FIX44.xml 330 KB

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  1. <fix major='4' type='FIX' servicepack='0' minor='4'>
  2. <header>
  3. <field name='BeginString' required='Y' />
  4. <field name='BodyLength' required='Y' />
  5. <field name='MsgType' required='Y' />
  6. <field name='SenderCompID' required='Y' />
  7. <field name='TargetCompID' required='Y' />
  8. <field name='OnBehalfOfCompID' required='N' />
  9. <field name='DeliverToCompID' required='N' />
  10. <field name='SecureDataLen' required='N' />
  11. <field name='SecureData' required='N' />
  12. <field name='MsgSeqNum' required='Y' />
  13. <field name='SenderSubID' required='N' />
  14. <field name='SenderLocationID' required='N' />
  15. <field name='TargetSubID' required='N' />
  16. <field name='TargetLocationID' required='N' />
  17. <field name='OnBehalfOfSubID' required='N' />
  18. <field name='OnBehalfOfLocationID' required='N' />
  19. <field name='DeliverToSubID' required='N' />
  20. <field name='DeliverToLocationID' required='N' />
  21. <field name='PossDupFlag' required='N' />
  22. <field name='PossResend' required='N' />
  23. <field name='SendingTime' required='Y' />
  24. <field name='OrigSendingTime' required='N' />
  25. <field name='XmlDataLen' required='N' />
  26. <field name='XmlData' required='N' />
  27. <field name='MessageEncoding' required='N' />
  28. <field name='LastMsgSeqNumProcessed' required='N' />
  29. <group name='NoHops' required='N'>
  30. <field name='HopCompID' required='N' />
  31. <field name='HopSendingTime' required='N' />
  32. <field name='HopRefID' required='N' />
  33. </group>
  34. </header>
  35. <messages>
  36. <message name='Heartbeat' msgcat='admin' msgtype='0'>
  37. <field name='TestReqID' required='N' />
  38. </message>
  39. <message name='TestRequest' msgcat='admin' msgtype='1'>
  40. <field name='TestReqID' required='Y' />
  41. </message>
  42. <message name='ResendRequest' msgcat='admin' msgtype='2'>
  43. <field name='BeginSeqNo' required='Y' />
  44. <field name='EndSeqNo' required='Y' />
  45. </message>
  46. <message name='Reject' msgcat='admin' msgtype='3'>
  47. <field name='RefSeqNum' required='Y' />
  48. <field name='RefTagID' required='N' />
  49. <field name='RefMsgType' required='N' />
  50. <field name='SessionRejectReason' required='N' />
  51. <field name='Text' required='N' />
  52. <field name='EncodedTextLen' required='N' />
  53. <field name='EncodedText' required='N' />
  54. </message>
  55. <message name='SequenceReset' msgcat='admin' msgtype='4'>
  56. <field name='GapFillFlag' required='N' />
  57. <field name='NewSeqNo' required='Y' />
  58. </message>
  59. <message name='Logout' msgcat='admin' msgtype='5'>
  60. <field name='Text' required='N' />
  61. <field name='EncodedTextLen' required='N' />
  62. <field name='EncodedText' required='N' />
  63. </message>
  64. <message name='IOI' msgcat='app' msgtype='6'>
  65. <field name='IOIID' required='Y' />
  66. <field name='IOITransType' required='Y' />
  67. <field name='IOIRefID' required='N' />
  68. <component name='Instrument' required='Y' />
  69. <component name='FinancingDetails' required='N' />
  70. <group name='NoUnderlyings' required='N'>
  71. <component name='UnderlyingInstrument' required='N' />
  72. </group>
  73. <field name='Side' required='Y' />
  74. <field name='QtyType' required='N' />
  75. <component name='OrderQtyData' required='N' />
  76. <field name='IOIQty' required='Y' />
  77. <field name='Currency' required='N' />
  78. <component name='Stipulations' required='N' />
  79. <group name='NoLegs' required='N'>
  80. <component name='InstrumentLeg' required='N' />
  81. <field name='LegIOIQty' required='N' />
  82. <component name='LegStipulations' required='N' />
  83. </group>
  84. <field name='PriceType' required='N' />
  85. <field name='Price' required='N' />
  86. <field name='ValidUntilTime' required='N' />
  87. <field name='IOIQltyInd' required='N' />
  88. <field name='IOINaturalFlag' required='N' />
  89. <group name='NoIOIQualifiers' required='N'>
  90. <field name='IOIQualifier' required='N' />
  91. </group>
  92. <field name='Text' required='N' />
  93. <field name='EncodedTextLen' required='N' />
  94. <field name='EncodedText' required='N' />
  95. <field name='TransactTime' required='N' />
  96. <field name='URLLink' required='N' />
  97. <group name='NoRoutingIDs' required='N'>
  98. <field name='RoutingType' required='N' />
  99. <field name='RoutingID' required='N' />
  100. </group>
  101. <component name='SpreadOrBenchmarkCurveData' required='N' />
  102. <component name='YieldData' required='N' />
  103. </message>
  104. <message name='Advertisement' msgcat='app' msgtype='7'>
  105. <field name='AdvId' required='Y' />
  106. <field name='AdvTransType' required='Y' />
  107. <field name='AdvRefID' required='N' />
  108. <component name='Instrument' required='Y' />
  109. <group name='NoLegs' required='N'>
  110. <component name='InstrumentLeg' required='N' />
  111. </group>
  112. <group name='NoUnderlyings' required='N'>
  113. <component name='UnderlyingInstrument' required='N' />
  114. </group>
  115. <field name='AdvSide' required='Y' />
  116. <field name='Quantity' required='Y' />
  117. <field name='QtyType' required='N' />
  118. <field name='Price' required='N' />
  119. <field name='Currency' required='N' />
  120. <field name='TradeDate' required='N' />
  121. <field name='TransactTime' required='N' />
  122. <field name='Text' required='N' />
  123. <field name='EncodedTextLen' required='N' />
  124. <field name='EncodedText' required='N' />
  125. <field name='URLLink' required='N' />
  126. <field name='LastMkt' required='N' />
  127. <field name='TradingSessionID' required='N' />
  128. <field name='TradingSessionSubID' required='N' />
  129. </message>
  130. <message name='ExecutionReport' msgcat='app' msgtype='8'>
  131. <field name='OrderID' required='N' />
  132. <field name='SecondaryOrderID' required='N' />
  133. <field name='SecondaryClOrdID' required='N' />
  134. <field name='SecondaryExecID' required='N' />
  135. <field name='ClOrdID' required='N' />
  136. <field name='OrigClOrdID' required='N' />
  137. <field name='ClOrdLinkID' required='N' />
  138. <field name='QuoteRespID' required='N' />
  139. <field name='OrdStatusReqID' required='N' />
  140. <field name='MassStatusReqID' required='N' />
  141. <field name='TotNumReports' required='N' />
  142. <field name='LastRptRequested' required='N' />
  143. <component name='Parties' required='N' />
  144. <field name='TradeOriginationDate' required='N' />
  145. <group name='NoContraBrokers' required='N'>
  146. <field name='ContraBroker' required='N' />
  147. <field name='ContraTrader' required='N' />
  148. <field name='ContraTradeQty' required='N' />
  149. <field name='ContraTradeTime' required='N' />
  150. <field name='ContraLegRefID' required='N' />
  151. </group>
  152. <field name='ListID' required='N' />
  153. <field name='CrossID' required='N' />
  154. <field name='OrigCrossID' required='N' />
  155. <field name='CrossType' required='N' />
  156. <field name='ExecID' required='N' />
  157. <field name='ExecRefID' required='N' />
  158. <field name='ExecType' required='Y' />
  159. <field name='OrdStatus' required='Y' />
  160. <field name='WorkingIndicator' required='N' />
  161. <field name='OrdRejReason' required='N' />
  162. <field name='ExecRestatementReason' required='N' />
  163. <field name='Account' required='N' />
  164. <field name='AcctIDSource' required='N' />
  165. <field name='AccountType' required='N' />
  166. <field name='DayBookingInst' required='N' />
  167. <field name='BookingUnit' required='N' />
  168. <field name='PreallocMethod' required='N' />
  169. <field name='SettlType' required='N' />
  170. <field name='SettlDate' required='N' />
  171. <field name='CashMargin' required='N' />
  172. <field name='ClearingFeeIndicator' required='N' />
  173. <component name='Instrument' required='Y' />
  174. <component name='FinancingDetails' required='N' />
  175. <group name='NoUnderlyings' required='N'>
  176. <component name='UnderlyingInstrument' required='N' />
  177. </group>
  178. <field name='Side' required='Y' />
  179. <component name='Stipulations' required='N' />
  180. <field name='QtyType' required='N' />
  181. <component name='OrderQtyData' required='N' />
  182. <field name='OrdType' required='N' />
  183. <field name='PriceType' required='N' />
  184. <field name='Price' required='N' />
  185. <field name='StopPx' required='N' />
  186. <component name='PegInstructions' required='N' />
  187. <component name='DiscretionInstructions' required='N' />
  188. <field name='PeggedPrice' required='N' />
  189. <field name='DiscretionPrice' required='N' />
  190. <field name='TargetStrategy' required='N' />
  191. <field name='TargetStrategyParameters' required='N' />
  192. <field name='ParticipationRate' required='N' />
  193. <field name='TargetStrategyPerformance' required='N' />
  194. <field name='Currency' required='N' />
  195. <field name='ComplianceID' required='N' />
  196. <field name='SolicitedFlag' required='N' />
  197. <field name='TimeInForce' required='N' />
  198. <field name='EffectiveTime' required='N' />
  199. <field name='ExpireDate' required='N' />
  200. <field name='ExpireTime' required='N' />
  201. <field name='ExecInst' required='N' />
  202. <field name='OrderCapacity' required='N' />
  203. <field name='OrderRestrictions' required='N' />
  204. <field name='CustOrderCapacity' required='N' />
  205. <field name='LastQty' required='N' />
  206. <field name='UnderlyingLastQty' required='N' />
  207. <field name='LastPx' required='N' />
  208. <field name='UnderlyingLastPx' required='N' />
  209. <field name='LastParPx' required='N' />
  210. <field name='LastSpotRate' required='N' />
  211. <field name='LastForwardPoints' required='N' />
  212. <field name='LastMkt' required='N' />
  213. <field name='TradingSessionID' required='N' />
  214. <field name='TradingSessionSubID' required='N' />
  215. <field name='TimeBracket' required='N' />
  216. <field name='LastCapacity' required='N' />
  217. <field name='LeavesQty' required='Y' />
  218. <field name='CumQty' required='Y' />
  219. <field name='AvgPx' required='N' />
  220. <field name='DayOrderQty' required='N' />
  221. <field name='DayCumQty' required='N' />
  222. <field name='DayAvgPx' required='N' />
  223. <field name='GTBookingInst' required='N' />
  224. <field name='TradeDate' required='N' />
  225. <field name='TransactTime' required='N' />
  226. <field name='ReportToExch' required='N' />
  227. <component name='CommissionData' required='N' />
  228. <component name='SpreadOrBenchmarkCurveData' required='N' />
  229. <component name='YieldData' required='N' />
  230. <field name='GrossTradeAmt' required='N' />
  231. <field name='NumDaysInterest' required='N' />
  232. <field name='ExDate' required='N' />
  233. <field name='AccruedInterestRate' required='N' />
  234. <field name='AccruedInterestAmt' required='N' />
  235. <field name='InterestAtMaturity' required='N' />
  236. <field name='EndAccruedInterestAmt' required='N' />
  237. <field name='StartCash' required='N' />
  238. <field name='EndCash' required='N' />
  239. <field name='TradedFlatSwitch' required='N' />
  240. <field name='BasisFeatureDate' required='N' />
  241. <field name='BasisFeaturePrice' required='N' />
  242. <field name='Concession' required='N' />
  243. <field name='TotalTakedown' required='N' />
  244. <field name='NetMoney' required='N' />
  245. <field name='SettlCurrAmt' required='N' />
  246. <field name='SettlCurrency' required='N' />
  247. <field name='SettlCurrFxRate' required='N' />
  248. <field name='SettlCurrFxRateCalc' required='N' />
  249. <field name='HandlInst' required='N' />
  250. <field name='MinQty' required='N' />
  251. <field name='MaxFloor' required='N' />
  252. <field name='PositionEffect' required='N' />
  253. <field name='MaxShow' required='N' />
  254. <field name='BookingType' required='N' />
  255. <field name='Text' required='N' />
  256. <field name='EncodedTextLen' required='N' />
  257. <field name='EncodedText' required='N' />
  258. <field name='SettlDate2' required='N' />
  259. <field name='OrderQty2' required='N' />
  260. <field name='LastForwardPoints2' required='N' />
  261. <field name='MultiLegReportingType' required='N' />
  262. <field name='CancellationRights' required='N' />
  263. <field name='MoneyLaunderingStatus' required='N' />
  264. <field name='RegistID' required='N' />
  265. <field name='Designation' required='N' />
  266. <field name='TransBkdTime' required='N' />
  267. <field name='ExecValuationPoint' required='N' />
  268. <field name='ExecPriceType' required='N' />
  269. <field name='ExecPriceAdjustment' required='N' />
  270. <field name='PriorityIndicator' required='N' />
  271. <field name='PriceImprovement' required='N' />
