12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758596061626364656667686970717273747576777879808182838485868788899091929394959697989910010110210310410510610710810911011111211311411511611711811912012112212312412512612712812913013113213313413513613713813914014114214314414514614714814915015115215315415515615715815916016116216316416516616716816917017117217317417517617717817918018118218318418518618718818919019119219319419519619719819920020120220320420520620720820921021121221321421521621721821922022122222322422522622722822923023123223323423523623723823924024124224324424524624724824925025125225325425525625725825926026126226326426526626726826927027127227327427527627727827928028128228328428528628728828929029129229329429529629729829930030130230330430530630730830931031131231331431531631731831932032132232332432532632732832933033133233333433533633733833934034134234334434534634734834935035135235335435535635735835936036136236336436536636736836937037137237337437537637737837938038138238338438538638738838939039139239339439539639739839940040140240340440540640740840941041141241341441541641741841942042142242342442542642742842943043143243343443543643743843944044144244344444544644744844945045145245345445545645745845946046146246346446546646746846947047147247347447547647747847948048148248348448548648748848949049149249349449549649749849950050150250350450550650750850951051151251351451551651751851952052152252352452552652752852953053153253353453553653753853954054154254354454554654754854955055155255355455555655755855956056156256356456556656756856957057157257357457557657757857958058158258358458558658758858959059159259359459559659759859960060160260360460560660760860961061161261361461561661761861962062162262362462562662762862963063163263363463563663763863964064164264364464564664764864965065165265365465565665765865966066166266366466566666766866967067167267367467567667767867968068168268368468568668768868969069169269369469569669769869970070170270370470570670770870971071171271371471571671771871972072172272372472572672772872973073173273373473573673773873974074174274374474574674774874975075175275375475575675775875976076176276376476576676776876977077177277377477577677777877978078178278378478578678778878979079179279379479579679779879980080180280380480580680780880981081181281381481581681781881982082182282382482582682782882983083183283383483583683783883984084184284384484584684784884985085185285385485585685785885986086186286386486586686786886987087187287387487587687787887988088188288388488588688788888989089189289389489589689789889990090190290390490590690790890991091191291391491591691791891992092192292392492592692792892993093193293393493593693793893994094194294394494594694794894995095195295395495595695795895996096196296396496596696796896997097197297397497597697797897998098198298398498598698798898999099199299399499599699799899910001001100210031004100510061007100810091010101110121013101410151016101710181019102010211022102310241025102610271028102910301031103210331034103510361037103810391040104110421043104410451046104710481049105010511052105310541055105610571058105910601061106210631064106510661067106810691070107110721073107410751076107710781079108010811082108310841085108610871088108910901091109210931094109510961097109810991100110111021103110411051106110711081109111011111112111311141115111611171118111911201121112211231124112511261127112811291130113111321133113411351136113711381139114011411142114311441145114611471148114911501151115211531154115511561157115811591160116111621163116411651166116711681169117011711172117311741175117611771178117911801181118211831184118511861187118811891190119111921193119411951196119711981199120012011202120312041205120612071208120912101211121212131214121512161217121812191220122112221223122412251226122712281229123012311232123312341235123612371238123912401241124212431244124512461247124812491250125112521253125412551256125712581259126012611262126312641265126612671268126912701271127212731274127512761277127812791280128112821283128412851286128712881289129012911292129312941295129612971298129913001301130213031304130513061307130813091310131113121313131413151316131713181319132013211322132313241325132613271328132913301331133213331334133513361337133813391340134113421343134413451346134713481349135013511352135313541355135613571358135913601361136213631364136513661367136813691370137113721373137413751376137713781379138013811382138313841385138613871388138913901391139213931394139513961397139813991400140114021403140414051406140714081409141014111412141314141415141614171418141914201421142214231424142514261427142814291430143114321433143414351436143714381439144014411442144314441445144614471448144914501451145214531454145514561457145814591460146114621463146414651466146714681469147014711472147314741475147614771478147914801481148214831484148514861487148814891490149114921493149414951496149714981499150015011502150315041505150615071508150915101511151215131514151515161517151815191520152115221523152415251526152715281529153015311532153315341535153615371538153915401541154215431544154515461547154815491550155115521553155415551556155715581559156015611562156315641565156615671568156