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@@ -0,0 +1,7022 @@
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+<fix major='4' type='FIX' servicepack='0' minor='4'>
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+ <header>
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+ <field name='BeginString' required='Y' />
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+ <field name='BodyLength' required='Y' />
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+ <field name='MsgType' required='Y' />
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+ <field name='SenderCompID' required='Y' />
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+ <field name='TargetCompID' required='Y' />
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+ <field name='OnBehalfOfCompID' required='N' />
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+ <field name='DeliverToCompID' required='N' />
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+ <field name='SecureDataLen' required='N' />
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+ <field name='SecureData' required='N' />
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+ <field name='MsgSeqNum' required='Y' />
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+ <field name='SenderSubID' required='N' />
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+ <field name='SenderLocationID' required='N' />
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+ <field name='TargetSubID' required='N' />
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+ <field name='TargetLocationID' required='N' />
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+ <field name='OnBehalfOfSubID' required='N' />
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+ <field name='OnBehalfOfLocationID' required='N' />
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+ <field name='DeliverToSubID' required='N' />
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+ <field name='DeliverToLocationID' required='N' />
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+ <field name='PossDupFlag' required='N' />
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+ <field name='PossResend' required='N' />
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+ <field name='SendingTime' required='Y' />
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+ <field name='OrigSendingTime' required='N' />
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+ <field name='XmlDataLen' required='N' />
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+ <field name='XmlData' required='N' />
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+ <field name='MessageEncoding' required='N' />
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+ <field name='LastMsgSeqNumProcessed' required='N' />
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+ <group name='NoHops' required='N'>
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+ <field name='HopCompID' required='N' />
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+ <field name='HopSendingTime' required='N' />
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+ <field name='HopRefID' required='N' />
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+ </group>
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+ </header>
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+ <messages>
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+ <message name='Heartbeat' msgcat='admin' msgtype='0'>
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+ <field name='TestReqID' required='N' />
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+ </message>
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+ <message name='TestRequest' msgcat='admin' msgtype='1'>
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+ <field name='TestReqID' required='Y' />
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+ </message>
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+ <message name='ResendRequest' msgcat='admin' msgtype='2'>
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+ <field name='BeginSeqNo' required='Y' />
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+ <field name='EndSeqNo' required='Y' />
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+ </message>
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+ <message name='Reject' msgcat='admin' msgtype='3'>
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+ <field name='RefSeqNum' required='Y' />
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+ <field name='RefTagID' required='N' />
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+ <field name='RefMsgType' required='N' />
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+ <field name='SessionRejectReason' required='N' />
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+ <field name='Text' required='N' />
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+ <field name='EncodedTextLen' required='N' />
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+ <field name='EncodedText' required='N' />
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+ </message>
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+ <message name='SequenceReset' msgcat='admin' msgtype='4'>
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+ <field name='GapFillFlag' required='N' />
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+ <field name='NewSeqNo' required='Y' />
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+ </message>
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+ <message name='Logout' msgcat='admin' msgtype='5'>
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+ <field name='Text' required='N' />
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+ <field name='EncodedTextLen' required='N' />
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+ <field name='EncodedText' required='N' />
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+ </message>
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+ <message name='IOI' msgcat='app' msgtype='6'>
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+ <field name='IOIID' required='Y' />
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+ <field name='IOITransType' required='Y' />
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+ <field name='IOIRefID' required='N' />
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+ <component name='Instrument' required='Y' />
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+ <component name='FinancingDetails' required='N' />
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+ <group name='NoUnderlyings' required='N'>
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+ <component name='UnderlyingInstrument' required='N' />
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+ </group>
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+ <field name='Side' required='Y' />
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+ <field name='QtyType' required='N' />
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+ <component name='OrderQtyData' required='N' />
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+ <field name='IOIQty' required='Y' />
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+ <field name='Currency' required='N' />
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+ <component name='Stipulations' required='N' />
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+ <group name='NoLegs' required='N'>
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+ <component name='InstrumentLeg' required='N' />
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+ <field name='LegIOIQty' required='N' />
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+ <component name='LegStipulations' required='N' />
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+ </group>
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+ <field name='PriceType' required='N' />
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+ <field name='Price' required='N' />
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+ <field name='ValidUntilTime' required='N' />
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+ <field name='IOIQltyInd' required='N' />
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+ <field name='IOINaturalFlag' required='N' />
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+ <group name='NoIOIQualifiers' required='N'>
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+ <field name='IOIQualifier' required='N' />
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+ </group>
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+ <field name='Text' required='N' />
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+ <field name='EncodedTextLen' required='N' />
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+ <field name='EncodedText' required='N' />
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+ <field name='TransactTime' required='N' />
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+ <field name='URLLink' required='N' />
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+ <group name='NoRoutingIDs' required='N'>
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+ <field name='RoutingType' required='N' />
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+ <field name='RoutingID' required='N' />
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+ </group>
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+ <component name='SpreadOrBenchmarkCurveData' required='N' />
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+ <component name='YieldData' required='N' />
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+ </message>
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+ <message name='Advertisement' msgcat='app' msgtype='7'>
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+ <field name='AdvId' required='Y' />
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+ <field name='AdvTransType' required='Y' />
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+ <field name='AdvRefID' required='N' />
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+ <component name='Instrument' required='Y' />
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+ <group name='NoLegs' required='N'>
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+ <component name='InstrumentLeg' required='N' />
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+ </group>
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+ <group name='NoUnderlyings' required='N'>
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+ <component name='UnderlyingInstrument' required='N' />
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+ </group>
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+ <field name='AdvSide' required='Y' />
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+ <field name='Quantity' required='Y' />
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+ <field name='QtyType' required='N' />
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+ <field name='Price' required='N' />
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+ <field name='Currency' required='N' />
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+ <field name='TradeDate' required='N' />
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+ <field name='TransactTime' required='N' />
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+ <field name='Text' required='N' />
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+ <field name='EncodedTextLen' required='N' />
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+ <field name='EncodedText' required='N' />
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+ <field name='URLLink' required='N' />
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+ <field name='LastMkt' required='N' />
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+ <field name='TradingSessionID' required='N' />
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+ <field name='TradingSessionSubID' required='N' />
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+ </message>
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+ <message name='ExecutionReport' msgcat='app' msgtype='8'>
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+ <field name='OrderID' required='N' />
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+ <field name='SecondaryOrderID' required='N' />
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+ <field name='SecondaryClOrdID' required='N' />
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+ <field name='SecondaryExecID' required='N' />
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+ <field name='ClOrdID' required='N' />
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+ <field name='OrigClOrdID' required='N' />
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+ <field name='ClOrdLinkID' required='N' />
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+ <field name='QuoteRespID' required='N' />
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+ <field name='OrdStatusReqID' required='N' />
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+ <field name='MassStatusReqID' required='N' />
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+ <field name='TotNumReports' required='N' />
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+ <field name='LastRptRequested' required='N' />
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+ <component name='Parties' required='N' />
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+ <field name='TradeOriginationDate' required='N' />
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+ <group name='NoContraBrokers' required='N'>
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+ <field name='ContraBroker' required='N' />
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+ <field name='ContraTrader' required='N' />
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+ <field name='ContraTradeQty' required='N' />
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+ <field name='ContraTradeTime' required='N' />
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+ <field name='ContraLegRefID' required='N' />
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+ </group>
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+ <field name='ListID' required='N' />
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+ <field name='CrossID' required='N' />
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+ <field name='OrigCrossID' required='N' />
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+ <field name='CrossType' required='N' />
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+ <field name='ExecID' required='N' />
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+ <field name='ExecRefID' required='N' />
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+ <field name='ExecType' required='Y' />
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+ <field name='OrdStatus' required='Y' />
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+ <field name='WorkingIndicator' required='N' />
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+ <field name='OrdRejReason' required='N' />
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+ <field name='ExecRestatementReason' required='N' />
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+ <field name='Account' required='N' />
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+ <field name='AcctIDSource' required='N' />
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+ <field name='AccountType' required='N' />
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+ <field name='DayBookingInst' required='N' />
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+ <field name='BookingUnit' required='N' />
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+ <field name='PreallocMethod' required='N' />
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+ <field name='SettlType' required='N' />
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+ <field name='SettlDate' required='N' />
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+ <field name='CashMargin' required='N' />
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+ <field name='ClearingFeeIndicator' required='N' />
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+ <component name='Instrument' required='Y' />
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+ <component name='FinancingDetails' required='N' />
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+ <group name='NoUnderlyings' required='N'>
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+ <component name='UnderlyingInstrument' required='N' />
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+ </group>
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+ <field name='Side' required='Y' />
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+ <component name='Stipulations' required='N' />
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+ <field name='QtyType' required='N' />
