 354, -1, 0, NULL }, /* EncodedTextLen */ - { 355, -1, 0, NULL }, /* EncodedText */ - { 356, -1, 0, NULL }, /* EncodedSubjectLen */ - { 357, -1, 0, NULL }, /* EncodedSubject */ - { 358, -1, 0, NULL }, /* EncodedHeadlineLen */ - { 359, -1, 0, NULL }, /* EncodedHeadline */ - { 360, -1, 0, NULL }, /* EncodedAllocTextLen */ - { 361, -1, 0, NULL }, /* EncodedAllocText */ - { 362, -1, 0, NULL }, /* EncodedUnderlyingIssuerLen */ - { 363, -1, 0, NULL }, /* EncodedUnderlyingIssuer */ - { 364, -1, 0, NULL }, /* EncodedUnderlyingSecurityDescLen */ - { 365, -1, 0, NULL }, /* EncodedUnderlyingSecurityDesc */ - { 366, -1, 0, NULL }, /* AllocPrice */ - { 367, -1, 0, NULL }, /* QuoteSetValidUntilTime */ - { 368, -1, 0 , QuoteEntryRejectReason_val }, - { 369, -1, 0, NULL }, /* LastMsgSeqNumProcessed */ - { 370, -1, 0, NULL }, /* OnBehalfOfSendingTime */ - { 371, -1, 0, NULL }, /* RefTagID */ - { 372, -1, 0, NULL }, /* RefMsgType */ - { 373, -1, 0 , SessionRejectReason_val }, - { 374, -1, 2 , BidRequestTransType_val }, - { 375, -1, 0, NULL }, /* ContraBroker */ - { 376, -1, 0, NULL }, /* ComplianceID */ - { 377, -1, 0, NULL }, /* SolicitedFlag */ - { 378, -1, 0 , ExecRestatementReason_val }, - { 379, -1, 0, NULL }, /* BusinessRejectRefID */ - { 380, -1, 0 , BusinessRejectReason_val }, - { 381, -1, 0, NULL }, /* GrossTradeAmt */ - { 382, -1, 0, NULL }, /* NoContraBrokers */ - { 383, -1, 0, NULL }, /* MaxMessageSize */ - { 384, -1, 0, NULL }, /* NoMsgTypes */ - { 385, -1, 2 , MsgDirection_val }, - { 386, -1, 0, NULL }, /* NoTradingSessions */ - { 387, -1, 0, NULL }, /* TotalVolumeTraded */ - { 388, -1, 2 , DiscretionInst_val }, - { 389, -1, 0, NULL }, /* DiscretionOffsetValue */ - { 390, -1, 0, NULL }, /* BidID */ - { 391, -1, 0, NULL }, /* ClientBidID */ - { 392, -1, 0, NULL }, /* ListName */ - { 393, -1, 0, NULL }, /* TotNoRelatedSym */ - { 394, -1, 0 , BidType_val }, - { 395, -1, 0, NULL }, /* NumTickets */ - { 396, -1, 0, NULL }, /* SideValue1 */ - { 397, -1, 0, NULL }, /* SideValue2 */ - { 398, -1, 0, NULL }, /* NoBidDescriptors */ - { 399, -1, 0 , BidDescriptorType_val }, - { 400, -1, 0, NULL }, /* BidDescriptor */ - { 401, -1, 0 , SideValueInd_val }, - { 402, -1, 0, NULL }, /* LiquidityPctLow */ - { 403, -1, 0, NULL }, /* LiquidityPctHigh */ - { 404, -1, 0, NULL }, /* LiquidityValue */ - { 405, -1, 0, NULL }, /* EFPTrackingError */ - { 406, -1, 0, NULL }, /* FairValue */ - { 407, -1, 0, NULL }, /* OutsideIndexPct */ - { 408, -1, 0, NULL }, /* ValueOfFutures */ - { 409, -1, 0 , LiquidityIndType_val }, - { 410, -1, 0, NULL }, /* WtAverageLiquidity */ - { 411, -1, 0, NULL }, /* ExchangeForPhysical */ - { 412, -1, 0, NULL }, /* OutMainCntryUIndex */ - { 413, -1, 0, NULL }, /* CrossPercent */ - { 414, -1, 0 , ProgRptReqs_val }, - { 415, -1, 0, NULL }, /* ProgPeriodInterval */ - { 416, -1, 0 , IncTaxInd_val }, - { 417, -1, 0, NULL }, /* NumBidders */ - { 418, -1, 2 , BidTradeType_val }, - { 419, -1, 2 , BasisPxType_val }, - { 420, -1, 0, NULL }, /* NoBidComponents */ - { 421, -1, 0, NULL }, /* Country */ - { 422, -1, 0, NULL }, /* TotNoStrikes */ - { 423, -1, 0 , PriceType_val }, - { 424, -1, 0, NULL }, /* DayOrderQty */ - { 425, -1, 0, NULL }, /* DayCumQty */ - { 426, -1, 0, NULL }, /* DayAvgPx */ - { 427, -1, 0 , GTBookingInst_val }, - { 428, -1, 0, NULL }, /* NoStrikes */ - { 429, -1, 0 , ListStatusType_val }, - { 430, -1, 0 , NetGrossInd_val }, - { 431, -1, 0 , ListOrderStatus_val }, - { 432, -1, 0, NULL }, /* ExpireDate */ - { 433, -1, 2 , ListExecInstType_val }, - { 434, -1, 2 , CxlRejResponseTo_val }, - { 435, -1, 0, NULL }, /* UnderlyingCouponRate */ - { 436, -1, 0, NULL }, /* UnderlyingContractMultiplier */ - { 437, -1, 0, NULL }, /* ContraTradeQty */ - { 438, -1, 0, NULL }, /* ContraTradeTime */ - { 439, -1, 0, NULL }, /* ClearingFirm */ - { 440, -1, 0, NULL }, /* ClearingAccount */ - { 441, -1, 0, NULL }, /* LiquidityNumSecurities */ - { 442, -1, 2 , MultiLegReportingType_val }, - { 443, -1, 0, NULL }, /* StrikeTime */ - { 444, -1, 0, NULL }, /* ListStatusText */ - { 445, -1, 0, NULL }, /* EncodedListStatusTextLen */ - { 446, -1, 0, NULL }, /* EncodedListStatusText */ - { 447, -1, 2 , PartyIDSource_val }, - { 448, -1, 0, NULL }, /* PartyID */ - { 449, -1, 0, NULL }, /* TotalVolumeTradedDate */ - { 450, -1, 0, NULL }, /* TotalVolumeTradedTime */ - { 451, -1, 0, NULL }, /* NetChgPrevDay */ - { 452, -1, 0 , PartyRole_val }, - { 453, -1, 0, NULL }, /* NoPartyIDs */ - { 454, -1, 0, NULL }, /* NoSecurityAltID */ - { 455, -1, 0, NULL }, /* SecurityAltID */ - { 456, -1, 0, NULL }, /* SecurityAltIDSource */ - { 457, -1, 0, NULL }, /* NoUnderlyingSecurityAltID */ - { 458, -1, 0, NULL }, /* UnderlyingSecurityAltID */ - { 459, -1, 0, NULL }, /* UnderlyingSecurityAltIDSource */ - { 460, -1, 0 , Product_val }, - { 461, -1, 0, NULL }, /* CFICode */ - { 462, -1, 0, NULL }, /* UnderlyingProduct */ - { 463, -1, 0, NULL }, /* UnderlyingCFICode */ - { 464, -1, 0, NULL }, /* TestMessageIndicator */ - { 465, -1, 0 , QuantityType_val }, - { 466, -1, 0, NULL }, /* BookingRefID */ - { 467, -1, 0, NULL }, /* IndividualAllocID */ - { 468, -1, 2 , RoundingDirection_val }, - { 469, -1, 0, NULL }, /* RoundingModulus */ - { 470, -1, 0, NULL }, /* CountryOfIssue */ - { 471, -1, 0, NULL }, /* StateOrProvinceOfIssue */ - { 472, -1, 0, NULL }, /* LocaleOfIssue */ - { 473, -1, 0, NULL }, /* NoRegistDtls */ - { 474, -1, 0, NULL }, /* MailingDtls */ - { 475, -1, 0, NULL }, /* InvestorCountryOfResidence */ - { 476, -1, 0, NULL }, /* PaymentRef */ - { 477, -1, 0 , DistribPaymentMethod_val }, - { 478, -1, 0, NULL }, /* CashDistribCurr */ - { 479, -1, 0, NULL }, /* CommCurrency */ - { 480, -1, 2 , CancellationRights_val }, - { 481, -1, 2 , MoneyLaunderingStatus_val }, - { 482, -1, 0, NULL }, /* MailingInst */ - { 483, -1, 0, NULL }, /* TransBkdTime */ - { 484, -1, 2 , ExecPriceType_val }, - { 485, -1, 0, NULL }, /* ExecPriceAdjustment */ - { 486, -1, 0, NULL }, /* DateOfBirth */ - { 487, -1, 0 , TradeReportTransType_val }, - { 488, -1, 0, NULL }, /* CardHolderName */ - { 489, -1, 0, NULL }, /* CardNumber */ - { 490, -1, 0, NULL }, /* CardExpDate */ - { 491, -1, 0, NULL }, /* CardIssNum */ - { 492, -1, 0 , PaymentMethod_val }, - { 493, -1, 0, NULL }, /* RegistAcctType */ - { 494, -1, 0, NULL }, /* Designation */ - { 495, -1, 0 , TaxAdvantageType_val }, - { 496, -1, 0, NULL }, /* RegistRejReasonText */ - { 497, -1, 2 , FundRenewWaiv_val }, - { 498, -1, 0, NULL }, /* CashDistribAgentName */ - { 499, -1, 0, NULL }, /* CashDistribAgentCode */ - { 500, -1, 0, NULL }, /* CashDistribAgentAcctNumber */ - { 501, -1, 0, NULL }, /* CashDistribPayRef */ - { 502, -1, 0, NULL }, /* CashDistribAgentAcctName */ - { 503, -1, 0, NULL }, /* CardStartDate */ - { 504, -1, 0, NULL }, /* PaymentDate */ - { 505, -1, 0, NULL }, /* PaymentRemitterID */ - { 506, -1, 2 , RegistStatus_val }, - { 507, -1, 0 , RegistRejReasonCode_val }, - { 508, -1, 0, NULL }, /* RegistRefID */ - { 509, -1, 0, NULL }, /* RegistDtls */ - { 510, -1, 0, NULL }, /* NoDistribInsts */ - { 511, -1, 0, NULL }, /* RegistEmail */ - { 512, -1, 0, NULL }, /* DistribPercentage */ - { 513, -1, 0, NULL }, /* RegistID */ - { 514, -1, 2 , RegistTransType_val }, - { 515, -1, 0, NULL }, /* ExecValuationPoint */ - { 516, -1, 0, NULL }, /* OrderPercent */ - { 517, -1, 2 , OwnershipType_val }, - { 518, -1, 0, NULL }, /* NoContAmts */ - { 519, -1, 0 , ContAmtType_val }, - { 520, -1, 0, NULL }, /* ContAmtValue */ - { 521, -1, 0, NULL }, /* ContAmtCurr */ - { 522, -1, 0 , OwnerType_val }, - { 523, -1, 0, NULL }, /* PartySubID */ - { 524, -1, 0, NULL }, /* NestedPartyID */ - { 525, -1, 0, NULL }, /* NestedPartyIDSource */ - { 526, -1, 0, NULL }, /* SecondaryClOrdID */ - { 527, -1, 0, NULL }, /* SecondaryExecID */ - { 528, -1, 2 , OrderCapacity_val }, - { 529, -1, 2 , OrderRestrictions_val }, - { 530, -1, 2 , MassCancelRequestType_val }, - { 531, -1, 2 , MassCancelResponse_val }, - { 532, -1, 2 , MassCancelRejectReason_val }, - { 533, -1, 0, NULL }, /* TotalAffectedOrders */ - { 534, -1, 0, NULL }, /* NoAffectedOrders */ - { 535, -1, 0, NULL }, /* AffectedOrderID */ - { 536, -1, 0, NULL }, /* AffectedSecondaryOrderID */ - { 537, -1, 0 , QuoteType_val }, - { 538, -1, 0, NULL }, /* NestedPartyRole */ - { 539, -1, 0, NULL }, /* NoNestedPartyIDs */ - { 540, -1, 0, NULL }, /* TotalAccruedInterestAmt */ - { 541, -1, 0, NULL }, /* MaturityDate */ - { 542, -1, 0, NULL }, /* UnderlyingMaturityDate */ - { 543, -1, 0, NULL }, /* InstrRegistry */ - { 544, -1, 2 , CashMargin_val }, - { 545, -1, 0, NULL }, /* NestedPartySubID */ - { 546, -1, 2 , Scope_val }, - { 547, -1, 0, NULL }, /* MDImplicitDelete */ - { 548, -1, 0, NULL }, /* CrossID */ - { 549, -1, 0 , CrossType_val }, - { 550, -1, 0 , CrossPrioritization_val }, - { 551, -1, 0, NULL }, /* OrigCrossID */ - { 552, -1, 2 , NoSides_val }, - { 553, -1, 0, NULL }, /* Username */ - { 554, -1, 0, NULL }, /* Password */ - { 555, -1, 0, NULL }, /* NoLegs */ - { 556, -1, 0, NULL }, /* LegCurrency */ - { 557, -1, 0, NULL }, /* TotNoSecurityTypes */ - { 558, -1, 0, NULL }, /* NoSecurityTypes */ - { 559, -1, 0 , SecurityListRequestType_val }, - { 560, -1, 0 , SecurityRequestResult_val }, - { 561, -1, 0, NULL }, /* RoundLot */ - { 562, -1, 0, NULL }, /* MinTradeVol */ - { 563, -1, 0 , MultiLegRptTypeReq_val }, - { 564, -1, 0, NULL }, /* LegPositionEffect */ - { 565, -1, 0, NULL }, /* LegCoveredOrUncovered */ - { 566, -1, 0, NULL }, /* LegPrice */ - { 567, -1, 0 , TradSesStatusRejReason_val }, - { 568, -1, 0, NULL }, /* TradeRequestID */ - { 569, -1, 0 , TradeRequestType_val }, - { 570, -1, 0, NULL }, /* PreviouslyReported */ - { 571, -1, 0, NULL }, /* TradeReportID */ - { 572, -1, 0, NULL }, /* TradeReportRefID */ - { 573, -1, 2 , MatchStatus_val }, - { 574, -1, 0, NULL }, /* MatchType */ - { 575, -1, 0, NULL }, /* OddLot */ - { 576, -1, 0, NULL }, /* NoClearingInstructions */ - { 577, -1, 0 , ClearingInstruction_val }, - { 578, -1, 0, NULL }, /* TradeInputSource */ - { 579, -1, 0, NULL }, /* TradeInputDevice */ - { 580, -1, 0, NULL }, /* NoDates */ - { 581, -1, 0 , AccountType_val }, - { 582, -1, 0 , CustOrderCapacity_val }, - { 583, -1, 0, NULL }, /* ClOrdLinkID */ - { 584, -1, 0, NULL }, /* MassStatusReqID */ - { 585, -1, 0 , MassStatusReqType_val }, - { 586, -1, 0, NULL }, /* OrigOrdModTime */ - { 587, -1, 0, NULL }, /* LegSettlType */ - { 588, -1, 0, NULL }, /* LegSettlDate */ - { 589, -1, 2 , DayBookingInst_val }, - { 590, -1, 2 , BookingUnit_val }, - { 591, -1, 2 , PreallocMethod_val }, - { 592, -1, 0, NULL }, /* UnderlyingCountryOfIssue */ - { 593, -1, 0, NULL }, /* UnderlyingStateOrProvinceOfIssue */ - { 594, -1, 0, NULL }, /* UnderlyingLocaleOfIssue */ - { 595, -1, 0, NULL }, /* UnderlyingInstrRegistry */ - { 596, -1, 0, NULL }, /* LegCountryOfIssue */ - { 597, -1, 0, NULL }, /* LegStateOrProvinceOfIssue */ - { 598, -1, 0, NULL }, /* LegLocaleOfIssue */ - { 599, -1, 0, NULL }, /* LegInstrRegistry */ - { 600, -1, 0, NULL }, /* LegSymbol */ - { 601, -1, 0, NULL }, /* LegSymbolSfx */ - { 602, -1, 0, NULL }, /* LegSecurityID */ - { 603, -1, 0, NULL }, /* LegSecurityIDSource */ - { 604, -1, 0, NULL }, /* NoLegSecurityAltID */ - { 605, -1, 0, NULL }, /* LegSecurityAltID */ - { 606, -1, 0, NULL }, /* LegSecurityAltIDSource */ - { 607, -1, 0, NULL }, /* LegProduct */ - { 608, -1, 0, NULL }, /* LegCFICode */ - { 609, -1, 0, NULL }, /* LegSecurityType */ - { 610, -1, 0, NULL }, /* LegMaturityMonthYear */ - { 611, -1, 0, NULL }, /* LegMaturityDate */ - { 612, -1, 0, NULL }, /* LegStrikePrice */ - { 613, -1, 0, NULL }, /* LegOptAttribute */ - { 614, -1, 0, NULL }, /* LegContractMultiplier */ - { 615, -1, 0, NULL }, /* LegCouponRate */ - { 616, -1, 0, NULL }, /* LegSecurityExchange */ - { 617, -1, 0, NULL }, /* LegIssuer */ - { 618, -1, 0, NULL }, /* EncodedLegIssuerLen */ - { 619, -1, 0, NULL }, /* EncodedLegIssuer */ - { 620, -1, 0, NULL }, /* LegSecurityDesc */ - { 621, -1, 0, NULL }, /* EncodedLegSecurityDescLen */ - { 622, -1, 0, NULL }, /* EncodedLegSecurityDesc */ - { 623, -1, 0, NULL }, /* LegRatioQty */ - { 624, -1, 0, NULL }, /* LegSide */ - { 625, -1, 0, NULL }, /* TradingSessionSubID */ - { 626, -1, 0 , AllocType_val }, - { 627, -1, 0, NULL }, /* NoHops */ - { 628, -1, 0, NULL }, /* HopCompID */ - { 629, -1, 0, NULL }, /* HopSendingTime */ - { 630, -1, 0, NULL }, /* HopRefID */ - { 631, -1, 0, NULL }, /* MidPx */ - { 632, -1, 0, NULL }, /* BidYield */ - { 633, -1, 0, NULL }, /* MidYield */ - { 634, -1, 0, NULL }, /* OfferYield */ - { 635, -1, 1 , ClearingFeeIndicator_val }, - { 636, -1, 0, NULL }, /* WorkingIndicator */ - { 637, -1, 0, NULL }, /* LegLastPx */ - { 638, -1, 0 , PriorityIndicator_val }, - { 639, -1, 0, NULL }, /* PriceImprovement */ - { 640, -1, 0, NULL }, /* Price2 */ - { 641, -1, 0, NULL }, /* LastForwardPoints2 */ - { 642, -1, 0, NULL }, /* BidForwardPoints2 */ - { 643, -1, 0, NULL }, /* OfferForwardPoints2 */ - { 644, -1, 0, NULL }, /* RFQReqID */ - { 645, -1, 0, NULL }, /* MktBidPx */ - { 646, -1, 0, NULL }, /* MktOfferPx */ - { 647, -1, 0, NULL }, /* MinBidSize */ - { 648, -1, 0, NULL }, /* MinOfferSize */ - { 649, -1, 0, NULL }, /* QuoteStatusReqID */ - { 650, -1, 0, NULL }, /* LegalConfirm */ - { 651, -1, 0, NULL }, /* UnderlyingLastPx */ - { 652, -1, 0, NULL }, /* UnderlyingLastQty */ - { 653, -1, 0 , SecDefStatus_val }, - { 654, -1, 0, NULL }, /* LegRefID */ - { 655, -1, 0, NULL }, /* ContraLegRefID */ - { 656, -1, 0, NULL }, /* SettlCurrBidFxRate */ - { 657, -1, 0, NULL }, /* SettlCurrOfferFxRate */ - { 658, -1, 0 , QuoteRequestRejectReason_val }, - { 659, -1, 0, NULL }, /* SideComplianceID */ - { 660, -1, 0 , AcctIDSource_val }, - { 661, -1, 0, NULL }, /* AllocAcctIDSource */ - { 662, -1, 0, NULL }, /* BenchmarkPrice */ - { 663, -1, 0, NULL }, /* BenchmarkPriceType */ - { 664, -1, 0, NULL }, /* ConfirmID */ - { 665, -1, 0 , ConfirmStatus_val }, - { 666, -1, 0 , ConfirmTransType_val }, - { 667, -1, 0, NULL }, /* ContractSettlMonth */ - { 668, -1, 0 , DeliveryForm_val }, - { 669, -1, 0, NULL }, /* LastParPx */ - { 670, -1, 0, NULL }, /* NoLegAllocs */ - { 671, -1, 0, NULL }, /* LegAllocAccount */ - { 672, -1, 0, NULL }, /* LegIndividualAllocID */ - { 673, -1, 0, NULL }, /* LegAllocQty */ - { 674, -1, 0, NULL }, /* LegAllocAcctIDSource */ - { 675, -1, 0, NULL }, /* LegSettlCurrency */ - { 676, -1, 0, NULL }, /* LegBenchmarkCurveCurrency */ - { 677, -1, 0, NULL }, /* LegBenchmarkCurveName */ - { 678, -1, 0, NULL }, /* LegBenchmarkCurvePoint */ - { 679, -1, 0, NULL }, /* LegBenchmarkPrice */ - { 680, -1, 0, NULL }, /* LegBenchmarkPriceType */ - { 681, -1, 0, NULL }, /* LegBidPx */ - { 682, -1, 0, NULL }, /* LegIOIQty */ - { 683, -1, 0, NULL }, /* NoLegStipulations */ - { 684, -1, 0, NULL }, /* LegOfferPx */ - { 685, -1, 0, NULL }, /* LegOrderQty */ - { 686, -1, 0, NULL }, /* LegPriceType */ - { 687, -1, 0, NULL }, /* LegQty */ - { 688, -1, 0, NULL }, /* LegStipulationType */ - { 689, -1, 0, NULL }, /* LegStipulationValue */ - { 690, -1, 0 , LegSwapType_val }, - { 691, -1, 0, NULL }, /* Pool */ - { 692, -1, 0 , QuotePriceType_val }, - { 693, -1, 0, NULL }, /* QuoteRespID */ - { 694, -1, 0 , QuoteRespType_val }, - { 695, -1, 0, NULL }, /* QuoteQualifier */ - { 696, -1, 0, NULL }, /* YieldRedemptionDate */ - { 697, -1, 0, NULL }, /* YieldRedemptionPrice */ - { 698, -1, 0, NULL }, /* YieldRedemptionPriceType */ - { 699, -1, 0, NULL }, /* BenchmarkSecurityID */ - { 700, -1, 0, NULL }, /* ReversalIndicator */ - { 701, -1, 0, NULL }, /* YieldCalcDate */ - { 702, -1, 0, NULL }, /* NoPositions */ - { 703, -1, 1 , PosType_val }, - { 704, -1, 0, NULL }, /* LongQty */ - { 705, -1, 0, NULL }, /* ShortQty */ - { 706, -1, 0 , PosQtyStatus_val }, - { 707, -1, 1 , PosAmtType_val }, - { 708, -1, 0, NULL }, /* PosAmt */ - { 709, -1, 0 , PosTransType_val }, - { 710, -1, 0, NULL }, /* PosReqID */ - { 711, -1, 0, NULL }, /* NoUnderlyings */ - { 712, -1, 0 , PosMaintAction_val }, - { 713, -1, 0, NULL }, /* OrigPosReqRefID */ - { 714, -1, 0, NULL }, /* PosMaintRptRefID */ - { 715, -1, 0, NULL }, /* ClearingBusinessDate */ - { 716, -1, 0, NULL }, /* SettlSessID */ - { 717, -1, 0, NULL }, /* SettlSessSubID */ - { 718, -1, 0 , AdjustmentType_val }, - { 719, -1, 0, NULL }, /* ContraryInstructionIndicator */ - { 720, -1, 0, NULL }, /* PriorSpreadIndicator */ - { 721, -1, 0, NULL }, /* PosMaintRptID */ - { 722, -1, 0 , PosMaintStatus_val }, - { 723, -1, 0 , PosMaintResult_val }, - { 724, -1, 0 , PosReqType_val }, - { 725, -1, 0 , ResponseTransportType_val }, - { 726, -1, 0, NULL }, /* ResponseDestination */ - { 727, -1, 0, NULL }, /* TotalNumPosReports */ - { 728, -1, 0 , PosReqResult_val }, - { 729, -1, 0 , PosReqStatus_val }, - { 730, -1, 0, NULL }, /* SettlPrice */ - { 731, -1, 0 , SettlPriceType_val }, - { 732, -1, 0, NULL }, /* UnderlyingSettlPrice */ - { 733, -1, 0, NULL }, /* UnderlyingSettlPriceType */ - { 734, -1, 0, NULL }, /* PriorSettlPrice */ - { 735, -1, 0, NULL }, /* NoQuoteQualifiers */ - { 736, -1, 0, NULL }, /* AllocSettlCurrency */ - { 737, -1, 0, NULL }, /* AllocSettlCurrAmt */ - { 738, -1, 0, NULL }, /* InterestAtMaturity */ - { 739, -1, 0, NULL }, /* LegDatedDate */ - { 740, -1, 0, NULL }, /* LegPool */ - { 741, -1, 0, NULL }, /* AllocInterestAtMaturity */ - { 742, -1, 0, NULL }, /* AllocAccruedInterestAmt */ - { 743, -1, 0, NULL }, /* DeliveryDate */ - { 744, -1, 2 , AssignmentMethod_val }, - { 745, -1, 0, NULL }, /* AssignmentUnit */ - { 746, -1, 0, NULL }, /* OpenInterest */ - { 747, -1, 2 , ExerciseMethod_val }, - { 748, -1, 0, NULL }, /* TotNumTradeReports */ - { 749, -1, 0 , TradeRequestResult_val }, - { 750, -1, 0 , TradeRequestStatus_val }, - { 751, -1, 0 , TradeReportRejectReason_val }, - { 752, -1, 0 , SideMultiLegReportingType_val }, - { 753, -1, 0, NULL }, /* NoPosAmt */ - { 754, -1, 0, NULL }, /* AutoAcceptIndicator */ - { 755, -1, 0, NULL }, /* AllocReportID */ - { 756, -1, 0, NULL }, /* NoNested2PartyIDs */ - { 757, -1, 0, NULL }, /* Nested2PartyID */ - { 758, -1, 0, NULL }, /* Nested2PartyIDSource */ - { 759, -1, 0, NULL }, /* Nested2PartyRole */ - { 760, -1, 0, NULL }, /* Nested2PartySubID */ - { 761, -1, 0, NULL }, /* BenchmarkSecurityIDSource */ - { 762, -1, 0, NULL }, /* SecuritySubType */ - { 763, -1, 0, NULL }, /* UnderlyingSecuritySubType */ - { 764, -1, 0, NULL }, /* LegSecuritySubType */ - { 765, -1, 0, NULL }, /* AllowableOneSidednessPct */ - { 766, -1, 0, NULL }, /* AllowableOneSidednessValue */ - { 767, -1, 0, NULL }, /* AllowableOneSidednessCurr */ - { 768, -1, 0, NULL }, /* NoTrdRegTimestamps */ - { 769, -1, 0, NULL }, /* TrdRegTimestamp */ - { 770, -1, 0 , TrdRegTimestampType_val }, - { 771, -1, 0, NULL }, /* TrdRegTimestampOrigin */ - { 772, -1, 0, NULL }, /* ConfirmRefID */ - { 773, -1, 0 , ConfirmType_val }, - { 774, -1, 0 , ConfirmRejReason_val }, - { 775, -1, 0 , BookingType_val }, - { 776, -1, 0, NULL }, /* IndividualAllocRejCode */ - { 777, -1, 0, NULL }, /* SettlInstMsgID */ - { 778, -1, 0, NULL }, /* NoSettlInst */ - { 779, -1, 0, NULL }, /* LastUpdateTime */ - { 780, -1, 0 , AllocSettlInstType_val }, - { 781, -1, 0, NULL }, /* NoSettlPartyIDs */ - { 782, -1, 0, NULL }, /* SettlPartyID */ - { 783, -1, 0, NULL }, /* SettlPartyIDSource */ - { 784, -1, 0, NULL }, /* SettlPartyRole */ - { 785, -1, 0, NULL }, /* SettlPartySubID */ - { 786, -1, 0, NULL }, /* SettlPartySubIDType */ - { 787, -1, 2 , DlvyInstType_val }, - { 788, -1, 0 , TerminationType_val }, - { 789, -1, 0, NULL }, /* NextExpectedMsgSeqNum */ - { 790, -1, 0, NULL }, /* OrdStatusReqID */ - { 791, -1, 0, NULL }, /* SettlInstReqID */ - { 792, -1, 0 , SettlInstReqRejCode_val }, - { 793, -1, 0, NULL }, /* SecondaryAllocID */ - { 794, -1, 0 , AllocReportType_val }, - { 795, -1, 0, NULL }, /* AllocReportRefID */ - { 796, -1, 0 , AllocCancReplaceReason_val }, - { 797, -1, 0, NULL }, /* CopyMsgIndicator */ - { 798, -1, 0 , AllocAccountType_val }, - { 799, -1, 0, NULL }, /* OrderAvgPx */ - { 800, -1, 0, NULL }, /* OrderBookingQty */ - { 801, -1, 0, NULL }, /* NoSettlPartySubIDs */ - { 802, -1, 0, NULL }, /* NoPartySubIDs */ - { 803, -1, 0, NULL }, /* PartySubIDType */ - { 804, -1, 0, NULL }, /* NoNestedPartySubIDs */ - { 805, -1, 0, NULL }, /* NestedPartySubIDType */ - { 806, -1, 0, NULL }, /* NoNested2PartySubIDs */ - { 807, -1, 0, NULL }, /* Nested2PartySubIDType */ - { 808, -1, 0 , AllocIntermedReqType_val }, - { 810, -1, 0, NULL }, /* UnderlyingPx */ - { 811, -1, 0, NULL }, /* PriceDelta */ - { 812, -1, 0, NULL }, /* ApplQueueMax */ - { 813, -1, 0, NULL }, /* ApplQueueDepth */ - { 814, -1, 0 , ApplQueueResolution_val }, - { 815, -1, 0 , ApplQueueAction_val }, - { 816, -1, 0, NULL }, /* NoAltMDSource */ - { 817, -1, 0, NULL }, /* AltMDSourceID */ - { 818, -1, 0, NULL }, /* SecondaryTradeReportID */ - { 819, -1, 0 , AvgPxIndicator_val }, - { 820, -1, 0, NULL }, /* TradeLinkID */ - { 821, -1, 0, NULL }, /* OrderInputDevice */ - { 822, -1, 0, NULL }, /* UnderlyingTradingSessionID */ - { 823, -1, 0, NULL }, /* UnderlyingTradingSessionSubID */ - { 824, -1, 0, NULL }, /* TradeLegRefID */ - { 825, -1, 0, NULL }, /* ExchangeRule */ - { 826, -1, 0 , TradeAllocIndicator_val }, - { 827, -1, 0 , ExpirationCycle_val }, - { 828, -1, 0 , TrdType_val }, - { 829, -1, 0, NULL }, /* TrdSubType */ - { 830, -1, 0, NULL }, /* TransferReason */ - { 831, -1, 0, NULL }, /* AsgnReqID */ - { 832, -1, 0, NULL }, /* TotNumAssignmentReports */ - { 833, -1, 0, NULL }, /* AsgnRptID */ - { 834, -1, 0, NULL }, /* ThresholdAmount */ - { 835, -1, 0 , PegMoveType_val }, - { 836, -1, 0 , PegOffsetType_val }, - { 837, -1, 0 , PegLimitType_val }, - { 838, -1, 0 , PegRoundDirection_val }, - { 839, -1, 0, NULL }, /* PeggedPrice */ - { 840, -1, 0 , PegScope_val }, - { 841, -1, 0 , DiscretionMoveType_val }, - { 842, -1, 0 , DiscretionOffsetType_val }, - { 843, -1, 0 , DiscretionLimitType_val }, - { 844, -1, 0 , DiscretionRoundDirection_val }, - { 845, -1, 0, NULL }, /* DiscretionPrice */ - { 846, -1, 0 , DiscretionScope_val }, - { 847, -1, 0, NULL }, /* TargetStrategy */ - { 848, -1, 0, NULL }, /* TargetStrategyParameters */ - { 849, -1, 0, NULL }, /* ParticipationRate */ - { 850, -1, 0, NULL }, /* TargetStrategyPerformance */ - { 851, -1, 0 , LastLiquidityInd_val }, - { 852, -1, 0, NULL }, /* PublishTrdIndicator */ - { 853, -1, 0 , ShortSaleReason_val }, - { 854, -1, 0 , QtyType_val }, - { 855, -1, 0, NULL }, /* SecondaryTrdType */ - { 856, -1, 0 , TradeReportType_val }, - { 857, -1, 0 , AllocNoOrdersType_val }, - { 858, -1, 0, NULL }, /* SharedCommission */ - { 859, -1, 0, NULL }, /* ConfirmReqID */ - { 860, -1, 0, NULL }, /* AvgParPx */ - { 861, -1, 0, NULL }, /* ReportedPx */ - { 862, -1, 0, NULL }, /* NoCapacities */ - { 863, -1, 0, NULL }, /* OrderCapacityQty */ - { 864, -1, 0, NULL }, /* NoEvents */ - { 865, -1, 0 , EventType_val }, - { 866, -1, 0, NULL }, /* EventDate */ - { 867, -1, 0, NULL }, /* EventPx */ - { 868, -1, 0, NULL }, /* EventText */ - { 869, -1, 0, NULL }, /* PctAtRisk */ - { 870, -1, 0, NULL }, /* NoInstrAttrib */ - { 871, -1, 0 , InstrAttribType_val }, - { 872, -1, 0, NULL }, /* InstrAttribValue */ - { 873, -1, 0, NULL }, /* DatedDate */ - { 874, -1, 0, NULL }, /* InterestAccrualDate */ - { 875, -1, 0, NULL }, /* CPProgram */ - { 876, -1, 0, NULL }, /* CPRegType */ - { 877, -1, 0, NULL }, /* UnderlyingCPProgram */ - { 878, -1, 0, NULL }, /* UnderlyingCPRegType */ - { 879, -1, 0, NULL }, /* UnderlyingQty */ - { 880, -1, 0, NULL }, /* TrdMatchID */ - { 881, -1, 0, NULL }, /* SecondaryTradeReportRefID */ - { 882, -1, 0, NULL }, /* UnderlyingDirtyPrice */ - { 883, -1, 0, NULL }, /* UnderlyingEndPrice */ - { 884, -1, 0, NULL }, /* UnderlyingStartValue */ - { 885, -1, 0, NULL }, /* UnderlyingCurrentValue */ - { 886, -1, 0, NULL }, /* UnderlyingEndValue */ - { 887, -1, 0, NULL }, /* NoUnderlyingStips */ - { 888, -1, 0, NULL }, /* UnderlyingStipType */ - { 889, -1, 0, NULL }, /* UnderlyingStipValue */ - { 890, -1, 0, NULL }, /* MaturityNetMoney */ - { 891, -1, 0 , MiscFeeBasis_val }, - { 892, -1, 0, NULL }, /* TotNoAllocs */ - { 893, -1, 0, NULL }, /* LastFragment */ - { 894, -1, 0, NULL }, /* CollReqID */ - { 895, -1, 0 , CollAsgnReason_val }, - { 896, -1, 0 , CollInquiryQualifier_val }, - { 897, -1, 0, NULL }, /* NoTrades */ - { 898, -1, 0, NULL }, /* MarginRatio */ - { 899, -1, 0, NULL }, /* MarginExcess */ - { 900, -1, 0, NULL }, /* TotalNetValue */ - { 901, -1, 0, NULL }, /* CashOutstanding */ - { 902, -1, 0, NULL }, /* CollAsgnID */ - { 903, -1, 0 , CollAsgnTransType_val }, - { 904, -1, 0, NULL }, /* CollRespID */ - { 905, -1, 0 , CollAsgnRespType_val }, - { 906, -1, 0 , CollAsgnRejectReason_val }, - { 907, -1, 0, NULL }, /* CollAsgnRefID */ - { 908, -1, 0, NULL }, /* CollRptID */ - { 909, -1, 0, NULL }, /* CollInquiryID */ - { 910, -1, 0 , CollStatus_val }, - { 911, -1, 0, NULL }, /* TotNumReports */ - { 912, -1, 0, NULL }, /* LastRptRequested */ - { 913, -1, 0, NULL }, /* AgreementDesc */ - { 914, -1, 0, NULL }, /* AgreementID */ - { 915, -1, 0, NULL }, /* AgreementDate */ - { 916, -1, 0, NULL }, /* StartDate */ - { 917, -1, 0, NULL }, /* EndDate */ - { 918, -1, 0, NULL }, /* AgreementCurrency */ - { 919, -1, 0 , DeliveryType_val }, - { 920, -1, 0, NULL }, /* EndAccruedInterestAmt */ - { 921, -1, 0, NULL }, /* StartCash */ - { 922, -1, 0, NULL }, /* EndCash */ - { 923, -1, 0, NULL }, /* UserRequestID */ - { 924, -1, 0 , UserRequestType_val }, - { 925, -1, 0, NULL }, /* NewPassword */ - { 926, -1, 0 , UserStatus_val }, - { 927, -1, 0, NULL }, /* UserStatusText */ - { 928, -1, 0 , StatusValue_val }, - { 929, -1, 0, NULL }, /* StatusText */ - { 930, -1, 0, NULL }, /* RefCompID */ - { 931, -1, 0, NULL }, /* RefSubID */ - { 932, -1, 0, NULL }, /* NetworkResponseID */ - { 933, -1, 0, NULL }, /* NetworkRequestID */ - { 934, -1, 0, NULL }, /* LastNetworkResponseID */ - { 935, -1, 0 , NetworkRequestType_val }, - { 936, -1, 0, NULL }, /* NoCompIDs */ - { 937, -1, 0 , NetworkStatusResponseType_val }, - { 938, -1, 0, NULL }, /* NoCollInquiryQualifier */ - { 939, -1, 0 , TrdRptStatus_val }, - { 940, -1, 0 , AffirmStatus_val }, - { 941, -1, 0, NULL }, /* UnderlyingStrikeCurrency */ - { 942, -1, 0, NULL }, /* LegStrikeCurrency */ - { 943, -1, 0, NULL }, /* TimeBracket */ - { 944, -1, 0 , CollAction_val }, - { 945, -1, 0 , CollInquiryStatus_val }, - { 946, -1, 0 , CollInquiryResult_val }, - { 947, -1, 0, NULL }, /* StrikeCurrency */ - { 948, -1, 0, NULL }, /* NoNested3PartyIDs */ - { 949, -1, 0, NULL }, /* Nested3PartyID */ - { 950, -1, 0, NULL }, /* Nested3PartyIDSource */ - { 951, -1, 0, NULL }, /* Nested3PartyRole */ - { 952, -1, 0, NULL }, /* NoNested3PartySubIDs */ - { 953, -1, 0, NULL }, /* Nested3PartySubID */ - { 954, -1, 0, NULL }, /* Nested3PartySubIDType */ - { 955, -1, 0, NULL }, /* LegContractSettlMonth */ - { 956, -1, 0, NULL }, /* LegInterestAccrualDate */ - }; -static hf_register_info hf_FIX[] = { + static const string_string SecurityStatus_val[] = { + { "1", "ACTIVE" }, + { "2", "INACTIVE" }, + { 0, NULL } + }; + + + static const string_string UnderlyingCashType_val[] = { + { "FIXED", "FIXED" }, + { "DIFF", "DIFF" }, + { 0, NULL } + }; + + + static const value_string UnderlyingSettlementType_val[] = { + { 2, "T PLUS 1" }, + { 4, "T PLUS 3" }, + { 5, "T PLUS 4" }, + { 0, NULL } + }; + + + static const value_string SecurityUpdateAction_val[] = { + { 'A', "ADD" }, + { 'D', "DELETE" }, + { 'M', "MODIFY" }, + { 0, NULL } + }; + + + static const value_string ExpirationQtyType_val[] = { + { 1, "AUTO EXERCISE" }, + { 2, "NON AUTO EXERCISE" }, + { 3, "FINAL WILL BE EXERCISED" }, + { 4, "CONTRARY INTENTION" }, + { 5, "DIFFERENCE" }, + { 0, NULL } + }; + + + static const value_string IndividualAllocType_val[] = { + { 1, "SUB ALLOCATE" }, + { 2, "THIRD PARTY ALLOCATION" }, + { 0, NULL } + }; + + + static const string_string UnitOfMeasure_val[] = { + { "MWh", "MEGAWATT HOURS" }, + { "MMBtu", "ONE MILLION BTU" }, + { "Bbl", "BARRELS" }, + { "Gal", "GALLONS" }, + { "t", "METRIC TONS" }, + { "tn", "TONS" }, + { "MMbbl", "MILLION BARRELS" }, + { "lbs", "POUNDS" }, + { "oz_tr", "TROY OUNCES" }, + { "USD", "US DOLLARS" }, + { "Bcf", "BILLION CUBIC FEET" }, + { "Bu", "BUSHELS" }, + { "Alw", "ALLOWANCES" }, + { 0, NULL } + }; + + + static const string_string TimeUnit_val[] = { + { "S", "SECOND" }, + { "Min", "MINUTE" }, + { "H", "HOUR" }, + { "D", "DAY" }, + { "Wk", "WEEK" }, + { "Mo", "MONTH" }, + { "Yr", "YEAR" }, + { 0, NULL } + }; + + + static const value_string AllocMethod_val[] = { + { 1, "AUTOMATIC" }, + { 2, "GUARANTOR" }, + { 3, "MANUAL" }, + { 0, NULL } + }; + + + static const value_string AsOfIndicator_val[] = { + { '0', "FALSE" }, + { '1', "TRUE" }, + { 0, NULL } + }; + + + static const value_string MDBookType_val[] = { + { 1, "TOP OF BOOK" }, + { 2, "PRICE DEPTH" }, + { 3, "ORDER DEPTH" }, + { 0, NULL } + }; + + + static const value_string MDOriginType_val[] = { + { 0, "BOOK" }, + { 1, "OFF BOOK" }, + { 2, "CROSS" }, + { 0, NULL } + }; + + + static const value_string CustOrderHandlingInst_val[] = { + { 'ADD', "ADD ON ORDER" }, + { 'AON', "ALL OR NONE" }, + { 'CNH', "CASH NOT HELD" }, + { 'DIR', "DIRECTED ORDER" }, + { 'E.W', "EXCHANGE FOR PHYSICAL TRANSACTION" }, + { 'FOK', "FILL OR KILL" }, + { 'IO', "IMBALANCE ONLY" }, + { 'IOC', "IMMEDIATE OR CANCEL" }, + { 'LOO', "LIMIT ON OPEN" }, + { 'LOC', "LIMIT ON CLOSE" }, + { 'MAO', "MARKET AT OPEN" }, + { 'MAC', "MARKET AT CLOSE" }, + { 'MOO', "MARKET ON OPEN" }, + { 'MOC', "MARKET ON CLOSE" }, + { 'MQT', "MINIMUM QUANTITY" }, + { 'NH', "NOT HELD" }, + { 'OVD', "OVER THE DAY" }, + { 'PEG', "PEGGED" }, + { 'RSV', "RESERVE SIZE ORDER" }, + { 'S.W', "STOP STOCK TRANSACTION" }, + { 'SCL', "SCALE" }, + { 'TMO', "TIME ORDER" }, + { 'TS', "TRAILING STOP" }, + { 'WRK', "WORK" }, + { 0, NULL } + }; + + + static const value_string OrderHandlingInstSource_val[] = { + { 1, "NASD OATS" }, + { 0, NULL } + }; + + + static const string_string DeskType_val[] = { + { "A", "AGENCY" }, + { "AR", "ARBITRAGE" }, + { "D", "DERIVATIVES" }, + { "IN", "INTERNATIONAL" }, + { "IS", "INSTITUTIONAL" }, + { "O", "OTHER" }, + { "PF", "PREFERRED TRADING" }, + { "PR", "PROPRIETARY" }, + { "PT", "PROGRAM TRADING" }, + { "S", "SALES" }, + { "T", "TRADING" }, + { 0, NULL } + }; + + + static const value_string DeskTypeSource_val[] = { + { 1, "NASD OATS" }, + { 0, NULL } + }; + + + static const value_string DeskOrderHandlingInst_val[] = { + { 'ADD', "ADD ON ORDER" }, + { 'AON', "ALL OR NONE" }, + { 'CNH', "CASH NOT HELD" }, + { 'DIR', "DIRECTED ORDER" }, + { 'E.W', "EXCHANGE FOR PHYSICAL TRANSACTION" }, + { 'FOK', "FILL OR KILL" }, + { 'IO', "IMBALANCE ONLY" }, + { 'IOC', "IMMEDIATE OR CANCEL" }, + { 'LOO', "LIMIT ON OPEN" }, + { 'LOC', "LIMIT ON CLOSE" }, + { 'MAO', "MARKET AT OPEN" }, + { 'MAC', "MARKET AT CLOSE" }, + { 'MOO', "MARKET ON OPEN" }, + { 'MOC', "MARKET ON CLOSE" }, + { 'MQT', "MINIMUM QUANTITY" }, + { 'NH', "NOT HELD" }, + { 'OVD', "OVER THE DAY" }, + { 'PEG', "PEGGED" }, + { 'RSV', "RESERVE SIZE ORDER" }, + { 'S.W', "STOP STOCK TRANSACTION" }, + { 'SCL', "SCALE" }, + { 'TMO', "TIME ORDER" }, + { 'TS', "TRAILING STOP" }, + { 'WRK', "WORK" }, + { 0, NULL } + }; + + + static const value_string ExecAckStatus_val[] = { + { '0', "RECEIVED NOT YET PROCESSED" }, + { '1', "ACCEPTED" }, + { '2', "DONT KNOW" }, + { 0, NULL } + }; + + + static const value_string CollApplType_val[] = { + { 0, "SPECIFIC DEPOSIT" }, + { 1, "GENERAL" }, + { 0, NULL } + }; + + + static const value_string UnderlyingFXRateCalc_val[] = { + { 'M', "MULTIPLY" }, + { 'D', "DIVIDE" }, + { 0, NULL } + }; + + + static const value_string AllocPositionEffect_val[] = { + { 'O', "OPEN" }, + { 'C', "CLOSE" }, + { 'R', "ROLLED" }, + { 'F', "FIFO" }, + { 0, NULL } + }; + + + static const value_string DealingCapacity_val[] = { + { 'A', "AGENT" }, + { 'P', "PRINCIPAL" }, + { 'R', "RISKLESS PRINCIPAL" }, + { 0, NULL } + }; + + + static const value_string AggressorIndicator_val[] = { + { 'Y', "YES" }, + { 'N', "NO" }, + { 0, NULL } + }; + + + static const value_string MDQuoteType_val[] = { + { 0, "INDICATIVE" }, + { 1, "TRADEABLE" }, + { 2, "RESTRICTED TRADEABLE" }, + { 3, "COUNTER" }, + { 4, "INDICATIVE AND TRADEABLE" }, + { 0, NULL } + }; + + + static const value_string RefOrderIDSource_val[] = { + { '0', "SECONDARYORDERID" }, + { '1', "ORDERID" }, + { '2', "MDENTRYID" }, + { '3', "QUOTEENTRYID" }, + { '4', "ORIGINAL ORDER ID" }, + { 0, NULL } + }; + + + static const value_string DisplayWhen_val[] = { + { '1', "IMMEDIATE" }, + { '2', "EXHAUST" }, + { 0, NULL } + }; + + + static const value_string DisplayMethod_val[] = { + { '1', "INITIAL" }, + { '2', "NEW" }, + { '3', "RANDOM" }, + { '4', "UNDISCLOSED" }, + { 0, NULL } + }; + + + static const value_string PriceProtectionScope_val[] = { + { '0', "NONE" }, + { '1', "LOCAL" }, + { '2', "NATIONAL" }, + { '3', "GLOBAL" }, + { 0, NULL } + }; + + + static const value_string LotType_val[] = { + { '1', "ODD LOT" }, + { '2', "ROUND LOT" }, + { '3', "BLOCK LOT" }, + { '4', "ROUND LOT BASED UPON UNITOFMEASURE" }, + { 0, NULL } + }; + + + static const value_string PegPriceType_val[] = { + { 1, "LAST PEG" }, + { 2, "MID PRICE PEG" }, + { 3, "OPENING PEG" }, + { 4, "MARKET PEG" }, + { 5, "PRIMARY PEG" }, + { 7, "PEG TO VWAP" }, + { 8, "TRAILING STOP PEG" }, + { 9, "PEG TO LIMIT PRICE" }, + { 0, NULL } + }; + + + static const value_string TriggerType_val[] = { + { '1', "PARTIAL EXECUTION" }, + { '2', "SPECIFIED TRADING SESSION" }, + { '3', "NEXT AUCTION" }, + { '4', "PRICE MOVEMENT" }, + { 0, NULL } + }; + + + static const value_string TriggerAction_val[] = { + { '1', "ACTIVATE" }, + { '2', "MODIFY" }, + { '3', "CANCEL" }, + { 0, NULL } + }; + + + static const value_string TriggerPriceType_val[] = { + { '1', "BEST OFFER" }, + { '2', "LAST TRADE" }, + { '3', "BEST BID" }, + { '4', "BEST BID OR LAST TRADE" }, + { '5', "BEST OFFER OR LAST TRADE" }, + { '6', "BEST MID" }, + { 0, NULL } + }; + + + static const value_string TriggerPriceTypeScope_val[] = { + { '0', "NONE" }, + { '1', "LOCAL" }, + { '2', "NATIONAL" }, + { '3', "GLOBAL" }, + { 0, NULL } + }; + - { &fix_fields[0].hf_id, + static const value_string TriggerPriceDirection_val[] = { + { 'U', "TRIGGER IF THE PRICE OF THE SPECIFIED TYPE GOES UP TO OR THROUGH THE SPECIFIED TRIGGER PRICE" }, + { 'D', "TRIGGER IF THE PRICE OF THE SPECIFIED TYPE GOES DOWN TO OR THROUGH THE SPECIFIED TRIGGER PRICE" }, + { 0, NULL } + }; + + + static const value_string TriggerOrderType_val[] = { + { '1', "MARKET" }, + { '2', "LIMIT" }, + { 0, NULL } + }; + + + static const value_string OrderCategory_val[] = { + { '1', "ORDER" }, + { '2', "QUOTE" }, + { '3', "PRIVATELY NEGOTIATED TRADE" }, + { '4', "MULTILEG ORDER" }, + { '5', "LINKED ORDER" }, + { '6', "QUOTE REQUEST" }, + { '7', "IMPLIED ORDER" }, + { '8', "CROSS ORDER" }, + { '9', "STREAMING PRICE" }, + { 0, NULL } + }; + + + static const value_string TradeHandlingInstr_val[] = { + { '0', "TRADE CONFIRMATION" }, + { '1', "TWO PARTY REPORT" }, + { '2', "ONE PARTY REPORT FOR MATCHING" }, + { '3', "ONE PARTY REPORT FOR PASS THROUGH" }, + { '4', "AUTOMATED FLOOR ORDER ROUTING" }, + { '5', "TWO PARTY REPORT FOR CLAIM" }, + { 0, NULL } + }; + + + static const string_string ApplVerID_val[] = { + { "0", "FIX27" }, + { "1", "FIX30" }, + { "2", "FIX40" }, + { "3", "FIX41" }, + { "4", "FIX42" }, + { "5", "FIX43" }, + { "6", "FIX44" }, + { "7", "FIX50" }, + { "8", "FIX50SP1" }, + { "9", "FIX50SP2" }, + { 0, NULL } + }; + + + static const value_string ExDestinationIDSource_val[] = { + { 'B', "BIC" }, + { 'C', "GENERALLY ACCEPTED MARKET PARTICIPANT IDENTIFIER" }, + { 'D', "PROPRIETARY" }, + { 'E', "ISO COUNTRY CODE" }, + { 'G', "MIC" }, + { 0, NULL } + }; + + + static const value_string ImpliedMarketIndicator_val[] = { + { 0, "NOT IMPLIED" }, + { 1, "IMPLIED IN" }, + { 2, "IMPLIED OUT" }, + { 3, "BOTH IMPLIED IN AND IMPLIED OUT" }, + { 0, NULL } + }; + + + static const value_string SettlObligMode_val[] = { + { 1, "PRELIMINARY" }, + { 2, "FINAL" }, + { 0, NULL } + }; + + + static const value_string SettlObligTransType_val[] = { + { 'C', "CANCEL" }, + { 'N', "NEW" }, + { 'R', "REPLACE" }, + { 'T', "RESTATE" }, + { 0, NULL } + }; + + + static const value_string SettlObligSource_val[] = { + { '1', "INSTRUCTIONS OF BROKER" }, + { '2', "INSTRUCTIONS FOR INSTITUTION" }, + { '3', "INVESTOR" }, + { 0, NULL } + }; + + + static const value_string QuoteEntryStatus_val[] = { + { 0, "ACCEPTED" }, + { 5, "REJECTED" }, + { 6, "REMOVED FROM MARKET" }, + { 7, "EXPIRED" }, + { 12, "LOCKED MARKET WARNING" }, + { 13, "CROSS MARKET WARNING" }, + { 14, "CANCELED DUE TO LOCK MARKET" }, + { 15, "CANCELED DUE TO CROSS MARKET" }, + { 16, "ACTIVE" }, + { 0, NULL } + }; + + + static const value_string RespondentType_val[] = { + { 1, "ALL MARKET PARTICIPANTS" }, + { 2, "SPECIFIED MARKET PARTICIPANTS" }, + { 3, "ALL MARKET MAKERS" }, + { 4, "PRIMARY MARKET MAKER" }, + { 0, NULL } + }; + + + static const value_string SecurityTradingEvent_val[] = { + { 1, "ORDER IMBALANCE AUCTION IS EXTENDED" }, + { 2, "TRADING RESUMES" }, + { 3, "PRICE VOLATILITY INTERRUPTION" }, + { 4, "CHANGE OF TRADING SESSION" }, + { 5, "CHANGE OF TRADING SUBSESSION" }, + { 6, "CHANGE OF SECURITY TRADING STATUS" }, + { 7, "CHANGE OF BOOK TYPE" }, + { 8, "CHANGE OF MARKET DEPTH" }, + { 0, NULL } + }; + + + static const value_string StatsType_val[] = { + { 1, "EXCHANGE LAST" }, + { 2, "HIGH" }, + { 3, "AVERAGE PRICE" }, + { 4, "TURNOVER" }, + { 0, NULL } + }; + + + static const value_string MDSecSizeType_val[] = { + { 1, "CUSTOMER" }, + { 0, NULL } + }; + + + static const value_string SettlMethod_val[] = { + { 'C', "CASH SETTLEMENT REQUIRED" }, + { 'P', "PHYSICAL SETTLEMENT REQUIRED" }, + { 0, NULL } + }; + + + static const value_string ExerciseStyle_val[] = { + { 0, "EUROPEAN" }, + { 1, "AMERICAN" }, + { 2, "BERMUDA" }, + { 0, NULL } + }; + + + static const string_string PriceQuoteMethod_val[] = { + { "STD", "STANDARD" }, + { "INX", "INDEX" }, + { "INT", "INTEREST RATE INDEX" }, + { "PCTPAR", "PERCENT OF PAR" }, + { 0, NULL } + }; + + + static const string_string ValuationMethod_val[] = { + { "EQTY", "PREMIUM STYLE" }, + { "FUT", "FUTURES STYLE MARK TO MARKET" }, + { "FUTDA", "FUTURES STYLE WITH AN ATTACHED CASH ADJUSTMENT" }, + { "CDS", "CDS STYLE COLLATERALIZATION OF MARKET TO MARKET AND COUPON" }, + { "CDSD", "CDS IN DELIVERY" }, + { 0, NULL } + }; + + + static const value_string ListMethod_val[] = { + { 0, "PRE LISTED ONLY" }, + { 1, "USER REQUESTED" }, + { 0, NULL } + }; + + + static const value_string TickRuleType_val[] = { + { 0, "REGULAR" }, + { 1, "VARIABLE" }, + { 2, "FIXED" }, + { 3, "TRADED AS A SPREAD LEG" }, + { 4, "SETTLED AS A SPREAD LEG" }, + { 0, NULL } + }; + + + static const value_string MaturityMonthYearIncrementUnits_val[] = { + { 0, "MONTHS" }, + { 1, "DAYS" }, + { 2, "WEEKS" }, + { 3, "YEARS" }, + { 0, NULL } + }; + + + static const value_string MaturityMonthYearFormat_val[] = { + { 0, "YEARMONTH ONLY" }, + { 1, "YEARMONTHDAY" }, + { 2, "YEARMONTHWEEK" }, + { 0, NULL } + }; + + + static const value_string PriceLimitType_val[] = { + { 0, "PRICE" }, + { 1, "TICKS" }, + { 2, "PERCENTAGE" }, + { 0, NULL } + }; + + + static const value_string DerivativeSecurityListRequestType_val[] = { + { 0, "SYMBOL" }, + { 1, "SECURITYTYPE AND OR CFICODE" }, + { 2, "PRODUCT" }, + { 3, "TRADINGSESSIONID" }, + { 4, "ALL SECURITIES" }, + { 5, "UNDELYINGSYMBOL" }, + { 6, "UNDERLYING SECURITYTYPE AND OR CFICODE" }, + { 7, "UNDERLYING PRODUCT" }, + { 8, "MARKETID OR MARKETID PLUS MARKETSEGMENTID" }, + { 0, NULL } + }; + + + static const value_string ApplReqType_val[] = { + { 0, "RETRANSMISSION OF APPLICATION MESSAGES FOR THE SPECIFIED APPLICATIONS" }, + { 1, "SUBSCRIPTION TO THE SPECIFIED APPLICATIONS" }, + { 2, "REQUEST FOR THE LAST APPLLASTSEQNUM PUBLISHED FOR THE SPECIFIED APPLICATIONS" }, + { 3, "REQUEST VALID SET OF APPLICATIONS" }, + { 4, "UNSUBSCRIBE TO THE SPECIFIED APPLICATIONS" }, + { 5, "CANCEL RETRANSMISSION" }, + { 6, "CANCEL RETRANSMISSION AND UNSUBSCRIBE TO THE SPECIFIED APPLICATIONS" }, + { 0, NULL } + }; + + + static const value_string ApplResponseType_val[] = { + { 0, "REQUEST SUCCESSFULLY PROCESSED" }, + { 1, "APPLICATION DOES NOT EXIST" }, + { 2, "MESSAGES NOT AVAILABLE" }, + { 0, NULL } + }; + + + static const value_string ApplResponseError_val[] = { + { 0, "APPLICATION DOES NOT EXIST" }, + { 1, "MESSAGES REQUESTED ARE NOT AVAILABLE" }, + { 2, "USER NOT AUTHORIZED FOR APPLICATION" }, + { 0, NULL } + }; + + + static const value_string TradSesEvent_val[] = { + { 0, "TRADING RESUMES" }, + { 1, "CHANGE OF TRADING SESSION" }, + { 2, "CHANGE OF TRADING SUBSESSION" }, + { 3, "CHANGE OF TRADING STATUS" }, + { 0, NULL } + }; + + + static const value_string MassActionType_val[] = { + { 1, "SUSPEND ORDERS" }, + { 2, "RELEASE ORDERS FROM SUSPENSION" }, + { 3, "CANCEL ORDERS" }, + { 0, NULL } + }; + + + static const value_string MassActionScope_val[] = { + { 1, "ALL ORDERS FOR A SECURITY" }, + { 2, "ALL ORDERS FOR AN UNDERLYING SECURITY" }, + { 3, "ALL ORDERS FOR A PRODUCT" }, + { 4, "ALL ORDERS FOR A CFICODE" }, + { 5, "ALL ORDERS FOR A SECURITYTYPE" }, + { 6, "ALL ORDERS FOR A TRADING SESSION" }, + { 7, "ALL ORDERS" }, + { 8, "ALL ORDERS FOR A MARKET" }, + { 9, "ALL ORDERS FOR A MARKET SEGMENT" }, + { 10, "ALL ORDERS FOR A SECURITY GROUP" }, + { 11, "CANCEL FOR SECURITY ISSUER" }, + { 12, "CANCEL FOR ISSUER OF UNDERLYING SECURITY" }, + { 0, NULL } + }; + + + static const value_string MassActionResponse_val[] = { + { 0, "REJECTED" }, + { 1, "ACCEPTED" }, + { 0, NULL } + }; + + + static const value_string MassActionRejectReason_val[] = { + { 0, "MASS ACTION NOT SUPPORTED" }, + { 1, "INVALID OR UNKNOWN SECURITY" }, + { 2, "INVALID OR UNKNOWN UNDERLYING SECURITY" }, + { 3, "INVALID OR UNKNOWN PRODUCT" }, + { 4, "INVALID OR UNKNOWN CFICODE" }, + { 5, "INVALID OR UNKNOWN SECURITYTYPE" }, + { 6, "INVALID OR UNKNOWN TRADING SESSION" }, + { 7, "INVALID OR UNKNOWN MARKET" }, + { 8, "INVALID OR UNKNOWN MARKET SEGMENT" }, + { 9, "INVALID OR UNKNOWN SECURITY GROUP" }, + { 99, "OTHER" }, + { 10, "INVALID OR UNKNOWN SECURITY ISSUER" }, + { 11, "INVALID OR UNKNOWN ISSUER OF UNDERLYING SECURITY" }, + { 0, NULL } + }; + + + static const value_string MultilegModel_val[] = { + { 0, "PREDEFINED MULTILEG SECURITY" }, + { 1, "USER DEFINED MULTLEG SECURITY" }, + { 2, "USER DEFINED NON SECURITIZED MULTILEG" }, + { 0, NULL } + }; + + + static const value_string MultilegPriceMethod_val[] = { + { 0, "NET PRICE" }, + { 1, "REVERSED NET PRICE" }, + { 2, "YIELD DIFFERENCE" }, + { 3, "INDIVIDUAL" }, + { 4, "CONTRACT WEIGHTED AVERAGE PRICE" }, + { 5, "MULTIPLIED PRICE" }, + { 0, NULL } + }; + + + static const value_string ContingencyType_val[] = { + { 1, "ONE CANCELS THE OTHER" }, + { 2, "ONE TRIGGERS THE OTHER" }, + { 3, "ONE UPDATES THE OTHER 3" }, + { 4, "ONE UPDATES THE OTHER 4" }, + { 0, NULL } + }; + + + static const value_string ListRejectReason_val[] = { + { 0, "BROKER" }, + { 2, "EXCHANGE CLOSED" }, + { 4, "TOO LATE TO ENTER" }, + { 5, "UNKNOWN ORDER" }, + { 6, "DUPLICATE ORDER" }, + { 11, "UNSUPPORTED ORDER CHARACTERISTIC" }, + { 99, "OTHER" }, + { 0, NULL } + }; + + + static const value_string TradePublishIndicator_val[] = { + { 0, "DO NOT PUBLISH TRADE" }, + { 1, "PUBLISH TRADE" }, + { 2, "DEFERRED PUBLICATION" }, + { 0, NULL } + }; + + + static const value_string MarketUpdateAction_val[] = { + { 'A', "ADD" }, + { 'D', "DELETE" }, + { 'M', "MODIFY" }, + { 0, NULL } + }; + + + static const value_string SessionStatus_val[] = { + { 0, "SESSION ACTIVE" }, + { 1, "SESSION PASSWORD CHANGED" }, + { 2, "SESSION PASSWORD DUE TO EXPIRE" }, + { 3, "NEW SESSION PASSWORD DOES NOT COMPLY WITH POLICY" }, + { 4, "SESSION LOGOUT COMPLETE" }, + { 5, "INVALID USERNAME OR PASSWORD" }, + { 6, "ACCOUNT LOCKED" }, + { 7, "LOGONS ARE NOT ALLOWED AT THIS TIME" }, + { 8, "PASSWORD EXPIRED" }, + { 0, NULL } + }; + + + static const value_string ApplReportType_val[] = { + { 0, "RESET APPLSEQNUM TO NEW VALUE SPECIFIED IN APPLNEWSEQNUM" }, + { 1, "REPORTS THAT THE LAST MESSAGE HAS BEEN SENT FOR THE APPLIDS REFER TO REFAPPLLASTSEQNUM" }, + { 2, "HEARTBEAT MESSAGE INDICATING THAT APPLICATION IDENTIFIED BY REFAPPLID" }, + { 3, "APPLICATION MESSAGE RE SEND COMPLETED" }, + { 0, NULL } + }; + + + static const value_string OrderDelayUnit_val[] = { + { 0, "SECONDS" }, + { 1, "TENTHS OF A SECOND" }, + { 2, "HUNDREDTHS OF A SECOND" }, + { 3, "MILLISECONDS" }, + { 4, "MICROSECONDS" }, + { 5, "NANOSECONDS" }, + { 10, "MINUTES" }, + { 11, "HOURS" }, + { 12, "DAYS" }, + { 13, "WEEKS" }, + { 14, "MONTHS" }, + { 15, "YEARS" }, + { 0, NULL } + }; + + + static const value_string VenueType_val[] = { + { 'E', "ELECTRONIC" }, + { 'P', "PIT" }, + { 'X', "EX PIT" }, + { 0, NULL } + }; + + + static const value_string RefOrdIDReason_val[] = { + { 0, "GTC FROM PREVIOUS DAY" }, + { 1, "PARTIAL FILL REMAINING" }, + { 2, "ORDER CHANGED" }, + { 0, NULL } + }; + + + static const value_string OrigCustOrderCapacity_val[] = { + { 1, "MEMBER TRADING FOR THEIR OWN ACCOUNT" }, + { 2, "CLEARING FIRM TRADING FOR ITS PROPRIETARY ACCOUNT" }, + { 3, "MEMBER TRADING FOR ANOTHER MEMBER" }, + { 4, "ALL OTHER" }, + { 0, NULL } + }; + + + static const value_string ModelType_val[] = { + { 0, "UTILITY PROVIDED STANDARD MODEL" }, + { 1, "PROPRIETARY" }, + { 0, NULL } + }; + + + static const value_string ContractMultiplierUnit_val[] = { + { 0, "SHARES" }, + { 1, "HOURS" }, + { 2, "DAYS" }, + { 0, NULL } + }; + + + static const value_string FlowScheduleType_val[] = { + { 0, "NERC EASTERN OFF PEAK" }, + { 1, "NERC WESTERN OFF PEAK" }, + { 2, "NERC CALENDAR ALL DAYS IN MONTH" }, + { 3, "NERC EASTERN PEAK" }, + { 4, "NERC WESTERN PEAK" }, + { 0, NULL } + }; + + + static const value_string RateSource_val[] = { + { 0, "BLOOMBERG" }, + { 1, "REUTERS" }, + { 2, "TELERATE" }, + { 99, "OTHER" }, + { 0, NULL } + }; + + + static const value_string RateSourceType_val[] = { + { 0, "PRIMARY" }, + { 1, "SECONDARY" }, + { 0, NULL } + }; + + + static const string_string RestructuringType_val[] = { + { "FR", "FULL RESTRUCTURING" }, + { "MR", "MODIFIED RESTRUCTURING" }, + { "MM", "MODIFIED MOD RESTRUCTURING" }, + { "XR", "NO RESTRUCTURING SPECIFIED" }, + { 0, NULL } + }; + + + static const string_string Seniority_val[] = { + { "SD", "SENIOR SECURED" }, + { "SR", "SENIOR" }, + { "SB", "SUBORDINATED" }, + { 0, NULL } + }; + + + static const value_string SecurityListType_val[] = { + { 1, "INDUSTRY CLASSIFICATION" }, + { 2, "TRADING LIST" }, + { 3, "MARKET" }, + { 4, "NEWSPAPER LIST" }, + { 0, NULL } + }; + + + static const value_string SecurityListTypeSource_val[] = { + { 1, "ICB" }, + { 2, "NAICS" }, + { 3, "GICS" }, + { 0, NULL } + }; + + + static const value_string NewsCategory_val[] = { + { 0, "COMPANY NEWS" }, + { 1, "MARKETPLACE NEWS" }, + { 2, "FINANCIAL MARKET NEWS" }, + { 3, "TECHNICAL NEWS" }, + { 99, "OTHER NEWS" }, + { 0, NULL } + }; + + + static const value_string NewsRefType_val[] = { + { 0, "REPLACEMENT" }, + { 1, "OTHER LANGUAGE" }, + { 2, "COMPLIMENTARY" }, + { 0, NULL } + }; + + + static const value_string StrikePriceDeterminationMethod_val[] = { + { 1, "FIXED STRIKE" }, + { 2, "STRIKE SET AT EXPIRATION TO UNDERLYING OR OTHER VALUE" }, + { 3, "STRIKE SET TO AVERAGE OF UNDERLYING SETTLEMENT PRICE ACROSS THE LIFE OF THE OPTION" }, + { 4, "STRIKE SET TO OPTIMAL VALUE" }, + { 0, NULL } + }; + + + static const value_string StrikePriceBoundaryMethod_val[] = { + { 1, "LESS THAN UNDERLYING PRICE IS IN THE MONEY" }, + { 2, "LESS THAN OR EQUAL TO THE UNDERLYING PRICE IS IN THE MONEY" }, + { 3, "EQUAL TO THE UNDERLYING PRICE IS IN THE MONEY" }, + { 4, "GREATER THAN OR EQUAL TO UNDERLYING PRICE IS IN THE MONEY" }, + { 5, "GREATER THAN UNDERLYING IS IN THE MONEY" }, + { 0, NULL } + }; + + + static const value_string UnderlyingPriceDeterminationMethod_val[] = { + { 1, "REGULAR" }, + { 2, "SPECIAL REFERENCE" }, + { 3, "OPTIMAL VALUE" }, + { 4, "AVERAGE VALUE" }, + { 0, NULL } + }; + + + static const value_string OptPayoutType_val[] = { + { 1, "VANILLA" }, + { 2, "CAPPED" }, + { 3, "BINARY" }, + { 0, NULL } + }; + + + static const value_string ComplexEventType_val[] = { + { 1, "CAPPED" }, + { 2, "TRIGGER" }, + { 3, "KNOCK IN UP" }, + { 4, "KOCK IN DOWN" }, + { 5, "KNOCK OUT UP" }, + { 6, "KNOCK OUT DOWN" }, + { 7, "UNDERLYING" }, + { 8, "RESET BARRIER" }, + { 9, "ROLLING BARRIER" }, + { 0, NULL } + }; + + + static const value_string ComplexEventPriceBoundaryMethod_val[] = { + { 1, "LESS THAN COMPLEXEVENTPRICE" }, + { 2, "LESS THAN OR EQUAL TO COMPLEXEVENTPRICE" }, + { 3, "EQUAL TO COMPLEXEVENTPRICE" }, + { 4, "GREATER THAN OR EQUAL TO COMPLEXEVENTPRICE" }, + { 5, "GREATER THAN COMPLEXEVENTPRICE" }, + { 0, NULL } + }; + + + static const value_string ComplexEventPriceTimeType_val[] = { + { 1, "EXPIRATION" }, + { 2, "IMMEDIATE" }, + { 3, "SPECIFIED DATE TIME" }, + { 0, NULL } + }; + + + static const value_string ComplexEventCondition_val[] = { + { 1, "AND" }, + { 2, "OR" }, + { 0, NULL } + }; + + + static const value_string StreamAsgnReqType_val[] = { + { 1, "STREAM ASSIGNMENT FOR NEW CUSTOMER" }, + { 2, "STREAM ASSIGNMENT FOR EXISTING CUSTOMER" }, + { 0, NULL } + }; + + + static const value_string StreamAsgnRejReason_val[] = { + { 0, "UNKNOWN CLIENT" }, + { 1, "EXCEEDS MAXIMUM SIZE" }, + { 2, "UNKNOWN OR INVALID CURRENCY PAIR" }, + { 3, "NO AVAILABLE STREAM" }, + { 99, "OTHER" }, + { 0, NULL } + }; + + + static const value_string StreamAsgnAckType_val[] = { + { 0, "ASSIGNMENT ACCEPTED" }, + { 1, "ASSIGNMENT REJECTED" }, + { 0, NULL } + }; + + + static const value_string PartyListResponseType_val[] = { + { 0, "RETURN ALL AVAILABLE INFORMATION ON PARTIES AND RELATED PARTIES" }, + { 1, "RETURN ONLY PARTY INFORMATION" }, + { 2, "INCLUDE INFORMATION ON RELATED PARTIES" }, + { 3, "INCLUDE RISK LIMIT INFORMATION" }, + { 0, NULL } + }; + + + static const value_string PartyDetailsRequestResult_val[] = { + { 0, "VALID REQUEST" }, + { 1, "INVALID OR UNSUPPORTED REQUEST" }, + { 2, "NO PARTIES OR PARTY DETAILS FOUND THAT MATCH SELECTION CRITERIA" }, + { 3, "UNSUPPORTED PARTYLISTRESPONSETYPE" }, + { 4, "NOT AUTHORIZED TO RETRIEVE PARTIES OR PARTY DETAILS DATA" }, + { 5, "PARTIES OR PARTY DETAILS DATA TEMPORARILY UNAVAILABLE" }, + { 6, "REQUEST FOR PARTIES DATA NOT SUPPORTED" }, + { 99, "OTHER" }, + { 0, NULL } + }; + + + static const value_string PartyRelationship_val[] = { + { 0, "IS ALSO" }, + { 1, "CLEARS FOR" }, + { 2, "CLEARS THROUGH" }, + { 3, "TRADES FOR" }, + { 4, "TRADES THROUGH" }, + { 5, "SPONSORS" }, + { 6, "SPONSORED THROUGH" }, + { 7, "PROVIDES GUARANTEE FOR" }, + { 8, "IS GUARANTEED