915701571157215731574157515761577157815791580158115821583158415851586158715881589159015911592159315941595159615971598159916001601160216031604160516061607160816091610161116121613161416151616161716181619162016211622162316241625162616271628162916301631163216331634163516361637163816391640164116421643164416451646164716481649165016511652165316541655165616571658165916601661166216631664166516661667166816691670167116721673167416751676167716781679168016811682168316841685168616871688168916901691169216931694169516961697169816991700170117021703170417051706170717081709171017111712171317141715171617171718171917201721172217231724172517261727172817291730173117321733173417351736173717381739174017411742174317441745174617471748174917501751175217531754175517561757175817591760176117621763176417651766176717681769177017711772177317741775177617771778177917801781178217831784178517861787178817891790179117921793179417951796179717981799180018011802180318041805180618071808180918101811181218131814181518161817181818191820182118221823182418251826182718281829183018311832183318341835183618371838183918401841184218431844184518461847184818491850185118521853185418551856185718581859186018611862186318641865186618671868186918701871187218731874187518761877187818791880188118821883188418851886188718881889189018911892189318941895189618971898189919001901190219031904190519061907190819091910191119121913191419151916191719181919192019211922192319241925192619271928192919301931193219331934193519361937193819391940194119421943194419451946194719481949195019511952195319541955195619571958195919601961196219631964196519661967196819691970197119721973197419751976197719781979198019811982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202520262027202820292030203120322033203420352036203720382039204020412042204320442045204620472048204920502051205220532054205520562057205820592060206120622063206420652066206720682069207020712072207320742075207620772078207920802081208220832084208520862087208820892090209120922093209420952096209720982099210021012102210321042105210621072108210921102111211221132114211521162117211821192120212121222123212421252126212721282129213021312132213321342135213621372138213921402141214221432144214521462147214821492150215121522153215421552156215721582159216021612162216321642165216621672168216921702171217221732174217521762177217821792180218121822183218421852186218721882189219021912192219321942195219621972198219922002201220222032204220522062207220822092210221122122213221422152216221722182219222022212222222322242225222622272228222922302231223222332234223522362237223822392240224122422243224422452246224722482249225022512252225322542255225622572258225922602261226222632264226522662267226822692270227122722273227422752276227722782279228022812282228322842285228622872288228922902291229222932294229522962297229822992300230123022303230423052306230723082309231023112312231323142315231623172318231923202321232223232324232523262327232823292330233123322333233423352336233723382339234023412342234323442345234623472348234923502351235223532354235523562357235823592360236123622363236423652366236723682369237023712372237323742375237623772378237923802381238223832384238523862387238823892390239123922393239423952396239723982399240024012402240324042405240624072408240924102411241224132414241524162417241824192420242124222423242424252426242724282429243024312432243324342435243624372438243924402441244224432444244524462447244824492450245124522453245424552456245724582459246024612462246324642465246624672468246924702471247224732474247524762477247824792480248124822483248424852486248724882489249024912492249324942495249624972498249925002501250225032504250525062507250825092510251125122513251425152516251725182519252025212522252325242525252625272528252925302531253225332534253525362537253825392540254125422543254425452546254725482549255025512552255325542555255625572558255925602561256225632564256525662567256825692570257125722573257425752576257725782579258025812582258325842585258625872588258925902591259225932594259525962597259825992600260126022603260426052606260726082609261026112612261326142615261626172618261926202621262226232624262526262627262826292630263126322633263426352636263726382639264026412642264326442645264626472648264926502651265226532654265526562657265826592660266126622663266426652666266726682669267026712672267326742675267626772678267926802681268226832684268526862687268826892690269126922693269426952696269726982699270027012702270327042705270627072708270927102711271227132714271527162717271827192720272127222723272427252726272727282729273027312732273327342735273627372738273927402741274227432744274527462747274827492750275127522753275427552756275727582759276027612762276327642765276627672768276927702771277227732774277527762777277827792780278127822783278427852786278727882789279027912792279327942795279627972798279928002801280228032804280528062807280828092810281128122813281428152816281728182819282028212822282328242825282628272828282928302831283228332834283528362837283828392840284128422843284428452846284728482849285028512852285328542855285628572858285928602861286228632864286528662867286828692870287128722873287428752876287