  272. <field name='LastLiquidityInd' required='N' />
  273. <group name='NoContAmts' required='N'>
  274. <field name='ContAmtType' required='N' />
  275. <field name='ContAmtValue' required='N' />
  276. <field name='ContAmtCurr' required='N' />
  277. </group>
  278. <group name='NoLegs' required='N'>
  279. <component name='InstrumentLeg' required='N' />
  280. <field name='LegQty' required='N' />
  281. <field name='LegSwapType' required='N' />
  282. <component name='LegStipulations' required='N' />
  283. <field name='LegPositionEffect' required='N' />
  284. <field name='LegCoveredOrUncovered' required='N' />
  285. <component name='NestedParties' required='N' />
  286. <field name='LegRefID' required='N' />
  287. <field name='LegPrice' required='N' />
  288. <field name='LegSettlType' required='N' />
  289. <field name='LegSettlDate' required='N' />
  290. <field name='LegLastPx' required='N' />
  291. </group>
  292. <field name='CopyMsgIndicator' required='N' />
  293. <group name='NoMiscFees' required='N'>
  294. <field name='MiscFeeAmt' required='N' />
  295. <field name='MiscFeeCurr' required='N' />
  296. <field name='MiscFeeType' required='N' />
  297. <field name='MiscFeeBasis' required='N' />
  298. </group>
  299. </message>
  300. <message name='OrderCancelReject' msgcat='app' msgtype='9'>
  301. <field name='OrderID' required='Y' />
  302. <field name='SecondaryOrderID' required='N' />
  303. <field name='SecondaryClOrdID' required='N' />
  304. <field name='ClOrdID' required='Y' />
  305. <field name='ClOrdLinkID' required='N' />
  306. <field name='OrigClOrdID' required='Y' />
  307. <field name='OrdStatus' required='Y' />
  308. <field name='WorkingIndicator' required='N' />
  309. <field name='OrigOrdModTime' required='N' />
  310. <field name='ListID' required='N' />
  311. <field name='Account' required='N' />
  312. <field name='AcctIDSource' required='N' />
  313. <field name='AccountType' required='N' />
  314. <field name='TradeOriginationDate' required='N' />
  315. <field name='TradeDate' required='N' />
  316. <field name='TransactTime' required='N' />
  317. <field name='CxlRejResponseTo' required='Y' />
  318. <field name='CxlRejReason' required='N' />
  319. <field name='Text' required='N' />
  320. <field name='EncodedTextLen' required='N' />
  321. <field name='EncodedText' required='N' />
  322. </message>
  323. <message name='Logon' msgcat='admin' msgtype='A'>
  324. <field name='EncryptMethod' required='Y' />
  325. <field name='HeartBtInt' required='Y' />
  326. <field name='RawDataLength' required='N' />
  327. <field name='RawData' required='N' />
  328. <field name='ResetSeqNumFlag' required='N' />
  329. <field name='NextExpectedMsgSeqNum' required='N' />
  330. <field name='MaxMessageSize' required='N' />
  331. <group name='NoMsgTypes' required='N'>
  332. <field name='RefMsgType' required='N' />
  333. <field name='MsgDirection' required='N' />
  334. </group>
  335. <field name='TestMessageIndicator' required='N' />
  336. <field name='Username' required='N' />
  337. <field name='Password' required='N' />
  338. </message>
  339. <message name='News' msgcat='app' msgtype='B'>
  340. <field name='OrigTime' required='N' />
  341. <field name='Urgency' required='N' />
  342. <field name='Headline' required='Y' />
  343. <field name='EncodedHeadlineLen' required='N' />
  344. <field name='EncodedHeadline' required='N' />
  345. <group name='NoRoutingIDs' required='N'>
  346. <field name='RoutingType' required='N' />
  347. <field name='RoutingID' required='N' />
  348. </group>
  349. <group name='NoRelatedSym' required='N'>
  350. <component name='Instrument' required='N' />
  351. </group>
  352. <group name='NoLegs' required='N'>
  353. <component name='InstrumentLeg' required='N' />
  354. </group>
  355. <group name='NoUnderlyings' required='N'>
  356. <component name='UnderlyingInstrument' required='N' />
  357. </group>
  358. <group name='NoLinesOfText' required='Y'>
  359. <field name='Text' required='Y' />
  360. <field name='EncodedTextLen' required='N' />
  361. <field name='EncodedText' required='N' />
  362. </group>
  363. <field name='URLLink' required='N' />
  364. <field name='RawDataLength' required='N' />
  365. <field name='RawData' required='N' />
  366. </message>
  367. <message name='Email' msgcat='app' msgtype='C'>
  368. <field name='EmailThreadID' required='Y' />
  369. <field name='EmailType' required='Y' />
  370. <field name='OrigTime' required='N' />
  371. <field name='Subject' required='Y' />
  372. <field name='EncodedSubjectLen' required='N' />
  373. <field name='EncodedSubject' required='N' />
  374. <group name='NoRoutingIDs' required='N'>
  375. <field name='RoutingType' required='N' />
  376. <field name='RoutingID' required='N' />
  377. </group>
  378. <group name='NoRelatedSym' required='N'>
  379. <component name='Instrument' required='N' />
  380. </group>
  381. <group name='NoUnderlyings' required='N'>
  382. <component name='UnderlyingInstrument' required='N' />
  383. </group>
  384. <group name='NoLegs' required='N'>
  385. <component name='InstrumentLeg' required='N' />
  386. </group>
  387. <field name='OrderID' required='N' />
  388. <field name='ClOrdID' required='N' />
  389. <group name='NoLinesOfText' required='Y'>
  390. <field name='Text' required='Y' />
  391. <field name='EncodedTextLen' required='N' />
  392. <field name='EncodedText' required='N' />
  393. </group>
  394. <field name='RawDataLength' required='N' />
  395. <field name='RawData' required='N' />
  396. </message>
  397. <message name='NewOrderSingle' msgcat='app' msgtype='D'>
  398. <field name='ClOrdID' required='Y' />
  399. <field name='SecondaryClOrdID' required='N' />
  400. <field name='ClOrdLinkID' required='N' />
  401. <component name='Parties' required='N' />
  402. <field name='TradeOriginationDate' required='N' />
  403. <field name='TradeDate' required='N' />
  404. <field name='Account' required='N' />
  405. <field name='AcctIDSource' required='N' />
  406. <field name='AccountType' required='N' />
  407. <field name='DayBookingInst' required='N' />
  408. <field name='BookingUnit' required='N' />
  409. <field name='PreallocMethod' required='N' />
  410. <field name='AllocID' required='N' />
  411. <group name='NoAllocs' required='N'>
  412. <field name='AllocAccount' required='N' />
  413. <field name='AllocAcctIDSource' required='N' />
  414. <field name='AllocSettlCurrency' required='N' />
  415. <field name='IndividualAllocID' required='N' />
  416. <component name='NestedParties' required='N' />
  417. <field name='AllocQty' required='N' />
  418. </group>
  419. <field name='SettlType' required='N' />
  420. <field name='SettlDate' required='N' />
  421. <field name='CashMargin' required='N' />
  422. <field name='ClearingFeeIndicator' required='N' />
  423. <field name='HandlInst' required='N' />
  424. <field name='ExecInst' required='N' />
  425. <field name='MinQty' required='N' />
  426. <field name='MaxFloor' required='N' />
  427. <field name='ExDestination' required='N' />
  428. <group name='NoTradingSessions' required='N'>
  429. <field name='TradingSessionID' required='N' />
  430. <field name='TradingSessionSubID' required='N' />
  431. </group>
  432. <field name='ProcessCode' required='N' />
  433. <component name='Instrument' required='Y' />
  434. <component name='FinancingDetails' required='N' />
  435. <group name='NoUnderlyings' required='N'>
  436. <component name='UnderlyingInstrument' required='N' />
  437. </group>
  438. <field name='PrevClosePx' required='N' />
  439. <field name='Side' required='Y' />
  440. <field name='LocateReqd' required='N' />
  441. <field name='TransactTime' required='Y' />
  442. <component name='Stipulations' required='N' />
  443. <field name='QtyType' required='N' />
  444. <component name='OrderQtyData' required='Y' />
  445. <field name='OrdType' required='Y' />
  446. <field name='PriceType' required='N' />
  447. <field name='Price' required='N' />
  448. <field name='StopPx' required='N' />
  449. <component name='SpreadOrBenchmarkCurveData' required='N' />
  450. <component name='YieldData' required='N' />
  451. <field name='Currency' required='N' />
  452. <field name='ComplianceID' required='N' />
  453. <field name='SolicitedFlag' required='N' />
  454. <field name='IOIID' required='N' />
  455. <field name='QuoteID' required='N' />
  456. <field name='TimeInForce' required='N' />
  457. <field name='EffectiveTime' required='N' />
  458. <field name='ExpireDate' required='N' />
  459. <field name='ExpireTime' required='N' />
  460. <field name='GTBookingInst' required='N' />
  461. <component name='CommissionData' required='N' />
  462. <field name='OrderCapacity' required='N' />
  463. <field name='OrderRestrictions' required='N' />
  464. <field name='CustOrderCapacity' required='N' />
  465. <field name='ForexReq' required='N' />
  466. <field name='SettlCurrency' required='N' />
  467. <field name='BookingType' required='N' />
  468. <field name='Text' required='N' />
  469. <field name='EncodedTextLen' required='N' />
  470. <field name='EncodedText' required='N' />
  471. <field name='SettlDate2' required='N' />
  472. <field name='OrderQty2' required='N' />
  473. <field name='Price2' required='N' />
  474. <field name='PositionEffect' required='N' />
  475. <field name='CoveredOrUncovered' required='N' />
  476. <field name='MaxShow' required='N' />
  477. <component name='PegInstructions' required='N' />
  478. <component name='DiscretionInstructions' required='N' />
  479. <field name='TargetStrategy' required='N' />
  480. <field name='TargetStrategyParameters' required='N' />
  481. <field name='ParticipationRate' required='N' />
  482. <field name='CancellationRights' required='N' />
  483. <field name='MoneyLaunderingStatus' required='N' />
  484. <field name='RegistID' required='N' />
  485. <field name='Designation' required='N' />
  486. </message>
  487. <message name='NewOrderList' msgcat='app' msgtype='E'>
  488. <field name='ListID' required='Y' />
  489. <field name='BidID' required='N' />
  490. <field name='ClientBidID' required='N' />
  491. <field name='ProgRptReqs' required='N' />
  492. <field name='BidType' required='Y' />
  493. <field name='ProgPeriodInterval' required='N' />
  494. <field name='CancellationRights' required='N' />
  495. <field name='MoneyLaunderingStatus' required='N' />
  496. <field name='RegistID' required='N' />
  497. <field name='ListExecInstType' required='N' />
  498. <field name='ListExecInst' required='N' />
  499. <field name='EncodedListExecInstLen' required='N' />
  500. <field name='EncodedListExecInst' required='N' />
  501. <field name='AllowableOneSidednessPct' required='N' />
  502. <field name='AllowableOneSidednessValue' required='N' />
  503. <field name='AllowableOneSidednessCurr' required='N' />
  504. <field name='TotNoOrders' required='Y' />
  505. <field name='LastFragment' required='N' />
  506. <group name='NoOrders' required='Y'>
  507. <field name='ClOrdID' required='Y' />
  508. <field name='SecondaryClOrdID' required='N' />
  509. <field name='ListSeqNo' required='Y' />
  510. <field name='ClOrdLinkID' required='N' />
  511. <field name='SettlInstMode' required='N' />
  512. <component name='Parties' required='N' />
  513. <field name='TradeOriginationDate' required='N' />
  514. <field name='TradeDate' required='N' />
  515. <field name='Account' required='N' />
  516. <field name='AcctIDSource' required='N' />
  517. <field name='AccountType' required='N' />
  518. <field name='DayBookingInst' required='N' />
  519. <field name='BookingUnit' required='N' />
  520. <field name='AllocID' required='N' />
  521. <field name='PreallocMethod' required='N' />
  522. <group name='NoAllocs' required='N'>
  523. <field name='AllocAccount' required='N' />
  524. <field name='AllocAcctIDSource' required='N' />
  525. <field name='AllocSettlCurrency' required='N' />
  526. <field name='IndividualAllocID' required='N' />
  527. <component name='NestedParties' required='N' />
  528. <field name='AllocQty' required='N' />
  529. </group>
  530. <field name='SettlType' required='N' />
  531. <field name='SettlDate' required='N' />
  532. <field name='CashMargin' required='N' />
  533. <field name='ClearingFeeIndicator' required='N' />
  534. <field name='HandlInst' required='N' />
  535. <field name='ExecInst' required='N' />
  536. <field name='MinQty' required='N' />
  537. <field name='MaxFloor' required='N' />
  538. <field name='ExDestination' required='N' />
  539. <group name='NoTradingSessions' required='N'>
  540. <field name='TradingSessionID' required='N' />
  541. <field name='TradingSessionSubID' required='N' />
  542. </group>
  543. <field name='ProcessCode' required='N' />
  544. <component name='Instrument' required='Y' />
  545. <group name='NoUnderlyings' required='N'>