BY" }, + { 9, "MEMBER OF" }, + { 10, "HAS MEMBERS" }, + { 11, "PROVIDES MARKETPLACE FOR" }, + { 12, "PARTICIPANT OF MARKETPLACE" }, + { 13, "CARRIES POSITIONS FOR" }, + { 14, "POSTS TRADES TO" }, + { 15, "ENTERS TRADES FOR" }, + { 16, "ENTERS TRADES THROUGH" }, + { 17, "PROVIDES QUOTES TO" }, + { 18, "REQUESTS QUOTES FROM" }, + { 19, "INVESTS FOR" }, + { 20, "INVESTS THROUGH" }, + { 21, "BROKERS TRADES FOR" }, + { 22, "BROKERS TRADES THROUGH" }, + { 23, "PROVIDES TRADING SERVICES FOR" }, + { 24, "USES TRADING SERVICES OF" }, + { 25, "APPROVES OF" }, + { 26, "APPROVED BY" }, + { 27, "PARENT FIRM FOR" }, + { 28, "SUBSIDIARY OF" }, + { 29, "REGULATORY OWNER OF" }, + { 30, "OWNED BY 30" }, + { 31, "CONTROLS" }, + { 32, "IS CONTROLLED BY" }, + { 33, "LEGAL" }, + { 34, "OWNED BY 34" }, + { 35, "BENEFICIAL OWNER OF" }, + { 36, "OWNED BY 36" }, + { 0, NULL } + }; + + + static const value_string RiskLimitType_val[] = { + { 1, "GROSS LIMIT" }, + { 2, "NET LIMIT" }, + { 3, "EXPOSURE" }, + { 4, "LONG LIMIT" }, + { 5, "SHORT LIMIT" }, + { 0, NULL } + }; + + + static const value_string RiskInstrumentOperator_val[] = { + { 1, "INCLUDE" }, + { 2, "EXCLUDE" }, + { 0, NULL } + }; + + + static const value_string StreamAsgnType_val[] = { + { 1, "ASSIGNMENT" }, + { 2, "REJECTED" }, + { 3, "TERMINATE UNASSIGN" }, + { 0, NULL } + }; + +static fix_field fix_fields[] = { + + { 1, -1, 0, NULL }, /* Account */ + { 2, -1, 0, NULL }, /* AdvId */ + { 3, -1, 0, NULL }, /* AdvRefID */ + { 4, -1, 2 , AdvSide_val }, + { 5, -1, 1 , AdvTransType_val }, + { 6, -1, 0, NULL }, /* AvgPx */ + { 7, -1, 0, NULL }, /* BeginSeqNo */ + { 8, -1, 0, NULL }, /* BeginString */ + { 9, -1, 0, NULL }, /* BodyLength */ + { 10, -1, 0, NULL }, /* CheckSum */ + { 11, -1, 0, NULL }, /* ClOrdID */ + { 12, -1, 0, NULL }, /* Commission */ + { 13, -1, 2 , CommType_val }, + { 14, -1, 0, NULL }, /* CumQty */ + { 15, -1, 0, NULL }, /* Currency */ + { 16, -1, 0, NULL }, /* EndSeqNo */ + { 17, -1, 0, NULL }, /* ExecID */ + { 18, -1, 2 , ExecInst_val }, + { 19, -1, 0, NULL }, /* ExecRefID */ + { 20, -1, 2 , ExecTransType_val }, + { 21, -1, 2 , HandlInst_val }, + { 22, -1, 1 , SecurityIDSource_val }, + { 23, -1, 0, NULL }, /* IOIID */ + { 24, -1, 0, NULL }, /* IOIOthSvc */ + { 25, -1, 2 , IOIQltyInd_val }, + { 26, -1, 0, NULL }, /* IOIRefID */ + { 27, -1, 1 , IOIQty_val }, + { 28, -1, 2 , IOITransType_val }, + { 29, -1, 2 , LastCapacity_val }, + { 30, -1, 0, NULL }, /* LastMkt */ + { 31, -1, 0, NULL }, /* LastPx */ + { 32, -1, 0, NULL }, /* LastQty */ + { 33, -1, 0, NULL }, /* NoLinesOfText */ + { 34, -1, 0, NULL }, /* MsgSeqNum */ + { 35, -1, 1 , MsgType_val }, + { 36, -1, 0, NULL }, /* NewSeqNo */ + { 37, -1, 0, NULL }, /* OrderID */ + { 38, -1, 0, NULL }, /* OrderQty */ + { 39, -1, 2 , OrdStatus_val }, + { 40, -1, 2 , OrdType_val }, + { 41, -1, 0, NULL }, /* OrigClOrdID */ + { 42, -1, 0, NULL }, /* OrigTime */ + { 43, -1, 2 , PossDupFlag_val }, + { 44, -1, 0, NULL }, /* Price */ + { 45, -1, 0, NULL }, /* RefSeqNum */ + { 46, -1, 0, NULL }, /* RelatdSym */ + { 47, -1, 2 , Rule80A_val }, + { 48, -1, 0, NULL }, /* SecurityID */ + { 49, -1, 0, NULL }, /* SenderCompID */ + { 50, -1, 0, NULL }, /* SenderSubID */ + { 51, -1, 0, NULL }, /* SendingDate */ + { 52, -1, 0, NULL }, /* SendingTime */ + { 53, -1, 0, NULL }, /* Quantity */ + { 54, -1, 2 , Side_val }, + { 55, -1, 0, NULL }, /* Symbol */ + { 56, -1, 0, NULL }, /* TargetCompID */ + { 57, -1, 0, NULL }, /* TargetSubID */ + { 58, -1, 0, NULL }, /* Text */ + { 59, -1, 2 , TimeInForce_val }, + { 60, -1, 0, NULL }, /* TransactTime */ + { 61, -1, 2 , Urgency_val }, + { 62, -1, 0, NULL }, /* ValidUntilTime */ + { 63, -1, 1 , SettlType_val }, + { 64, -1, 0, NULL }, /* SettlDate */ + { 65, -1, 1 , SymbolSfx_val }, + { 66, -1, 0, NULL }, /* ListID */ + { 67, -1, 0, NULL }, /* ListSeqNo */ + { 68, -1, 0, NULL }, /* TotNoOrders */ + { 69, -1, 0, NULL }, /* ListExecInst */ + { 70, -1, 0, NULL }, /* AllocID */ + { 71, -1, 2 , AllocTransType_val }, + { 72, -1, 0, NULL }, /* RefAllocID */ + { 73, -1, 0, NULL }, /* NoOrders */ + { 74, -1, 0, NULL }, /* AvgPxPrecision */ + { 75, -1, 0, NULL }, /* TradeDate */ + { 76, -1, 0, NULL }, /* ExecBroker */ + { 77, -1, 2 , PositionEffect_val }, + { 78, -1, 0, NULL }, /* NoAllocs */ + { 79, -1, 0, NULL }, /* AllocAccount */ + { 80, -1, 0, NULL }, /* AllocQty */ + { 81, -1, 2 , ProcessCode_val }, + { 82, -1, 0, NULL }, /* NoRpts */ + { 83, -1, 0, NULL }, /* RptSeq */ + { 84, -1, 0, NULL }, /* CxlQty */ + { 85, -1, 0, NULL }, /* NoDlvyInst */ + { 86, -1, 0, NULL }, /* DlvyInst */ + { 87, -1, 0 , AllocStatus_val }, + { 88, -1, 0 , AllocRejCode_val }, + { 89, -1, 0, NULL }, /* Signature */ + { 90, -1, 0, NULL }, /* SecureDataLen */ + { 91, -1, 0, NULL }, /* SecureData */ + { 92, -1, 0, NULL }, /* BrokerOfCredit */ + { 93, -1, 0, NULL }, /* SignatureLength */ + { 94, -1, 2 , EmailType_val }, + { 95, -1, 0, NULL }, /* RawDataLength */ + { 96, -1, 0, NULL }, /* RawData */ + { 97, -1, 2 , PossResend_val }, + { 98, -1, 0 , EncryptMethod_val }, + { 99, -1, 0, NULL }, /* StopPx */ + { 100, -1, 0, NULL }, /* ExDestination */ + { 102, -1, 0 , CxlRejReason_val }, + { 103, -1, 0 , OrdRejReason_val }, + { 104, -1, 2 , IOIQualifier_val }, + { 105, -1, 0, NULL }, /* WaveNo */ + { 106, -1, 0, NULL }, /* Issuer */ + { 107, -1, 0, NULL }, /* SecurityDesc */ + { 108, -1, 0, NULL }, /* HeartBtInt */ + { 109, -1, 0, NULL }, /* ClientID */ + { 110, -1, 0, NULL }, /* MinQty */ + { 111, -1, 0, NULL }, /* MaxFloor */ + { 112, -1, 0, NULL }, /* TestReqID */ + { 113, -1, 2 , ReportToExch_val }, + { 114, -1, 2 , LocateReqd_val }, + { 115, -1, 0, NULL }, /* OnBehalfOfCompID */ + { 116, -1, 0, NULL }, /* OnBehalfOfSubID */ + { 117, -1, 0, NULL }, /* QuoteID */ + { 118, -1, 0, NULL }, /* NetMoney */ + { 119, -1, 0, NULL }, /* SettlCurrAmt */ + { 120, -1, 0, NULL }, /* SettlCurrency */ + { 121, -1, 2 , ForexReq_val }, + { 122, -1, 0, NULL }, /* OrigSendingTime */ + { 123, -1, 2 , GapFillFlag_val }, + { 124, -1, 0, NULL }, /* NoExecs */ + { 125, -1, 0, NULL }, /* CxlType */ + { 126, -1, 0, NULL }, /* ExpireTime */ + { 127, -1, 2 , DKReason_val }, + { 128, -1, 0, NULL }, /* DeliverToCompID */ + { 129, -1, 0, NULL }, /* DeliverToSubID */ + { 130, -1, 2 , IOINaturalFlag_val }, + { 131, -1, 0, NULL }, /* QuoteReqID */ + { 132, -1, 0, NULL }, /* BidPx */ + { 133, -1, 0, NULL }, /* OfferPx */ + { 134, -1, 0, NULL }, /* BidSize */ + { 135, -1, 0, NULL }, /* OfferSize */ + { 136, -1, 0, NULL }, /* NoMiscFees */ + { 137, -1, 0, NULL }, /* MiscFeeAmt */ + { 138, -1, 0, NULL }, /* MiscFeeCurr */ + { 139, -1, 1 , MiscFeeType_val }, + { 140, -1, 0, NULL }, /* PrevClosePx */ + { 141, -1, 2 , ResetSeqNumFlag_val }, + { 142, -1, 0, NULL }, /* SenderLocationID */ + { 143, -1, 0, NULL }, /* TargetLocationID */ + { 144, -1, 0, NULL }, /* OnBehalfOfLocationID */ + { 145, -1, 0, NULL }, /* DeliverToLocationID */ + { 146, -1, 0, NULL }, /* NoRelatedSym */ + { 147, -1, 0, NULL }, /* Subject */ + { 148, -1, 0, NULL }, /* Headline */ + { 149, -1, 0, NULL }, /* URLLink */ + { 150, -1, 2 , ExecType_val }, + { 151, -1, 0, NULL }, /* LeavesQty */ + { 152, -1, 0, NULL }, /* CashOrderQty */ + { 153, -1, 0, NULL }, /* AllocAvgPx */ + { 154, -1, 0, NULL }, /* AllocNetMoney */ + { 155, -1, 0, NULL }, /* SettlCurrFxRate */ + { 156, -1, 2 , SettlCurrFxRateCalc_val }, + { 157, -1, 0, NULL }, /* NumDaysInterest */ + { 158, -1, 0, NULL }, /* AccruedInterestRate */ + { 159, -1, 0, NULL }, /* AccruedInterestAmt */ + { 160, -1, 2 , SettlInstMode_val }, + { 161, -1, 0, NULL }, /* AllocText */ + { 162, -1, 0, NULL }, /* SettlInstID */ + { 163, -1, 2 , SettlInstTransType_val }, + { 164, -1, 0, NULL }, /* EmailThreadID */ + { 165, -1, 2 , SettlInstSource_val }, + { 166, -1, 1 , SettlLocation_val }, + { 167, -1, 1 , SecurityType_val }, + { 168, -1, 0, NULL }, /* EffectiveTime */ + { 169, -1, 0 , StandInstDbType_val }, + { 170, -1, 0, NULL }, /* StandInstDbName */ + { 171, -1, 0, NULL }, /* StandInstDbID */ + { 172, -1, 0 , SettlDeliveryType_val }, + { 173, -1, 0, NULL }, /* SettlDepositoryCode */ + { 174, -1, 0, NULL }, /* SettlBrkrCode */ + { 175, -1, 0, NULL }, /* SettlInstCode */ + { 176, -1, 0, NULL }, /* SecuritySettlAgentName */ + { 177, -1, 0, NULL }, /* SecuritySettlAgentCode */ + { 178, -1, 0, NULL }, /* SecuritySettlAgentAcctNum */ + { 179, -1, 0, NULL }, /* SecuritySettlAgentAcctName */ + { 180, -1, 0, NULL }, /* SecuritySettlAgentContactName */ + { 181, -1, 0, NULL }, /* SecuritySettlAgentContactPhone */ + { 182, -1, 0, NULL }, /* CashSettlAgentName */ + { 183, -1, 0, NULL }, /* CashSettlAgentCode */ + { 184, -1, 0, NULL }, /* CashSettlAgentAcctNum */ + { 185, -1, 0, NULL }, /* CashSettlAgentAcctName */ + { 186, -1, 0, NULL }, /* CashSettlAgentContactName */ + { 187, -1, 0, NULL }, /* CashSettlAgentContactPhone */ + { 188, -1, 0, NULL }, /* BidSpotRate */ + { 189, -1, 0, NULL }, /* BidForwardPoints */ + { 190, -1, 0, NULL }, /* OfferSpotRate */ + { 191, -1, 0, NULL }, /* OfferForwardPoints */ + { 192, -1, 0, NULL }, /* OrderQty2 */ + { 193, -1, 0, NULL }, /* SettlDate2 */ + { 194, -1, 0, NULL }, /* LastSpotRate */ + { 195, -1, 0, NULL }, /* LastForwardPoints */ + { 196, -1, 0, NULL }, /* AllocLinkID */ + { 197, -1, 0 , AllocLinkType_val }, + { 198, -1, 0, NULL }, /* SecondaryOrderID */ + { 199, -1, 0, NULL }, /* NoIOIQualifiers */ + { 200, -1, 0, NULL }, /* MaturityMonthYear */ + { 201, -1, 0 , PutOrCall_val }, + { 202, -1, 0, NULL }, /* StrikePrice */ + { 203, -1, 0 , CoveredOrUncovered_val }, + { 204, -1, 0 , CustomerOrFirm_val }, + { 205, -1, 0, NULL }, /* MaturityDay */ + { 206, -1, 0, NULL }, /* OptAttribute */ + { 207, -1, 0, NULL }, /* SecurityExchange */ + { 208, -1, 2 , NotifyBrokerOfCredit_val }, + { 209, -1, 0 , AllocHandlInst_val }, + { 210, -1, 0, NULL }, /* MaxShow */ + { 211, -1, 0, NULL }, /* PegOffsetValue */ + { 212, -1, 0, NULL }, /* XmlDataLen */ + { 213, -1, 0, NULL }, /* XmlData */ + { 214, -1, 0, NULL }, /* SettlInstRefID */ + { 215, -1, 0, NULL }, /* NoRoutingIDs */ + { 216, -1, 0 , RoutingType_val }, + { 217, -1, 0, NULL }, /* RoutingID */ + { 218, -1, 0, NULL }, /* Spread */ + { 219, -1, 2 , Benchmark_val }, + { 220, -1, 0, NULL }, /* BenchmarkCurveCurrency */ + { 221, -1, 1 , BenchmarkCurveName_val }, + { 222, -1, 0, NULL }, /* BenchmarkCurvePoint */ + { 223, -1, 0, NULL }, /* CouponRate */ + { 224, -1, 0, NULL }, /* CouponPaymentDate */ + { 225, -1, 0, NULL }, /* IssueDate */ + { 226, -1, 0, NULL }, /* RepurchaseTerm */ + { 227, -1, 0, NULL }, /* RepurchaseRate */ + { 228, -1, 0, NULL }, /* Factor */ + { 229, -1, 0, NULL }, /* TradeOriginationDate */ + { 230, -1, 0, NULL }, /* ExDate */ + { 231, -1, 0, NULL }, /* ContractMultiplier */ + { 232, -1, 0, NULL }, /* NoStipulations */ + { 233, -1, 1 , StipulationType_val }, + { 234, -1, 1 , StipulationValue_val }, + { 235, -1, 1 , YieldType_val }, + { 236, -1, 0, NULL }, /* Yield */ + { 237, -1, 0, NULL }, /* TotalTakedown */ + { 238, -1, 0, NULL }, /* Concession */ + { 239, -1, 0, NULL }, /* RepoCollateralSecurityType */ + { 240, -1, 0, NULL }, /* RedemptionDate */ + { 241, -1, 0, NULL }, /* UnderlyingCouponPaymentDate */ + { 242, -1, 0, NULL }, /* UnderlyingIssueDate */ + { 243, -1, 0, NULL }, /* UnderlyingRepoCollateralSecurityType */ + { 244, -1, 0, NULL }, /* UnderlyingRepurchaseTerm */ + { 245, -1, 0, NULL }, /* UnderlyingRepurchaseRate */ + { 246, -1, 0, NULL }, /* UnderlyingFactor */ + { 247, -1, 0, NULL }, /* UnderlyingRedemptionDate */ + { 248, -1, 0, NULL }, /* LegCouponPaymentDate */ + { 249, -1, 0, NULL }, /* LegIssueDate */ + { 250, -1, 0, NULL }, /* LegRepoCollateralSecurityType */ + { 251, -1, 0, NULL }, /* LegRepurchaseTerm */ + { 252, -1, 0, NULL }, /* LegRepurchaseRate */ + { 253, -1, 0, NULL }, /* LegFactor */ + { 254, -1, 0, NULL }, /* LegRedemptionDate */ + { 255, -1, 0, NULL }, /* CreditRating */ + { 256, -1, 0, NULL }, /* UnderlyingCreditRating */ + { 257, -1, 0, NULL }, /* LegCreditRating */ + { 258, -1, 2 , TradedFlatSwitch_val }, + { 259, -1, 0, NULL }, /* BasisFeatureDate */ + { 260, -1, 0, NULL }, /* BasisFeaturePrice */ + { 262, -1, 0, NULL }, /* MDReqID */ + { 263, -1, 2 , SubscriptionRequestType_val }, + { 264, -1, 0, NULL }, /* MarketDepth */ + { 265, -1, 0 , MDUpdateType_val }, + { 266, -1, 2 , AggregatedBook_val }, + { 267, -1, 0, NULL }, /* NoMDEntryTypes */ + { 268, -1, 0, NULL }, /* NoMDEntries */ + { 269, -1, 2 , MDEntryType_val }, + { 270, -1, 0, NULL }, /* MDEntryPx */ + { 271, -1, 0, NULL }, /* MDEntrySize */ + { 272, -1, 0, NULL }, /* MDEntryDate */ + { 273, -1, 0, NULL }, /* MDEntryTime */ + { 274, -1, 2 , TickDirection_val }, + { 275, -1, 0, NULL }, /* MDMkt */ + { 276, -1, 2 , QuoteCondition_val }, + { 277, -1, 2 , TradeCondition_val }, + { 278, -1, 0, NULL }, /* MDEntryID */ + { 279, -1, 2 , MDUpdateAction_val }, + { 280, -1, 0, NULL }, /* MDEntryRefID */ + { 281, -1, 2 , MDReqRejReason_val }, + { 282, -1, 0, NULL }, /* MDEntryOriginator */ + { 283, -1, 0, NULL }, /* LocationID */ + { 284, -1, 0, NULL }, /* DeskID */ + { 285, -1, 2 , DeleteReason_val }, + { 286, -1, 2 , OpenCloseSettlFlag_val }, + { 287, -1, 0, NULL }, /* SellerDays */ + { 288, -1, 0, NULL }, /* MDEntryBuyer */ + { 289, -1, 0, NULL }, /* MDEntrySeller */ + { 290, -1, 0, NULL }, /* MDEntryPositionNo */ + { 291, -1, 2 , FinancialStatus_val }, + { 292, -1, 2 , CorporateAction_val }, + { 293, -1, 0, NULL }, /* DefBidSize */ + { 294, -1, 0, NULL }, /* DefOfferSize */ + { 295, -1, 0, NULL }, /* NoQuoteEntries */ + { 296, -1, 0, NULL }, /* NoQuoteSets */ + { 297, -1, 0 , QuoteStatus_val }, + { 298, -1, 0 , QuoteCancelType_val }, + { 299, -1, 0, NULL }, /* QuoteEntryID */ + { 300, -1, 0 , QuoteRejectReason_val }, + { 301, -1, 0 , QuoteResponseLevel_val }, + { 302, -1, 0, NULL }, /* QuoteSetID */ + { 303, -1, 0 , QuoteRequestType_val }, + { 304, -1, 0, NULL }, /* TotNoQuoteEntries */ + { 305, -1, 0, NULL }, /* UnderlyingSecurityIDSource */ + { 306, -1, 0, NULL }, /* UnderlyingIssuer */ + { 307, -1, 0, NULL }, /* UnderlyingSecurityDesc */ + { 308, -1, 0, NULL }, /* UnderlyingSecurityExchange */ + { 309, -1, 0, NULL }, /* UnderlyingSecurityID */ + { 310, -1, 0, NULL }, /* UnderlyingSecurityType */ + { 311, -1, 0, NULL }, /* UnderlyingSymbol */ + { 312, -1, 0, NULL }, /* UnderlyingSymbolSfx */ + { 313, -1, 0, NULL }, /* UnderlyingMaturityMonthYear */ + { 314, -1, 0, NULL }, /* UnderlyingMaturityDay */ + { 315, -1, 0, NULL }, /* UnderlyingPutOrCall */ + { 316, -1, 0, NULL }, /* UnderlyingStrikePrice */ + { 317, -1, 0, NULL }, /* UnderlyingOptAttribute */ + { 318, -1, 0, NULL }, /* UnderlyingCurrency */ + { 319, -1, 0, NULL }, /* RatioQty */ + { 320, -1, 0, NULL }, /* SecurityReqID */ + { 321, -1, 0 , SecurityRequestType_val }, + { 322, -1, 0, NULL }, /* SecurityResponseID */ + { 323, -1, 0 , SecurityResponseType_val }, + { 324, -1, 0, NULL }, /* SecurityStatusReqID */ + { 325, -1, 2 , UnsolicitedIndicator_val }, + { 326, -1, 0 , SecurityTradingStatus_val }, + { 327, -1, 0 , HaltReasonInt_val }, + { 328, -1, 2 , InViewOfCommon_val }, + { 329, -1, 2 , DueToRelated_val }, + { 330, -1, 0, NULL }, /* BuyVolume */ + { 331, -1, 0, NULL }, /* SellVolume */ + { 332, -1, 0, NULL }, /* HighPx */ + { 333, -1, 0, NULL }, /* LowPx */ + { 334, -1, 0 , Adjustment_val }, + { 335, -1, 0, NULL }, /* TradSesReqID */ + { 336, -1, 1 , TradingSessionID_val }, + { 337, -1, 0, NULL }, /* ContraTrader */ + { 338, -1, 0 , TradSesMethod_val }, + { 339, -1, 0 , TradSesMode_val }, + { 340, -1, 0 , TradSesStatus_val }, + { 341, -1, 0, NULL }, /* TradSesStartTime */ + { 342, -1, 0, NULL }, /* TradSesOpenTime */ + { 343, -1, 0, NULL }, /* TradSesPreCloseTime */ + { 344, -1, 0, NULL }, /* TradSesCloseTime */ + { 345, -1, 0, NULL }, /* TradSesEndTime */ + { 346, -1, 0, NULL }, /* NumberOfOrders */ + { 347, -1, 1 , MessageEncoding_val }, + { 348, -1, 0, NULL }, /* EncodedIssuerLen */ + { 349, -1, 0, NULL }, /* EncodedIssuer */ + { 350, -1, 0, NULL }, /* EncodedSecurityDescLen */ + { 351, -1, 0, NULL }, /* EncodedSecurityDesc */ + { 352, -1, 0, NULL }, /* EncodedListExecInstLen */ + { 353, -1, 0, NULL }, /* EncodedListExecInst */ + { 354, -1, 0, NULL }, /* EncodedTextLen */ + { 355, -1, 0, NULL }, /* EncodedText */ + { 356, -1, 0, NULL }, /* EncodedSubjectLen */ + { 357, -1, 0, NULL }, /* EncodedSubject */ + { 358, -1, 0, NULL }, /* EncodedHeadlineLen */ + { 359, -1, 0, NULL }, /* EncodedHeadline */ + { 360, -1, 0, NULL }, /* EncodedAllocTextLen */ + { 361, -1, 0, NULL }, /* EncodedAllocText */ + { 362, -1, 0, NULL }, /* EncodedUnderlyingIssuerLen */ + { 363, -1, 0, NULL }, /* EncodedUnderlyingIssuer */ + { 364, -1, 0, NULL }, /* EncodedUnderlyingSecurityDescLen */ + { 365, -1, 0, NULL }, /* EncodedUnderlyingSecurityDesc */ + { 366, -1, 0, NULL }, /* AllocPrice */ + { 367, -1, 0, NULL }, /* QuoteSetValidUntilTime */ + { 368, -1, 0, NULL }, /* QuoteEntryRejectReason */ + { 369, -1, 0, NULL }, /* LastMsgSeqNumProcessed */ + { 370, -1, 0, NULL }, /* OnBehalfOfSendingTime */ + { 371, -1, 0, NULL }, /* RefTagID */ + { 372, -1, 0, NULL }, /* RefMsgType */ + { 373, -1, 0 , SessionRejectReason_val }, + { 374, -1, 2 , BidRequestTransType_val }, + { 375, -1, 0, NULL }, /* ContraBroker */ + { 376, -1, 0, NULL }, /* ComplianceID */ + { 377, -1, 2 , SolicitedFlag_val }, + { 378, -1, 0 , ExecRestatementReason_val }, + { 379, -1, 0, NULL }, /* BusinessRejectRefID */ + { 380, -1, 0 , BusinessRejectReason_val }, + { 381, -1, 0, NULL }, /* GrossTradeAmt */ + { 382, -1, 0, NULL }, /* NoContraBrokers */ + { 383, -1, 0, NULL }, /* MaxMessageSize */ + { 384, -1, 0, NULL }, /* NoMsgTypes */ + { 385, -1, 2 , MsgDirection_val }, + { 386, -1, 0, NULL }, /* NoTradingSessions */ + { 387, -1, 0, NULL }, /* TotalVolumeTraded */ + { 388, -1, 2 , DiscretionInst_val }, + { 389, -1, 0, NULL }, /* DiscretionOffsetValue */ + { 390, -1, 0, NULL }, /* BidID */ + { 391, -1, 0, NULL }, /* ClientBidID */ + { 392, -1, 0, NULL }, /* ListName */ + { 393, -1, 0, NULL }, /* TotNoRelatedSym */ + { 394, -1, 0 , BidType_val }, + { 395, -1, 0, NULL }, /* NumTickets */ + { 396, -1, 0, NULL }, /* SideValue1 */ + { 397, -1, 0, NULL }, /* SideValue2 */ + { 398, -1, 0, NULL }, /* NoBidDescriptors */ + { 399, -1, 0 , BidDescriptorType_val }, + { 400, -1, 0, NULL }, /* BidDescriptor */ + { 401, -1, 0 , SideValueInd_val }, + { 402, -1, 0, NULL }, /* LiquidityPctLow */ + { 403, -1, 0, NULL }, /* LiquidityPctHigh */ + { 404, -1, 0, NULL }, /* LiquidityValue */ + { 405, -1, 0, NULL }, /* EFPTrackingError */ + { 406, -1, 0, NULL }, /* FairValue */ + { 407, -1, 0, NULL }, /* OutsideIndexPct */ + { 408, -1, 0, NULL }, /* ValueOfFutures */ + { 409, -1, 0 , LiquidityIndType_val }, + { 410, -1, 0, NULL }, /* WtAverageLiquidity */ + { 411, -1, 2 , ExchangeForPhysical_val }, + { 412, -1, 0, NULL }, /* OutMainCntryUIndex */ + { 413, -1, 0, NULL }, /* CrossPercent */ + { 414, -1, 0 , ProgRptReqs_val }, + { 415, -1, 0, NULL }, /* ProgPeriodInterval */ + { 416, -1, 0 , IncTaxInd_val }, + { 417, -1, 0, NULL }, /* NumBidders */ + { 418, -1, 2 , BidTradeType_val }, + { 419, -1, 2 , BasisPxType_val }, + { 420, -1, 0, NULL }, /* NoBidComponents */ + { 421, -1, 0, NULL }, /* Country */ + { 422, -1, 0, NULL }, /* TotNoStrikes */ + { 423, -1, 0 , PriceType_val }, + { 424, -1, 0, NULL }, /* DayOrderQty */ + { 425, -1, 0, NULL }, /* DayCumQty */ + { 426, -1, 0, NULL }, /* DayAvgPx */ + { 427, -1, 0 , GTBookingInst_val }, + { 428, -1, 0, NULL }, /* NoStrikes */ + { 429, -1, 0 , ListStatusType_val }, + { 430, -1, 0 , NetGrossInd_val }, + { 431, -1, 0 , ListOrderStatus_val }, + { 432, -1, 0, NULL }, /* ExpireDate */ + { 433, -1, 2 , ListExecInstType_val }, + { 434, -1, 2 , CxlRejResponseTo_val }, + { 435, -1, 0, NULL }, /* UnderlyingCouponRate */ + { 436, -1, 0, NULL }, /* UnderlyingContractMultiplier */ + { 437, -1, 0, NULL }, /* ContraTradeQty */ + { 438, -1, 0, NULL }, /* ContraTradeTime */ + { 439, -1, 0, NULL }, /* ClearingFirm */ + { 440, -1, 0, NULL }, /* ClearingAccount */ + { 441, -1, 0, NULL }, /* LiquidityNumSecurities */ + { 442, -1, 2 , MultiLegReportingType_val }, + { 443, -1, 0, NULL }, /* StrikeTime */ + { 444, -1, 0, NULL }, /* ListStatusText */ + { 445, -1, 0, NULL }, /* EncodedListStatusTextLen */ + { 446, -1, 0, NULL }, /* EncodedListStatusText */ + { 447, -1, 2 , PartyIDSource_val }, + { 448, -1, 0, NULL }, /* PartyID */ + { 449, -1, 0, NULL }, /* TotalVolumeTradedDate */ + { 450, -1, 0, NULL }, /* TotalVolumeTradedTime */ + { 451, -1, 0, NULL }, /* NetChgPrevDay */ + { 452, -1, 0 , PartyRole_val }, + { 453, -1, 0, NULL }, /* NoPartyIDs */ + { 454, -1, 0, NULL }, /* NoSecurityAltID */ + { 455, -1, 0, NULL }, /* SecurityAltID */ + { 456, -1, 0, NULL }, /* SecurityAltIDSource */ + { 457, -1, 0, NULL }, /* NoUnderlyingSecurityAltID */ + { 458, -1, 0, NULL }, /* UnderlyingSecurityAltID */ + { 459, -1, 0, NULL }, /* UnderlyingSecurityAltIDSource */ + { 460, -1, 0 , Product_val }, + { 461, -1, 0, NULL }, /* CFICode */ + { 462, -1, 0, NULL }, /* UnderlyingProduct */ + { 463, -1, 0, NULL }, /* UnderlyingCFICode */ + { 464, -1, 2 , TestMessageIndicator_val }, + { 465, -1, 0 , QuantityType_val }, + { 466, -1, 0, NULL }, /* BookingRefID */ + { 467, -1, 0, NULL }, /* IndividualAllocID */ + { 468, -1, 2 , RoundingDirection_val }, + { 469, -1, 0, NULL }, /* RoundingModulus */ + { 470, -1, 0, NULL }, /* CountryOfIssue */ + { 471, -1, 0, NULL }, /* StateOrProvinceOfIssue */ + { 472, -1, 0, NULL }, /* LocaleOfIssue */ + { 473, -1, 0, NULL }, /* NoRegistDtls */ + { 474, -1, 0, NULL }, /* MailingDtls */ + { 475, -1, 0, NULL }, /* InvestorCountryOfResidence */ + { 476, -1, 0, NULL }, /* PaymentRef */ + { 477, -1, 0 , DistribPaymentMethod_val }, + { 478, -1, 0, NULL }, /* CashDistribCurr */ + { 479, -1, 0, NULL }, /* CommCurrency */ + { 480, -1, 2 , CancellationRights_val }, + { 481, -1, 2 , MoneyLaunderingStatus_val }, + { 482, -1, 0, NULL }, /* MailingInst */ + { 483, -1, 0, NULL }, /* TransBkdTime */ + { 484, -1, 2 , ExecPriceType_val }, + { 485, -1, 0, NULL }, /* ExecPriceAdjustment */ + { 486, -1, 0, NULL }, /* DateOfBirth */ + { 487, -1, 0 , TradeReportTransType_val }, + { 488, -1, 0, NULL }, /* CardHolderName */ + { 489, -1, 0, NULL }, /* CardNumber */ + { 490, -1, 0, NULL }, /* CardExpDate */ + { 491, -1, 0, NULL }, /* CardIssNum */ + { 492, -1, 0 , PaymentMethod_val }, + { 493, -1, 0, NULL }, /* RegistAcctType */ + { 494, -1, 0, NULL }, /* Designation */ + { 495, -1, 0 , TaxAdvantageType_val }, + { 496, -1, 0, NULL }, /* RegistRejReasonText */ + { 497, -1, 2 , FundRenewWaiv_val }, + { 498, -1, 0, NULL }, /* CashDistribAgentName */ + { 499, -1, 0, NULL }, /* CashDistribAgentCode */ + { 500, -1, 0, NULL }, /* CashDistribAgentAcctNumber */ + { 501, -1, 0, NULL }, /* CashDistribPayRef */ + { 502, -1, 0, NULL }, /* CashDistribAgentAcctName */ + { 503, -1, 0, NULL }, /* CardStartDate */ + { 504, -1, 0, NULL }, /* PaymentDate */ + { 505, -1, 0, NULL }, /* PaymentRemitterID */ + { 506, -1, 2 , RegistStatus_val }, + { 507, -1, 0 , RegistRejReasonCode_val }, + { 508, -1, 0, NULL }, /* RegistRefID */ + { 509, -1, 0, NULL }, /* RegistDtls */ + { 510, -1, 0, NULL }, /* NoDistribInsts */ + { 511, -1, 0, NULL }, /* RegistEmail */ + { 512, -1, 0, NULL }, /* DistribPercentage */ + { 513, -1, 0, NULL }, /* RegistID */ + { 514, -1, 2 , RegistTransType_val }, + { 515, -1, 0, NULL }, /* ExecValuationPoint */ + { 516, -1, 0, NULL }, /* OrderPercent */ + { 517, -1, 2 , OwnershipType_val }, + { 518, -1, 0, NULL }, /* NoContAmts */ + { 519, -1, 0 , ContAmtType_val }, + { 520, -1, 0, NULL }, /* ContAmtValue */ + { 521, -1, 0, NULL }, /* ContAmtCurr */ + { 522, -1, 0 , OwnerType_val }, + { 523, -1, 0, NULL }, /* PartySubID */ + { 524, -1, 0, NULL }, /* NestedPartyID */ + { 525, -1, 0, NULL }, /* NestedPartyIDSource */ + { 526, -1, 0, NULL }, /* SecondaryClOrdID */ + { 527, -1, 0, NULL }, /* SecondaryExecID */ + { 528, -1, 2 , OrderCapacity_val }, + { 529, -1, 2 , OrderRestrictions_val }, + { 530, -1, 2 , MassCancelRequestType_val }, + { 531, -1, 2 , MassCancelResponse_val }, + { 532, -1, 0 , MassCancelRejectReason_val }, + { 533, -1, 0, NULL }, /* TotalAffectedOrders */ + { 534, -1, 0, NULL }, /* NoAffectedOrders */ + { 535, -1, 0, NULL }, /* AffectedOrderID */ + { 536, -1, 0, NULL }, /* AffectedSecondaryOrderID */ + { 537, -1, 0 , QuoteType_val }, + { 538, -1, 0, NULL }, /* NestedPartyRole */ + { 539, -1, 0, NULL }, /* NoNestedPartyIDs */ + { 540, -1, 0, NULL }, /* TotalAccruedInterestAmt */ + { 541, -1, 0, NULL }, /* MaturityDate */ + { 542, -1, 0, NULL }, /* UnderlyingMaturityDate */ + { 543, -1, 0, NULL }, /* InstrRegistry */ + { 544, -1, 2 , CashMargin_val }, + { 545, -1, 0, NULL }, /* NestedPartySubID */ + { 546, -1, 2 , Scope_val }, + { 547, -1, 2 , MDImplicitDelete_val }, + { 548, -1, 0, NULL }, /* CrossID */ + { 549, -1, 0 , CrossType_val }, + { 550, -1, 0 , CrossPrioritization_val }, + { 551, -1, 0, NULL }, /* OrigCrossID */ + { 552, -1, 2 , NoSides_val }, + { 553, -1, 0, NULL }, /* Username */ + { 554, -1, 0, NULL }, /* Password */ + { 555, -1, 0, NULL }, /* NoLegs */ + { 556, -1, 0, NULL }, /* LegCurrency */ + { 557, -1, 0, NULL }, /* TotNoSecurityTypes */ + { 558, -1, 0, NULL }, /* NoSecurityTypes */ + { 559, -1, 0 , SecurityListRequestType_val }, + { 560, -1, 0 , SecurityRequestResult_val }, + { 561, -1, 0, NULL }, /* RoundLot */ + { 562, -1, 0, NULL }, /* MinTradeVol */ + { 563, -1, 0 , MultiLegRptTypeReq_val }, + { 564, -1, 0, NULL }, /* LegPositionEffect */ + { 565, -1, 0, NULL }, /* LegCoveredOrUncovered */ + { 566, -1, 0, NULL }, /* LegPrice */ + { 567, -1, 0 , TradSesStatusRejReason_val }, + { 568, -1, 0, NULL }, /* TradeRequestID */ + { 569, -1, 0 , TradeRequestType_val }, + { 570, -1, 2 , PreviouslyReported_val }, + { 571, -1, 0, NULL }, /* TradeReportID */ + { 572, -1, 0, NULL }, /* TradeReportRefID */ + { 573, -1, 2 , MatchStatus_val }, + { 574, -1, 1 , MatchType_val }, + { 575, -1, 2 , OddLot_val }, + { 576, -1, 0, NULL }, /* NoClearingInstructions */ + { 577, -1, 0 , ClearingInstruction_val }, + { 578, -1, 0, NULL }, /* TradeInputSource */ + { 579, -1, 0, NULL }, /* TradeInputDevice */ + { 580, -1, 0, NULL }, /* NoDates */ + { 581, -1, 0 , AccountType_val }, + { 582, -1, 0 , CustOrderCapacity_val }, + { 583, -1, 0, NULL }, /* ClOrdLinkID */ + { 584, -1, 0, NULL }, /* MassStatusReqID */ + { 585, -1, 0 , MassStatusReqType_val }, + { 586, -1, 0, NULL }, /* OrigOrdModTime */ + { 587, -1, 0, NULL }, /* LegSettlType */ + { 588, -1, 0, NULL }, /* LegSettlDate */ + { 589, -1, 2 , DayBookingInst_val }, + { 590, -1, 2 , BookingUnit_val }, + { 591, -1, 2 , PreallocMethod_val }, + { 592, -1, 0, NULL }, /* UnderlyingCountryOfIssue */ + { 593, -1, 0, NULL }, /* UnderlyingStateOrProvinceOfIssue */ + { 594, -1, 0, NULL }, /* UnderlyingLocaleOfIssue */ + { 595, -1, 0, NULL }, /* UnderlyingInstrRegistry */ + { 596, -1, 0, NULL }, /* LegCountryOfIssue */ + { 597, -1, 0, NULL }, /* LegStateOrProvinceOfIssue */ + { 598, -1, 0, NULL }, /* LegLocaleOfIssue */ + { 599, -1, 0, NULL }, /* LegInstrRegistry */ + { 600, -1, 0, NULL }, /* LegSymbol */ + { 601, -1, 0, NULL }, /* LegSymbolSfx */ + { 602, -1, 0, NULL }, /* LegSecurityID */ + { 603, -1, 0, NULL }, /* LegSecurityIDSource */ + { 604, -1, 0, NULL }, /* NoLegSecurityAltID */ + { 605, -1, 0, NULL }, /* LegSecurityAltID */ + { 606, -1, 0, NULL }, /* LegSecurityAltIDSource */ + { 607, -1, 0, NULL }, /* LegProduct */ + { 608, -1, 0, NULL }, /* LegCFICode */ + { 609, -1, 0, NULL }, /* LegSecurityType */ + { 610, -1, 0, NULL }, /* LegMaturityMonthYear */ + { 611, -1, 0, NULL }, /* LegMaturityDate */ + { 612, -1, 0, NULL }, /* LegStrikePrice */ + { 613, -1, 0, NULL }, /* LegOptAttribute */ + { 614, -1, 0, NULL }, /* LegContractMultiplier */ + { 615, -1, 0, NULL }, /* LegCouponRate */ + { 616, -1, 0, NULL }, /* LegSecurityExchange */ + { 617, -1, 0, NULL }, /* LegIssuer */ + { 618, -1, 0, NULL }, /* EncodedLegIssuerLen */ + { 619, -1, 0, NULL }, /* EncodedLegIssuer */ + { 620, -1, 0, NULL }, /* LegSecurityDesc */ + { 621, -1, 0, NULL }, /* EncodedLegSecurityDescLen */ + { 622, -1, 0, NULL }, /* EncodedLegSecurityDesc */ + { 623, -1, 0, NULL }, /* LegRatioQty */ + { 624, -1, 0, NULL }, /* LegSide */ + { 625, -1, 1 , TradingSessionSubID_val }, + { 626, -1, 0 , AllocType_val }, + { 627, -1, 0, NULL }, /* NoHops */ + { 628, -1, 0, NULL }, /* HopCompID */ + { 629, -1, 0, NULL }, /* HopSendingTime */ + { 630, -1, 0, NULL }, /* HopRefID */ + { 631, -1, 0, NULL }, /* MidPx */ + { 632, -1, 0, NULL }, /* BidYield */ + { 633, -1, 0, NULL }, /* MidYield */ + { 634, -1, 0, NULL }, /* OfferYield */ + { 635, -1, 1 , ClearingFeeIndicator_val }, + { 636, -1, 2 , WorkingIndicator_val }, + { 637, -1, 0, NULL }, /* LegLastPx */ + { 638, -1, 0 , PriorityIndicator_val }, + { 639, -1, 0, NULL }, /* PriceImprovement */ + { 640, -1, 0, NULL }, /* Price2 */ + { 641, -1, 0, NULL }, /* LastForwardPoints2 */ + { 642, -1, 0, NULL }, /* BidForwardPoints2 */ + { 643, -1, 0, NULL }, /* OfferForwardPoints2 */ + { 644, -1, 0, NULL }, /* RFQReqID */ + { 645, -1, 0, NULL }, /* MktBidPx */ + { 646, -1, 0, NULL }, /* MktOfferPx */ + { 647, -1, 0, NULL }, /* MinBidSize */ + { 648, -1, 0, NULL }, /* MinOfferSize */ + { 649, -1, 0, NULL }, /* QuoteStatusReqID */ + { 650, -1, 2 , LegalConfirm_val }, + { 651, -1, 0, NULL }, /* UnderlyingLastPx */ + { 652, -1, 0, NULL }, /* UnderlyingLastQty */ + { 653, -1, 0 , SecDefStatus_val }, + { 654, -1, 0, NULL }, /* LegRefID */ + { 655, -1, 0, NULL }, /* ContraLegRefID */ + { 656, -1, 0, NULL }, /* SettlCurrBidFxRate */ + { 657, -1, 0, NULL }, /* SettlCurrOfferFxRate */ + { 658, -1, 0 , QuoteRequestRejectReason_val }, + { 659, -1, 0, NULL }, /* SideComplianceID */ + { 660, -1, 0 , AcctIDSource_val }, + { 661, -1, 0, NULL }, /* AllocAcctIDSource */ + { 662, -1, 0, NULL }, /* BenchmarkPrice */ + { 663, -1, 0, NULL }, /* BenchmarkPriceType */ + { 664, -1, 0, NULL }, /* ConfirmID */ + { 665, -1, 0 , ConfirmStatus_val }, + { 666, -1, 0 , ConfirmTransType_val }, + { 667, -1, 0, NULL }, /* ContractSettlMonth */ + { 668, -1, 0 , DeliveryForm_val }, + { 669, -1, 0, NULL }, /* LastParPx */ + { 670, -1, 0, NULL }, /* NoLegAllocs */ + { 671, -1, 0, NULL }, /* LegAllocAccount */ + { 672, -1, 0, NULL }, /* LegIndividualAllocID */ + { 673, -1, 0, NULL }, /* LegAllocQty */ + { 674, -1, 0, NULL }, /* LegAllocAcctIDSource */ + { 675, -1, 0, NULL }, /* LegSettlCurrency */ + { 676, -1, 0, NULL }, /* LegBenchmarkCurveCurrency */ + { 677, -1, 0, NULL }, /* LegBenchmarkCurveName */ + { 678, -1, 0, NULL }, /* LegBenchmarkCurvePoint */ + { 679, -1, 0, NULL }, /* LegBenchmarkPrice */ + { 680, -1, 0, NULL }, /* LegBenchmarkPriceType */ + { 681, -1, 0, NULL }, /* LegBidPx */ + { 682, -1, 0, NULL }, /* LegIOIQty */ + { 683, -1, 0, NULL }, /* NoLegStipulations */ + { 684, -1, 0, NULL }, /* LegOfferPx */ + { 685, -1, 0, NULL }, /* LegOrderQty */ + { 686, -1, 0, NULL }, /* LegPriceType */ + { 687, -1, 0, NULL }, /* LegQty */ + { 688, -1, 0, NULL }, /* LegStipulationType */ + { 689, -1, 0, NULL }, /* LegStipulationValue */ + { 690, -1, 0 , LegSwapType_val }, + { 691, -1, 0, NULL }, /* Pool */ + { 692, -1, 0 , QuotePriceType_val }, + { 693, -1, 0, NULL }, /* QuoteRespID */ + { 694, -1, 0 , QuoteRespType_val }, + { 695, -1, 0, NULL }, /* QuoteQualifier */ + { 696, -1, 0, NULL }, /* YieldRedemptionDate */ + { 697, -1, 0, NULL }, /* YieldRedemptionPrice */ + { 698, -1, 0, NULL }, /* YieldRedemptionPriceType */ + { 699, -1, 0, NULL }, /* BenchmarkSecurityID */ + { 700, -1, 0, NULL }, /* ReversalIndicator */ + { 701, -1, 0, NULL }, /* YieldCalcDate */ + { 702, -1, 0, NULL }, /* NoPositions */ + { 703, -1, 1 , PosType_val }, + { 704, -1, 0, NULL }, /* LongQty */ + { 705, -1, 0, NULL }, /* ShortQty */ + { 706, -1, 0 , PosQtyStatus_val }, + { 707, -1, 1 , PosAmtType_val }, + { 708, -1, 0, NULL }, /* PosAmt */ + { 709, -1, 0 , PosTransType_val }, + { 710, -1, 0, NULL }, /* PosReqID */ + { 711, -1, 0, NULL }, /* NoUnderlyings */ + { 712, -1, 0 , PosMaintAction_val }, + { 713, -1, 0, NULL }, /* OrigPosReqRefID */ + { 714, -1, 0, NULL }, /* PosMaintRptRefID */ + { 715, -1, 0, NULL }, /* ClearingBusinessDate */ + { 716, -1, 1 , SettlSessID_val }, + { 717, -1, 0, NULL }, /* SettlSessSubID */ + { 718, -1, 0 , AdjustmentType_val }, + { 719, -1, 0, NULL }, /* ContraryInstructionIndicator */ + { 720, -1, 0, NULL }, /* PriorSpreadIndicator */ + { 721, -1, 0, NULL }, /* PosMaintRptID */ + { 722, -1, 0 , PosMaintStatus_val }, + { 723, -1, 0 , PosMaintResult_val }, + { 724, -1, 0 , PosReqType_val }, + { 725, -1, 0 , ResponseTransportType_val }, + { 726, -1, 0, NULL }, /* ResponseDestination */ + { 727, -1, 0, NULL }, /* TotalNumPosReports */ + { 728, -1, 0 , PosReqResult_val }, + { 729, -1, 0 , PosReqStatus_val }, + { 730, -1, 0, NULL }, /* SettlPrice */ + { 731, -1, 0 , SettlPriceType_val }, + { 732, -1, 0, NULL }, /* UnderlyingSettlPrice */ + { 733, -1, 0, NULL }, /* UnderlyingSettlPriceType */ + { 734, -1, 0, NULL }, /* PriorSettlPrice */ + { 735, -1, 0, NULL }, /* NoQuoteQualifiers */ + { 736, -1, 0, NULL }, /* AllocSettlCurrency */ + { 737, -1, 0, NULL }, /* AllocSettlCurrAmt */ + { 738, -1, 0, NULL }, /* InterestAtMaturity */ + { 739, -1, 0, NULL }, /* LegDatedDate */ + { 740, -1, 0, NULL }, /* LegPool */ + { 741, -1, 0, NULL }, /* AllocInterestAtMaturity */ + { 742, -1, 0, NULL }, /* AllocAccruedInterestAmt */ + { 743, -1, 0, NULL }, /* DeliveryDate */ + { 744, -1, 2 , AssignmentMethod_val }, + { 745, -1, 0, NULL }, /* AssignmentUnit */ + { 746, -1, 0, NULL }, /* OpenInterest */ + { 747, -1, 2 , ExerciseMethod_val }, + { 748, -1, 0, NULL }, /* TotNumTradeReports */ + { 749, -1, 0 , TradeRequestResult_val }, + { 750, -1, 0 , TradeRequestStatus_val }, + { 751, -1, 0 , TradeReportRejectReason_val }, + { 752, -1, 0 , SideMultiLegReportingType_val }, + { 753, -1, 0, NULL }, /* NoPosAmt */ + { 754, -1, 0, NULL }, /* AutoAcceptIndicator */ + { 755, -1, 0, NULL }, /* AllocReportID */ + { 756, -1, 0, NULL }, /* NoNested2PartyIDs */ + { 757, -1, 0, NULL }, /* Nested2PartyID */ + { 758, -1, 0, NULL }, /* Nested2PartyIDSource */ + { 759, -1, 0, NULL }, /* Nested2PartyRole */ + { 760, -1, 0, NULL }, /* Nested2PartySubID */ + { 761, -1, 0, NULL }, /* BenchmarkSecurityIDSource */ + { 762, -1, 0, NULL }, /* SecuritySubType */ + { 763, -1, 0, NULL }, /* UnderlyingSecuritySubType */ + { 764, -1, 0, NULL }, /* LegSecuritySubType */ + { 765, -1, 0, NULL }, /* AllowableOneSidednessPct */ + { 766, -1, 0, NULL }, /* AllowableOneSidednessValue */ + { 767, -1, 0, NULL }, /* AllowableOneSidednessCurr */ + { 768, -1, 0, NULL }, /* NoTrdRegTimestamps */ + { 769, -1, 0, NULL }, /* TrdRegTimestamp */ + { 770, -1, 0 , TrdRegTimestampType_val }, + { 771, -1, 0, NULL }, /* TrdRegTimestampOrigin */ + { 772, -1, 0, NULL }, /* ConfirmRefID */ + { 773, -1, 0 , ConfirmType_val }, + { 774, -1, 0 , ConfirmRejReason_val }, + { 775, -1, 0 , BookingType_val }, + { 776, -1, 0, NULL }, /* IndividualAllocRejCode */ + { 777, -1, 0, NULL }, /* SettlInstMsgID */ + { 778, -1, 0, NULL }, /* NoSettlInst */ + { 779, -1, 0, NULL }, /* LastUpdateTime */ + { 780, -1, 0 , AllocSettlInstType_val }, + { 781, -1, 0, NULL }, /* NoSettlPartyIDs */ + { 782, -1, 0, NULL }, /* SettlPartyID */ + { 783, -1, 0, NULL }, /* SettlPartyIDSource */ + { 784, -1, 0, NULL }, /* SettlPartyRole */ + { 785, -1, 0, NULL }, /* SettlPartySubID */ + { 786, -1, 0, NULL }, /* SettlPartySubIDType */ + { 787, -1, 2 , DlvyInstType_val }, + { 788, -1, 0 , TerminationType_val }, + { 789, -1, 0, NULL }, /* NextExpectedMsgSeqNum */ + { 790, -1, 0, NULL }, /* OrdStatusReqID */ + { 791, -1, 0, NULL }, /* SettlInstReqID */ + { 792, -1, 0 , SettlInstReqRejCode_val }, + { 793, -1, 0, NULL }, /* SecondaryAllocID */ + { 794, -1, 0 , AllocReportType_val }, + { 795, -1, 0, NULL }, /* AllocReportRefID */ + { 796, -1, 0 , AllocCancReplaceReason_val }, + { 797, -1, 0, NULL }, /* CopyMsgIndicator */ + { 798, -1, 0 , AllocAccountType_val }, + { 799, -1, 0, NULL }, /* OrderAvgPx */ + { 800, -1, 0, NULL }, /* OrderBookingQty */ + { 801, -1, 0, NULL }, /* NoSettlPartySubIDs */ + { 802, -1, 0, NULL }, /* NoPartySubIDs */ + { 803, -1, 0 , PartySubIDType_val }, + { 804, -1, 0, NULL }, /* NoNestedPartySubIDs */ + { 805, -1, 0, NULL }, /* NestedPartySubIDType */ + { 806, -1, 0, NULL }, /* NoNested2PartySubIDs */ + { 807, -1, 0, NULL }, /* Nested2PartySubIDType */ + { 808, -1, 0 , AllocIntermedReqType_val }, + { 810, -1, 0, NULL }, /* UnderlyingPx */ + { 811, -1, 0, NULL }, /* PriceDelta */ + { 812, -1, 0, NULL }, /* ApplQueueMax */ + { 813, -1, 0, NULL }, /* ApplQueueDepth */ + { 814, -1, 0 , ApplQueueResolution_val }, + { 815, -1, 0 , ApplQueueAction_val }, + { 816, -1, 0, NULL }, /* NoAltMDSource */ + { 817, -1, 0, NULL }, /* AltMDSourceID */ + { 818, -1, 0, NULL }, /* SecondaryTradeReportID */ + { 819, -1, 0 , AvgPxIndicator_val }, + { 820, -1, 0, NULL }, /* TradeLinkID */ + { 821, -1, 0, NULL }, /* OrderInputDevice */ + { 822, -1, 0, NULL }, /* UnderlyingTradingSessionID */ + { 823, -1, 0, NULL }, /* UnderlyingTradingSessionSubID */ + { 824, -1, 0, NULL }, /* TradeLegRefID */ + { 825, -1, 0, NULL }, /* ExchangeRule */ + { 826, -1, 0 , TradeAllocIndicator_val }, + { 827, -1, 0 , ExpirationCycle_val }, + { 828, -1, 0 , TrdType_val }, + { 829, -1, 0 , TrdSubType_val }, + { 830, -1, 0, NULL }, /* TransferReason */ + { 831, -1, 0, NULL }, /* AsgnReqID */ + { 832, -1, 0, NULL }, /* TotNumAssignmentReports */ + { 833, -1, 0, NULL }, /* AsgnRptID */ + { 834, -1, 0, NULL }, /* ThresholdAmount */ + { 835, -1, 0 , PegMoveType_val }, + { 836, -1, 0 , PegOffsetType_val }, + { 837, -1, 0 , PegLimitType_val }, + { 838, -1, 0 , PegRoundDirection_val }, + { 839, -1, 0, NULL }, /* PeggedPrice */ + { 840, -1, 0 , PegScope_val }, + { 841, -1, 0 , DiscretionMoveType_val }, + { 842, -1, 0 , DiscretionOffsetType_val }, + { 843, -1, 0 , DiscretionLimitType_val }, + { 844, -1, 0 , DiscretionRoundDirection_val }, + { 845, -1, 0, NULL }, /* DiscretionPrice */ + { 846, -1, 0 , DiscretionScope_val }, + { 847, -1, 0 , TargetStrategy_val }, + { 848, -1, 0, NULL }, /* TargetStrategyParameters */ + { 849, -1, 0, NULL }, /* ParticipationRate */ + { 850, -1, 0, NULL }, /* TargetStrategyPerformance */ + { 851, -1, 0 , LastLiquidityInd_val }, + { 852, -1, 2 , PublishTrdIndicator_val }, + { 853, -1, 0 , ShortSaleReason_val }, + { 854, -1, 0 , QtyType_val }, + { 855, -1, 0, NULL }, /* SecondaryTrdType */ + { 856, -1, 0 , TradeReportType_val }, + { 857, -1, 0 , AllocNoOrdersType_val }, + { 858, -1, 0, NULL }, /* SharedCommission */ + { 859, -1, 0, NULL }, /* ConfirmReqID */ + { 860, -1, 0, NULL }, /* AvgParPx */ + { 861, -1, 0, NULL }, /* ReportedPx */ + { 862, -1, 0, NULL }, /* NoCapacities */ + { 863, -1, 0, NULL }, /* OrderCapacityQty */ + { 864, -1, 0, NULL }, /* NoEvents */ + { 865, -1, 0 , EventType_val }, + { 866, -1, 0, NULL }, /* EventDate */ + { 867, -1, 0, NULL }, /* EventPx */ + { 868, -1, 0, NULL }, /* EventText */ + { 869, -1, 0, NULL }, /* PctAtRisk */ + { 870, -1, 0, NULL }, /* NoInstrAttrib */ + { 871, -1, 0 , InstrAttribType_val }, + { 872, -1, 0, NULL }, /* InstrAttribValue */ + { 873, -1, 0, NULL }, /* DatedDate */ + { 874, -1, 0, NULL }, /* InterestAccrualDate */ + { 875, -1, 0 , CPProgram_val }, + { 876, -1, 0, NULL }, /* CPRegType */ + { 877, -1, 0, NULL }, /* UnderlyingCPProgram */ + { 878, -1, 0, NULL }, /* UnderlyingCPRegType */ + { 879, -1, 0, NULL }, /* UnderlyingQty */ + { 880, -1, 0, NULL }, /* TrdMatchID */ + { 881, -1, 0, NULL }, /* SecondaryTradeReportRefID */ + { 882, -1, 0, NULL }, /* UnderlyingDirtyPrice */ + { 883, -1, 0, NULL }, /* UnderlyingEndPrice */ + { 884, -1, 0, NULL }, /* UnderlyingStartValue */ + { 885, -1, 0, NULL }, /* UnderlyingCurrentValue */ + { 886, -1, 0, NULL }, /* UnderlyingEndValue */ + { 887, -1, 0, NULL }, /* NoUnderlyingStips */ + { 888, -1, 0, NULL }, /* UnderlyingStipType */ + { 889, -1, 0, NULL }, /* UnderlyingStipValue */ + { 890, -1, 0, NULL }, /* MaturityNetMoney */ + { 891, -1, 0 , MiscFeeBasis_val }, + { 892, -1, 0, NULL }, /* TotNoAllocs */ + { 893, -1, 2 , LastFragment_val }, + { 894, -1, 0, NULL }, /* CollReqID */ + { 895, -1, 0 , CollAsgnReason_val }, + { 896, -1, 0 , CollInquiryQualifier_val }, + { 897, -1, 0, NULL }, /* NoTrades */ + { 898, -1, 0, NULL }, /* MarginRatio */ + { 899, -1, 0, NULL }, /* MarginExcess */ + { 900, -1, 0, NULL }, /* TotalNetValue */ + { 901, -1, 0, NULL }, /* CashOutstanding */ + { 902, -1, 0, NULL }, /* CollAsgnID */ + { 903, -1, 0 , CollAsgnTransType_val }, + { 904, -1, 0, NULL }, /* CollRespID */ + { 905, -1, 0 , CollAsgnRespType_val }, + { 906, -1, 0 , CollAsgnRejectReason_val }, + { 907, -1, 0, NULL }, /* CollAsgnRefID */ + { 908, -1, 0, NULL }, /* CollRptID */ + { 909, -1, 0, NULL }, /* CollInquiryID */ + { 910, -1, 0 , CollStatus_val }, + { 911, -1, 0, NULL }, /* TotNumReports */ + { 912, -1, 2 , LastRptRequested_val }, + { 913, -1, 0, NULL }, /* AgreementDesc */ + { 914, -1, 0, NULL }, /* AgreementID */ + { 915, -1, 0, NULL }, /* AgreementDate */ + { 916, -1, 0, NULL }, /* StartDate */ + { 917, -1, 0, NULL }, /* EndDate */ + { 918, -1, 0, NULL }, /* AgreementCurrency */ + { 919, -1, 0 , DeliveryType_val }, + { 920, -1, 0, NULL }, /* EndAccruedInterestAmt */ + { 921, -1, 0, NULL }, /* StartCash */ + { 922, -1, 0, NULL }, /* EndCash */ + { 923, -1, 0, NULL }, /* UserRequestID */ + { 924, -1, 0 , UserRequestType_val }, + { 925, -1, 0, NULL }, /* NewPassword */ + { 926, -1, 0 , UserStatus_val }, + { 927, -1, 0, NULL }, /* UserStatusText */ + { 928, -1, 0 , StatusValue_val }, + { 929, -1, 0, NULL }, /* StatusText */ + { 930, -1, 0, NULL }, /* RefCompID */ + { 931, -1, 0, NULL }, /* RefSubID */ + { 932, -1, 0, NULL }, /* NetworkResponseID */ + { 933, -1, 0, NULL }, /* NetworkRequestID */ + { 934, -1, 0, NULL }, /* LastNetworkResponseID */ + { 935, -1, 0 , NetworkRequestType_val }, + { 936, -1, 0, NULL }, /* NoCompIDs */ + { 937, -1, 0 , NetworkStatusResponseType_val }, + { 938, -1, 0, NULL }, /* NoCollInquiryQualifier */ + { 939, -1, 0 , TrdRptStatus_val }, + { 940, -1, 0 , AffirmStatus_val }, + { 941, -1, 0, NULL }, /* UnderlyingStrikeCurrency */ + { 942, -1, 0, NULL }, /* LegStrikeCurrency */ + { 943, -1, 0, NULL }, /* TimeBracket */ + { 944, -1, 0 , CollAction_val }, + { 945, -1, 0 , CollInquiryStatus_val }, + { 946, -1, 0 , CollInquiryResult_val }, + { 947, -1, 0, NULL }, /* StrikeCurrency */ + { 948, -1, 0, NULL }, /* NoNested3PartyIDs */ + { 949, -1, 0, NULL }, /* Nested3PartyID */ + { 950, -1, 0, NULL }, /* Nested3PartyIDSource */ + { 951, -1, 0, NULL }, /* Nested3PartyRole */ + { 952, -1, 0, NULL }, /* NoNested3PartySubIDs */ + { 953, -1, 0, NULL }, /* Nested3PartySubID */ + { 954, -1, 0, NULL }, /* Nested3PartySubIDType */ + { 955, -1, 0, NULL }, /* LegContractSettlMonth */ + { 956, -1, 0, NULL }, /* LegInterestAccrualDate */ + { 957, -1, 0, NULL }, /* NoStrategyParameters */ + { 958, -1, 0, NULL }, /* StrategyParameterName */ + { 959, -1, 0 , StrategyParameterType_val }, + { 960, -1, 0, NULL }, /* StrategyParameterValue */ + { 961, -1, 0, NULL }, /* HostCrossID */ + { 962, -1, 0, NULL }, /* SideTimeInForce */ + { 963, -1, 0, NULL }, /* MDReportID */ + { 964, -1, 0, NULL }, /* SecurityReportID */ + { 965, -1, 1 , SecurityStatus_val }, + { 966, -1, 0, NULL }, /* SettleOnOpenFlag */ + { 967, -1, 0, NULL }, /* StrikeMultiplier */ + { 968, -1, 0, NULL }, /* StrikeValue */ + { 969, -1, 0, NULL }, /* MinPriceIncrement */ + { 970, -1, 0, NULL }, /* PositionLimit */ + { 971, -1, 0, NULL }, /* NTPositionLimit */ + { 972, -1, 0, NULL }, /* UnderlyingAllocationPercent */ + { 973, -1, 0, NULL }, /* UnderlyingCashAmount */ + { 974, -1, 1 , UnderlyingCashType_val }, + { 975, -1, 0 , UnderlyingSettlementType_val }, + { 976, -1, 0, NULL }, /* QuantityDate */ + { 977, -1, 0, NULL }, /* ContIntRptID */ + { 978, -1, 0, NULL }, /* LateIndicator */ + { 979, -1, 0, NULL }, /* InputSource */ + { 980, -1, 2 , SecurityUpdateAction_val }, + { 981, -1, 0, NULL }, /* NoExpiration */ + { 982, -1, 0 , ExpirationQtyType_val }, + { 983, -1, 0, NULL }, /* ExpQty */ + { 984, -1, 0, NULL }, /* NoUnderlyingAmounts */ + { 985, -1, 0, NULL }, /* UnderlyingPayAmount */ + { 986, -1, 0, NULL }, /* UnderlyingCollectAmount */ + { 987, -1, 0, NULL }, /* UnderlyingSettlementDate */ + { 988, -1, 0, NULL }, /* UnderlyingSettlementStatus */ + { 989, -1, 0, NULL }, /* SecondaryIndividualAllocID */ + { 990, -1, 0, NULL }, /* LegReportID */ + { 991, -1, 0, NULL }, /* RndPx */ + { 992, -1, 0 , IndividualAllocType_val }, + { 993, -1, 0, NULL }, /* AllocCustomerCapacity */ + { 994, -1, 0, NULL }, /* TierCode */ + { 996, -1, 1 , UnitOfMeasure_val }, + { 997, -1, 1 , TimeUnit_val }, + { 998, -1, 0, NULL }, /* UnderlyingUnitOfMeasure */ + { 999, -1, 0, NULL }, /* LegUnitOfMeasure */ + { 1000, -1, 0, NULL }, /* UnderlyingTimeUnit */ + { 1001, -1, 0, NULL }, /* LegTimeUnit */ + { 1002, -1, 0 , AllocMethod_val }, + { 1003, -1, 0, NULL }, /* TradeID */ + { 1005, -1, 0, NULL }, /* SideTradeReportID */ + { 1006, -1, 0, NULL }, /* SideFillStationCd */ + { 1007, -1, 0, NULL }, /* SideReasonCd */ + { 1008, -1, 0, NULL }, /* SideTrdSubTyp */ + { 1009, -1, 0, NULL }, /* SideLastQty */ + { 1011, -1, 0, NULL }, /* MessageEventSource */ + { 1012, -1, 0, NULL }, /* SideTrdRegTimestamp */ + { 1013, -1, 0, NULL }, /* SideTrdRegTimestampType */ + { 1014, -1, 0, NULL }, /* SideTrdRegTimestampSrc */ + { 1015, -1, 2 , AsOfIndicator_val }, + { 1016, -1, 0, NULL }, /* NoSideTrdRegTS */ + { 1017, -1, 0, NULL }, /* LegOptionRatio */ + { 1018, -1, 0, NULL }, /* NoInstrumentParties */ + { 1019, -1, 0, NULL }, /* InstrumentPartyID */ + { 1020, -1, 0, NULL }, /* TradeVolume */ + { 1021, -1, 0 , MDBookType_val }, + { 1022, -1, 0, NULL }, /* MDFeedType */ + { 1023, -1, 0, NULL }, /* MDPriceLevel */ + { 1024, -1, 0 , MDOriginType_val }, + { 1025, -1, 0, NULL }, /* FirstPx */ + { 1026, -1, 0, NULL }, /* MDEntrySpotRate */ + { 1027, -1, 0, NULL }, /* MDEntryForwardPoints */ + { 1028, -1, 0, NULL }, /* ManualOrderIndicator */ + { 1029, -1, 0, NULL }, /* CustDirectedOrder */ + { 1030, -1, 0, NULL }, /* ReceivedDeptID */ + { 1031, -1, 2 , CustOrderHandlingInst_val }, + { 1032, -1, 0 , OrderHandlingInstSource_val }, + { 1033, -1, 1 , DeskType_val }, + { 1034, -1, 0 , DeskTypeSource_val }, + { 1035, -1, 2 , DeskOrderHandlingInst_val }, + { 1036, -1, 2 , ExecAckStatus_val }, + { 1037, -1, 0, NULL }, /* UnderlyingDeliveryAmount */ + { 1038, -1, 0, NULL }, /* UnderlyingCapValue */ + { 1039, -1, 0, NULL }, /* UnderlyingSettlMethod */ + { 1040, -1, 0, NULL }, /* SecondaryTradeID */ + { 1041, -1, 0, NULL }, /* FirmTradeID */ + { 1042, -1, 0, NULL }, /* SecondaryFirmTradeID */ + { 1043, -1, 0 , CollApplType_val }, + { 1044, -1, 0, NULL }, /* UnderlyingAdjustedQuantity */ + { 1045, -1, 0, NULL }, /* UnderlyingFXRate */ + { 1046, -1, 2 , UnderlyingFXRateCalc_val }, + { 1047, -1, 2 , AllocPositionEffect_val }, + { 1048, -1, 2 , DealingCapacity_val }, + { 1049, -1, 0, NULL }, /* InstrmtAssignmentMethod */ + { 1050, -1, 0, NULL }, /* InstrumentPartyIDSource */ + { 1051, -1, 0, NULL }, /* InstrumentPartyRole */ + { 1052, -1, 0, NULL }, /* NoInstrumentPartySubIDs */ + { 1053, -1, 0, NULL }, /* InstrumentPartySubID */ + { 1054, -1, 0, NULL }, /* InstrumentPartySubIDType */ + { 1055, -1, 0, NULL }, /* PositionCurrency */ + { 1056, -1, 0, NULL }, /* CalculatedCcyLastQty */ + { 1057, -1, 2 , AggressorIndicator_val }, + { 1058, -1, 0, NULL }, /* NoUndlyInstrumentParties */ + { 1059, -1, 0, NULL }, /* UnderlyingInstrumentPartyID */ + { 1060, -1, 0, NULL }, /* UnderlyingInstrumentPartyIDSource */ + { 1061, -1, 0, NULL }, /* UnderlyingInstrumentPartyRole */ + { 1062, -1, 0, NULL }, /* NoUndlyInstrumentPartySubIDs */ + { 1063, -1, 0, NULL }, /* UnderlyingInstrumentPartySubID */ + { 1064, -1, 0, NULL }, /* UnderlyingInstrumentPartySubIDType */ + { 1065, -1, 0, NULL }, /* BidSwapPoints */ + { 1066, -1, 0, NULL }, /* OfferSwapPoints */ + { 1067, -1, 0, NULL }, /* LegBidForwardPoints */ + { 1068, -1, 0, NULL }, /* LegOfferForwardPoints */ + { 1069, -1, 0, NULL }, /* SwapPoints */ + { 1070, -1, 0 , MDQuoteType_val }, + { 1071, -1, 0, NULL }, /* LastSwapPoints */ + { 1072, -1, 0, NULL }, /* SideGrossTradeAmt */ + { 1073, -1, 0, NULL }, /* LegLastForwardPoints */ + { 1074, -1, 0, NULL }, /* LegCalculatedCcyLastQty */ + { 1075, -1, 0, NULL }, /* LegGrossTradeAmt */ + { 1079, -1, 0, NULL }, /* MaturityTime */ + { 1080, -1, 0, NULL }, /* RefOrderID */ + { 1081, -1, 2 , RefOrderIDSource_val }, + { 1082, -1, 0, NULL }, /* SecondaryDisplayQty */ + { 1083, -1, 2 , DisplayWhen_val }, + { 1084, -1, 2 , DisplayMethod_val }, + { 1085, -1, 0, NULL }, /* DisplayLowQty */ + { 1086, -1, 0, NULL }, /* DisplayHighQty */ + { 1087, -1, 0, NULL }, /* DisplayMinIncr */ + { 1088, -1, 0, NULL }, /* RefreshQty */ + { 1089, -1, 0, NULL }, /* MatchIncrement */ + { 1090, -1, 0, NULL }, /* MaxPriceLevels */ + { 1091, -1, 0, NULL }, /* PreTradeAnonymity */ + { 1092, -1, 2 , PriceProtectionScope_val }, + { 1093, -1, 2 , LotType_val }, + { 1094, -1, 0 , PegPriceType_val }, + { 1095, -1, 0, NULL }, /* PeggedRefPrice */ + { 1096, -1, 0, NULL }, /* PegSecurityIDSource */ + { 1097, -1, 0, NULL }, /* PegSecurityID */ + { 1098, -1, 0, NULL }, /* PegSymbol */ + { 1099, -1, 0, NULL }, /* PegSecurityDesc */ + { 1100, -1, 2 , TriggerType_val }, + { 1101, -1, 2 , TriggerAction_val }, + { 1102, -1, 0, NULL }, /* TriggerPrice */ + { 1103, -1, 0, NULL }, /* TriggerSymbol */ + { 1104, -1, 0, NULL }, /* TriggerSecurityID */ + { 1105, -1, 0, NULL }, /* TriggerSecurityIDSource */ + { 1106, -1, 0, NULL }, /* TriggerSecurityDesc */ + { 1107, -1, 2 , TriggerPriceType_val }, + { 1108, -1, 2 , TriggerPriceTypeScope_val }, + { 1109, -1, 2 , TriggerPriceDirection_val }, + { 1110, -1, 0, NULL }, /* TriggerNewPrice */ + { 1111, -1, 2 , TriggerOrderType_val }, + { 1112, -1, 0, NULL }, /* TriggerNewQty */ + { 1113, -1, 0, NULL }, /* TriggerTradingSessionID */ + { 1114, -1, 0, NULL }, /* TriggerTradingSessionSubID */ + { 1115, -1, 2 , OrderCategory_val }, + { 1116, -1, 0, NULL }, /* NoRootPartyIDs */ + { 1117, -1, 0, NULL }, /* RootPartyID */ + { 1118, -1, 0, NULL }, /* RootPartyIDSource */ + { 1119, -1, 0, NULL }, /* RootPartyRole */ + { 1120, -1, 0, NULL }, /* NoRootPartySubIDs */ + { 1121, -1, 0, NULL }, /* RootPartySubID */ + { 1122, -1, 0, NULL }, /* RootPartySubIDType */ + { 1123, -1, 2 , TradeHandlingInstr_val }, + { 1124, -1, 0, NULL }, /* OrigTradeHandlingInstr */ + { 1125, -1, 0, NULL }, /* OrigTradeDate */ + { 1126, -1, 0, NULL }, /* OrigTradeID */ + { 1127, -1, 0, NULL }, /* OrigSecondaryTradeID */ + { 1128, -1, 1 , ApplVerID_val }, + { 1129, -1, 0, NULL }, /* CstmApplVerID */ + { 1130, -1, 0, NULL }, /* RefApplVerID */ + { 1131, -1, 0, NULL }, /* RefCstmApplVerID */ + { 1132, -1, 0, NULL }, /* TZTransactTime */ + { 1133, -1, 2 , ExDestinationIDSource_val }, + { 1134, -1, 0, NULL }, /* ReportedPxDiff */ + { 1135, -1, 0, NULL }, /* RptSys */ + { 1136, -1, 0, NULL }, /* AllocClearingFeeIndicator */ + { 1137, -1, 0, NULL }, /* DefaultApplVerID */ + { 1138, -1, 0, NULL }, /* DisplayQty */ + { 1139, -1, 0, NULL }, /* ExchangeSpecialInstructions */ + { 1140, -1, 0, NULL }, /* MaxTradeVol */ + { 1141, -1, 0, NULL }, /* NoMDFeedTypes */ + { 1142, -1, 0, NULL }, /* MatchAlgorithm */ + { 1143, -1, 0, NULL }, /* MaxPriceVariation */ + { 1144, -1, 0 , ImpliedMarketIndicator_val }, + { 1145, -1, 0, NULL }, /* EventTime */ + { 1146, -1, 0, NULL }, /* MinPriceIncrementAmount */ + { 1147, -1, 0, NULL }, /* UnitOfMeasureQty */ + { 1148, -1, 0, NULL }, /* LowLimitPrice */ + { 1149, -1, 0, NULL }, /* HighLimitPrice */ + { 1150, -1, 0, NULL }, /* TradingReferencePrice */ + { 1151, -1, 0, NULL }, /* SecurityGroup */ + { 1152, -1, 0, NULL }, /* LegNumber */ + { 1153, -1, 0, NULL }, /* SettlementCycleNo */ + { 1154, -1, 0, NULL }, /* SideCurrency */ + { 1155, -1, 0, NULL }, /* SideSettlCurrency */ + { 1156, -1, 0, NULL }, /* ApplExtID */ + { 1157, -1, 0, NULL }, /* CcyAmt */ + { 1158, -1, 0, NULL }, /* NoSettlDetails */ + { 1159, -1, 0 , SettlObligMode_val }, + { 1160, -1, 0, NULL }, /* SettlObligMsgID */ + { 1161, -1, 0, NULL }, /* SettlObligID */ + { 1162, -1, 2 , SettlObligTransType_val }, + { 1163, -1, 0, NULL }, /* SettlObligRefID */ + { 1164, -1, 2 , SettlObligSource_val }, + { 1165, -1, 0, NULL }, /* NoSettlOblig */ + { 1166, -1, 0, NULL }, /* QuoteMsgID */ + { 1167, -1, 0 , QuoteEntryStatus_val }, + { 1168, -1, 0, NULL }, /* TotNoCxldQuotes */ + { 1169, -1, 0, NULL }, /* TotNoAccQuotes */ + { 1170, -1, 0, NULL }, /* TotNoRejQuotes */ + { 1171, -1, 0, NULL }, /* PrivateQuote */ + { 1172, -1, 0 , RespondentType_val }, + { 1173, -1, 0, NULL }, /* MDSubBookType */ + { 1174, -1, 0 , SecurityTradingEvent_val }, + { 1175, -1, 0, NULL }, /* NoStatsIndicators */ + { 1176, -1, 0 , StatsType_val }, + { 1177, -1, 0, NULL }, /* NoOfSecSizes */ + { 1178, -1, 0 , MDSecSizeType_val }, + { 1179, -1, 0, NULL }, /* MDSecSize */ + { 1180, -1, 0, NULL }, /* ApplID */ + { 1181, -1, 0, NULL }, /* ApplSeqNum */ + { 1182, -1, 0, NULL }, /* ApplBegSeqNum */ + { 1183, -1, 0, NULL }, /* ApplEndSeqNum */ + { 1184, -1, 0, NULL }, /* SecurityXMLLen */ + { 1185, -1, 0, NULL }, /* SecurityXML */ + { 1186, -1, 0, NULL }, /* SecurityXMLSchema */ + { 1187, -1, 0, NULL }, /* RefreshIndicator */ + { 1188, -1, 0, NULL }, /* Volatility */ + { 1189, -1, 0, NULL }, /* TimeToExpiration */ + { 1190, -1, 0, NULL }, /* RiskFreeRate */ + { 1191, -1, 0, NULL }, /* PriceUnitOfMeasure */ + { 1192, -1, 0, NULL }, /* PriceUnitOfMeasureQty */ + { 1193, -1, 2 , SettlMethod_val }, + { 1194, -1, 0 , ExerciseStyle_val }, + { 1195, -1, 0, NULL }, /* OptPayoutAmount */ + { 1196, -1, 1 , PriceQuoteMethod_val }, + { 1197, -1, 1 , ValuationMethod_val }, + { 1198, -1, 0 , ListMethod_val }, + { 1199, -1, 0, NULL }, /* CapPrice */ + { 1200, -1, 0, NULL }, /* FloorPrice */ + { 1201, -1, 0, NULL }, /* NoStrikeRules */ + { 1202, -1, 0, NULL }, /* StartStrikePxRange */ + { 1203, -1, 0, NULL }, /* EndStrikePxRange */ + { 1204, -1, 0, NULL }, /* StrikeIncrement */ + { 1205, -1, 0, NULL }, /* NoTickRules */ + { 1206, -1, 0, NULL }, /* StartTickPriceRange */ + { 1207, -1, 0, NULL }, /* EndTickPriceRange */ + { 1208, -1, 0, NULL }, /* TickIncrement */ + { 1209, -1, 0 , TickRuleType_val }, + { 1210, -1, 0, NULL }, /* NestedInstrAttribType */ + { 1211, -1, 0, NULL }, /* NestedInstrAttribValue */ + { 1212, -1, 0, NULL }, /* LegMaturityTime */ + { 1213, -1, 0, NULL }, /* UnderlyingMaturityTime */ + { 1214, -1, 0, NULL }, /* DerivativeSymbol */ + { 1215, -1, 0, NULL }, /* DerivativeSymbolSfx */ + { 1216, -1, 0, NULL }, /* DerivativeSecurityID */ + { 1217, -1, 0, NULL }, /* DerivativeSecurityIDSource */ + { 1218, -1, 0, NULL }, /* NoDerivativeSecurityAltID */ + { 1219, -1, 0, NULL }, /* DerivativeSecurityAltID */ + { 1220, -1, 0, NULL }, /* DerivativeSecurityAltIDSource */ + { 1221, -1, 0, NULL }, /* SecondaryLowLimitPrice */ + { 1222, -1, 0, NULL }, /* MaturityRuleID */ + { 1223, -1, 0, NULL }, /* StrikeRuleID */ + { 1224, -1, 0, NULL }, /* LegUnitOfMeasureQty */ + { 1225, -1, 0, NULL }, /* DerivativeOptPayAmount */ + { 1226, -1, 0, NULL }, /* EndMaturityMonthYear */ + { 1227, -1, 0, NULL }, /* ProductComplex */ + { 1228, -1, 0, NULL }, /* DerivativeProductComplex */ + { 1229, -1, 0, NULL }, /* MaturityMonthYearIncrement */ + { 1230, -1, 0, NULL }, /* SecondaryHighLimitPrice */ + { 1231, -1, 0, NULL }, /* MinLotSize */ + { 1232, -1, 0, NULL }, /* NoExecInstRules */ + { 1234, -1, 0, NULL }, /* NoLotTypeRules */ + { 1235, -1, 0, NULL }, /* NoMatchRules */ + { 1236, -1, 0, NULL }, /* NoMaturityRules */ + { 1237, -1, 0, NULL }, /* NoOrdTypeRules */ + { 1239, -1, 0, NULL }, /* NoTimeInForceRules */ + { 1240, -1, 0, NULL }, /* SecondaryTradingReferencePrice */ + { 1241, -1, 0, NULL }, /* StartMaturityMonthYear */ + { 1242, -1, 0, NULL }, /* FlexProductEligibilityIndicator */ + { 1243, -1, 0, NULL }, /* DerivFlexProductEligibilityIndicator */ + { 1244, -1, 0, NULL }, /* FlexibleIndicator */ + { 1245, -1, 0, NULL }, /* TradingCurrency */ + { 1246, -1, 0, NULL }, /* DerivativeProduct */ + { 1247, -1, 0, NULL }, /* DerivativeSecurityGroup */ + { 1248, -1, 0, NULL }, /* DerivativeCFICode */ + { 1249, -1, 0, NULL }, /* DerivativeSecurityType */ + { 1250, -1, 0, NULL }, /* DerivativeSecuritySubType */ + { 1251, -1, 0, NULL }, /* DerivativeMaturityMonthYear */ + { 1252, -1, 0, NULL }, /* DerivativeMaturityDate */ + { 1253, -1, 0, NULL }, /* DerivativeMaturityTime */ + { 1254, -1, 0, NULL }, /* DerivativeSettleOnOpenFlag */ + { 1255, -1, 0, NULL }, /* DerivativeInstrmtAssignmentMethod */ + { 1256, -1, 0, NULL }, /* DerivativeSecurityStatus */ + { 1257, -1, 0, NULL }, /* DerivativeInstrRegistry */ + { 1258, -1, 0, NULL }, /* DerivativeCountryOfIssue */ + { 1259, -1, 0, NULL }, /* DerivativeStateOrProvinceOfIssue */ + { 1260, -1, 0, NULL }, /* DerivativeLocaleOfIssue */ + { 1261, -1, 0, NULL }, /* DerivativeStrikePrice */ + { 1262, -1, 0, NULL }, /* DerivativeStrikeCurrency */ + { 1263, -1, 0, NULL }, /* DerivativeStrikeMultiplier */ + { 1264, -1, 0, NULL }, /* DerivativeStrikeValue */ + { 1265, -1, 0, NULL }, /* DerivativeOptAttribute */ + { 1266, -1, 0, NULL }, /* DerivativeContractMultiplier */ + { 1267, -1, 0, NULL }, /* DerivativeMinPriceIncrement */ + { 1268, -1, 0, NULL }, /* DerivativeMinPriceIncrementAmount */ + { 1269, -1, 0, NULL }, /* DerivativeUnitOfMeasure */ + { 1270, -1, 0, NULL }, /* DerivativeUnitOfMeasureQty */ + { 1271, -1, 0, NULL }, /* DerivativeTimeUnit */ + { 1272, -1, 0, NULL }, /* DerivativeSecurityExchange */ + { 1273, -1, 0, NULL }, /* DerivativePositionLimit */ + { 1274, -1, 0, NULL }, /* DerivativeNTPositionLimit */ + { 1275, -1, 0, NULL }, /* DerivativeIssuer */ + { 1276, -1, 0, NULL }, /* DerivativeIssueDate */ + { 1277, -1, 0, NULL }, /* DerivativeEncodedIssuerLen */ + { 1278, -1, 0, NULL }, /* DerivativeEncodedIssuer */ + { 1279, -1, 0, NULL }, /* DerivativeSecurityDesc */ + { 1280, -1, 0, NULL }, /* DerivativeEncodedSecurityDescLen */ + { 1281, -1, 0, NULL }, /* DerivativeEncodedSecurityDesc */ + { 1282, -1, 0, NULL }, /* DerivativeSecurityXMLLen */ + { 1283, -1, 0, NULL }, /* DerivativeSecurityXML */ + { 1284, -1, 0, NULL }, /* DerivativeSecurityXMLSchema */ + { 1285, -1, 0, NULL }, /* DerivativeContractSettlMonth */ + { 1286, -1, 0, NULL }, /* NoDerivativeEvents */ + { 1287, -1, 0, NULL }, /* DerivativeEventType */ + { 1288, -1, 0, NULL }, /* DerivativeEventDate */ + { 1289, -1, 0, NULL }, /* DerivativeEventTime */ + { 1290, -1, 0, NULL }, /* DerivativeEventPx */ + { 1291, -1, 0, NULL }, /* DerivativeEventText */ + { 1292, -1, 0, NULL }, /* NoDerivativeInstrumentParties */ + { 1293, -1, 0, NULL }, /* DerivativeInstrumentPartyID */ + { 1294, -1, 0, NULL }, /* DerivativeInstrumentPartyIDSource */ + { 1295, -1, 0, NULL }, /* DerivativeInstrumentPartyRole */ + { 1296, -1, 0, NULL }, /* NoDerivativeInstrumentPartySubIDs */ + { 1297, -1, 0, NULL }, /* DerivativeInstrumentPartySubID */ + { 1298, -1, 0, NULL }, /* DerivativeInstrumentPartySubIDType */ + { 1299, -1, 0, NULL }, /* DerivativeExerciseStyle */ + { 1300, -1, 0, NULL }, /* MarketSegmentID */ + { 1301, -1, 0, NULL }, /* MarketID */ + { 1302, -1, 0 , MaturityMonthYearIncrementUnits_val }, + { 1303, -1, 0 , MaturityMonthYearFormat_val }, + { 1304, -1, 0, NULL }, /* StrikeExerciseStyle */ + { 1305, -1, 0, NULL }, /* SecondaryPriceLimitType */ + { 1306, -1, 0 , PriceLimitType_val }, + { 1307, -1, 0 , DerivativeSecurityListRequestType_val }, + { 1308, -1, 0, NULL }, /* ExecInstValue */ + { 1309, -1, 0, NULL }, /* NoTradingSessionRules */ + { 1310, -1, 0, NULL }, /* NoMarketSegments */ + { 1311, -1, 0, NULL }, /* NoDerivativeInstrAttrib */ + { 1312, -1, 0, NULL }, /* NoNestedInstrAttrib */ + { 1313, -1, 0, NULL }, /* DerivativeInstrAttribType */ + { 1314, -1, 0, NULL }, /* DerivativeInstrAttribValue */ + { 1315, -1, 0, NULL }, /* DerivativePriceUnitOfMeasure */ + { 1316, -1, 0, NULL }, /* DerivativePriceUnitOfMeasureQty */ + { 1317, -1, 0, NULL }, /* DerivativeSettlMethod */ + { 1318, -1, 0, NULL }, /* DerivativePriceQuoteMethod */ + { 1319, -1, 0, NULL }, /* DerivativeValuationMethod */ + { 1320, -1, 0, NULL }, /* DerivativeListMethod */ + { 1321, -1, 0, NULL }, /* DerivativeCapPrice */ + { 1322, -1, 0, NULL }, /* DerivativeFloorPrice */ + { 1323, -1, 0, NULL }, /* DerivativePutOrCall */ + { 1324, -1, 0, NULL }, /* ListUpdateAction */ + { 1325, -1, 0, NULL }, /* ParentMktSegmID */ + { 1326, -1, 0, NULL }, /* TradingSessionDesc */ + { 1327, -1, 0, NULL }, /* TradSesUpdateAction */ + { 1328, -1, 0, NULL }, /* RejectText */ + { 1329, -1, 0, NULL }, /* FeeMultiplier */ + { 1330, -1, 0, NULL }, /* UnderlyingLegSymbol */ + { 1331, -1, 0, NULL }, /* UnderlyingLegSymbolSfx */ + { 1332, -1, 0, NULL }, /* UnderlyingLegSecurityID */ + { 1333, -1, 0, NULL }, /* UnderlyingLegSecurityIDSource */ + { 1334, -1, 0, NULL }, /* NoUnderlyingLegSecurityAltID */ + { 1335, -1, 0, NULL }, /* UnderlyingLegSecurityAltID */ + { 1336, -1, 0, NULL }, /* UnderlyingLegSecurityAltIDSource */ + { 1337, -1, 0, NULL }, /* UnderlyingLegSecurityType */ + { 1338, -1, 0, NULL }, /* UnderlyingLegSecuritySubType */ + { 1339, -1, 0, NULL }, /* UnderlyingLegMaturityMonthYear */ + { 1340, -1, 0, NULL }, /* UnderlyingLegStrikePrice */ + { 1341, -1, 0, NULL }, /* UnderlyingLegSecurityExchange */ + { 1342, -1, 0, NULL }, /* NoOfLegUnderlyings */ + { 1343, -1, 0, NULL }, /* UnderlyingLegPutOrCall */ + { 1344, -1, 0, NULL }, /* UnderlyingLegCFICode */ + { 1345, -1, 0, NULL }, /* UnderlyingLegMaturityDate */ + { 1346, -1, 0, NULL }, /* ApplReqID */ + { 1347, -1, 0 , ApplReqType_val }, + { 1348, -1, 0 , ApplResponseType_val }, + { 1349, -1, 0, NULL }, /* ApplTotalMessageCount */ + { 1350, -1, 0, NULL }, /* ApplLastSeqNum */ + { 1351, -1, 0, NULL }, /* NoApplIDs */ + { 1352, -1, 0, NULL }, /* ApplResendFlag */ + { 1353, -1, 0, NULL }, /* ApplResponseID */ + { 1354, -1, 0 , ApplResponseError_val }, + { 1355, -1, 0, NULL }, /* RefApplID */ + { 1356, -1, 0, NULL }, /* ApplReportID */ + { 1357, -1, 0, NULL }, /* RefApplLastSeqNum */ + { 1358, -1, 0, NULL }, /* LegPutOrCall */ + { 1359, -1, 0, NULL }, /* EncodedSymbolLen */ + { 1360, -1, 0, NULL }, /* EncodedSymbol */ + { 1361, -1, 0, NULL }, /* TotNoFills */ + { 1362, -1, 0, NULL }, /* NoFills */ + { 1363, -1, 0, NULL }, /* FillExecID */ + { 1364, -1, 0, NULL }, /* FillPx */ + { 1365, -1, 0, NULL }, /* FillQty */ + { 1366, -1, 0, NULL }, /* LegAllocID */ + { 1367, -1, 0, NULL }, /* LegAllocSettlCurrency */ + { 1368, -1, 0 , TradSesEvent_val }, + { 1369, -1, 0, NULL }, /* MassActionReportID */ + { 1370, -1, 0, NULL }, /* NoNotAffectedOrders */ + { 1371, -1, 0, NULL }, /* NotAffectedOrderID */ + { 1372, -1, 0, NULL }, /* NotAffOrigClOrdID */ + { 1373, -1, 0 , MassActionType_val }, + { 1374, -1, 0 , MassActionScope_val }, + { 1375, -1, 0 , MassActionResponse_val }, + { 1376, -1, 0 , MassActionRejectReason_val }, + { 1377, -1, 0 , MultilegModel_val }, + { 1378, -1, 0 , MultilegPriceMethod_val }, + { 1379, -1, 0, NULL }, /* LegVolatility */ + { 1380, -1, 0, NULL }, /* DividendYield */ + { 1381, -1, 0, NULL }, /* LegDividendYield */ + { 1382, -1, 0, NULL }, /* CurrencyRatio */ + { 1383, -1, 0, NULL }, /* LegCurrencyRatio */ + { 1384, -1, 0, NULL }, /* LegExecInst */ + { 1385, -1, 0 , ContingencyType_val }, + { 1386, -1, 0 , ListRejectReason_val }, + { 1387, -1, 0, NULL }, /* NoTrdRepIndicators */ + { 1388, -1, 0, NULL }, /* TrdRepPartyRole */ + { 1389, -1, 0, NULL }, /* TrdRepIndicator */ + { 1390, -1, 0 , TradePublishIndicator_val }, + { 1391, -1, 0, NULL }, /* UnderlyingLegOptAttribute */ + { 1392, -1, 0, NULL }, /* UnderlyingLegSecurityDesc */ + { 1393, -1, 0, NULL }, /* MarketReqID */ + { 1394, -1, 0, NULL }, /* MarketReportID */ + { 1395, -1, 2 , MarketUpdateAction_val }, + { 1396, -1, 0, NULL }, /* MarketSegmentDesc */ + { 1397, -1, 0, NULL }, /* EncodedMktSegmDescLen */ + { 1398, -1, 0, NULL }, /* EncodedMktSegmDesc */ + { 1399, -1, 0, NULL }, /* ApplNewSeqNum */ + { 1400, -1, 0, NULL }, /* EncryptedPasswordMethod */ + { 1401, -1, 0, NULL }, /* EncryptedPasswordLen */ + { 1402, -1, 0, NULL }, /* EncryptedPassword */ + { 1403, -1, 0, NULL }, /* EncryptedNewPasswordLen */ + { 1404, -1, 0, NULL }, /* EncryptedNewPassword */ + { 1405, -1, 0, NULL }, /* UnderlyingLegMaturityTime */ + { 1406, -1, 0, NULL }, /* RefApplExtID */ + { 1407, -1, 0, NULL }, /* DefaultApplExtID */ + { 1408, -1, 0, NULL }, /* DefaultCstmApplVerID */ + { 1409, -1, 0 , SessionStatus_val }, + { 1410, -1, 0, NULL }, /* DefaultVerIndicator */ + { 1411, -1, 0, NULL }, /* Nested4PartySubIDType */ + { 1412, -1, 0, NULL }, /* Nested4PartySubID */ + { 1413, -1, 0, NULL }, /* NoNested4PartySubIDs */ + { 1414, -1, 0, NULL }, /* NoNested4PartyIDs */ + { 1415, -1, 0, NULL }, /* Nested4PartyID */ + { 1416, -1, 0, NULL }, /* Nested4PartyIDSource */ + { 1417, -1, 0, NULL }, /* Nested4PartyRole */ + { 1418, -1, 0, NULL }, /* LegLastQty */ + { 1419, -1, 0, NULL }, /* UnderlyingExerciseStyle */ + { 1420, -1, 0, NULL }, /* LegExerciseStyle */ + { 1421, -1, 0, NULL }, /* LegPriceUnitOfMeasure */ + { 1422, -1, 0, NULL }, /* LegPriceUnitOfMeasureQty */ + { 1423, -1, 0, NULL }, /* UnderlyingUnitOfMeasureQty */ + { 1424, -1, 0, NULL }, /* UnderlyingPriceUnitOfMeasure */ + { 1425, -1, 0, NULL }, /* UnderlyingPriceUnitOfMeasureQty */ + { 1426, -1, 0 , ApplReportType_val }, + { 1427, -1, 0, NULL }, /* SideExecID */ + { 1428, -1, 0, NULL }, /* OrderDelay */ + { 1429, -1, 0 , OrderDelayUnit_val }, + { 1430, -1, 2 , VenueType_val }, + { 1431, -1, 0 , RefOrdIDReason_val }, + { 1432, -1, 0 , OrigCustOrderCapacity_val }, + { 1433, -1, 0, NULL }, /* RefApplReqID */ + { 1434, -1, 0 , ModelType_val }, + { 1435, -1, 0 , ContractMultiplierUnit_val }, + { 1436, -1, 0, NULL }, /* LegContractMultiplierUnit */ + { 1437, -1, 0, NULL }, /* UnderlyingContractMultiplierUnit */ + { 1438, -1, 0, NULL }, /* DerivativeContractMultiplierUnit */ + { 1439, -1, 0 , FlowScheduleType_val }, + { 1440, -1, 0, NULL }, /* LegFlowScheduleType */ + { 1441, -1, 0, NULL }, /* UnderlyingFlowScheduleType */ + { 1442, -1, 0, NULL }, /* DerivativeFlowScheduleType */ + { 1443, -1, 0, NULL }, /* FillLiquidityInd */ + { 1444, -1, 0, NULL }, /* SideLiquidityInd */ + { 1445, -1, 0, NULL }, /* NoRateSources */ + { 1446, -1, 0 , RateSource_val }, + { 1447, -1, 0 , RateSourceType_val }, + { 1448, -1, 0, NULL }, /* ReferencePage */ + { 1449, -1, 1 , RestructuringType_val }, + { 1450, -1, 1 , Seniority_val }, + { 1451, -1, 0, NULL }, /* NotionalPercentageOutstanding */ + { 1452, -1, 0, NULL }, /* OriginalNotionalPercentageOutstanding */ + { 1453, -1, 0, NULL }, /* UnderlyingRestructuringType */ + { 1454, -1, 0, NULL }, /* UnderlyingSeniority */ + { 1455, -1, 0, NULL }, /* UnderlyingNotionalPercentageOutstanding */ + { 1456, -1, 0, NULL }, /* UnderlyingOriginalNotionalPercentageOutstanding */ + { 1457, -1, 0, NULL }, /* AttachmentPoint */ + { 1458, -1, 0, NULL }, /* DetachmentPoint */ + { 1459, -1, 0, NULL }, /* UnderlyingAttachmentPoint */ + { 1460, -1, 0, NULL }, /* UnderlyingDetachmentPoint */ + { 1461, -1, 0, NULL }, /* NoTargetPartyIDs */ + { 1462, -1, 0, NULL }, /* TargetPartyID */ + { 1463, -1, 0, NULL }, /* TargetPartyIDSource */ + { 1464, -1, 0, NULL }, /* TargetPartyRole */ + { 1465, -1, 0, NULL }, /* SecurityListID */ + { 1466, -1, 0, NULL }, /* SecurityListRefID */ + { 1467, -1, 0, NULL }, /* SecurityListDesc */ + { 1468, -1, 0, NULL }, /* EncodedSecurityListDescLen */ + { 1469, -1, 0, NULL }, /* EncodedSecurityListDesc */ + { 1470, -1, 0 , SecurityListType_val }, + { 1471, -1, 0 , SecurityListTypeSource_val }, + { 1472, -1, 0, NULL }, /* NewsID */ + { 1473, -1, 0 , NewsCategory_val }, + { 1474, -1, 0, NULL }, /* LanguageCode */ + { 1475, -1, 0, NULL }, /* NoNewsRefIDs */ + { 1476, -1, 0, NULL }, /* NewsRefID */ + { 1477, -1, 0 , NewsRefType_val }, + { 1478, -1, 0 , StrikePriceDeterminationMethod_val }, + { 1479, -1, 0 , StrikePriceBoundaryMethod_val }, + { 1480, -1, 0, NULL }, /* StrikePriceBoundaryPrecision */ + { 1481, -1, 0 , UnderlyingPriceDeterminationMethod_val }, + { 1482, -1, 0 , OptPayoutType_val }, + { 1483, -1, 0, NULL }, /* NoComplexEvents */ + { 1484, -1, 0 , ComplexEventType_val }, + { 1485, -1, 0, NULL }, /* ComplexOptPayoutAmount */ + { 1486, -1, 0, NULL }, /* ComplexEventPrice */ + { 1487, -1, 0 , ComplexEventPriceBoundaryMethod_val }, + { 1488, -1, 0, NULL }, /* ComplexEventPriceBoundaryPrecision */ + { 1489, -1, 0 , ComplexEventPriceTimeType_val }, + { 1490, -1, 0 , ComplexEventCondition_val }, + { 1491, -1, 0, NULL }, /* NoComplexEventDates */ + { 1492, -1, 0, NULL }, /* ComplexEventStartDate */ + { 1493, -1, 0, NULL }, /* ComplexEventEndDate */ + { 1494, -1, 0, NULL }, /* NoComplexEventTimes */ + { 1495, -1, 0, NULL }, /* ComplexEventStartTime */ + { 1496, -1, 0, NULL }, /* ComplexEventEndTime */ + { 1497, -1, 0, NULL }, /* StreamAsgnReqID */ + { 1498, -1, 0 , StreamAsgnReqType_val }, + { 1499, -1, 0, NULL }, /* NoAsgnReqs */ + { 1500, -1, 0, NULL }, /* MDStreamID */ + { 1501, -1, 0, NULL }, /* StreamAsgnRptID */ + { 1502, -1, 0 , StreamAsgnRejReason_val }, + { 1503, -1, 0 , StreamAsgnAckType_val }, + { 1504, -1, 0, NULL }, /* RelSymTransactTime */ + { 1505, -1, 0, NULL }, /* PartyDetailsListRequestID */ + { 1506, -1, 0, NULL }, /* NoPartyListResponseTypes */ + { 1507, -1, 0 , PartyListResponseType_val }, + { 1508, -1, 0, NULL }, /* NoRequestedPartyRoles */ + { 1509, -1, 0, NULL }, /* RequestedPartyRole */ + { 1510, -1, 0, NULL }, /* PartyDetailsListReportID */ + { 1511, -1, 0 , PartyDetailsRequestResult_val }, + { 1512, -1, 0, NULL }, /* TotNoPartyList */ + { 1513, -1, 0, NULL }, /* NoPartyList */ + { 1514, -1, 0, NULL }, /* NoPartyRelationships */ + { 1515, -1, 0 , PartyRelationship_val }, + { 1516, -1, 0, NULL }, /* NoPartyAltIDs */ + { 1517, -1, 0, NULL }, /* PartyAltID */ + { 1518, -1, 0, NULL }, /* PartyAltIDSource */ + { 1519, -1, 0, NULL }, /* NoPartyAltSubIDs */ + { 1520, -1, 0, NULL }, /* PartyAltSubID */ + { 1521, -1, 0, NULL }, /* PartyAltSubIDType */ + { 1522, -1, 0, NULL }, /* NoContextPartyIDs */ + { 1523, -1, 0, NULL }, /* ContextPartyID */ + { 1524, -1, 0, NULL }, /* ContextPartyIDSource */ + { 1525, -1, 0, NULL }, /* ContextPartyRole */ + { 1526, -1, 0, NULL }, /* NoContextPartySubIDs */ + { 1527, -1, 0, NULL }, /* ContextPartySubID */ + { 1528, -1, 0, NULL }, /* ContextPartySubIDType */ + { 1529, -1, 0, NULL }, /* NoRiskLimits */ + { 1530, -1, 0 , RiskLimitType_val }, + { 1531, -1, 0, NULL }, /* RiskLimitAmount */ + { 1532, -1, 0, NULL }, /* RiskLimitCurrency */ + { 1533, -1, 0, NULL }, /* RiskLimitPlatform */ + { 1534, -1, 0, NULL }, /* NoRiskInstruments */ + { 1535, -1, 0 , RiskInstrumentOperator_val }, + { 1536, -1, 0, NULL }, /* RiskSymbol */ + { 1537, -1, 0, NULL }, /* RiskSymbolSfx */ + { 1538, -1, 0, NULL }, /* RiskSecurityID */ + { 1539, -1, 0, NULL }, /* RiskSecurityIDSource */ + { 1540, -1, 0, NULL }, /* NoRiskSecurityAltID */ + { 1541, -1, 0, NULL }, /* RiskSecurityAltID */ + { 1542, -1, 0, NULL }, /* RiskSecurityAltIDSource */ + { 1543, -1, 0, NULL }, /* RiskProduct */ + { 1544, -1, 0, NULL }, /* RiskProductComplex */ + { 1545, -1, 0, NULL }, /* RiskSecurityGroup */ + { 1546, -1, 0, NULL }, /* RiskCFICode */ + { 1547, -1, 0, NULL }, /* RiskSecurityType */ + { 1548, -1, 0, NULL }, /* RiskSecuritySubType */ + { 1549, -1, 0, NULL }, /* RiskMaturityMonthYear */ + { 1550, -1, 0, NULL }, /* RiskMaturityTime */ + { 1551, -1, 0, NULL }, /* RiskRestructuringType */ + { 1552, -1, 0, NULL }, /* RiskSeniority */ + { 1553, -1, 0, NULL }, /* RiskPutOrCall */ + { 1554, -1, 0, NULL }, /* RiskFlexibleIndicator */ + { 1555, -1, 0, NULL }, /* RiskCouponRate */ + { 1556, -1, 0, NULL }, /* RiskSecurityDesc */ + { 1557, -1, 0, NULL }, /* RiskInstrumentSettlType */ + { 1558, -1, 0, NULL }, /* RiskInstrumentMultiplier */ + { 1559, -1, 0, NULL }, /* NoRiskWarningLevels */ + { 1560, -1, 0, NULL }, /* RiskWarningLevelPercent */ + { 1561, -1, 0, NULL }, /* RiskWarningLevelName */ + { 1562, -1, 0, NULL }, /* NoRelatedPartyIDs */ + { 1563, -1, 0, NULL }, /* RelatedPartyID */ + { 1564, -1, 0, NULL }, /* RelatedPartyIDSource */ + { 1565, -1, 0, NULL }, /* RelatedPartyRole */ + { 1566, -1, 0, NULL }, /* NoRelatedPartySubIDs */ + { 1567, -1, 0, NULL }, /* RelatedPartySubID */ + { 1568, -1, 0, NULL }, /* RelatedPartySubIDType */ + { 1569, -1, 0, NULL }, /* NoRelatedPartyAltIDs */ + { 1570, -1, 0, NULL }, /* RelatedPartyAltID */ + { 1571, -1, 0, NULL }, /* RelatedPartyAltIDSource */ + { 1572, -1, 0, NULL }, /* NoRelatedPartyAltSubIDs */ + { 1573, -1, 0, NULL }, /* RelatedPartyAltSubID */ + { 1574, -1, 0, NULL }, /* RelatedPartyAltSubIDType */ + { 1575, -1, 0, NULL }, /* NoRelatedContextPartyIDs */ + { 1576, -1, 0, NULL }, /* RelatedContextPartyID */ + { 1577, -1, 0, NULL }, /* RelatedContextPartyIDSource */ + { 1578, -1, 0, NULL }, /* RelatedContextPartyRole */ + { 1579, -1, 0, NULL }, /* NoRelatedContextPartySubIDs */ + { 1580, -1, 0, NULL }, /* RelatedContextPartySubID */ + { 1581, -1, 0, NULL }, /* RelatedContextPartySubIDType */ + { 1582, -1, 0, NULL }, /* NoRelationshipRiskLimits */ + { 1583, -1, 0, NULL }, /* RelationshipRiskLimitType */ + { 1584, -1, 0, NULL }, /* RelationshipRiskLimitAmount */ + { 1585, -1, 0, NULL }, /* RelationshipRiskLimitCurrency */ + { 1586, -1, 0, NULL }, /* RelationshipRiskLimitPlatform */ + { 1587, -1, 0, NULL }, /* NoRelationshipRiskInstruments */ + { 1588, -1, 0, NULL }, /* RelationshipRiskInstrumentOperator */ + { 1589, -1, 0, NULL }, /* RelationshipRiskSymbol */ + { 1590, -1, 0, NULL }, /* RelationshipRiskSymbolSfx */ + { 1591, -1, 0, NULL }, /* RelationshipRiskSecurityID */ + { 1592, -1, 0, NULL }, /* RelationshipRiskSecurityIDSource */ + { 1593, -1, 0, NULL }, /* NoRelationshipRiskSecurityAltID */ + { 1594, -1, 0, NULL }, /* RelationshipRiskSecurityAltID */ + { 1595, -1, 0, NULL }, /* RelationshipRiskSecurityAltIDSource */ + { 1596, -1, 0, NULL }, /* RelationshipRiskProduct */ + { 1597, -1, 0, NULL }, /* RelationshipRiskProductComplex */ + { 1598, -1, 0, NULL }, /* RelationshipRiskSecurityGroup */ + { 1599, -1, 0, NULL }, /* RelationshipRiskCFICode */ + { 1600, -1, 0, NULL }, /* RelationshipRiskSecurityType */ + { 1601, -1, 0, NULL }, /* RelationshipRiskSecuritySubType */ + { 1602, -1, 0, NULL }, /* RelationshipRiskMaturityMonthYear */ + { 1603, -1, 0, NULL }, /* RelationshipRiskMaturityTime */ + { 1604, -1, 0, NULL }, /* RelationshipRiskRestructuringType */ + { 1605, -1, 0, NULL }, /* RelationshipRiskSeniority */ + { 1606, -1, 0, NULL }, /* RelationshipRiskPutOrCall */ + { 1607, -1, 0, NULL }, /* RelationshipRiskFlexibleIndicator */ + { 1608, -1, 0, NULL }, /* RelationshipRiskCouponRate */ + { 1609, -1, 0, NULL }, /* RelationshipRiskSecurityExchange */ + { 1610, -1, 0, NULL }, /* RelationshipRiskSecurityDesc */ + { 1611, -1, 0, NULL }, /* RelationshipRiskInstrumentSettlType */ + { 1612, -1, 0, NULL }, /* RelationshipRiskInstrumentMultiplier */ + { 1613, -1, 0, NULL }, /* NoRelationshipRiskWarningLevels */ + { 1614, -1, 0, NULL }, /* RelationshipRiskWarningLevelPercent */ + { 1615, -1, 0, NULL }, /* RelationshipRiskWarningLevelName */ + { 1616, -1, 0, NULL }, /* RiskSecurityExchange */ + { 1617, -1, 0 , StreamAsgnType_val }, + { 1618, -1, 0, NULL }, /* RelationshipRiskEncodedSecurityDescLen */ + { 1619, -1, 0, NULL }, /* RelationshipRiskEncodedSecurityDesc */ + { 1620, -1, 0, NULL }, /* RiskEncodedSecurityDescLen */ + { 1621, -1, 0, NULL }, /* RiskEncodedSecurityDesc */ + }; + + static hf_register_info hf_FIX[] = { + + { &fix_fields[0].hf_id, { "Account (1)", "fix.Account", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[1].hf_id, + }, + { &fix_fields[1].hf_id, { "AdvId (2)", "fix.AdvId", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[2].hf_id, + }, + { &fix_fields[2].hf_id, { "AdvRefID (3)", "fix.AdvRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[3].hf_id, + }, + { &fix_fields[3].hf_id, { "AdvSide (4)", "fix.AdvSide", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[4].hf_id, + }, + { &fix_fields[4].hf_id, { "AdvTransType (5)", "fix.AdvTransType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[5].hf_id, + }, + { &fix_fields[5].hf_id, { "AvgPx (6)", "fix.AvgPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[6].hf_id, + }, + { &fix_fields[6].hf_id, { "BeginSeqNo (7)", "fix.BeginSeqNo", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[7].hf_id, + }, + { &fix_fields[7].hf_id, { "BeginString (8)", "fix.BeginString", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[8].hf_id, + }, + { &fix_fields[8].hf_id, { "BodyLength (9)", "fix.BodyLength", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[9].hf_id, + }, + { &fix_fields[9].hf_id, { "CheckSum (10)", "fix.CheckSum", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[10].hf_id, + }, + { &fix_fields[10].hf_id, { "ClOrdID (11)", "fix.ClOrdID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[11].hf_id, + }, + { &fix_fields[11].hf_id, { "Commission (12)", "fix.Commission", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[12].hf_id, + }, + { &fix_fields[12].hf_id, { "CommType (13)", "fix.CommType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[13].hf_id, + }, + { &fix_fields[13].hf_id, { "CumQty (14)", "fix.CumQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[14].hf_id, + }, + { &fix_fields[14].hf_id, { "Currency (15)", "fix.Currency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[15].hf_id, + }, + { &fix_fields[15].hf_id, { "EndSeqNo (16)", "fix.EndSeqNo", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[16].hf_id, + }, + { &fix_fields[16].hf_id, { "ExecID (17)", "fix.ExecID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[17].hf_id, + }, + { &fix_fields[17].hf_id, { "ExecInst (18)", "fix.ExecInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[18].hf_id, + }, + { &fix_fields[18].hf_id, { "ExecRefID (19)", "fix.ExecRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[19].hf_id, + }, + { &fix_fields[19].hf_id, { "ExecTransType (20)", "fix.ExecTransType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[20].hf_id, + }, + { &fix_fields[20].hf_id, { "HandlInst (21)", "fix.HandlInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[21].hf_id, + }, + { &fix_fields[21].hf_id, { "SecurityIDSource (22)", "fix.SecurityIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[22].hf_id, - { "IOIid (23)", "fix.IOIid", + }, + { &fix_fields[22].hf_id, + { "IOIID (23)", "fix.IOIID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[23].hf_id, + }, + { &fix_fields[23].hf_id, { "IOIOthSvc (24)", "fix.IOIOthSvc", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[24].hf_id, + }, + { &fix_fields[24].hf_id, { "IOIQltyInd (25)", "fix.IOIQltyInd", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[25].hf_id, + }, + { &fix_fields[25].hf_id, { "IOIRefID (26)", "fix.IOIRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[26].hf_id, + }, + { &fix_fields[26].hf_id, { "IOIQty (27)", "fix.IOIQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[27].hf_id, + }, + { &fix_fields[27].hf_id, { "IOITransType (28)", "fix.IOITransType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[28].hf_id, + }, + { &fix_fields[28].hf_id, { "LastCapacity (29)", "fix.LastCapacity", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[29].hf_id, + }, + { &fix_fields[29].hf_id, { "LastMkt (30)", "fix.LastMkt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[30].hf_id, + }, + { &fix_fields[30].hf_id, { "LastPx (31)", "fix.LastPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[31].hf_id, + }, + { &fix_fields[31].hf_id, { "LastQty (32)", "fix.LastQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[32].hf_id, - { "LinesOfText (33)", "fix.LinesOfText", + }, + { &fix_fields[32].hf_id, + { "NoLinesOfText (33)", "fix.NoLinesOfText", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[33].hf_id, + }, + { &fix_fields[33].hf_id, { "MsgSeqNum (34)", "fix.MsgSeqNum", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[34].hf_id, + }, + { &fix_fields[34].hf_id, { "MsgType (35)", "fix.MsgType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[35].hf_id, + }, + { &fix_fields[35].hf_id, { "NewSeqNo (36)", "fix.NewSeqNo", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[36].hf_id, + }, + { &fix_fields[36].hf_id, { "OrderID (37)", "fix.OrderID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[37].hf_id, + }, + { &fix_fields[37].hf_id, { "OrderQty (38)", "fix.OrderQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[38].hf_id, + }, + { &fix_fields[38].hf_id, { "OrdStatus (39)", "fix.OrdStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[39].hf_id, + }, + { &fix_fields[39].hf_id, { "OrdType (40)", "fix.OrdType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[40].hf_id, + }, + { &fix_fields[40].hf_id, { "OrigClOrdID (41)", "fix.OrigClOrdID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[41].hf_id, + }, + { &fix_fields[41].hf_id, { "OrigTime (42)", "fix.OrigTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[42].hf_id, + }, + { &fix_fields[42].hf_id, { "PossDupFlag (43)", "fix.PossDupFlag", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[43].hf_id, + }, + { &fix_fields[43].hf_id, { "Price (44)", "fix.Price", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[44].hf_id, + }, + { &fix_fields[44].hf_id, { "RefSeqNum (45)", "fix.RefSeqNum", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[45].hf_id, + }, + { &fix_fields[45].hf_id, { "RelatdSym (46)", "fix.RelatdSym", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[46].hf_id, + }, + { &fix_fields[46].hf_id, { "Rule80A (47)", "fix.Rule80A", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[47].hf_id, + }, + { &fix_fields[47].hf_id, { "SecurityID (48)", "fix.SecurityID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[48].hf_id, + }, + { &fix_fields[48].hf_id, { "SenderCompID (49)", "fix.SenderCompID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[49].hf_id, + }, + { &fix_fields[49].hf_id, { "SenderSubID (50)", "fix.SenderSubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[50].hf_id, + }, + { &fix_fields[50].hf_id, { "SendingDate (51)", "fix.SendingDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[51].hf_id, + }, + { &fix_fields[51].hf_id, { "SendingTime (52)", "fix.SendingTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[52].hf_id, + }, + { &fix_fields[52].hf_id, { "Quantity (53)", "fix.Quantity", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[53].hf_id, + }, + { &fix_fields[53].hf_id, { "Side (54)", "fix.Side", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[54].hf_id, + }, + { &fix_fields[54].hf_id, { "Symbol (55)", "fix.Symbol", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[55].hf_id, + }, + { &fix_fields[55].hf_id, { "TargetCompID (56)", "fix.TargetCompID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[56].hf_id, + }, + { &fix_fields[56].hf_id, { "TargetSubID (57)", "fix.TargetSubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[57].hf_id, + }, + { &fix_fields[57].hf_id, { "Text (58)", "fix.Text", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[58].hf_id, + }, + { &fix_fields[58].hf_id, { "TimeInForce (59)", "fix.TimeInForce", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[59].hf_id, + }, + { &fix_fields[59].hf_id, { "TransactTime (60)", "fix.TransactTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[60].hf_id, + }, + { &fix_fields[60].hf_id, { "Urgency (61)", "fix.Urgency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[61].hf_id, + }, + { &fix_fields[61].hf_id, { "ValidUntilTime (62)", "fix.ValidUntilTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[62].hf_id, + }, + { &fix_fields[62].hf_id, { "SettlType (63)", "fix.SettlType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[63].hf_id, + }, + { &fix_fields[63].hf_id, { "SettlDate (64)", "fix.SettlDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[64].hf_id, + }, + { &fix_fields[64].hf_id, { "SymbolSfx (65)", "fix.SymbolSfx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[65].hf_id, + }, + { &fix_fields[65].hf_id, { "ListID (66)", "fix.ListID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[66].hf_id, + }, + { &fix_fields[66].hf_id, { "ListSeqNo (67)", "fix.ListSeqNo", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[67].hf_id, + }, + { &fix_fields[67].hf_id, { "TotNoOrders (68)", "fix.TotNoOrders", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[68].hf_id, + }, + { &fix_fields[68].hf_id, { "ListExecInst (69)", "fix.ListExecInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[69].hf_id, + }, + { &fix_fields[69].hf_id, { "AllocID (70)", "fix.AllocID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[70].hf_id, + }, + { &fix_fields[70].hf_id, { "AllocTransType (71)", "fix.AllocTransType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[71].hf_id, + }, + { &fix_fields[71].hf_id, { "RefAllocID (72)", "fix.RefAllocID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[72].hf_id, + }, + { &fix_fields[72].hf_id, { "NoOrders (73)", "fix.NoOrders", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[73].hf_id, + }, + { &fix_fields[73].hf_id, { "AvgPxPrecision (74)", "fix.AvgPxPrecision", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[74].hf_id, + }, + { &fix_fields[74].hf_id, { "TradeDate (75)", "fix.TradeDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[75].hf_id, + }, + { &fix_fields[75].hf_id, { "ExecBroker (76)", "fix.ExecBroker", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[76].hf_id, + }, + { &fix_fields[76].hf_id, { "PositionEffect (77)", "fix.PositionEffect", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[77].hf_id, + }, + { &fix_fields[77].hf_id, { "NoAllocs (78)", "fix.NoAllocs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[78].hf_id, + }, + { &fix_fields[78].hf_id, { "AllocAccount (79)", "fix.AllocAccount", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[79].hf_id, + }, + { &fix_fields[79].hf_id, { "AllocQty (80)", "fix.AllocQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[80].hf_id, + }, + { &fix_fields[80].hf_id, { "ProcessCode (81)", "fix.ProcessCode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[81].hf_id, + }, + { &fix_fields[81].hf_id, { "NoRpts (82)", "fix.NoRpts", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[82].hf_id, + }, + { &fix_fields[82].hf_id, { "RptSeq (83)", "fix.RptSeq", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[83].hf_id, + }, + { &fix_fields[83].hf_id, { "CxlQty (84)", "fix.CxlQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[84].hf_id, + }, + { &fix_fields[84].hf_id, { "NoDlvyInst (85)", "fix.NoDlvyInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[85].hf_id, + }, + { &fix_fields[85].hf_id, { "DlvyInst (86)", "fix.DlvyInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[86].hf_id, + }, + { &fix_fields[86].hf_id, { "AllocStatus (87)", "fix.AllocStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[87].hf_id, + }, + { &fix_fields[87].hf_id, { "AllocRejCode (88)", "fix.AllocRejCode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[88].hf_id, + }, + { &fix_fields[88].hf_id, { "Signature (89)", "fix.Signature", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[89].hf_id, + }, + { &fix_fields[89].hf_id, { "SecureDataLen (90)", "fix.SecureDataLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[90].hf_id, + }, + { &fix_fields[90].hf_id, { "SecureData (91)", "fix.SecureData", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[91].hf_id, + }, + { &fix_fields[91].hf_id, { "BrokerOfCredit (92)", "fix.BrokerOfCredit", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[92].hf_id, + }, + { &fix_fields[92].hf_id, { "SignatureLength (93)", "fix.SignatureLength", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[93].hf_id, + }, + { &fix_fields[93].hf_id, { "EmailType (94)", "fix.EmailType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[94].hf_id, + }, + { &fix_fields[94].hf_id, { "RawDataLength (95)", "fix.RawDataLength", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[95].hf_id, + }, + { &fix_fields[95].hf_id, { "RawData (96)", "fix.RawData", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[96].hf_id, + }, + { &fix_fields[96].hf_id, { "PossResend (97)", "fix.PossResend", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[97].hf_id, + }, + { &fix_fields[97].hf_id, { "EncryptMethod (98)", "fix.EncryptMethod", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[98].hf_id, + }, + { &fix_fields[98].hf_id, { "StopPx (99)", "fix.StopPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[99].hf_id, + }, + { &fix_fields[99].hf_id, { "ExDestination (100)", "fix.ExDestination", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[100].hf_id, + }, + { &fix_fields[100].hf_id, { "CxlRejReason (102)", "fix.CxlRejReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[101].hf_id, + }, + { &fix_fields[101].hf_id, { "OrdRejReason (103)", "fix.OrdRejReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[102].hf_id, + }, + { &fix_fields[102].hf_id, { "IOIQualifier (104)", "fix.IOIQualifier", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[103].hf_id, + }, + { &fix_fields[103].hf_id, { "WaveNo (105)", "fix.WaveNo", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[104].hf_id, + }, + { &fix_fields[104].hf_id, { "Issuer (106)", "fix.Issuer", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[105].hf_id, + }, + { &fix_fields[105].hf_id, { "SecurityDesc (107)", "fix.SecurityDesc", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[106].hf_id, + }, + { &fix_fields[106].hf_id, { "HeartBtInt (108)", "fix.HeartBtInt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[107].hf_id, + }, + { &fix_fields[107].hf_id, { "ClientID (109)", "fix.ClientID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[108].hf_id, + }, + { &fix_fields[108].hf_id, { "MinQty (110)", "fix.MinQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[109].hf_id, + }, + { &fix_fields[109].hf_id, { "MaxFloor (111)", "fix.MaxFloor", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[110].hf_id, + }, + { &fix_fields[110].hf_id, { "TestReqID (112)", "fix.TestReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[111].hf_id, + }, + { &fix_fields[111].hf_id, { "ReportToExch (113)", "fix.ReportToExch", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[112].hf_id, + }, + { &fix_fields[112].hf_id, { "LocateReqd (114)", "fix.LocateReqd", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[113].hf_id, + }, + { &fix_fields[113].hf_id, { "OnBehalfOfCompID (115)", "fix.OnBehalfOfCompID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[114].hf_id, + }, + { &fix_fields[114].hf_id, { "OnBehalfOfSubID (116)", "fix.OnBehalfOfSubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[115].hf_id, + }, + { &fix_fields[115].hf_id, { "QuoteID (117)", "fix.QuoteID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[116].hf_id, + }, + { &fix_fields[116].hf_id, { "NetMoney (118)", "fix.NetMoney", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[117].hf_id, + }, + { &fix_fields[117].hf_id, { "SettlCurrAmt (119)", "fix.SettlCurrAmt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[118].hf_id, + }, + { &fix_fields[118].hf_id, { "SettlCurrency (120)", "fix.SettlCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[119].hf_id, + }, + { &fix_fields[119].hf_id, { "ForexReq (121)", "fix.ForexReq", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[120].hf_id, + }, + { &fix_fields[120].hf_id, { "OrigSendingTime (122)", "fix.OrigSendingTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[121].hf_id, + }, + { &fix_fields[121].hf_id, { "GapFillFlag (123)", "fix.GapFillFlag", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[122].hf_id, + }, + { &fix_fields[122].hf_id, { "NoExecs (124)", "fix.NoExecs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[123].hf_id, + }, + { &fix_fields[123].hf_id, { "CxlType (125)", "fix.CxlType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[124].hf_id, + }, + { &fix_fields[124].hf_id, { "ExpireTime (126)", "fix.ExpireTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[125].hf_id, + }, + { &fix_fields[125].hf_id, { "DKReason (127)", "fix.DKReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[126].hf_id, + }, + { &fix_fields[126].hf_id, { "DeliverToCompID (128)", "fix.DeliverToCompID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[127].hf_id, + }, + { &fix_fields[127].hf_id, { "DeliverToSubID (129)", "fix.DeliverToSubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[128].hf_id, + }, + { &fix_fields[128].hf_id, { "IOINaturalFlag (130)", "fix.IOINaturalFlag", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[129].hf_id, + }, + { &fix_fields[129].hf_id, { "QuoteReqID (131)", "fix.QuoteReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[130].hf_id, + }, + { &fix_fields[130].hf_id, { "BidPx (132)", "fix.BidPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[131].hf_id, + }, + { &fix_fields[131].hf_id, { "OfferPx (133)", "fix.OfferPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[132].hf_id, + }, + { &fix_fields[132].hf_id, { "BidSize (134)", "fix.BidSize", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[133].hf_id, + }, + { &fix_fields[133].hf_id, { "OfferSize (135)", "fix.OfferSize", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[134].hf_id, + }, + { &fix_fields[134].hf_id, { "NoMiscFees (136)", "fix.NoMiscFees", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[135].hf_id, + }, + { &fix_fields[135].hf_id, { "MiscFeeAmt (137)", "fix.MiscFeeAmt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[136].hf_id, + }, + { &fix_fields[136].hf_id, { "MiscFeeCurr (138)", "fix.MiscFeeCurr", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[137].hf_id, + }, + { &fix_fields[137].hf_id, { "MiscFeeType (139)", "fix.MiscFeeType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[138].hf_id, + }, + { &fix_fields[138].hf_id, { "PrevClosePx (140)", "fix.PrevClosePx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[139].hf_id, + }, + { &fix_fields[139].hf_id, { "ResetSeqNumFlag (141)", "fix.ResetSeqNumFlag", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[140].hf_id, + }, + { &fix_fields[140].hf_id, { "SenderLocationID (142)", "fix.SenderLocationID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[141].hf_id, + }, + { &fix_fields[141].hf_id, { "TargetLocationID (143)", "fix.TargetLocationID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[142].hf_id, + }, + { &fix_fields[142].hf_id, { "OnBehalfOfLocationID (144)", "fix.OnBehalfOfLocationID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[143].hf_id, + }, + { &fix_fields[143].hf_id, { "DeliverToLocationID (145)", "fix.DeliverToLocationID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[144].hf_id, + }, + { &fix_fields[144].hf_id, { "NoRelatedSym (146)", "fix.NoRelatedSym", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[145].hf_id, + }, + { &fix_fields[145].hf_id, { "Subject (147)", "fix.Subject", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[146].hf_id, + }, + { &fix_fields[146].hf_id, { "Headline (148)", "fix.Headline", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[147].hf_id, + }, + { &fix_fields[147].hf_id, { "URLLink (149)", "fix.URLLink", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[148].hf_id, + }, + { &fix_fields[148].hf_id, { "ExecType (150)", "fix.ExecType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[149].hf_id, + }, + { &fix_fields[149].hf_id, { "LeavesQty (151)", "fix.LeavesQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[150].hf_id, + }, + { &fix_fields[150].hf_id, { "CashOrderQty (152)", "fix.CashOrderQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[151].hf_id, + }, + { &fix_fields[151].hf_id, { "AllocAvgPx (153)", "fix.AllocAvgPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[152].hf_id, + }, + { &fix_fields[152].hf_id, { "AllocNetMoney (154)", "fix.AllocNetMoney", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[153].hf_id, + }, + { &fix_fields[153].hf_id, { "SettlCurrFxRate (155)", "fix.SettlCurrFxRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[154].hf_id, + }, + { &fix_fields[154].hf_id, { "SettlCurrFxRateCalc (156)", "fix.SettlCurrFxRateCalc", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[155].hf_id, + }, + { &fix_fields[155].hf_id, { "NumDaysInterest (157)", "fix.NumDaysInterest", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[156].hf_id, + }, + { &fix_fields[156].hf_id, { "AccruedInterestRate (158)", "fix.AccruedInterestRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[157].hf_id, + }, + { &fix_fields[157].hf_id, { "AccruedInterestAmt (159)", "fix.AccruedInterestAmt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[158].hf_id, + }, + { &fix_fields[158].hf_id, { "SettlInstMode (160)", "fix.SettlInstMode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[159].hf_id, + }, + { &fix_fields[159].hf_id, { "AllocText (161)", "fix.AllocText", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[160].hf_id, + }, + { &fix_fields[160].hf_id, { "SettlInstID (162)", "fix.SettlInstID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[161].hf_id, + }, + { &fix_fields[161].hf_id, { "SettlInstTransType (163)", "fix.SettlInstTransType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[162].hf_id, + }, + { &fix_fields[162].hf_id, { "EmailThreadID (164)", "fix.EmailThreadID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[163].hf_id, + }, + { &fix_fields[163].hf_id, { "SettlInstSource (165)", "fix.SettlInstSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[164].hf_id, + }, + { &fix_fields[164].hf_id, { "SettlLocation (166)", "fix.SettlLocation", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[165].hf_id, + }, + { &fix_fields[165].hf_id, { "SecurityType (167)", "fix.SecurityType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[166].hf_id, + }, + { &fix_fields[166].hf_id, { "EffectiveTime (168)", "fix.EffectiveTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[167].hf_id, + }, + { &fix_fields[167].hf_id, { "StandInstDbType (169)", "fix.StandInstDbType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[168].hf_id, + }, + { &fix_fields[168].hf_id, { "StandInstDbName (170)", "fix.StandInstDbName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[169].hf_id, + }, + { &fix_fields[169].hf_id, { "StandInstDbID (171)", "fix.StandInstDbID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[170].hf_id, + }, + { &fix_fields[170].hf_id, { "SettlDeliveryType (172)", "fix.SettlDeliveryType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[171].hf_id, + }, + { &fix_fields[171].hf_id, { "SettlDepositoryCode (173)", "fix.SettlDepositoryCode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[172].hf_id, + }, + { &fix_fields[172].hf_id, { "SettlBrkrCode (174)", "fix.SettlBrkrCode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[173].hf_id, + }, + { &fix_fields[173].hf_id, { "SettlInstCode (175)", "fix.SettlInstCode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[174].hf_id, + }, + { &fix_fields[174].hf_id, { "SecuritySettlAgentName (176)", "fix.SecuritySettlAgentName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[175].hf_id, + }, + { &fix_fields[175].hf_id, { "SecuritySettlAgentCode (177)", "fix.SecuritySettlAgentCode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[176].hf_id, + }, + { &fix_fields[176].hf_id, { "SecuritySettlAgentAcctNum (178)", "fix.SecuritySettlAgentAcctNum", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[177].hf_id, + }, + { &fix_fields[177].hf_id, { "SecuritySettlAgentAcctName (179)", "fix.SecuritySettlAgentAcctName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[178].hf_id, + }, + { &fix_fields[178].hf_id, { "SecuritySettlAgentContactName (180)", "fix.SecuritySettlAgentContactName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[179].hf_id, + }, + { &fix_fields[179].hf_id, { "SecuritySettlAgentContactPhone (181)", "fix.SecuritySettlAgentContactPhone", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[180].hf_id, + }, + { &fix_fields[180].hf_id, { "CashSettlAgentName (182)", "fix.CashSettlAgentName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[181].hf_id, + }, + { &fix_fields[181].hf_id, { "CashSettlAgentCode (183)", "fix.CashSettlAgentCode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[182].hf_id, + }, + { &fix_fields[182].hf_id, { "CashSettlAgentAcctNum (184)", "fix.CashSettlAgentAcctNum", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[183].hf_id, + }, + { &fix_fields[183].hf_id, { "CashSettlAgentAcctName (185)", "fix.CashSettlAgentAcctName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[184].hf_id, + }, + { &fix_fields[184].hf_id, { "CashSettlAgentContactName (186)", "fix.CashSettlAgentContactName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[185].hf_id, + }, + { &fix_fields[185].hf_id, { "CashSettlAgentContactPhone (187)", "fix.CashSettlAgentContactPhone", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[186].hf_id, + }, + { &fix_fields[186].hf_id, { "BidSpotRate (188)", "fix.BidSpotRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[187].hf_id, + }, + { &fix_fields[187].hf_id, { "BidForwardPoints (189)", "fix.BidForwardPoints", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[188].hf_id, + }, + { &fix_fields[188].hf_id, { "OfferSpotRate (190)", "fix.OfferSpotRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[189].hf_id, + }, + { &fix_fields[189].hf_id, { "OfferForwardPoints (191)", "fix.OfferForwardPoints", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[190].hf_id, + }, + { &fix_fields[190].hf_id, { "OrderQty2 (192)", "fix.OrderQty2", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[191].hf_id, + }, + { &fix_fields[191].hf_id, { "SettlDate2 (193)", "fix.SettlDate2", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[192].hf_id, + }, + { &fix_fields[192].hf_id, { "LastSpotRate (194)", "fix.LastSpotRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[193].hf_id, + }, + { &fix_fields[193].hf_id, { "LastForwardPoints (195)", "fix.LastForwardPoints", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[194].hf_id, + }, + { &fix_fields[194].hf_id, { "AllocLinkID (196)", "fix.AllocLinkID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[195].hf_id, + }, + { &fix_fields[195].hf_id, { "AllocLinkType (197)", "fix.AllocLinkType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[196].hf_id, + }, + { &fix_fields[196].hf_id, { "SecondaryOrderID (198)", "fix.SecondaryOrderID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[197].hf_id, + }, + { &fix_fields[197].hf_id, { "NoIOIQualifiers (199)", "fix.NoIOIQualifiers", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[198].hf_id, + }, + { &fix_fields[198].hf_id, { "MaturityMonthYear (200)", "fix.MaturityMonthYear", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[199].hf_id, + }, + { &fix_fields[199].hf_id, { "PutOrCall (201)", "fix.PutOrCall", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[200].hf_id, + }, + { &fix_fields[200].hf_id, { "StrikePrice (202)", "fix.StrikePrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[201].hf_id, + }, + { &fix_fields[201].hf_id, { "CoveredOrUncovered (203)", "fix.CoveredOrUncovered", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[202].hf_id, + }, + { &fix_fields[202].hf_id, { "CustomerOrFirm (204)", "fix.CustomerOrFirm", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[203].hf_id, + }, + { &fix_fields[203].hf_id, { "MaturityDay (205)", "fix.MaturityDay", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[204].hf_id, + }, + { &fix_fields[204].hf_id, { "OptAttribute (206)", "fix.OptAttribute", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[205].hf_id, + }, + { &fix_fields[205].hf_id, { "SecurityExchange (207)", "fix.SecurityExchange", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[206].hf_id, + }, + { &fix_fields[206].hf_id, { "NotifyBrokerOfCredit (208)", "fix.NotifyBrokerOfCredit", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[207].hf_id, + }, + { &fix_fields[207].hf_id, { "AllocHandlInst (209)", "fix.AllocHandlInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[208].hf_id, + }, + { &fix_fields[208].hf_id, { "MaxShow (210)", "fix.MaxShow", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[209].hf_id, + }, + { &fix_fields[209].hf_id, { "PegOffsetValue (211)", "fix.PegOffsetValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[210].hf_id, + }, + { &fix_fields[210].hf_id, { "XmlDataLen (212)", "fix.XmlDataLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[211].hf_id, + }, + { &fix_fields[211].hf_id, { "XmlData (213)", "fix.XmlData", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[212].hf_id, + }, + { &fix_fields[212].hf_id, { "SettlInstRefID (214)", "fix.SettlInstRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[213].hf_id, + }, + { &fix_fields[213].hf_id, { "NoRoutingIDs (215)", "fix.NoRoutingIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[214].hf_id, + }, + { &fix_fields[214].hf_id, { "RoutingType (216)", "fix.RoutingType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[215].hf_id, + }, + { &fix_fields[215].hf_id, { "RoutingID (217)", "fix.RoutingID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[216].hf_id, + }, + { &fix_fields[216].hf_id, { "Spread (218)", "fix.Spread", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[217].hf_id, + }, + { &fix_fields[217].hf_id, { "Benchmark (219)", "fix.Benchmark", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[218].hf_id, + }, + { &fix_fields[218].hf_id, { "BenchmarkCurveCurrency (220)", "fix.BenchmarkCurveCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[219].hf_id, + }, + { &fix_fields[219].hf_id, { "BenchmarkCurveName (221)", "fix.BenchmarkCurveName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[220].hf_id, + }, + { &fix_fields[220].hf_id, { "BenchmarkCurvePoint (222)", "fix.BenchmarkCurvePoint", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[221].hf_id, + }, + { &fix_fields[221].hf_id, { "CouponRate (223)", "fix.CouponRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[222].hf_id, + }, + { &fix_fields[222].hf_id, { "CouponPaymentDate (224)", "fix.CouponPaymentDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[223].hf_id, + }, + { &fix_fields[223].hf_id, { "IssueDate (225)", "fix.IssueDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[224].hf_id, + }, + { &fix_fields[224].hf_id, { "RepurchaseTerm (226)", "fix.RepurchaseTerm", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[225].hf_id, + }, + { &fix_fields[225].hf_id, { "RepurchaseRate (227)", "fix.RepurchaseRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[226].hf_id, + }, + { &fix_fields[226].hf_id, { "Factor (228)", "fix.Factor", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[227].hf_id, + }, + { &fix_fields[227].hf_id, { "TradeOriginationDate (229)", "fix.TradeOriginationDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[228].hf_id, + }, + { &fix_fields[228].hf_id, { "ExDate (230)", "fix.ExDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[229].hf_id, + }, + { &fix_fields[229].hf_id, { "ContractMultiplier (231)", "fix.ContractMultiplier", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[230].hf_id, + }, + { &fix_fields[230].hf_id, { "NoStipulations (232)", "fix.NoStipulations", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[231].hf_id, + }, + { &fix_fields[231].hf_id, { "StipulationType (233)", "fix.StipulationType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[232].hf_id, + }, + { &fix_fields[232].hf_id, { "StipulationValue (234)", "fix.StipulationValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[233].hf_id, + }, + { &fix_fields[233].hf_id, { "YieldType (235)", "fix.YieldType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[234].hf_id, + }, + { &fix_fields[234].hf_id, { "Yield (236)", "fix.Yield", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[235].hf_id, + }, + { &fix_fields[235].hf_id, { "TotalTakedown (237)", "fix.TotalTakedown", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[236].hf_id, + }, + { &fix_fields[236].hf_id, { "Concession (238)", "fix.Concession", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[237].hf_id, + }, + { &fix_fields[237].hf_id, { "RepoCollateralSecurityType (239)", "fix.RepoCollateralSecurityType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[238].hf_id, + }, + { &fix_fields[238].hf_id, { "RedemptionDate (240)", "fix.RedemptionDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[239].hf_id, + }, + { &fix_fields[239].hf_id, { "UnderlyingCouponPaymentDate (241)", "fix.UnderlyingCouponPaymentDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[240].hf_id, + }, + { &fix_fields[240].hf_id, { "UnderlyingIssueDate (242)", "fix.UnderlyingIssueDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[241].hf_id, + }, + { &fix_fields[241].hf_id, { "UnderlyingRepoCollateralSecurityType (243)", "fix.UnderlyingRepoCollateralSecurityType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[242].hf_id, + }, + { &fix_fields[242].hf_id, { "UnderlyingRepurchaseTerm (244)", "fix.UnderlyingRepurchaseTerm", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[243].hf_id, + }, + { &fix_fields[243].hf_id, { "UnderlyingRepurchaseRate (245)", "fix.UnderlyingRepurchaseRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[244].hf_id, + }, + { &fix_fields[244].hf_id, { "UnderlyingFactor (246)", "fix.UnderlyingFactor", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[245].hf_id, + }, + { &fix_fields[245].hf_id, { "UnderlyingRedemptionDate (247)", "fix.UnderlyingRedemptionDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[246].hf_id, + }, + { &fix_fields[246].hf_id, { "LegCouponPaymentDate (248)", "fix.LegCouponPaymentDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[247].hf_id, + }, + { &fix_fields[247].hf_id, { "LegIssueDate (249)", "fix.LegIssueDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[248].hf_id, + }, + { &fix_fields[248].hf_id, { "LegRepoCollateralSecurityType (250)", "fix.LegRepoCollateralSecurityType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[249].hf_id, + }, + { &fix_fields[249].hf_id, { "LegRepurchaseTerm (251)", "fix.LegRepurchaseTerm", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[250].hf_id, + }, + { &fix_fields[250].hf_id, { "LegRepurchaseRate (252)", "fix.LegRepurchaseRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[251].hf_id, + }, + { &fix_fields[251].hf_id, { "LegFactor (253)", "fix.LegFactor", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[252].hf_id, + }, + { &fix_fields[252].hf_id, { "LegRedemptionDate (254)", "fix.LegRedemptionDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[253].hf_id, + }, + { &fix_fields[253].hf_id, { "CreditRating (255)", "fix.CreditRating", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[254].hf_id, + }, + { &fix_fields[254].hf_id, { "UnderlyingCreditRating (256)", "fix.UnderlyingCreditRating", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[255].hf_id, + }, + { &fix_fields[255].hf_id, { "LegCreditRating (257)", "fix.LegCreditRating", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[256].hf_id, + }, + { &fix_fields[256].hf_id, { "TradedFlatSwitch (258)", "fix.TradedFlatSwitch", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[257].hf_id, + }, + { &fix_fields[257].hf_id, { "BasisFeatureDate (259)", "fix.BasisFeatureDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[258].hf_id, + }, + { &fix_fields[258].hf_id, { "BasisFeaturePrice (260)", "fix.BasisFeaturePrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[259].hf_id, + }, + { &fix_fields[259].hf_id, { "MDReqID (262)", "fix.MDReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[260].hf_id, + }, + { &fix_fields[260].hf_id, { "SubscriptionRequestType (263)", "fix.SubscriptionRequestType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[261].hf_id, + }, + { &fix_fields[261].hf_id, { "MarketDepth (264)", "fix.MarketDepth", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[262].hf_id, + }, + { &fix_fields[262].hf_id, { "MDUpdateType (265)", "fix.MDUpdateType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[263].hf_id, + }, + { &fix_fields[263].hf_id, { "AggregatedBook (266)", "fix.AggregatedBook", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[264].hf_id, + }, + { &fix_fields[264].hf_id, { "NoMDEntryTypes (267)", "fix.NoMDEntryTypes", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[265].hf_id, + }, + { &fix_fields[265].hf_id, { "NoMDEntries (268)", "fix.NoMDEntries", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[266].hf_id, + }, + { &fix_fields[266].hf_id, { "MDEntryType (269)", "fix.MDEntryType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[267].hf_id, + }, + { &fix_fields[267].hf_id, { "MDEntryPx (270)", "fix.MDEntryPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[268].hf_id, + }, + { &fix_fields[268].hf_id, { "MDEntrySize (271)", "fix.MDEntrySize", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[269].hf_id, + }, + { &fix_fields[269].hf_id, { "MDEntryDate (272)", "fix.MDEntryDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[270].hf_id, + }, + { &fix_fields[270].hf_id, { "MDEntryTime (273)", "fix.MDEntryTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[271].hf_id, + }, + { &fix_fields[271].hf_id, { "TickDirection (274)", "fix.TickDirection", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[272].hf_id, + }, + { &fix_fields[272].hf_id, { "MDMkt (275)", "fix.MDMkt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[273].hf_id, + }, + { &fix_fields[273].hf_id, { "QuoteCondition (276)", "fix.QuoteCondition", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[274].hf_id, + }, + { &fix_fields[274].hf_id, { "TradeCondition (277)", "fix.TradeCondition", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[275].hf_id, + }, + { &fix_fields[275].hf_id, { "MDEntryID (278)", "fix.MDEntryID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[276].hf_id, + }, + { &fix_fields[276].hf_id, { "MDUpdateAction (279)", "fix.MDUpdateAction", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[277].hf_id, + }, + { &fix_fields[277].hf_id, { "MDEntryRefID (280)", "fix.MDEntryRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[278].hf_id, + }, + { &fix_fields[278].hf_id, { "MDReqRejReason (281)", "fix.MDReqRejReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[279].hf_id, + }, + { &fix_fields[279].hf_id, { "MDEntryOriginator (282)", "fix.MDEntryOriginator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[280].hf_id, + }, + { &fix_fields[280].hf_id, { "LocationID (283)", "fix.LocationID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[281].hf_id, + }, + { &fix_fields[281].hf_id, { "DeskID (284)", "fix.DeskID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[282].hf_id, + }, + { &fix_fields[282].hf_id, { "DeleteReason (285)", "fix.DeleteReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[283].hf_id, + }, + { &fix_fields[283].hf_id, { "OpenCloseSettlFlag (286)", "fix.OpenCloseSettlFlag", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[284].hf_id, + }, + { &fix_fields[284].hf_id, { "SellerDays (287)", "fix.SellerDays", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[285].hf_id, + }, + { &fix_fields[285].hf_id, { "MDEntryBuyer (288)", "fix.MDEntryBuyer", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[286].hf_id, + }, + { &fix_fields[286].hf_id, { "MDEntrySeller (289)", "fix.MDEntrySeller", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[287].hf_id, + }, + { &fix_fields[287].hf_id, { "MDEntryPositionNo (290)", "fix.MDEntryPositionNo", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[288].hf_id, + }, + { &fix_fields[288].hf_id, { "FinancialStatus (291)", "fix.FinancialStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[289].hf_id, + }, + { &fix_fields[289].hf_id, { "CorporateAction (292)", "fix.CorporateAction", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[290].hf_id, + }, + { &fix_fields[290].hf_id, { "DefBidSize (293)", "fix.DefBidSize", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[291].hf_id, + }, + { &fix_fields[291].hf_id, { "DefOfferSize (294)", "fix.DefOfferSize", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[292].hf_id, + }, + { &fix_fields[292].hf_id, { "NoQuoteEntries (295)", "fix.NoQuoteEntries", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[293].hf_id, + }, + { &fix_fields[293].hf_id, { "NoQuoteSets (296)", "fix.NoQuoteSets", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[294].hf_id, + }, + { &fix_fields[294].hf_id, { "QuoteStatus (297)", "fix.QuoteStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[295].hf_id, + }, + { &fix_fields[295].hf_id, { "QuoteCancelType (298)", "fix.QuoteCancelType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[296].hf_id, + }, + { &fix_fields[296].hf_id, { "QuoteEntryID (299)", "fix.QuoteEntryID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[297].hf_id, + }, + { &fix_fields[297].hf_id, { "QuoteRejectReason (300)", "fix.QuoteRejectReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[298].hf_id, + }, + { &fix_fields[298].hf_id, { "QuoteResponseLevel (301)", "fix.QuoteResponseLevel", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[299].hf_id, + }, + { &fix_fields[299].hf_id, { "QuoteSetID (302)", "fix.QuoteSetID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[300].hf_id, + }, + { &fix_fields[300].hf_id, { "QuoteRequestType (303)", "fix.QuoteRequestType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[301].hf_id, + }, + { &fix_fields[301].hf_id, { "TotNoQuoteEntries (304)", "fix.TotNoQuoteEntries", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[302].hf_id, + }, + { &fix_fields[302].hf_id, { "UnderlyingSecurityIDSource (305)", "fix.UnderlyingSecurityIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[303].hf_id, + }, + { &fix_fields[303].hf_id, { "UnderlyingIssuer (306)", "fix.UnderlyingIssuer", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[304].hf_id, + }, + { &fix_fields[304].hf_id, { "UnderlyingSecurityDesc (307)", "fix.UnderlyingSecurityDesc", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[305].hf_id, + }, + { &fix_fields[305].hf_id, { "UnderlyingSecurityExchange (308)", "fix.UnderlyingSecurityExchange", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[306].hf_id, + }, + { &fix_fields[306].hf_id, { "UnderlyingSecurityID (309)", "fix.UnderlyingSecurityID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[307].hf_id, + }, + { &fix_fields[307].hf_id, { "UnderlyingSecurityType (310)", "fix.UnderlyingSecurityType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[308].hf_id, + }, + { &fix_fields[308].hf_id, { "UnderlyingSymbol (311)", "fix.UnderlyingSymbol", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[309].hf_id, + }, + { &fix_fields[309].hf_id, { "UnderlyingSymbolSfx (312)", "fix.UnderlyingSymbolSfx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[310].hf_id, + }, + { &fix_fields[310].hf_id, { "UnderlyingMaturityMonthYear (313)", "fix.UnderlyingMaturityMonthYear", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[311].hf_id, + }, + { &fix_fields[311].hf_id, { "UnderlyingMaturityDay (314)", "fix.UnderlyingMaturityDay", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[312].hf_id, + }, + { &fix_fields[312].hf_id, { "UnderlyingPutOrCall (315)", "fix.UnderlyingPutOrCall", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[313].hf_id, + }, + { &fix_fields[313].hf_id, { "UnderlyingStrikePrice (316)", "fix.UnderlyingStrikePrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[314].hf_id, + }, + { &fix_fields[314].hf_id, { "UnderlyingOptAttribute (317)", "fix.UnderlyingOptAttribute", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[315].hf_id, + }, + { &fix_fields[315].hf_id, { "UnderlyingCurrency (318)", "fix.UnderlyingCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[316].hf_id, + }, + { &fix_fields[316].hf_id, { "RatioQty (319)", "fix.RatioQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[317].hf_id, + }, + { &fix_fields[317].hf_id, { "SecurityReqID (320)", "fix.SecurityReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[318].hf_id, + }, + { &fix_fields[318].hf_id, { "SecurityRequestType (321)", "fix.SecurityRequestType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[319].hf_id, + }, + { &fix_fields[319].hf_id, { "SecurityResponseID (322)", "fix.SecurityResponseID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[320].hf_id, + }, + { &fix_fields[320].hf_id, { "SecurityResponseType (323)", "fix.SecurityResponseType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[321].hf_id, + }, + { &fix_fields[321].hf_id, { "SecurityStatusReqID (324)", "fix.SecurityStatusReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[322].hf_id, + }, + { &fix_fields[322].hf_id, { "UnsolicitedIndicator (325)", "fix.UnsolicitedIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[323].hf_id, + }, + { &fix_fields[323].hf_id, { "SecurityTradingStatus (326)", "fix.SecurityTradingStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[324].hf_id, - { "HaltReason (327)", "fix.HaltReason", + }, + { &fix_fields[324].hf_id, + { "HaltReasonInt (327)", "fix.HaltReasonInt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[325].hf_id, + }, + { &fix_fields[325].hf_id, { "InViewOfCommon (328)", "fix.InViewOfCommon", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[326].hf_id, + }, + { &fix_fields[326].hf_id, { "DueToRelated (329)", "fix.DueToRelated", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[327].hf_id, + }, + { &fix_fields[327].hf_id, { "BuyVolume (330)", "fix.BuyVolume", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[328].hf_id, + }, + { &fix_fields[328].hf_id, { "SellVolume (331)", "fix.SellVolume", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[329].hf_id, + }, + { &fix_fields[329].hf_id, { "HighPx (332)", "fix.HighPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[330].hf_id, + }, + { &fix_fields[330].hf_id, { "LowPx (333)", "fix.LowPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[331].hf_id, + }, + { &fix_fields[331].hf_id, { "Adjustment (334)", "fix.Adjustment", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[332].hf_id, + }, + { &fix_fields[332].hf_id, { "TradSesReqID (335)", "fix.TradSesReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[333].hf_id, + }, + { &fix_fields[333].hf_id, { "TradingSessionID (336)", "fix.TradingSessionID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[334].hf_id, + }, + { &fix_fields[334].hf_id, { "ContraTrader (337)", "fix.ContraTrader", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[335].hf_id, + }, + { &fix_fields[335].hf_id, { "TradSesMethod (338)", "fix.TradSesMethod", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[336].hf_id, + }, + { &fix_fields[336].hf_id, { "TradSesMode (339)", "fix.TradSesMode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[337].hf_id, + }, + { &fix_fields[337].hf_id, { "TradSesStatus (340)", "fix.TradSesStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[338].hf_id, + }, + { &fix_fields[338].hf_id, { "TradSesStartTime (341)", "fix.TradSesStartTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[339].hf_id, + }, + { &fix_fields[339].hf_id, { "TradSesOpenTime (342)", "fix.TradSesOpenTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[340].hf_id, + }, + { &fix_fields[340].hf_id, { "TradSesPreCloseTime (343)", "fix.TradSesPreCloseTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[341].hf_id, + }, + { &fix_fields[341].hf_id, { "TradSesCloseTime (344)", "fix.TradSesCloseTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[342].hf_id, + }, + { &fix_fields[342].hf_id, { "TradSesEndTime (345)", "fix.TradSesEndTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[343].hf_id, + }, + { &fix_fields[343].hf_id, { "NumberOfOrders (346)", "fix.NumberOfOrders", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[344].hf_id, + }, + { &fix_fields[344].hf_id, { "MessageEncoding (347)", "fix.MessageEncoding", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[345].hf_id, + }, + { &fix_fields[345].hf_id, { "EncodedIssuerLen (348)", "fix.EncodedIssuerLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[346].hf_id, + }, + { &fix_fields[346].hf_id, { "EncodedIssuer (349)", "fix.EncodedIssuer", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[347].hf_id, + }, + { &fix_fields[347].hf_id, { "EncodedSecurityDescLen (350)", "fix.EncodedSecurityDescLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[348].hf_id, + }, + { &fix_fields[348].hf_id, { "EncodedSecurityDesc (351)", "fix.EncodedSecurityDesc", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[349].hf_id, + }, + { &fix_fields[349].hf_id, { "EncodedListExecInstLen (352)", "fix.EncodedListExecInstLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[350].hf_id, + }, + { &fix_fields[350].hf_id, { "EncodedListExecInst (353)", "fix.EncodedListExecInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[351].hf_id, + }, + { &fix_fields[351].hf_id, { "EncodedTextLen (354)", "fix.EncodedTextLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[352].hf_id, + }, + { &fix_fields[352].hf_id, { "EncodedText (355)", "fix.EncodedText", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[353].hf_id, + }, + { &fix_fields[353].hf_id, { "EncodedSubjectLen (356)", "fix.EncodedSubjectLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[354].hf_id, + }, + { &fix_fields[354].hf_id, { "EncodedSubject (357)", "fix.EncodedSubject", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[355].hf_id, + }, + { &fix_fields[355].hf_id, { "EncodedHeadlineLen (358)", "fix.EncodedHeadlineLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[356].hf_id, + }, + { &fix_fields[356].hf_id, { "EncodedHeadline (359)", "fix.EncodedHeadline", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[357].hf_id, + }, + { &fix_fields[357].hf_id, { "EncodedAllocTextLen (360)", "fix.EncodedAllocTextLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[358].hf_id, + }, + { &fix_fields[358].hf_id, { "EncodedAllocText (361)", "fix.EncodedAllocText", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[359].hf_id, + }, + { &fix_fields[359].hf_id, { "EncodedUnderlyingIssuerLen (362)", "fix.EncodedUnderlyingIssuerLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[360].hf_id, + }, + { &fix_fields[360].hf_id, { "EncodedUnderlyingIssuer (363)", "fix.EncodedUnderlyingIssuer", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[361].hf_id, + }, + { &fix_fields[361].hf_id, { "EncodedUnderlyingSecurityDescLen (364)", "fix.EncodedUnderlyingSecurityDescLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[362].hf_id, + }, + { &fix_fields[362].hf_id, { "EncodedUnderlyingSecurityDesc (365)", "fix.EncodedUnderlyingSecurityDesc", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[363].hf_id, + }, + { &fix_fields[363].hf_id, { "AllocPrice (366)", "fix.AllocPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[364].hf_id, + }, + { &fix_fields[364].hf_id, { "QuoteSetValidUntilTime (367)", "fix.QuoteSetValidUntilTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[365].hf_id, + }, + { &fix_fields[365].hf_id, { "QuoteEntryRejectReason (368)", "fix.QuoteEntryRejectReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[366].hf_id, + }, + { &fix_fields[366].hf_id, { "LastMsgSeqNumProcessed (369)", "fix.LastMsgSeqNumProcessed", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[367].hf_id, + }, + { &fix_fields[367].hf_id, { "OnBehalfOfSendingTime (370)", "fix.OnBehalfOfSendingTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[368].hf_id, + }, + { &fix_fields[368].hf_id, { "RefTagID (371)", "fix.RefTagID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[369].hf_id, + }, + { &fix_fields[369].hf_id, { "RefMsgType (372)", "fix.RefMsgType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[370].hf_id, + }, + { &fix_fields[370].hf_id, { "SessionRejectReason (373)", "fix.SessionRejectReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[371].hf_id, + }, + { &fix_fields[371].hf_id, { "BidRequestTransType (374)", "fix.BidRequestTransType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[372].hf_id, + }, + { &fix_fields[372].hf_id, { "ContraBroker (375)", "fix.ContraBroker", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[373].hf_id, + }, + { &fix_fields[373].hf_id, { "ComplianceID (376)", "fix.ComplianceID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[374].hf_id, + }, + { &fix_fields[374].hf_id, { "SolicitedFlag (377)", "fix.SolicitedFlag", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[375].hf_id, + }, + { &fix_fields[375].hf_id, { "ExecRestatementReason (378)", "fix.ExecRestatementReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[376].hf_id, + }, + { &fix_fields[376].hf_id, { "BusinessRejectRefID (379)", "fix.BusinessRejectRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[377].hf_id, + }, + { &fix_fields[377].hf_id, { "BusinessRejectReason (380)", "fix.BusinessRejectReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[378].hf_id, + }, + { &fix_fields[378].hf_id, { "GrossTradeAmt (381)", "fix.GrossTradeAmt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[379].hf_id, + }, + { &fix_fields[379].hf_id, { "NoContraBrokers (382)", "fix.NoContraBrokers", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[380].hf_id, + }, + { &fix_fields[380].hf_id, { "MaxMessageSize (383)", "fix.MaxMessageSize", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[381].hf_id, + }, + { &fix_fields[381].hf_id, { "NoMsgTypes (384)", "fix.NoMsgTypes", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[382].hf_id, + }, + { &fix_fields[382].hf_id, { "MsgDirection (385)", "fix.MsgDirection", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[383].hf_id, + }, + { &fix_fields[383].hf_id, { "NoTradingSessions (386)", "fix.NoTradingSessions", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[384].hf_id, + }, + { &fix_fields[384].hf_id, { "TotalVolumeTraded (387)", "fix.TotalVolumeTraded", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[385].hf_id, + }, + { &fix_fields[385].hf_id, { "DiscretionInst (388)", "fix.DiscretionInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[386].hf_id, + }, + { &fix_fields[386].hf_id, { "DiscretionOffsetValue (389)", "fix.DiscretionOffsetValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[387].hf_id, + }, + { &fix_fields[387].hf_id, { "BidID (390)", "fix.BidID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[388].hf_id, + }, + { &fix_fields[388].hf_id, { "ClientBidID (391)", "fix.ClientBidID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[389].hf_id, + }, + { &fix_fields[389].hf_id, { "ListName (392)", "fix.ListName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[390].hf_id, + }, + { &fix_fields[390].hf_id, { "TotNoRelatedSym (393)", "fix.TotNoRelatedSym", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[391].hf_id, + }, + { &fix_fields[391].hf_id, { "BidType (394)", "fix.BidType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[392].hf_id, + }, + { &fix_fields[392].hf_id, { "NumTickets (395)", "fix.NumTickets", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[393].hf_id, + }, + { &fix_fields[393].hf_id, { "SideValue1 (396)", "fix.SideValue1", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[394].hf_id, + }, + { &fix_fields[394].hf_id, { "SideValue2 (397)", "fix.SideValue2", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[395].hf_id, + }, + { &fix_fields[395].hf_id, { "NoBidDescriptors (398)", "fix.NoBidDescriptors", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[396].hf_id, + }, + { &fix_fields[396].hf_id, { "BidDescriptorType (399)", "fix.BidDescriptorType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[397].hf_id, + }, + { &fix_fields[397].hf_id, { "BidDescriptor (400)", "fix.BidDescriptor", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[398].hf_id, + }, + { &fix_fields[398].hf_id, { "SideValueInd (401)", "fix.SideValueInd", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[399].hf_id, + }, + { &fix_fields[399].hf_id, { "LiquidityPctLow (402)", "fix.LiquidityPctLow", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[400].hf_id, + }, + { &fix_fields[400].hf_id, { "LiquidityPctHigh (403)", "fix.LiquidityPctHigh", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[401].hf_id, + }, + { &fix_fields[401].hf_id, { "LiquidityValue (404)", "fix.LiquidityValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[402].hf_id, + }, + { &fix_fields[402].hf_id, { "EFPTrackingError (405)", "fix.EFPTrackingError", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[403].hf_id, + }, + { &fix_fields[403].hf_id, { "FairValue (406)", "fix.FairValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[404].hf_id, + }, + { &fix_fields[404].hf_id, { "OutsideIndexPct (407)", "fix.OutsideIndexPct", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[405].hf_id, + }, + { &fix_fields[405].hf_id, { "ValueOfFutures (408)", "fix.ValueOfFutures", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[406].hf_id, + }, + { &fix_fields[406].hf_id, { "LiquidityIndType (409)", "fix.LiquidityIndType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[407].hf_id, + }, + { &fix_fields[407].hf_id, { "WtAverageLiquidity (410)", "fix.WtAverageLiquidity", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[408].hf_id, + }, + { &fix_fields[408].hf_id, { "ExchangeForPhysical (411)", "fix.ExchangeForPhysical", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[409].hf_id, + }, + { &fix_fields[409].hf_id, { "OutMainCntryUIndex (412)", "fix.OutMainCntryUIndex", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[410].hf_id, + }, + { &fix_fields[410].hf_id, { "CrossPercent (413)", "fix.CrossPercent", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[411].hf_id, + }, + { &fix_fields[411].hf_id, { "ProgRptReqs (414)", "fix.ProgRptReqs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[412].hf_id, + }, + { &fix_fields[412].hf_id, { "ProgPeriodInterval (415)", "fix.ProgPeriodInterval", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[413].hf_id, + }, + { &fix_fields[413].hf_id, { "IncTaxInd (416)", "fix.IncTaxInd", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[414].hf_id, + }, + { &fix_fields[414].hf_id, { "NumBidders (417)", "fix.NumBidders", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[415].hf_id, + }, + { &fix_fields[415].hf_id, { "BidTradeType (418)", "fix.BidTradeType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[416].hf_id, + }, + { &fix_fields[416].hf_id, { "BasisPxType (419)", "fix.BasisPxType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[417].hf_id, + }, + { &fix_fields[417].hf_id, { "NoBidComponents (420)", "fix.NoBidComponents", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[418].hf_id, + }, + { &fix_fields[418].hf_id, { "Country (421)", "fix.Country", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[419].hf_id, + }, + { &fix_fields[419].hf_id, { "TotNoStrikes (422)", "fix.TotNoStrikes", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[420].hf_id, + }, + { &fix_fields[420].hf_id, { "PriceType (423)", "fix.PriceType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[421].hf_id, + }, + { &fix_fields[421].hf_id, { "DayOrderQty (424)", "fix.DayOrderQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[422].hf_id, + }, + { &fix_fields[422].hf_id, { "DayCumQty (425)", "fix.DayCumQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[423].hf_id, + }, + { &fix_fields[423].hf_id, { "DayAvgPx (426)", "fix.DayAvgPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[424].hf_id, + }, + { &fix_fields[424].hf_id, { "GTBookingInst (427)", "fix.GTBookingInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[425].hf_id, + }, + { &fix_fields[425].hf_id, { "NoStrikes (428)", "fix.NoStrikes", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[426].hf_id, + }, + { &fix_fields[426].hf_id, { "ListStatusType (429)", "fix.ListStatusType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[427].hf_id, + }, + { &fix_fields[427].hf_id, { "NetGrossInd (430)", "fix.NetGrossInd", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[428].hf_id, + }, + { &fix_fields[428].hf_id, { "ListOrderStatus (431)", "fix.ListOrderStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[429].hf_id, + }, + { &fix_fields[429].hf_id, { "ExpireDate (432)", "fix.ExpireDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[430].hf_id, + }, + { &fix_fields[430].hf_id, { "ListExecInstType (433)", "fix.ListExecInstType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[431].hf_id, + }, + { &fix_fields[431].hf_id, { "CxlRejResponseTo (434)", "fix.CxlRejResponseTo", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[432].hf_id, + }, + { &fix_fields[432].hf_id, { "UnderlyingCouponRate (435)", "fix.UnderlyingCouponRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[433].hf_id, + }, + { &fix_fields[433].hf_id, { "UnderlyingContractMultiplier (436)", "fix.UnderlyingContractMultiplier", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[434].hf_id, + }, + { &fix_fields[434].hf_id, { "ContraTradeQty (437)", "fix.ContraTradeQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[435].hf_id, + }, + { &fix_fields[435].hf_id, { "ContraTradeTime (438)", "fix.ContraTradeTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[436].hf_id, + }, + { &fix_fields[436].hf_id, { "ClearingFirm (439)", "fix.ClearingFirm", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[437].hf_id, + }, + { &fix_fields[437].hf_id, { "ClearingAccount (440)", "fix.ClearingAccount", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[438].hf_id, + }, + { &fix_fields[438].hf_id, { "LiquidityNumSecurities (441)", "fix.LiquidityNumSecurities", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[439].hf_id, + }, + { &fix_fields[439].hf_id, { "MultiLegReportingType (442)", "fix.MultiLegReportingType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[440].hf_id, + }, + { &fix_fields[440].hf_id, { "StrikeTime (443)", "fix.StrikeTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[441].hf_id, + }, + { &fix_fields[441].hf_id, { "ListStatusText (444)", "fix.ListStatusText", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[442].hf_id, + }, + { &fix_fields[442].hf_id, { "EncodedListStatusTextLen (445)", "fix.EncodedListStatusTextLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[443].hf_id, + }, + { &fix_fields[443].hf_id, { "EncodedListStatusText (446)", "fix.EncodedListStatusText", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[444].hf_id, + }, + { &fix_fields[444].hf_id, { "PartyIDSource (447)", "fix.PartyIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[445].hf_id, + }, + { &fix_fields[445].hf_id, { "PartyID (448)", "fix.PartyID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[446].hf_id, + }, + { &fix_fields[446].hf_id, { "TotalVolumeTradedDate (449)", "fix.TotalVolumeTradedDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[447].hf_id, + }, + { &fix_fields[447].hf_id, { "TotalVolumeTradedTime (450)", "fix.TotalVolumeTradedTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[448].hf_id, + }, + { &fix_fields[448].hf_id, { "NetChgPrevDay (451)", "fix.NetChgPrevDay", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[449].hf_id, + }, + { &fix_fields[449].hf_id, { "PartyRole (452)", "fix.PartyRole", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[450].hf_id, + }, + { &fix_fields[450].hf_id, { "NoPartyIDs (453)", "fix.NoPartyIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[451].hf_id, + }, + { &fix_fields[451].hf_id, { "NoSecurityAltID (454)", "fix.NoSecurityAltID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[452].hf_id, + }, + { &fix_fields[452].hf_id, { "SecurityAltID (455)", "fix.SecurityAltID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[453].hf_id, + }, + { &fix_fields[453].hf_id, { "SecurityAltIDSource (456)", "fix.SecurityAltIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[454].hf_id, + }, + { &fix_fields[454].hf_id, { "NoUnderlyingSecurityAltID (457)", "fix.NoUnderlyingSecurityAltID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[455].hf_id, + }, + { &fix_fields[455].hf_id, { "UnderlyingSecurityAltID (458)", "fix.UnderlyingSecurityAltID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[456].hf_id, + }, + { &fix_fields[456].hf_id, { "UnderlyingSecurityAltIDSource (459)", "fix.UnderlyingSecurityAltIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[457].hf_id, + }, + { &fix_fields[457].hf_id, { "Product (460)", "fix.Product", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[458].hf_id, + }, + { &fix_fields[458].hf_id, { "CFICode (461)", "fix.CFICode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[459].hf_id, + }, + { &fix_fields[459].hf_id, { "UnderlyingProduct (462)", "fix.UnderlyingProduct", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[460].hf_id, + }, + { &fix_fields[460].hf_id, { "UnderlyingCFICode (463)", "fix.UnderlyingCFICode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[461].hf_id, + }, + { &fix_fields[461].hf_id, { "TestMessageIndicator (464)", "fix.TestMessageIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[462].hf_id, + }, + { &fix_fields[462].hf_id, { "QuantityType (465)", "fix.QuantityType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[463].hf_id, + }, + { &fix_fields[463].hf_id, { "BookingRefID (466)", "fix.BookingRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[464].hf_id, + }, + { &fix_fields[464].hf_id, { "IndividualAllocID (467)", "fix.IndividualAllocID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[465].hf_id, + }, + { &fix_fields[465].hf_id, { "RoundingDirection (468)", "fix.RoundingDirection", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[466].hf_id, + }, + { &fix_fields[466].hf_id, { "RoundingModulus (469)", "fix.RoundingModulus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[467].hf_id, + }, + { &fix_fields[467].hf_id, { "CountryOfIssue (470)", "fix.CountryOfIssue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[468].hf_id, + }, + { &fix_fields[468].hf_id, { "StateOrProvinceOfIssue (471)", "fix.StateOrProvinceOfIssue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[469].hf_id, + }, + { &fix_fields[469].hf_id, { "LocaleOfIssue (472)", "fix.LocaleOfIssue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[470].hf_id, + }, + { &fix_fields[470].hf_id, { "NoRegistDtls (473)", "fix.NoRegistDtls", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[471].hf_id, + }, + { &fix_fields[471].hf_id, { "MailingDtls (474)", "fix.MailingDtls", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[472].hf_id, + }, + { &fix_fields[472].hf_id, { "InvestorCountryOfResidence (475)", "fix.InvestorCountryOfResidence", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[473].hf_id, + }, + { &fix_fields[473].hf_id, { "PaymentRef (476)", "fix.PaymentRef", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[474].hf_id, + }, + { &fix_fields[474].hf_id, { "DistribPaymentMethod (477)", "fix.DistribPaymentMethod", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[475].hf_id, + }, + { &fix_fields[475].hf_id, { "CashDistribCurr (478)", "fix.CashDistribCurr", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[476].hf_id, + }, + { &fix_fields[476].hf_id, { "CommCurrency (479)", "fix.CommCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[477].hf_id, + }, + { &fix_fields[477].hf_id, { "CancellationRights (480)", "fix.CancellationRights", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[478].hf_id, + }, + { &fix_fields[478].hf_id, { "MoneyLaunderingStatus (481)", "fix.MoneyLaunderingStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[479].hf_id, + }, + { &fix_fields[479].hf_id, { "MailingInst (482)", "fix.MailingInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[480].hf_id, + }, + { &fix_fields[480].hf_id, { "TransBkdTime (483)", "fix.TransBkdTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[481].hf_id, + }, + { &fix_fields[481].hf_id, { "ExecPriceType (484)", "fix.ExecPriceType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[482].hf_id, + }, + { &fix_fields[482].hf_id, { "ExecPriceAdjustment (485)", "fix.ExecPriceAdjustment", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[483].hf_id, + }, + { &fix_fields[483].hf_id, { "DateOfBirth (486)", "fix.DateOfBirth", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[484].hf_id, + }, + { &fix_fields[484].hf_id, { "TradeReportTransType (487)", "fix.TradeReportTransType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[485].hf_id, + }, + { &fix_fields[485].hf_id, { "CardHolderName (488)", "fix.CardHolderName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[486].hf_id, + }, + { &fix_fields[486].hf_id, { "CardNumber (489)", "fix.CardNumber", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[487].hf_id, + }, + { &fix_fields[487].hf_id, { "CardExpDate (490)", "fix.CardExpDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[488].hf_id, + }, + { &fix_fields[488].hf_id, { "CardIssNum (491)", "fix.CardIssNum", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[489].hf_id, + }, + { &fix_fields[489].hf_id, { "PaymentMethod (492)", "fix.PaymentMethod", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[490].hf_id, + }, + { &fix_fields[490].hf_id, { "RegistAcctType (493)", "fix.RegistAcctType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[491].hf_id, + }, + { &fix_fields[491].hf_id, { "Designation (494)", "fix.Designation", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[492].hf_id, + }, + { &fix_fields[492].hf_id, { "TaxAdvantageType (495)", "fix.TaxAdvantageType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[493].hf_id, + }, + { &fix_fields[493].hf_id, { "RegistRejReasonText (496)", "fix.RegistRejReasonText", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[494].hf_id, + }, + { &fix_fields[494].hf_id, { "FundRenewWaiv (497)", "fix.FundRenewWaiv", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[495].hf_id, + }, + { &fix_fields[495].hf_id, { "CashDistribAgentName (498)", "fix.CashDistribAgentName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[496].hf_id, + }, + { &fix_fields[496].hf_id, { "CashDistribAgentCode (499)", "fix.CashDistribAgentCode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[497].hf_id, + }, + { &fix_fields[497].hf_id, { "CashDistribAgentAcctNumber (500)", "fix.CashDistribAgentAcctNumber", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[498].hf_id, + }, + { &fix_fields[498].hf_id, { "CashDistribPayRef (501)", "fix.CashDistribPayRef", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[499].hf_id, + }, + { &fix_fields[499].hf_id, { "CashDistribAgentAcctName (502)", "fix.CashDistribAgentAcctName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[500].hf_id, + }, + { &fix_fields[500].hf_id, { "CardStartDate (503)", "fix.CardStartDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[501].hf_id, + }, + { &fix_fields[501].hf_id, { "PaymentDate (504)", "fix.PaymentDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[502].hf_id, + }, + { &fix_fields[502].hf_id, { "PaymentRemitterID (505)", "fix.PaymentRemitterID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[503].hf_id, + }, + { &fix_fields[503].hf_id, { "RegistStatus (506)", "fix.RegistStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[504].hf_id, + }, + { &fix_fields[504].hf_id, { "RegistRejReasonCode (507)", "fix.RegistRejReasonCode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[505].hf_id, + }, + { &fix_fields[505].hf_id, { "RegistRefID (508)", "fix.RegistRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[506].hf_id, + }, + { &fix_fields[506].hf_id, { "RegistDtls (509)", "fix.RegistDtls", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[507].hf_id, + }, + { &fix_fields[507].hf_id, { "NoDistribInsts (510)", "fix.NoDistribInsts", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[508].hf_id, + }, + { &fix_fields[508].hf_id, { "RegistEmail (511)", "fix.RegistEmail", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[509].hf_id, + }, + { &fix_fields[509].hf_id, { "DistribPercentage (512)", "fix.DistribPercentage", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[510].hf_id, + }, + { &fix_fields[510].hf_id, { "RegistID (513)", "fix.RegistID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[511].hf_id, + }, + { &fix_fields[511].hf_id, { "RegistTransType (514)", "fix.RegistTransType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[512].hf_id, + }, + { &fix_fields[512].hf_id, { "ExecValuationPoint (515)", "fix.ExecValuationPoint", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[513].hf_id, + }, + { &fix_fields[513].hf_id, { "OrderPercent (516)", "fix.OrderPercent", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[514].hf_id, + }, + { &fix_fields[514].hf_id, { "OwnershipType (517)", "fix.OwnershipType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[515].hf_id, + }, + { &fix_fields[515].hf_id, { "NoContAmts (518)", "fix.NoContAmts", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[516].hf_id, + }, + { &fix_fields[516].hf_id, { "ContAmtType (519)", "fix.ContAmtType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[517].hf_id, + }, + { &fix_fields[517].hf_id, { "ContAmtValue (520)", "fix.ContAmtValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[518].hf_id, + }, + { &fix_fields[518].hf_id, { "ContAmtCurr (521)", "fix.ContAmtCurr", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[519].hf_id, + }, + { &fix_fields[519].hf_id, { "OwnerType (522)", "fix.OwnerType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[520].hf_id, + }, + { &fix_fields[520].hf_id, { "PartySubID (523)", "fix.PartySubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[521].hf_id, + }, + { &fix_fields[521].hf_id, { "NestedPartyID (524)", "fix.NestedPartyID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[522].hf_id, + }, + { &fix_fields[522].hf_id, { "NestedPartyIDSource (525)", "fix.NestedPartyIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[523].hf_id, + }, + { &fix_fields[523].hf_id, { "SecondaryClOrdID (526)", "fix.SecondaryClOrdID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[524].hf_id, + }, + { &fix_fields[524].hf_id, { "SecondaryExecID (527)", "fix.SecondaryExecID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[525].hf_id, + }, + { &fix_fields[525].hf_id, { "OrderCapacity (528)", "fix.OrderCapacity", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[526].hf_id, + }, + { &fix_fields[526].hf_id, { "OrderRestrictions (529)", "fix.OrderRestrictions", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[527].hf_id, + }, + { &fix_fields[527].hf_id, { "MassCancelRequestType (530)", "fix.MassCancelRequestType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[528].hf_id, + }, + { &fix_fields[528].hf_id, { "MassCancelResponse (531)", "fix.MassCancelResponse", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[529].hf_id, + }, + { &fix_fields[529].hf_id, { "MassCancelRejectReason (532)", "fix.MassCancelRejectReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[530].hf_id, + }, + { &fix_fields[530].hf_id, { "TotalAffectedOrders (533)", "fix.TotalAffectedOrders", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[531].hf_id, + }, + { &fix_fields[531].hf_id, { "NoAffectedOrders (534)", "fix.NoAffectedOrders", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[532].hf_id, + }, + { &fix_fields[532].hf_id, { "AffectedOrderID (535)", "fix.AffectedOrderID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[533].hf_id, + }, + { &fix_fields[533].hf_id, { "AffectedSecondaryOrderID (536)", "fix.AffectedSecondaryOrderID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[534].hf_id, + }, + { &fix_fields[534].hf_id, { "QuoteType (537)", "fix.QuoteType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[535].hf_id, + }, + { &fix_fields[535].hf_id, { "NestedPartyRole (538)", "fix.NestedPartyRole", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[536].hf_id, + }, + { &fix_fields[536].hf_id, { "NoNestedPartyIDs (539)", "fix.NoNestedPartyIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[537].hf_id, + }, + { &fix_fields[537].hf_id, { "TotalAccruedInterestAmt (540)", "fix.TotalAccruedInterestAmt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[538].hf_id, + }, + { &fix_fields[538].hf_id, { "MaturityDate (541)", "fix.MaturityDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[539].hf_id, + }, + { &fix_fields[539].hf_id, { "UnderlyingMaturityDate (542)", "fix.UnderlyingMaturityDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[540].hf_id, + }, + { &fix_fields[540].hf_id, { "InstrRegistry (543)", "fix.InstrRegistry", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[541].hf_id, + }, + { &fix_fields[541].hf_id, { "CashMargin (544)", "fix.CashMargin", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[542].hf_id, + }, + { &fix_fields[542].hf_id, { "NestedPartySubID (545)", "fix.NestedPartySubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[543].hf_id, + }, + { &fix_fields[543].hf_id, { "Scope (546)", "fix.Scope", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[544].hf_id, + }, + { &fix_fields[544].hf_id, { "MDImplicitDelete (547)", "fix.MDImplicitDelete", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[545].hf_id, + }, + { &fix_fields[545].hf_id, { "CrossID (548)", "fix.CrossID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[546].hf_id, + }, + { &fix_fields[546].hf_id, { "CrossType (549)", "fix.CrossType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[547].hf_id, + }, + { &fix_fields[547].hf_id, { "CrossPrioritization (550)", "fix.CrossPrioritization", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[548].hf_id, + }, + { &fix_fields[548].hf_id, { "OrigCrossID (551)", "fix.OrigCrossID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[549].hf_id, + }, + { &fix_fields[549].hf_id, { "NoSides (552)", "fix.NoSides", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[550].hf_id, + }, + { &fix_fields[550].hf_id, { "Username (553)", "fix.Username", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[551].hf_id, + }, + { &fix_fields[551].hf_id, { "Password (554)", "fix.Password", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[552].hf_id, + }, + { &fix_fields[552].hf_id, { "NoLegs (555)", "fix.NoLegs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[553].hf_id, + }, + { &fix_fields[553].hf_id, { "LegCurrency (556)", "fix.LegCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[554].hf_id, + }, + { &fix_fields[554].hf_id, { "TotNoSecurityTypes (557)", "fix.TotNoSecurityTypes", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[555].hf_id, + }, + { &fix_fields[555].hf_id, { "NoSecurityTypes (558)", "fix.NoSecurityTypes", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[556].hf_id, + }, + { &fix_fields[556].hf_id, { "SecurityListRequestType (559)", "fix.SecurityListRequestType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[557].hf_id, + }, + { &fix_fields[557].hf_id, { "SecurityRequestResult (560)", "fix.SecurityRequestResult", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[558].hf_id, + }, + { &fix_fields[558].hf_id, { "RoundLot (561)", "fix.RoundLot", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[559].hf_id, + }, + { &fix_fields[559].hf_id, { "MinTradeVol (562)", "fix.MinTradeVol", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[560].hf_id, + }, + { &fix_fields[560].hf_id, { "MultiLegRptTypeReq (563)", "fix.MultiLegRptTypeReq", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[561].hf_id, + }, + { &fix_fields[561].hf_id, { "LegPositionEffect (564)", "fix.LegPositionEffect", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[562].hf_id, + }, + { &fix_fields[562].hf_id, { "LegCoveredOrUncovered (565)", "fix.LegCoveredOrUncovered", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[563].hf_id, + }, + { &fix_fields[563].hf_id, { "LegPrice (566)", "fix.LegPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[564].hf_id, + }, + { &fix_fields[564].hf_id, { "TradSesStatusRejReason (567)", "fix.TradSesStatusRejReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[565].hf_id, + }, + { &fix_fields[565].hf_id, { "TradeRequestID (568)", "fix.TradeRequestID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[566].hf_id, + }, + { &fix_fields[566].hf_id, { "TradeRequestType (569)", "fix.TradeRequestType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[567].hf_id, + }, + { &fix_fields[567].hf_id, { "PreviouslyReported (570)", "fix.PreviouslyReported", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[568].hf_id, + }, + { &fix_fields[568].hf_id, { "TradeReportID (571)", "fix.TradeReportID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[569].hf_id, + }, + { &fix_fields[569].hf_id, { "TradeReportRefID (572)", "fix.TradeReportRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[570].hf_id, + }, + { &fix_fields[570].hf_id, { "MatchStatus (573)", "fix.MatchStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[571].hf_id, + }, + { &fix_fields[571].hf_id, { "MatchType (574)", "fix.MatchType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[572].hf_id, + }, + { &fix_fields[572].hf_id, { "OddLot (575)", "fix.OddLot", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[573].hf_id, + }, + { &fix_fields[573].hf_id, { "NoClearingInstructions (576)", "fix.NoClearingInstructions", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[574].hf_id, + }, + { &fix_fields[574].hf_id, { "ClearingInstruction (577)", "fix.ClearingInstruction", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[575].hf_id, + }, + { &fix_fields[575].hf_id, { "TradeInputSource (578)", "fix.TradeInputSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[576].hf_id, + }, + { &fix_fields[576].hf_id, { "TradeInputDevice (579)", "fix.TradeInputDevice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[577].hf_id, + }, + { &fix_fields[577].hf_id, { "NoDates (580)", "fix.NoDates", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[578].hf_id, + }, + { &fix_fields[578].hf_id, { "AccountType (581)", "fix.AccountType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[579].hf_id, + }, + { &fix_fields[579].hf_id, { "CustOrderCapacity (582)", "fix.CustOrderCapacity", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[580].hf_id, + }, + { &fix_fields[580].hf_id, { "ClOrdLinkID (583)", "fix.ClOrdLinkID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[581].hf_id, + }, + { &fix_fields[581].hf_id, { "MassStatusReqID (584)", "fix.MassStatusReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[582].hf_id, + }, + { &fix_fields[582].hf_id, { "MassStatusReqType (585)", "fix.MassStatusReqType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[583].hf_id, + }, + { &fix_fields[583].hf_id, { "OrigOrdModTime (586)", "fix.OrigOrdModTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[584].hf_id, + }, + { &fix_fields[584].hf_id, { "LegSettlType (587)", "fix.LegSettlType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[585].hf_id, + }, + { &fix_fields[585].hf_id, { "LegSettlDate (588)", "fix.LegSettlDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[586].hf_id, + }, + { &fix_fields[586].hf_id, { "DayBookingInst (589)", "fix.DayBookingInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[587].hf_id, + }, + { &fix_fields[587].hf_id, { "BookingUnit (590)", "fix.BookingUnit", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[588].hf_id, + }, + { &fix_fields[588].hf_id, { "PreallocMethod (591)", "fix.PreallocMethod", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[589].hf_id, + }, + { &fix_fields[589].hf_id, { "UnderlyingCountryOfIssue (592)", "fix.UnderlyingCountryOfIssue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[590].hf_id, + }, + { &fix_fields[590].hf_id, { "UnderlyingStateOrProvinceOfIssue (593)", "fix.UnderlyingStateOrProvinceOfIssue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[591].hf_id, + }, + { &fix_fields[591].hf_id, { "UnderlyingLocaleOfIssue (594)", "fix.UnderlyingLocaleOfIssue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[592].hf_id, + }, + { &fix_fields[592].hf_id, { "UnderlyingInstrRegistry (595)", "fix.UnderlyingInstrRegistry", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[593].hf_id, + }, + { &fix_fields[593].hf_id, { "LegCountryOfIssue (596)", "fix.LegCountryOfIssue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[594].hf_id, + }, + { &fix_fields[594].hf_id, { "LegStateOrProvinceOfIssue (597)", "fix.LegStateOrProvinceOfIssue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[595].hf_id, + }, + { &fix_fields[595].hf_id, { "LegLocaleOfIssue (598)", "fix.LegLocaleOfIssue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[596].hf_id, + }, + { &fix_fields[596].hf_id, { "LegInstrRegistry (599)", "fix.LegInstrRegistry", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[597].hf_id, + }, + { &fix_fields[597].hf_id, { "LegSymbol (600)", "fix.LegSymbol", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[598].hf_id, + }, + { &fix_fields[598].hf_id, { "LegSymbolSfx (601)", "fix.LegSymbolSfx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[599].hf_id, + }, + { &fix_fields[599].hf_id, { "LegSecurityID (602)", "fix.LegSecurityID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[600].hf_id, + }, + { &fix_fields[600].hf_id, { "LegSecurityIDSource (603)", "fix.LegSecurityIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[601].hf_id, + }, + { &fix_fields[601].hf_id, { "NoLegSecurityAltID (604)", "fix.NoLegSecurityAltID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[602].hf_id, + }, + { &fix_fields[602].hf_id, { "LegSecurityAltID (605)", "fix.LegSecurityAltID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[603].hf_id, + }, + { &fix_fields[603].hf_id, { "LegSecurityAltIDSource (606)", "fix.LegSecurityAltIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[604].hf_id, + }, + { &fix_fields[604].hf_id, { "LegProduct (607)", "fix.LegProduct", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[605].hf_id, + }, + { &fix_fields[605].hf_id, { "LegCFICode (608)", "fix.LegCFICode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[606].hf_id, + }, + { &fix_fields[606].hf_id, { "LegSecurityType (609)", "fix.LegSecurityType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[607].hf_id, + }, + { &fix_fields[607].hf_id, { "LegMaturityMonthYear (610)", "fix.LegMaturityMonthYear", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[608].hf_id, + }, + { &fix_fields[608].hf_id, { "LegMaturityDate (611)", "fix.LegMaturityDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[609].hf_id, + }, + { &fix_fields[609].hf_id, { "LegStrikePrice (612)", "fix.LegStrikePrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[610].hf_id, + }, + { &fix_fields[610].hf_id, { "LegOptAttribute (613)", "fix.LegOptAttribute", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[611].hf_id, + }, + { &fix_fields[611].hf_id, { "LegContractMultiplier (614)", "fix.LegContractMultiplier", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[612].hf_id, + }, + { &fix_fields[612].hf_id, { "LegCouponRate (615)", "fix.LegCouponRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[613].hf_id, + }, + { &fix_fields[613].hf_id, { "LegSecurityExchange (616)", "fix.LegSecurityExchange", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[614].hf_id, + }, + { &fix_fields[614].hf_id, { "LegIssuer (617)", "fix.LegIssuer", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[615].hf_id, + }, + { &fix_fields[615].hf_id, { "EncodedLegIssuerLen (618)", "fix.EncodedLegIssuerLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[616].hf_id, + }, + { &fix_fields[616].hf_id, { "EncodedLegIssuer (619)", "fix.EncodedLegIssuer", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[617].hf_id, + }, + { &fix_fields[617].hf_id, { "LegSecurityDesc (620)", "fix.LegSecurityDesc", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[618].hf_id, + }, + { &fix_fields[618].hf_id, { "EncodedLegSecurityDescLen (621)", "fix.EncodedLegSecurityDescLen", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[619].hf_id, + }, + { &fix_fields[619].hf_id, { "EncodedLegSecurityDesc (622)", "fix.EncodedLegSecurityDesc", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[620].hf_id, + }, + { &fix_fields[620].hf_id, { "LegRatioQty (623)", "fix.LegRatioQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[621].hf_id, + }, + { &fix_fields[621].hf_id, { "LegSide (624)", "fix.LegSide", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[622].hf_id, + }, + { &fix_fields[622].hf_id, { "TradingSessionSubID (625)", "fix.TradingSessionSubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[623].hf_id, + }, + { &fix_fields[623].hf_id, { "AllocType (626)", "fix.AllocType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[624].hf_id, + }, + { &fix_fields[624].hf_id, { "NoHops (627)", "fix.NoHops", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[625].hf_id, + }, + { &fix_fields[625].hf_id, { "HopCompID (628)", "fix.HopCompID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[626].hf_id, + }, + { &fix_fields[626].hf_id, { "HopSendingTime (629)", "fix.HopSendingTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[627].hf_id, + }, + { &fix_fields[627].hf_id, { "HopRefID (630)", "fix.HopRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[628].hf_id, + }, + { &fix_fields[628].hf_id, { "MidPx (631)", "fix.MidPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[629].hf_id, + }, + { &fix_fields[629].hf_id, { "BidYield (632)", "fix.BidYield", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[630].hf_id, + }, + { &fix_fields[630].hf_id, { "MidYield (633)", "fix.MidYield", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[631].hf_id, + }, + { &fix_fields[631].hf_id, { "OfferYield (634)", "fix.OfferYield", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[632].hf_id, + }, + { &fix_fields[632].hf_id, { "ClearingFeeIndicator (635)", "fix.ClearingFeeIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[633].hf_id, + }, + { &fix_fields[633].hf_id, { "WorkingIndicator (636)", "fix.WorkingIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[634].hf_id, + }, + { &fix_fields[634].hf_id, { "LegLastPx (637)", "fix.LegLastPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[635].hf_id, + }, + { &fix_fields[635].hf_id, { "PriorityIndicator (638)", "fix.PriorityIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[636].hf_id, + }, + { &fix_fields[636].hf_id, { "PriceImprovement (639)", "fix.PriceImprovement", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[637].hf_id, + }, + { &fix_fields[637].hf_id, { "Price2 (640)", "fix.Price2", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[638].hf_id, + }, + { &fix_fields[638].hf_id, { "LastForwardPoints2 (641)", "fix.LastForwardPoints2", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[639].hf_id, + }, + { &fix_fields[639].hf_id, { "BidForwardPoints2 (642)", "fix.BidForwardPoints2", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[640].hf_id, + }, + { &fix_fields[640].hf_id, { "OfferForwardPoints2 (643)", "fix.OfferForwardPoints2", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[641].hf_id, + }, + { &fix_fields[641].hf_id, { "RFQReqID (644)", "fix.RFQReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[642].hf_id, + }, + { &fix_fields[642].hf_id, { "MktBidPx (645)", "fix.MktBidPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[643].hf_id, + }, + { &fix_fields[643].hf_id, { "MktOfferPx (646)", "fix.MktOfferPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[644].hf_id, + }, + { &fix_fields[644].hf_id, { "MinBidSize (647)", "fix.MinBidSize", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[645].hf_id, + }, + { &fix_fields[645].hf_id, { "MinOfferSize (648)", "fix.MinOfferSize", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[646].hf_id, + }, + { &fix_fields[646].hf_id, { "QuoteStatusReqID (649)", "fix.QuoteStatusReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[647].hf_id, + }, + { &fix_fields[647].hf_id, { "LegalConfirm (650)", "fix.LegalConfirm", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[648].hf_id, + }, + { &fix_fields[648].hf_id, { "UnderlyingLastPx (651)", "fix.UnderlyingLastPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[649].hf_id, + }, + { &fix_fields[649].hf_id, { "UnderlyingLastQty (652)", "fix.UnderlyingLastQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[650].hf_id, + }, + { &fix_fields[650].hf_id, { "SecDefStatus (653)", "fix.SecDefStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[651].hf_id, + }, + { &fix_fields[651].hf_id, { "LegRefID (654)", "fix.LegRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[652].hf_id, + }, + { &fix_fields[652].hf_id, { "ContraLegRefID (655)", "fix.ContraLegRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[653].hf_id, + }, + { &fix_fields[653].hf_id, { "SettlCurrBidFxRate (656)", "fix.SettlCurrBidFxRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[654].hf_id, + }, + { &fix_fields[654].hf_id, { "SettlCurrOfferFxRate (657)", "fix.SettlCurrOfferFxRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[655].hf_id, + }, + { &fix_fields[655].hf_id, { "QuoteRequestRejectReason (658)", "fix.QuoteRequestRejectReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[656].hf_id, + }, + { &fix_fields[656].hf_id, { "SideComplianceID (659)", "fix.SideComplianceID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[657].hf_id, + }, + { &fix_fields[657].hf_id, { "AcctIDSource (660)", "fix.AcctIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[658].hf_id, + }, + { &fix_fields[658].hf_id, { "AllocAcctIDSource (661)", "fix.AllocAcctIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[659].hf_id, + }, + { &fix_fields[659].hf_id, { "BenchmarkPrice (662)", "fix.BenchmarkPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[660].hf_id, + }, + { &fix_fields[660].hf_id, { "BenchmarkPriceType (663)", "fix.BenchmarkPriceType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[661].hf_id, + }, + { &fix_fields[661].hf_id, { "ConfirmID (664)", "fix.ConfirmID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[662].hf_id, + }, + { &fix_fields[662].hf_id, { "ConfirmStatus (665)", "fix.ConfirmStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[663].hf_id, + }, + { &fix_fields[663].hf_id, { "ConfirmTransType (666)", "fix.ConfirmTransType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[664].hf_id, + }, + { &fix_fields[664].hf_id, { "ContractSettlMonth (667)", "fix.ContractSettlMonth", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[665].hf_id, + }, + { &fix_fields[665].hf_id, { "DeliveryForm (668)", "fix.DeliveryForm", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[666].hf_id, + }, + { &fix_fields[666].hf_id, { "LastParPx (669)", "fix.LastParPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[667].hf_id, + }, + { &fix_fields[667].hf_id, { "NoLegAllocs (670)", "fix.NoLegAllocs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[668].hf_id, + }, + { &fix_fields[668].hf_id, { "LegAllocAccount (671)", "fix.LegAllocAccount", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[669].hf_id, + }, + { &fix_fields[669].hf_id, { "LegIndividualAllocID (672)", "fix.LegIndividualAllocID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[670].hf_id, + }, + { &fix_fields[670].hf_id, { "LegAllocQty (673)", "fix.LegAllocQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[671].hf_id, + }, + { &fix_fields[671].hf_id, { "LegAllocAcctIDSource (674)", "fix.LegAllocAcctIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[672].hf_id, + }, + { &fix_fields[672].hf_id, { "LegSettlCurrency (675)", "fix.LegSettlCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[673].hf_id, + }, + { &fix_fields[673].hf_id, { "LegBenchmarkCurveCurrency (676)", "fix.LegBenchmarkCurveCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[674].hf_id, + }, + { &fix_fields[674].hf_id, { "LegBenchmarkCurveName (677)", "fix.LegBenchmarkCurveName", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[675].hf_id, + }, + { &fix_fields[675].hf_id, { "LegBenchmarkCurvePoint (678)", "fix.LegBenchmarkCurvePoint", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[676].hf_id, + }, + { &fix_fields[676].hf_id, { "LegBenchmarkPrice (679)", "fix.LegBenchmarkPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[677].hf_id, + }, + { &fix_fields[677].hf_id, { "LegBenchmarkPriceType (680)", "fix.LegBenchmarkPriceType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[678].hf_id, + }, + { &fix_fields[678].hf_id, { "LegBidPx (681)", "fix.LegBidPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[679].hf_id, + }, + { &fix_fields[679].hf_id, { "LegIOIQty (682)", "fix.LegIOIQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[680].hf_id, + }, + { &fix_fields[680].hf_id, { "NoLegStipulations (683)", "fix.NoLegStipulations", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[681].hf_id, + }, + { &fix_fields[681].hf_id, { "LegOfferPx (684)", "fix.LegOfferPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[682].hf_id, + }, + { &fix_fields[682].hf_id, { "LegOrderQty (685)", "fix.LegOrderQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[683].hf_id, + }, + { &fix_fields[683].hf_id, { "LegPriceType (686)", "fix.LegPriceType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[684].hf_id, + }, + { &fix_fields[684].hf_id, { "LegQty (687)", "fix.LegQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[685].hf_id, + }, + { &fix_fields[685].hf_id, { "LegStipulationType (688)", "fix.LegStipulationType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[686].hf_id, + }, + { &fix_fields[686].hf_id, { "LegStipulationValue (689)", "fix.LegStipulationValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[687].hf_id, + }, + { &fix_fields[687].hf_id, { "LegSwapType (690)", "fix.LegSwapType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[688].hf_id, + }, + { &fix_fields[688].hf_id, { "Pool (691)", "fix.Pool", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[689].hf_id, + }, + { &fix_fields[689].hf_id, { "QuotePriceType (692)", "fix.QuotePriceType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[690].hf_id, + }, + { &fix_fields[690].hf_id, { "QuoteRespID (693)", "fix.QuoteRespID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[691].hf_id, + }, + { &fix_fields[691].hf_id, { "QuoteRespType (694)", "fix.QuoteRespType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[692].hf_id, + }, + { &fix_fields[692].hf_id, { "QuoteQualifier (695)", "fix.QuoteQualifier", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[693].hf_id, + }, + { &fix_fields[693].hf_id, { "YieldRedemptionDate (696)", "fix.YieldRedemptionDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[694].hf_id, + }, + { &fix_fields[694].hf_id, { "YieldRedemptionPrice (697)", "fix.YieldRedemptionPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[695].hf_id, + }, + { &fix_fields[695].hf_id, { "YieldRedemptionPriceType (698)", "fix.YieldRedemptionPriceType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[696].hf_id, + }, + { &fix_fields[696].hf_id, { "BenchmarkSecurityID (699)", "fix.BenchmarkSecurityID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[697].hf_id, + }, + { &fix_fields[697].hf_id, { "ReversalIndicator (700)", "fix.ReversalIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[698].hf_id, + }, + { &fix_fields[698].hf_id, { "YieldCalcDate (701)", "fix.YieldCalcDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[699].hf_id, + }, + { &fix_fields[699].hf_id, { "NoPositions (702)", "fix.NoPositions", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[700].hf_id, + }, + { &fix_fields[700].hf_id, { "PosType (703)", "fix.PosType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[701].hf_id, + }, + { &fix_fields[701].hf_id, { "LongQty (704)", "fix.LongQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[702].hf_id, + }, + { &fix_fields[702].hf_id, { "ShortQty (705)", "fix.ShortQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[703].hf_id, + }, + { &fix_fields[703].hf_id, { "PosQtyStatus (706)", "fix.PosQtyStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[704].hf_id, + }, + { &fix_fields[704].hf_id, { "PosAmtType (707)", "fix.PosAmtType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[705].hf_id, + }, + { &fix_fields[705].hf_id, { "PosAmt (708)", "fix.PosAmt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[706].hf_id, + }, + { &fix_fields[706].hf_id, { "PosTransType (709)", "fix.PosTransType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[707].hf_id, + }, + { &fix_fields[707].hf_id, { "PosReqID (710)", "fix.PosReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[708].hf_id, + }, + { &fix_fields[708].hf_id, { "NoUnderlyings (711)", "fix.NoUnderlyings", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[709].hf_id, + }, + { &fix_fields[709].hf_id, { "PosMaintAction (712)", "fix.PosMaintAction", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[710].hf_id, + }, + { &fix_fields[710].hf_id, { "OrigPosReqRefID (713)", "fix.OrigPosReqRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[711].hf_id, + }, + { &fix_fields[711].hf_id, { "PosMaintRptRefID (714)", "fix.PosMaintRptRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[712].hf_id, + }, + { &fix_fields[712].hf_id, { "ClearingBusinessDate (715)", "fix.ClearingBusinessDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[713].hf_id, + }, + { &fix_fields[713].hf_id, { "SettlSessID (716)", "fix.SettlSessID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[714].hf_id, + }, + { &fix_fields[714].hf_id, { "SettlSessSubID (717)", "fix.SettlSessSubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[715].hf_id, + }, + { &fix_fields[715].hf_id, { "AdjustmentType (718)", "fix.AdjustmentType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[716].hf_id, + }, + { &fix_fields[716].hf_id, { "ContraryInstructionIndicator (719)", "fix.ContraryInstructionIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[717].hf_id, + }, + { &fix_fields[717].hf_id, { "PriorSpreadIndicator (720)", "fix.PriorSpreadIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[718].hf_id, + }, + { &fix_fields[718].hf_id, { "PosMaintRptID (721)", "fix.PosMaintRptID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[719].hf_id, + }, + { &fix_fields[719].hf_id, { "PosMaintStatus (722)", "fix.PosMaintStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[720].hf_id, + }, + { &fix_fields[720].hf_id, { "PosMaintResult (723)", "fix.PosMaintResult", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[721].hf_id, + }, + { &fix_fields[721].hf_id, { "PosReqType (724)", "fix.PosReqType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[722].hf_id, + }, + { &fix_fields[722].hf_id, { "ResponseTransportType (725)", "fix.ResponseTransportType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[723].hf_id, + }, + { &fix_fields[723].hf_id, { "ResponseDestination (726)", "fix.ResponseDestination", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[724].hf_id, + }, + { &fix_fields[724].hf_id, { "TotalNumPosReports (727)", "fix.TotalNumPosReports", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[725].hf_id, + }, + { &fix_fields[725].hf_id, { "PosReqResult (728)", "fix.PosReqResult", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[726].hf_id, + }, + { &fix_fields[726].hf_id, { "PosReqStatus (729)", "fix.PosReqStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[727].hf_id, + }, + { &fix_fields[727].hf_id, { "SettlPrice (730)", "fix.SettlPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[728].hf_id, + }, + { &fix_fields[728].hf_id, { "SettlPriceType (731)", "fix.SettlPriceType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[729].hf_id, + }, + { &fix_fields[729].hf_id, { "UnderlyingSettlPrice (732)", "fix.UnderlyingSettlPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[730].hf_id, + }, + { &fix_fields[730].hf_id, { "UnderlyingSettlPriceType (733)", "fix.UnderlyingSettlPriceType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[731].hf_id, + }, + { &fix_fields[731].hf_id, { "PriorSettlPrice (734)", "fix.PriorSettlPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[732].hf_id, + }, + { &fix_fields[732].hf_id, { "NoQuoteQualifiers (735)", "fix.NoQuoteQualifiers", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[733].hf_id, + }, + { &fix_fields[733].hf_id, { "AllocSettlCurrency (736)", "fix.AllocSettlCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[734].hf_id, + }, + { &fix_fields[734].hf_id, { "AllocSettlCurrAmt (737)", "fix.AllocSettlCurrAmt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[735].hf_id, + }, + { &fix_fields[735].hf_id, { "InterestAtMaturity (738)", "fix.InterestAtMaturity", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[736].hf_id, + }, + { &fix_fields[736].hf_id, { "LegDatedDate (739)", "fix.LegDatedDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[737].hf_id, + }, + { &fix_fields[737].hf_id, { "LegPool (740)", "fix.LegPool", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[738].hf_id, + }, + { &fix_fields[738].hf_id, { "AllocInterestAtMaturity (741)", "fix.AllocInterestAtMaturity", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[739].hf_id, + }, + { &fix_fields[739].hf_id, { "AllocAccruedInterestAmt (742)", "fix.AllocAccruedInterestAmt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[740].hf_id, + }, + { &fix_fields[740].hf_id, { "DeliveryDate (743)", "fix.DeliveryDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[741].hf_id, + }, + { &fix_fields[741].hf_id, { "AssignmentMethod (744)", "fix.AssignmentMethod", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[742].hf_id, + }, + { &fix_fields[742].hf_id, { "AssignmentUnit (745)", "fix.AssignmentUnit", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[743].hf_id, + }, + { &fix_fields[743].hf_id, { "OpenInterest (746)", "fix.OpenInterest", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[744].hf_id, + }, + { &fix_fields[744].hf_id, { "ExerciseMethod (747)", "fix.ExerciseMethod", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[745].hf_id, + }, + { &fix_fields[745].hf_id, { "TotNumTradeReports (748)", "fix.TotNumTradeReports", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[746].hf_id, + }, + { &fix_fields[746].hf_id, { "TradeRequestResult (749)", "fix.TradeRequestResult", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[747].hf_id, + }, + { &fix_fields[747].hf_id, { "TradeRequestStatus (750)", "fix.TradeRequestStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[748].hf_id, + }, + { &fix_fields[748].hf_id, { "TradeReportRejectReason (751)", "fix.TradeReportRejectReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[749].hf_id, + }, + { &fix_fields[749].hf_id, { "SideMultiLegReportingType (752)", "fix.SideMultiLegReportingType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[750].hf_id, + }, + { &fix_fields[750].hf_id, { "NoPosAmt (753)", "fix.NoPosAmt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[751].hf_id, + }, + { &fix_fields[751].hf_id, { "AutoAcceptIndicator (754)", "fix.AutoAcceptIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[752].hf_id, + }, + { &fix_fields[752].hf_id, { "AllocReportID (755)", "fix.AllocReportID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[753].hf_id, + }, + { &fix_fields[753].hf_id, { "NoNested2PartyIDs (756)", "fix.NoNested2PartyIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[754].hf_id, + }, + { &fix_fields[754].hf_id, { "Nested2PartyID (757)", "fix.Nested2PartyID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[755].hf_id, + }, + { &fix_fields[755].hf_id, { "Nested2PartyIDSource (758)", "fix.Nested2PartyIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[756].hf_id, + }, + { &fix_fields[756].hf_id, { "Nested2PartyRole (759)", "fix.Nested2PartyRole", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[757].hf_id, + }, + { &fix_fields[757].hf_id, { "Nested2PartySubID (760)", "fix.Nested2PartySubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[758].hf_id, + }, + { &fix_fields[758].hf_id, { "BenchmarkSecurityIDSource (761)", "fix.BenchmarkSecurityIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[759].hf_id, + }, + { &fix_fields[759].hf_id, { "SecuritySubType (762)", "fix.SecuritySubType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[760].hf_id, + }, + { &fix_fields[760].hf_id, { "UnderlyingSecuritySubType (763)", "fix.UnderlyingSecuritySubType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[761].hf_id, + }, + { &fix_fields[761].hf_id, { "LegSecuritySubType (764)", "fix.LegSecuritySubType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[762].hf_id, + }, + { &fix_fields[762].hf_id, { "AllowableOneSidednessPct (765)", "fix.AllowableOneSidednessPct", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[763].hf_id, + }, + { &fix_fields[763].hf_id, { "AllowableOneSidednessValue (766)", "fix.AllowableOneSidednessValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[764].hf_id, + }, + { &fix_fields[764].hf_id, { "AllowableOneSidednessCurr (767)", "fix.AllowableOneSidednessCurr", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[765].hf_id, + }, + { &fix_fields[765].hf_id, { "NoTrdRegTimestamps (768)", "fix.NoTrdRegTimestamps", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[766].hf_id, + }, + { &fix_fields[766].hf_id, { "TrdRegTimestamp (769)", "fix.TrdRegTimestamp", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[767].hf_id, + }, + { &fix_fields[767].hf_id, { "TrdRegTimestampType (770)", "fix.TrdRegTimestampType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[768].hf_id, + }, + { &fix_fields[768].hf_id, { "TrdRegTimestampOrigin (771)", "fix.TrdRegTimestampOrigin", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[769].hf_id, + }, + { &fix_fields[769].hf_id, { "ConfirmRefID (772)", "fix.ConfirmRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[770].hf_id, + }, + { &fix_fields[770].hf_id, { "ConfirmType (773)", "fix.ConfirmType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[771].hf_id, + }, + { &fix_fields[771].hf_id, { "ConfirmRejReason (774)", "fix.ConfirmRejReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[772].hf_id, + }, + { &fix_fields[772].hf_id, { "BookingType (775)", "fix.BookingType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[773].hf_id, + }, + { &fix_fields[773].hf_id, { "IndividualAllocRejCode (776)", "fix.IndividualAllocRejCode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[774].hf_id, + }, + { &fix_fields[774].hf_id, { "SettlInstMsgID (777)", "fix.SettlInstMsgID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[775].hf_id, + }, + { &fix_fields[775].hf_id, { "NoSettlInst (778)", "fix.NoSettlInst", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[776].hf_id, + }, + { &fix_fields[776].hf_id, { "LastUpdateTime (779)", "fix.LastUpdateTime", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[777].hf_id, + }, + { &fix_fields[777].hf_id, { "AllocSettlInstType (780)", "fix.AllocSettlInstType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[778].hf_id, + }, + { &fix_fields[778].hf_id, { "NoSettlPartyIDs (781)", "fix.NoSettlPartyIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[779].hf_id, + }, + { &fix_fields[779].hf_id, { "SettlPartyID (782)", "fix.SettlPartyID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[780].hf_id, + }, + { &fix_fields[780].hf_id, { "SettlPartyIDSource (783)", "fix.SettlPartyIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[781].hf_id, + }, + { &fix_fields[781].hf_id, { "SettlPartyRole (784)", "fix.SettlPartyRole", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[782].hf_id, + }, + { &fix_fields[782].hf_id, { "SettlPartySubID (785)", "fix.SettlPartySubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[783].hf_id, + }, + { &fix_fields[783].hf_id, { "SettlPartySubIDType (786)", "fix.SettlPartySubIDType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[784].hf_id, + }, + { &fix_fields[784].hf_id, { "DlvyInstType (787)", "fix.DlvyInstType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[785].hf_id, + }, + { &fix_fields[785].hf_id, { "TerminationType (788)", "fix.TerminationType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[786].hf_id, + }, + { &fix_fields[786].hf_id, { "NextExpectedMsgSeqNum (789)", "fix.NextExpectedMsgSeqNum", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[787].hf_id, + }, + { &fix_fields[787].hf_id, { "OrdStatusReqID (790)", "fix.OrdStatusReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[788].hf_id, + }, + { &fix_fields[788].hf_id, { "SettlInstReqID (791)", "fix.SettlInstReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[789].hf_id, + }, + { &fix_fields[789].hf_id, { "SettlInstReqRejCode (792)", "fix.SettlInstReqRejCode", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[790].hf_id, + }, + { &fix_fields[790].hf_id, { "SecondaryAllocID (793)", "fix.SecondaryAllocID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[791].hf_id, + }, + { &fix_fields[791].hf_id, { "AllocReportType (794)", "fix.AllocReportType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[792].hf_id, + }, + { &fix_fields[792].hf_id, { "AllocReportRefID (795)", "fix.AllocReportRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[793].hf_id, + }, + { &fix_fields[793].hf_id, { "AllocCancReplaceReason (796)", "fix.AllocCancReplaceReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[794].hf_id, + }, + { &fix_fields[794].hf_id, { "CopyMsgIndicator (797)", "fix.CopyMsgIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[795].hf_id, + }, + { &fix_fields[795].hf_id, { "AllocAccountType (798)", "fix.AllocAccountType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[796].hf_id, + }, + { &fix_fields[796].hf_id, { "OrderAvgPx (799)", "fix.OrderAvgPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[797].hf_id, + }, + { &fix_fields[797].hf_id, { "OrderBookingQty (800)", "fix.OrderBookingQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[798].hf_id, + }, + { &fix_fields[798].hf_id, { "NoSettlPartySubIDs (801)", "fix.NoSettlPartySubIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[799].hf_id, + }, + { &fix_fields[799].hf_id, { "NoPartySubIDs (802)", "fix.NoPartySubIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[800].hf_id, + }, + { &fix_fields[800].hf_id, { "PartySubIDType (803)", "fix.PartySubIDType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[801].hf_id, + }, + { &fix_fields[801].hf_id, { "NoNestedPartySubIDs (804)", "fix.NoNestedPartySubIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[802].hf_id, + }, + { &fix_fields[802].hf_id, { "NestedPartySubIDType (805)", "fix.NestedPartySubIDType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[803].hf_id, + }, + { &fix_fields[803].hf_id, { "NoNested2PartySubIDs (806)", "fix.NoNested2PartySubIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[804].hf_id, + }, + { &fix_fields[804].hf_id, { "Nested2PartySubIDType (807)", "fix.Nested2PartySubIDType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[805].hf_id, + }, + { &fix_fields[805].hf_id, { "AllocIntermedReqType (808)", "fix.AllocIntermedReqType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[806].hf_id, + }, + { &fix_fields[806].hf_id, { "UnderlyingPx (810)", "fix.UnderlyingPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[807].hf_id, + }, + { &fix_fields[807].hf_id, { "PriceDelta (811)", "fix.PriceDelta", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[808].hf_id, + }, + { &fix_fields[808].hf_id, { "ApplQueueMax (812)", "fix.ApplQueueMax", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[809].hf_id, + }, + { &fix_fields[809].hf_id, { "ApplQueueDepth (813)", "fix.ApplQueueDepth", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[810].hf_id, + }, + { &fix_fields[810].hf_id, { "ApplQueueResolution (814)", "fix.ApplQueueResolution", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[811].hf_id, + }, + { &fix_fields[811].hf_id, { "ApplQueueAction (815)", "fix.ApplQueueAction", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[812].hf_id, + }, + { &fix_fields[812].hf_id, { "NoAltMDSource (816)", "fix.NoAltMDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[813].hf_id, + }, + { &fix_fields[813].hf_id, { "AltMDSourceID (817)", "fix.AltMDSourceID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[814].hf_id, + }, + { &fix_fields[814].hf_id, { "SecondaryTradeReportID (818)", "fix.SecondaryTradeReportID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[815].hf_id, + }, + { &fix_fields[815].hf_id, { "AvgPxIndicator (819)", "fix.AvgPxIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[816].hf_id, + }, + { &fix_fields[816].hf_id, { "TradeLinkID (820)", "fix.TradeLinkID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[817].hf_id, + }, + { &fix_fields[817].hf_id, { "OrderInputDevice (821)", "fix.OrderInputDevice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[818].hf_id, + }, + { &fix_fields[818].hf_id, { "UnderlyingTradingSessionID (822)", "fix.UnderlyingTradingSessionID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[819].hf_id, + }, + { &fix_fields[819].hf_id, { "UnderlyingTradingSessionSubID (823)", "fix.UnderlyingTradingSessionSubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[820].hf_id, + }, + { &fix_fields[820].hf_id, { "TradeLegRefID (824)", "fix.TradeLegRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[821].hf_id, + }, + { &fix_fields[821].hf_id, { "ExchangeRule (825)", "fix.ExchangeRule", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[822].hf_id, + }, + { &fix_fields[822].hf_id, { "TradeAllocIndicator (826)", "fix.TradeAllocIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[823].hf_id, + }, + { &fix_fields[823].hf_id, { "ExpirationCycle (827)", "fix.ExpirationCycle", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[824].hf_id, + }, + { &fix_fields[824].hf_id, { "TrdType (828)", "fix.TrdType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[825].hf_id, + }, + { &fix_fields[825].hf_id, { "TrdSubType (829)", "fix.TrdSubType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[826].hf_id, + }, + { &fix_fields[826].hf_id, { "TransferReason (830)", "fix.TransferReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[827].hf_id, + }, + { &fix_fields[827].hf_id, { "AsgnReqID (831)", "fix.AsgnReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[828].hf_id, + }, + { &fix_fields[828].hf_id, { "TotNumAssignmentReports (832)", "fix.TotNumAssignmentReports", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[829].hf_id, + }, + { &fix_fields[829].hf_id, { "AsgnRptID (833)", "fix.AsgnRptID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[830].hf_id, + }, + { &fix_fields[830].hf_id, { "ThresholdAmount (834)", "fix.ThresholdAmount", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[831].hf_id, + }, + { &fix_fields[831].hf_id, { "PegMoveType (835)", "fix.PegMoveType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[832].hf_id, + }, + { &fix_fields[832].hf_id, { "PegOffsetType (836)", "fix.PegOffsetType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[833].hf_id, + }, + { &fix_fields[833].hf_id, { "PegLimitType (837)", "fix.PegLimitType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[834].hf_id, + }, + { &fix_fields[834].hf_id, { "PegRoundDirection (838)", "fix.PegRoundDirection", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[835].hf_id, + }, + { &fix_fields[835].hf_id, { "PeggedPrice (839)", "fix.PeggedPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[836].hf_id, + }, + { &fix_fields[836].hf_id, { "PegScope (840)", "fix.PegScope", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[837].hf_id, + }, + { &fix_fields[837].hf_id, { "DiscretionMoveType (841)", "fix.DiscretionMoveType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[838].hf_id, + }, + { &fix_fields[838].hf_id, { "DiscretionOffsetType (842)", "fix.DiscretionOffsetType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[839].hf_id, + }, + { &fix_fields[839].hf_id, { "DiscretionLimitType (843)", "fix.DiscretionLimitType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[840].hf_id, + }, + { &fix_fields[840].hf_id, { "DiscretionRoundDirection (844)", "fix.DiscretionRoundDirection", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[841].hf_id, + }, + { &fix_fields[841].hf_id, { "DiscretionPrice (845)", "fix.DiscretionPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[842].hf_id, + }, + { &fix_fields[842].hf_id, { "DiscretionScope (846)", "fix.DiscretionScope", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[843].hf_id, + }, + { &fix_fields[843].hf_id, { "TargetStrategy (847)", "fix.TargetStrategy", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[844].hf_id, + }, + { &fix_fields[844].hf_id, { "TargetStrategyParameters (848)", "fix.TargetStrategyParameters", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[845].hf_id, + }, + { &fix_fields[845].hf_id, { "ParticipationRate (849)", "fix.ParticipationRate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[846].hf_id, + }, + { &fix_fields[846].hf_id, { "TargetStrategyPerformance (850)", "fix.TargetStrategyPerformance", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[847].hf_id, + }, + { &fix_fields[847].hf_id, { "LastLiquidityInd (851)", "fix.LastLiquidityInd", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[848].hf_id, + }, + { &fix_fields[848].hf_id, { "PublishTrdIndicator (852)", "fix.PublishTrdIndicator", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[849].hf_id, + }, + { &fix_fields[849].hf_id, { "ShortSaleReason (853)", "fix.ShortSaleReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[850].hf_id, + }, + { &fix_fields[850].hf_id, { "QtyType (854)", "fix.QtyType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[851].hf_id, + }, + { &fix_fields[851].hf_id, { "SecondaryTrdType (855)", "fix.SecondaryTrdType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[852].hf_id, + }, + { &fix_fields[852].hf_id, { "TradeReportType (856)", "fix.TradeReportType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[853].hf_id, + }, + { &fix_fields[853].hf_id, { "AllocNoOrdersType (857)", "fix.AllocNoOrdersType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[854].hf_id, + }, + { &fix_fields[854].hf_id, { "SharedCommission (858)", "fix.SharedCommission", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[855].hf_id, + }, + { &fix_fields[855].hf_id, { "ConfirmReqID (859)", "fix.ConfirmReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[856].hf_id, + }, + { &fix_fields[856].hf_id, { "AvgParPx (860)", "fix.AvgParPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[857].hf_id, + }, + { &fix_fields[857].hf_id, { "ReportedPx (861)", "fix.ReportedPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[858].hf_id, + }, + { &fix_fields[858].hf_id, { "NoCapacities (862)", "fix.NoCapacities", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[859].hf_id, + }, + { &fix_fields[859].hf_id, { "OrderCapacityQty (863)", "fix.OrderCapacityQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[860].hf_id, + }, + { &fix_fields[860].hf_id, { "NoEvents (864)", "fix.NoEvents", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[861].hf_id, + }, + { &fix_fields[861].hf_id, { "EventType (865)", "fix.EventType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[862].hf_id, + }, + { &fix_fields[862].hf_id, { "EventDate (866)", "fix.EventDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[863].hf_id, + }, + { &fix_fields[863].hf_id, { "EventPx (867)", "fix.EventPx", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[864].hf_id, + }, + { &fix_fields[864].hf_id, { "EventText (868)", "fix.EventText", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[865].hf_id, + }, + { &fix_fields[865].hf_id, { "PctAtRisk (869)", "fix.PctAtRisk", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[866].hf_id, + }, + { &fix_fields[866].hf_id, { "NoInstrAttrib (870)", "fix.NoInstrAttrib", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[867].hf_id, + }, + { &fix_fields[867].hf_id, { "InstrAttribType (871)", "fix.InstrAttribType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[868].hf_id, + }, + { &fix_fields[868].hf_id, { "InstrAttribValue (872)", "fix.InstrAttribValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[869].hf_id, + }, + { &fix_fields[869].hf_id, { "DatedDate (873)", "fix.DatedDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[870].hf_id, + }, + { &fix_fields[870].hf_id, { "InterestAccrualDate (874)", "fix.InterestAccrualDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[871].hf_id, + }, + { &fix_fields[871].hf_id, { "CPProgram (875)", "fix.CPProgram", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[872].hf_id, + }, + { &fix_fields[872].hf_id, { "CPRegType (876)", "fix.CPRegType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[873].hf_id, + }, + { &fix_fields[873].hf_id, { "UnderlyingCPProgram (877)", "fix.UnderlyingCPProgram", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[874].hf_id, + }, + { &fix_fields[874].hf_id, { "UnderlyingCPRegType (878)", "fix.UnderlyingCPRegType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[875].hf_id, + }, + { &fix_fields[875].hf_id, { "UnderlyingQty (879)", "fix.UnderlyingQty", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[876].hf_id, + }, + { &fix_fields[876].hf_id, { "TrdMatchID (880)", "fix.TrdMatchID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[877].hf_id, + }, + { &fix_fields[877].hf_id, { "SecondaryTradeReportRefID (881)", "fix.SecondaryTradeReportRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[878].hf_id, + }, + { &fix_fields[878].hf_id, { "UnderlyingDirtyPrice (882)", "fix.UnderlyingDirtyPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[879].hf_id, + }, + { &fix_fields[879].hf_id, { "UnderlyingEndPrice (883)", "fix.UnderlyingEndPrice", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[880].hf_id, + }, + { &fix_fields[880].hf_id, { "UnderlyingStartValue (884)", "fix.UnderlyingStartValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[881].hf_id, + }, + { &fix_fields[881].hf_id, { "UnderlyingCurrentValue (885)", "fix.UnderlyingCurrentValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[882].hf_id, + }, + { &fix_fields[882].hf_id, { "UnderlyingEndValue (886)", "fix.UnderlyingEndValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[883].hf_id, + }, + { &fix_fields[883].hf_id, { "NoUnderlyingStips (887)", "fix.NoUnderlyingStips", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[884].hf_id, + }, + { &fix_fields[884].hf_id, { "UnderlyingStipType (888)", "fix.UnderlyingStipType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[885].hf_id, + }, + { &fix_fields[885].hf_id, { "UnderlyingStipValue (889)", "fix.UnderlyingStipValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[886].hf_id, + }, + { &fix_fields[886].hf_id, { "MaturityNetMoney (890)", "fix.MaturityNetMoney", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[887].hf_id, + }, + { &fix_fields[887].hf_id, { "MiscFeeBasis (891)", "fix.MiscFeeBasis", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[888].hf_id, + }, + { &fix_fields[888].hf_id, { "TotNoAllocs (892)", "fix.TotNoAllocs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[889].hf_id, + }, + { &fix_fields[889].hf_id, { "LastFragment (893)", "fix.LastFragment", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[890].hf_id, + }, + { &fix_fields[890].hf_id, { "CollReqID (894)", "fix.CollReqID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[891].hf_id, + }, + { &fix_fields[891].hf_id, { "CollAsgnReason (895)", "fix.CollAsgnReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[892].hf_id, + }, + { &fix_fields[892].hf_id, { "CollInquiryQualifier (896)", "fix.CollInquiryQualifier", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[893].hf_id, + }, + { &fix_fields[893].hf_id, { "NoTrades (897)", "fix.NoTrades", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[894].hf_id, + }, + { &fix_fields[894].hf_id, { "MarginRatio (898)", "fix.MarginRatio", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[895].hf_id, + }, + { &fix_fields[895].hf_id, { "MarginExcess (899)", "fix.MarginExcess", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[896].hf_id, + }, + { &fix_fields[896].hf_id, { "TotalNetValue (900)", "fix.TotalNetValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[897].hf_id, + }, + { &fix_fields[897].hf_id, { "CashOutstanding (901)", "fix.CashOutstanding", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[898].hf_id, + }, + { &fix_fields[898].hf_id, { "CollAsgnID (902)", "fix.CollAsgnID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[899].hf_id, + }, + { &fix_fields[899].hf_id, { "CollAsgnTransType (903)", "fix.CollAsgnTransType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[900].hf_id, + }, + { &fix_fields[900].hf_id, { "CollRespID (904)", "fix.CollRespID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[901].hf_id, + }, + { &fix_fields[901].hf_id, { "CollAsgnRespType (905)", "fix.CollAsgnRespType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[902].hf_id, + }, + { &fix_fields[902].hf_id, { "CollAsgnRejectReason (906)", "fix.CollAsgnRejectReason", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[903].hf_id, + }, + { &fix_fields[903].hf_id, { "CollAsgnRefID (907)", "fix.CollAsgnRefID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[904].hf_id, + }, + { &fix_fields[904].hf_id, { "CollRptID (908)", "fix.CollRptID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[905].hf_id, + }, + { &fix_fields[905].hf_id, { "CollInquiryID (909)", "fix.CollInquiryID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[906].hf_id, + }, + { &fix_fields[906].hf_id, { "CollStatus (910)", "fix.CollStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[907].hf_id, + }, + { &fix_fields[907].hf_id, { "TotNumReports (911)", "fix.TotNumReports", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[908].hf_id, + }, + { &fix_fields[908].hf_id, { "LastRptRequested (912)", "fix.LastRptRequested", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[909].hf_id, + }, + { &fix_fields[909].hf_id, { "AgreementDesc (913)", "fix.AgreementDesc", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[910].hf_id, + }, + { &fix_fields[910].hf_id, { "AgreementID (914)", "fix.AgreementID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[911].hf_id, + }, + { &fix_fields[911].hf_id, { "AgreementDate (915)", "fix.AgreementDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[912].hf_id, + }, + { &fix_fields[912].hf_id, { "StartDate (916)", "fix.StartDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[913].hf_id, + }, + { &fix_fields[913].hf_id, { "EndDate (917)", "fix.EndDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[914].hf_id, + }, + { &fix_fields[914].hf_id, { "AgreementCurrency (918)", "fix.AgreementCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[915].hf_id, + }, + { &fix_fields[915].hf_id, { "DeliveryType (919)", "fix.DeliveryType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[916].hf_id, + }, + { &fix_fields[916].hf_id, { "EndAccruedInterestAmt (920)", "fix.EndAccruedInterestAmt", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[917].hf_id, + }, + { &fix_fields[917].hf_id, { "StartCash (921)", "fix.StartCash", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[918].hf_id, + }, + { &fix_fields[918].hf_id, { "EndCash (922)", "fix.EndCash", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[919].hf_id, + }, + { &fix_fields[919].hf_id, { "UserRequestID (923)", "fix.UserRequestID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[920].hf_id, + }, + { &fix_fields[920].hf_id, { "UserRequestType (924)", "fix.UserRequestType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[921].hf_id, + }, + { &fix_fields[921].hf_id, { "NewPassword (925)", "fix.NewPassword", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[922].hf_id, + }, + { &fix_fields[922].hf_id, { "UserStatus (926)", "fix.UserStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[923].hf_id, + }, + { &fix_fields[923].hf_id, { "UserStatusText (927)", "fix.UserStatusText", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[924].hf_id, + }, + { &fix_fields[924].hf_id, { "StatusValue (928)", "fix.StatusValue", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[925].hf_id, + }, + { &fix_fields[925].hf_id, { "StatusText (929)", "fix.StatusText", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[926].hf_id, + }, + { &fix_fields[926].hf_id, { "RefCompID (930)", "fix.RefCompID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[927].hf_id, + }, + { &fix_fields[927].hf_id, { "RefSubID (931)", "fix.RefSubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[928].hf_id, + }, + { &fix_fields[928].hf_id, { "NetworkResponseID (932)", "fix.NetworkResponseID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[929].hf_id, + }, + { &fix_fields[929].hf_id, { "NetworkRequestID (933)", "fix.NetworkRequestID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[930].hf_id, + }, + { &fix_fields[930].hf_id, { "LastNetworkResponseID (934)", "fix.LastNetworkResponseID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[931].hf_id, + }, + { &fix_fields[931].hf_id, { "NetworkRequestType (935)", "fix.NetworkRequestType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[932].hf_id, + }, + { &fix_fields[932].hf_id, { "NoCompIDs (936)", "fix.NoCompIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[933].hf_id, + }, + { &fix_fields[933].hf_id, { "NetworkStatusResponseType (937)", "fix.NetworkStatusResponseType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[934].hf_id, + }, + { &fix_fields[934].hf_id, { "NoCollInquiryQualifier (938)", "fix.NoCollInquiryQualifier", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[935].hf_id, + }, + { &fix_fields[935].hf_id, { "TrdRptStatus (939)", "fix.TrdRptStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[936].hf_id, + }, + { &fix_fields[936].hf_id, { "AffirmStatus (940)", "fix.AffirmStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[937].hf_id, + }, + { &fix_fields[937].hf_id, { "UnderlyingStrikeCurrency (941)", "fix.UnderlyingStrikeCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[938].hf_id, + }, + { &fix_fields[938].hf_id, { "LegStrikeCurrency (942)", "fix.LegStrikeCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[939].hf_id, + }, + { &fix_fields[939].hf_id, { "TimeBracket (943)", "fix.TimeBracket", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[940].hf_id, + }, + { &fix_fields[940].hf_id, { "CollAction (944)", "fix.CollAction", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[941].hf_id, + }, + { &fix_fields[941].hf_id, { "CollInquiryStatus (945)", "fix.CollInquiryStatus", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[942].hf_id, + }, + { &fix_fields[942].hf_id, { "CollInquiryResult (946)", "fix.CollInquiryResult", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[943].hf_id, + }, + { &fix_fields[943].hf_id, { "StrikeCurrency (947)", "fix.StrikeCurrency", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[944].hf_id, + }, + { &fix_fields[944].hf_id, { "NoNested3PartyIDs (948)", "fix.NoNested3PartyIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[945].hf_id, + }, + { &fix_fields[945].hf_id, { "Nested3PartyID (949)", "fix.Nested3PartyID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[946].hf_id, + }, + { &fix_fields[946].hf_id, { "Nested3PartyIDSource (950)", "fix.Nested3PartyIDSource", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[947].hf_id, + }, + { &fix_fields[947].hf_id, { "Nested3PartyRole (951)", "fix.Nested3PartyRole", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[948].hf_id, + }, + { &fix_fields[948].hf_id, { "NoNested3PartySubIDs (952)", "fix.NoNested3PartySubIDs", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[949].hf_id, + }, + { &fix_fields[949].hf_id, { "Nested3PartySubID (953)", "fix.Nested3PartySubID", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[950].hf_id, + }, + { &fix_fields[950].hf_id, { "Nested3PartySubIDType (954)", "fix.Nested3PartySubIDType", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[951].hf_id, + }, + { &fix_fields[951].hf_id, { "LegContractSettlMonth (955)", "fix.LegContractSettlMonth", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } - }, - { &fix_fields[952].hf_id, + }, + { &fix_fields[952].hf_id, { "LegInterestAccrualDate (956)", "fix.LegInterestAccrualDate", FT_STRING, BASE_NONE, NULL, 0x00, NULL, HFILL } + }, + { &fix_fields[953].hf_id, + { "NoStrategyParameters (957)", "fix.NoStrategyParameters", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[954].hf_id, + { "StrategyParameterName (958)", "fix.StrategyParameterName", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[955].hf_id, + { "StrategyParameterType (959)", "fix.StrategyParameterType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[956].hf_id, + { "StrategyParameterValue (960)", "fix.StrategyParameterValue", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[957].hf_id, + { "HostCrossID (961)", "fix.HostCrossID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[958].hf_id, + { "SideTimeInForce (962)", "fix.SideTimeInForce", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[959].hf_id, + { "MDReportID (963)", "fix.MDReportID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[960].hf_id, + { "SecurityReportID (964)", "fix.SecurityReportID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[961].hf_id, + { "SecurityStatus (965)", "fix.SecurityStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[962].hf_id, + { "SettleOnOpenFlag (966)", "fix.SettleOnOpenFlag", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[963].hf_id, + { "StrikeMultiplier (967)", "fix.StrikeMultiplier", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[964].hf_id, + { "StrikeValue (968)", "fix.StrikeValue", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[965].hf_id, + { "MinPriceIncrement (969)", "fix.MinPriceIncrement", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[966].hf_id, + { "PositionLimit (970)", "fix.PositionLimit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[967].hf_id, + { "NTPositionLimit (971)", "fix.NTPositionLimit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[968].hf_id, + { "UnderlyingAllocationPercent (972)", "fix.UnderlyingAllocationPercent", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[969].hf_id, + { "UnderlyingCashAmount (973)", "fix.UnderlyingCashAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[970].hf_id, + { "UnderlyingCashType (974)", "fix.UnderlyingCashType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[971].hf_id, + { "UnderlyingSettlementType (975)", "fix.UnderlyingSettlementType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[972].hf_id, + { "QuantityDate (976)", "fix.QuantityDate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[973].hf_id, + { "ContIntRptID (977)", "fix.ContIntRptID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[974].hf_id, + { "LateIndicator (978)", "fix.LateIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[975].hf_id, + { "InputSource (979)", "fix.InputSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[976].hf_id, + { "SecurityUpdateAction (980)", "fix.SecurityUpdateAction", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[977].hf_id, + { "NoExpiration (981)", "fix.NoExpiration", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[978].hf_id, + { "ExpirationQtyType (982)", "fix.ExpirationQtyType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[979].hf_id, + { "ExpQty (983)", "fix.ExpQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[980].hf_id, + { "NoUnderlyingAmounts (984)", "fix.NoUnderlyingAmounts", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[981].hf_id, + { "UnderlyingPayAmount (985)", "fix.UnderlyingPayAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[982].hf_id, + { "UnderlyingCollectAmount (986)", "fix.UnderlyingCollectAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[983].hf_id, + { "UnderlyingSettlementDate (987)", "fix.UnderlyingSettlementDate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[984].hf_id, + { "UnderlyingSettlementStatus (988)", "fix.UnderlyingSettlementStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[985].hf_id, + { "SecondaryIndividualAllocID (989)", "fix.SecondaryIndividualAllocID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[986].hf_id, + { "LegReportID (990)", "fix.LegReportID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[987].hf_id, + { "RndPx (991)", "fix.RndPx", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[988].hf_id, + { "IndividualAllocType (992)", "fix.IndividualAllocType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[989].hf_id, + { "AllocCustomerCapacity (993)", "fix.AllocCustomerCapacity", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[990].hf_id, + { "TierCode (994)", "fix.TierCode", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[991].hf_id, + { "UnitOfMeasure (996)", "fix.UnitOfMeasure", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[992].hf_id, + { "TimeUnit (997)", "fix.TimeUnit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[993].hf_id, + { "UnderlyingUnitOfMeasure (998)", "fix.UnderlyingUnitOfMeasure", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[994].hf_id, + { "LegUnitOfMeasure (999)", "fix.LegUnitOfMeasure", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[995].hf_id, + { "UnderlyingTimeUnit (1000)", "fix.UnderlyingTimeUnit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[996].hf_id, + { "LegTimeUnit (1001)", "fix.LegTimeUnit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[997].hf_id, + { "AllocMethod (1002)", "fix.AllocMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[998].hf_id, + { "TradeID (1003)", "fix.TradeID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[999].hf_id, + { "SideTradeReportID (1005)", "fix.SideTradeReportID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1000].hf_id, + { "SideFillStationCd (1006)", "fix.SideFillStationCd", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1001].hf_id, + { "SideReasonCd (1007)", "fix.SideReasonCd", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1002].hf_id, + { "SideTrdSubTyp (1008)", "fix.SideTrdSubTyp", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1003].hf_id, + { "SideLastQty (1009)", "fix.SideLastQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1004].hf_id, + { "MessageEventSource (1011)", "fix.MessageEventSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1005].hf_id, + { "SideTrdRegTimestamp (1012)", "fix.SideTrdRegTimestamp", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1006].hf_id, + { "SideTrdRegTimestampType (1013)", "fix.SideTrdRegTimestampType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1007].hf_id, + { "SideTrdRegTimestampSrc (1014)", "fix.SideTrdRegTimestampSrc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1008].hf_id, + { "AsOfIndicator (1015)", "fix.AsOfIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1009].hf_id, + { "NoSideTrdRegTS (1016)", "fix.NoSideTrdRegTS", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1010].hf_id, + { "LegOptionRatio (1017)", "fix.LegOptionRatio", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1011].hf_id, + { "NoInstrumentParties (1018)", "fix.NoInstrumentParties", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1012].hf_id, + { "InstrumentPartyID (1019)", "fix.InstrumentPartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1013].hf_id, + { "TradeVolume (1020)", "fix.TradeVolume", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1014].hf_id, + { "MDBookType (1021)", "fix.MDBookType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1015].hf_id, + { "MDFeedType (1022)", "fix.MDFeedType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1016].hf_id, + { "MDPriceLevel (1023)", "fix.MDPriceLevel", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1017].hf_id, + { "MDOriginType (1024)", "fix.MDOriginType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1018].hf_id, + { "FirstPx (1025)", "fix.FirstPx", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1019].hf_id, + { "MDEntrySpotRate (1026)", "fix.MDEntrySpotRate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1020].hf_id, + { "MDEntryForwardPoints (1027)", "fix.MDEntryForwardPoints", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1021].hf_id, + { "ManualOrderIndicator (1028)", "fix.ManualOrderIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1022].hf_id, + { "CustDirectedOrder (1029)", "fix.CustDirectedOrder", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1023].hf_id, + { "ReceivedDeptID (1030)", "fix.ReceivedDeptID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1024].hf_id, + { "CustOrderHandlingInst (1031)", "fix.CustOrderHandlingInst", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1025].hf_id, + { "OrderHandlingInstSource (1032)", "fix.OrderHandlingInstSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1026].hf_id, + { "DeskType (1033)", "fix.DeskType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1027].hf_id, + { "DeskTypeSource (1034)", "fix.DeskTypeSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1028].hf_id, + { "DeskOrderHandlingInst (1035)", "fix.DeskOrderHandlingInst", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1029].hf_id, + { "ExecAckStatus (1036)", "fix.ExecAckStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1030].hf_id, + { "UnderlyingDeliveryAmount (1037)", "fix.UnderlyingDeliveryAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1031].hf_id, + { "UnderlyingCapValue (1038)", "fix.UnderlyingCapValue", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1032].hf_id, + { "UnderlyingSettlMethod (1039)", "fix.UnderlyingSettlMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1033].hf_id, + { "SecondaryTradeID (1040)", "fix.SecondaryTradeID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1034].hf_id, + { "FirmTradeID (1041)", "fix.FirmTradeID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1035].hf_id, + { "SecondaryFirmTradeID (1042)", "fix.SecondaryFirmTradeID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1036].hf_id, + { "CollApplType (1043)", "fix.CollApplType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1037].hf_id, + { "UnderlyingAdjustedQuantity (1044)", "fix.UnderlyingAdjustedQuantity", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1038].hf_id, + { "UnderlyingFXRate (1045)", "fix.UnderlyingFXRate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1039].hf_id, + { "UnderlyingFXRateCalc (1046)", "fix.UnderlyingFXRateCalc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1040].hf_id, + { "AllocPositionEffect (1047)", "fix.AllocPositionEffect", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1041].hf_id, + { "DealingCapacity (1048)", "fix.DealingCapacity", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1042].hf_id, + { "InstrmtAssignmentMethod (1049)", "fix.InstrmtAssignmentMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1043].hf_id, + { "InstrumentPartyIDSource (1050)", "fix.InstrumentPartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1044].hf_id, + { "InstrumentPartyRole (1051)", "fix.InstrumentPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1045].hf_id, + { "NoInstrumentPartySubIDs (1052)", "fix.NoInstrumentPartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1046].hf_id, + { "InstrumentPartySubID (1053)", "fix.InstrumentPartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1047].hf_id, + { "InstrumentPartySubIDType (1054)", "fix.InstrumentPartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1048].hf_id, + { "PositionCurrency (1055)", "fix.PositionCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1049].hf_id, + { "CalculatedCcyLastQty (1056)", "fix.CalculatedCcyLastQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1050].hf_id, + { "AggressorIndicator (1057)", "fix.AggressorIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1051].hf_id, + { "NoUndlyInstrumentParties (1058)", "fix.NoUndlyInstrumentParties", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1052].hf_id, + { "UnderlyingInstrumentPartyID (1059)", "fix.UnderlyingInstrumentPartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1053].hf_id, + { "UnderlyingInstrumentPartyIDSource (1060)", "fix.UnderlyingInstrumentPartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1054].hf_id, + { "UnderlyingInstrumentPartyRole (1061)", "fix.UnderlyingInstrumentPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1055].hf_id, + { "NoUndlyInstrumentPartySubIDs (1062)", "fix.NoUndlyInstrumentPartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1056].hf_id, + { "UnderlyingInstrumentPartySubID (1063)", "fix.UnderlyingInstrumentPartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1057].hf_id, + { "UnderlyingInstrumentPartySubIDType (1064)", "fix.UnderlyingInstrumentPartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1058].hf_id, + { "BidSwapPoints (1065)", "fix.BidSwapPoints", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1059].hf_id, + { "OfferSwapPoints (1066)", "fix.OfferSwapPoints", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1060].hf_id, + { "LegBidForwardPoints (1067)", "fix.LegBidForwardPoints", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1061].hf_id, + { "LegOfferForwardPoints (1068)", "fix.LegOfferForwardPoints", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1062].hf_id, + { "SwapPoints (1069)", "fix.SwapPoints", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1063].hf_id, + { "MDQuoteType (1070)", "fix.MDQuoteType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1064].hf_id, + { "LastSwapPoints (1071)", "fix.LastSwapPoints", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1065].hf_id, + { "SideGrossTradeAmt (1072)", "fix.SideGrossTradeAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1066].hf_id, + { "LegLastForwardPoints (1073)", "fix.LegLastForwardPoints", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1067].hf_id, + { "LegCalculatedCcyLastQty (1074)", "fix.LegCalculatedCcyLastQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1068].hf_id, + { "LegGrossTradeAmt (1075)", "fix.LegGrossTradeAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1069].hf_id, + { "MaturityTime (1079)", "fix.MaturityTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1070].hf_id, + { "RefOrderID (1080)", "fix.RefOrderID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1071].hf_id, + { "RefOrderIDSource (1081)", "fix.RefOrderIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1072].hf_id, + { "SecondaryDisplayQty (1082)", "fix.SecondaryDisplayQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1073].hf_id, + { "DisplayWhen (1083)", "fix.DisplayWhen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1074].hf_id, + { "DisplayMethod (1084)", "fix.DisplayMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1075].hf_id, + { "DisplayLowQty (1085)", "fix.DisplayLowQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1076].hf_id, + { "DisplayHighQty (1086)", "fix.DisplayHighQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1077].hf_id, + { "DisplayMinIncr (1087)", "fix.DisplayMinIncr", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1078].hf_id, + { "RefreshQty (1088)", "fix.RefreshQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1079].hf_id, + { "MatchIncrement (1089)", "fix.MatchIncrement", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1080].hf_id, + { "MaxPriceLevels (1090)", "fix.MaxPriceLevels", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1081].hf_id, + { "PreTradeAnonymity (1091)", "fix.PreTradeAnonymity", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1082].hf_id, + { "PriceProtectionScope (1092)", "fix.PriceProtectionScope", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1083].hf_id, + { "LotType (1093)", "fix.LotType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1084].hf_id, + { "PegPriceType (1094)", "fix.PegPriceType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1085].hf_id, + { "PeggedRefPrice (1095)", "fix.PeggedRefPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1086].hf_id, + { "PegSecurityIDSource (1096)", "fix.PegSecurityIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1087].hf_id, + { "PegSecurityID (1097)", "fix.PegSecurityID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1088].hf_id, + { "PegSymbol (1098)", "fix.PegSymbol", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1089].hf_id, + { "PegSecurityDesc (1099)", "fix.PegSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1090].hf_id, + { "TriggerType (1100)", "fix.TriggerType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1091].hf_id, + { "TriggerAction (1101)", "fix.TriggerAction", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1092].hf_id, + { "TriggerPrice (1102)", "fix.TriggerPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1093].hf_id, + { "TriggerSymbol (1103)", "fix.TriggerSymbol", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1094].hf_id, + { "TriggerSecurityID (1104)", "fix.TriggerSecurityID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1095].hf_id, + { "TriggerSecurityIDSource (1105)", "fix.TriggerSecurityIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1096].hf_id, + { "TriggerSecurityDesc (1106)", "fix.TriggerSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1097].hf_id, + { "TriggerPriceType (1107)", "fix.TriggerPriceType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1098].hf_id, + { "TriggerPriceTypeScope (1108)", "fix.TriggerPriceTypeScope", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1099].hf_id, + { "TriggerPriceDirection (1109)", "fix.TriggerPriceDirection", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1100].hf_id, + { "TriggerNewPrice (1110)", "fix.TriggerNewPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1101].hf_id, + { "TriggerOrderType (1111)", "fix.TriggerOrderType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1102].hf_id, + { "TriggerNewQty (1112)", "fix.TriggerNewQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1103].hf_id, + { "TriggerTradingSessionID (1113)", "fix.TriggerTradingSessionID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1104].hf_id, + { "TriggerTradingSessionSubID (1114)", "fix.TriggerTradingSessionSubID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1105].hf_id, + { "OrderCategory (1115)", "fix.OrderCategory", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1106].hf_id, + { "NoRootPartyIDs (1116)", "fix.NoRootPartyIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1107].hf_id, + { "RootPartyID (1117)", "fix.RootPartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1108].hf_id, + { "RootPartyIDSource (1118)", "fix.RootPartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1109].hf_id, + { "RootPartyRole (1119)", "fix.RootPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1110].hf_id, + { "NoRootPartySubIDs (1120)", "fix.NoRootPartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1111].hf_id, + { "RootPartySubID (1121)", "fix.RootPartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1112].hf_id, + { "RootPartySubIDType (1122)", "fix.RootPartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1113].hf_id, + { "TradeHandlingInstr (1123)", "fix.TradeHandlingInstr", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1114].hf_id, + { "OrigTradeHandlingInstr (1124)", "fix.OrigTradeHandlingInstr", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1115].hf_id, + { "OrigTradeDate (1125)", "fix.OrigTradeDate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1116].hf_id, + { "OrigTradeID (1126)", "fix.OrigTradeID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1117].hf_id, + { "OrigSecondaryTradeID (1127)", "fix.OrigSecondaryTradeID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1118].hf_id, + { "ApplVerID (1128)", "fix.ApplVerID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1119].hf_id, + { "CstmApplVerID (1129)", "fix.CstmApplVerID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1120].hf_id, + { "RefApplVerID (1130)", "fix.RefApplVerID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1121].hf_id, + { "RefCstmApplVerID (1131)", "fix.RefCstmApplVerID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1122].hf_id, + { "TZTransactTime (1132)", "fix.TZTransactTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1123].hf_id, + { "ExDestinationIDSource (1133)", "fix.ExDestinationIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1124].hf_id, + { "ReportedPxDiff (1134)", "fix.ReportedPxDiff", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1125].hf_id, + { "RptSys (1135)", "fix.RptSys", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1126].hf_id, + { "AllocClearingFeeIndicator (1136)", "fix.AllocClearingFeeIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1127].hf_id, + { "DefaultApplVerID (1137)", "fix.DefaultApplVerID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1128].hf_id, + { "DisplayQty (1138)", "fix.DisplayQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1129].hf_id, + { "ExchangeSpecialInstructions (1139)", "fix.ExchangeSpecialInstructions", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1130].hf_id, + { "MaxTradeVol (1140)", "fix.MaxTradeVol", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1131].hf_id, + { "NoMDFeedTypes (1141)", "fix.NoMDFeedTypes", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1132].hf_id, + { "MatchAlgorithm (1142)", "fix.MatchAlgorithm", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1133].hf_id, + { "MaxPriceVariation (1143)", "fix.MaxPriceVariation", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1134].hf_id, + { "ImpliedMarketIndicator (1144)", "fix.ImpliedMarketIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1135].hf_id, + { "EventTime (1145)", "fix.EventTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1136].hf_id, + { "MinPriceIncrementAmount (1146)", "fix.MinPriceIncrementAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1137].hf_id, + { "UnitOfMeasureQty (1147)", "fix.UnitOfMeasureQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1138].hf_id, + { "LowLimitPrice (1148)", "fix.LowLimitPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1139].hf_id, + { "HighLimitPrice (1149)", "fix.HighLimitPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1140].hf_id, + { "TradingReferencePrice (1150)", "fix.TradingReferencePrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1141].hf_id, + { "SecurityGroup (1151)", "fix.SecurityGroup", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1142].hf_id, + { "LegNumber (1152)", "fix.LegNumber", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1143].hf_id, + { "SettlementCycleNo (1153)", "fix.SettlementCycleNo", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1144].hf_id, + { "SideCurrency (1154)", "fix.SideCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1145].hf_id, + { "SideSettlCurrency (1155)", "fix.SideSettlCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1146].hf_id, + { "ApplExtID (1156)", "fix.ApplExtID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1147].hf_id, + { "CcyAmt (1157)", "fix.CcyAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1148].hf_id, + { "NoSettlDetails (1158)", "fix.NoSettlDetails", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1149].hf_id, + { "SettlObligMode (1159)", "fix.SettlObligMode", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1150].hf_id, + { "SettlObligMsgID (1160)", "fix.SettlObligMsgID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1151].hf_id, + { "SettlObligID (1161)", "fix.SettlObligID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1152].hf_id, + { "SettlObligTransType (1162)", "fix.SettlObligTransType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1153].hf_id, + { "SettlObligRefID (1163)", "fix.SettlObligRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1154].hf_id, + { "SettlObligSource (1164)", "fix.SettlObligSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1155].hf_id, + { "NoSettlOblig (1165)", "fix.NoSettlOblig", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1156].hf_id, + { "QuoteMsgID (1166)", "fix.QuoteMsgID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1157].hf_id, + { "QuoteEntryStatus (1167)", "fix.QuoteEntryStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1158].hf_id, + { "TotNoCxldQuotes (1168)", "fix.TotNoCxldQuotes", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1159].hf_id, + { "TotNoAccQuotes (1169)", "fix.TotNoAccQuotes", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1160].hf_id, + { "TotNoRejQuotes (1170)", "fix.TotNoRejQuotes", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1161].hf_id, + { "PrivateQuote (1171)", "fix.PrivateQuote", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1162].hf_id, + { "RespondentType (1172)", "fix.RespondentType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1163].hf_id, + { "MDSubBookType (1173)", "fix.MDSubBookType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1164].hf_id, + { "SecurityTradingEvent (1174)", "fix.SecurityTradingEvent", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1165].hf_id, + { "NoStatsIndicators (1175)", "fix.NoStatsIndicators", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1166].hf_id, + { "StatsType (1176)", "fix.StatsType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1167].hf_id, + { "NoOfSecSizes (1177)", "fix.NoOfSecSizes", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1168].hf_id, + { "MDSecSizeType (1178)", "fix.MDSecSizeType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1169].hf_id, + { "MDSecSize (1179)", "fix.MDSecSize", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1170].hf_id, + { "ApplID (1180)", "fix.ApplID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1171].hf_id, + { "ApplSeqNum (1181)", "fix.ApplSeqNum", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1172].hf_id, + { "ApplBegSeqNum (1182)", "fix.ApplBegSeqNum", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1173].hf_id, + { "ApplEndSeqNum (1183)", "fix.ApplEndSeqNum", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1174].hf_id, + { "SecurityXMLLen (1184)", "fix.SecurityXMLLen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1175].hf_id, + { "SecurityXML (1185)", "fix.SecurityXML", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1176].hf_id, + { "SecurityXMLSchema (1186)", "fix.SecurityXMLSchema", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1177].hf_id, + { "RefreshIndicator (1187)", "fix.RefreshIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1178].hf_id, + { "Volatility (1188)", "fix.Volatility", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1179].hf_id, + { "TimeToExpiration (1189)", "fix.TimeToExpiration", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1180].hf_id, + { "RiskFreeRate (1190)", "fix.RiskFreeRate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1181].hf_id, + { "PriceUnitOfMeasure (1191)", "fix.PriceUnitOfMeasure", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1182].hf_id, + { "PriceUnitOfMeasureQty (1192)", "fix.PriceUnitOfMeasureQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1183].hf_id, + { "SettlMethod (1193)", "fix.SettlMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1184].hf_id, + { "ExerciseStyle (1194)", "fix.ExerciseStyle", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1185].hf_id, + { "OptPayoutAmount (1195)", "fix.OptPayoutAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1186].hf_id, + { "PriceQuoteMethod (1196)", "fix.PriceQuoteMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1187].hf_id, + { "ValuationMethod (1197)", "fix.ValuationMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1188].hf_id, + { "ListMethod (1198)", "fix.ListMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1189].hf_id, + { "CapPrice (1199)", "fix.CapPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1190].hf_id, + { "FloorPrice (1200)", "fix.FloorPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1191].hf_id, + { "NoStrikeRules (1201)", "fix.NoStrikeRules", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1192].hf_id, + { "StartStrikePxRange (1202)", "fix.StartStrikePxRange", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1193].hf_id, + { "EndStrikePxRange (1203)", "fix.EndStrikePxRange", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1194].hf_id, + { "StrikeIncrement (1204)", "fix.StrikeIncrement", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1195].hf_id, + { "NoTickRules (1205)", "fix.NoTickRules", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1196].hf_id, + { "StartTickPriceRange (1206)", "fix.StartTickPriceRange", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1197].hf_id, + { "EndTickPriceRange (1207)", "fix.EndTickPriceRange", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1198].hf_id, + { "TickIncrement (1208)", "fix.TickIncrement", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1199].hf_id, + { "TickRuleType (1209)", "fix.TickRuleType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1200].hf_id, + { "NestedInstrAttribType (1210)", "fix.NestedInstrAttribType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1201].hf_id, + { "NestedInstrAttribValue (1211)", "fix.NestedInstrAttribValue", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1202].hf_id, + { "LegMaturityTime (1212)", "fix.LegMaturityTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1203].hf_id, + { "UnderlyingMaturityTime (1213)", "fix.UnderlyingMaturityTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1204].hf_id, + { "DerivativeSymbol (1214)", "fix.DerivativeSymbol", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1205].hf_id, + { "DerivativeSymbolSfx (1215)", "fix.DerivativeSymbolSfx", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1206].hf_id, + { "DerivativeSecurityID (1216)", "fix.DerivativeSecurityID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1207].hf_id, + { "DerivativeSecurityIDSource (1217)", "fix.DerivativeSecurityIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1208].hf_id, + { "NoDerivativeSecurityAltID (1218)", "fix.NoDerivativeSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1209].hf_id, + { "DerivativeSecurityAltID (1219)", "fix.DerivativeSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1210].hf_id, + { "DerivativeSecurityAltIDSource (1220)", "fix.DerivativeSecurityAltIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1211].hf_id, + { "SecondaryLowLimitPrice (1221)", "fix.SecondaryLowLimitPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1212].hf_id, + { "MaturityRuleID (1222)", "fix.MaturityRuleID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1213].hf_id, + { "StrikeRuleID (1223)", "fix.StrikeRuleID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1214].hf_id, + { "LegUnitOfMeasureQty (1224)", "fix.LegUnitOfMeasureQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1215].hf_id, + { "DerivativeOptPayAmount (1225)", "fix.DerivativeOptPayAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1216].hf_id, + { "EndMaturityMonthYear (1226)", "fix.EndMaturityMonthYear", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1217].hf_id, + { "ProductComplex (1227)", "fix.ProductComplex", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1218].hf_id, + { "DerivativeProductComplex (1228)", "fix.DerivativeProductComplex", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1219].hf_id, + { "MaturityMonthYearIncrement (1229)", "fix.MaturityMonthYearIncrement", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1220].hf_id, + { "SecondaryHighLimitPrice (1230)", "fix.SecondaryHighLimitPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1221].hf_id, + { "MinLotSize (1231)", "fix.MinLotSize", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1222].hf_id, + { "NoExecInstRules (1232)", "fix.NoExecInstRules", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1223].hf_id, + { "NoLotTypeRules (1234)", "fix.NoLotTypeRules", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1224].hf_id, + { "NoMatchRules (1235)", "fix.NoMatchRules", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1225].hf_id, + { "NoMaturityRules (1236)", "fix.NoMaturityRules", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1226].hf_id, + { "NoOrdTypeRules (1237)", "fix.NoOrdTypeRules", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1227].hf_id, + { "NoTimeInForceRules (1239)", "fix.NoTimeInForceRules", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1228].hf_id, + { "SecondaryTradingReferencePrice (1240)", "fix.SecondaryTradingReferencePrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1229].hf_id, + { "StartMaturityMonthYear (1241)", "fix.StartMaturityMonthYear", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1230].hf_id, + { "FlexProductEligibilityIndicator (1242)", "fix.FlexProductEligibilityIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1231].hf_id, + { "DerivFlexProductEligibilityIndicator (1243)", "fix.DerivFlexProductEligibilityIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1232].hf_id, + { "FlexibleIndicator (1244)", "fix.FlexibleIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1233].hf_id, + { "TradingCurrency (1245)", "fix.TradingCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1234].hf_id, + { "DerivativeProduct (1246)", "fix.DerivativeProduct", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1235].hf_id, + { "DerivativeSecurityGroup (1247)", "fix.DerivativeSecurityGroup", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1236].hf_id, + { "DerivativeCFICode (1248)", "fix.DerivativeCFICode", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1237].hf_id, + { "DerivativeSecurityType (1249)", "fix.DerivativeSecurityType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1238].hf_id, + { "DerivativeSecuritySubType (1250)", "fix.DerivativeSecuritySubType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1239].hf_id, + { "DerivativeMaturityMonthYear (1251)", "fix.DerivativeMaturityMonthYear", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1240].hf_id, + { "DerivativeMaturityDate (1252)", "fix.DerivativeMaturityDate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1241].hf_id, + { "DerivativeMaturityTime (1253)", "fix.DerivativeMaturityTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1242].hf_id, + { "DerivativeSettleOnOpenFlag (1254)", "fix.DerivativeSettleOnOpenFlag", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1243].hf_id, + { "DerivativeInstrmtAssignmentMethod (1255)", "fix.DerivativeInstrmtAssignmentMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1244].hf_id, + { "DerivativeSecurityStatus (1256)", "fix.DerivativeSecurityStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1245].hf_id, + { "DerivativeInstrRegistry (1257)", "fix.DerivativeInstrRegistry", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1246].hf_id, + { "DerivativeCountryOfIssue (1258)", "fix.DerivativeCountryOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1247].hf_id, + { "DerivativeStateOrProvinceOfIssue (1259)", "fix.DerivativeStateOrProvinceOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1248].hf_id, + { "DerivativeLocaleOfIssue (1260)", "fix.DerivativeLocaleOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1249].hf_id, + { "DerivativeStrikePrice (1261)", "fix.DerivativeStrikePrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1250].hf_id, + { "DerivativeStrikeCurrency (1262)", "fix.DerivativeStrikeCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1251].hf_id, + { "DerivativeStrikeMultiplier (1263)", "fix.DerivativeStrikeMultiplier", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1252].hf_id, + { "DerivativeStrikeValue (1264)", "fix.DerivativeStrikeValue", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1253].hf_id, + { "DerivativeOptAttribute (1265)", "fix.DerivativeOptAttribute", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1254].hf_id, + { "DerivativeContractMultiplier (1266)", "fix.DerivativeContractMultiplier", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1255].hf_id, + { "DerivativeMinPriceIncrement (1267)", "fix.DerivativeMinPriceIncrement", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1256].hf_id, + { "DerivativeMinPriceIncrementAmount (1268)", "fix.DerivativeMinPriceIncrementAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1257].hf_id, + { "DerivativeUnitOfMeasure (1269)", "fix.DerivativeUnitOfMeasure", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1258].hf_id, + { "DerivativeUnitOfMeasureQty (1270)", "fix.DerivativeUnitOfMeasureQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1259].hf_id, + { "DerivativeTimeUnit (1271)", "fix.DerivativeTimeUnit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1260].hf_id, + { "DerivativeSecurityExchange (1272)", "fix.DerivativeSecurityExchange", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1261].hf_id, + { "DerivativePositionLimit (1273)", "fix.DerivativePositionLimit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1262].hf_id, + { "DerivativeNTPositionLimit (1274)", "fix.DerivativeNTPositionLimit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1263].hf_id, + { "DerivativeIssuer (1275)", "fix.DerivativeIssuer", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1264].hf_id, + { "DerivativeIssueDate (1276)", "fix.DerivativeIssueDate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1265].hf_id, + { "DerivativeEncodedIssuerLen (1277)", "fix.DerivativeEncodedIssuerLen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1266].hf_id, + { "DerivativeEncodedIssuer (1278)", "fix.DerivativeEncodedIssuer", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1267].hf_id, + { "DerivativeSecurityDesc (1279)", "fix.DerivativeSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1268].hf_id, + { "DerivativeEncodedSecurityDescLen (1280)", "fix.DerivativeEncodedSecurityDescLen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1269].hf_id, + { "DerivativeEncodedSecurityDesc (1281)", "fix.DerivativeEncodedSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1270].hf_id, + { "DerivativeSecurityXMLLen (1282)", "fix.DerivativeSecurityXMLLen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1271].hf_id, + { "DerivativeSecurityXML (1283)", "fix.DerivativeSecurityXML", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1272].hf_id, + { "DerivativeSecurityXMLSchema (1284)", "fix.DerivativeSecurityXMLSchema", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1273].hf_id, + { "DerivativeContractSettlMonth (1285)", "fix.DerivativeContractSettlMonth", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1274].hf_id, + { "NoDerivativeEvents (1286)", "fix.NoDerivativeEvents", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1275].hf_id, + { "DerivativeEventType (1287)", "fix.DerivativeEventType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1276].hf_id, + { "DerivativeEventDate (1288)", "fix.DerivativeEventDate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1277].hf_id, + { "DerivativeEventTime (1289)", "fix.DerivativeEventTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1278].hf_id, + { "DerivativeEventPx (1290)", "fix.DerivativeEventPx", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1279].hf_id, + { "DerivativeEventText (1291)", "fix.DerivativeEventText", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1280].hf_id, + { "NoDerivativeInstrumentParties (1292)", "fix.NoDerivativeInstrumentParties", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1281].hf_id, + { "DerivativeInstrumentPartyID (1293)", "fix.DerivativeInstrumentPartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1282].hf_id, + { "DerivativeInstrumentPartyIDSource (1294)", "fix.DerivativeInstrumentPartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1283].hf_id, + { "DerivativeInstrumentPartyRole (1295)", "fix.DerivativeInstrumentPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1284].hf_id, + { "NoDerivativeInstrumentPartySubIDs (1296)", "fix.NoDerivativeInstrumentPartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1285].hf_id, + { "DerivativeInstrumentPartySubID (1297)", "fix.DerivativeInstrumentPartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1286].hf_id, + { "DerivativeInstrumentPartySubIDType (1298)", "fix.DerivativeInstrumentPartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1287].hf_id, + { "DerivativeExerciseStyle (1299)", "fix.DerivativeExerciseStyle", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1288].hf_id, + { "MarketSegmentID (1300)", "fix.MarketSegmentID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1289].hf_id, + { "MarketID (1301)", "fix.MarketID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1290].hf_id, + { "MaturityMonthYearIncrementUnits (1302)", "fix.MaturityMonthYearIncrementUnits", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1291].hf_id, + { "MaturityMonthYearFormat (1303)", "fix.MaturityMonthYearFormat", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1292].hf_id, + { "StrikeExerciseStyle (1304)", "fix.StrikeExerciseStyle", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1293].hf_id, + { "SecondaryPriceLimitType (1305)", "fix.SecondaryPriceLimitType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1294].hf_id, + { "PriceLimitType (1306)", "fix.PriceLimitType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1295].hf_id, + { "DerivativeSecurityListRequestType (1307)", "fix.DerivativeSecurityListRequestType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1296].hf_id, + { "ExecInstValue (1308)", "fix.ExecInstValue", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1297].hf_id, + { "NoTradingSessionRules (1309)", "fix.NoTradingSessionRules", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1298].hf_id, + { "NoMarketSegments (1310)", "fix.NoMarketSegments", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1299].hf_id, + { "NoDerivativeInstrAttrib (1311)", "fix.NoDerivativeInstrAttrib", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1300].hf_id, + { "NoNestedInstrAttrib (1312)", "fix.NoNestedInstrAttrib", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1301].hf_id, + { "DerivativeInstrAttribType (1313)", "fix.DerivativeInstrAttribType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1302].hf_id, + { "DerivativeInstrAttribValue (1314)", "fix.DerivativeInstrAttribValue", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1303].hf_id, + { "DerivativePriceUnitOfMeasure (1315)", "fix.DerivativePriceUnitOfMeasure", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1304].hf_id, + { "DerivativePriceUnitOfMeasureQty (1316)", "fix.DerivativePriceUnitOfMeasureQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1305].hf_id, + { "DerivativeSettlMethod (1317)", "fix.DerivativeSettlMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1306].hf_id, + { "DerivativePriceQuoteMethod (1318)", "fix.DerivativePriceQuoteMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1307].hf_id, + { "DerivativeValuationMethod (1319)", "fix.DerivativeValuationMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1308].hf_id, + { "DerivativeListMethod (1320)", "fix.DerivativeListMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1309].hf_id, + { "DerivativeCapPrice (1321)", "fix.DerivativeCapPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1310].hf_id, + { "DerivativeFloorPrice (1322)", "fix.DerivativeFloorPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1311].hf_id, + { "DerivativePutOrCall (1323)", "fix.DerivativePutOrCall", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1312].hf_id, + { "ListUpdateAction (1324)", "fix.ListUpdateAction", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1313].hf_id, + { "ParentMktSegmID (1325)", "fix.ParentMktSegmID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1314].hf_id, + { "TradingSessionDesc (1326)", "fix.TradingSessionDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1315].hf_id, + { "TradSesUpdateAction (1327)", "fix.TradSesUpdateAction", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1316].hf_id, + { "RejectText (1328)", "fix.RejectText", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1317].hf_id, + { "FeeMultiplier (1329)", "fix.FeeMultiplier", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1318].hf_id, + { "UnderlyingLegSymbol (1330)", "fix.UnderlyingLegSymbol", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1319].hf_id, + { "UnderlyingLegSymbolSfx (1331)", "fix.UnderlyingLegSymbolSfx", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1320].hf_id, + { "UnderlyingLegSecurityID (1332)", "fix.UnderlyingLegSecurityID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1321].hf_id, + { "UnderlyingLegSecurityIDSource (1333)", "fix.UnderlyingLegSecurityIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1322].hf_id, + { "NoUnderlyingLegSecurityAltID (1334)", "fix.NoUnderlyingLegSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1323].hf_id, + { "UnderlyingLegSecurityAltID (1335)", "fix.UnderlyingLegSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1324].hf_id, + { "UnderlyingLegSecurityAltIDSource (1336)", "fix.UnderlyingLegSecurityAltIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1325].hf_id, + { "UnderlyingLegSecurityType (1337)", "fix.UnderlyingLegSecurityType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1326].hf_id, + { "UnderlyingLegSecuritySubType (1338)", "fix.UnderlyingLegSecuritySubType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1327].hf_id, + { "UnderlyingLegMaturityMonthYear (1339)", "fix.UnderlyingLegMaturityMonthYear", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1328].hf_id, + { "UnderlyingLegStrikePrice (1340)", "fix.UnderlyingLegStrikePrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1329].hf_id, + { "UnderlyingLegSecurityExchange (1341)", "fix.UnderlyingLegSecurityExchange", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1330].hf_id, + { "NoOfLegUnderlyings (1342)", "fix.NoOfLegUnderlyings", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1331].hf_id, + { "UnderlyingLegPutOrCall (1343)", "fix.UnderlyingLegPutOrCall", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1332].hf_id, + { "UnderlyingLegCFICode (1344)", "fix.UnderlyingLegCFICode", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1333].hf_id, + { "UnderlyingLegMaturityDate (1345)", "fix.UnderlyingLegMaturityDate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1334].hf_id, + { "ApplReqID (1346)", "fix.ApplReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1335].hf_id, + { "ApplReqType (1347)", "fix.ApplReqType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1336].hf_id, + { "ApplResponseType (1348)", "fix.ApplResponseType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1337].hf_id, + { "ApplTotalMessageCount (1349)", "fix.ApplTotalMessageCount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1338].hf_id, + { "ApplLastSeqNum (1350)", "fix.ApplLastSeqNum", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1339].hf_id, + { "NoApplIDs (1351)", "fix.NoApplIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1340].hf_id, + { "ApplResendFlag (1352)", "fix.ApplResendFlag", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1341].hf_id, + { "ApplResponseID (1353)", "fix.ApplResponseID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1342].hf_id, + { "ApplResponseError (1354)", "fix.ApplResponseError", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1343].hf_id, + { "RefApplID (1355)", "fix.RefApplID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1344].hf_id, + { "ApplReportID (1356)", "fix.ApplReportID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1345].hf_id, + { "RefApplLastSeqNum (1357)", "fix.RefApplLastSeqNum", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1346].hf_id, + { "LegPutOrCall (1358)", "fix.LegPutOrCall", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1347].hf_id, + { "EncodedSymbolLen (1359)", "fix.EncodedSymbolLen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1348].hf_id, + { "EncodedSymbol (1360)", "fix.EncodedSymbol", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1349].hf_id, + { "TotNoFills (1361)", "fix.TotNoFills", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1350].hf_id, + { "NoFills (1362)", "fix.NoFills", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1351].hf_id, + { "FillExecID (1363)", "fix.FillExecID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1352].hf_id, + { "FillPx (1364)", "fix.FillPx", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1353].hf_id, + { "FillQty (1365)", "fix.FillQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1354].hf_id, + { "LegAllocID (1366)", "fix.LegAllocID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1355].hf_id, + { "LegAllocSettlCurrency (1367)", "fix.LegAllocSettlCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1356].hf_id, + { "TradSesEvent (1368)", "fix.TradSesEvent", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1357].hf_id, + { "MassActionReportID (1369)", "fix.MassActionReportID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1358].hf_id, + { "NoNotAffectedOrders (1370)", "fix.NoNotAffectedOrders", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1359].hf_id, + { "NotAffectedOrderID (1371)", "fix.NotAffectedOrderID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1360].hf_id, + { "NotAffOrigClOrdID (1372)", "fix.NotAffOrigClOrdID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1361].hf_id, + { "MassActionType (1373)", "fix.MassActionType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1362].hf_id, + { "MassActionScope (1374)", "fix.MassActionScope", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1363].hf_id, + { "MassActionResponse (1375)", "fix.MassActionResponse", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1364].hf_id, + { "MassActionRejectReason (1376)", "fix.MassActionRejectReason", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1365].hf_id, + { "MultilegModel (1377)", "fix.MultilegModel", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1366].hf_id, + { "MultilegPriceMethod (1378)", "fix.MultilegPriceMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1367].hf_id, + { "LegVolatility (1379)", "fix.LegVolatility", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1368].hf_id, + { "DividendYield (1380)", "fix.DividendYield", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1369].hf_id, + { "LegDividendYield (1381)", "fix.LegDividendYield", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1370].hf_id, + { "CurrencyRatio (1382)", "fix.CurrencyRatio", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1371].hf_id, + { "LegCurrencyRatio (1383)", "fix.LegCurrencyRatio", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1372].hf_id, + { "LegExecInst (1384)", "fix.LegExecInst", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1373].hf_id, + { "ContingencyType (1385)", "fix.ContingencyType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1374].hf_id, + { "ListRejectReason (1386)", "fix.ListRejectReason", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1375].hf_id, + { "NoTrdRepIndicators (1387)", "fix.NoTrdRepIndicators", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1376].hf_id, + { "TrdRepPartyRole (1388)", "fix.TrdRepPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1377].hf_id, + { "TrdRepIndicator (1389)", "fix.TrdRepIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1378].hf_id, + { "TradePublishIndicator (1390)", "fix.TradePublishIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1379].hf_id, + { "UnderlyingLegOptAttribute (1391)", "fix.UnderlyingLegOptAttribute", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1380].hf_id, + { "UnderlyingLegSecurityDesc (1392)", "fix.UnderlyingLegSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1381].hf_id, + { "MarketReqID (1393)", "fix.MarketReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1382].hf_id, + { "MarketReportID (1394)", "fix.MarketReportID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1383].hf_id, + { "MarketUpdateAction (1395)", "fix.MarketUpdateAction", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1384].hf_id, + { "MarketSegmentDesc (1396)", "fix.MarketSegmentDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1385].hf_id, + { "EncodedMktSegmDescLen (1397)", "fix.EncodedMktSegmDescLen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1386].hf_id, + { "EncodedMktSegmDesc (1398)", "fix.EncodedMktSegmDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1387].hf_id, + { "ApplNewSeqNum (1399)", "fix.ApplNewSeqNum", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1388].hf_id, + { "EncryptedPasswordMethod (1400)", "fix.EncryptedPasswordMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1389].hf_id, + { "EncryptedPasswordLen (1401)", "fix.EncryptedPasswordLen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1390].hf_id, + { "EncryptedPassword (1402)", "fix.EncryptedPassword", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1391].hf_id, + { "EncryptedNewPasswordLen (1403)", "fix.EncryptedNewPasswordLen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1392].hf_id, + { "EncryptedNewPassword (1404)", "fix.EncryptedNewPassword", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1393].hf_id, + { "UnderlyingLegMaturityTime (1405)", "fix.UnderlyingLegMaturityTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1394].hf_id, + { "RefApplExtID (1406)", "fix.RefApplExtID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1395].hf_id, + { "DefaultApplExtID (1407)", "fix.DefaultApplExtID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1396].hf_id, + { "DefaultCstmApplVerID (1408)", "fix.DefaultCstmApplVerID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1397].hf_id, + { "SessionStatus (1409)", "fix.SessionStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1398].hf_id, + { "DefaultVerIndicator (1410)", "fix.DefaultVerIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1399].hf_id, + { "Nested4PartySubIDType (1411)", "fix.Nested4PartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1400].hf_id, + { "Nested4PartySubID (1412)", "fix.Nested4PartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1401].hf_id, + { "NoNested4PartySubIDs (1413)", "fix.NoNested4PartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1402].hf_id, + { "NoNested4PartyIDs (1414)", "fix.NoNested4PartyIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1403].hf_id, + { "Nested4PartyID (1415)", "fix.Nested4PartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1404].hf_id, + { "Nested4PartyIDSource (1416)", "fix.Nested4PartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1405].hf_id, + { "Nested4PartyRole (1417)", "fix.Nested4PartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1406].hf_id, + { "LegLastQty (1418)", "fix.LegLastQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1407].hf_id, + { "UnderlyingExerciseStyle (1419)", "fix.UnderlyingExerciseStyle", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1408].hf_id, + { "LegExerciseStyle (1420)", "fix.LegExerciseStyle", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1409].hf_id, + { "LegPriceUnitOfMeasure (1421)", "fix.LegPriceUnitOfMeasure", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1410].hf_id, + { "LegPriceUnitOfMeasureQty (1422)", "fix.LegPriceUnitOfMeasureQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1411].hf_id, + { "UnderlyingUnitOfMeasureQty (1423)", "fix.UnderlyingUnitOfMeasureQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1412].hf_id, + { "UnderlyingPriceUnitOfMeasure (1424)", "fix.UnderlyingPriceUnitOfMeasure", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1413].hf_id, + { "UnderlyingPriceUnitOfMeasureQty (1425)", "fix.UnderlyingPriceUnitOfMeasureQty", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1414].hf_id, + { "ApplReportType (1426)", "fix.ApplReportType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1415].hf_id, + { "SideExecID (1427)", "fix.SideExecID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1416].hf_id, + { "OrderDelay (1428)", "fix.OrderDelay", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1417].hf_id, + { "OrderDelayUnit (1429)", "fix.OrderDelayUnit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1418].hf_id, + { "VenueType (1430)", "fix.VenueType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1419].hf_id, + { "RefOrdIDReason (1431)", "fix.RefOrdIDReason", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1420].hf_id, + { "OrigCustOrderCapacity (1432)", "fix.OrigCustOrderCapacity", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1421].hf_id, + { "RefApplReqID (1433)", "fix.RefApplReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1422].hf_id, + { "ModelType (1434)", "fix.ModelType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1423].hf_id, + { "ContractMultiplierUnit (1435)", "fix.ContractMultiplierUnit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1424].hf_id, + { "LegContractMultiplierUnit (1436)", "fix.LegContractMultiplierUnit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1425].hf_id, + { "UnderlyingContractMultiplierUnit (1437)", "fix.UnderlyingContractMultiplierUnit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1426].hf_id, + { "DerivativeContractMultiplierUnit (1438)", "fix.DerivativeContractMultiplierUnit", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1427].hf_id, + { "FlowScheduleType (1439)", "fix.FlowScheduleType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1428].hf_id, + { "LegFlowScheduleType (1440)", "fix.LegFlowScheduleType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1429].hf_id, + { "UnderlyingFlowScheduleType (1441)", "fix.UnderlyingFlowScheduleType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1430].hf_id, + { "DerivativeFlowScheduleType (1442)", "fix.DerivativeFlowScheduleType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1431].hf_id, + { "FillLiquidityInd (1443)", "fix.FillLiquidityInd", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1432].hf_id, + { "SideLiquidityInd (1444)", "fix.SideLiquidityInd", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1433].hf_id, + { "NoRateSources (1445)", "fix.NoRateSources", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1434].hf_id, + { "RateSource (1446)", "fix.RateSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1435].hf_id, + { "RateSourceType (1447)", "fix.RateSourceType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1436].hf_id, + { "ReferencePage (1448)", "fix.ReferencePage", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1437].hf_id, + { "RestructuringType (1449)", "fix.RestructuringType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1438].hf_id, + { "Seniority (1450)", "fix.Seniority", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1439].hf_id, + { "NotionalPercentageOutstanding (1451)", "fix.NotionalPercentageOutstanding", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1440].hf_id, + { "OriginalNotionalPercentageOutstanding (1452)", "fix.OriginalNotionalPercentageOutstanding", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1441].hf_id, + { "UnderlyingRestructuringType (1453)", "fix.UnderlyingRestructuringType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1442].hf_id, + { "UnderlyingSeniority (1454)", "fix.UnderlyingSeniority", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1443].hf_id, + { "UnderlyingNotionalPercentageOutstanding (1455)", "fix.UnderlyingNotionalPercentageOutstanding", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1444].hf_id, + { "UnderlyingOriginalNotionalPercentageOutstanding (1456)", "fix.UnderlyingOriginalNotionalPercentageOutstanding", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1445].hf_id, + { "AttachmentPoint (1457)", "fix.AttachmentPoint", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1446].hf_id, + { "DetachmentPoint (1458)", "fix.DetachmentPoint", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1447].hf_id, + { "UnderlyingAttachmentPoint (1459)", "fix.UnderlyingAttachmentPoint", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1448].hf_id, + { "UnderlyingDetachmentPoint (1460)", "fix.UnderlyingDetachmentPoint", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1449].hf_id, + { "NoTargetPartyIDs (1461)", "fix.NoTargetPartyIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1450].hf_id, + { "TargetPartyID (1462)", "fix.TargetPartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1451].hf_id, + { "TargetPartyIDSource (1463)", "fix.TargetPartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1452].hf_id, + { "TargetPartyRole (1464)", "fix.TargetPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1453].hf_id, + { "SecurityListID (1465)", "fix.SecurityListID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1454].hf_id, + { "SecurityListRefID (1466)", "fix.SecurityListRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1455].hf_id, + { "SecurityListDesc (1467)", "fix.SecurityListDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1456].hf_id, + { "EncodedSecurityListDescLen (1468)", "fix.EncodedSecurityListDescLen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1457].hf_id, + { "EncodedSecurityListDesc (1469)", "fix.EncodedSecurityListDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1458].hf_id, + { "SecurityListType (1470)", "fix.SecurityListType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1459].hf_id, + { "SecurityListTypeSource (1471)", "fix.SecurityListTypeSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1460].hf_id, + { "NewsID (1472)", "fix.NewsID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1461].hf_id, + { "NewsCategory (1473)", "fix.NewsCategory", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1462].hf_id, + { "LanguageCode (1474)", "fix.LanguageCode", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1463].hf_id, + { "NoNewsRefIDs (1475)", "fix.NoNewsRefIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1464].hf_id, + { "NewsRefID (1476)", "fix.NewsRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1465].hf_id, + { "NewsRefType (1477)", "fix.NewsRefType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1466].hf_id, + { "StrikePriceDeterminationMethod (1478)", "fix.StrikePriceDeterminationMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1467].hf_id, + { "StrikePriceBoundaryMethod (1479)", "fix.StrikePriceBoundaryMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1468].hf_id, + { "StrikePriceBoundaryPrecision (1480)", "fix.StrikePriceBoundaryPrecision", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1469].hf_id, + { "UnderlyingPriceDeterminationMethod (1481)", "fix.UnderlyingPriceDeterminationMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1470].hf_id, + { "OptPayoutType (1482)", "fix.OptPayoutType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1471].hf_id, + { "NoComplexEvents (1483)", "fix.NoComplexEvents", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1472].hf_id, + { "ComplexEventType (1484)", "fix.ComplexEventType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1473].hf_id, + { "ComplexOptPayoutAmount (1485)", "fix.ComplexOptPayoutAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1474].hf_id, + { "ComplexEventPrice (1486)", "fix.ComplexEventPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1475].hf_id, + { "ComplexEventPriceBoundaryMethod (1487)", "fix.ComplexEventPriceBoundaryMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1476].hf_id, + { "ComplexEventPriceBoundaryPrecision (1488)", "fix.ComplexEventPriceBoundaryPrecision", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1477].hf_id, + { "ComplexEventPriceTimeType (1489)", "fix.ComplexEventPriceTimeType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1478].hf_id, + { "ComplexEventCondition (1490)", "fix.ComplexEventCondition", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1479].hf_id, + { "NoComplexEventDates (1491)", "fix.NoComplexEventDates", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1480].hf_id, + { "ComplexEventStartDate (1492)", "fix.ComplexEventStartDate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1481].hf_id, + { "ComplexEventEndDate (1493)", "fix.ComplexEventEndDate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1482].hf_id, + { "NoComplexEventTimes (1494)", "fix.NoComplexEventTimes", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1483].hf_id, + { "ComplexEventStartTime (1495)", "fix.ComplexEventStartTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1484].hf_id, + { "ComplexEventEndTime (1496)", "fix.ComplexEventEndTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1485].hf_id, + { "StreamAsgnReqID (1497)", "fix.StreamAsgnReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1486].hf_id, + { "StreamAsgnReqType (1498)", "fix.StreamAsgnReqType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1487].hf_id, + { "NoAsgnReqs (1499)", "fix.NoAsgnReqs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1488].hf_id, + { "MDStreamID (1500)", "fix.MDStreamID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1489].hf_id, + { "StreamAsgnRptID (1501)", "fix.StreamAsgnRptID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1490].hf_id, + { "StreamAsgnRejReason (1502)", "fix.StreamAsgnRejReason", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1491].hf_id, + { "StreamAsgnAckType (1503)", "fix.StreamAsgnAckType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1492].hf_id, + { "RelSymTransactTime (1504)", "fix.RelSymTransactTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1493].hf_id, + { "PartyDetailsListRequestID (1505)", "fix.PartyDetailsListRequestID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1494].hf_id, + { "NoPartyListResponseTypes (1506)", "fix.NoPartyListResponseTypes", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1495].hf_id, + { "PartyListResponseType (1507)", "fix.PartyListResponseType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1496].hf_id, + { "NoRequestedPartyRoles (1508)", "fix.NoRequestedPartyRoles", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1497].hf_id, + { "RequestedPartyRole (1509)", "fix.RequestedPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1498].hf_id, + { "PartyDetailsListReportID (1510)", "fix.PartyDetailsListReportID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1499].hf_id, + { "PartyDetailsRequestResult (1511)", "fix.PartyDetailsRequestResult", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1500].hf_id, + { "TotNoPartyList (1512)", "fix.TotNoPartyList", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1501].hf_id, + { "NoPartyList (1513)", "fix.NoPartyList", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1502].hf_id, + { "NoPartyRelationships (1514)", "fix.NoPartyRelationships", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1503].hf_id, + { "PartyRelationship (1515)", "fix.PartyRelationship", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1504].hf_id, + { "NoPartyAltIDs (1516)", "fix.NoPartyAltIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1505].hf_id, + { "PartyAltID (1517)", "fix.PartyAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1506].hf_id, + { "PartyAltIDSource (1518)", "fix.PartyAltIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1507].hf_id, + { "NoPartyAltSubIDs (1519)", "fix.NoPartyAltSubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1508].hf_id, + { "PartyAltSubID (1520)", "fix.PartyAltSubID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1509].hf_id, + { "PartyAltSubIDType (1521)", "fix.PartyAltSubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1510].hf_id, + { "NoContextPartyIDs (1522)", "fix.NoContextPartyIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1511].hf_id, + { "ContextPartyID (1523)", "fix.ContextPartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1512].hf_id, + { "ContextPartyIDSource (1524)", "fix.ContextPartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1513].hf_id, + { "ContextPartyRole (1525)", "fix.ContextPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1514].hf_id, + { "NoContextPartySubIDs (1526)", "fix.NoContextPartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1515].hf_id, + { "ContextPartySubID (1527)", "fix.ContextPartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1516].hf_id, + { "ContextPartySubIDType (1528)", "fix.ContextPartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1517].hf_id, + { "NoRiskLimits (1529)", "fix.NoRiskLimits", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1518].hf_id, + { "RiskLimitType (1530)", "fix.RiskLimitType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1519].hf_id, + { "RiskLimitAmount (1531)", "fix.RiskLimitAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1520].hf_id, + { "RiskLimitCurrency (1532)", "fix.RiskLimitCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1521].hf_id, + { "RiskLimitPlatform (1533)", "fix.RiskLimitPlatform", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1522].hf_id, + { "NoRiskInstruments (1534)", "fix.NoRiskInstruments", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1523].hf_id, + { "RiskInstrumentOperator (1535)", "fix.RiskInstrumentOperator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1524].hf_id, + { "RiskSymbol (1536)", "fix.RiskSymbol", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1525].hf_id, + { "RiskSymbolSfx (1537)", "fix.RiskSymbolSfx", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1526].hf_id, + { "RiskSecurityID (1538)", "fix.RiskSecurityID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1527].hf_id, + { "RiskSecurityIDSource (1539)", "fix.RiskSecurityIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1528].hf_id, + { "NoRiskSecurityAltID (1540)", "fix.NoRiskSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1529].hf_id, + { "RiskSecurityAltID (1541)", "fix.RiskSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1530].hf_id, + { "RiskSecurityAltIDSource (1542)", "fix.RiskSecurityAltIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1531].hf_id, + { "RiskProduct (1543)", "fix.RiskProduct", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1532].hf_id, + { "RiskProductComplex (1544)", "fix.RiskProductComplex", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1533].hf_id, + { "RiskSecurityGroup (1545)", "fix.RiskSecurityGroup", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1534].hf_id, + { "RiskCFICode (1546)", "fix.RiskCFICode", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1535].hf_id, + { "RiskSecurityType (1547)", "fix.RiskSecurityType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1536].hf_id, + { "RiskSecuritySubType (1548)", "fix.RiskSecuritySubType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1537].hf_id, + { "RiskMaturityMonthYear (1549)", "fix.RiskMaturityMonthYear", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1538].hf_id, + { "RiskMaturityTime (1550)", "fix.RiskMaturityTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1539].hf_id, + { "RiskRestructuringType (1551)", "fix.RiskRestructuringType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1540].hf_id, + { "RiskSeniority (1552)", "fix.RiskSeniority", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1541].hf_id, + { "RiskPutOrCall (1553)", "fix.RiskPutOrCall", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1542].hf_id, + { "RiskFlexibleIndicator (1554)", "fix.RiskFlexibleIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1543].hf_id, + { "RiskCouponRate (1555)", "fix.RiskCouponRate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1544].hf_id, + { "RiskSecurityDesc (1556)", "fix.RiskSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1545].hf_id, + { "RiskInstrumentSettlType (1557)", "fix.RiskInstrumentSettlType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1546].hf_id, + { "RiskInstrumentMultiplier (1558)", "fix.RiskInstrumentMultiplier", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1547].hf_id, + { "NoRiskWarningLevels (1559)", "fix.NoRiskWarningLevels", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1548].hf_id, + { "RiskWarningLevelPercent (1560)", "fix.RiskWarningLevelPercent", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1549].hf_id, + { "RiskWarningLevelName (1561)", "fix.RiskWarningLevelName", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1550].hf_id, + { "NoRelatedPartyIDs (1562)", "fix.NoRelatedPartyIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1551].hf_id, + { "RelatedPartyID (1563)", "fix.RelatedPartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1552].hf_id, + { "RelatedPartyIDSource (1564)", "fix.RelatedPartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1553].hf_id, + { "RelatedPartyRole (1565)", "fix.RelatedPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1554].hf_id, + { "NoRelatedPartySubIDs (1566)", "fix.NoRelatedPartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1555].hf_id, + { "RelatedPartySubID (1567)", "fix.RelatedPartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1556].hf_id, + { "RelatedPartySubIDType (1568)", "fix.RelatedPartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1557].hf_id, + { "NoRelatedPartyAltIDs (1569)", "fix.NoRelatedPartyAltIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1558].hf_id, + { "RelatedPartyAltID (1570)", "fix.RelatedPartyAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1559].hf_id, + { "RelatedPartyAltIDSource (1571)", "fix.RelatedPartyAltIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1560].hf_id, + { "NoRelatedPartyAltSubIDs (1572)", "fix.NoRelatedPartyAltSubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1561].hf_id, + { "RelatedPartyAltSubID (1573)", "fix.RelatedPartyAltSubID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1562].hf_id, + { "RelatedPartyAltSubIDType (1574)", "fix.RelatedPartyAltSubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1563].hf_id, + { "NoRelatedContextPartyIDs (1575)", "fix.NoRelatedContextPartyIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1564].hf_id, + { "RelatedContextPartyID (1576)", "fix.RelatedContextPartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1565].hf_id, + { "RelatedContextPartyIDSource (1577)", "fix.RelatedContextPartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1566].hf_id, + { "RelatedContextPartyRole (1578)", "fix.RelatedContextPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1567].hf_id, + { "NoRelatedContextPartySubIDs (1579)", "fix.NoRelatedContextPartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1568].hf_id, + { "RelatedContextPartySubID (1580)", "fix.RelatedContextPartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1569].hf_id, + { "RelatedContextPartySubIDType (1581)", "fix.RelatedContextPartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1570].hf_id, + { "NoRelationshipRiskLimits (1582)", "fix.NoRelationshipRiskLimits", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1571].hf_id, + { "RelationshipRiskLimitType (1583)", "fix.RelationshipRiskLimitType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1572].hf_id, + { "RelationshipRiskLimitAmount (1584)", "fix.RelationshipRiskLimitAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1573].hf_id, + { "RelationshipRiskLimitCurrency (1585)", "fix.RelationshipRiskLimitCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1574].hf_id, + { "RelationshipRiskLimitPlatform (1586)", "fix.RelationshipRiskLimitPlatform", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1575].hf_id, + { "NoRelationshipRiskInstruments (1587)", "fix.NoRelationshipRiskInstruments", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1576].hf_id, + { "RelationshipRiskInstrumentOperator (1588)", "fix.RelationshipRiskInstrumentOperator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1577].hf_id, + { "RelationshipRiskSymbol (1589)", "fix.RelationshipRiskSymbol", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1578].hf_id, + { "RelationshipRiskSymbolSfx (1590)", "fix.RelationshipRiskSymbolSfx", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1579].hf_id, + { "RelationshipRiskSecurityID (1591)", "fix.RelationshipRiskSecurityID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1580].hf_id, + { "RelationshipRiskSecurityIDSource (1592)", "fix.RelationshipRiskSecurityIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1581].hf_id, + { "NoRelationshipRiskSecurityAltID (1593)", "fix.NoRelationshipRiskSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1582].hf_id, + { "RelationshipRiskSecurityAltID (1594)", "fix.RelationshipRiskSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1583].hf_id, + { "RelationshipRiskSecurityAltIDSource (1595)", "fix.RelationshipRiskSecurityAltIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1584].hf_id, + { "RelationshipRiskProduct (1596)", "fix.RelationshipRiskProduct", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1585].hf_id, + { "RelationshipRiskProductComplex (1597)", "fix.RelationshipRiskProductComplex", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1586].hf_id, + { "RelationshipRiskSecurityGroup (1598)", "fix.RelationshipRiskSecurityGroup", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1587].hf_id, + { "RelationshipRiskCFICode (1599)", "fix.RelationshipRiskCFICode", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1588].hf_id, + { "RelationshipRiskSecurityType (1600)", "fix.RelationshipRiskSecurityType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1589].hf_id, + { "RelationshipRiskSecuritySubType (1601)", "fix.RelationshipRiskSecuritySubType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1590].hf_id, + { "RelationshipRiskMaturityMonthYear (1602)", "fix.RelationshipRiskMaturityMonthYear", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1591].hf_id, + { "RelationshipRiskMaturityTime (1603)", "fix.RelationshipRiskMaturityTime", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1592].hf_id, + { "RelationshipRiskRestructuringType (1604)", "fix.RelationshipRiskRestructuringType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1593].hf_id, + { "RelationshipRiskSeniority (1605)", "fix.RelationshipRiskSeniority", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1594].hf_id, + { "RelationshipRiskPutOrCall (1606)", "fix.RelationshipRiskPutOrCall", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1595].hf_id, + { "RelationshipRiskFlexibleIndicator (1607)", "fix.RelationshipRiskFlexibleIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1596].hf_id, + { "RelationshipRiskCouponRate (1608)", "fix.RelationshipRiskCouponRate", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1597].hf_id, + { "RelationshipRiskSecurityExchange (1609)", "fix.RelationshipRiskSecurityExchange", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1598].hf_id, + { "RelationshipRiskSecurityDesc (1610)", "fix.RelationshipRiskSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1599].hf_id, + { "RelationshipRiskInstrumentSettlType (1611)", "fix.RelationshipRiskInstrumentSettlType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1600].hf_id, + { "RelationshipRiskInstrumentMultiplier (1612)", "fix.RelationshipRiskInstrumentMultiplier", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1601].hf_id, + { "NoRelationshipRiskWarningLevels (1613)", "fix.NoRelationshipRiskWarningLevels", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1602].hf_id, + { "RelationshipRiskWarningLevelPercent (1614)", "fix.RelationshipRiskWarningLevelPercent", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1603].hf_id, + { "RelationshipRiskWarningLevelName (1615)", "fix.RelationshipRiskWarningLevelName", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1604].hf_id, + { "RiskSecurityExchange (1616)", "fix.RiskSecurityExchange", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1605].hf_id, + { "StreamAsgnType (1617)", "fix.StreamAsgnType", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1606].hf_id, + { "RelationshipRiskEncodedSecurityDescLen (1618)", "fix.RelationshipRiskEncodedSecurityDescLen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1607].hf_id, + { "RelationshipRiskEncodedSecurityDesc (1619)", "fix.RelationshipRiskEncodedSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1608].hf_id, + { "RiskEncodedSecurityDescLen (1620)", "fix.RiskEncodedSecurityDescLen", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } + }, + { &fix_fields[1609].hf_id, + { "RiskEncodedSecurityDesc (1621)", "fix.RiskEncodedSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + NULL, HFILL } }, }; -#define FIX_40 140 -#define FIX_41 211 -#define FIX_42 446 -#define FIX_43 659 -#define FIX_44 956 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 diff --git a/fix/FIX50.xml b/fix/FIX50.xml new file mode 100644 index 0000000000..c7c0939d89 --- /dev/null +++ b/fix/FIX50.xml @@ -0,0 +1,8272 @@ +<fix major='5' type='FIX' servicepack='0' minor='0'> + <header /> + <messages> + <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' /> + </message> + <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='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' /> + </message> + <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='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> + <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' /> + </message> + <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='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='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' /> + </message> + <message name='OrderCancelRequest' msgcat='app' msgtype='F'> + <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' /> + <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='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='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' /> + <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='OrderStatusRequest' msgcat='app' msgtype='H'> + <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' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='Side' required='Y' /> + </message> + <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' /> + </message> + <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='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='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='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' /> + </message> + <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='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='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' /> + </message> + <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' /> + </message> + <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='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' /> + </message> + <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' /> + </message> + <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' /> + </message> + <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' /> + </message> + <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' /> + </message> + <message name='QuoteStatusRequest' msgcat='app' msgtype='a'> + <field name='QuoteStatusReqID' required='N' /> + <field name='QuoteID' required='N' /> + <component name='Instrument' required='Y' /> + <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' /> + </message> + <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' /> + </message> + <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' /> + <group name='SubscriptionRequestType' required='N'> + <field name='LegOptionRatio' required='N' /> + <field name='LegPrice' required='N' /> + </group> + </message> + <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='TradingSessionID' required='N' /> + <field name='TradingSessionSubID' required='N' /> + <field name='Text' required='N' /> + <field name='EncodedTextLen' required='N' /> + <field name='EncodedText' required='N' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='ExpirationCycle' required='N' /> + <field name='RoundLot' required='N' /> + <field name='MinTradeVol' required='N' /> + <field name='SecurityReportID' required='N' /> + <group name='ClearingBusinessDate' required='N'> + <field name='LegOptionRatio' required='N' /> + <field name='LegPrice' required='N' /> + </group> + </message> + <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' /> + </message> + <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='HaltReasonChar' 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' /> + </message> + <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' /> + </message> + <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' /> + </message> + <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='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' /> + </message> + <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='BidResponse' msgcat='app' msgtype='l'> + <field name='BidID' required='N' /> + <field name='ClientBidID' required='N' /> + <component name='BidCompRspGrp' required='Y' /> + </message> + <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' /> + <component name='UndInstrmtStrkPxGrp' required='N' /> + </message> + <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='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='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' /> + </message> + <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' /> + </message> + <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='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='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='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' /> + </message> + <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' /> + </message> + <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' /> + </message> + <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' /> + </message> + <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' /> + </message> + <message name='DerivativeSecurityList' msgcat='app' msgtype='AA'> + <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' /> + <component name='RelSymDerivSecGrp' required='N' /> + </message> + <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='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='PrevClosePx' required='N' /> + <component name='LegOrdGrp' required='Y' /> + <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' /> + </message> + <message name='MultilegOrderCancelReplace' msgcat='app' msgtype='AC'> + <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' /> + <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='Y' /> + <component name='UndInstrmtGrp' required='N' /> + <field name='PrevClosePx' required='N' /> + <component name='LegOrdGrp' required='Y' /> + <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' /> + </message> + <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='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='OrdStatus' 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' /> + <component name='OrderQtyData' 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='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' /> + <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='OrderCategory' 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' /> + </message> + <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' /> + </message> + <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' /> + </message> + <message name='RFQRequest' msgcat='app' msgtype='AH'> + <field name='RFQReqID' required='Y' /> + <component name='RFQReqGrp' required='Y' /> + <field name='SubscriptionRequestType' required='N' /> + </message> + <message name='QuoteStatusReport' msgcat='app' msgtype='AI'> + <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' /> + <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' /> + </message> + <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' /> + </message> + <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='Y' /> + <component name='InstrmtLegGrp' required='Y' /> + <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='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='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='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='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='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' /> + </message> + <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='Y' /> + <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='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='OrdStatus' 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' /> + </message> + <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' /> + </message> + <message name='AllocationReportAck' msgcat='app' msgtype='AT'> + <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='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' /> + </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='N' /> + <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' /> + </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' /> + </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='UnderlyingInstrument' required='N' /> + <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' /> + <component name='InstrmtLegGrp' required='N' /> + <field name='ExpirationCycle' required='N' /> + <field name='RoundLot' required='N' /> + <field name='MinTradeVol' 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' /> + </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='Instrument' 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' /> + </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' /> + </message> + </messages> + <trailer /> + <components> + <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' /> + </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' /> + <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' /> + <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' /> + </group> + </component> + <component name='TrdCapRptSideGrp'> + <group name='NoSides' required='Y'> + <field name='Side' required='Y' /> + <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' /> + <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='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='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' /> + <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='SideQty' 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='ExecRefID' required='N' /> + <field name='LotType' required='N' /> + <field name='SideGrossTradeAmt' required='N' /> + <field name='AggressorIndicator' required='N' /> + <field name='ExchangeSpecialInstructions' 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='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='TrdCapRptAckSideGrp'> + <group name='NoSides' required='Y'> + <field