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+ <component name='OrderQtyData' required='N' />
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+ <field name='OrdType' required='N' />
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+ <field name='PriceType' required='N' />
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+ <field name='Price' required='N' />
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+ <field name='StopPx' required='N' />
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+ <component name='PegInstructions' required='N' />
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+ <component name='DiscretionInstructions' required='N' />
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+ <field name='PeggedPrice' required='N' />
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+ <field name='DiscretionPrice' required='N' />
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+ <field name='TargetStrategy' required='N' />
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+ <field name='TargetStrategyParameters' required='N' />
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+ <field name='ParticipationRate' required='N' />
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+ <field name='TargetStrategyPerformance' required='N' />
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+ <field name='Currency' required='N' />
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+ <field name='ComplianceID' required='N' />
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+ <field name='SolicitedFlag' required='N' />
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+ <field name='TimeInForce' required='N' />
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+ <field name='EffectiveTime' required='N' />
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+ <field name='ExpireDate' required='N' />
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+ <field name='ExpireTime' required='N' />
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+ <field name='ExecInst' required='N' />
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+ <field name='OrderCapacity' required='N' />
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+ <field name='OrderRestrictions' required='N' />
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+ <field name='CustOrderCapacity' required='N' />
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+ <field name='LastQty' required='N' />
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+ <field name='UnderlyingLastQty' required='N' />
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+ <field name='LastPx' required='N' />
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+ <field name='UnderlyingLastPx' required='N' />
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+ <field name='LastParPx' required='N' />
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+ <field name='LastSpotRate' required='N' />
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+ <field name='LastForwardPoints' required='N' />
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+ <field name='LastMkt' required='N' />
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+ <field name='TradingSessionID' required='N' />
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+ <field name='TradingSessionSubID' required='N' />
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+ <field name='TimeBracket' required='N' />
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+ <field name='LastCapacity' required='N' />
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+ <field name='LeavesQty' required='Y' />
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+ <field name='CumQty' required='Y' />
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+ <field name='AvgPx' required='N' />
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+ <field name='DayOrderQty' required='N' />
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+ <field name='DayCumQty' required='N' />
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+ <field name='DayAvgPx' required='N' />
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+ <field name='GTBookingInst' required='N' />
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+ <field name='TradeDate' required='N' />
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+ <field name='TransactTime' required='N' />
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+ <field name='ReportToExch' required='N' />
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+ <component name='CommissionData' required='N' />
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+ <component name='SpreadOrBenchmarkCurveData' required='N' />
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+ <component name='YieldData' required='N' />
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+ <field name='GrossTradeAmt' required='N' />
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+ <field name='NumDaysInterest' required='N' />
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+ <field name='ExDate' required='N' />
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+ <field name='AccruedInterestRate' required='N' />
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+ <field name='AccruedInterestAmt' required='N' />
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+ <field name='InterestAtMaturity' required='N' />
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+ <field name='EndAccruedInterestAmt' required='N' />
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+ <field name='StartCash' required='N' />
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+ <field name='EndCash' required='N' />
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+ <field name='TradedFlatSwitch' required='N' />
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+ <field name='BasisFeatureDate' required='N' />
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+ <field name='BasisFeaturePrice' required='N' />
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+ <field name='Concession' required='N' />
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+ <field name='TotalTakedown' required='N' />
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+ <field name='NetMoney' required='N' />
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+ <field name='SettlCurrAmt' required='N' />
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+ <field name='SettlCurrency' required='N' />
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+ <field name='SettlCurrFxRate' required='N' />
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+ <field name='SettlCurrFxRateCalc' required='N' />
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+ <field name='HandlInst' required='N' />
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+ <field name='MinQty' required='N' />
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+ <field name='MaxFloor' required='N' />
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+ <field name='PositionEffect' required='N' />
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+ <field name='MaxShow' required='N' />
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+ <field name='BookingType' required='N' />
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+ <field name='Text' required='N' />
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+ <field name='EncodedTextLen' required='N' />
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+ <field name='EncodedText' required='N' />
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+ <field name='SettlDate2' required='N' />
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+ <field name='OrderQty2' required='N' />
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+ <field name='LastForwardPoints2' required='N' />
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+ <field name='MultiLegReportingType' required='N' />
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+ <field name='CancellationRights' required='N' />
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+ <field name='MoneyLaunderingStatus' required='N' />
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+ <field name='RegistID' required='N' />
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+ <field name='Designation' required='N' />
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+ <field name='TransBkdTime' required='N' />
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+ <field name='ExecValuationPoint' required='N' />
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+ <field name='ExecPriceType' required='N' />
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+ <field name='ExecPriceAdjustment' required='N' />
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+ <field name='PriorityIndicator' required='N' />
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+ <field name='PriceImprovement' required='N' />
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+ <field name='LastLiquidityInd' required='N' />
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+ <group name='NoContAmts' required='N'>
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+ <field name='ContAmtType' required='N' />
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+ <field name='ContAmtValue' required='N' />
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+ <field name='ContAmtCurr' required='N' />
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+ </group>
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+ <group name='NoLegs' required='N'>
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+ <component name='InstrumentLeg' required='N' />
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+ <field name='LegQty' required='N' />
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+ <field name='LegSwapType' required='N' />
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+ <component name='LegStipulations' required='N' />
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+ <field name='LegPositionEffect' required='N' />
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+ <field name='LegCoveredOrUncovered' required='N' />
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+ <component name='NestedParties' required='N' />
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+ <field name='LegRefID' required='N' />
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+ <field name='LegPrice' required='N' />
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+ <field name='LegSettlType' required='N' />
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+ <field name='LegSettlDate' required='N' />
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+ <field name='LegLastPx' required='N' />
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+ </group>
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+ <field name='CopyMsgIndicator' required='N' />
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+ <group name='NoMiscFees' required='N'>
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+ <field name='MiscFeeAmt' required='N' />
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+ <field name='MiscFeeCurr' required='N' />
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+ <field name='MiscFeeType' required='N' />
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+ <field name='MiscFeeBasis' required='N' />
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+ </group>
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+ </message>
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+ <message name='OrderCancelReject' msgcat='app' msgtype='9'>
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+ <field name='OrderID' required='Y' />
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+ <field name='SecondaryOrderID' required='N' />
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+ <field name='SecondaryClOrdID' required='N' />
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+ <field name='ClOrdID' required='Y' />
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+ <field name='ClOrdLinkID' required='N' />
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+ <field name='OrigClOrdID' required='Y' />
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+ <field name='OrdStatus' required='Y' />
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+ <field name='WorkingIndicator' required='N' />
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+ <field name='OrigOrdModTime' required='N' />
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+ <field name='ListID' required='N' />
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+ <field name='Account' required='N' />
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+ <field name='AcctIDSource' required='N' />
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+ <field name='AccountType' required='N' />
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+ <field name='TradeOriginationDate' required='N' />
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+ <field name='TradeDate' required='N' />
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+ <field name='TransactTime' required='N' />
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+ <field name='CxlRejResponseTo' required='Y' />
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+ <field name='CxlRejReason' required='N' />
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+ <field name='Text' required='N' />
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+ <field name='EncodedTextLen' required='N' />
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+ <field name='EncodedText' required='N' />
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+ </message>
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+ <message name='Logon' msgcat='admin' msgtype='A'>
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+ <field name='EncryptMethod' required='Y' />
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+ <field name='HeartBtInt' required='Y' />
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+ <field name='RawDataLength' required='N' />
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+ <field name='RawData' required='N' />
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+ <field name='ResetSeqNumFlag' required='N' />
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|
+ <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' />
|
|
|
+ <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='NoLinesOfText' 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' 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' />
|
|
|
+ <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='NoLinesOfText' 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='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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <group name='NoUnderlyings' required='N'>
|
|
|
+ <component name='UnderlyingInstrument' required='N' />
|
|
|
+ </group>
|
|
|
+ <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='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='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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ </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' />
|
|
|
+ <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>
|
|
|
+ <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='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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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='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' />
|
|
|
+ <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='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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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 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' />
|
|
|
+ </group>
|
|
|
+ </message>
|
|
|
+ <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
|
|
|
+ <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>
|
|
|
+ <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
|
|
|
+ <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>
|
|
|
+ <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
|
|
|
+ <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>
|
|
|
+ <message name='QuoteCancel' msgcat='app' msgtype='Z'>
|
|
|
+ <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' msgcat='app' msgtype='a'>
|
|
|
+ <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='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' />
|
|
|
+ <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>
|
|
|
+ </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' />
|
|
|
+ <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>
|
|
|
+ <message name='SecurityDefinition' msgcat='app' msgtype='d'>
|
|
|
+ <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>
|
|
|
+ <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
|
|
|
+ <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>