728782879288028812882288328842885288628872888288928902891289228932894289528962897289828992900290129022903290429052906290729082909291029112912291329142915291629172918291929202921292229232924292529262927292829292930293129322933293429352936293729382939294029412942294329442945294629472948294929502951295229532954295529562957295829592960296129622963296429652966296729682969297029712972297329742975297629772978297929802981298229832984298529862987298829892990299129922993299429952996299729982999300030013002300330043005300630073008300930103011301230133014301530163017301830193020302130223023302430253026302730283029303030313032303330343035303630373038303930403041304230433044304530463047304830493050305130523053305430553056305730583059306030613062306330643065306630673068306930703071307230733074307530763077307830793080308130823083308430853086308730883089309030913092309330943095309630973098309931003101310231033104310531063107310831093110311131123113311431153116311731183119312031213122312331243125312631273128312931303131313231333134313531363137313831393140314131423143314431453146314731483149315031513152315331543155315631573158315931603161316231633164316531663167316831693170317131723173317431753176317731783179318031813182318331843185318631873188318931903191319231933194319531963197319831993200320132023203320432053206320732083209321032113212321332143215321632173218321932203221322232233224322532263227322832293230323132323233323432353236323732383239324032413242324332443245324632473248324932503251325232533254325532563257325832593260326132623263326432653266326732683269327032713272327332743275327632773278327932803281328232833284328532863287328832893290329132923293329432953296329732983299330033013302330333043305330633073308330933103311331233133314331533163317331833193320332133223323332433253326332733283329333033313332333333343335333633373338333933403341334233433344334533463347334833493350335133523353335433553356335733583359336033613362336333643365336633673368336933703371337233733374337533763377337833793380338133823383338433853386338733883389339033913392339333943395339633973398339934003401340234033404340534063407340834093410341134123413341434153416341734183419342034213422342334243425342634273428342934303431343234333434343534363437343834393440344134423443344434453446344734483449345034513452345334543455345634573458345934603461346234633464346534663467346834693470347134723473347434753476347734783479348034813482348334843485348634873488348934903491349234933494349534963497349834993500350135023503350435053506350735083509351035113512351335143515351635173518351935203521352235233524352535263527352835293530353135323533353435353536353735383539354035413542354335443545354635473548354935503551355235533554355535563557355835593560356135623563356435653566356735683569357035713572357335743575357635773578357935803581358235833584358535863587358835893590359135923593359435953596359735983599360036013602360336043605360636073608360936103611361236133614361536163617361836193620362136223623362436253626362736283629363036313632363336343635363636373638363936403641364236433644364536463647364836493650365136523653365436553656365736583659366036613662366336643665366636673668366936703671367236733674367536763677367836793680368136823683368436853686368736883689369036913692369336943695369636973698369937003701370237033704370537063707370837093710371137123713371437153716371737183719372037213722372337243725372637273728372937303731373237333734373537363737373837393740374137423743374437453746374737483749375037513752375337543755375637573758375937603761376237633764376537663767376837693770377137723773377437753776377737783779378037813782378337843785378637873788378937903791379237933794379537963797379837993800380138023803380438053806380738083809381038113812381338143815381638173818381938203821382238233824382538263827382838293830383138323833383438353836383738383839384038413842384338443845384638473848384938503851385238533854385538563857385838593860386138623863386438653866386738683869387038713872387338743875387638773878387938803881388238833884388538863887388838893890389138923893389438953896389738983899390039013902390339043905390639073908390939103911391239133914391539163917391839193920392139223923392439253926392739283929393039313932393339343935393639373938393939403941394239433944394539463947394839493950395139523953395439553956395739583959396039613962396339643965396639673968396939703971397239733974397539763977397839793980398139823983398439853986398739883989399039913992399339943995399639973998399940004001400240034004400540064007400840094010401140124013401440154016401740184019402040214022402340244025402640274028402940304031403240334034403540364037403840394040404140424043404440454046404740484049405040514052405340544055405640574058405940604061406240634064406540664067406840694070407140724073407440754076407740784079408040814082408340844085408640874088408940904091409240934094409540964097409840994100410141024103410441054106410741084109411041114112411341144115411641174118411941204121412241234124412541264127412841294130413141324133413441354136413741384139414041414142414341444145414641474148414941504151415241534154415541564157