  546. <component name='UnderlyingInstrument' required='N' />
  547. </group>
  548. <field name='PrevClosePx' required='N' />
  549. <field name='Side' required='Y' />
  550. <field name='SideValueInd' required='N' />
  551. <field name='LocateReqd' required='N' />
  552. <field name='TransactTime' required='N' />
  553. <component name='Stipulations' required='N' />
  554. <field name='QtyType' required='N' />
  555. <component name='OrderQtyData' required='Y' />
  556. <field name='OrdType' required='N' />
  557. <field name='PriceType' required='N' />
  558. <field name='Price' required='N' />
  559. <field name='StopPx' required='N' />
  560. <component name='SpreadOrBenchmarkCurveData' required='N' />
  561. <component name='YieldData' required='N' />
  562. <field name='Currency' required='N' />
  563. <field name='ComplianceID' required='N' />
  564. <field name='SolicitedFlag' required='N' />
  565. <field name='IOIID' required='N' />
  566. <field name='QuoteID' required='N' />
  567. <field name='TimeInForce' required='N' />
  568. <field name='EffectiveTime' required='N' />
  569. <field name='ExpireDate' required='N' />
  570. <field name='ExpireTime' required='N' />
  571. <field name='GTBookingInst' required='N' />
  572. <component name='CommissionData' required='N' />
  573. <field name='OrderCapacity' required='N' />
  574. <field name='OrderRestrictions' required='N' />
  575. <field name='CustOrderCapacity' required='N' />
  576. <field name='ForexReq' required='N' />
  577. <field name='SettlCurrency' required='N' />
  578. <field name='BookingType' required='N' />
  579. <field name='Text' required='N' />
  580. <field name='EncodedTextLen' required='N' />
  581. <field name='EncodedText' required='N' />
  582. <field name='SettlDate2' required='N' />
  583. <field name='OrderQty2' required='N' />
  584. <field name='Price2' required='N' />
  585. <field name='PositionEffect' required='N' />
  586. <field name='CoveredOrUncovered' required='N' />
  587. <field name='MaxShow' required='N' />
  588. <component name='PegInstructions' required='N' />
  589. <component name='DiscretionInstructions' required='N' />
  590. <field name='TargetStrategy' required='N' />
  591. <field name='TargetStrategyParameters' required='N' />
  592. <field name='ParticipationRate' required='N' />
  593. <field name='Designation' required='N' />
  594. </group>
  595. </message>
  596. <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
  597. <field name='OrigClOrdID' required='Y' />
  598. <field name='OrderID' required='N' />
  599. <field name='ClOrdID' required='Y' />
  600. <field name='SecondaryClOrdID' required='N' />
  601. <field name='ClOrdLinkID' required='N' />
  602. <field name='ListID' required='N' />
  603. <field name='OrigOrdModTime' required='N' />
  604. <field name='Account' required='N' />
  605. <field name='AcctIDSource' required='N' />
  606. <field name='AccountType' required='N' />
  607. <component name='Parties' required='N' />
  608. <component name='Instrument' required='Y' />
  609. <component name='FinancingDetails' required='N' />
  610. <group name='NoUnderlyings' required='N'>
  611. <component name='UnderlyingInstrument' required='N' />
  612. </group>
  613. <field name='Side' required='Y' />
  614. <field name='TransactTime' required='Y' />
  615. <component name='OrderQtyData' required='Y' />
  616. <field name='ComplianceID' required='N' />
  617. <field name='Text' required='N' />
  618. <field name='EncodedTextLen' required='N' />
  619. <field name='EncodedText' required='N' />
  620. </message>
  621. <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
  622. <field name='OrderID' required='N' />
  623. <component name='Parties' required='N' />
  624. <field name='TradeOriginationDate' required='N' />
  625. <field name='TradeDate' required='N' />
  626. <field name='OrigClOrdID' required='Y' />
  627. <field name='ClOrdID' required='Y' />
  628. <field name='SecondaryClOrdID' required='N' />
  629. <field name='ClOrdLinkID' required='N' />
  630. <field name='ListID' required='N' />
  631. <field name='OrigOrdModTime' required='N' />
  632. <field name='Account' required='N' />
  633. <field name='AcctIDSource' required='N' />
  634. <field name='AccountType' required='N' />
  635. <field name='DayBookingInst' required='N' />
  636. <field name='BookingUnit' required='N' />
  637. <field name='PreallocMethod' required='N' />
  638. <field name='AllocID' required='N' />
  639. <group name='NoAllocs' required='N'>
  640. <field name='AllocAccount' required='N' />
  641. <field name='AllocAcctIDSource' required='N' />
  642. <field name='AllocSettlCurrency' required='N' />
  643. <field name='IndividualAllocID' required='N' />
  644. <component name='NestedParties' required='N' />
  645. <field name='AllocQty' required='N' />
  646. </group>
  647. <field name='SettlType' required='N' />
  648. <field name='SettlDate' required='N' />
  649. <field name='CashMargin' required='N' />
  650. <field name='ClearingFeeIndicator' required='N' />
  651. <field name='HandlInst' required='N' />
  652. <field name='ExecInst' required='N' />
  653. <field name='MinQty' required='N' />
  654. <field name='MaxFloor' required='N' />
  655. <field name='ExDestination' required='N' />
  656. <group name='NoTradingSessions' required='N'>
  657. <field name='TradingSessionID' required='N' />
  658. <field name='TradingSessionSubID' required='N' />
  659. </group>
  660. <component name='Instrument' required='Y' />
  661. <component name='FinancingDetails' required='N' />
  662. <group name='NoUnderlyings' required='N'>
  663. <component name='UnderlyingInstrument' required='N' />
  664. </group>
  665. <field name='Side' required='Y' />
  666. <field name='TransactTime' required='Y' />
  667. <field name='QtyType' required='N' />
  668. <component name='OrderQtyData' required='Y' />
  669. <field name='OrdType' required='Y' />
  670. <field name='PriceType' required='N' />
  671. <field name='Price' required='N' />
  672. <field name='StopPx' required='N' />
  673. <component name='SpreadOrBenchmarkCurveData' required='N' />
  674. <component name='YieldData' required='N' />
  675. <component name='PegInstructions' required='N' />
  676. <component name='DiscretionInstructions' required='N' />
  677. <field name='TargetStrategy' required='N' />
  678. <field name='TargetStrategyParameters' required='N' />
  679. <field name='ParticipationRate' required='N' />
  680. <field name='ComplianceID' required='N' />
  681. <field name='SolicitedFlag' required='N' />
  682. <field name='Currency' required='N' />
  683. <field name='TimeInForce' required='N' />
  684. <field name='EffectiveTime' required='N' />
  685. <field name='ExpireDate' required='N' />
  686. <field name='ExpireTime' required='N' />
  687. <field name='GTBookingInst' required='N' />
  688. <component name='CommissionData' required='N' />
  689. <field name='OrderCapacity' required='N' />
  690. <field name='OrderRestrictions' required='N' />
  691. <field name='CustOrderCapacity' required='N' />
  692. <field name='ForexReq' required='N' />
  693. <field name='SettlCurrency' required='N' />
  694. <field name='BookingType' required='N' />
  695. <field name='Text' required='N' />
  696. <field name='EncodedTextLen' required='N' />
  697. <field name='EncodedText' required='N' />
  698. <field name='SettlDate2' required='N' />
  699. <field name='OrderQty2' required='N' />
  700. <field name='Price2' required='N' />
  701. <field name='PositionEffect' required='N' />
  702. <field name='CoveredOrUncovered' required='N' />
  703. <field name='MaxShow' required='N' />
  704. <field name='LocateReqd' required='N' />
  705. <field name='CancellationRights' required='N' />
  706. <field name='MoneyLaunderingStatus' required='N' />
  707. <field name='RegistID' required='N' />
  708. <field name='Designation' required='N' />
  709. </message>
  710. <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
  711. <field name='OrderID' required='N' />
  712. <field name='ClOrdID' required='Y' />
  713. <field name='SecondaryClOrdID' required='N' />
  714. <field name='ClOrdLinkID' required='N' />
  715. <component name='Parties' required='N' />
  716. <field name='OrdStatusReqID' required='N' />
  717. <field name='Account' required='N' />
  718. <field name='AcctIDSource' required='N' />
  719. <component name='Instrument' required='Y' />
  720. <component name='FinancingDetails' required='N' />
  721. <group name='NoUnderlyings' required='N'>
  722. <component name='UnderlyingInstrument' required='N' />
  723. </group>
  724. <field name='Side' required='Y' />
  725. </message>
  726. <message name='AllocationInstruction' msgcat='app' msgtype='J'>
  727. <field name='AllocID' required='Y' />
  728. <field name='AllocTransType' required='Y' />
  729. <field name='AllocType' required='Y' />
  730. <field name='SecondaryAllocID' required='N' />
  731. <field name='RefAllocID' required='N' />
  732. <field name='AllocCancReplaceReason' required='N' />
  733. <field name='AllocIntermedReqType' required='N' />
  734. <field name='AllocLinkID' required='N' />
  735. <field name='AllocLinkType' required='N' />
  736. <field name='BookingRefID' required='N' />
  737. <field name='AllocNoOrdersType' required='Y' />
  738. <group name='NoOrders' required='N'>
  739. <field name='ClOrdID' required='N' />
  740. <field name='OrderID' required='N' />
  741. <field name='SecondaryOrderID' required='N' />
  742. <field name='SecondaryClOrdID' required='N' />
  743. <field name='ListID' required='N' />
  744. <component name='NestedParties2' required='N' />
  745. <field name='OrderQty' required='N' />
  746. <field name='OrderAvgPx' required='N' />
  747. <field name='OrderBookingQty' required='N' />
  748. </group>
  749. <group name='NoExecs' required='N'>
  750. <field name='LastQty' required='N' />
  751. <field name='ExecID' required='N' />
  752. <field name='SecondaryExecID' required='N' />
  753. <field name='LastPx' required='N' />
  754. <field name='LastParPx' required='N' />
  755. <field name='LastCapacity' required='N' />
  756. </group>
  757. <field name='PreviouslyReported' required='N' />
  758. <field name='ReversalIndicator' required='N' />
  759. <field name='MatchType' required='N' />
  760. <field name='Side' required='Y' />
  761. <component name='Instrument' required='Y' />
  762. <component name='InstrumentExtension' required='N' />
  763. <component name='FinancingDetails' required='N' />
  764. <group name='NoUnderlyings' required='N'>
  765. <component name='UnderlyingInstrument' required='N' />
  766. </group>
  767. <group name='NoLegs' required='N'>
  768. <component name='InstrumentLeg' required='N' />
  769. </group>
  770. <field name='Quantity' required='Y' />
  771. <field name='QtyType' required='N' />
  772. <field name='LastMkt' required='N' />
  773. <field name='TradeOriginationDate' required='N' />
  774. <field name='TradingSessionID' required='N' />
  775. <field name='TradingSessionSubID' required='N' />
  776. <field name='PriceType' required='N' />
  777. <field name='AvgPx' required='Y' />
  778. <field name='AvgParPx' required='N' />
  779. <component name='SpreadOrBenchmarkCurveData' required='N' />
  780. <field name='Currency' required='N' />
  781. <field name='AvgPxPrecision' required='N' />
  782. <component name='Parties' required='N' />
  783. <field name='TradeDate' required='Y' />
  784. <field name='TransactTime' required='N' />
  785. <field name='SettlType' required='N' />
  786. <field name='SettlDate' required='N' />
  787. <field name='BookingType' required='N' />
  788. <field name='GrossTradeAmt' required='N' />
  789. <field name='Concession' required='N' />
  790. <field name='TotalTakedown' required='N' />
  791. <field name='NetMoney' required='N' />
  792. <field name='PositionEffect' required='N' />
  793. <field name='AutoAcceptIndicator' required='N' />
  794. <field name='Text' required='N' />
  795. <field name='EncodedTextLen' required='N' />
  796. <field name='EncodedText' required='N' />
  797. <field name='NumDaysInterest' required='N' />
  798. <field name='AccruedInterestRate' required='N' />
  799. <field name='AccruedInterestAmt' required='N' />
  800. <field name='TotalAccruedInterestAmt' required='N' />
  801. <field name='InterestAtMaturity' required='N' />
  802. <field name='EndAccruedInterestAmt' required='N' />
  803. <field name='StartCash' required='N' />
  804. <field name='EndCash' required='N' />
  805. <field name='LegalConfirm' required='N' />
  806. <component name='Stipulations' required='N' />
  807. <component name='YieldData' required='N' />
  808. <field name='TotNoAllocs' required='N' />
  809. <field name='LastFragment' required='N' />
  810. <group name='NoAllocs' required='N'>
  811. <field name='AllocAccount' required='N' />
  812. <field name='AllocAcctIDSource' required='N' />