|
|
|
+ <message name='SecurityStatus' msgcat='app' msgtype='f'>
|
|
|
+ <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='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' />
|
|
|
+ </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' />
|
|
|
+ </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' />
|
|
|
+ </message>
|
|
|
+ <message name='MassQuote' msgcat='app' msgtype='i'>
|
|
|
+ <field name='QuoteReqID' required='N' />
|
|
|
+ <field name='QuoteID' required='N' />
|
|
|
+ <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='N' />
|
|
|
+ <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='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' />
|
|
|
+ <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>
|
|
|
+ <message name='BidResponse' msgcat='app' msgtype='l'>
|
|
|
+ <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>
|
|
|
+ <message name='ListStrikePrice' msgcat='app' msgtype='m'>
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ </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' />
|
|
|
+ <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>
|
|
|
+ <message name='NewOrderCross' msgcat='app' msgtype='s'>
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <message name='SecurityList' msgcat='app' msgtype='y'>
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <message name='TradeCaptureReport' msgcat='app' msgtype='AE'>
|
|
|
+ <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>
|
|
|
+ <field name='CopyMsgIndicator' required='N' />
|
|
|
+ <field name='PublishTrdIndicator' required='N' />
|
|
|
+ <field name='ShortSaleReason' required='N' />
|
|
|
+ </group>
|
|
|
+ </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' />
|
|
|
+ <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='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='RFQRequest' msgcat='app' msgtype='AH'>
|
|
|
+ <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='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' />
|
|
|
+ <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='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' />
|
|
|
+ <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='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' />
|
|
|
+ <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>
|
|
|
+ <message name='PositionMaintenanceRequest' msgcat='app' msgtype='AL'>
|
|
|
+ <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>
|
|
|
+ <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='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>
|
|
|
+ <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='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>
|
|
|
+ <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='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>
|
|
|
+ <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='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' />
|
|
|
+ <field name='DeliveryDate' required='N' />
|
|
|
+ <field name='Text' required='N' />
|
|
|
+ <field name='EncodedTextLen' required='N' />
|
|
|
+ <field name='EncodedText' 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' />
|
|
|
+ <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>
|
|
|
+ <message name='TradeCaptureReportAck' msgcat='app' msgtype='AR'>
|
|
|
+ <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>
|
|
|
+ <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='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='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' />
|
|
|
+ <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>
|
|
|
+ <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='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>
|
|
|
+ <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' />
|
|
|
+ </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='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>
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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' />
|
|
|
+ <group name='NoLegs' required='N'>
|
|
|
+ <component name='InstrumentLeg' required='N' />
|
|
|
+ </group>
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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' />
|
|
|
+ <group name='NoLegs' required='N'>
|
|
|
+ <component name='InstrumentLeg' required='N' />
|
|
|
+ </group>
|
|
|
+ <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>
|
|
|
+ <message name='CollateralResponse' msgcat='app' msgtype='AZ'>
|
|
|
+ <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' />
|
|
|
+ <group name='NoLegs' required='N'>
|
|
|
+ <component name='InstrumentLeg' required='N' />
|
|
|
+ </group>
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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' />
|
|
|
+ <group name='NoLegs' required='N'>
|
|
|
+ <component name='InstrumentLeg' required='N' />
|
|
|
+ </group>
|
|
|
+ <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>
|
|
|
+ <message name='CollateralInquiry' msgcat='app' msgtype='BB'>
|
|
|
+ <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' />
|
|
|
+ <group name='NoLegs' required='N'>
|
|
|
+ <component name='InstrumentLeg' required='N' />
|
|
|
+ </group>
|
|
|
+ <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>
|
|
|
+ <message name='NetworkCounterpartySystemStatusRequest' msgcat='app' msgtype='BC'>
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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>
|
|
|
+ <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' />
|
|
|
+ <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' />
|
|
|
+ <group name='NoLegs' required='N'>
|
|
|
+ <component name='InstrumentLeg' required='N' />
|
|
|
+ </group>
|
|
|
+ <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>
|
|
|
+ <message name='ConfirmationRequest' msgcat='app' msgtype='BH'>
|
|
|
+ <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>
|
|
|
+ </messages>
|
|
|
+ <trailer>
|
|
|
+ <field name='SignatureLength' required='N' />
|
|
|
+ <field name='Signature' required='N' />
|
|
|
+ <field name='CheckSum' required='Y' />
|
|
|
+ </trailer>
|
|
|
+ <components>
|
|
|
+ <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='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='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='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='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='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='TrdRegTimestamps'>
|
|
|
+ <group name='NoTrdRegTimestamps' required='N'>
|
|
|
+ <field name='TrdRegTimestamp' required='N' />
|
|
|
+ <field name='TrdRegTimestampType' required='N' />
|
|
|
+ <field name='TrdRegTimestampOrigin' required='N' />
|
|
|
+ </group>
|
|
|
+ </component>
|
|
|
+ <component name='PositionAmountData'>
|
|
|
+ <group name='NoPosAmt' required='N'>
|
|
|
+ <field name='PosAmtType' required='N' />
|
|
|
+ <field name='PosAmt' 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='CommissionData'>
|
|
|
+ <field name='Commission' required='N' />
|
|
|
+ <field name='CommType' required='N' />
|
|
|
+ <field name='CommCurrency' required='N' />
|
|
|
+ <field name='FundRenewWaiv' required='N' />
|
|
|
+ </component>
|
|
|
+ <component name='UnderlyingInstrument'>
|
|
|
+ <field name='UnderlyingSymbol' required='N' />
|
|
|
+ <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='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' />
|
|
|
+ </group>
|
|
|
+ </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='Instrument'>
|
|
|
+ <field name='Symbol' required='N' />
|
|
|
+ <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='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='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='Stipulations'>
|
|
|
+ <group name='NoStipulations' required='N'>
|
|
|
+ <field name='StipulationType' required='N' />
|
|
|
+ <field name='StipulationValue' 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' />
|
|
|
+ <group name='NoNested3PartySubIDs' required='N'>
|
|
|
+ <field name='Nested3PartySubID' required='N' />
|
|
|
+ <field name='Nested3PartySubIDType' required='N' />
|
|
|
+ </group>
|
|
|
+ </group>
|
|
|
+ </component>
|
|
|
+ <component name='UnderlyingStipulations'>
|
|
|
+ <group name='NoUnderlyingStips' required='N'>
|
|
|
+ <field name='UnderlyingStipType' required='N' />
|
|
|
+ <field name='UnderlyingStipValue' 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' />
|
|
|
+ <group name='NoPartySubIDs' required='N'>
|
|
|
+ <field name='PartySubID' required='N' />
|
|
|
+ <field name='PartySubIDType' required='N' />
|
|
|
+ </group>
|
|
|
+ </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='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='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>
|
|
|
+ </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='ADVCANCEL' />
|
|
|
+ <value enum='N' description='ADVNEW' />
|
|
|
+ <value enum='R' description='ADVREPLACE' />
|
|
|
+ </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='PCTWAIVEDCSHDISC' />
|
|
|
+ <value enum='5' description='PCTWAIVEDENUNITS' />
|
|
|
+ <value enum='6' description='PERBOND' />
|
|
|
+ </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='0' description='STAYOFFER' />
|
|
|
+ <value enum='1' description='NOTHELD' />
|
|
|
+ <value enum='2' description='WORK' />
|
|
|
+ <value enum='3' description='GOALONG' />
|
|
|
+ <value enum='4' description='OVERDAY' />
|
|
|
+ <value enum='5' description='HELD' />
|
|
|
+ <value enum='6' description='PARTNOTINIT' />
|
|
|
+ <value enum='7' description='STRICTSCALE' />
|
|
|
+ <value enum='8' description='TRYTOSCALE' />
|
|
|
+ <value enum='9' description='STAYBID' />
|
|
|
+ <value enum='A' description='NOCROSS' />
|
|
|
+ <value enum='a' description='TRAILSTOPPEG' />
|
|
|
+ <value enum='B' description='OKCROSS' />
|
|
|
+ <value enum='b' description='STRICTLIMIT' />
|
|
|
+ <value enum='c' description='IGNOREPRICECHK' />
|
|
|
+ <value enum='C' description='CALLFIRST' />
|
|
|
+ <value enum='d' description='PEGTOLIMIT' />
|
|
|
+ <value enum='D' description='PERCVOL' />
|
|
|
+ <value enum='E' description='DNI' />
|
|
|
+ <value enum='e' description='WORKTOSTRATEGY' />
|
|
|
+ <value enum='F' description='DNR' />
|
|
|
+ <value enum='G' description='AON' />
|
|
|
+ <value enum='H' description='RESTATEONSYSFAIL' />
|
|
|
+ <value enum='I' description='INSTITONLY' />
|
|
|
+ <value enum='J' description='RESTATEONTRADINGHALT' />
|
|
|
+ <value enum='K' description='CANCELONTRADINGHALT' />
|
|
|
+ <value enum='L' description='LASTPEG' />
|
|
|
+ <value enum='M' description='MIDPRCPEG' />
|
|
|
+ <value enum='N' description='NONNEGO' />
|
|
|
+ <value enum='O' description='OPENPEG' />
|
|
|
+ <value enum='P' description='MARKPEG' />
|
|
|
+ <value enum='Q' description='CANCELONSYSFAIL' />
|
|
|
+ <value enum='R' description='PRIMPEG' />
|
|
|
+ <value enum='S' description='SUSPEND' />
|
|
|
+ <value enum='U' description='CUSTDISPINST' />
|
|
|
+ <value enum='V' description='NETTING' />
|
|
|
+ <value enum='W' description='PEGVWAP' />
|
|
|
+ <value enum='X' description='TRADEALONG' />
|
|
|
+ <value enum='Y' description='TRYTOSTOP' />
|
|
|
+ <value enum='Z' description='CXLIFNOTBEST' />
|
|
|
+ </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='AUTOEXECPRIV' />
|
|
|
+ <value enum='2' description='AUTOEXECPUB' />
|
|
|
+ <value enum='3' description='MANUAL' />
|
|
|
+ </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' />
|
|
|
+ <value enum='5' description='RIC' />
|
|
|
+ <value enum='6' description='ISOCURR' />
|
|
|
+ <value enum='7' description='ISOCOUNTRY' />
|
|
|
+ <value enum='8' description='EXCHSYMB' />
|
|
|
+ <value enum='9' description='CTA' />
|
|
|
+ <value enum='A' description='BLMBRG' />
|
|
|
+ <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='CLEARINGHOUSE' />
|
|
|
+ <value enum='I' description='FPML' />
|
|
|
+ <value enum='J' description='OPTIONPRICEREPORTINGAUTHORITY' />
|
|
|
+ </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' />
|
|
|
+ <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='A' />
|
|
|
+ <value enum='2' description='XA' />
|
|
|
+ <value enum='3' description='XP' />
|
|
|
+ <value enum='4' description='P' />
|
|
|
+ </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='QUOTESTATUSREQUEST' />
|
|
|
+ <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='CONFIRMATIONACK' />
|
|
|
+ <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='b' description='MASSQUOTEACKNOWLEDGEMENT' />
|
|
|
+ <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='C' description='EMAIL' />
|
|
|
+ <value enum='c' description='SECURITYDEFINITIONREQUEST' />
|
|
|
+ <value enum='d' description='SECURITYDEFINITION' />
|
|
|
+ <value enum='D' description='NEWORDERSINGLE' />
|
|
|
+ <value enum='e' description='SECURITYSTATUSREQUEST' />
|
|
|
+ <value enum='E' description='NEWORDERLIST' />
|
|
|
+ <value enum='F' description='ORDERCANCELREQUEST' />
|
|
|
+ <value enum='f' description='SECURITYSTATUS' />
|
|
|
+ <value enum='G' description='ORDERCANCELREPLACEREQUEST' />
|
|
|
+ <value enum='g' description='TRADINGSESSIONSTATUSREQUEST' />
|
|
|
+ <value enum='H' description='ORDERSTATUSREQUEST' />
|
|
|
+ <value enum='h' description='TRADINGSESSIONSTATUS' />
|
|
|
+ <value enum='i' description='MASSQUOTE' />
|
|
|
+ <value enum='j' description='BUSINESSMESSAGEREJECT' />
|
|
|
+ <value enum='J' description='ALLOCATIONINSTRUCTION' />
|
|
|
+ <value enum='k' description='BIDREQUEST' />
|
|
|
+ <value enum='K' description='LISTCANCELREQUEST' />
|
|
|
+ <value enum='l' description='BIDRESPONSE' />
|
|
|
+ <value enum='L' description='LISTEXECUTE' />
|
|
|
+ <value enum='m' description='LISTSTRIKEPRICE' />
|
|
|
+ <value enum='M' description='LISTSTATUSREQUEST' />
|
|
|
+ <value enum='n' description='XMLNONFIX' />
|
|
|
+ <value enum='N' description='LISTSTATUS' />
|
|
|
+ <value enum='o' description='REGISTRATIONINSTRUCTIONS' />
|
|
|
+ <value enum='p' description='REGISTRATIONINSTRUCTIONSRESPONSE' />
|
|
|
+ <value enum='P' description='ALLOCATIONINSTRUCTIONACK' />
|
|
|
+ <value enum='q' description='ORDERMASSCANCELREQUEST' />
|
|
|
+ <value enum='Q' description='DONTKNOWTRADEDK' />
|
|
|
+ <value enum='R' description='QUOTEREQUEST' />
|
|
|
+ <value enum='r' description='ORDERMASSCANCELREPORT' />
|
|
|
+ <value enum='S' description='QUOTE' />
|
|
|
+ <value enum='s' description='NEWORDERCROSS' />
|
|
|
+ <value enum='T' description='SETTLEMENTINSTRUCTIONS' />
|
|
|
+ <value enum='t' description='CROSSORDERCANCELREPLACEREQUEST' />
|
|
|
+ <value enum='u' description='CROSSORDERCANCELREQUEST' />
|
|
|
+ <value enum='V' description='MARKETDATAREQUEST' />
|
|
|
+ <value enum='v' description='SECURITYTYPEREQUEST' />
|
|
|
+ <value enum='w' description='SECURITYTYPES' />
|
|
|
+ <value enum='W' description='MARKETDATASNAPSHOTFULLREFRESH' />
|
|
|
+ <value enum='x' description='SECURITYLISTREQUEST' />
|
|
|
+ <value enum='X' description='MARKETDATAINCREMENTALREFRESH' />
|
|
|
+ <value enum='Y' description='MARKETDATAREQUESTREJECT' />
|
|
|
+ <value enum='y' description='SECURITYLIST' />
|
|
|
+ <value enum='Z' description='QUOTECANCEL' />
|
|
|
+ <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='PARTIAL' />
|
|
|
+ <value enum='2' description='FILLED' />
|
|
|
+ <value enum='3' description='DONE' />
|
|
|
+ <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='PENDINGNEW' />
|
|
|
+ <value enum='B' description='CALCULATED' />
|
|
|
+ <value enum='C' description='EXPIRED' />
|
|
|
+ <value enum='D' description='ACCEPTBIDDING' />
|
|
|
+ <value enum='E' description='PENDINGREP' />
|
|
|
+ </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='STOPLIMIT' />
|
|
|
+ <value enum='5' description='MARKETONCLOSE' />
|
|
|
+ <value enum='6' description='WITHORWITHOUT' />
|
|
|
+ <value enum='7' description='LIMITORBETTER' />
|
|
|
+ <value enum='8' description='LIMITWITHORWITHOUT' />
|
|
|
+ <value enum='9' description='ONBASIS' />
|
|
|
+ <value enum='A' description='ONCLOSE' />
|
|
|
+ <value enum='B' description='LIMITONCLOSE' />
|
|
|
+ <value enum='C' description='FOREXMARKET' />
|
|
|
+ <value enum='D' description='PREVIOUSLYQUOTED' />
|
|
|
+ <value enum='E' description='PREVIOUSLYINDICATED' />
|
|
|
+ <value enum='F' description='FOREXLIMIT' />
|
|
|
+ <value enum='G' description='FOREXSWAP' />
|
|
|
+ <value enum='H' description='FOREXPREVIOUSLYQUOTED' />
|
|
|
+ <value enum='I' description='FUNARI' />
|
|
|
+ <value enum='J' description='MARKETIFTOUCHED' />
|
|
|
+ <value enum='K' description='MARKETWITHLEFTOVERLIMIT' />
|
|
|
+ <value enum='L' description='PREVIOUSFUNDVALUATIONPOINT' />
|
|
|
+ <value enum='M' description='NEXTFUNDVALUATIONPOINT' />
|
|
|
+ <value enum='P' description='PEGGED' />
|
|
|
+ </field>
|
|
|
+ <field number='41' name='OrigClOrdID' type='STRING' />
|
|
|
+ <field number='42' name='OrigTime' type='UTCTIMESTAMP' />
|
|
|
+ <field number='43' name='PossDupFlag' type='BOOLEAN'>
|
|
|