415841594160416141624163416441654166416741684169417041714172417341744175417641774178417941804181418241834184418541864187418841894190419141924193419441954196419741984199420042014202420342044205420642074208420942104211421242134214421542164217421842194220422142224223422442254226422742284229423042314232423342344235423642374238423942404241424242434244424542464247424842494250425142524253425442554256425742584259426042614262426342644265426642674268426942704271427242734274427542764277427842794280428142824283428442854286428742884289429042914292429342944295429642974298429943004301430243034304430543064307430843094310431143124313431443154316431743184319432043214322432343244325432643274328432943304331433243334334433543364337433843394340434143424343434443454346434743484349435043514352435343544355435643574358435943604361436243634364436543664367436843694370437143724373437443754376437743784379438043814382438343844385438643874388438943904391439243934394439543964397439843994400440144024403440444054406440744084409441044114412441344144415441644174418441944204421442244234424442544264427442844294430443144324433443444354436443744384439444044414442444344444445444644474448444944504451445244534454445544564457445844594460446144624463446444654466446744684469447044714472447344744475447644774478447944804481448244834484448544864487448844894490449144924493449444954496449744984499450045014502450345044505450645074508450945104511451245134514451545164517451845194520452145224523452445254526452745284529453045314532453345344535453645374538453945404541454245434544454545464547454845494550455145524553455445554556455745584559456045614562456345644565456645674568456945704571457245734574457545764577457845794580458145824583458445854586458745884589459045914592459345944595459645974598459946004601460246034604460546064607460846094610461146124613461446154616461746184619462046214622462346244625462646274628462946304631463246334634463546364637463846394640464146424643464446454646464746484649465046514652465346544655465646574658465946604661466246634664466546664667466846694670467146724673467446754676467746784679468046814682468346844685468646874688468946904691469246934694469546964697469846994700470147024703470447054706470747084709471047114712471347144715471647174718471947204721472247234724472547264727472847294730473147324733473447354736473747384739474047414742474347444745474647474748474947504751475247534754475547564757475847594760476147624763476447654766476747684769477047714772477347744775477647774778477947804781478247834784478547864787478847894790479147924793479447954796479747984799480048014802480348044805480648074808480948104811481248134814481548164817481848194820482148224823482448254826482748284829483048314832483348344835483648374838483948404841484248434844484548464847484848494850485148524853485448554856485748584859486048614862486348644865486648674868486948704871487248734874487548764877487848794880488148824883488448854886488748884889489048914892489348944895489648974898489949004901490249034904490549064907490849094910491149124913491449154916491749184919492049214922492349244925492649274928492949304931493249334934493549364937493849394940494149424943494449454946494749484949495049514952495349544955495649574958495949604961496249634964496549664967496849694970497149724973497449754976497749784979498049814982498349844985498649874988498949904991499249934994499549964997499849995000500150025003500450055006500750085009501050115012501350145015501650175018501950205021502250235024502550265027502850295030503150325033503450355036503750385039504050415042504350445045504650475048504950505051505250535054505550565057505850595060506150625063506450655066506750685069507050715072507350745075507650775078507950805081508250835084508550865087508850895090509150925093509450955096509750985099510051015102510351045105510651075108510951105111511251135114511551165117511851195120512151225123512451255126512751285129513051315132513351345135513651375138513951405141514251435144514551465147514851495150515151525153515451555156515751585159516051615162516351645165516651675168516951705171517251735174517551765177517851795180518151825183518451855186518751885189519051915192519351945195519651975198519952005201520252035204520552065207520852095210521152125213521452155216521752185219522052215222522352245225522652275228522952305231523252335234523552365237523852395240524152425243524452455246524752485249525052515252525352545255525652575258525952605261526252635264526552665267526852695270527152725273527452755276527752785279528052815282528352845285528652875288528952905291529252935294529552965297529852995300530153025303530453055306530753085309531053115312531353145315531653175318531953205321532253235324532553265327532853295330533153325333533453355336533753385339534053415342534353445345534653475348534953505351535253535354535553565357535853595360536153625363536453655366536753685369537053715372537353745375537653775378537953805381538253835384538553865387538853895390539153925393539453955396539753985399540054015402540354045405540654075408540954105411541254135414541554165417541854195420542154225423542454255426542754285429543054315432543354345435543654