  813. <field name='MatchStatus' required='N' />
  814. <field name='AllocPrice' required='N' />
  815. <field name='AllocQty' required='N' />
  816. <field name='IndividualAllocID' required='N' />
  817. <field name='ProcessCode' required='N' />
  818. <component name='NestedParties' required='N' />
  819. <field name='NotifyBrokerOfCredit' required='N' />
  820. <field name='AllocHandlInst' required='N' />
  821. <field name='AllocText' required='N' />
  822. <field name='EncodedAllocTextLen' required='N' />
  823. <field name='EncodedAllocText' required='N' />
  824. <component name='CommissionData' required='N' />
  825. <field name='AllocAvgPx' required='N' />
  826. <field name='AllocNetMoney' required='N' />
  827. <field name='SettlCurrAmt' required='N' />
  828. <field name='AllocSettlCurrAmt' required='N' />
  829. <field name='SettlCurrency' required='N' />
  830. <field name='AllocSettlCurrency' required='N' />
  831. <field name='SettlCurrFxRate' required='N' />
  832. <field name='SettlCurrFxRateCalc' required='N' />
  833. <field name='AllocAccruedInterestAmt' required='N' />
  834. <field name='AllocInterestAtMaturity' required='N' />
  835. <group name='NoMiscFees' required='N'>
  836. <field name='MiscFeeAmt' required='N' />
  837. <field name='MiscFeeCurr' required='N' />
  838. <field name='MiscFeeType' required='N' />
  839. <field name='MiscFeeBasis' required='N' />
  840. </group>
  841. <group name='NoClearingInstructions' required='N'>
  842. <field name='ClearingInstruction' required='N' />
  843. </group>
  844. <field name='ClearingFeeIndicator' required='N' />
  845. <field name='AllocSettlInstType' required='N' />
  846. <component name='SettlInstructionsData' required='N' />
  847. </group>
  848. </message>
  849. <message name='ListCancelRequest' msgcat='app' msgtype='K'>
  850. <field name='ListID' required='Y' />
  851. <field name='TransactTime' required='Y' />
  852. <field name='TradeOriginationDate' required='N' />
  853. <field name='TradeDate' required='N' />
  854. <field name='Text' required='N' />
  855. <field name='EncodedTextLen' required='N' />
  856. <field name='EncodedText' required='N' />
  857. </message>
  858. <message name='ListExecute' msgcat='app' msgtype='L'>
  859. <field name='ListID' required='Y' />
  860. <field name='ClientBidID' required='N' />
  861. <field name='BidID' required='N' />
  862. <field name='TransactTime' required='Y' />
  863. <field name='Text' required='N' />
  864. <field name='EncodedTextLen' required='N' />
  865. <field name='EncodedText' required='N' />
  866. </message>
  867. <message name='ListStatusRequest' msgcat='app' msgtype='M'>
  868. <field name='ListID' required='Y' />
  869. <field name='Text' required='N' />
  870. <field name='EncodedTextLen' required='N' />
  871. <field name='EncodedText' required='N' />
  872. </message>
  873. <message name='ListStatus' msgcat='app' msgtype='N'>
  874. <field name='ListID' required='Y' />
  875. <field name='ListStatusType' required='Y' />
  876. <field name='NoRpts' required='Y' />
  877. <field name='ListOrderStatus' required='Y' />
  878. <field name='RptSeq' required='Y' />
  879. <field name='ListStatusText' required='N' />
  880. <field name='EncodedListStatusTextLen' required='N' />
  881. <field name='EncodedListStatusText' required='N' />
  882. <field name='TransactTime' required='N' />
  883. <field name='TotNoOrders' required='Y' />
  884. <field name='LastFragment' required='N' />
  885. <group name='NoOrders' required='Y'>
  886. <field name='ClOrdID' required='Y' />
  887. <field name='SecondaryClOrdID' required='N' />
  888. <field name='CumQty' required='Y' />
  889. <field name='OrdStatus' required='Y' />
  890. <field name='WorkingIndicator' required='N' />
  891. <field name='LeavesQty' required='Y' />
  892. <field name='CxlQty' required='Y' />
  893. <field name='AvgPx' required='Y' />
  894. <field name='OrdRejReason' required='N' />
  895. <field name='Text' required='N' />
  896. <field name='EncodedTextLen' required='N' />
  897. <field name='EncodedText' required='N' />
  898. </group>
  899. </message>
  900. <message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
  901. <field name='AllocID' required='Y' />
  902. <component name='Parties' required='N' />
  903. <field name='SecondaryAllocID' required='N' />
  904. <field name='TradeDate' required='N' />
  905. <field name='TransactTime' required='Y' />
  906. <field name='AllocStatus' required='Y' />
  907. <field name='AllocRejCode' required='N' />
  908. <field name='AllocType' required='N' />
  909. <field name='AllocIntermedReqType' required='N' />
  910. <field name='MatchStatus' required='N' />
  911. <field name='Product' required='N' />
  912. <field name='SecurityType' required='N' />
  913. <field name='Text' required='N' />
  914. <field name='EncodedTextLen' required='N' />
  915. <field name='EncodedText' required='N' />
  916. <group name='NoAllocs' required='N'>
  917. <field name='AllocAccount' required='N' />
  918. <field name='AllocAcctIDSource' required='N' />
  919. <field name='AllocPrice' required='N' />
  920. <field name='IndividualAllocID' required='N' />
  921. <field name='IndividualAllocRejCode' required='N' />
  922. <field name='AllocText' required='N' />
  923. <field name='EncodedAllocTextLen' required='N' />
  924. <field name='EncodedAllocText' required='N' />
  925. </group>
  926. </message>
  927. <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
  928. <field name='OrderID' required='Y' />
  929. <field name='SecondaryOrderID' required='N' />
  930. <field name='ExecID' required='Y' />
  931. <field name='DKReason' required='Y' />
  932. <component name='Instrument' required='Y' />
  933. <group name='NoUnderlyings' required='N'>
  934. <component name='UnderlyingInstrument' required='N' />
  935. </group>
  936. <group name='NoLegs' required='N'>
  937. <component name='InstrumentLeg' required='N' />
  938. </group>
  939. <field name='Side' required='Y' />
  940. <component name='OrderQtyData' required='Y' />
  941. <field name='LastQty' required='N' />
  942. <field name='LastPx' required='N' />
  943. <field name='Text' required='N' />
  944. <field name='EncodedTextLen' required='N' />
  945. <field name='EncodedText' required='N' />
  946. </message>
  947. <message name='QuoteRequest' msgcat='app' msgtype='R'>
  948. <field name='QuoteReqID' required='Y' />
  949. <field name='RFQReqID' required='N' />
  950. <field name='ClOrdID' required='N' />
  951. <field name='OrderCapacity' required='N' />
  952. <group name='NoRelatedSym' required='Y'>
  953. <component name='Instrument' required='Y' />
  954. <component name='FinancingDetails' required='N' />
  955. <group name='NoUnderlyings' required='N'>
  956. <component name='UnderlyingInstrument' required='N' />
  957. </group>
  958. <field name='PrevClosePx' required='N' />
  959. <field name='QuoteRequestType' required='N' />
  960. <field name='QuoteType' required='N' />
  961. <field name='TradingSessionID' required='N' />
  962. <field name='TradingSessionSubID' required='N' />
  963. <field name='TradeOriginationDate' required='N' />
  964. <field name='Side' required='N' />
  965. <field name='QtyType' required='N' />
  966. <component name='OrderQtyData' required='N' />
  967. <field name='SettlType' required='N' />
  968. <field name='SettlDate' required='N' />
  969. <field name='SettlDate2' required='N' />
  970. <field name='OrderQty2' required='N' />
  971. <field name='Currency' required='N' />
  972. <component name='Stipulations' required='N' />
  973. <field name='Account' required='N' />
  974. <field name='AcctIDSource' required='N' />
  975. <field name='AccountType' required='N' />
  976. <group name='NoLegs' required='N'>
  977. <component name='InstrumentLeg' required='N' />
  978. <field name='LegQty' required='N' />
  979. <field name='LegSwapType' required='N' />
  980. <field name='LegSettlType' required='N' />
  981. <field name='LegSettlDate' required='N' />
  982. <component name='LegStipulations' required='N' />
  983. <component name='NestedParties' required='N' />
  984. <component name='LegBenchmarkCurveData' required='N' />
  985. </group>
  986. <group name='NoQuoteQualifiers' required='N'>
  987. <field name='QuoteQualifier' required='N' />
  988. </group>
  989. <field name='QuotePriceType' required='N' />
  990. <field name='OrdType' required='N' />
  991. <field name='ValidUntilTime' required='N' />
  992. <field name='ExpireTime' required='N' />
  993. <field name='TransactTime' required='N' />
  994. <component name='SpreadOrBenchmarkCurveData' required='N' />
  995. <field name='PriceType' required='N' />
  996. <field name='Price' required='N' />
  997. <field name='Price2' required='N' />
  998. <component name='YieldData' required='N' />
  999. <component name='Parties' required='N' />
  1000. </group>
  1001. <field name='Text' required='N' />
  1002. <field name='EncodedTextLen' required='N' />
  1003. <field name='EncodedText' required='N' />
  1004. </message>
  1005. <message name='Quote' msgcat='app' msgtype='S'>
  1006. <field name='QuoteReqID' required='N' />
  1007. <field name='QuoteID' required='Y' />
  1008. <field name='QuoteRespID' required='N' />
  1009. <field name='QuoteType' required='N' />
  1010. <group name='NoQuoteQualifiers' required='N'>
  1011. <field name='QuoteQualifier' required='N' />
  1012. </group>
  1013. <field name='QuoteResponseLevel' required='N' />
  1014. <component name='Parties' required='N' />
  1015. <field name='TradingSessionID' required='N' />
  1016. <field name='TradingSessionSubID' required='N' />
  1017. <component name='Instrument' required='Y' />
  1018. <component name='FinancingDetails' required='N' />
  1019. <group name='NoUnderlyings' required='N'>
  1020. <component name='UnderlyingInstrument' required='N' />
  1021. </group>
  1022. <field name='Side' required='N' />
  1023. <component name='OrderQtyData' required='N' />
  1024. <field name='SettlType' required='N' />
  1025. <field name='SettlDate' required='N' />
  1026. <field name='SettlDate2' required='N' />
  1027. <field name='OrderQty2' required='N' />
  1028. <field name='Currency' required='N' />
  1029. <component name='Stipulations' required='N' />
  1030. <field name='Account' required='N' />
  1031. <field name='AcctIDSource' required='N' />
  1032. <field name='AccountType' required='N' />
  1033. <group name='NoLegs' required='N'>
  1034. <component name='InstrumentLeg' required='N' />
  1035. <field name='LegQty' required='N' />
  1036. <field name='LegSwapType' required='N' />
  1037. <field name='LegSettlType' required='N' />
  1038. <field name='LegSettlDate' required='N' />
  1039. <component name='LegStipulations' required='N' />
  1040. <component name='NestedParties' required='N' />
  1041. <field name='LegPriceType' required='N' />
  1042. <field name='LegBidPx' required='N' />
  1043. <field name='LegOfferPx' required='N' />
  1044. <component name='LegBenchmarkCurveData' required='N' />
  1045. </group>
  1046. <field name='BidPx' required='N' />
  1047. <field name='OfferPx' required='N' />
  1048. <field name='MktBidPx' required='N' />
  1049. <field name='MktOfferPx' required='N' />
  1050. <field name='MinBidSize' required='N' />
  1051. <field name='BidSize' required='N' />
  1052. <field name='MinOfferSize' required='N' />
  1053. <field name='OfferSize' required='N' />
  1054. <field name='ValidUntilTime' required='N' />
  1055. <field name='BidSpotRate' required='N' />
  1056. <field name='OfferSpotRate' required='N' />
  1057. <field name='BidForwardPoints' required='N' />
  1058. <field name='OfferForwardPoints' required='N' />
  1059. <field name='MidPx' required='N' />
  1060. <field name='BidYield' required='N' />
  1061. <field name='MidYield' required='N' />
  1062. <field name='OfferYield' required='N' />
  1063. <field name='TransactTime' required='N' />
  1064. <field name='OrdType' required='N' />
  1065. <field name='BidForwardPoints2' required='N' />
  1066. <field name='OfferForwardPoints2' required='N' />
  1067. <field name='SettlCurrBidFxRate' required='N' />
  1068. <field name='SettlCurrOfferFxRate' required='N' />
  1069. <field name='SettlCurrFxRateCalc' required='N' />
  1070. <field name='CommType' required='N' />
  1071. <field name='Commission' required='N' />
  1072. <field name='CustOrderCapacity' required='N' />
  1073. <field name='ExDestination' required='N' />
  1074. <field name='OrderCapacity' required='N' />
  1075. <field name='PriceType' required='N' />
  1076. <component name='SpreadOrBenchmarkCurveData' required='N' />
  1077. <component name='YieldData' required='N' />
  1078. <field name='Text' required='N' />
  1079. <field name='EncodedTextLen' required='N' />
  1080. <field name='EncodedText' required='N' />
  1081. </message>
  1082. <message name='SettlementInstructions' msgcat='app' msgtype='T'>