+ <value enum='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='AGENCYSINGLE' />
|
|
|
+ <value enum='B' description='SHTEXTRANA' />
|
|
|
+ <value enum='C' description='PRGNONINDEXARBMEM' />
|
|
|
+ <value enum='D' description='PRGINDEXARBMEM' />
|
|
|
+ <value enum='E' description='MARKETMAKER' />
|
|
|
+ <value enum='F' description='SHTEXTRANW' />
|
|
|
+ <value enum='H' description='SHTEXTRANI' />
|
|
|
+ <value enum='I' description='INVINESTOR' />
|
|
|
+ <value enum='J' description='PRGNONINDEXARBINV' />
|
|
|
+ <value enum='K' description='PRGINDEXARBINV' />
|
|
|
+ <value enum='L' description='SHTEXTRANMEM' />
|
|
|
+ <value enum='M' description='PRGNONINDEXARBOTHMEM' />
|
|
|
+ <value enum='N' description='PRGINDEXARBOTHMEM' />
|
|
|
+ <value enum='O' description='COMPETINGDEALER' />
|
|
|
+ <value enum='P' description='PRINCIPAL' />
|
|
|
+ <value enum='R' description='COMPDEALER1' />
|
|
|
+ <value enum='S' description='SPECIALIST' />
|
|
|
+ <value enum='T' description='COMPDEALER2' />
|
|
|
+ <value enum='U' description='PRGINDEXARBOTHAGN' />
|
|
|
+ <value enum='W' description='ALLOTHERAGN' />
|
|
|
+ <value enum='X' description='SHTEXTRANMEMWT' />
|
|
|
+ <value enum='Y' description='PRGNONINDEXARBOTHAGN' />
|
|
|
+ <value enum='Z' description='SHTEXTRANNONMEM' />
|
|
|
+ </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='BUYMIN' />
|
|
|
+ <value enum='4' description='SELLPLUS' />
|
|
|
+ <value enum='5' description='SELLSHT' />
|
|
|
+ <value enum='6' description='SELLSHTEX' />
|
|
|
+ <value enum='7' description='UNDISC' />
|
|
|
+ <value enum='8' description='CROSS' />
|
|
|
+ <value enum='9' description='CROSSSHORT' />
|
|
|
+ <value enum='A' description='CROSSSHORTEX' />
|
|
|
+ <value enum='B' description='ASDEFINED' />
|
|
|
+ <value enum='C' description='OPPOSITE' />
|
|
|
+ <value enum='D' description='SUBSCRIBE' />
|
|
|
+ <value enum='E' description='REDEEM' />
|
|
|
+ <value enum='F' description='LENDFINANCING' />
|
|
|
+ <value enum='G' description='BORROWFINANCING' />
|
|
|
+ </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='GOODTILLCANCEL' />
|
|
|
+ <value enum='2' description='ATTHEOPENING' />
|
|
|
+ <value enum='3' description='IMMEDIATEORCANCEL' />
|
|
|
+ <value enum='4' description='FILLORKILL' />
|
|
|
+ <value enum='5' description='GOODTILLCROSSING' />
|
|
|
+ <value enum='6' description='GOODTILLDATE' />
|
|
|
+ <value enum='7' description='ATTHECLOSE' />
|
|
|
+ </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='NEXTDAY' />
|
|
|
+ <value enum='3' description='T2' />
|
|
|
+ <value enum='4' description='T3' />
|
|
|
+ <value enum='5' description='T4' />
|
|
|
+ <value enum='6' description='FUTURE' />
|
|
|
+ <value enum='7' description='WHENISSUED' />
|
|
|
+ <value enum='8' description='T5' />
|
|
|
+ <value enum='9' description='T1' />
|
|
|
+ </field>
|
|
|
+ <field number='64' name='SettlDate' type='LOCALMKTDATE' />
|
|
|
+ <field number='65' name='SymbolSfx' type='STRING'>
|
|
|
+ <value enum='CD' description='EUCPLUMPSUMINTEREST' />
|
|
|
+ <value enum='WI' description='WHENISSUED' />
|
|
|
+ </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='CALCULATEDWITHOUTPRELIMINARY' />
|
|
|
+ </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='SOFTDOLLAR' />
|
|
|
+ <value enum='2' description='STEPIN' />
|
|
|
+ <value enum='3' description='STEPOUT' />
|
|
|
+ <value enum='4' description='STEPINSOFT' />
|
|
|
+ <value enum='5' description='STEPOUTSOFT' />
|
|
|
+ <value enum='6' description='PLANSPONSOR' />
|
|
|
+ </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='ACCEPTEDSUCCESSFULLYPROCESSED' />
|
|
|
+ <value enum='1' description='BLOCKLEVELREJECT' />
|
|
|
+ <value enum='2' description='ACCOUNTLEVELREJECT' />
|
|
|
+ <value enum='3' description='RECEIVEDRECEIVEDNOTYETPROCESSED' />
|
|
|
+ <value enum='4' description='INCOMPLETE' />
|
|
|
+ <value enum='5' description='REJECTEDBYINTERMEDIARY' />
|
|
|
+ </field>
|
|
|
+ <field number='88' name='AllocRejCode' type='INT'>
|
|
|
+ <value enum='0' description='UNKNOWNACCT' />
|
|
|
+ <value enum='1' description='INCORRECTQTY' />
|
|
|
+ <value enum='10' description='UNKNOWNORSTALEEXECID' />
|
|
|
+ <value enum='11' description='MISMATCHEDDATA' />
|
|
|
+ <value enum='12' description='UNKNOWNCLORDID' />
|
|
|
+ <value enum='13' description='WAREHOUSEREQUESTREJECTED' />
|
|
|
+ <value enum='2' description='INCORRECTAVGPRC' />
|
|
|
+ <value enum='3' description='INCORRECTBRKMNC' />
|
|
|
+ <value enum='4' description='COMMDIFF' />
|
|
|
+ <value enum='5' description='UNKNOWNORDID' />
|
|
|
+ <value enum='6' description='UNKNOWNLISTID' />
|
|
|
+ <value enum='7' description='OTHER' />
|
|
|
+ <value enum='8' description='INCORRECTALLOCATEDQUANTITY' />
|
|
|
+ <value enum='9' description='CALCULATIONDIFFERENCE' />
|
|
|
+ </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='ADMINREPLY' />
|
|
|
+ </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='NONEOTHER' />
|
|
|
+ <value enum='1' description='PKCSPROPRIETARY' />
|
|
|
+ <value enum='2' description='DESECBMODE' />
|
|
|
+ <value enum='3' description='PKCSDESPROPRIETARY' />
|
|
|
+ <value enum='4' description='PGPDESDEFUNCT' />
|
|
|
+ <value enum='5' description='PGPDESMD5SEEAPPNOTEONFIXWEBSITE' />
|
|
|
+ <value enum='6' description='PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED' />
|
|
|
+ </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='TOOLATE' />
|
|
|
+ <value enum='1' description='UNKNOWN' />
|
|
|
+ <value enum='2' description='BROKEROPT' />
|
|
|
+ <value enum='3' description='ALREADYPENDINGCXL' />
|
|
|
+ <value enum='4' description='UNABLETOPROCESS' />
|
|
|
+ <value enum='5' description='ORIGORDMODTIMEMISMATCH' />
|
|
|
+ <value enum='6' description='DUPCLORDID' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </field>
|
|
|
+ <field number='103' name='OrdRejReason' type='INT'>
|
|
|
+ <value enum='0' description='BROKEROPT' />
|
|
|
+ <value enum='1' description='UNKNOWNSYM' />
|
|
|
+ <value enum='10' description='INVINVID' />
|
|
|
+ <value enum='11' description='UNSUPPORDERCHAR' />
|
|
|
+ <value enum='12' description='SURVEILLENCE' />
|
|
|
+ <value enum='13' description='INCORRECTQUANTITY' />
|
|
|
+ <value enum='14' description='INCORRECTALLOCATEDQUANTITY' />
|
|
|
+ <value enum='15' description='UNKNOWNACCOUNTS' />
|
|
|
+ <value enum='2' description='EXCHCLOSED' />
|
|
|
+ <value enum='3' description='EXCEEDSLIM' />
|
|
|
+ <value enum='4' description='TOOLATE' />
|
|
|
+ <value enum='5' description='UNKNOWN' />
|
|
|
+ <value enum='6' description='DUPLICATE' />
|
|
|
+ <value enum='7' description='DUPLICATEVERBAL' />
|
|
|
+ <value enum='8' description='STALE' />
|
|
|
+ <value enum='9' description='TRADEALONGREQ' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </field>
|
|
|
+ <field number='104' name='IOIQualifier' type='CHAR'>
|
|
|
+ <value enum='A' description='AON' />
|
|
|
+ <value enum='B' description='MOC' />
|
|
|
+ <value enum='C' description='ATCLOSE' />
|
|
|
+ <value enum='D' description='VWAP' />
|
|
|
+ <value enum='I' description='INTOUCH' />
|
|
|
+ <value enum='L' description='LIMIT' />
|
|
|
+ <value enum='M' description='MOREBEHIND' />
|
|
|
+ <value enum='O' description='ATOPEN' />
|
|
|
+ <value enum='P' description='TAKEPOSITION' />
|
|
|
+ <value enum='Q' description='ATMARKET' />
|
|
|
+ <value enum='R' description='READYTRADE' />
|
|
|
+ <value enum='S' description='PORTSHOW' />
|
|
|
+ <value enum='T' description='THROUGHDAY' />
|
|
|
+ <value enum='V' description='VERSUS' />
|
|
|
+ <value enum='W' description='INDWRKAWAY' />
|
|
|
+ <value enum='X' description='CROSSOPP' />
|
|
|
+ <value enum='Y' description='ATMID' />
|
|
|
+ <value enum='Z' description='PREOPEN' />
|
|
|
+ </field>
|
|
|
+ <field number='105' name='WaveNo' type='STRING' />
|
|
|
+ <field number='106' name='Issuer' type='STRING' />
|
|
|
+ <field number='107' name='SecurityDesc' type='STRING' />
|
|
|
+ <field number='108' name='HeartBtInt' type='INT' />
|
|
|
+ <field number='109' name='ClientID' type='STRING' />
|
|
|
+ <field number='110' name='MinQty' type='QTY' />
|
|
|
+ <field number='111' name='MaxFloor' type='QTY' />
|
|
|
+ <field number='112' name='TestReqID' type='STRING' />
|
|
|
+ <field number='113' name='ReportToExch' type='BOOLEAN'>
|
|
|
+ <value enum='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='UNKNOWNSYMBOL' />
|
|
|
+ <value enum='B' description='WRONGSIDE' />
|
|
|
+ <value enum='C' description='QUANTITYEXCEEDSORDER' />
|
|
|
+ <value enum='D' description='NOMATCH' />
|
|
|
+ <value enum='E' description='PRICEEXCEEDSLIMIT' />
|
|
|
+ <value enum='F' description='CALCULATIONDIFFERENCE' />
|
|
|
+ <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='CHAR'>
|
|
|
+ <value enum='1' description='REG' />
|
|
|
+ <value enum='10' description='TRANSACTION' />
|
|
|
+ <value enum='11' description='CONVERSION' />
|
|
|
+ <value enum='12' description='AGENT' />
|
|
|
+ <value enum='2' description='TAX' />
|
|
|
+ <value enum='3' description='LOCALCOMM' />
|
|
|
+ <value enum='4' description='EXCHFEE' />
|
|
|
+ <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' />
|
|
|
+ </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' />
|
|
|
+ <value enum='4' description='CANCELED' />
|
|
|
+ <value enum='5' description='REPLACED' />
|
|
|
+ <value enum='6' description='PENDINGCXL' />
|
|
|
+ <value enum='7' description='STOPPED' />
|
|
|
+ <value enum='8' description='REJECTED' />
|
|
|
+ <value enum='9' description='SUSPENDED' />
|
|
|
+ <value enum='A' description='PENDINGNEW' />
|
|
|
+ <value enum='B' description='CALCULATED' />
|
|
|
+ <value enum='C' description='EXPIRED' />
|
|
|
+ <value enum='D' description='RESTATED' />
|
|
|
+ <value enum='E' description='PENDINGREPLACE' />
|
|
|
+ <value enum='F' description='TRADE' />
|
|
|
+ <value enum='G' description='TRADECORRECT' />
|
|
|
+ <value enum='H' description='TRADECANCEL' />
|
|
|
+ <value enum='I' description='ORDERSTATUS' />
|
|
|
+ </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='SIPROVIDED' />
|
|
|
+ <value enum='2' description='ACCOUNTOVERRIDING' />
|
|
|
+ <value enum='3' description='ACCOUNTSTANDING' />
|
|
|
+ <value enum='4' description='CIVORDERSINGLEACCT' />
|
|
|
+ <value enum='5' description='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='BROKERINSTR' />
|
|
|
+ <value enum='2' description='INSTINSTR' />
|
|
|
+ <value enum='3' description='INVESTORCIV' />
|
|
|
+ </field>
|
|
|
+ <field number='166' name='SettlLocation' type='STRING'>
|
|
|
+ <value enum='CED' description='CEDEL' />
|
|
|
+ <value enum='DTC' description='DEPOSITORYTRUSTCOMPANY' />
|
|
|
+ <value enum='EUR' description='EUROCLEAR' />
|
|
|
+ <value enum='FED' description='FEDERALBOOKENTRY' />
|
|
|
+ <value enum='ISO_Country_Code' description='LOCALMARKETSETTLELOCATION' />
|
|
|
+ <value enum='PNY' description='PHYSICAL' />
|
|
|
+ <value enum='PTC' description='PARTICIPANTTRUSTCOMPANY' />
|
|
|
+ </field>
|
|
|
+ <field number='167' name='SecurityType' type='STRING'>
|
|
|
+ <value enum='ABS' description='ASSETBACKEDSECURITIES' />
|
|
|
+ <value enum='AMENDED' description='AMENDEDRESTATED' />
|
|
|
+ <value enum='AN' description='OTHERANTICIPATIONNOTESBANGANETC' />
|
|
|
+ <value enum='BA' description='BANKERSACCEPTANCE' />
|
|
|
+ <value enum='BN' description='BANKNOTES' />
|
|
|
+ <value enum='BOX' description='BILLOFEXCHANGES' />
|
|
|
+ <value enum='BRADY' description='BRADYBOND' />
|
|
|
+ <value enum='BRIDGE' description='BRIDGELOAN' />
|
|
|
+ <value enum='BUYSELL' description='BUYSELLBACK' />
|
|
|
+ <value enum='CB' description='CONVERTIBLEBOND' />
|
|
|
+ <value enum='CD' description='CERTIFICATEOFDEPOSIT' />
|
|
|
+ <value enum='CL' description='CALLLOANS' />
|
|
|
+ <value enum='CMBS' description='CORPMORTGAGEBACKEDSECURITIES' />
|
|
|
+ <value enum='CMO' description='COLLATERALIZEDMORTGAGEOBLIGATION' />
|
|
|
+ <value enum='COFO' description='CERTIFICATEOFOBLIGATION' />
|
|
|
+ <value enum='COFP' description='CERTIFICATEOFPARTICIPATION' />
|
|
|
+ <value enum='CORP' description='CORPORATEBOND' />
|
|
|
+ <value enum='CP' description='COMMERCIALPAPER' />
|
|
|
+ <value enum='CPP' description='CORPORATEPRIVATEPLACEMENT' />
|
|
|
+ <value enum='CS' description='COMMONSTOCK' />
|
|
|
+ <value enum='DEFLTED' description='DEFAULTED' />
|
|
|
+ <value enum='DINP' description='DEBTORINPOSSESSION' />
|
|
|
+ <value enum='DN' description='DEPOSITNOTES' />
|
|
|
+ <value enum='DUAL' description='DUALCURRENCY' />
|
|
|
+ <value enum='EUCD' description='EUROCERTIFICATEOFDEPOSIT' />
|
|
|
+ <value enum='EUCORP' description='EUROCORPORATEBOND' />
|
|
|
+ <value enum='EUCP' description='EUROCOMMERCIALPAPER' />
|
|
|
+ <value enum='EUSOV' description='EUROSOVEREIGNS' />
|
|
|
+ <value enum='EUSUPRA' description='EUROSUPRANATIONALCOUPONS' />
|
|
|
+ <value enum='FAC' description='FEDERALAGENCYCOUPON' />
|
|
|
+ <value enum='FADN' description='FEDERALAGENCYDISCOUNTNOTE' />
|
|
|
+ <value enum='FOR' description='FOREIGNEXCHANGECONTRACT' />
|
|
|
+ <value enum='FORWARD' description='FORWARD' />
|
|
|
+ <value enum='FUT' description='FUTURE' />
|
|
|
+ <value enum='GO' description='GENERALOBLIGATIONBONDS' />
|
|
|
+ <value enum='IET' description='IOETTEMORTGAGE' />
|
|
|
+ <value enum='LOFC' description='LETTEROFCREDIT' />
|
|
|
+ <value enum='LQN' description='LIQUIDITYNOTE' />
|
|
|
+ <value enum='MATURED' description='MATURED' />
|
|
|
+ <value enum='MBS' description='MORTGAGEBACKEDSECURITIES' />
|
|
|
+ <value enum='MF' description='MUTUALFUND' />
|
|
|
+ <value enum='MIO' description='MORTGAGEINTERESTONLY' />
|
|
|
+ <value enum='MLEG' description='MULTILEGINSTRUMENT' />
|
|
|
+ <value enum='MPO' description='MORTGAGEPRINCIPALONLY' />
|
|
|
+ <value enum='MPP' description='MORTGAGEPRIVATEPLACEMENT' />
|
|
|
+ <value enum='MPT' description='MISCELLANEOUSPASSTHROUGH' />
|
|
|
+ <value enum='MT' description='MANDATORYTENDER' />
|
|
|
+ <value enum='MTN' description='MEDIUMTERMNOTES' />
|
|
|
+ <value enum='NONE' description='NOSECURITYTYPE' />
|
|
|
+ <value enum='ONITE' description='OVERNIGHT' />
|
|
|
+ <value enum='OPT' description='OPTION' />
|
|
|
+ <value enum='PEF' description='PRIVATEEXPORTFUNDING' />
|
|
|
+ <value enum='PFAND' description='PFANDBRIEFE' />
|
|
|
+ <value enum='PN' description='PROMISSORYNOTE' />
|
|
|
+ <value enum='PS' description='PREFERREDSTOCK' />
|
|
|
+ <value enum='PZFJ' description='PLAZOSFIJOS' />
|
|
|
+ <value enum='RAN' description='REVENUEANTICIPATIONNOTE' />
|
|
|
+ <value enum='REPLACD' description='REPLACED' />
|
|
|
+ <value enum='REPO' description='REPURCHASE' />
|
|
|
+ <value enum='RETIRED' description='RETIRED' />
|
|
|
+ <value enum='REV' description='REVENUEBONDS' />
|
|
|
+ <value enum='RVLV' description='REVOLVERLOAN' />
|
|
|
+ <value enum='RVLVTRM' description='REVOLVERTERMLOAN' />
|
|
|
+ <value enum='SECLOAN' description='SECURITIESLOAN' />
|
|
|
+ <value enum='SECPLEDGE' description='SECURITIESPLEDGE' />
|
|
|
+ <value enum='SPCLA' description='SPECIALASSESSMENT' />
|
|
|
+ <value enum='SPCLO' description='SPECIALOBLIGATION' />
|
|
|
+ <value enum='SPCLT' description='SPECIALTAX' />
|
|
|
+ <value enum='STN' description='SHORTTERMLOANNOTE' />
|
|
|
+ <value enum='STRUCT' description='STRUCTUREDNOTES' />
|
|
|
+ <value enum='SUPRA' description='USDSUPRANATIONALCOUPONS' />
|
|
|
+ <value enum='SWING' description='SWINGLINEFACILITY' />
|
|
|
+ <value enum='TAN' description='TAXANTICIPATIONNOTE' />
|
|
|
+ <value enum='TAXA' description='TAXALLOCATION' />
|
|
|
+ <value enum='TBA' description='TOBEANNOUNCED' />
|
|
|
+ <value enum='TBILL' description='USTREASURYBILL' />
|
|
|
+ <value enum='TBOND' description='USTREASURYBOND' />
|
|
|
+ <value enum='TCAL' description='PRINCIPALSTRIPOFACALLABLEBONDORNOTE' />
|
|
|
+ <value enum='TD' description='TIMEDEPOSIT' />
|
|
|
+ <value enum='TECP' description='TAXEXEMPTCOMMERCIALPAPER' />
|
|
|
+ <value enum='TERM' description='TERMLOAN' />
|
|
|
+ <value enum='TINT' description='INTERESTSTRIPFROMANYBONDORNOTE' />
|
|
|
+ <value enum='TIPS' description='TREASURYINFLATIONPROTECTEDSECURITIES' />
|
|
|
+ <value enum='TNOTE' description='USTREASURYNOTE' />
|
|
|
+ <value enum='TPRN' description='PRINCIPALSTRIPFROMANONCALLABLEBONDORNOTE' />
|
|
|
+ <value enum='TRAN' description='TAXREVENUEANTICIPATIONNOTE' />
|
|
|
+ <value enum='UST' description='USTREASURYNOTEDEPRECATEDVALUEUSETNOTE' />
|
|
|
+ <value enum='USTB' description='USTREASURYBILLDEPRECATEDVALUEUSETBILL' />
|
|
|
+ <value enum='VRDN' description='VARIABLERATEDEMANDNOTE' />
|
|
|
+ <value enum='WAR' description='WARRANT' />
|
|
|
+ <value enum='WITHDRN' description='WITHDRAWN' />
|
|
|
+ <value enum='WLD' description='WILDCARDENTRY' />
|
|
|
+ <value enum='XCN' description='EXTENDEDCOMMNOTE' />
|
|
|
+ <value enum='XLINKD' description='INDEXEDLINKED' />
|
|
|
+ <value enum='YANK' description='YANKEECORPORATEBOND' />
|
|
|
+ <value enum='YCD' description='YANKEECERTIFICATEOFDEPOSIT' />
|
|
|
+ </field>
|
|
|
+ <field number='168' name='EffectiveTime' type='UTCTIMESTAMP' />