375438543954405441544254435444544554465447544854495450545154525453545454555456545754585459546054615462546354645465546654675468546954705471547254735474547554765477547854795480548154825483548454855486548754885489549054915492549354945495549654975498549955005501550255035504550555065507550855095510551155125513551455155516551755185519552055215522552355245525552655275528552955305531553255335534553555365537553855395540554155425543554455455546554755485549555055515552555355545555555655575558555955605561556255635564556555665567556855695570557155725573557455755576557755785579558055815582558355845585558655875588558955905591559255935594559555965597559855995600560156025603560456055606560756085609561056115612561356145615561656175618561956205621562256235624562556265627562856295630563156325633563456355636563756385639564056415642564356445645564656475648564956505651565256535654565556565657565856595660566156625663566456655666566756685669567056715672567356745675567656775678567956805681568256835684568556865687568856895690569156925693569456955696569756985699570057015702570357045705570657075708570957105711571257135714571557165717571857195720572157225723572457255726572757285729573057315732573357345735573657375738573957405741574257435744574557465747574857495750575157525753575457555756575757585759576057615762576357645765576657675768576957705771577257735774577557765777577857795780578157825783578457855786578757885789579057915792579357945795579657975798579958005801580258035804580558065807580858095810581158125813581458155816581758185819582058215822582358245825582658275828582958305831583258335834583558365837583858395840584158425843584458455846584758485849585058515852585358545855585658575858585958605861586258635864586558665867586858695870587158725873587458755876587758785879588058815882588358845885588658875888588958905891589258935894589558965897589858995900590159025903590459055906590759085909591059115912591359145915591659175918591959205921592259235924592559265927592859295930593159325933593459355936593759385939594059415942594359445945594659475948594959505951595259535954595559565957595859595960596159625963596459655966596759685969597059715972597359745975597659775978597959805981598259835984598559865987598859895990599159925993599459955996599759985999600060016002600360046005600660076008600960106011601260136014601560166017601860196020602160226023602460256026602760286029603060316032603360346035603660376038603960406041604260436044604560466047604860496050605160526053605460556056605760586059606060616062606360646065606660676068606960706071607260736074607560766077607860796080608160826083608460856086608760886089609060916092609360946095609660976098609961006101610261036104610561066107610861096110611161126113611461156116611761186119612061216122612361246125612661276128612961306131613261336134613561366137613861396140614161426143614461456146614761486149615061516152615361546155615661576158615961606161616261636164616561666167616861696170617161726173617461756176617761786179618061816182618361846185618661876188618961906191619261936194619561966197619861996200620162026203620462056206620762086209621062116212621362146215621662176218621962206221622262236224622562266227622862296230623162326233623462356236623762386239624062416242624362446245624662476248624962506251625262536254625562566257625862596260626162626263626462656266626762686269627062716272627362746275627662776278627962806281628262836284628562866287628862896290629162926293629462956296629762986299630063016302630363046305630663076308630963106311631263136314631563166317631863196320632163226323632463256326632763286329633063316332633363346335633663376338633963406341634263436344634563466347634863496350635163526353635463556356635763586359636063616362636363646365636663676368636963706371637263736374637563766377637863796380638163826383638463856386638763886389639063916392639363946395639663976398639964006401640264036404640564066407640864096410641164126413641464156416641764186419642064216422642364246425642664276428642964306431643264336434643564366437643864396440644164426443644464456446644764486449645064516452645364546455645664576458645964606461646264636464646564666467646864696470647164726473647464756476647764786479648064816482648364846485648664876488648964906491649264936494649564966497649864996500650165026503650465056506650765086509651065116512651365146515651665176518651965206521652265236524652565266527652865296530653165326533653465356536653765386539654065416542654365446545654665476548654965506551655265536554655565566557655865596560656165626563656465656566656765686569657065716572657365746575657665776578657965806581658265836584658565866587658865896590659165926593659465956596659765986599660066016602660366046605660666076608660966106611661266136614661566166617661866196620662166226623662466256626662766286629663066316632663366346635663666376638663966406641664266436644664566466647664866496650665166526653665466556656665766586659666066616662666366646665666666676668666966706671667266736674667566766677667866796680668166826683668466856686668766886689669066916692669366946695669666976698669967006701670267036704670567066707670867096710671167126713671467156716