  1083. <field name='SettlInstMsgID' required='Y' />
  1084. <field name='SettlInstReqID' required='N' />
  1085. <field name='SettlInstMode' required='Y' />
  1086. <field name='SettlInstReqRejCode' required='N' />
  1087. <field name='Text' required='N' />
  1088. <field name='EncodedTextLen' required='N' />
  1089. <field name='EncodedText' required='N' />
  1090. <field name='ClOrdID' required='N' />
  1091. <field name='TransactTime' required='Y' />
  1092. <group name='NoSettlInst' required='N'>
  1093. <field name='SettlInstID' required='N' />
  1094. <field name='SettlInstTransType' required='N' />
  1095. <field name='SettlInstRefID' required='N' />
  1096. <component name='Parties' required='N' />
  1097. <field name='Side' required='N' />
  1098. <field name='Product' required='N' />
  1099. <field name='SecurityType' required='N' />
  1100. <field name='CFICode' required='N' />
  1101. <field name='EffectiveTime' required='N' />
  1102. <field name='ExpireTime' required='N' />
  1103. <field name='LastUpdateTime' required='N' />
  1104. <component name='SettlInstructionsData' required='N' />
  1105. <field name='PaymentMethod' required='N' />
  1106. <field name='PaymentRef' required='N' />
  1107. <field name='CardHolderName' required='N' />
  1108. <field name='CardNumber' required='N' />
  1109. <field name='CardStartDate' required='N' />
  1110. <field name='CardExpDate' required='N' />
  1111. <field name='CardIssNum' required='N' />
  1112. <field name='PaymentDate' required='N' />
  1113. <field name='PaymentRemitterID' required='N' />
  1114. </group>
  1115. </message>
  1116. <message name='MarketDataRequest' msgcat='app' msgtype='V'>
  1117. <field name='MDReqID' required='Y' />
  1118. <field name='SubscriptionRequestType' required='Y' />
  1119. <field name='MarketDepth' required='Y' />
  1120. <field name='MDUpdateType' required='N' />
  1121. <field name='AggregatedBook' required='N' />
  1122. <field name='OpenCloseSettlFlag' required='N' />
  1123. <field name='Scope' required='N' />
  1124. <field name='MDImplicitDelete' required='N' />
  1125. <group name='NoMDEntryTypes' required='Y'>
  1126. <field name='MDEntryType' required='Y' />
  1127. </group>
  1128. <group name='NoRelatedSym' required='Y'>
  1129. <component name='Instrument' required='Y' />
  1130. <group name='NoUnderlyings' required='N'>
  1131. <component name='UnderlyingInstrument' required='N' />
  1132. </group>
  1133. <group name='NoLegs' required='N'>
  1134. <component name='InstrumentLeg' required='N' />
  1135. </group>
  1136. <group name='NoTradingSessions' required='N'>
  1137. <field name='TradingSessionID' required='N' />
  1138. <field name='TradingSessionSubID' required='N' />
  1139. </group>
  1140. <field name='ApplQueueAction' required='N' />
  1141. <field name='ApplQueueMax' required='N' />
  1142. </group>
  1143. </message>
  1144. <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
  1145. <field name='MDReqID' required='N' />
  1146. <component name='Instrument' required='Y' />
  1147. <group name='NoUnderlyings' required='N'>
  1148. <component name='UnderlyingInstrument' required='N' />
  1149. </group>
  1150. <group name='NoLegs' required='N'>
  1151. <component name='InstrumentLeg' required='N' />
  1152. </group>
  1153. <field name='FinancialStatus' required='N' />
  1154. <field name='CorporateAction' required='N' />
  1155. <field name='NetChgPrevDay' required='N' />
  1156. <group name='NoMDEntries' required='Y'>
  1157. <field name='MDEntryType' required='Y' />
  1158. <field name='MDEntryPx' required='N' />
  1159. <field name='Currency' required='N' />
  1160. <field name='MDEntrySize' required='N' />
  1161. <field name='MDEntryDate' required='N' />
  1162. <field name='MDEntryTime' required='N' />
  1163. <field name='TickDirection' required='N' />
  1164. <field name='MDMkt' required='N' />
  1165. <field name='TradingSessionID' required='N' />
  1166. <field name='TradingSessionSubID' required='N' />
  1167. <field name='QuoteCondition' required='N' />
  1168. <field name='TradeCondition' required='N' />
  1169. <field name='MDEntryOriginator' required='N' />
  1170. <field name='LocationID' required='N' />
  1171. <field name='DeskID' required='N' />
  1172. <field name='OpenCloseSettlFlag' required='N' />
  1173. <field name='TimeInForce' required='N' />
  1174. <field name='ExpireDate' required='N' />
  1175. <field name='ExpireTime' required='N' />
  1176. <field name='MinQty' required='N' />
  1177. <field name='ExecInst' required='N' />
  1178. <field name='SellerDays' required='N' />
  1179. <field name='OrderID' required='N' />
  1180. <field name='QuoteEntryID' required='N' />
  1181. <field name='MDEntryBuyer' required='N' />
  1182. <field name='MDEntrySeller' required='N' />
  1183. <field name='NumberOfOrders' required='N' />
  1184. <field name='MDEntryPositionNo' required='N' />
  1185. <field name='Scope' required='N' />
  1186. <field name='PriceDelta' required='N' />
  1187. <field name='Text' required='N' />
  1188. <field name='EncodedTextLen' required='N' />
  1189. <field name='EncodedText' required='N' />
  1190. </group>
  1191. <field name='ApplQueueDepth' required='N' />
  1192. <field name='ApplQueueResolution' required='N' />
  1193. </message>
  1194. <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
  1195. <field name='MDReqID' required='N' />
  1196. <group name='NoMDEntries' required='Y'>
  1197. <field name='MDUpdateAction' required='Y' />
  1198. <field name='DeleteReason' required='N' />
  1199. <field name='MDEntryType' required='N' />
  1200. <field name='MDEntryID' required='N' />
  1201. <field name='MDEntryRefID' required='N' />
  1202. <component name='Instrument' required='N' />
  1203. <group name='NoUnderlyings' required='N'>
  1204. <component name='UnderlyingInstrument' required='N' />
  1205. </group>
  1206. <group name='NoLegs' required='N'>
  1207. <component name='InstrumentLeg' required='N' />
  1208. </group>
  1209. <field name='FinancialStatus' required='N' />
  1210. <field name='CorporateAction' required='N' />
  1211. <field name='MDEntryPx' required='N' />
  1212. <field name='Currency' required='N' />
  1213. <field name='MDEntrySize' required='N' />
  1214. <field name='MDEntryDate' required='N' />
  1215. <field name='MDEntryTime' required='N' />
  1216. <field name='TickDirection' required='N' />
  1217. <field name='MDMkt' required='N' />
  1218. <field name='TradingSessionID' required='N' />
  1219. <field name='TradingSessionSubID' required='N' />
  1220. <field name='QuoteCondition' required='N' />
  1221. <field name='TradeCondition' required='N' />
  1222. <field name='MDEntryOriginator' required='N' />
  1223. <field name='LocationID' required='N' />
  1224. <field name='DeskID' required='N' />
  1225. <field name='OpenCloseSettlFlag' required='N' />
  1226. <field name='TimeInForce' required='N' />
  1227. <field name='ExpireDate' required='N' />
  1228. <field name='ExpireTime' required='N' />
  1229. <field name='MinQty' required='N' />
  1230. <field name='ExecInst' required='N' />
  1231. <field name='SellerDays' required='N' />
  1232. <field name='OrderID' required='N' />
  1233. <field name='QuoteEntryID' required='N' />
  1234. <field name='MDEntryBuyer' required='N' />
  1235. <field name='MDEntrySeller' required='N' />
  1236. <field name='NumberOfOrders' required='N' />
  1237. <field name='MDEntryPositionNo' required='N' />
  1238. <field name='Scope' required='N' />
  1239. <field name='PriceDelta' required='N' />
  1240. <field name='NetChgPrevDay' required='N' />
  1241. <field name='Text' required='N' />
  1242. <field name='EncodedTextLen' required='N' />
  1243. <field name='EncodedText' required='N' />
  1244. </group>
  1245. <field name='ApplQueueDepth' required='N' />
  1246. <field name='ApplQueueResolution' required='N' />
  1247. </message>
  1248. <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
  1249. <field name='MDReqID' required='Y' />
  1250. <field name='MDReqRejReason' required='N' />
  1251. <group name='NoAltMDSource' required='N'>
  1252. <field name='AltMDSourceID' required='N' />
  1253. </group>
  1254. <field name='Text' required='N' />
  1255. <field name='EncodedTextLen' required='N' />
  1256. <field name='EncodedText' required='N' />
  1257. </message>
  1258. <message name='QuoteCancel' msgcat='app' msgtype='Z'>
  1259. <field name='QuoteReqID' required='N' />
  1260. <field name='QuoteID' required='Y' />
  1261. <field name='QuoteCancelType' required='Y' />
  1262. <field name='QuoteResponseLevel' required='N' />
  1263. <component name='Parties' required='N' />
  1264. <field name='Account' required='N' />
  1265. <field name='AcctIDSource' required='N' />
  1266. <field name='AccountType' required='N' />
  1267. <field name='TradingSessionID' required='N' />
  1268. <field name='TradingSessionSubID' required='N' />
  1269. <group name='NoQuoteEntries' required='N'>
  1270. <component name='Instrument' required='N' />
  1271. <component name='FinancingDetails' required='N' />
  1272. <group name='NoUnderlyings' required='N'>
  1273. <component name='UnderlyingInstrument' required='N' />
  1274. </group>
  1275. <group name='NoLegs' required='N'>
  1276. <component name='InstrumentLeg' required='N' />
  1277. </group>
  1278. </group>
  1279. </message>
  1280. <message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
  1281. <field name='QuoteStatusReqID' required='N' />
  1282. <field name='QuoteID' required='N' />
  1283. <component name='Instrument' required='Y' />
  1284. <component name='FinancingDetails' required='N' />
  1285. <group name='NoUnderlyings' required='N'>
  1286. <component name='UnderlyingInstrument' required='N' />
  1287. </group>
  1288. <group name='NoLegs' required='N'>
  1289. <component name='InstrumentLeg' required='N' />
  1290. </group>
  1291. <component name='Parties' required='N' />
  1292. <field name='Account' required='N' />
  1293. <field name='AcctIDSource' required='N' />
  1294. <field name='AccountType' required='N' />
  1295. <field name='TradingSessionID' required='N' />
  1296. <field name='TradingSessionSubID' required='N' />
  1297. <field name='SubscriptionRequestType' required='N' />
  1298. </message>
  1299. <message name='MassQuoteAcknowledgement' msgcat='app' msgtype='b'>
  1300. <field name='QuoteReqID' required='N' />
  1301. <field name='QuoteID' required='N' />
  1302. <field name='QuoteStatus' required='Y' />
  1303. <field name='QuoteRejectReason' required='N' />
  1304. <field name='QuoteResponseLevel' required='N' />
  1305. <field name='QuoteType' required='N' />
  1306. <component name='Parties' required='N' />
  1307. <field name='Account' required='N' />
  1308. <field name='AcctIDSource' required='N' />
  1309. <field name='AccountType' required='N' />
  1310. <field name='Text' required='N' />
  1311. <field name='EncodedTextLen' required='N' />
  1312. <field name='EncodedText' required='N' />
  1313. <group name='NoQuoteSets' required='N'>
  1314. <field name='QuoteSetID' required='N' />
  1315. <component name='UnderlyingInstrument' required='N' />
  1316. <field name='TotNoQuoteEntries' required='N' />
  1317. <field name='LastFragment' required='N' />
  1318. <group name='NoQuoteEntries' required='N'>
  1319. <field name='QuoteEntryID' required='N' />
  1320. <component name='Instrument' required='N' />
  1321. <group name='NoLegs' required='N'>
  1322. <component name='InstrumentLeg' required='N' />
  1323. </group>
  1324. <field name='BidPx' required='N' />
  1325. <field name='OfferPx' required='N' />
  1326. <field name='BidSize' required='N' />
  1327. <field name='OfferSize' required='N' />
  1328. <field name='ValidUntilTime' required='N' />
  1329. <field name='BidSpotRate' required='N' />
  1330. <field name='OfferSpotRate' required='N' />
  1331. <field name='BidForwardPoints' required='N' />
  1332. <field name='OfferForwardPoints' required='N' />
  1333. <field name='MidPx' required='N' />
  1334. <field name='BidYield' required='N' />
  1335. <field name='MidYield' required='N' />
  1336. <field name='OfferYield' required='N' />
  1337. <field name='TransactTime' required='N' />
  1338. <field name='TradingSessionID' required='N' />
  1339. <field name='TradingSessionSubID' required='N' />
  1340. <field name='SettlDate' required='N' />
  1341. <field name='OrdType' required='N' />
  1342. <field name='SettlDate2' required='N' />
  1343. <field name='OrderQty2' required='N' />
  1344. <field name='BidForwardPoints2' required='N' />
  1345. <field name='OfferForwardPoints2' required='N' />
  1346. <field name='Currency' required='N' />
  1347. <field name='QuoteEntryRejectReason' required='N' />
  1348. </group>
  1349. </group>
  1350. </message>
  1351. <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
  1352. <field name='SecurityReqID' required='Y' />