|
|
|
+ <field number='169' name='StandInstDbType' type='INT'>
|
|
|
+ <value enum='0' description='OTHER' />
|
|
|
+ <value enum='1' description='SID' />
|
|
|
+ <value enum='2' description='ALERT' />
|
|
|
+ <value enum='3' description='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' />
|
|
|
+ <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='FXNETTING' />
|
|
|
+ <value enum='1' description='FXSWAP' />
|
|
|
+ </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='FORWARDMATCH' />
|
|
|
+ </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='TARGETFIRM' />
|
|
|
+ <value enum='2' description='TARGETLIST' />
|
|
|
+ <value enum='3' description='BLOCKFIRM' />
|
|
|
+ <value enum='4' description='BLOCKLIST' />
|
|
|
+ </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='ABSOLUTEPREPAYMENTSPEED' />
|
|
|
+ <value enum='AMT' description='AMT' />
|
|
|
+ <value enum='AUTOREINV' description='AUTOREINVESTMENTATRATEORBETTER' />
|
|
|
+ <value enum='BANKQUAL' description='BANKQUALIFIED' />
|
|
|
+ <value enum='BGNCON' description='BARGAINCONDITIONS' />
|
|
|
+ <value enum='COUPON' description='COUPONRANGE' />
|
|
|
+ <value enum='CPP' description='CONSTANTPREPAYMENTPENALTY' />
|
|
|
+ <value enum='CPR' description='CONSTANTPREPAYMENTRATE' />
|
|
|
+ <value enum='CPY' description='CONSTANTPREPAYMENTYIELD' />
|
|
|
+ <value enum='CURRENCY' description='ISOCURRENCYCODE' />
|
|
|
+ <value enum='CUSTOMDATE' description='CUSTOMSTARTENDDATE' />
|
|
|
+ <value enum='GEOG' description='GEOGRAPHICSANDRANGE' />
|
|
|
+ <value enum='HAIRCUT' description='VALUATIONDISCOUNT' />
|
|
|
+ <value enum='HEP' description='FINALCPROFHOMEEQUITYPREPAYMENTCURVE' />
|
|
|
+ <value enum='INSURED' description='INSURED' />
|
|
|
+ <value enum='ISSUE' description='YEARORYEARMONTHOFISSUE' />
|
|
|
+ <value enum='ISSUER' description='ISSUERSTICKER' />
|
|
|
+ <value enum='ISSUESIZE' description='ISSUESIZERANGE' />
|
|
|
+ <value enum='LOOKBACK' description='LOOKBACKDAYS' />
|
|
|
+ <value enum='LOT' description='EXPLICITLOTIDENTIFIER' />
|
|
|
+ <value enum='LOTVAR' description='LOTVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED' />
|
|
|
+ <value enum='MAT' description='MATURITYYEARANDMONTH' />
|
|
|
+ <value enum='MATURITY' description='MATURITYRANGE' />
|
|
|
+ <value enum='MAXDNOM' description='MAXIMUMDENOMINATION' />
|
|
|
+ <value enum='MAXSUBS' description='MAXIMUMSUBSTITUTIONSREPO' />
|
|
|
+ <value enum='MHP' description='PERCENTOFMANUFACTUREDHOUSINGPREPAYMENTCURVE' />
|
|
|
+ <value enum='MINDNOM' description='MINIMUMDENOMINATION' />
|
|
|
+ <value enum='MININCR' description='MINIMUMINCREMENT' />
|
|
|
+ <value enum='MINQTY' description='MINIMUMQUANTITY' />
|
|
|
+ <value enum='MPR' description='MONTHLYPREPAYMENTRATE' />
|
|
|
+ <value enum='PAYFREQ' description='PAYMENTFREQUENCYCALENDAR' />
|
|
|
+ <value enum='PIECES' description='NUMBEROFPIECES' />
|
|
|
+ <value enum='PMAX' description='POOLSMAXIMUM' />
|
|
|
+ <value enum='PMIN' description='POOLSMINIMUM' />
|
|
|
+ <value enum='PPC' description='PERCENTOFPROSPECTUSPREPAYMENTCURVE' />
|
|
|
+ <value enum='PPL' description='POOLSPERLOT' />
|
|
|
+ <value enum='PPM' description='POOLSPERMILLION' />
|
|
|
+ <value enum='PPT' description='POOLSPERTRADE' />
|
|
|
+ <value enum='PRICE' description='PRICERANGE' />
|
|
|
+ <value enum='PRICEFREQ' description='PRICINGFREQUENCY' />
|
|
|
+ <value enum='PROD' description='PRODUCTIONYEAR' />
|
|
|
+ <value enum='PROTECT' description='CALLPROTECTION' />
|
|
|
+ <value enum='PSA' description='PERCENTOFBMAPREPAYMENTCURVE' />
|
|
|
+ <value enum='PURPOSE' description='PURPOSE' />
|
|
|
+ <value enum='PXSOURCE' description='BENCHMARKPRICESOURCE' />
|
|
|
+ <value enum='RATING' description='RATINGSOURCEANDRANGE' />
|
|
|
+ <value enum='REDEMPTION' description='TYPEOFREDEMPTIONVALUESARE' />
|
|
|
+ <value enum='RESTRICTED' description='RESTRICTED' />
|
|
|
+ <value enum='SECTOR' description='MARKETSECTOR' />
|
|
|
+ <value enum='SECTYPE' description='SECURITYTYPEINCLUDEDOREXCLUDED' />
|
|
|
+ <value enum='SMM' description='SINGLEMONTHLYMORTALITY' />
|
|
|
+ <value enum='STRUCT' description='STRUCTURE' />
|
|
|
+ <value enum='SUBSFREQ' description='SUBSTITUTIONSFREQUENCYREPO' />
|
|
|
+ <value enum='SUBSLEFT' description='SUBSTITUTIONSLEFTREPO' />
|
|
|
+ <value enum='TEXT' description='FREEFORMTEXT' />
|
|
|
+ <value enum='TRDVAR' description='TRADEVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED' />
|
|
|
+ <value enum='WAC' description='WEIGHTEDAVERAGECOUPON' />
|
|
|
+ <value enum='WAL' description='WEIGHTEDAVERAGELIFECOUPON' />
|
|
|
+ <value enum='WALA' description='WEIGHTEDAVERAGELOANAGE' />
|
|
|
+ <value enum='WAM' description='WEIGHTEDAVERAGEMATURITY' />
|
|
|
+ <value enum='WHOLE' description='WHOLEPOOL' />
|
|
|
+ <value enum='YIELD' description='YIELDRANGE' />
|
|
|
+ </field>
|
|
|
+ <field number='234' name='StipulationValue' type='STRING' />
|
|
|
+ <field number='235' name='YieldType' type='STRING'>
|
|
|
+ <value enum='AFTERTAX' description='AFTERTAXYIELD' />
|
|
|
+ <value enum='ANNUAL' description='ANNUALYIELD' />
|
|
|
+ <value enum='ATISSUE' description='YIELDATISSUE' />
|
|
|
+ <value enum='AVGMATURITY' description='YIELDTOAVGMATURITY' />
|
|
|
+ <value enum='BOOK' description='BOOKYIELD' />
|
|
|
+ <value enum='CALL' description='YIELDTONEXTCALL' />
|
|
|
+ <value enum='CHANGE' description='YIELDCHANGESINCECLOSE' />
|
|
|
+ <value enum='CLOSE' description='CLOSINGYIELD' />
|
|
|
+ <value enum='COMPOUND' description='COMPOUNDYIELD' />
|
|
|
+ <value enum='CURRENT' description='CURRENTYIELD' />
|
|
|
+ <value enum='GOVTEQUIV' description='GVNTEQUIVALENTYIELD' />
|
|
|
+ <value enum='GROSS' description='TRUEGROSSYIELD' />
|
|
|
+ <value enum='INFLATION' description='YIELDINFLATIONASSUMPTION' />
|
|
|
+ <value enum='INVERSEFLOATER' description='INVFLOATERBONDYIELD' />
|
|
|
+ <value enum='LASTCLOSE' description='MOSTRECENTCLOSINGYIELD' />
|
|
|
+ <value enum='LASTMONTH' description='CLOSINGYIELDMOSTRECENTMONTH' />
|
|
|
+ <value enum='LASTQUARTER' description='CLOSINGYIELDMOSTRECENTQUARTER' />
|
|
|
+ <value enum='LASTYEAR' description='CLOSINGYIELDMOSTRECENTYEAR' />
|
|
|
+ <value enum='LONGAVGLIFE' description='YIELDTOLONGESTAVERAGELIFE' />
|
|
|
+ <value enum='MARK' description='MARKTOMARKETYIELD' />
|
|
|
+ <value enum='MATURITY' description='YIELDTOMATURITY' />
|
|
|
+ <value enum='NEXTREFUND' description='YIELDTONEXTREFUNDSINKING' />
|
|
|
+ <value enum='OPENAVG' description='OPENAVERAGEYIELD' />
|
|
|
+ <value enum='PREVCLOSE' description='PREVIOUSCLOSEYIELD' />
|
|
|
+ <value enum='PROCEEDS' description='PROCEEDSYIELD' />
|
|
|
+ <value enum='PUT' description='YIELDTONEXTPUT' />
|
|
|
+ <value enum='SEMIANNUAL' description='SEMI' />
|
|
|
+ <value enum='SHORTAVGLIFE' description='YIELDTOSHORTESTAVERAGELIFE' />
|
|
|
+ <value enum='SIMPLE' description='SIMPLEYIELD' />
|
|
|
+ <value enum='TAXEQUIV' description='TAXEQUIVALENTYIELD' />
|
|
|
+ <value enum='TENDER' description='YIELDTOTENDERDATE' />
|
|
|
+ <value enum='TRUE' description='TRUEYIELD' />
|
|
|
+ <value enum='VALUE1_32' description='YIELDVALUEOF132' />
|
|
|
+ <value enum='WORST' description='YIELDTOWORSTCONVENTION' />
|
|
|
+ </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='SNAPSHOTUPDATE' />
|
|
|
+ <value enum='2' description='UNSUBSCRIBE' />
|
|
|
+ </field>
|
|
|
+ <field number='264' name='MarketDepth' type='INT' />
|
|
|
+ <field number='265' name='MDUpdateType' type='INT'>
|
|
|
+ <value enum='0' description='FULL' />
|
|
|
+ <value enum='1' description='INCREMENTAL' />
|
|
|
+ </field>
|
|
|
+ <field number='266' name='AggregatedBook' type='BOOLEAN' />
|
|
|
+ <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='INDEXVALUE' />
|
|
|
+ <value enum='4' description='OPENING' />
|
|
|
+ <value enum='5' description='CLOSING' />
|
|
|
+ <value enum='6' description='SETTLEMENT' />
|
|
|
+ <value enum='7' description='TRADINGHIGH' />
|
|
|
+ <value enum='8' description='TRADINGLOW' />
|
|
|
+ <value enum='9' description='TRADINGVWAP' />
|
|
|
+ <value enum='A' description='IMBALANCE' />
|
|
|
+ <value enum='B' description='TRADEVOLUME' />
|
|
|
+ <value enum='C' description='OPENINTEREST' />
|
|
|
+ </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' />
|
|
|
+ <value enum='1' description='ZEROPLUS' />
|
|
|
+ <value enum='2' description='MINUS' />
|
|
|
+ <value enum='3' description='ZEROMINUS' />
|
|
|
+ </field>
|
|
|
+ <field number='275' name='MDMkt' type='EXCHANGE' />
|
|
|
+ <field number='276' name='QuoteCondition' type='MULTIPLEVALUESTRING'>
|
|
|
+ <value enum='A' description='OPEN' />
|
|
|
+ <value enum='B' description='CLOSED' />
|
|
|
+ <value enum='C' description='EXCHBEST' />
|
|
|
+ <value enum='D' description='CONSOLBEST' />
|
|
|
+ <value enum='E' description='LOCKED' />
|
|
|
+ <value enum='F' description='CROSSED' />
|
|
|
+ <value enum='G' description='DEPTH' />
|
|
|
+ <value enum='H' description='FAST' />
|
|
|
+ <value enum='I' description='NONFIRM' />
|
|
|
+ </field>
|
|
|
+ <field number='277' name='TradeCondition' type='MULTIPLEVALUESTRING'>
|
|
|
+ <value enum='A' description='CASHMKT' />
|
|
|
+ <value enum='B' description='AVGPX' />
|
|
|
+ <value enum='C' description='CASHTRADE' />
|
|
|
+ <value enum='D' description='NEXTDAY_D' />
|
|
|
+ <value enum='E' description='OPENING' />
|
|
|
+ <value enum='F' description='INTRADAY' />
|
|
|
+ <value enum='G' description='RULE127' />
|
|
|
+ <value enum='H' description='RULE155' />
|
|
|
+ <value enum='I' description='SOLDLAST' />
|
|
|
+ <value enum='J' description='NEXTDAY_J' />
|
|
|
+ <value enum='K' description='OPENED' />
|
|
|
+ <value enum='L' description='SELLER' />
|
|
|
+ <value enum='M' description='SOLD' />
|
|
|
+ <value enum='N' description='STOPPED' />
|
|
|
+ <value enum='P' description='IMBALANCEMOREBUYERS' />
|
|
|
+ <value enum='Q' description='IMBALANCEMORESELLERS' />
|
|
|
+ <value enum='R' description='OPENINGPRICE' />
|
|
|
+ </field>
|
|
|
+ <field number='278' name='MDEntryID' type='STRING' />
|
|
|
+ <field number='279' name='MDUpdateAction' type='CHAR'>
|
|
|
+ <value enum='0' description='NEW' />
|
|
|
+ <value enum='1' description='CHANGE' />
|
|
|
+ <value enum='2' description='DELETE' />
|
|
|
+ </field>
|
|
|
+ <field number='280' name='MDEntryRefID' type='STRING' />
|
|
|
+ <field number='281' name='MDReqRejReason' type='CHAR'>
|
|
|
+ <value enum='0' description='UNKNOWNSYM' />
|
|
|
+ <value enum='1' description='DUPID' />
|
|
|
+ <value enum='2' description='INSBAND' />
|
|
|
+ <value enum='3' description='INSPERM' />
|
|
|
+ <value enum='4' description='UNSUPPSUB' />
|
|
|
+ <value enum='5' description='UNSUPPMKTDEPTH' />
|
|
|
+ <value enum='6' description='UNSUPPMDUPDATE' />
|
|
|
+ <value enum='7' description='UNSUPPAGGBK' />
|
|
|
+ <value enum='8' description='UNSUPPENTRY' />
|
|
|
+ <value enum='9' description='UNSUPPTRDSESSIONID' />
|
|
|
+ <value enum='A' description='UNSUPPSCOPE' />
|
|
|
+ <value enum='B' description='UNSUPPPOSITIONEFFECTSETTLEFLAG' />
|
|
|
+ <value enum='C' description='UNSUPPMDIMPLICITDELETE' />
|
|
|
+ </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='CANCELTRADEBUST' />
|
|
|
+ <value enum='1' description='ERROR' />
|
|
|
+ </field>
|
|
|
+ <field number='286' name='OpenCloseSettlFlag' type='MULTIPLEVALUESTRING'>
|
|
|
+ <value enum='0' description='DAILYOPEN' />
|
|
|
+ <value enum='1' description='SESSIONOPEN' />
|
|
|
+ <value enum='2' description='DELIVERYSETTLEMENT' />
|
|
|
+ <value enum='3' description='EXPECTEDENTRY' />
|
|
|
+ <value enum='4' description='ENTRYFROMPREVBUSINESSDAY' />
|
|
|
+ <value enum='5' description='THEORETICALPRICE' />
|
|
|
+ </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='MULTIPLEVALUESTRING'>
|
|
|
+ <value enum='1' description='BANKRUPT' />
|
|
|
+ <value enum='2' description='PENDINGDELISTING' />
|
|
|
+ </field>
|
|
|
+ <field number='292' name='CorporateAction' type='MULTIPLEVALUESTRING'>
|
|
|
+ <value enum='A' description='EXDIVIDEND' />
|
|
|
+ <value enum='B' description='EXDIST' />
|
|
|
+ <value enum='C' description='EXRIGHTS' />
|
|
|
+ <value enum='D' description='NEW' />
|
|
|
+ <value enum='E' description='EXINTEREST' />
|
|
|
+ </field>
|
|
|
+ <field number='293' name='DefBidSize' type='QTY' />
|
|
|
+ <field number='294' name='DefOfferSize' type='QTY' />
|
|
|
+ <field number='295' name='NoQuoteEntries' type='NUMINGROUP' />
|
|
|
+ <field number='296' name='NoQuoteSets' type='NUMINGROUP' />
|
|
|
+ <field number='297' name='QuoteStatus' type='INT'>
|
|
|
+ <value enum='0' description='ACCPT' />
|
|
|
+ <value enum='1' description='CXLSYM' />
|
|
|
+ <value enum='10' description='PENDING' />
|
|
|
+ <value enum='11' description='PASS' />
|
|
|
+ <value enum='12' description='LOCKEDMARKETWARNING' />
|
|
|
+ <value enum='13' description='CROSSMARKETWARNING' />
|
|
|
+ <value enum='14' description='CANCELEDDUETOLOCKMARKET' />
|
|
|
+ <value enum='15' description='CANCELEDDUETOCROSSMARKET' />
|
|
|
+ <value enum='2' description='CXLSECTYPE' />
|
|
|
+ <value enum='3' description='CXLUNDER' />
|
|
|
+ <value enum='4' description='CXLALL' />
|
|
|
+ <value enum='5' description='REJ' />
|
|
|
+ <value enum='6' description='REMOVED' />
|
|
|
+ <value enum='7' description='EXPIRED' />
|
|
|
+ <value enum='8' description='QUERY' />
|
|
|
+ <value enum='9' description='QUOTENOTFOUND' />
|
|
|
+ </field>
|
|
|
+ <field number='298' name='QuoteCancelType' type='INT'>
|
|
|
+ <value enum='1' description='CXLSYM' />
|
|
|
+ <value enum='2' description='CXLSECTYPE' />
|
|
|
+ <value enum='3' description='CXLUNDER' />
|
|
|
+ <value enum='4' description='CXLALL' />
|
|
|
+ </field>
|
|
|
+ <field number='299' name='QuoteEntryID' type='STRING' />
|
|
|
+ <field number='300' name='QuoteRejectReason' type='INT'>
|
|
|
+ <value enum='1' description='UNKNSYM' />
|
|
|
+ <value enum='2' description='EXCHCLSD' />
|
|
|
+ <value enum='3' description='ORDEXLIM' />
|
|
|
+ <value enum='4' description='TOOLATE' />
|
|
|
+ <value enum='5' description='UNKNORD' />
|
|
|
+ <value enum='6' description='DUPORD' />
|
|
|
+ <value enum='7' description='INVSPREAD' />
|
|
|
+ <value enum='8' description='INVPX' />
|
|
|
+ <value enum='9' description='NOTAUTH' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </field>
|
|
|
+ <field number='301' name='QuoteResponseLevel' type='INT'>
|
|
|
+ <value enum='0' description='NOACK' />
|
|
|
+ <value enum='1' description='ACKNEG' />
|
|
|
+ <value enum='2' description='ACKEACH' />
|
|
|
+ </field>
|
|
|
+ <field number='302' name='QuoteSetID' type='STRING' />
|
|
|
+ <field number='303' name='QuoteRequestType' type='INT'>
|
|
|
+ <value enum='1' description='MAN' />
|
|
|
+ <value enum='2' description='AUTO' />
|
|
|
+ </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='REQSECID' />
|
|
|
+ <value enum='1' description='REQSECIDPROV' />
|
|
|
+ <value enum='2' description='REQSECLISTTYPES' />
|
|
|
+ <value enum='3' description='REQSECLIST' />
|
|
|
+ </field>
|
|
|
+ <field number='322' name='SecurityResponseID' type='STRING' />
|
|
|
+ <field number='323' name='SecurityResponseType' type='INT'>
|
|
|
+ <value enum='1' description='ACCPTSECPROP' />
|
|
|
+ <value enum='2' description='ACCPTSECPROPREV' />
|
|
|
+ <value enum='3' description='SECLISTTYPESRET' />
|
|
|
+ <value enum='4' description='SECLISTRET' />
|
|
|
+ <value enum='5' description='REJSECPROP' />
|
|
|
+ <value enum='6' description='NOMATCH' />
|
|
|
+ </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='OPENDELAY' />
|
|
|
+ <value enum='10' description='MKTONCLSIMBSELL' />
|
|
|
+ <value enum='11' description='NA' />
|
|
|
+ <value enum='12' description='NOMKTIMB' />
|
|
|
+ <value enum='13' description='NOMKTONCLSIMB' />
|
|
|
+ <value enum='14' description='ITSPREOPN' />
|
|
|
+ <value enum='15' description='NEWPXIND' />
|
|
|
+ <value enum='16' description='TRDDISTIME' />
|
|
|
+ <value enum='17' description='READY' />
|
|
|
+ <value enum='18' description='NOTAVAIL' />
|
|
|
+ <value enum='19' description='NOTTRADED' />
|
|
|
+ <value enum='2' description='TRDHALT' />
|
|
|
+ <value enum='20' description='UNKNOWN' />
|
|
|
+ <value enum='21' description='PRE_OPEN' />
|
|
|
+ <value enum='22' description='OPENINGROTATION' />
|
|
|
+ <value enum='23' description='FASTMARKET' />
|
|
|
+ <value enum='3' description='RESUME' />
|
|
|
+ <value enum='4' description='NOOPEN' />
|
|
|
+ <value enum='5' description='PXIND' />
|
|
|
+ <value enum='6' description='TRDRNGIND' />
|
|
|
+ <value enum='7' description='MKTIMBBUY' />
|
|
|
+ <value enum='8' description='MKTBALSELL' />
|
|
|
+ <value enum='9' description='MKTONCLSIMBBUY' />
|
|
|
+ </field>
|
|
|
+ <field number='327' name='HaltReasonChar' type='CHAR'>
|
|
|
+ <value enum='D' description='NEWSDISS' />
|
|
|
+ <value enum='E' description='ORDINFL' />
|
|
|
+ <value enum='I' description='ORDIMB' />
|
|
|
+ <value enum='M' description='ADDINFO' />
|
|
|
+ <value enum='P' description='NEWSPEND' />
|
|
|
+ <value enum='X' description='EQUIPCHANGE' />