name='Side' required='Y' /> + <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' /> + <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='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='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='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='LotType' required='N' /> + <field name='SideGrossTradeAmt' required='N' /> + <field name='AggressorIndicator' required='N' /> + <field name='SideQty' 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' /> + </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='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' /> + <component name='UnderlyingInstrument' required='N' /> + <field name='Currency' required='N' /> + <component name='Stipulations' 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='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='ExecsGrp'> + <group name='NoExecs' required='N'> + <field name='ExecID' 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' /> + </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='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' /> + <component name='NestedParties2' required='N' /> + <field name='LegAllocQty' required='N' /> + <field name='LegAllocAcctIDSource' required='N' /> + <field name='LegSettlCurrency' 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='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='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='UndInstrmtStrkPxGrp'> + <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> + </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' /> + </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='LegOptionRatio' required='N' /> + <field name='LegPrice' 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' /> + </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' /> + </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='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' /> + </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' /> + </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' /> + </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='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='UndlyInstrumentPtysSubGrp'> + <group name='NoUndlyInstrumentPartySubIDs' required='N'> + <field name='UndlyInstrumentPartySubID' required='N' /> + <field name='UndlyInstrumentPartySubIDType' 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='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='LegPrice' required='N' /> + <field name='LegSettlType' required='N' /> + <field name='LegSettlDate' required='N' /> + <field name='LegOptionRatio' required='N' /> + <field name='LegOrderQty' required='N' /> + </group> + </component> + <component name='RelSymDerivSecGrp'> + <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' /> + <component name='InstrmtLegGrp' 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='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' /> + </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='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='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> + </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='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='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' /> + </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' /> + </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='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='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='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='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='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' /> + </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='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' /> + </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='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' /> + </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='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' /> + </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='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='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='LegPrice' 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' /> + </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='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='OrdListStatGrp'> + <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> + </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='SideCrossOrdCxlGrp'> + <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> + <component name='ExpirationQty'> + <group name='NoExpiration' required='N'> + <field name='ExpType' 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' /> + </group> + </component> + <component name='LegSecAltIDGrp'> + <group name='NoLegSecurityAltID' required='N'> + <field name='LegSecurityAltID' required='N' /> + <field name='LegSecurityAltIDSource' required='N' /> + </group> + </component> + <component name='UndlyInstrumentParties'> + <group name='NoUndlyInstrumentParties' required='N'> + <field name='UndlyInstrumentPartyID' required='N' /> + <field name='UndlyInstrumentPartyIDSource' required='N' /> + <field name='UndlyInstrumentPartyRole' required='N' /> + <component name='UndlyInstrumentPtysSubGrp' 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> + </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_4' /> + <value enum='5' description='PERCENTAGE_WAIVED_5' /> + <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='PARTICIPANT_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='a' description='TRAILING_STOP_PEG' /> + <value enum='B' description='OK_TO_CROSS' /> + <value enum='b' description='STRICT_LIMIT' /> + <value enum='c' description='IGNORE_PRICE_VALIDITY_CHECKS' /> + <value enum='C' description='CALL_FIRST' /> + <value enum='d' description='PEG_TO_LIMIT_PRICE' /> + <value enum='D' description='PERCENT_OF_VOLUME' /> + <value enum='E' description='DO_NOT_INCREASE' /> + <value enum='e' description='WORK_TO_TARGET_STRATEGY' /> + <value enum='F' description='DO_NOT_REDUCE' /> + <value enum='G' description='ALL_OR_NONE' /> + <value enum='H' description='REINSTATE_ON_SYSTEM_FAILUE' /> + <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='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='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='T' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' /> + <value enum='k' description='BEST_EXECUTION' /> + </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' /> + </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='QUOTE_STATUS_REQUEST' /> + <value enum='A' description='LOGON' /> + <value enum='AA' description='DERIVATIVE_SECURITY_LIST' /> + <value enum='AB' description='NEW_ORDER_AB' /> + <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='b' description='MASS_QUOTE_ACKNOWLEDGEMENT' /> + <value enum='BA' description='COLLATERAL_REPORT' /> + <value enum='BB' description='COLLATERAL_INQUIRY' /> + <value enum='BC' description='NETWORK_COUNTERPARTY_SYSTEM_STATUS_REQUEST' /> + <value enum='BD' description='NETWORK_COUNTERPARTY_SYSTEM_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='C' description='EMAIL' /> + <value enum='c' description='SECURITY_DEFINITION_REQUEST' /> + <value enum='d' description='SECURITY_DEFINITION' /> + <value enum='D' description='NEW_ORDER_D' /> + <value enum='e' description='SECURITY_STATUS_REQUEST' /> + <value enum='E' description='NEW_ORDER_E' /> + <value enum='F' description='ORDER_CANCEL_REQUEST' /> + <value enum='f' description='SECURITY_STATUS' /> + <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' /> + <value enum='g' description='TRADING_SESSION_STATUS_REQUEST' /> + <value enum='H' description='ORDER_STATUS_REQUEST' /> + <value enum='h' description='TRADING_SESSION_STATUS' /> + <value enum='i' description='MASS_QUOTE' /> + <value enum='j' description='BUSINESS_MESSAGE_REJECT' /> + <value enum='J' description='ALLOCATION_INSTRUCTION' /> + <value enum='k' description='BID_REQUEST' /> + <value enum='K' description='LIST_CANCEL_REQUEST' /> + <value enum='l' description='BID_RESPONSE' /> + <value enum='L' description='LIST_EXECUTE' /> + <value enum='m' description='LIST_STRIKE_PRICE' /> + <value enum='M' description='LIST_STATUS_REQUEST' /> + <value enum='n' description='XML_MESSAGE' /> + <value enum='N' description='LIST_STATUS' /> + <value enum='o' description='REGISTRATION_INSTRUCTIONS' /> + <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE' /> + <value enum='P' description='ALLOCATION_INSTRUCTION_ACK' /> + <value enum='q' description='ORDER_MASS_CANCEL_REQUEST' /> + <value enum='Q' description='DONT_KNOW_TRADE' /> + <value enum='R' description='QUOTE_REQUEST' /> + <value enum='r' description='ORDER_MASS_CANCEL_REPORT' /> + <value enum='S' description='QUOTE' /> + <value enum='s' description='NEW_ORDER_s' /> + <value enum='T' description='SETTLEMENT_INSTRUCTIONS' /> + <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST' /> + <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST' /> + <value enum='V' description='MARKET_DATA_REQUEST' /> + <value enum='v' description='SECURITY_TYPE_REQUEST' /> + <value enum='w' description='SECURITY_TYPES' /> + <value enum='W' description='MARKET_DATA_W' /> + <value enum='x' description='SECURITY_LIST_REQUEST' /> + <value enum='X' description='MARKET_DATA_X' /> + <value enum='Y' description='MARKET_DATA_REQUEST_REJECT' /> + <value enum='y' description='SECURITY_LIST' /> + <value enum='Z' description='QUOTE_CANCEL' /> + <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST' /> + <value enum='BO' description='CONTRARY_INTENTION_REPORT' /> + <value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT' /> + <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='BJ' description='TRADING_SESSION_LIST' /> + <value enum='BI' description='TRADING_SESSION_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='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' /> + <value enum='5' description='REPLACED' /> + </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='PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG' /> + <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='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_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='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER' /> + <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='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_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' /> + <value enum='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY' /> + <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_EXXMPT' /> + <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='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' /> + </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' /> + <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' /> + <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' /> + </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' /> + </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='INDIDCATION' /> + <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='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='WLD' description='WILDCARD_ENTRY' /> + <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' /> + </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' /> + </field> + <field number='234' name='StipulationValue' type='STRING' /> + <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' /> + </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' /> + </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='Y' description='TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE' /> + <value enum='Z' description='TRADES_RESULTING_FROM_INTERMARKET_SWEEP' /> + <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='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' /> + </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' /> + </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' /> + </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' /> + </field> + <field number='298' name='QuoteCancelType' type='INT'> + <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' /> + <value enum='5' description='CANCEL_QUOTE_SPECIFIED_IN_QUOTEID' /> + </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' /> + </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' /> + <field number='315' name='UnderlyingPutOrCall' type='INT' /> + <field number='316' name='UnderlyingStrikePrice' type='PRICE' /> + <field number='317' name='UnderlyingOptAttribute' type='CHAR' /> + <field number='318' name='UnderlyingCurrency' type='CURRENCY' /> + <field number='319' name='RatioQty' type='QTY' /> + <field number='320' name='SecurityReqID' type='STRING' /> + <field number='321' name='SecurityRequestType' type='INT'> + <value enum='0' description='REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS' /> + <value enum='1' description='REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED' /> + <value enum='2' description='REQUEST_LIST_SECURITY_TYPES' /> + <value enum='3' description='REQUEST_LIST_SECURITIES' /> + </field> + <field number='322' name='SecurityResponseID' type='STRING' /> + <field number='323' name='SecurityResponseType' type='INT'> + <value enum='1' description='ACCEPT_SECURITY_PROPOSAL_AS_IS' /> + <value enum='2' description='ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE' /> + <value enum='3' description='LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST' /> + <value enum='4' description='LIST_OF_SECURITIES_RETURNED_PER_REQUEST' /> + <value enum='5' description='REJECT_SECURITY_PROPOSAL' /> + <value enum='6' description='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' /> + </field> + <field number='327' name='HaltReasonChar' type='CHAR'> + <value enum='D' description='NEWS_DISSEMINATION' /> + <value enum='E' description='ORDER_INFLUX' /> + <value enum='I' description='ORDER_IMBALANCE' /> + <value enum='M' description='ADDITIONAL_INFORMATION' /> + <value enum='P' description='NEW_PENDING' /> + <value enum='X' 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' /> + <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' /> + <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='EXHCNAGE' /> + <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' /> + <value enum='99' description='OTHER' /> + </field> + <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' /> + </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='UNKNOWN_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_MORNINGN_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_MULTILEG_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='FORIEGN_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' /> + </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='M' description='NO_M' /> + <value enum='N' description='NO_N' /> + <value enum='O' description='NO_O' /> + <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_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY' /> + <value enum='7' description='FOREIGN_ENTITY' /> + <value enum='8' description='EXTERNAL_MARKET_PARTICIPANT' /> + <value enum='9' description='EXTNERAL_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='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' /> + </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='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' /> + </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_UNAFFIRED' /> + <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='60' description='ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT' /> + <value enum='61' description='TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT' /> + <value enum='62' description='CONTINUOUS_AUTO_MATCH' /> + <value enum='63' description='CROSS_AUCTION_63' /> + <value enum='64' description='COUNTER_ORDER_SELECTION_64' /> + <value enum='65' description='CALL_AUCTION_65' /> + <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_5' /> + <value enum='6' description='COUNTER_ORDER_SELECTION_6' /> + <value enum='7' description='CALL_AUCTION_7' /> + </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' /> + </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='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' /> + </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' /> + </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' /> + </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' /> + </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='UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST' /> + <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' /> + </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' /> + </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' /> + </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' /> + </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_DUT_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' /> + </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_XXCLUDING_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' /> + </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' /> + </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' /> + </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' /> + </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='MONTH_YEAR' /> + <value enum='19' description='UTCTIMESTAMP' /> + <value enum='20' description='UTCTIMEONLY' /> + <value enum='21' description='LOCALMKTTIME' /> + <value enum='22' description='UTCDATE' /> + <value enum='23' description='DATA' /> + <value enum='24' description='MULTIPLESTRINGVALUE' /> + </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='ExpType' 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' /> + </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'> + <value enum='0' description='CMTA' /> + <value enum='1' description='INTERNAL_TRANSFER' /> + <value enum='2' description='EXTERNAL_TRANSFER' /> + <value enum='3' description='REJECT_FOR_SUBMITTING_TRADE' /> + <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' /> + </field> + <field number='1009' name='SideQty' 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='PRICEOFFSET' /> + <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='UndlyInstrumentPartyID' type='STRING' /> + <field number='1060' name='UndlyInstrumentPartyIDSource' type='CHAR' /> + <field number='1061' name='UndlyInstrumentPartyRole' type='INT' /> + <field number='1062' name='NoUndlyInstrumentPartySubIDs' type='NUMINGROUP' /> + <field number='1063' name='UndlyInstrumentPartySubID' type='STRING' /> + <field number='1064' name='UndlyInstrumentPartySubIDType' 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='SECONDARYORDEID' /> + <value enum='1' description='ORDEID' /> + <value enum='2' description='MENTRYID' /> + <value enum='3' description='QUOTENTRYID' /> + </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' /> + </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' /> + </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='6' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' /> + <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' /> + </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' /> + </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' /> + </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' /> + </fields> +</fix>
\ No newline at end of file diff --git a/fix/FIX50SP1.xml b/fix/FIX50SP1.xml new file mode 100644 index 0000000000..6bde1468d7 --- /dev/null +++ b/fix/FIX50SP1.xml @@ -0,0 +1,9629 @@ +<fix major='5' type='FIX' servicepack='1' minor='0'> + <header /> + <messages> + <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='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='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' /> + </message> + <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='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' /> + </message> + <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='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='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='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='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='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='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' /> + </message> + <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='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='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='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='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='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='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' /> + </message> + <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' /> + </message> + <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='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='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' /> + </message> + <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='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='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' /> + </message> + <message name='QuoteStatusRequest' msgcat='app' msgtype='a'> + <field name='QuoteStatusReqID' required='N' /> + <field name='QuoteID' required='N' /> + <component name='Instrument' required='Y' /> + <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' /> + </message> + <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' /> + </message> + <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='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' /> + </message> + <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='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='HaltReasonChar' 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='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='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='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='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='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='BidResponse' msgcat='app' msgtype='l'> + <field name='BidID' required='N' /> + <field name='ClientBidID' required='N' /> + <component name='BidCompRspGrp' required='Y' /> + </message> + <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='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='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='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' /> + </message> + <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' /> + </message> + <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='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='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='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='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='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' /> + </message> + <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' /> + </message> + <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='DerivativeSecurityList' msgcat='app' msgtype='AA'> + <field name='SecurityReqID' required='N' /> + <field name='SecurityResponseID' required='Y' /> + <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' /> + </message> + <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='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='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='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='OrdStatus' 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' /> + <component name='OrderQtyData' 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='OrderCategory' 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' /> + </message> + <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' /> + </message> + <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='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='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='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='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' /> + </message> + <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='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='Y' /> + <component name='InstrmtLegGrp' required='Y' /> + <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='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='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='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='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='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' /> + </message> + <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='Y' /> + <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='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='OrdStatus' 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' /> + </message> + <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' /> + </message> + <message name='AllocationReportAck' msgcat='app' msgtype='AT'> + <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='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' /> + </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='N' /> + <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' /> + </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' /> + </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' /> + </message> + <message name='TradingSessionListUpdateReport' msgcat='app' msgtype='BS'> + <field name='TradSesReqID' required='N' /> + <field name='TradSesUpdateAction' 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' /> + </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' /> + </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' /> + </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' /> + </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' /> + </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> + </messages> + <trailer /> + <components> + <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' /> + </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' /> + <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' /> + <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='OrderInputDevice' 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='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='SideQty' 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='ExecRefID' required='N' /> + <field name='LotType' 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' /> + </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='TrdCapRptAckSideGrp'> + <group name='NoSides' required='Y'> + <field name='Side' required='Y' /> + <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' /> + <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='OrderInputDevice' 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='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='LotType' required='N' /> + <field name='SideGrossTradeAmt' required='N' /> + <field name='AggressorIndicator' required='N' /> + <field name='SideQty' 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' /> + </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' /> + </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='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='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' /> + </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' /> + </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='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='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='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='OptPayAmount' 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='FuturesValuationMethod' 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' /> + </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='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' /> + </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' /> + </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' /> + </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' /> + </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='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='UndlyInstrumentPartySubID' required='N' /> + <field name='UndlyInstrumentPartySubIDType' 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='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' /> + </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='DerivativeFuturesValuationMethod' 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' /> + </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' /> + </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='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' /> + </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='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='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='HaltReasonChar' 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='HaltReasonChar' 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' /> + </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='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='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='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='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='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' /> + </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='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' /> + </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='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='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='ApplIDRequestGrp'> + <group name='NoApplIDs' required='N'> + <field name='RefApplID' required='N' /> + <field name='ApplBegSeqNum' required='N' /> + <field name='ApplEndSeqNum' 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='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='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' /> + </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='UndlyInstrumentPartyID' required='N' /> + <field name='UndlyInstrumentPartyIDSource' required='N' /> + <field name='UndlyInstrumentPartyRole' 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_4' /> + <value enum='5' description='PERCENTAGE_WAIVED_5' /> + <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='PARTICIPANT_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='a' description='TRAILING_STOP_PEG' /> + <value enum='B' description='OK_TO_CROSS' /> + <value enum='b' description='STRICT_LIMIT' /> + <value enum='c' description='IGNORE_PRICE_VALIDITY_CHECKS' /> + <value enum='C' description='CALL_FIRST' /> + <value enum='d' description='PEG_TO_LIMIT_PRICE' /> + <value enum='D' description='PERCENT_OF_VOLUME' /> + <value enum='E' description='DO_NOT_INCREASE' /> + <value enum='e' description='WORK_TO_TARGET_STRATEGY' /> + <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='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='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='T' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' /> + <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='QUOTE_STATUS_REQUEST' /> + <value enum='A' description='LOGON' /> + <value enum='AA' description='DERIVATIVE_SECURITY_LIST' /> + <value enum='AB' description='NEW_ORDER_AB' /> + <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='b' description='MASS_QUOTE_ACKNOWLEDGEMENT' /> + <value enum='BA' description='COLLATERAL_REPORT' /> + <value enum='BB' description='COLLATERAL_INQUIRY' /> + <value enum='BC' description='NETWORK_COUNTERPARTY_SYSTEM_STATUS_REQUEST' /> + <value enum='BD' description='NETWORK_COUNTERPARTY_SYSTEM_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='C' description='EMAIL' /> + <value enum='c' description='SECURITY_DEFINITION_REQUEST' /> + <value enum='d' description='SECURITY_DEFINITION' /> + <value enum='D' description='NEW_ORDER_D' /> + <value enum='e' description='SECURITY_STATUS_REQUEST' /> + <value enum='E' description='NEW_ORDER_E' /> + <value enum='F' description='ORDER_CANCEL_REQUEST' /> + <value enum='f' description='SECURITY_STATUS' /> + <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' /> + <value enum='g' description='TRADING_SESSION_STATUS_REQUEST' /> + <value enum='H' description='ORDER_STATUS_REQUEST' /> + <value enum='h' description='TRADING_SESSION_STATUS' /> + <value enum='i' description='MASS_QUOTE' /> + <value enum='j' description='BUSINESS_MESSAGE_REJECT' /> + <value enum='J' description='ALLOCATION_INSTRUCTION' /> + <value enum='k' description='BID_REQUEST' /> + <value enum='K' description='LIST_CANCEL_REQUEST' /> + <value enum='l' description='BID_RESPONSE' /> + <value enum='L' description='LIST_EXECUTE' /> + <value enum='m' description='LIST_STRIKE_PRICE' /> + <value enum='M' description='LIST_STATUS_REQUEST' /> + <value enum='n' description='XML_MESSAGE' /> + <value enum='N' description='LIST_STATUS' /> + <value enum='o' description='REGISTRATION_INSTRUCTIONS' /> + <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE' /> + <value enum='P' description='ALLOCATION_INSTRUCTION_ACK' /> + <value enum='q' description='ORDER_MASS_CANCEL_REQUEST' /> + <value enum='Q' description='DONT_KNOW_TRADE' /> + <value enum='R' description='QUOTE_REQUEST' /> + <value enum='r' description='ORDER_MASS_CANCEL_REPORT' /> + <value enum='S' description='QUOTE' /> + <value enum='s' description='NEW_ORDER_s' /> + <value enum='T' description='SETTLEMENT_INSTRUCTIONS' /> + <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST' /> + <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST' /> + <value enum='V' description='MARKET_DATA_REQUEST' /> + <value enum='v' description='SECURITY_TYPE_REQUEST' /> + <value enum='w' description='SECURITY_TYPES' /> + <value enum='W' description='MARKET_DATA_W' /> + <value enum='x' description='SECURITY_LIST_REQUEST' /> + <value enum='X' description='MARKET_DATA_X' /> + <value enum='Y' description='MARKET_DATA_REQUEST_REJECT' /> + <value enum='y' description='SECURITY_LIST' /> + <value enum='Z' description='QUOTE_CANCEL' /> + <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST' /> + <value enum='BO' description='CONTRARY_INTENTION_REPORT' /> + <value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT' /> + <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='BJ' description='TRADING_SESSION_LIST' /> + <value enum='BI' description='TRADING_SESSION_LIST_REQUEST' /> + <value enum='BQ' description='SETTLEMENTOBLIGATIONREPORT' /> + <value enum='BR' description='DERIVATIVESECURITYLISTUPDATEREPORT' /> + <value enum='BS' description='TRADINGSESSIONLISTUPDATEREPORT' /> + <value enum='BT' description='MARKETDEFINITIONREQUEST' /> + <value enum='BU' description='MARKETDEFINITION' /> + <value enum='BV' description='MARKETDEFINITIONUPDATEREPORT' /> + <value enum='CB' description='USERNOTIFICATION' /> + <value enum='BZ' description='ORDERMASSACTIONREPORT' /> + <value enum='CA' description='ORDERMASSACTIONREQUEST' /> + <value enum='BW' description='APPLICATIONMESSAGEREQUEST' /> + <value enum='BX' description='APPLICATIONMESSAGEREQUESTACK' /> + <value enum='BY' description='APPLICATIONMESSAGEREPORT' /> + </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='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' /> + <value enum='5' description='REPLACED' /> + </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_EXXMPT' /> + <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' /> + <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' /> + <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='INDIDCATION' /> + <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='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' /> + </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' /> + <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' /> + </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' /> + </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='Y' description='TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE' /> + <value enum='Z' description='TRADES_RESULTING_FROM_INTERMARKET_SWEEP' /> + <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='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_SYMBOL' /> + <value enum='2' description='CANCEL_FOR_SECURITY_TYPE' /> + <value enum='3' description='CANCEL_FOR_UNDERLYING_SYMBOL' /> + <value enum='4' description='CANCEL_ALL_QUOTES' /> + <value enum='5' description='CANCEL_QUOTE_SPECIFIED_IN_QUOTEID' /> + </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' /> + </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' /> + <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' /> + </field> + <field number='327' name='HaltReasonChar' type='CHAR'> + <value enum='D' description='NEWS_DISSEMINATION' /> + <value enum='E' description='ORDER_INFLUX' /> + <value enum='I' description='ORDER_IMBALANCE' /> + <value enum='M' description='ADDITIONAL_INFORMATION' /> + <value enum='P' description='NEW_PENDING' /> + <value enum='X' 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' /> + <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='UNKNOWN_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_MORNINGN_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_MULTILEG_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='FORIEGN_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' /> + </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='M' description='NO_M' /> + <value enum='N' description='NO_N' /> + <value enum='O' description='NO_O' /> + <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_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY' /> + <value enum='7' description='FOREIGN_ENTITY' /> + <value enum='8' description='EXTERNAL_MARKET_PARTICIPANT' /> + <value enum='9' description='EXTNERAL_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' /> + </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' /> + </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' /> + </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' /> + </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_UNAFFIRED' /> + <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' /> + </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' /> + </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' /> + </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' /> + </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' /> + </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_DUT_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='MONTH_YEAR' /> + <value enum='19' description='UTCTIMESTAMP' /> + <value enum='20' description='UTCTIMEONLY' /> + <value enum='21' description='LOCALMKTTIME' /> + <value enum='22' description='UTCDATE' /> + <value enum='23' description='DATA' /> + <value enum='24' description='MULTIPLESTRINGVALUE' /> + </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' /> + </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'> + <value enum='0' description='CMTA' /> + <value enum='1' description='INTERNAL_TRANSFER' /> + <value enum='2' description='EXTERNAL_TRANSFER' /> + <value enum='3' description='REJECT_FOR_SUBMITTING_TRADE' /> + <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' /> + </field> + <field number='1009' name='SideQty' 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='PRICEOFFSET' /> + <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='UndlyInstrumentPartyID' type='STRING' /> + <field number='1060' name='UndlyInstrumentPartyIDSource' type='CHAR' /> + <field number='1061' name='UndlyInstrumentPartyRole' type='INT' /> + <field number='1062' name='NoUndlyInstrumentPartySubIDs' type='NUMINGROUP' /> + <field number='1063' name='UndlyInstrumentPartySubID' type='STRING' /> + <field number='1064' name='UndlyInstrumentPartySubIDType' 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' /> + </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' /> + </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' /> + </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' /> + </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_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='OptPayAmount' 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' /> + </field> + <field number='1197' name='FuturesValuationMethod' 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' /> + </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='DerivativeFuturesValuationMethod' 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' /> + </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' /> + </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' /> + </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' /> + </field> + </fields> +</fix>
\ No newline at end of file diff --git a/fix/FIX50SP2.xml b/fix/FIX50SP2.xml new file mode 100644 index 0000000000..a97e87583a --- /dev/null +++ b/fix/FIX50SP2.xml @@ -0,0 +1,10541 @@ +<fix major='5' type='FIX' servicepack='2' minor='0'> + <header /> + <messages> + <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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='BidResponse' msgcat='app' msgtype='l'> + <field name='BidID' required='N' /> + <field name='ClientBidID' required='N' /> + <component name='BidCompRspGrp' required='Y' /> + </message> + <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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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='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> + <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_4' /> + <value enum='5' description='PERCENTAGE_WAIVED_5' /> + <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='PARTICIPANT_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='a' description='TRAILING_STOP_PEG' /> + <value enum='B' description='OK_TO_CROSS' /> + <value enum='b' description='STRICT_LIMIT' /> + <value enum='c' description='IGNORE_PRICE_VALIDITY_CHECKS' /> + <value enum='C' description='CALL_FIRST' /> + <value enum='d' description='PEG_TO_LIMIT_PRICE' /> + <value enum='D' description='PERCENT_OF_VOLUME' /> + <value enum='E' description='DO_NOT_INCREASE' /> + <value enum='e' description='WORK_TO_TARGET_STRATEGY' /> + <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='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='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='T' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' /> + <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='TESTREQUEST' /> + <value enum='2' description='RESENDREQUEST' /> + <value enum='3' description='REJECT' /> + <value enum='4' description='SEQUENCERESET' /> + <value enum='5' description='LOGOUT' /> + <value enum='6' description='IOI' /> + <value enum='7' description='ADVERTISEMENT' /> + <value enum='8' description='EXECUTIONREPORT' /> + <value enum='9' description='ORDERCANCELREJECT' /> + <value enum='A' description='LOGON' /> + <value enum='AA' description='DERIVATIVESECURITYLIST' /> + <value enum='AB' description='NEWORDERMULTILEG' /> + <value enum='AC' description='MULTILEGORDERCANCELREPLACE' /> + <value enum='AD' description='TRADECAPTUREREPORTREQUEST' /> + <value enum='AE' description='TRADECAPTUREREPORT' /> + <value enum='AF' description='ORDERMASSSTATUSREQUEST' /> + <value enum='AG' description='QUOTEREQUESTREJECT' /> + <value enum='AH' description='RFQREQUEST' /> + <value enum='AI' description='QUOTESTATUSREPORT' /> + <value enum='AJ' description='QUOTERESPONSE' /> + <value enum='AK' description='CONFIRMATION' /> + <value enum='AL' description='POSITIONMAINTENANCEREQUEST' /> + <value enum='AM' description='POSITIONMAINTENANCEREPORT' /> + <value enum='AN' description='REQUESTFORPOSITIONS' /> + <value enum='AO' description='REQUESTFORPOSITIONSACK' /> + <value enum='AP' description='POSITIONREPORT' /> + <value enum='AQ' description='TRADECAPTUREREPORTREQUESTACK' /> + <value enum='AR' description='TRADECAPTUREREPORTACK' /> + <value enum='AS' description='ALLOCATIONREPORT' /> + <value enum='AT' description='ALLOCATIONREPORTACK' /> + <value enum='AU' description='CONFIRMATION_ACK' /> + <value enum='AV' description='SETTLEMENTINSTRUCTIONREQUEST' /> + <value enum='AW' description='ASSIGNMENTREPORT' /> + <value enum='AX' description='COLLATERALREQUEST' /> + <value enum='AY' description='COLLATERALASSIGNMENT' /> + <value enum='AZ' description='COLLATERALRESPONSE' /> + <value enum='B' description='NEWS' /> + <value enum='BA' description='COLLATERALREPORT' /> + <value enum='BB' description='COLLATERALINQUIRY' /> + <value enum='BC' description='NETWORKCOUNTERPARTYSYSTEMSTATUSREQUEST' /> + <value enum='BD' description='NETWORKCOUNTERPARTYSYSTEMSTATUSRESPONSE' /> + <value enum='BE' description='USERREQUEST' /> + <value enum='BF' description='USERRESPONSE' /> + <value enum='BG' description='COLLATERALINQUIRYACK' /> + <value enum='BH' description='CONFIRMATIONREQUEST' /> + <value enum='BI' description='TRADINGSESSIONLISTREQUEST' /> + <value enum='BJ' description='TRADINGSESSIONLIST' /> + <value enum='BK' description='SECURITYLISTUPDATEREPORT' /> + <value enum='BL' description='ADJUSTEDPOSITIONREPORT' /> + <value enum='BM' description='ALLOCATIONINSTRUCTIONALERT' /> + <value enum='BN' description='EXECUTIONACKNOWLEDGEMENT' /> + <value enum='BO' description='CONTRARYINTENTIONREPORT' /> + <value enum='BP' description='SECURITYDEFINITIONUPDATEREPORT' /> + <value enum='BQ' description='SETTLEMENTOBLIGATIONREPORT' /> + <value enum='BR' description='DERIVATIVESECURITYLISTUPDATEREPORT' /> + <value enum='BS' description='TRADINGSESSIONLISTUPDATEREPORT' /> + <value enum='BT' description='MARKETDEFINITIONREQUEST' /> + <value enum='BU' description='MARKETDEFINITION' /> + <value enum='BV' description='MARKETDEFINITIONUPDATEREPORT' /> + <value enum='BW' description='APPLICATIONMESSAGEREQUEST' /> + <value enum='BX' description='APPLICATIONMESSAGEREQUESTACK' /> + <value enum='BY' description='APPLICATIONMESSAGEREPORT' /> + <value enum='BZ' description='ORDERMASSACTIONREPORT' /> + <value enum='C' description='EMAIL' /> + <value enum='CA' description='ORDERMASSACTIONREQUEST' /> + <value enum='CB' description='USERNOTIFICATION' /> + <value enum='CC' description='STREAMASSIGNMENTREQUEST' /> + <value enum='CD' description='STREAMASSIGNMENTREPORT' /> + <value enum='CE' description='STREAMASSIGNMENTREPORTACK' /> + <value enum='CF' description='PARTYDETAILSLISTREQUEST' /> + <value enum='CG' description='PARTYDETAILSLISTREPORT' /> + <value enum='D' description='NEWORDERSINGLE' /> + <value enum='E' description='NEWORDERLIST' /> + <value enum='F' description='ORDERCANCELREQUEST' /> + <value enum='G' description='ORDERCANCELREPLACEREQUEST' /> + <value enum='H' description='ORDERSTATUSREQUEST' /> + <value enum='J' description='ALLOCATIONINSTRUCTION' /> + <value enum='K' description='LISTCANCELREQUEST' /> + <value enum='L' description='LISTEXECUTE' /> + <value enum='M' description='LISTSTATUSREQUEST' /> + <value enum='N' description='LISTSTATUS' /> + <value enum='P' description='ALLOCATIONINSTRUCTIONACK' /> + <value enum='Q' description='DONTKNOWTRADEDK' /> + <value enum='R' description='QUOTEREQUEST' /> + <value enum='S' description='QUOTE' /> + <value enum='T' description='SETTLEMENTINSTRUCTIONS' /> + <value enum='V' description='MARKETDATAREQUEST' /> + <value enum='W' description='MARKETDATASNAPSHOTFULLREFRESH' /> + <value enum='X' description='MARKETDATAINCREMENTALREFRESH' /> + <value enum='Y' description='MARKETDATAREQUESTREJECT' /> + <value enum='Z' description='QUOTECANCEL' /> + <value enum='a' description='QUOTESTATUSREQUEST' /> + <value enum='b' description='MASSQUOTEACKNOWLEDGEMENT' /> + <value enum='c' description='SECURITYDEFINITIONREQUEST' /> + <value enum='d' description='SECURITYDEFINITION' /> + <value enum='e' description='SECURITYSTATUSREQUEST' /> + <value enum='f' description='SECURITYSTATUS' /> + <value enum='g' description='TRADINGSESSIONSTATUSREQUEST' /> + <value enum='h' description='TRADINGSESSIONSTATUS' /> + <value enum='i' description='MASSQUOTE' /> + <value enum='j' description='BUSINESSMESSAGEREJECT' /> + <value enum='k' description='BIDREQUEST' /> + <value enum='l' description='BIDRESPONSE' /> + <value enum='m' description='LISTSTRIKEPRICE' /> + <value enum='n' description='XML_NON_FIX' /> + <value enum='o' description='REGISTRATIONINSTRUCTIONS' /> + <value enum='p' description='REGISTRATIONINSTRUCTIONSRESPONSE' /> + <value enum='q' description='ORDERMASSCANCELREQUEST' /> + <value enum='r' description='ORDERMASSCANCELREPORT' /> + <value enum='s' description='NEWORDERCROSS' /> + <value enum='t' description='CROSSORDERCANCELREPLACEREQUEST' /> + <value enum='u' description='CROSSORDERCANCELREQUEST' /> + <value enum='v' description='SECURITYTYPEREQUEST' /> + <value enum='w' description='SECURITYTYPES' /> + <value enum='x' description='SECURITYLISTREQUEST' /> + <value enum='y' description='SECURITYLIST' /> + <value enum='z' description='DERIVATIVESECURITYLISTREQUEST' /> + </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='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' /> + <value enum='5' description='REPLACED' /> + </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='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' /> + <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='Y' description='TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE' /> + <value enum='Z' description='TRADES_RESULTING_FROM_INTERMARKET_SWEEP' /> + <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='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' /> + <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_MORNINGN_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='M' description='NO_M' /> + <value enum='N' description='NO_N' /> + <value enum='O' description='NO_O' /> + <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 diff --git a/fix/README b/fix/README index f6a1e77b03..7c2b0f851b 100644 --- a/fix/README +++ b/fix/README @@ -1,6 +1,7 @@ FIX4x.xml from quickfixengine.org +FIX5x.xml from http://sourceforge.net/projects/quickfix/files/ -FIX.xml is a modified FIX44.xml with fields from previous versions. +FIX.xml is a modified FIX50SP2.xml with fields from previous versions. cf new field attributes 'since' and 'until'. hfField.xsl: generate hf_register_info list. |