  1353. <field name='SecurityRequestType' required='Y' />
  1354. <component name='Instrument' required='N' />
  1355. <component name='InstrumentExtension' required='N' />
  1356. <group name='NoUnderlyings' required='N'>
  1357. <component name='UnderlyingInstrument' required='N' />
  1358. </group>
  1359. <field name='Currency' required='N' />
  1360. <field name='Text' required='N' />
  1361. <field name='EncodedTextLen' required='N' />
  1362. <field name='EncodedText' required='N' />
  1363. <field name='TradingSessionID' required='N' />
  1364. <field name='TradingSessionSubID' required='N' />
  1365. <group name='NoLegs' required='N'>
  1366. <component name='InstrumentLeg' required='N' />
  1367. </group>
  1368. <field name='ExpirationCycle' required='N' />
  1369. <field name='SubscriptionRequestType' required='N' />
  1370. </message>
  1371. <message name='SecurityDefinition' msgcat='app' msgtype='d'>
  1372. <field name='SecurityReqID' required='Y' />
  1373. <field name='SecurityResponseID' required='Y' />
  1374. <field name='SecurityResponseType' required='Y' />
  1375. <component name='Instrument' required='N' />
  1376. <component name='InstrumentExtension' required='N' />
  1377. <group name='NoUnderlyings' required='N'>
  1378. <component name='UnderlyingInstrument' required='N' />
  1379. </group>
  1380. <field name='Currency' required='N' />
  1381. <field name='TradingSessionID' required='N' />
  1382. <field name='TradingSessionSubID' required='N' />
  1383. <field name='Text' required='N' />
  1384. <field name='EncodedTextLen' required='N' />
  1385. <field name='EncodedText' required='N' />
  1386. <group name='NoLegs' required='N'>
  1387. <component name='InstrumentLeg' required='N' />
  1388. </group>
  1389. <field name='ExpirationCycle' required='N' />
  1390. <field name='RoundLot' required='N' />
  1391. <field name='MinTradeVol' required='N' />
  1392. </message>
  1393. <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
  1394. <field name='SecurityStatusReqID' required='Y' />
  1395. <component name='Instrument' required='Y' />
  1396. <component name='InstrumentExtension' required='N' />
  1397. <group name='NoUnderlyings' required='N'>
  1398. <component name='UnderlyingInstrument' required='N' />
  1399. </group>
  1400. <group name='NoLegs' required='N'>
  1401. <component name='InstrumentLeg' required='N' />
  1402. </group>
  1403. <field name='Currency' required='N' />
  1404. <field name='SubscriptionRequestType' required='Y' />
  1405. <field name='TradingSessionID' required='N' />
  1406. <field name='TradingSessionSubID' required='N' />
  1407. </message>
  1408. <message name='SecurityStatus' msgcat='app' msgtype='f'>
  1409. <field name='SecurityStatusReqID' required='N' />
  1410. <component name='Instrument' required='Y' />
  1411. <component name='InstrumentExtension' required='N' />
  1412. <group name='NoUnderlyings' required='N'>
  1413. <component name='UnderlyingInstrument' required='N' />
  1414. </group>
  1415. <group name='NoLegs' required='N'>
  1416. <component name='InstrumentLeg' required='N' />
  1417. </group>
  1418. <field name='Currency' required='N' />
  1419. <field name='TradingSessionID' required='N' />
  1420. <field name='TradingSessionSubID' required='N' />
  1421. <field name='UnsolicitedIndicator' required='N' />
  1422. <field name='SecurityTradingStatus' required='N' />
  1423. <field name='FinancialStatus' required='N' />
  1424. <field name='CorporateAction' required='N' />
  1425. <field name='HaltReasonChar' required='N' />
  1426. <field name='InViewOfCommon' required='N' />
  1427. <field name='DueToRelated' required='N' />
  1428. <field name='BuyVolume' required='N' />
  1429. <field name='SellVolume' required='N' />
  1430. <field name='HighPx' required='N' />
  1431. <field name='LowPx' required='N' />
  1432. <field name='LastPx' required='N' />
  1433. <field name='TransactTime' required='N' />
  1434. <field name='Adjustment' required='N' />
  1435. <field name='Text' required='N' />
  1436. <field name='EncodedTextLen' required='N' />
  1437. <field name='EncodedText' required='N' />
  1438. </message>
  1439. <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
  1440. <field name='TradSesReqID' required='Y' />
  1441. <field name='TradingSessionID' required='N' />
  1442. <field name='TradingSessionSubID' required='N' />
  1443. <field name='TradSesMethod' required='N' />
  1444. <field name='TradSesMode' required='N' />
  1445. <field name='SubscriptionRequestType' required='Y' />
  1446. </message>
  1447. <message name='TradingSessionStatus' msgcat='app' msgtype='h'>
  1448. <field name='TradSesReqID' required='N' />
  1449. <field name='TradingSessionID' required='Y' />
  1450. <field name='TradingSessionSubID' required='N' />
  1451. <field name='TradSesMethod' required='N' />
  1452. <field name='TradSesMode' required='N' />
  1453. <field name='UnsolicitedIndicator' required='N' />
  1454. <field name='TradSesStatus' required='Y' />
  1455. <field name='TradSesStatusRejReason' required='N' />
  1456. <field name='TradSesStartTime' required='N' />
  1457. <field name='TradSesOpenTime' required='N' />
  1458. <field name='TradSesPreCloseTime' required='N' />
  1459. <field name='TradSesCloseTime' required='N' />
  1460. <field name='TradSesEndTime' required='N' />
  1461. <field name='TotalVolumeTraded' required='N' />
  1462. <field name='Text' required='N' />
  1463. <field name='EncodedTextLen' required='N' />
  1464. <field name='EncodedText' required='N' />
  1465. </message>
  1466. <message name='MassQuote' msgcat='app' msgtype='i'>
  1467. <field name='QuoteReqID' required='N' />
  1468. <field name='QuoteID' required='N' />
  1469. <field name='QuoteType' required='N' />
  1470. <field name='QuoteResponseLevel' required='N' />
  1471. <component name='Parties' required='N' />
  1472. <field name='Account' required='N' />
  1473. <field name='AcctIDSource' required='N' />
  1474. <field name='AccountType' required='N' />
  1475. <field name='DefBidSize' required='N' />
  1476. <field name='DefOfferSize' required='N' />
  1477. <group name='NoQuoteSets' required='Y'>
  1478. <field name='QuoteSetID' required='Y' />
  1479. <component name='UnderlyingInstrument' required='N' />
  1480. <field name='QuoteSetValidUntilTime' required='N' />
  1481. <field name='TotNoQuoteEntries' required='N' />
  1482. <field name='LastFragment' required='N' />
  1483. <group name='NoQuoteEntries' required='Y'>
  1484. <field name='QuoteEntryID' required='Y' />
  1485. <component name='Instrument' required='N' />
  1486. <group name='NoLegs' required='N'>
  1487. <component name='InstrumentLeg' required='N' />
  1488. </group>
  1489. <field name='BidPx' required='N' />
  1490. <field name='OfferPx' required='N' />
  1491. <field name='BidSize' required='N' />
  1492. <field name='OfferSize' required='N' />
  1493. <field name='ValidUntilTime' required='N' />
  1494. <field name='BidSpotRate' required='N' />
  1495. <field name='OfferSpotRate' required='N' />
  1496. <field name='BidForwardPoints' required='N' />
  1497. <field name='OfferForwardPoints' required='N' />
  1498. <field name='MidPx' required='N' />
  1499. <field name='BidYield' required='N' />
  1500. <field name='MidYield' required='N' />
  1501. <field name='OfferYield' required='N' />
  1502. <field name='TransactTime' required='N' />
  1503. <field name='TradingSessionID' required='N' />
  1504. <field name='TradingSessionSubID' required='N' />
  1505. <field name='SettlDate' required='N' />
  1506. <field name='OrdType' required='N' />
  1507. <field name='SettlDate2' required='N' />
  1508. <field name='OrderQty2' required='N' />
  1509. <field name='BidForwardPoints2' required='N' />
  1510. <field name='OfferForwardPoints2' required='N' />
  1511. <field name='Currency' required='N' />
  1512. </group>
  1513. </group>
  1514. </message>
  1515. <message name='BusinessMessageReject' msgcat='app' msgtype='j'>
  1516. <field name='RefSeqNum' required='N' />
  1517. <field name='RefMsgType' required='Y' />
  1518. <field name='BusinessRejectRefID' required='N' />
  1519. <field name='BusinessRejectReason' required='Y' />
  1520. <field name='Text' required='N' />
  1521. <field name='EncodedTextLen' required='N' />
  1522. <field name='EncodedText' required='N' />
  1523. </message>
  1524. <message name='BidRequest' msgcat='app' msgtype='k'>
  1525. <field name='BidID' required='N' />
  1526. <field name='ClientBidID' required='Y' />
  1527. <field name='BidRequestTransType' required='Y' />
  1528. <field name='ListName' required='N' />
  1529. <field name='TotNoRelatedSym' required='Y' />
  1530. <field name='BidType' required='Y' />
  1531. <field name='NumTickets' required='N' />
  1532. <field name='Currency' required='N' />
  1533. <field name='SideValue1' required='N' />
  1534. <field name='SideValue2' required='N' />
  1535. <group name='NoBidDescriptors' required='N'>
  1536. <field name='BidDescriptorType' required='N' />
  1537. <field name='BidDescriptor' required='N' />
  1538. <field name='SideValueInd' required='N' />
  1539. <field name='LiquidityValue' required='N' />
  1540. <field name='LiquidityNumSecurities' required='N' />
  1541. <field name='LiquidityPctLow' required='N' />
  1542. <field name='LiquidityPctHigh' required='N' />
  1543. <field name='EFPTrackingError' required='N' />
  1544. <field name='FairValue' required='N' />
  1545. <field name='OutsideIndexPct' required='N' />
  1546. <field name='ValueOfFutures' required='N' />
  1547. </group>
  1548. <group name='NoBidComponents' required='N'>
  1549. <field name='ListID' required='N' />
  1550. <field name='Side' required='N' />
  1551. <field name='TradingSessionID' required='N' />
  1552. <field name='TradingSessionSubID' required='N' />
  1553. <field name='NetGrossInd' required='N' />
  1554. <field name='SettlType' required='N' />
  1555. <field name='SettlDate' required='N' />
  1556. <field name='Account' required='N' />
  1557. <field name='AcctIDSource' required='N' />
  1558. </group>
  1559. <field name='LiquidityIndType' required='N' />
  1560. <field name='WtAverageLiquidity' required='N' />
  1561. <field name='ExchangeForPhysical' required='N' />
  1562. <field name='OutMainCntryUIndex' required='N' />
  1563. <field name='CrossPercent' required='N' />
  1564. <field name='ProgRptReqs' required='N' />
  1565. <field name='ProgPeriodInterval' required='N' />
  1566. <field name='IncTaxInd' required='N' />
  1567. <field name='ForexReq' required='N' />
  1568. <field name='NumBidders' required='N' />
  1569. <field name='TradeDate' required='N' />
  1570. <field name='BidTradeType' required='Y' />
  1571. <field name='BasisPxType' required='Y' />
  1572. <field name='StrikeTime' required='N' />
  1573. <field name='Text' required='N' />
  1574. <field name='EncodedTextLen' required='N' />
  1575. <field name='EncodedText' required='N' />
  1576. </message>
  1577. <message name='BidResponse' msgcat='app' msgtype='l'>
  1578. <field name='BidID' required='N' />
  1579. <field name='ClientBidID' required='N' />
  1580. <group name='NoBidComponents' required='Y'>
  1581. <component name='CommissionData' required='Y' />
  1582. <field name='ListID' required='N' />
  1583. <field name='Country' required='N' />
  1584. <field name='Side' required='N' />
  1585. <field name='Price' required='N' />
  1586. <field name='PriceType' required='N' />
  1587. <field name='FairValue' required='N' />
  1588. <field name='NetGrossInd' required='N' />
  1589. <field name='SettlType' required='N' />
  1590. <field name='SettlDate' required='N' />
  1591. <field name='TradingSessionID' required='N' />
  1592. <field name='TradingSessionSubID' required='N' />
  1593. <field name='Text' required='N' />
  1594. <field name='EncodedTextLen' required='N' />
  1595. <field name='EncodedText' required='N' />
  1596. </group>
  1597. </message>
  1598. <message name='ListStrikePrice' msgcat='app' msgtype='m'>
  1599. <field name='ListID' required='Y' />
  1600. <field name='TotNoStrikes' required='Y' />
  1601. <field name='LastFragment' required='N' />
  1602. <group name='NoStrikes' required='Y'>
  1603. <component name='Instrument' required='Y' />
  1604. </group>
  1605. <group name='NoUnderlyings' required='N'>
  1606. <component name='UnderlyingInstrument' required='N' />
  1607. <field name='PrevClosePx' required='N' />
  1608. <field name='ClOrdID' required='N' />
  1609. <field name='SecondaryClOrdID' required='N' />
  1610. <field name='Side' required='N' />
  1611. <field name='Price' required='Y' />
  1612. <field name='Currency' required='N' />
  1613. <field name='Text' required='N' />
  1614. <field name='EncodedTextLen' required='N' />
  1615. <field name='EncodedText' required='N' />
  1616. </group>
  1617. </message>
  1618. <message name='RegistrationInstructions' msgcat='app' msgtype='o'>