|
|
|
+ </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='OPENOUTCRY' />
|
|
|
+ <value enum='3' description='TWOPARTY' />
|
|
|
+ </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='PREOPEN' />
|
|
|
+ <value enum='5' description='PRECLOSE' />
|
|
|
+ <value enum='6' description='REQREJ' />
|
|
|
+ </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='UNKNWNSYM' />
|
|
|
+ <value enum='2' description='EXCHCLSD' />
|
|
|
+ <value enum='3' description='ORDEXCLIM' />
|
|
|
+ <value enum='4' description='TOOLATE' />
|
|
|
+ <value enum='5' description='UNKNORD' />
|
|
|
+ <value enum='6' description='DUPORD' />
|
|
|
+ <value enum='7' description='INVBIDASK' />
|
|
|
+ <value enum='8' description='INVPX' />
|
|
|
+ <value enum='9' description='NOTAUTH' />
|
|
|
+ <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='INVALIDTAGNUMBER' />
|
|
|
+ <value enum='1' description='REQUIREDTAGMISSING' />
|
|
|
+ <value enum='10' description='SENDINGTIMEACCURACYPROBLEM' />
|
|
|
+ <value enum='11' description='INVALIDMSGTYPE' />
|
|
|
+ <value enum='12' description='XMLVALIDATIONERROR' />
|
|
|
+ <value enum='13' description='TAGAPPEARSMORETHANONCE' />
|
|
|
+ <value enum='14' description='TAGSPECIFIEDOUTOFREQUIREDORDER' />
|
|
|
+ <value enum='15' description='REPEATINGGROUPFIELDSOUTOFORDER' />
|
|
|
+ <value enum='16' description='INCORRECTNUMINGROUPCOUNTFORREPEATINGGROUP' />
|
|
|
+ <value enum='17' description='NONDATAVALUEINCLUDESFIELDDELIMITERSOHCHARACTER' />
|
|
|
+ <value enum='2' description='TAGNOTDEFINEDFORTHISMESSAGETYPE' />
|
|
|
+ <value enum='3' description='UNDEFINEDTAG' />
|
|
|
+ <value enum='4' description='TAGSPECIFIEDWITHOUTAVALUE' />
|
|
|
+ <value enum='5' description='VALUEISINCORRECTOUTOFRANGEFORTHISTAG' />
|
|
|
+ <value enum='6' description='INCORRECTDATAFORMATFORVALUE' />
|
|
|
+ <value enum='7' description='DECRYPTIONPROBLEM' />
|
|
|
+ <value enum='8' description='SIGNATUREPROBLEM' />
|
|
|
+ <value enum='9' description='COMPIDPROBLEM' />
|
|
|
+ <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='GTCORPACT' />
|
|
|
+ <value enum='1' description='GTRENEW' />
|
|
|
+ <value enum='10' description='WAREHOUSERECAP' />
|
|
|
+ <value enum='2' description='VERBAL' />
|
|
|
+ <value enum='3' description='REPX' />
|
|
|
+ <value enum='4' description='BRKROPT' />
|
|
|
+ <value enum='5' description='PARTDEC' />
|
|
|
+ <value enum='6' description='CXLTRADINGHALT' />
|
|
|
+ <value enum='7' description='CXLSYSTEMFAILURE' />
|
|
|
+ <value enum='8' description='MRKTOPTION' />
|
|
|
+ <value enum='9' description='CANCELEDNOTBEST' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </field>
|
|
|
+ <field number='379' name='BusinessRejectRefID' type='STRING' />
|
|
|
+ <field number='380' name='BusinessRejectReason' type='INT'>
|
|
|
+ <value enum='0' description='OTHER' />
|
|
|
+ <value enum='1' description='UNKNID' />
|
|
|
+ <value enum='2' description='UNKNSEC' />
|
|
|
+ <value enum='3' description='UNKNMSGTYPE' />
|
|
|
+ <value enum='4' description='APPNA' />
|
|
|
+ <value enum='5' description='CONDFLDMISS' />
|
|
|
+ <value enum='6' description='NOTAUTH' />
|
|
|
+ <value enum='7' description='NODELIVTOFIRM' />
|
|
|
+ </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='RELDISPPX' />
|
|
|
+ <value enum='1' description='RELMKTPX' />
|
|
|
+ <value enum='2' description='RELPRIMPX' />
|
|
|
+ <value enum='3' description='RELLOCPRIMPX' />
|
|
|
+ <value enum='4' description='RELMIDPX' />
|
|
|
+ <value enum='5' description='RELLSTPX' />
|
|
|
+ <value enum='6' description='RELVWAP' />
|
|
|
+ </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='NONDISC' />
|
|
|
+ <value enum='2' description='DISC' />
|
|
|
+ <value enum='3' description='NOBID' />
|
|
|
+ </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='5DAY' />
|
|
|
+ <value enum='2' description='20DAY' />
|
|
|
+ <value enum='3' description='NORMAL' />
|
|
|
+ <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='BUYSIDE' />
|
|
|
+ <value enum='2' description='SELLSIDE' />
|
|
|
+ <value enum='3' description='REALTIME' />
|
|
|
+ </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='VWAPGUARANTEE' />
|
|
|
+ <value enum='J' description='GUARANTEEDCLOSE' />
|
|
|
+ <value enum='R' description='RISKTRADE' />
|
|
|
+ </field>
|
|
|
+ <field number='419' name='BasisPxType' type='CHAR'>
|
|
|
+ <value enum='2' description='CLSPXMORN' />
|
|
|
+ <value enum='3' description='CLSPX' />
|
|
|
+ <value enum='4' description='CURRPX' />
|
|
|
+ <value enum='5' description='SQ' />
|
|
|
+ <value enum='6' description='VWAPDAY' />
|
|
|
+ <value enum='7' description='VWAPMORN' />
|
|
|
+ <value enum='8' description='VWAPAFT' />
|
|
|
+ <value enum='9' description='VWAPDAYXYORI' />
|
|
|
+ <value enum='A' description='VWAPMORNXYORI' />
|
|
|
+ <value enum='B' description='VWAPAFTXYORI' />
|
|
|
+ <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='PCT' />
|
|
|
+ <value enum='10' description='FIXEDCABINETTRADEPRICE' />
|
|
|
+ <value enum='11' description='VARIABLECABINETTRADEPRICE' />
|
|
|
+ <value enum='2' description='CPS' />
|
|
|
+ <value enum='3' description='ABS' />
|
|
|
+ <value enum='4' description='DISCOUNT' />
|
|
|
+ <value enum='5' description='PREMIUM' />
|
|
|
+ <value enum='6' description='SPREAD' />
|
|
|
+ <value enum='7' description='TEDPRICE' />
|
|
|
+ <value enum='8' description='TEDYIELD' />
|
|
|
+ <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='BOOKALL' />
|
|
|
+ <value enum='1' description='ACCUMUNTILFILL' />
|
|
|
+ <value enum='2' description='ACCUMUNTILNOTIFY' />
|
|
|
+ </field>
|
|
|
+ <field number='428' name='NoStrikes' type='NUMINGROUP' />
|
|
|
+ <field number='429' name='ListStatusType' type='INT'>
|
|
|
+ <value enum='1' description='ACK' />
|
|
|
+ <value enum='2' description='RESP' />
|
|
|
+ <value enum='3' description='TIMED' />
|
|
|
+ <value enum='4' description='EXECSTART' />
|
|
|
+ <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='INBIDPROC' />
|
|
|
+ <value enum='2' description='RECVFOREXEC' />
|
|
|
+ <value enum='3' description='EXEC' />
|
|
|
+ <value enum='4' description='CXL' />
|
|
|
+ <value enum='5' description='ALERT' />
|
|
|
+ <value enum='6' description='ALLDONE' />
|
|
|
+ <value enum='7' description='REJ' />
|
|
|
+ </field>
|
|
|
+ <field number='432' name='ExpireDate' type='LOCALMKTDATE' />
|
|
|
+ <field number='433' name='ListExecInstType' type='CHAR'>
|
|
|
+ <value enum='1' description='IMMED' />
|
|
|
+ <value enum='2' description='WAIT' />
|
|
|
+ <value enum='3' description='EXCHCIVSELL' />
|
|
|
+ <value enum='4' description='EXCHCIVBUYTOP' />
|
|
|
+ <value enum='5' description='EXCHCIVBUYWD' />
|
|
|
+ </field>
|
|
|
+ <field number='434' name='CxlRejResponseTo' type='CHAR'>
|
|
|
+ <value enum='1' description='ORDCXLREQ' />
|
|
|
+ <value enum='2' description='ORDCXLREPREQ' />
|
|
|
+ </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' />
|
|
|
+ <value enum='2' description='INDIVLEG' />
|
|
|
+ <value enum='3' description='MULTILEG' />
|
|
|
+ </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='KOREANINVESTORID' />
|
|
|
+ <value enum='2' description='TAIWANESEQUALIFIED' />
|
|
|
+ <value enum='3' description='TAIWANESETRADINGACCT' />
|
|
|
+ <value enum='4' description='MCDNUMBER' />
|
|
|
+ <value enum='5' description='CHINESEBSHARE' />
|
|
|
+ <value enum='6' description='UKNATIONALINSPENNUMBER' />
|
|
|
+ <value enum='7' description='USSOCIALSECURITY' />
|
|
|
+ <value enum='8' description='USEMPLOYERIDNUMBER' />
|
|
|
+ <value enum='9' description='AUSTRALIANBUSINESSNUMBER' />
|
|
|
+ <value enum='A' description='AUSTRALIANTAXFILENUMBER' />
|
|
|
+ <value enum='B' description='BIC' />
|
|
|
+ <value enum='C' description='ACCPTMARKETPART' />
|
|
|
+ <value enum='D' description='PROPCODE' />
|
|
|
+ <value enum='E' description='ISOCODE' />
|
|
|
+ <value enum='F' description='SETTLENTLOC' />
|
|
|
+ <value enum='G' description='MIC' />
|
|
|
+ <value enum='H' description='CSDPARTCODE' />
|
|
|
+ <value enum='I' description='DIRECTEDDEFINEDISITC' />
|
|
|
+ </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='EXECUTINGFIRM' />
|
|
|
+ <value enum='10' description='SETTLEMENTLOCATION' />
|
|
|
+ <value enum='11' description='INITIATINGTRADER' />
|
|
|
+ <value enum='12' description='EXECUTINGTRADER' />
|
|
|
+ <value enum='13' description='ORDERORIGINATOR' />
|
|
|
+ <value enum='14' description='GIVEUPCLEARINGFIRM' />
|
|
|
+ <value enum='15' description='CORRESPONDANTCLEARINGFIRM' />
|
|
|
+ <value enum='16' description='EXECUTINGSYSTEM' />
|
|
|
+ <value enum='17' description='CONTRAFIRM' />
|
|
|
+ <value enum='18' description='CONTRACLEARINGFIRM' />
|
|
|
+ <value enum='19' description='SPONSORINGFIRM' />
|
|
|
+ <value enum='2' description='BROKEROFCREDIT' />
|
|
|
+ <value enum='20' description='UNDRCONTRAFIRM' />
|
|
|
+ <value enum='21' description='CLEARINGORGANIZATION' />
|
|
|
+ <value enum='22' description='EXCHANGE' />
|
|
|
+ <value enum='24' description='CUSTOMERACCOUNT' />
|
|
|
+ <value enum='25' description='CORRESPONDENTCLEARINGORGANIZATION' />
|
|
|
+ <value enum='26' description='CORRESPONDENTBROKER' />
|
|
|
+ <value enum='27' description='BUYERSELLERRECEIVERDELIVERER' />
|
|
|
+ <value enum='28' description='CUSTODIAN' />
|
|
|
+ <value enum='29' description='INTERMEDIARY' />
|
|
|
+ <value enum='3' description='CLIENTID' />
|
|
|
+ <value enum='30' description='AGENT' />
|
|
|
+ <value enum='31' description='SUBCUSTODIAN' />
|
|
|
+ <value enum='32' description='BENEFICIARY' />
|
|
|
+ <value enum='33' description='INTERESTEDPARTY' />
|
|
|
+ <value enum='34' description='REGULATORYBODY' />
|
|
|
+ <value enum='35' description='LIQUIDITYPROVIDER' />
|
|
|
+ <value enum='36' description='ENTERINGTRADER' />
|
|
|
+ <value enum='37' description='CONTRATRADER' />
|
|
|
+ <value enum='38' description='POSITIONACCOUNT' />
|
|
|
+ <value enum='39' description='ALLOCENTITY' />
|
|
|
+ <value enum='4' description='CLEARINGFIRM' />
|
|
|
+ <value enum='5' description='INVESTORID' />
|
|
|
+ <value enum='6' description='INTRODUCINGFIRM' />
|
|
|
+ <value enum='7' description='ENTERINGFIRM' />
|
|
|
+ <value enum='8' description='LOCATELENDINGFIRM' />
|
|
|
+ <value enum='9' description='FUNDMANAGER' />
|
|
|
+ </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='ROUNDNEAREST' />
|
|
|
+ <value enum='1' description='ROUNDDOWN' />
|
|
|
+ <value enum='2' description='ROUNDUP' />
|
|
|
+ </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='HIGHVALUECLEARINGSYSTEMHVACS' />
|
|
|
+ <value enum='12' description='REINVESTINFUND' />
|
|
|
+ <value enum='2' description='NSCC' />
|
|
|
+ <value enum='3' description='EUROCLEAR' />
|
|
|
+ <value enum='4' description='CLEARSTREAM' />
|
|
|
+ <value enum='5' description='CHEQUE' />
|
|
|
+ <value enum='6' description='TELEGRAPHICTRANSFER' />
|
|
|
+ <value enum='7' description='FEDWIRE' />
|
|
|
+ <value enum='8' description='DIRECTCREDITBECSBACS' />
|
|
|
+ <value enum='9' description='ACHCREDIT' />
|
|
|
+ </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='NOWAIVER' />
|
|
|
+ <value enum='N' description='NOEXECONLY' />
|
|
|
+ <value enum='O' description='NOINSTIT' />
|
|
|
+ <value enum='Y' description='YES' />
|
|
|
+ </field>
|
|
|
+ <field number='481' name='MoneyLaunderingStatus' type='CHAR'>
|
|
|
+ <value enum='1' description='EXBELOWLIM' />
|
|
|
+ <value enum='2' description='EXCLIENTMONEYTYPE' />
|
|
|
+ <value enum='3' description='EXAUTHCREDIT' />
|
|
|
+ <value enum='N' description='NOTCHECKED' />
|
|
|
+ <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='BIDPRICE' />
|
|
|
+ <value enum='C' description='CREATIONPRICE' />
|
|
|
+ <value enum='D' description='CREATIONPRICEADJPCT' />
|
|
|
+ <value enum='E' description='CREATIONPRICEADJAMT' />
|
|
|
+ <value enum='O' description='OFFERPRICE' />
|
|
|
+ <value enum='P' description='OFFERPRICEMINUSADJPCT' />
|
|
|
+ <value enum='Q' description='OFFERPRICEMINUSADJAMT' />
|
|
|
+ <value enum='S' description='SINGLEPRICE' />
|
|
|
+ </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='10' description='DIRECTCREDITBECS' />
|
|
|
+ <value enum='11' description='CREDITCARD' />
|
|
|
+ <value enum='12' description='ACHDEBIT' />
|
|
|
+ <value enum='13' description='ACHCREDIT' />
|
|
|
+ <value enum='14' description='BPAY' />
|
|
|
+ <value enum='15' description='HIGHVALUECLEARINGSYSTEMHVACS' />
|
|
|
+ <value enum='2' description='NSCC' />
|
|
|
+ <value enum='3' description='EUROCLEAR' />
|
|
|
+ <value enum='4' description='CLEARSTREAM' />
|
|
|
+ <value enum='5' description='CHEQUE' />
|
|
|
+ <value enum='6' description='TELEGRAPHICTRANSFER' />
|
|
|
+ <value enum='7' description='FEDWIRE' />
|
|
|
+ <value enum='8' description='DEBITCARD' />
|
|
|
+ <value enum='9' description='DIRECTDEBITBECS' />
|
|
|
+ </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='MAXIISAUK' />
|
|
|
+ <value enum='10' description='EMPLOYEECURRENTYEARUS' />
|
|
|
+ <value enum='11' description='EMPLOYERPRIORYEARUS' />
|
|
|
+ <value enum='12' description='EMPLOYERCURRENTYEARUS' />
|
|
|
+ <value enum='13' description='NONFUNDPROTOTYPEIRAUS' />
|
|
|
+ <value enum='14' description='NONFUNDQUALIFIEDPLANUS' />
|
|
|
+ <value enum='15' description='DEFINEDCONTRIBUTIONPLANUS' />
|
|
|
+ <value enum='16' description='INDIVIDUALRETIREMENTACCOUNTUS' />
|
|
|
+ <value enum='17' description='INDIVIDUALRETIREMENTACCOUNTROLLOVERUS' />
|
|
|
+ <value enum='18' description='KEOGHUS' />
|
|
|
+ <value enum='19' description='PROFITSHARINGPLANUS' />
|
|
|
+ <value enum='2' description='TESSAUK' />
|
|
|
+ <value enum='20' description='401KUS' />
|
|
|
+ <value enum='21' description='SELFDIRECTEDIRAUS' />
|
|
|
+ <value enum='22' description='403BUS' />
|
|
|
+ <value enum='23' description='457US' />
|
|
|
+ <value enum='24' description='ROTHIRAFUNDPROTOTYPEUS' />
|
|
|
+ <value enum='25' description='ROTHIRANONPROTOTYPEUS' />
|
|
|
+ <value enum='26' description='ROTHCONVERSIONIRAFUNDPROTOTYPEUS' />
|
|
|
+ <value enum='27' description='ROTHCONVERSIONIRANONPROTOTYPEUS' />
|
|
|
+ <value enum='28' description='EDUCATIONIRAFUNDPROTOTYPEUS' />
|
|
|
+ <value enum='29' description='EDUCATIONIRANONPROTOTYPEUS' />
|
|
|
+ <value enum='3' description='MINICASHISAUK' />
|
|
|
+ <value enum='4' description='MINISTOCKSANDSHARESISAUK' />
|
|
|
+ <value enum='5' description='MINIINSURANCEISAUK' />
|
|
|
+ <value enum='6' description='CURRENTYEARPAYMENTUS' />
|
|
|
+ <value enum='7' description='PRIORYEARPAYMENTUS' />
|
|
|
+ <value enum='8' description='ASSETTRANSFERUS' />
|
|
|
+ <value enum='9' description='EMPLOYEEPRIORYEARUS' />
|
|
|
+ <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_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING' />
|
|
|
+ <value enum='R' description='REJECTED' />
|
|
|
+ </field>
|
|
|
+ <field number='507' name='RegistRejReasonCode' type='INT'>
|
|
|
+ <value enum='1' description='INVALIDACCOUNTTYPE' />
|
|
|
+ <value enum='10' description='INVALIDINVESTORIDSOURCE' />
|
|
|
+ <value enum='11' description='INVALIDDATEOFBIRTH' />
|
|
|
+ <value enum='12' description='INVALIDINVESTORCOUNTRYOFRESIDENCE' />
|
|
|
+ <value enum='13' description='INVALIDNODISTRIBINSTNS' />
|
|
|
+ <value enum='14' description='INVALIDDISTRIBPERCENTAGE' />
|
|
|
+ <value enum='15' description='INVALIDDISTRIBPAYMENTMETHOD' />
|
|
|
+ <value enum='16' description='INVALIDCASHDISTRIBAGENTACCTNAME' />
|
|
|
+ <value enum='17' description='INVALIDCASHDISTRIBAGENTCODE' />
|
|
|
+ <value enum='18' description='INVALIDCASHDISTRIBAGENTACCTNUM' />
|
|
|
+ <value enum='2' description='INVALIDTAXEXEMPTTYPE' />
|
|
|
+ <value enum='3' description='INVALIDOWNERSHIPTYPE' />
|
|
|
+ <value enum='4' description='INVALIDNOREGDETLS' />
|
|
|
+ <value enum='5' description='INVALIDREGSEQNO' />
|
|
|
+ <value enum='6' description='INVALIDREGDTLS' />
|
|
|
+ <value enum='7' description='INVALIDMAILINGDTLS' />
|
|
|
+ <value enum='8' description='INVALIDMAILINGINST' />
|
|
|
+ <value enum='9' description='INVALIDINVESTORID' />
|
|
|
+ <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='COMMISSIONAMT' />
|
|
|
+ <value enum='10' description='EXITCHARGEPCT' />
|
|
|
+ <value enum='11' description='FUNDBASEDRENEWALCOMM' />
|
|
|
+ <value enum='12' description='PROJECTEDFUNDVALUE' />
|
|
|
+ <value enum='13' description='FUNDBASEDRENEWALCOMMAMTORD' />
|
|
|
+ <value enum='14' description='FUNDBASEDRENEWALCOMMAMTPROJ' />
|
|
|
+ <value enum='15' description='NETSETTLEMENTAMOUNT' />
|
|
|
+ <value enum='2' description='COMMISSIONPCT' />
|
|
|
+ <value enum='3' description='INITIALCHARGEAMT' />
|
|
|
+ <value enum='4' description='INITIALCHARGEPCT' />
|
|
|
+ <value enum='5' description='DISCOUNTAMT' />
|
|
|
+ <value enum='6' description='DISCOUNTPCT' />
|
|
|
+ <value enum='7' description='DILUTIONLEVYAMT' />
|
|
|
+ <value enum='8' description='DILUTIONLEVYPCT' />
|
|
|
+ <value enum='9' description='EXITCHARGEAMT' />
|
|
|
+ </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='INDIVINVESTOR' />
|
|
|