671767186719672067216722672367246725672667276728672967306731673267336734673567366737673867396740674167426743674467456746674767486749675067516752675367546755675667576758675967606761676267636764676567666767676867696770677167726773677467756776677767786779678067816782678367846785678667876788678967906791679267936794679567966797679867996800680168026803680468056806680768086809681068116812681368146815681668176818681968206821682268236824682568266827682868296830683168326833683468356836683768386839684068416842684368446845684668476848684968506851685268536854685568566857685868596860686168626863686468656866686768686869687068716872687368746875687668776878687968806881688268836884688568866887688868896890689168926893689468956896689768986899690069016902690369046905690669076908690969106911691269136914691569166917691869196920692169226923692469256926692769286929693069316932693369346935693669376938693969406941694269436944694569466947694869496950695169526953695469556956695769586959696069616962696369646965696669676968696969706971697269736974697569766977697869796980698169826983698469856986698769886989699069916992699369946995699669976998699970007001700270037004700570067007700870097010701170127013701470157016701770187019702070217022 |
- <fix major='4' type='FIX' servicepack='0' minor='4'>
- <header>
- <field name='BeginString' required='Y' />
- <field name='BodyLength' required='Y' />
- <field name='MsgType' required='Y' />
- <field name='SenderCompID' required='Y' />
- <field name='TargetCompID' required='Y' />
- <field name='OnBehalfOfCompID' required='N' />
- <field name='DeliverToCompID' required='N' />
- <field name='SecureDataLen' required='N' />
- <field name='SecureData' required='N' />
- <field name='MsgSeqNum' required='Y' />
- <field name='SenderSubID' required='N' />
- <field name='SenderLocationID' required='N' />
- <field name='TargetSubID' required='N' />
- <field name='TargetLocationID' required='N' />
- <field name='OnBehalfOfSubID' required='N' />
- <field name='OnBehalfOfLocationID' required='N' />
- <field name='DeliverToSubID' required='N' />
- <field name='DeliverToLocationID' required='N' />
- <field name='PossDupFlag' required='N' />
- <field name='PossResend' required='N' />
- <field name='SendingTime' required='Y' />
- <field name='OrigSendingTime' required='N' />
- <field name='XmlDataLen' required='N' />
- <field name='XmlData' required='N' />
- <field name='MessageEncoding' required='N' />
- <field name='LastMsgSeqNumProcessed' required='N' />
- <group name='NoHops' required='N'>
- <field name='HopCompID' required='N' />
- <field name='HopSendingTime' required='N' />
- <field name='HopRefID' required='N' />
- </group>
- </header>
- <messages>
- <message name='Heartbeat' msgcat='admin' msgtype='0'>
- <field name='TestReqID' required='N' />
- </message>
- <message name='TestRequest' msgcat='admin' msgtype='1'>
- <field name='TestReqID' required='Y' />
- </message>
- <message name='ResendRequest' msgcat='admin' msgtype='2'>
- <field name='BeginSeqNo' required='Y' />
- <field name='EndSeqNo' required='Y' />
- </message>
- <message name='Reject' msgcat='admin' msgtype='3'>
- <field name='RefSeqNum' required='Y' />
- <field name='RefTagID' required='N' />
- <field name='RefMsgType' required='N' />
- <field name='SessionRejectReason' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='SequenceReset' msgcat='admin' msgtype='4'>
- <field name='GapFillFlag' required='N' />
- <field name='NewSeqNo' required='Y' />
- </message>
- <message name='Logout' msgcat='admin' msgtype='5'>
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='IOI' msgcat='app' msgtype='6'>
- <field name='IOIID' required='Y' />
- <field name='IOITransType' required='Y' />
- <field name='IOIRefID' required='N' />
- <component name='Instrument' required='Y' />
- <component name='FinancingDetails' required='N' />
- <group name='NoUnderlyings' required='N'>
- <component name='UnderlyingInstrument' required='N' />
- </group>
- <field name='Side' required='Y' />
- <field name='QtyType' required='N' />
- <component name='OrderQtyData' required='N' />
- <field name='IOIQty' required='Y' />
- <field name='Currency' required='N' />
- <component name='Stipulations' required='N' />
- <group name='NoLegs' required='N'>
- <component name='InstrumentLeg' required='N' />
- <field name='LegIOIQty' required='N' />
- <component name='LegStipulations' required='N' />
- </group>
- <field name='PriceType' required='N' />
- <field name='Price' required='N' />
- <field name='ValidUntilTime' required='N' />
- <field name='IOIQltyInd' required='N' />
- <field name='IOINaturalFlag' required='N' />
- <group name='NoIOIQualifiers' required='N'>
- <field name='IOIQualifier' required='N' />
- </group>
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='TransactTime' required='N' />
- <field name='URLLink' required='N' />
- <group name='NoRoutingIDs' required='N'>
- <field name='RoutingType' required='N' />
- <field name='RoutingID' required='N' />
- </group>
- <component name='SpreadOrBenchmarkCurveData' required='N' />
- <component name='YieldData' required='N' />
- </message>