  1619. <field name='RegistID' required='Y' />
  1620. <field name='RegistTransType' required='Y' />
  1621. <field name='RegistRefID' required='Y' />
  1622. <field name='ClOrdID' required='N' />
  1623. <component name='Parties' required='N' />
  1624. <field name='Account' required='N' />
  1625. <field name='AcctIDSource' required='N' />
  1626. <field name='RegistAcctType' required='N' />
  1627. <field name='TaxAdvantageType' required='N' />
  1628. <field name='OwnershipType' required='N' />
  1629. <group name='NoRegistDtls' required='N'>
  1630. <field name='RegistDtls' required='N' />
  1631. <field name='RegistEmail' required='N' />
  1632. <field name='MailingDtls' required='N' />
  1633. <field name='MailingInst' required='N' />
  1634. <component name='NestedParties' required='N' />
  1635. <field name='OwnerType' required='N' />
  1636. <field name='DateOfBirth' required='N' />
  1637. <field name='InvestorCountryOfResidence' required='N' />
  1638. </group>
  1639. <group name='NoDistribInsts' required='N'>
  1640. <field name='DistribPaymentMethod' required='N' />
  1641. <field name='DistribPercentage' required='N' />
  1642. <field name='CashDistribCurr' required='N' />
  1643. <field name='CashDistribAgentName' required='N' />
  1644. <field name='CashDistribAgentCode' required='N' />
  1645. <field name='CashDistribAgentAcctNumber' required='N' />
  1646. <field name='CashDistribPayRef' required='N' />
  1647. <field name='CashDistribAgentAcctName' required='N' />
  1648. </group>
  1649. </message>
  1650. <message name='RegistrationInstructionsResponse' msgcat='app' msgtype='p'>
  1651. <field name='RegistID' required='Y' />
  1652. <field name='RegistTransType' required='Y' />
  1653. <field name='RegistRefID' required='Y' />
  1654. <field name='ClOrdID' required='N' />
  1655. <component name='Parties' required='N' />
  1656. <field name='Account' required='N' />
  1657. <field name='AcctIDSource' required='N' />
  1658. <field name='RegistStatus' required='Y' />
  1659. <field name='RegistRejReasonCode' required='N' />
  1660. <field name='RegistRejReasonText' required='N' />
  1661. </message>
  1662. <message name='OrderMassCancelRequest' msgcat='app' msgtype='q'>
  1663. <field name='ClOrdID' required='Y' />
  1664. <field name='SecondaryClOrdID' required='N' />
  1665. <field name='MassCancelRequestType' required='Y' />
  1666. <field name='TradingSessionID' required='N' />
  1667. <field name='TradingSessionSubID' required='N' />
  1668. <component name='Instrument' required='N' />
  1669. <component name='UnderlyingInstrument' required='N' />
  1670. <field name='Side' required='N' />
  1671. <field name='TransactTime' required='Y' />
  1672. <field name='Text' required='N' />
  1673. <field name='EncodedTextLen' required='N' />
  1674. <field name='EncodedText' required='N' />
  1675. </message>
  1676. <message name='OrderMassCancelReport' msgcat='app' msgtype='r'>
  1677. <field name='ClOrdID' required='N' />
  1678. <field name='SecondaryClOrdID' required='N' />
  1679. <field name='OrderID' required='Y' />
  1680. <field name='SecondaryOrderID' required='N' />
  1681. <field name='MassCancelRequestType' required='Y' />
  1682. <field name='MassCancelResponse' required='Y' />
  1683. <field name='MassCancelRejectReason' required='N' />
  1684. <field name='TotalAffectedOrders' required='N' />
  1685. <group name='NoAffectedOrders' required='N'>
  1686. <field name='OrigClOrdID' required='N' />
  1687. <field name='AffectedOrderID' required='N' />
  1688. <field name='AffectedSecondaryOrderID' required='N' />
  1689. </group>
  1690. <field name='TradingSessionID' required='N' />
  1691. <field name='TradingSessionSubID' required='N' />
  1692. <component name='Instrument' required='N' />
  1693. <component name='UnderlyingInstrument' required='N' />
  1694. <field name='Side' required='N' />
  1695. <field name='TransactTime' required='N' />
  1696. <field name='Text' required='N' />
  1697. <field name='EncodedTextLen' required='N' />
  1698. <field name='EncodedText' required='N' />
  1699. </message>
  1700. <message name='NewOrderCross' msgcat='app' msgtype='s'>
  1701. <field name='CrossID' required='Y' />
  1702. <field name='CrossType' required='Y' />
  1703. <field name='CrossPrioritization' required='Y' />
  1704. <group name='NoSides' required='Y'>
  1705. <field name='Side' required='Y' />
  1706. <field name='ClOrdID' required='Y' />
  1707. <field name='SecondaryClOrdID' required='N' />
  1708. <field name='ClOrdLinkID' required='N' />
  1709. <component name='Parties' required='N' />
  1710. <field name='TradeOriginationDate' required='N' />
  1711. <field name='TradeDate' required='N' />
  1712. <field name='Account' required='N' />
  1713. <field name='AcctIDSource' required='N' />
  1714. <field name='AccountType' required='N' />
  1715. <field name='DayBookingInst' required='N' />
  1716. <field name='BookingUnit' required='N' />
  1717. <field name='PreallocMethod' required='N' />
  1718. <field name='AllocID' required='N' />
  1719. <group name='NoAllocs' required='N'>
  1720. <field name='AllocAccount' required='N' />
  1721. <field name='AllocAcctIDSource' required='N' />
  1722. <field name='AllocSettlCurrency' required='N' />
  1723. <field name='IndividualAllocID' required='N' />
  1724. <component name='NestedParties' required='N' />
  1725. <field name='AllocQty' required='N' />
  1726. </group>
  1727. <field name='QtyType' required='N' />
  1728. <component name='OrderQtyData' required='Y' />
  1729. <component name='CommissionData' required='N' />
  1730. <field name='OrderCapacity' required='N' />
  1731. <field name='OrderRestrictions' required='N' />
  1732. <field name='CustOrderCapacity' required='N' />
  1733. <field name='ForexReq' required='N' />
  1734. <field name='SettlCurrency' required='N' />
  1735. <field name='BookingType' required='N' />
  1736. <field name='Text' required='N' />
  1737. <field name='EncodedTextLen' required='N' />
  1738. <field name='EncodedText' required='N' />
  1739. <field name='PositionEffect' required='N' />
  1740. <field name='CoveredOrUncovered' required='N' />
  1741. <field name='CashMargin' required='N' />
  1742. <field name='ClearingFeeIndicator' required='N' />
  1743. <field name='SolicitedFlag' required='N' />
  1744. <field name='SideComplianceID' required='N' />
  1745. </group>
  1746. <component name='Instrument' required='Y' />
  1747. <group name='NoUnderlyings' required='N'>
  1748. <component name='UnderlyingInstrument' required='N' />
  1749. </group>
  1750. <group name='NoLegs' required='N'>
  1751. <component name='InstrumentLeg' required='N' />
  1752. </group>
  1753. <field name='SettlType' required='N' />
  1754. <field name='SettlDate' required='N' />
  1755. <field name='HandlInst' required='N' />
  1756. <field name='ExecInst' required='N' />
  1757. <field name='MinQty' required='N' />
  1758. <field name='MaxFloor' required='N' />
  1759. <field name='ExDestination' required='N' />
  1760. <group name='NoTradingSessions' required='N'>
  1761. <field name='TradingSessionID' required='N' />
  1762. <field name='TradingSessionSubID' required='N' />
  1763. </group>
  1764. <field name='ProcessCode' required='N' />
  1765. <field name='PrevClosePx' required='N' />
  1766. <field name='LocateReqd' required='N' />
  1767. <field name='TransactTime' required='Y' />
  1768. <component name='Stipulations' required='N' />
  1769. <field name='OrdType' required='Y' />
  1770. <field name='PriceType' required='N' />
  1771. <field name='Price' required='N' />
  1772. <field name='StopPx' required='N' />
  1773. <component name='SpreadOrBenchmarkCurveData' required='N' />
  1774. <component name='YieldData' required='N' />
  1775. <field name='Currency' required='N' />
  1776. <field name='ComplianceID' required='N' />
  1777. <field name='IOIID' required='N' />
  1778. <field name='QuoteID' required='N' />
  1779. <field name='TimeInForce' required='N' />
  1780. <field name='EffectiveTime' required='N' />
  1781. <field name='ExpireDate' required='N' />
  1782. <field name='ExpireTime' required='N' />
  1783. <field name='GTBookingInst' required='N' />
  1784. <field name='MaxShow' required='N' />
  1785. <component name='PegInstructions' required='N' />
  1786. <component name='DiscretionInstructions' required='N' />
  1787. <field name='TargetStrategy' required='N' />
  1788. <field name='TargetStrategyParameters' required='N' />
  1789. <field name='ParticipationRate' required='N' />
  1790. <field name='CancellationRights' required='N' />
  1791. <field name='MoneyLaunderingStatus' required='N' />
  1792. <field name='RegistID' required='N' />
  1793. <field name='Designation' required='N' />
  1794. </message>
  1795. <message name='CrossOrderCancelReplaceRequest' msgcat='app' msgtype='t'>
  1796. <field name='OrderID' required='N' />
  1797. <field name='CrossID' required='Y' />
  1798. <field name='OrigCrossID' required='Y' />
  1799. <field name='CrossType' required='Y' />
  1800. <field name='CrossPrioritization' required='Y' />
  1801. <group name='NoSides' required='Y'>
  1802. <field name='Side' required='Y' />
  1803. <field name='OrigClOrdID' required='Y' />
  1804. <field name='ClOrdID' required='Y' />
  1805. <field name='SecondaryClOrdID' required='N' />
  1806. <field name='ClOrdLinkID' required='N' />
  1807. <field name='OrigOrdModTime' required='N' />
  1808. <component name='Parties' required='N' />
  1809. <field name='TradeOriginationDate' required='N' />
  1810. <field name='TradeDate' required='N' />
  1811. <field name='Account' required='N' />
  1812. <field name='AcctIDSource' required='N' />
  1813. <field name='AccountType' required='N' />
  1814. <field name='DayBookingInst' required='N' />
  1815. <field name='BookingUnit' required='N' />
  1816. <field name='PreallocMethod' required='N' />
  1817. <field name='AllocID' required='N' />
  1818. <group name='NoAllocs' required='N'>
  1819. <field name='AllocAccount' required='N' />
  1820. <field name='AllocAcctIDSource' required='N' />
  1821. <field name='AllocSettlCurrency' required='N' />
  1822. <field name='IndividualAllocID' required='N' />
  1823. <component name='NestedParties' required='N' />
  1824. <field name='AllocQty' required='N' />
  1825. </group>
  1826. <field name='QtyType' required='N' />
  1827. <component name='OrderQtyData' required='Y' />
  1828. <component name='CommissionData' required='N' />
  1829. <field name='OrderCapacity' required='N' />
  1830. <field name='OrderRestrictions' required='N' />
  1831. <field name='CustOrderCapacity' required='N' />
  1832. <field name='ForexReq' required='N' />
  1833. <field name='SettlCurrency' required='N' />
  1834. <field name='BookingType' required='N' />
  1835. <field name='Text' required='N' />
  1836. <field name='EncodedTextLen' required='N' />
  1837. <field name='EncodedText' required='N' />
  1838. <field name='PositionEffect' required='N' />
  1839. <field name='CoveredOrUncovered' required='N' />
  1840. <field name='CashMargin' required='N' />
  1841. <field name='ClearingFeeIndicator' required='N' />
  1842. <field name='SolicitedFlag' required='N' />
  1843. <field name='SideComplianceID' required='N' />
  1844. </group>
  1845. <component name='Instrument' required='Y' />
  1846. <group name='NoUnderlyings' required='N'>
  1847. <component name='UnderlyingInstrument' required='N' />
  1848. </group>
  1849. <group name='NoLegs' required='N'>
  1850. <component name='InstrumentLeg' required='N' />
  1851. </group>
  1852. <field name='SettlType' required='N' />
  1853. <field name='SettlDate' required='N' />
  1854. <field name='HandlInst' required='N' />
  1855. <field name='ExecInst' required='N' />
  1856. <field name='MinQty' required='N' />
  1857. <field name='MaxFloor' required='N' />
  1858. <field name='ExDestination' required='N' />
  1859. <group name='NoTradingSessions' required='N'>
  1860. <field name='TradingSessionID' required='N' />
  1861. <field name='TradingSessionSubID' required='N' />
  1862. </group>
  1863. <field name='ProcessCode' required='N' />
  1864. <field name='PrevClosePx' required='N' />
  1865. <field name='LocateReqd' required='N' />
  1866. <field name='TransactTime' required='Y' />
  1867. <component name='Stipulations' required='N' />
  1868. <field name='OrdType' required='Y' />
  1869. <field name='PriceType' required='N' />
  1870. <field name='Price' required='N' />
  1871. <field name='StopPx' required='N' />
  1872. <component name='SpreadOrBenchmarkCurveData' required='N' />
  1873. <component name='YieldData' required='N' />
  1874. <field name='Currency' required='N' />
  1875. <field name='ComplianceID' required='N' />
  1876. <field name='IOIID' required='N' />
  1877. <field name='QuoteID' required='N' />
  1878. <field name='TimeInForce' required='N' />