+ <value enum='10' description='NETWORKINGSUBACCT' />
|
|
|
+ <value enum='11' description='NON_PROFITORG' />
|
|
|
+ <value enum='12' description='CORPBODY' />
|
|
|
+ <value enum='13' description='NOMINEE' />
|
|
|
+ <value enum='2' description='PUBLICCOMPANY' />
|
|
|
+ <value enum='3' description='PRIVATECOMPANY' />
|
|
|
+ <value enum='4' description='INDIVTRUSTEE' />
|
|
|
+ <value enum='5' description='COMPANYTRUSTEE' />
|
|
|
+ <value enum='6' description='PENSIONPLAN' />
|
|
|
+ <value enum='7' description='CUSTODIANMINORSACT' />
|
|
|
+ <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='RISKLESSPRINCIPAL' />
|
|
|
+ <value enum='W' description='AGENTOTHERMEMBER' />
|
|
|
+ </field>
|
|
|
+ <field number='529' name='OrderRestrictions' type='MULTIPLEVALUESTRING'>
|
|
|
+ <value enum='1' description='PROGRAMTRADE' />
|
|
|
+ <value enum='2' description='INDEXARBITRAGE' />
|
|
|
+ <value enum='3' description='NON_INDEXARBITRAGE' />
|
|
|
+ <value enum='4' description='COMPETINGMARKETMAKER' />
|
|
|
+ <value enum='5' description='ACTMM' />
|
|
|
+ <value enum='6' description='ACTMMDERIV' />
|
|
|
+ <value enum='7' description='FORENTITY' />
|
|
|
+ <value enum='8' description='EXMRKTPART' />
|
|
|
+ <value enum='9' description='EXINTMRKTLINK' />
|
|
|
+ <value enum='A' description='RISKARB' />
|
|
|
+ </field>
|
|
|
+ <field number='530' name='MassCancelRequestType' type='CHAR'>
|
|
|
+ <value enum='1' description='CXLORDERSSECURITY' />
|
|
|
+ <value enum='2' description='CXLORDERSUNDERLYINGSECURITY' />
|
|
|
+ <value enum='3' description='CXLORDERSPRODUCT' />
|
|
|
+ <value enum='4' description='CXLORDERSCFICODE' />
|
|
|
+ <value enum='5' description='CXLORDERSSECURITYTYPE' />
|
|
|
+ <value enum='6' description='CXLORDERSTRDSESSION' />
|
|
|
+ <value enum='7' description='CXLALLORDERS' />
|
|
|
+ </field>
|
|
|
+ <field number='531' name='MassCancelResponse' type='CHAR'>
|
|
|
+ <value enum='0' description='CXLREQREJ' />
|
|
|
+ <value enum='1' description='CXLORDERSSECURITY' />
|
|
|
+ <value enum='2' description='CXLORDERSUNDERLYINGSECURITY' />
|
|
|
+ <value enum='3' description='CXLORDERSPRODUCT' />
|
|
|
+ <value enum='4' description='CXLORDERSCFICODE' />
|
|
|
+ <value enum='5' description='CXLORDERSSECURITYTYPE' />
|
|
|
+ <value enum='6' description='CXLORDERSTRDSESSION' />
|
|
|
+ <value enum='7' description='CXLALLORDERS' />
|
|
|
+ </field>
|
|
|
+ <field number='532' name='MassCancelRejectReason' type='CHAR'>
|
|
|
+ <value enum='0' description='MASSCXLNOTSUPPORTED' />
|
|
|
+ <value enum='1' description='INVALIDSECURITY' />
|
|
|
+ <value enum='2' description='INVALIDUNDERLYING' />
|
|
|
+ <value enum='3' description='INVALIDPRODUCT' />
|
|
|
+ <value enum='4' description='INVALIDCFICODE' />
|
|
|
+ <value enum='5' description='INVALIDSECURITYTYPE' />
|
|
|
+ <value enum='6' description='INVALIDTRDSESSION' />
|
|
|
+ <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='RESTRICTEDTRADEABLE' />
|
|
|
+ <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'>
|
|
|
+ <value enum='BIC' description='CUSTODIAN' />
|
|
|
+ <value enum='ISO' description='COUNTRY' />
|
|
|
+ <value enum='ZZ' description='PHYSICAL' />
|
|
|
+ </field>
|
|
|
+ <field number='544' name='CashMargin' type='CHAR'>
|
|
|
+ <value enum='1' description='CASH' />
|
|
|
+ <value enum='2' description='MARGINOPEN' />
|
|
|
+ <value enum='3' description='MARGINCLOSE' />
|
|
|
+ </field>
|
|
|
+ <field number='545' name='NestedPartySubID' type='STRING' />
|
|
|
+ <field number='546' name='Scope' type='MULTIPLEVALUESTRING'>
|
|
|
+ <value enum='1' description='LOCALMARKET' />
|
|
|
+ <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='CROSSAON' />
|
|
|
+ <value enum='2' description='CROSSIOC' />
|
|
|
+ <value enum='3' description='CROSSONESIDE' />
|
|
|
+ <value enum='4' description='CROSSSAMEPRICE' />
|
|
|
+ </field>
|
|
|
+ <field number='550' name='CrossPrioritization' type='INT'>
|
|
|
+ <value enum='0' description='NONE' />
|
|
|
+ <value enum='1' description='BUY_SIDE_PRIORITIZED' />
|
|
|
+ <value enum='2' description='SELL_SIDE_PRIORITIZED' />
|
|
|
+ </field>
|
|
|
+ <field number='551' name='OrigCrossID' type='STRING' />
|
|
|
+ <field number='552' name='NoSides' type='NUMINGROUP'>
|
|
|
+ <value enum='1' description='ONESIDE' />
|
|
|
+ <value enum='2' description='BOTHSIDES' />
|
|
|
+ </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='SECURITYTYPECFICODE' />
|
|
|
+ <value enum='2' description='PRODUCT' />
|
|
|
+ <value enum='3' description='TRADINGSESSIONID' />
|
|
|
+ <value enum='4' description='ALLSECURITIES' />
|
|
|
+ </field>
|
|
|
+ <field number='560' name='SecurityRequestResult' type='INT'>
|
|
|
+ <value enum='0' description='VALIDREQ' />
|
|
|
+ <value enum='1' description='INVALIDREQ' />
|
|
|
+ <value enum='2' description='NOINSTRUMENTSFOUND' />
|
|
|
+ <value enum='3' description='NOTAUTHORIZED' />
|
|
|
+ <value enum='4' description='INSTRUMENTUNAVAILABLE' />
|
|
|
+ <value enum='5' description='NOTSUPPORTED' />
|
|
|
+ </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='UNKNOWNTRADINGSESSIONID' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </field>
|
|
|
+ <field number='568' name='TradeRequestID' type='STRING' />
|
|
|
+ <field number='569' name='TradeRequestType' type='INT'>
|
|
|
+ <value enum='0' description='ALLTRADES' />
|
|
|
+ <value enum='1' description='MATCHEDTRADES' />
|
|
|
+ <value enum='2' description='UNMATCHEDTRADES' />
|
|
|
+ <value enum='3' description='UNREPORTEDTRADES' />
|
|
|
+ <value enum='4' description='ADVISORIESMATCH' />
|
|
|
+ </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='COMPMATAFF' />
|
|
|
+ <value enum='1' description='UNCOMPUNMATUNAFF' />
|
|
|
+ <value enum='2' description='ADVALERT' />
|
|
|
+ </field>
|
|
|
+ <field number='574' name='MatchType' type='STRING'>
|
|
|
+ <value enum='A1' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGESANDEXECUTIONTIME' />
|
|
|
+ <value enum='A2' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGES' />
|
|
|
+ <value enum='A3' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGESANDEXECUTIONTIME' />
|
|
|
+ <value enum='A4' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGES' />
|
|
|
+ <value enum='A5' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSEXECUTIONTIME' />
|
|
|
+ <value enum='ACTM1' description='NASDAQACTM1MATCH' />
|
|
|
+ <value enum='ACTM2' description='NASDAQACTM2MATCH' />
|
|
|
+ <value enum='ACTM3' description='NASDAQACTACCEPTEDTRADE' />
|
|
|
+ <value enum='ACTM4' description='NASDAQACTDEFAULTTRADE' />
|
|
|
+ <value enum='ACTM5' description='NASDAQACTDEFAULTAFTERM2' />
|
|
|
+ <value enum='ACTM6' description='NASDAQACTM6MATCH' />
|
|
|
+ <value enum='ACTMT' description='NASDAQNONACT' />
|
|
|
+ <value enum='AQ' description='COMPAREDRECORDSRESULTINGFROMSTAMPEDADVISORIESORSPECIALISTACCEPTSPAIROFFS' />
|
|
|
+ <value enum='M1' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORMINUSBADGESANDTIMES' />
|
|
|
+ <value enum='M2' description='SUMMARIZEDMATCHMINUSBADGESANDTIMES' />
|
|
|
+ <value enum='MT' description='OCSLOCKEDIN' />
|
|
|
+ <value enum='S1' description='SUMMARIZEDMATCHUSINGA1' />
|
|
|
+ <value enum='S2' description='SUMMARIZEDMATCHUSINGA2' />
|
|
|
+ <value enum='S3' description='SUMMARIZEDMATCHUSINGA3' />
|
|
|
+ <value enum='S4' description='SUMMARIZEDMATCHUSINGA4' />
|
|
|
+ <value enum='S5' description='SUMMARIZEDMATCHUSINGA5' />
|
|
|
+ </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='PROCESSNORMALLY' />
|
|
|
+ <value enum='1' description='EXCLUDEFROMALLNETTING' />
|
|
|
+ <value enum='10' description='AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED' />
|
|
|
+ <value enum='11' description='QUALIFIEDSERVICEREPRESENTATIVEQSR' />
|
|
|
+ <value enum='12' description='CUSTOMERTRADE' />
|
|
|
+ <value enum='13' description='SELFCLEARING' />
|
|
|
+ <value enum='2' description='BILATERALNETTINGONLY' />
|
|
|
+ <value enum='3' description='EXCLEARING' />
|
|
|
+ <value enum='4' description='SPECIALTRADE' />
|
|
|
+ <value enum='5' description='MULTILATERALNETTING' />
|
|
|
+ <value enum='6' description='CLEARAGAINSTCENTRALCOUNTERPARTY' />
|
|
|
+ <value enum='7' description='EXCLUDEFROMCENTRALCOUNTERPARTY' />
|
|
|
+ <value enum='8' description='MANUALMODEPREPOSTINGANDORPREGIVEUP' />
|
|
|
+ <value enum='9' description='AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED' />
|
|
|
+ </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='ACCOUNTCUSTOMER' />
|
|
|
+ <value enum='2' description='ACCOUNTNONCUSTOMER' />
|
|
|
+ <value enum='3' description='HOUSETRADER' />
|
|
|
+ <value enum='4' description='FLOORTRADER' />
|
|
|
+ <value enum='6' description='ACCOUNTNONCUSTOMERCROSS' />
|
|
|
+ <value enum='7' description='HOUSETRADERCROSS' />
|
|
|
+ <value enum='8' description='JOINTBOACCT' />
|
|
|
+ </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='STATUSSECURITY' />
|
|
|
+ <value enum='2' description='STATUSUNDERLYINGSECURITY' />
|
|
|
+ <value enum='3' description='STATUSPRODUCT' />
|
|
|
+ <value enum='4' description='STATUSCFICODE' />
|
|
|
+ <value enum='5' description='STATUSSECURITYTYPE' />
|
|
|
+ <value enum='6' description='STATUSTRDSESSION' />
|
|
|
+ <value enum='7' description='STATUSALLORDERS' />
|
|
|
+ <value enum='8' description='STATUSPARTYID' />
|
|
|
+ </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_AUTO' />
|
|
|
+ <value enum='1' description='SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST' />
|
|
|
+ <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='PRORATA' />
|
|
|
+ <value enum='1' description='DO_NOT_PRORATA_DISCUSS_FIRST' />
|
|
|
+ </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='BUYSIDECALC' />
|
|
|
+ <value enum='2' description='BUYSIDEPRELIM' />
|
|
|
+ <value enum='3' description='SELLSIDECALC' />
|
|
|
+ <value enum='4' description='SELLSIDECALCWITHOUTPRELIM' />
|
|
|
+ <value enum='5' description='BUYSIDEREADYTOBOOKSINGLE' />
|
|
|
+ <value enum='6' description='BUYSIDEREADYTOBOOKCOMBINED' />
|
|
|
+ <value enum='7' description='WAREHOUSEINSTRUCTION' />
|
|
|
+ <value enum='8' description='REQUESTTOINTERMEDIARY' />
|
|
|
+ </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='1STYEARDELEGATE' />
|
|
|
+ <value enum='2' description='2NDYEARDELEGATE' />
|
|
|
+ <value enum='3' description='3RDYEARDELEGATE' />
|
|
|
+ <value enum='4' description='4THYEARDELEGATE' />
|
|
|
+ <value enum='5' description='5THYEARDELEGATE' />
|
|
|
+ <value enum='9' description='6THYEARDELEGATE' />
|
|
|
+ <value enum='B' description='CBOEMEMBER' />
|
|
|
+ <value enum='C' description='NONMEMBERCUSTOMER' />
|
|
|
+ <value enum='E' description='EQUITYCLEARINGMEMBER' />
|
|
|
+ <value enum='F' description='FULLASSOCIATEMEMBER' />
|
|
|
+ <value enum='H' description='106H106J' />
|
|
|
+ <value enum='I' description='GIMIDEMCOMMEMBERSHIP' />
|
|
|
+ <value enum='L' description='LESSEE106F' />
|
|
|
+ <value enum='M' description='ALLOTHERS' />
|
|
|
+ </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='PRIORITYUNCHANGED' />
|
|
|
+ <value enum='1' description='LOSTPRIORITY' />
|
|
|
+ </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='PENDINGAPPROVAL' />
|
|
|
+ <value enum='1' description='APPROVEDACCEPTED' />
|
|
|
+ <value enum='2' description='REJECTED' />
|
|
|
+ <value enum='3' description='UNAUTHORIZEDREQUEST' />
|
|
|
+ <value enum='4' description='INVALIDDEFINITIONREQUEST' />
|
|
|
+ </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='UNKNOWNSYM' />
|
|
|
+ <value enum='10' description='PASS' />
|
|
|
+ <value enum='2' description='EXCHANGECLOSED' />
|
|
|
+ <value enum='3' description='QUOTEREQUESTEXLIMIT' />
|
|
|
+ <value enum='4' description='TOOLATE' />
|
|
|
+ <value enum='5' description='INVPRICE' />
|
|
|
+ <value enum='6' description='NOTAUTHTOREQQUOTE' />
|
|
|
+ <value enum='7' description='NOMATCHFORINQUIRY' />
|
|
|
+ <value enum='8' description='NOMARKETFORINSTRUMENT' />
|
|
|
+ <value enum='9' description='NOINVENTORY' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </field>
|
|
|
+ <field number='659' name='SideComplianceID' type='STRING' />
|
|
|
+ <field number='660' name='AcctIDSource' type='INT'>
|
|
|
+ <value enum='1' description='BIC' />
|
|
|
+ <value enum='2' description='SIDCODE' />
|
|
|
+ <value enum='3' description='TFMGSPTA' />
|
|
|
+ <value enum='4' description='OMGEOALERTID' />
|
|
|
+ <value enum='5' description='DTCCCODE' />
|
|
|
+ <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='MISMATCHEDACCOUNT' />
|
|
|
+ <value enum='3' description='MISSINGSETTLEMENTINSTRUCTIONS' />
|
|
|
+ <value enum='4' description='CONFIRMED' />
|
|
|
+ <value enum='5' description='REQUESTREJECTED' />
|
|
|
+ </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='PARFORPAR' />
|
|
|
+ <value enum='2' description='MODIFIEDDURATION' />
|
|
|
+ <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='PERSHARE' />
|
|
|
+ <value enum='3' description='FIXEDAMOUNT' />
|
|
|
+ <value enum='4' description='DISCOUNT' />
|
|
|
+ <value enum='5' description='PREMIUM' />
|
|
|
+ <value enum='6' description='BASISPOINTSRELATIVETOBENCHMARK' />
|
|
|
+ <value enum='7' description='TEDPRICE' />
|
|
|
+ <value enum='8' description='TEDYIELD' />
|
|
|
+ <value enum='9' description='YIELDSPREADSWAPS' />
|
|
|
+ </field>
|
|
|
+ <field number='693' name='QuoteRespID' type='STRING' />
|
|
|
+ <field number='694' name='QuoteRespType' type='INT'>
|
|
|
+ <value enum='1' description='HITLIFT' />
|
|
|
+ <value enum='2' description='COUNTER' />
|
|
|
+ <value enum='3' description='EXPIRED' />
|
|
|
+ <value enum='4' description='COVER' />
|
|
|
+ <value enum='5' description='DONEAWAY' />
|
|
|
+ <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='ALLOCATIONTRADEQTY' />
|
|
|
+ <value enum='AS' description='OPTIONASSIGNMENT' />
|
|
|
+ <value enum='ASF' description='ASOFTRADEQTY' />
|
|
|
+ <value enum='DLV' description='DELIVERYQTY' />
|
|
|
+ <value enum='ETR' description='ELECTRONICTRADEQTY' />
|
|
|
+ <value enum='EX' description='OPTIONEXERCISEQTY' />
|
|
|
+ <value enum='FIN' description='ENDOFDAYQTY' />
|
|
|
+ <value enum='IAS' description='INTRASPREADQTY' />
|
|
|
+ <value enum='IES' description='INTERSPREADQTY' />
|
|
|
+ <value enum='PA' description='ADJUSTMENTQTY' />
|
|
|
+ <value enum='PIT' description='PITTRADEQTY' />
|
|
|
+ <value enum='SOD' description='STARTOFDAYQTY' />
|
|
|
+ <value enum='SPL' description='INTEGRALSPLIT' />
|
|
|
+ <value enum='TA' description='TRANSACTIONFROMASSIGNMENT' />
|
|
|
+ <value enum='TOT' description='TOTALTRANSACTIONQTY' />
|
|
|
+ <value enum='TQ' description='TRANSACTIONQUANTITY' />
|
|
|
+ <value enum='TRF' description='TRANSFERTRADEQTY' />
|
|
|
+ <value enum='TX' description='TRANSACTIONFROMEXERCISE' />
|
|
|
+ <value enum='XM' description='CROSSMARGINQTY' />
|
|
|
+ </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='CASHAMOUNTCORPORATEEVENT' />
|
|
|
+ <value enum='CRES' description='CASHRESIDUALAMOUNT' />
|
|
|
+ <value enum='FMTM' description='FINALMARKTOMARKETAMOUNT' />
|
|
|
+ <value enum='IMTM' description='INCREMENTALMARKTOMARKETAMOUNT' />
|
|
|
+ <value enum='PREM' description='PREMIUMAMOUNT' />
|
|
|
+ <value enum='SMTM' description='STARTOFDAYMARKTOMARKETAMOUNT' />
|
|
|
+ <value enum='TVAR' description='TRADEVARIATIONAMOUNT' />
|
|
|
+ <value enum='VADJ' description='VALUEADJUSTEDAMOUNT' />
|
|
|
+ </field>
|
|
|
+ <field number='708' name='PosAmt' type='AMT' />
|
|
|
+ <field number='709' name='PosTransType' type='INT'>
|
|
|
+ <value enum='1' description='EXERCISE' />
|
|
|
+ <value enum='2' description='DONOTEXERCISE' />
|
|
|
+ <value enum='3' description='POSITIONADJUSTMENT' />
|
|
|
+ <value enum='4' description='POSITIONCHANGESUBMISSIONMARGINDISPOSITION' />
|
|
|
+ <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='PROCESSREQUESTASMARGINDISPOSITION' />
|
|
|
+ <value enum='1' description='DELTAPLUS' />
|
|
|
+ <value enum='2' description='DELTAMINUS' />
|
|
|
+ <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='ACCEPTEDWITHWARNINGS' />
|
|
|
+ <value enum='2' description='REJECTED' />
|
|
|
+ <value enum='3' description='COMPLETED' />
|
|
|
+ <value enum='4' description='COMPLETEDWITHWARNINGS' />
|
|
|
+ </field>
|
|
|
+ <field number='723' name='PosMaintResult' type='INT'>
|
|
|
+ <value enum='0' description='SUCCESSFULCOMPLETION' />
|
|
|
+ <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' />
|
|
|
+ </field>
|
|
|
+ <field number='725' name='ResponseTransportType' type='INT'>
|
|
|
+ <value enum='0' description='INBAND' />
|
|
|
+ <value enum='1' description='OUTOFBAND' />
|
|
|
+ </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='VALIDREQUEST' />
|
|
|
+ <value enum='1' description='INVALIDORUNSUPPORTEDREQUEST' />
|
|
|
+ <value enum='2' description='NOPOSITIONSFOUNDTHATMATCHCRITERIA' />
|
|
|
+ <value enum='3' description='NOTAUTHORIZEDTOREQUESTPOSITIONS' />
|
|
|
+ <value enum='4' description='REQUESTFORPOSITIONNOTSUPPORTED' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </field>
|
|
|
+ <field number='729' name='PosReqStatus' type='INT'>