- <message name='Advertisement' msgcat='app' msgtype='7'>
- <field name='AdvId' required='Y' />
- <field name='AdvTransType' required='Y' />
- <field name='AdvRefID' required='N' />
- <component name='Instrument' required='Y' />
- <group name='NoLegs' required='N'>
- <component name='InstrumentLeg' required='N' />
- </group>
- <group name='NoUnderlyings' required='N'>
- <component name='UnderlyingInstrument' required='N' />
- </group>
- <field name='AdvSide' required='Y' />
- <field name='Quantity' required='Y' />
- <field name='QtyType' required='N' />
- <field name='Price' required='N' />
- <field name='Currency' required='N' />
- <field name='TradeDate' required='N' />
- <field name='TransactTime' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='URLLink' required='N' />
- <field name='LastMkt' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='TradingSessionSubID' required='N' />
- </message>
- <message name='ExecutionReport' msgcat='app' msgtype='8'>
- <field name='OrderID' required='N' />
- <field name='SecondaryOrderID' required='N' />
- <field name='SecondaryClOrdID' required='N' />
- <field name='SecondaryExecID' required='N' />
- <field name='ClOrdID' required='N' />
- <field name='OrigClOrdID' required='N' />
- <field name='ClOrdLinkID' required='N' />
- <field name='QuoteRespID' required='N' />
- <field name='OrdStatusReqID' required='N' />
- <field name='MassStatusReqID' required='N' />
- <field name='TotNumReports' required='N' />
- <field name='LastRptRequested' required='N' />
- <component name='Parties' required='N' />
- <field name='TradeOriginationDate' required='N' />
- <group name='NoContraBrokers' required='N'>
- <field name='ContraBroker' required='N' />
- <field name='ContraTrader' required='N' />
- <field name='ContraTradeQty' required='N' />
- <field name='ContraTradeTime' required='N' />
- <field name='ContraLegRefID' required='N' />
- </group>
- <field name='ListID' required='N' />
- <field name='CrossID' required='N' />
- <field name='OrigCrossID' required='N' />
- <field name='CrossType' required='N' />
- <field name='ExecID' required='N' />
- <field name='ExecRefID' required='N' />
- <field name='ExecType' required='Y' />
- <field name='OrdStatus' required='Y' />
- <field name='WorkingIndicator' required='N' />
- <field name='OrdRejReason' required='N' />
- <field name='ExecRestatementReason' required='N' />
- <field name='Account' required='N' />
- <field name='AcctIDSource' required='N' />
- <field name='AccountType' required='N' />
- <field name='DayBookingInst' required='N' />
- <field name='BookingUnit' required='N' />
- <field name='PreallocMethod' required='N' />
- <field name='SettlType' required='N' />
- <field name='SettlDate' required='N' />
- <field name='CashMargin' required='N' />
- <field name='ClearingFeeIndicator' required='N' />
- <component name='Instrument' required='Y' />
- <component name='FinancingDetails' required='N' />
- <group name='NoUnderlyings' required='N'>
- <component name='UnderlyingInstrument' required='N' />
- </group>
- <field name='Side' required='Y' />
- <component name='Stipulations' required='N' />
- <field name='QtyType' required='N' />
- <component name='OrderQtyData' required='N' />
- <field name='OrdType' required='N' />
- <field name='PriceType' required='N' />
- <field name='Price' required='N' />
- <field name='StopPx' required='N' />
- <component name='PegInstructions' required='N' />
- <component name='DiscretionInstructions' required='N' />
- <field name='PeggedPrice' required='N' />
- <field name='DiscretionPrice' required='N' />
- <field name='TargetStrategy' required='N' />
- <field name='TargetStrategyParameters' required='N' />
- <field name='ParticipationRate' required='N' />
- <field name='TargetStrategyPerformance' required='N' />
- <field name='Currency' required='N' />
- <field name='ComplianceID' required='N' />
- <field name='SolicitedFlag' required='N' />
- <field name='TimeInForce' required='N' />
- <field name='EffectiveTime' required='N' />
- <field name='ExpireDate' required='N' />
- <field name='ExpireTime' required='N' />
- <field name='ExecInst' required='N' />
- <field name='OrderCapacity' required='N' />
- <field name='OrderRestrictions' required='N' />
- <field name='CustOrderCapacity' required='N' />
- <field name='LastQty' required='N' />
- <field name='UnderlyingLastQty' required='N' />
- <field name='LastPx' required='N' />
- <field name='UnderlyingLastPx' required='N' />
- <field name='LastParPx' required='N' />
- <field name='LastSpotRate' required='N' />
- <field name='LastForwardPoints' required='N' />
- <field name='LastMkt' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='TradingSessionSubID' required='N' />
- <field name='TimeBracket' required='N' />
- <field name='LastCapacity' required='N' />
- <field name='LeavesQty' required='Y' />
- <field name='CumQty' required='Y' />
- <field name='AvgPx' required='N' />
- <field name='DayOrderQty' required='N' />
- <field name='DayCumQty' required='N' />
- <field name='DayAvgPx' required='N' />
- <field name='GTBookingInst' required='N' />
- <field name='TradeDate' required='N' />