|
|
|
+ <value enum='0' description='COMPLETED' />
|
|
|
+ <value enum='1' description='COMPLETEDWITHWARNINGS' />
|
|
|
+ <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='PRORATA' />
|
|
|
+ <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='INVALIDORUNKNOWNINSTRUMENT' />
|
|
|
+ <value enum='2' description='INVALIDTYPEOFTRADEREQUESTED' />
|
|
|
+ <value enum='3' description='INVALIDPARTIES' />
|
|
|
+ <value enum='4' description='INVALIDTRANSPORTTYPEREQUESTED' />
|
|
|
+ <value enum='5' description='INVALIDDESTINATIONREQUESTED' />
|
|
|
+ <value enum='8' description='TRADEREQUESTTYPENOTSUPPORTED' />
|
|
|
+ <value enum='9' description='UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST' />
|
|
|
+ <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='SUCCESSFULDEFAULT' />
|
|
|
+ <value enum='1' description='INVALIDPARTYINFORMATION' />
|
|
|
+ <value enum='2' description='UNKNOWNINSTRUMENT' />
|
|
|
+ <value enum='3' description='UNAUTHORIZEDTOREPORTTRADES' />
|
|
|
+ <value enum='4' description='INVALIDTRADETYPE' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </field>
|
|
|
+ <field number='752' name='SideMultiLegReportingType' type='INT'>
|
|
|
+ <value enum='1' description='SINGLESECURITY' />
|
|
|
+ <value enum='2' description='INDIVIDUALLEGOFAMULTILEGSECURITY' />
|
|
|
+ <value enum='3' description='MULTILEGSECURITY' />
|
|
|
+ </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='EXECUTIONTIME' />
|
|
|
+ <value enum='2' description='TIMEIN' />
|
|
|
+ <value enum='3' description='TIMEOUT' />
|
|
|
+ <value enum='4' description='BROKERRECEIPT' />
|
|
|
+ <value enum='5' description='BROKEREXECUTION' />
|
|
|
+ </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='CONFIRMATIONREQUESTREJECTED' />
|
|
|
+ </field>
|
|
|
+ <field number='774' name='ConfirmRejReason' type='INT'>
|
|
|
+ <value enum='1' description='MISMATCHEDACCOUNT' />
|
|
|
+ <value enum='2' description='MISSINGSETTLEMENTINSTRUCTIONS' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </field>
|
|
|
+ <field number='775' name='BookingType' type='INT'>
|
|
|
+ <value enum='0' description='REGULARBOOKING' />
|
|
|
+ <value enum='1' description='CFDCONTRACTFORDIFFERENCE' />
|
|
|
+ <value enum='2' description='TOTALRETURNSWAP' />
|
|
|
+ </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='USEDEFAULTINSTRUCTIONS' />
|
|
|
+ <value enum='1' description='DERIVEFROMPARAMETERSPROVIDED' />
|
|
|
+ <value enum='2' description='FULLDETAILSPROVIDED' />
|
|
|
+ <value enum='3' description='SSIDBIDSPROVIDED' />
|
|
|
+ <value enum='4' description='PHONEFORINSTRUCTIONS' />
|
|
|
+ </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='UNABLETOPROCESSREQUEST' />
|
|
|
+ <value enum='1' description='UNKNOWNACCOUNT' />
|
|
|
+ <value enum='2' description='NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </field>
|
|
|
+ <field number='793' name='SecondaryAllocID' type='STRING' />
|
|
|
+ <field number='794' name='AllocReportType' type='INT'>
|
|
|
+ <value enum='3' description='SELLSIDECALCULATEDUSINGPRELIMINARY' />
|
|
|
+ <value enum='4' description='SELLSIDECALCULATEDWITHOUTPRELIMINARY' />
|
|
|
+ <value enum='5' description='WAREHOUSERECAP' />
|
|
|
+ <value enum='8' description='REQUESTTOINTERMEDIARY' />
|
|
|
+ </field>
|
|
|
+ <field number='795' name='AllocReportRefID' type='STRING' />
|
|
|
+ <field number='796' name='AllocCancReplaceReason' type='INT'>
|
|
|
+ <value enum='1' description='ORIGINALDETAILSINCORRECT' />
|
|
|
+ <value enum='2' description='CHANGEINUNDERLYINGORDERDETAILS' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </field>
|
|
|
+ <field number='797' name='CopyMsgIndicator' type='BOOLEAN' />
|
|
|
+ <field number='798' name='AllocAccountType' type='INT'>
|
|
|
+ <value enum='1' description='ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS' />
|
|
|
+ <value enum='2' description='ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS' />
|
|
|
+ <value enum='3' description='HOUSETRADER' />
|
|
|
+ <value enum='4' description='FLOORTRADER' />
|
|
|
+ <value enum='6' description='ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED' />
|
|
|
+ <value enum='7' description='ACCOUNTISHOUSETRADERANDISCROSSMARGINED' />
|
|
|
+ <value enum='8' description='JBO' />
|
|
|
+ </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='SECURITIESACCOUNTNUMBER' />
|
|
|
+ <value enum='11' description='REGISTRATIONNUMBER' />
|
|
|
+ <value enum='12' description='REGISTEREDADDRESS_12' />
|
|
|
+ <value enum='13' description='REGULATORYSTATUS' />
|
|
|
+ <value enum='14' description='REGISTRATIONNAME' />
|
|
|
+ <value enum='15' description='CASHACCOUNT' />
|
|
|
+ <value enum='16' description='BIC' />
|
|
|
+ <value enum='17' description='CSDPARTICIPANTMEMBERCODE' />
|
|
|
+ <value enum='18' description='REGISTEREDADDRESS_18' />
|
|
|
+ <value enum='19' description='FUNDACCOUNTNAME' />
|
|
|
+ <value enum='2' description='PERSON' />
|
|
|
+ <value enum='20' description='TELEXNUMBER' />
|
|
|
+ <value enum='21' description='FAXNUMBER' />
|
|
|
+ <value enum='22' description='SECURITIESACCOUNTNAME' />
|
|
|
+ <value enum='23' description='CASHACCOUNTNAME' />
|
|
|
+ <value enum='24' description='DEPARTMENT' />
|
|
|
+ <value enum='25' description='LOCATIONDESK' />
|
|
|
+ <value enum='26' description='POSITIONACCOUNTTYPE' />
|
|
|
+ <value enum='3' description='SYSTEM' />
|
|
|
+ <value enum='4' description='APPLICATION' />
|
|
|
+ <value enum='4000' description='RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES' />
|
|
|
+ <value enum='5' description='FULLLEGALNAMEOFFIRM' />
|
|
|
+ <value enum='6' description='POSTALADDRESS' />
|
|
|
+ <value enum='7' description='PHONENUMBER' />
|
|
|
+ <value enum='8' description='EMAILADDRESS' />
|
|
|
+ <value enum='9' description='CONTACTNAME' />
|
|
|
+ </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='PENDINGACCEPT' />
|
|
|
+ <value enum='2' description='PENDINGRELEASE' />
|
|
|
+ <value enum='3' description='PENDINGREVERSAL' />
|
|
|
+ <value enum='4' description='ACCEPT' />
|
|
|
+ <value enum='5' description='BLOCKLEVELREJECT' />
|
|
|
+ <value enum='6' description='ACCOUNTLEVELREJECT' />
|
|
|
+ </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='NOACTIONTAKEN' />
|
|
|
+ <value enum='1' description='QUEUEFLUSHED' />
|
|
|
+ <value enum='2' description='OVERLAYLAST' />
|
|
|
+ <value enum='3' description='ENDSESSION' />
|
|
|
+ </field>
|
|
|
+ <field number='815' name='ApplQueueAction' type='INT'>
|
|
|
+ <value enum='0' description='NOACTIONTAKEN' />
|
|
|
+ <value enum='1' description='QUEUEFLUSHED' />
|
|
|
+ <value enum='2' description='OVERLAYLAST' />
|
|
|
+ <value enum='3' description='ENDSESSION' />
|
|
|
+ </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='NOAVERAGEPRICING' />
|
|
|
+ <value enum='1' description='TRADEAVERAGEPRICEGROUP' />
|
|
|
+ <value enum='2' description='LASTTRADEAVERAGEPRICEGROUP' />
|
|
|
+ </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='ALLOCATIONNOTREQUIRED' />
|
|
|
+ <value enum='1' description='ALLOCATIONREQUIREDALLOCATIONINFORMATIONNOTPROVIDED' />
|
|
|
+ <value enum='2' description='USEALLOCATIONPROVIDEDWITHTHETRADE' />
|
|
|
+ </field>
|
|
|
+ <field number='827' name='ExpirationCycle' type='INT'>
|
|
|
+ <value enum='0' description='EXPIREONTRADINGSESSIONCLOSE' />
|
|
|
+ <value enum='1' description='EXPIREONTRADINGSESSIONOPEN' />
|
|
|
+ </field>
|
|
|
+ <field number='828' name='TrdType' type='INT'>
|
|
|
+ <value enum='0' description='REGULARTRADE' />
|
|
|
+ <value enum='1' description='BLOCKTRADE' />
|
|
|
+ <value enum='10' description='AFTERHOURSTRADE' />
|
|
|
+ <value enum='2' description='EFP' />
|
|
|
+ <value enum='3' description='TRANSFER' />
|
|
|
+ <value enum='4' description='LATETRADE' />
|
|
|
+ <value enum='5' description='TTRADE' />
|
|
|
+ <value enum='6' description='WEIGHTEDAVERAGEPRICETRADE' />
|
|
|
+ <value enum='7' description='BUNCHEDTRADE' />
|
|
|
+ <value enum='8' description='LATEBUNCHEDTRADE' />
|
|
|
+ <value enum='9' description='PRIORREFERENCEPRICETRADE' />
|
|
|
+ </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='BASISPOINTS' />
|
|
|
+ <value enum='2' description='TICKS' />
|
|
|
+ <value enum='3' description='PRICETIERLEVEL' />
|
|
|
+ </field>
|
|
|
+ <field number='837' name='PegLimitType' type='INT'>
|
|
|
+ <value enum='0' description='ORBETTER' />
|
|
|
+ <value enum='1' description='STRICT' />
|
|
|
+ <value enum='2' description='ORWORSE' />
|
|
|
+ </field>
|
|
|
+ <field number='838' name='PegRoundDirection' type='INT'>
|
|
|
+ <value enum='1' description='MOREAGGRESSIVE' />
|
|
|
+ <value enum='2' description='MOREPASSIVE' />
|
|
|
+ </field>
|
|
|
+ <field number='839' name='PeggedPrice' type='PRICE' />
|
|
|
+ <field number='840' name='PegScope' type='INT'>
|
|
|
+ <value enum='1' description='LOCALEXCHANGEECNATS' />
|
|
|
+ <value enum='2' description='NATIONAL' />
|
|
|
+ <value enum='3' description='GLOBAL' />
|
|
|
+ <value enum='4' description='NATIONALEXCLUDINGLOCAL' />
|
|
|
+ </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='BASISPOINTS' />
|
|
|
+ <value enum='2' description='TICKS' />
|
|
|
+ <value enum='3' description='PRICETIERLEVEL' />
|
|
|
+ </field>
|
|
|
+ <field number='843' name='DiscretionLimitType' type='INT'>
|
|
|
+ <value enum='0' description='ORBETTER' />
|
|
|
+ <value enum='1' description='STRICT' />
|
|
|
+ <value enum='2' description='ORWORSE' />
|
|
|
+ </field>
|
|
|
+ <field number='844' name='DiscretionRoundDirection' type='INT'>
|
|
|
+ <value enum='1' description='MOREAGGRESSIVE' />
|
|
|
+ <value enum='2' description='MOREPASSIVE' />
|
|
|
+ </field>
|
|
|
+ <field number='845' name='DiscretionPrice' type='PRICE' />
|
|
|
+ <field number='846' name='DiscretionScope' type='INT'>
|
|
|
+ <value enum='1' description='LOCALEXCHANGEECNATS' />
|
|
|
+ <value enum='2' description='NATIONAL' />
|
|
|
+ <value enum='3' description='GLOBAL' />
|
|
|
+ <value enum='4' description='NATIONALEXCLUDINGLOCAL' />
|
|
|
+ </field>
|
|
|
+ <field number='847' name='TargetStrategy' type='INT'>
|
|
|
+ <value enum='1' description='VWAP' />
|
|
|
+ <value enum='1000' description='RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES' />
|
|
|
+ <value enum='2' description='PARTICIPATE' />
|
|
|
+ <value enum='3' description='MININIZEMARKETIMPACT' />
|
|
|
+ </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='ADDEDLIQUIDITY' />
|
|
|
+ <value enum='2' description='REMOVEDLIQUIDITY' />
|
|
|
+ <value enum='3' description='LIQUIDITYROUTEDOUT' />
|
|
|
+ </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='DEALERSOLDSHORT' />
|
|
|
+ <value enum='1' description='DEALERSOLDSHORTEXEMPT' />
|
|
|
+ <value enum='2' description='SELLINGCUSTOMERSOLDSHORT' />
|
|
|
+ <value enum='3' description='SELLINGCUSTOMERSOLDSHORTEXEMPT' />
|
|
|
+ <value enum='4' description='QSRORAGUCONTRASIDESOLDSHORT' />
|
|
|
+ <value enum='5' description='QSRORAGUCONTRASIDESOLDSHORTEXEMPT' />
|
|
|
+ </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='NOWAS' />
|
|
|
+ <value enum='6' description='TRADEREPORTCANCEL' />
|
|
|
+ <value enum='7' description='LOCKEDINTRADEBREAK' />
|
|
|
+ </field>
|
|
|
+ <field number='857' name='AllocNoOrdersType' type='INT'>
|
|
|
+ <value enum='0' description='NOTSPECIFIED' />
|
|
|
+ <value enum='1' description='EXPLICITLISTPROVIDED' />
|
|
|
+ </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='SINKINGFUNDCALL' />
|
|
|
+ <value enum='99' description='OTHER' />
|
|
|
+ </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='ORIGINALISSUEDISCOUNT' />
|
|
|
+ <value enum='11' description='CALLABLEPUTTABLE' />
|
|
|
+ <value enum='12' description='ESCROWEDTOMATURITY' />
|
|
|
+ <value enum='13' description='ESCROWEDTOREDEMPTIONDATE' />
|
|
|
+ <value enum='14' description='PREREFUNDED' />
|
|
|
+ <value enum='15' description='INDEFAULT' />
|
|
|
+ <value enum='16' description='UNRATED' />
|
|
|
+ <value enum='17' description='TAXABLE' />
|
|
|
+ <value enum='18' description='INDEXED' />
|
|
|
+ <value enum='19' description='SUBJECTTOALTERNATIVEMINIMUMTAX' />
|
|
|
+ <value enum='2' description='ZEROCOUPON' />
|
|
|
+ <value enum='20' description='ORIGINALISSUEDISCOUNTPRICE' />
|
|
|
+ <value enum='21' description='CALLABLEBELOWMATURITYVALUE' />
|
|
|
+ <value enum='22' description='CALLABLEWITHOUTNOTICEBYMAILTOHOLDERUNLESSREGISTERED' />
|
|
|
+ <value enum='3' description='INTERESTBEARING' />
|
|
|
+ <value enum='4' description='NOPERIODICPAYMENTS' />
|
|
|
+ <value enum='5' description='VARIABLERATE' />
|
|
|
+ <value enum='6' description='LESSFEEFORPUT' />
|
|
|
+ <value enum='7' description='STEPPEDCOUPON' />
|
|
|
+ <value enum='8' description='COUPONPERIOD' />
|
|
|
+ <value enum='9' description='WHENISSUED' />
|
|
|
+ <value enum='99' description='TEXT' />
|
|
|
+ </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='3A3' />
|
|
|
+ <value enum='2' description='42' />
|
|
|
+ <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='PERUNIT' />
|
|
|
+ <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='TIMEWARNING' />
|
|
|
+ <value enum='3' description='MARGINDEFICIENCY' />
|
|
|
+ <value enum='4' description='MARGINEXCESS' />
|
|
|
+ <value enum='5' description='FORWARDCOLLATERALDEMAND' />
|
|
|
+ <value enum='6' description='EVENTOFDEFAULT' />
|
|
|
+ <value enum='7' description='ADVERSETAXEVENT' />
|
|
|
+ </field>
|
|
|
+ <field number='896' name='CollInquiryQualifier' type='INT'>
|
|
|
+ <value enum='0' description='TRADEDATE' />
|
|
|
+ <value enum='1' description='GCINSTRUMENT' />
|
|
|
+ <value enum='2' description='COLLATERALINSTRUMENT' />
|
|
|
+ <value enum='3' description='SUBSTITUTIONELIGIBLE' />
|
|
|
+ <value enum='4' description='NOTASSIGNED' />
|
|
|
+ <value enum='5' description='PARTIALLYASSIGNED' />
|
|
|
+ <value enum='6' description='FULLYASSIGNED' />
|
|
|
+ <value enum='7' description='OUTSTANDINGTRADES' />
|
|
|
+ </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='UNKNOWNDEAL' />
|
|
|
+ <value enum='1' description='UNKNOWNORINVALIDINSTRUMENT' />
|
|
|
+ <value enum='2' description='UNAUTHORIZEDTRANSACTION' />
|
|
|
+ <value enum='3' description='INSUFFICIENTCOLLATERAL' />
|
|
|
+ <value enum='4' description='INVALIDTYPEOFCOLLATERAL' />
|
|
|
+ <value enum='5' description='EXCESSIVESUBSTITUTION' />
|
|
|
+ <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='PARTIALLYASSIGNED' />
|
|
|
+ <value enum='2' description='ASSIGNMENTPROPOSED' />
|
|
|
+ <value enum='3' description='ASSIGNEDACCEPTED' />
|
|
|
+ <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='VERSUSPAYMENT' />
|
|
|
+ <value enum='1' description='FREE' />
|
|
|
+ <value enum='2' description='TRIPARTY' />
|
|
|
+ <value enum='3' description='HOLDINCUSTODY' />
|
|
|
+ </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='REQUESTINDIVIDUALUSERSTATUS' />
|
|
|
+ </field>
|
|
|
+ <field number='925' name='NewPassword' type='STRING' />
|
|
|
+ <field number='926' name='UserStatus' type='INT'>
|
|
|
+ <value enum='1' description='LOGGEDIN' />
|
|
|
+ <value enum='2' description='NOTLOGGEDIN' />
|
|
|
+ <value enum='3' description='USERNOTRECOGNISED' />
|
|
|
+ <value enum='4' description='PASSWORDINCORRECT' />
|
|
|
+ <value enum='5' description='PASSWORDCHANGED' />
|
|
|
+ <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='NOTCONNECTEDDOWNEXPECTEDUP' />
|
|
|
+ <value enum='3' description='NOTCONNECTEDDOWNEXPECTEDDOWN' />
|
|
|
+ <value enum='4' description='INPROCESS' />
|
|
|
+ </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='STOPSUBSCRIBING' />
|
|
|
+ <value enum='8' description='LEVELOFDETAIL' />
|
|
|
+ </field>
|
|
|
+ <field number='936' name='NoCompIDs' type='NUMINGROUP' />
|
|
|
+ <field number='937' name='NetworkStatusResponseType' type='INT'>
|
|
|
+ <value enum='1' description='FULL' />
|
|
|
+ <value enum='2' description='INCREMENTALUPDATE' />
|
|
|
+ </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='CONFIRMREJECTED' />
|
|
|
+ <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='ACCEPTEDWITHWARNINGS' />
|
|
|
+ <value enum='2' description='COMPLETED' />
|
|
|
+ <value enum='3' description='COMPLETEDWITHWARNINGS' />
|
|
|
+ <value enum='4' description='REJECTED' />
|
|
|
+ </field>
|
|
|
+ <field number='946' name='CollInquiryResult' type='INT'>
|
|
|
+ <value enum='0' description='SUCCESSFUL' />
|
|
|
+ <value enum='1' description='INVALIDORUNKNOWNINSTRUMENT' />
|
|
|
+ <value enum='2' description='INVALIDORUNKNOWNCOLLATERALTYPE' />
|
|
|
+ <value enum='3' description='INVALIDPARTIES' />
|
|
|
+ <value enum='4' description='INVALIDTRANSPORTTYPEREQUESTED' />
|
|
|
+ <value enum='5' description='INVALIDDESTINATIONREQUESTED' />
|
|
|
+ <value enum='6' description='NOCOLLATERALFOUNDFORTHETRADESPECIFIED' />
|
|
|
+ <value enum='7' description='NOCOLLATERALFOUNDFORTHEORDERSPECIFIED' />
|
|
|
+ <value enum='8' description='COLLATERALINQUIRYTYPENOTSUPPORTED' />
|
|
|
+ <value enum='9' description='UNAUTHORIZEDFORCOLLATERALINQUIRY' />
|
|
|
+ <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>
|
wr
il y a 6 ans