- <field name='TransactTime' required='N' />
- <field name='ReportToExch' required='N' />
- <component name='CommissionData' required='N' />
- <component name='SpreadOrBenchmarkCurveData' required='N' />
- <component name='YieldData' required='N' />
- <field name='GrossTradeAmt' required='N' />
- <field name='NumDaysInterest' required='N' />
- <field name='ExDate' required='N' />
- <field name='AccruedInterestRate' required='N' />
- <field name='AccruedInterestAmt' required='N' />
- <field name='InterestAtMaturity' required='N' />
- <field name='EndAccruedInterestAmt' required='N' />
- <field name='StartCash' required='N' />
- <field name='EndCash' required='N' />
- <field name='TradedFlatSwitch' required='N' />
- <field name='BasisFeatureDate' required='N' />
- <field name='BasisFeaturePrice' required='N' />
- <field name='Concession' required='N' />
- <field name='TotalTakedown' required='N' />
- <field name='NetMoney' required='N' />
- <field name='SettlCurrAmt' required='N' />
- <field name='SettlCurrency' required='N' />
- <field name='SettlCurrFxRate' required='N' />
- <field name='SettlCurrFxRateCalc' required='N' />
- <field name='HandlInst' required='N' />
- <field name='MinQty' required='N' />
- <field name='MaxFloor' required='N' />
- <field name='PositionEffect' required='N' />
- <field name='MaxShow' required='N' />
- <field name='BookingType' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='SettlDate2' required='N' />
- <field name='OrderQty2' required='N' />
- <field name='LastForwardPoints2' required='N' />
- <field name='MultiLegReportingType' required='N' />
- <field name='CancellationRights' required='N' />
- <field name='MoneyLaunderingStatus' required='N' />
- <field name='RegistID' required='N' />
- <field name='Designation' required='N' />
- <field name='TransBkdTime' required='N' />
- <field name='ExecValuationPoint' required='N' />
- <field name='ExecPriceType' required='N' />
- <field name='ExecPriceAdjustment' required='N' />
- <field name='PriorityIndicator' required='N' />
- <field name='PriceImprovement' required='N' />
- <field name='LastLiquidityInd' required='N' />
- <group name='NoContAmts' required='N'>
- <field name='ContAmtType' required='N' />
- <field name='ContAmtValue' required='N' />
- <field name='ContAmtCurr' required='N' />
- </group>
- <group name='NoLegs' required='N'>
- <component name='InstrumentLeg' required='N' />
- <field name='LegQty' required='N' />
- <field name='LegSwapType' required='N' />
- <component name='LegStipulations' required='N' />
- <field name='LegPositionEffect' required='N' />
- <field name='LegCoveredOrUncovered' required='N' />
- <component name='NestedParties' required='N' />
- <field name='LegRefID' required='N' />
- <field name='LegPrice' required='N' />
- <field name='LegSettlType' required='N' />
- <field name='LegSettlDate' required='N' />
- <field name='LegLastPx' required='N' />
- </group>
- <field name='CopyMsgIndicator' required='N' />
- <group name='NoMiscFees' required='N'>
- <field name='MiscFeeAmt' required='N' />
- <field name='MiscFeeCurr' required='N' />
- <field name='MiscFeeType' required='N' />
- <field name='MiscFeeBasis' required='N' />
- </group>
- </message>
- <message name='OrderCancelReject' msgcat='app' msgtype='9'>
- <field name='OrderID' required='Y' />
- <field name='SecondaryOrderID' required='N' />
- <field name='SecondaryClOrdID' required='N' />
- <field name='ClOrdID' required='Y' />
- <field name='ClOrdLinkID' required='N' />
- <field name='OrigClOrdID' required='Y' />
- <field name='OrdStatus' required='Y' />
- <field name='WorkingIndicator' required='N' />
- <field name='OrigOrdModTime' required='N' />
- <field name='ListID' required='N' />
- <field name='Account' required='N' />
- <field name='AcctIDSource' required='N' />
- <field name='AccountType' required='N' />
- <field name='TradeOriginationDate' required='N' />
- <field name='TradeDate' required='N' />
- <field name='TransactTime' required='N' />
- <field name='CxlRejResponseTo' required='Y' />
- <field name='CxlRejReason' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='Logon' msgcat='admin' msgtype='A'>
- <field name='EncryptMethod' required='Y' />
- <field name='HeartBtInt' required='Y' />
- <field name='RawDataLength' required='N' />
- <field name='RawData' required='N' />
- <field name='ResetSeqNumFlag' required='N' />
- <field name='NextExpectedMsgSeqNum' required='N' />
- <field name='MaxMessageSize' required='N' />
- <group name='NoMsgTypes' required='N'>
- <field name='RefMsgType' required='N' />
- <field name='MsgDirection' required='N' />
- </group>
- <field name='TestMessageIndicator' required='N' />
- <field name='Username' required='N' />
- <field name='Password' required='N' />
- </message>
- <message name='News' msgcat='app' msgtype='B'>
- <field name='OrigTime' required='N' />
- <field name='Urgency' required='N' />
- <field name='Headline' required='Y' />
- <field name='EncodedHeadlineLen' required='N' />
- <field name='EncodedHeadline' required='N' />
- <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>
|