  1879. <field name='EffectiveTime' required='N' />
  1880. <field name='ExpireDate' required='N' />
  1881. <field name='ExpireTime' required='N' />
  1882. <field name='GTBookingInst' required='N' />
  1883. <field name='MaxShow' required='N' />
  1884. <component name='PegInstructions' required='N' />
  1885. <component name='DiscretionInstructions' required='N' />
  1886. <field name='TargetStrategy' required='N' />
  1887. <field name='TargetStrategyParameters' required='N' />
  1888. <field name='ParticipationRate' required='N' />
  1889. <field name='CancellationRights' required='N' />
  1890. <field name='MoneyLaunderingStatus' required='N' />
  1891. <field name='RegistID' required='N' />
  1892. <field name='Designation' required='N' />
  1893. </message>
  1894. <message name='CrossOrderCancelRequest' msgcat='app' msgtype='u'>
  1895. <field name='OrderID' required='N' />
  1896. <field name='CrossID' required='Y' />
  1897. <field name='OrigCrossID' required='Y' />
  1898. <field name='CrossType' required='Y' />
  1899. <field name='CrossPrioritization' required='Y' />
  1900. <group name='NoSides' required='Y'>
  1901. <field name='Side' required='Y' />
  1902. <field name='OrigClOrdID' required='Y' />
  1903. <field name='ClOrdID' required='Y' />
  1904. <field name='SecondaryClOrdID' required='N' />
  1905. <field name='ClOrdLinkID' required='N' />
  1906. <field name='OrigOrdModTime' required='N' />
  1907. <component name='Parties' required='N' />
  1908. <field name='TradeOriginationDate' required='N' />
  1909. <field name='TradeDate' required='N' />
  1910. <component name='OrderQtyData' required='Y' />
  1911. <field name='ComplianceID' required='N' />
  1912. <field name='Text' required='N' />
  1913. <field name='EncodedTextLen' required='N' />
  1914. <field name='EncodedText' required='N' />
  1915. </group>
  1916. <component name='Instrument' required='Y' />
  1917. <group name='NoUnderlyings' required='N'>
  1918. <component name='UnderlyingInstrument' required='N' />
  1919. </group>
  1920. <group name='NoLegs' required='N'>
  1921. <component name='InstrumentLeg' required='N' />
  1922. </group>
  1923. <field name='TransactTime' required='Y' />
  1924. </message>
  1925. <message name='SecurityTypeRequest' msgcat='app' msgtype='v'>
  1926. <field name='SecurityReqID' required='Y' />
  1927. <field name='Text' required='N' />
  1928. <field name='EncodedTextLen' required='N' />
  1929. <field name='EncodedText' required='N' />
  1930. <field name='TradingSessionID' required='N' />
  1931. <field name='TradingSessionSubID' required='N' />
  1932. <field name='Product' required='N' />
  1933. <field name='SecurityType' required='N' />
  1934. <field name='SecuritySubType' required='N' />
  1935. </message>
  1936. <message name='SecurityTypes' msgcat='app' msgtype='w'>
  1937. <field name='SecurityReqID' required='Y' />
  1938. <field name='SecurityResponseID' required='Y' />
  1939. <field name='SecurityResponseType' required='Y' />
  1940. <field name='TotNoSecurityTypes' required='N' />
  1941. <field name='LastFragment' required='N' />
  1942. <group name='NoSecurityTypes' required='N'>
  1943. <field name='SecurityType' required='N' />
  1944. <field name='SecuritySubType' required='N' />
  1945. <field name='Product' required='N' />
  1946. <field name='CFICode' required='N' />
  1947. </group>
  1948. <field name='Text' required='N' />
  1949. <field name='EncodedTextLen' required='N' />
  1950. <field name='EncodedText' required='N' />
  1951. <field name='TradingSessionID' required='N' />
  1952. <field name='TradingSessionSubID' required='N' />
  1953. <field name='SubscriptionRequestType' required='N' />
  1954. </message>
  1955. <message name='SecurityListRequest' msgcat='app' msgtype='x'>
  1956. <field name='SecurityReqID' required='Y' />
  1957. <field name='SecurityListRequestType' required='Y' />
  1958. <component name='Instrument' required='N' />
  1959. <component name='InstrumentExtension' required='N' />
  1960. <component name='FinancingDetails' required='N' />
  1961. <group name='NoUnderlyings' required='N'>
  1962. <component name='UnderlyingInstrument' required='N' />
  1963. </group>
  1964. <group name='NoLegs' required='N'>
  1965. <component name='InstrumentLeg' required='N' />
  1966. </group>
  1967. <field name='Currency' required='N' />
  1968. <field name='Text' required='N' />
  1969. <field name='EncodedTextLen' required='N' />
  1970. <field name='EncodedText' required='N' />
  1971. <field name='TradingSessionID' required='N' />
  1972. <field name='TradingSessionSubID' required='N' />
  1973. <field name='SubscriptionRequestType' required='N' />
  1974. </message>
  1975. <message name='SecurityList' msgcat='app' msgtype='y'>
  1976. <field name='SecurityReqID' required='Y' />
  1977. <field name='SecurityResponseID' required='Y' />
  1978. <field name='SecurityRequestResult' required='Y' />
  1979. <field name='TotNoRelatedSym' required='N' />
  1980. <field name='LastFragment' required='N' />
  1981. <group name='NoRelatedSym' required='N'>
  1982. <component name='Instrument' required='N' />
  1983. <component name='InstrumentExtension' required='N' />
  1984. <component name='FinancingDetails' required='N' />
  1985. <group name='NoUnderlyings' required='N'>
  1986. <component name='UnderlyingInstrument' required='N' />
  1987. </group>
  1988. <field name='Currency' required='N' />
  1989. <component name='Stipulations' required='N' />
  1990. <group name='NoLegs' required='N'>
  1991. <component name='InstrumentLeg' required='N' />
  1992. <field name='LegSwapType' required='N' />
  1993. <field name='LegSettlType' required='N' />
  1994. <component name='LegStipulations' required='N' />
  1995. <component name='LegBenchmarkCurveData' required='N' />
  1996. </group>
  1997. <component name='SpreadOrBenchmarkCurveData' required='N' />
  1998. <component name='YieldData' required='N' />
  1999. <field name='RoundLot' required='N' />
  2000. <field name='MinTradeVol' required='N' />
  2001. <field name='TradingSessionID' required='N' />
  2002. <field name='TradingSessionSubID' required='N' />
  2003. <field name='ExpirationCycle' required='N' />
  2004. <field name='Text' required='N' />
  2005. <field name='EncodedTextLen' required='N' />
  2006. <field name='EncodedText' required='N' />
  2007. </group>
  2008. </message>
  2009. <message name='DerivativeSecurityListRequest' msgcat='app' msgtype='z'>
  2010. <field name='SecurityReqID' required='Y' />
  2011. <field name='SecurityListRequestType' required='Y' />
  2012. <component name='UnderlyingInstrument' required='N' />
  2013. <field name='SecuritySubType' required='N' />
  2014. <field name='Currency' required='N' />
  2015. <field name='Text' required='N' />
  2016. <field name='EncodedTextLen' required='N' />
  2017. <field name='EncodedText' required='N' />
  2018. <field name='TradingSessionID' required='N' />
  2019. <field name='TradingSessionSubID' required='N' />
  2020. <field name='SubscriptionRequestType' required='N' />
  2021. </message>
  2022. <message name='DerivativeSecurityList' msgcat='app' msgtype='AA'>
  2023. <field name='SecurityReqID' required='Y' />
  2024. <field name='SecurityResponseID' required='Y' />
  2025. <field name='SecurityRequestResult' required='Y' />
  2026. <component name='UnderlyingInstrument' required='N' />
  2027. <field name='TotNoRelatedSym' required='N' />
  2028. <field name='LastFragment' required='N' />
  2029. <group name='NoRelatedSym' required='N'>
  2030. <component name='Instrument' required='N' />
  2031. <field name='Currency' required='N' />
  2032. <field name='ExpirationCycle' required='N' />
  2033. <component name='InstrumentExtension' required='N' />
  2034. <group name='NoLegs' required='N'>
  2035. <component name='InstrumentLeg' required='N' />
  2036. </group>
  2037. <field name='TradingSessionID' required='N' />
  2038. <field name='TradingSessionSubID' required='N' />
  2039. <field name='Text' required='N' />
  2040. <field name='EncodedTextLen' required='N' />
  2041. <field name='EncodedText' required='N' />
  2042. </group>
  2043. </message>
  2044. <message name='NewOrderMultileg' msgcat='app' msgtype='AB'>
  2045. <field name='ClOrdID' required='Y' />
  2046. <field name='SecondaryClOrdID' required='N' />
  2047. <field name='ClOrdLinkID' required='N' />
  2048. <component name='Parties' required='N' />
  2049. <field name='TradeOriginationDate' required='N' />
  2050. <field name='TradeDate' required='N' />
  2051. <field name='Account' required='N' />
  2052. <field name='AcctIDSource' required='N' />
  2053. <field name='AccountType' required='N' />
  2054. <field name='DayBookingInst' required='N' />
  2055. <field name='BookingUnit' required='N' />
  2056. <field name='PreallocMethod' required='N' />
  2057. <field name='AllocID' required='N' />
  2058. <group name='NoAllocs' required='N'>
  2059. <field name='AllocAccount' required='N' />
  2060. <field name='AllocAcctIDSource' required='N' />
  2061. <field name='AllocSettlCurrency' required='N' />
  2062. <field name='IndividualAllocID' required='N' />
  2063. <component name='NestedParties3' required='N' />
  2064. <field name='AllocQty' required='N' />
  2065. </group>
  2066. <field name='SettlType' required='N' />
  2067. <field name='SettlDate' required='N' />
  2068. <field name='CashMargin' required='N' />
  2069. <field name='ClearingFeeIndicator' required='N' />
  2070. <field name='HandlInst' required='N' />
  2071. <field name='ExecInst' required='N' />
  2072. <field name='MinQty' required='N' />
  2073. <field name='MaxFloor' required='N' />
  2074. <field name='ExDestination' required='N' />
  2075. <group name='NoTradingSessions' required='N'>
  2076. <field name='TradingSessionID' required='N' />
  2077. <field name='TradingSessionSubID' required='N' />
  2078. </group>
  2079. <field name='ProcessCode' required='N' />
  2080. <field name='Side' required='Y' />
  2081. <component name='Instrument' required='Y' />
  2082. <group name='NoUnderlyings' required='N'>
  2083. <component name='UnderlyingInstrument' required='N' />
  2084. </group>
  2085. <field name='PrevClosePx' required='N' />
  2086. <group name='NoLegs' required='Y'>
  2087. <component name='InstrumentLeg' required='N' />
  2088. <field name='LegQty' required='N' />
  2089. <field name='LegSwapType' required='N' />
  2090. <component name='LegStipulations' required='N' />
  2091. <group name='NoLegAllocs' required='N'>
  2092. <field name='LegAllocAccount' required='N' />
  2093. <field name='LegIndividualAllocID' required='N' />
  2094. <component name='NestedParties2' required='N' />
  2095. <field name='LegAllocQty' required='N' />
  2096. <field name='LegAllocAcctIDSource' required='N' />
  2097. <field name='LegSettlCurrency' required='N' />
  2098. </group>
  2099. <field name='LegPositionEffect' required='N' />
  2100. <field name='LegCoveredOrUncovered' required='N' />
  2101. <component name='NestedParties' required='N' />
  2102. <field name='LegRefID' required='N' />
  2103. <field name='LegPrice' required='N' />
  2104. <field name='LegSettlType' required='N' />
  2105. <field name='LegSettlDate' required='N' />
  2106. </group>
  2107. <field name='LocateReqd' required='N' />
  2108. <field name='TransactTime' required='Y' />
  2109. <field name='QtyType' required='N' />
  2110. <component name='OrderQtyData' required='Y' />
  2111. <field name='OrdType' required='Y' />
  2112. <field name='PriceType' required='N' />
  2113. <field name='Price' required='N' />
  2114. <field name='StopPx' required='N' />
  2115. <field name='Currency' required='N' />
  2116. <field name='ComplianceID' required='N' />
  2117. <field name='SolicitedFlag' required='N' />
  2118. <field name='IOIID' required='N' />
  2119. <field name='QuoteID' required='N' />
  2120. <field name='TimeInForce' required='N' />
  2121. <field name='EffectiveTime' required='N' />
  2122. <field name='ExpireDate' required='N' />
  2123. <field name='ExpireTime' required='N' />
  2124. <field name='GTBookingInst' required='N' />
  2125. <component name='CommissionData' required='N' />
  2126. <field name='OrderCapacity' required='N' />
  2127. <field name='OrderRestrictions' required='N' />
  2128. <field name='CustOrderCapacity' required='N' />
  2129. <field name='ForexReq' required='N' />
  2130. <field name='SettlCurrency' required='N' />
  2131. <field name='BookingType' required='N' />
  2132. <field name='Text' required='N' />
  2133. <field name='EncodedTextLen' required='N' />
  2134. <field name='EncodedText' required='N' />
  2135. <field name='PositionEffect' required='N' />
  2136. <field name='CoveredOrUncovered' required='N' />
  2137. <field name='MaxShow' required='N' />
  2138. <component name='PegInstructions' required='N' />
  2139. <component name='DiscretionInstructions' required='N' />
  2140. <field name='TargetStrategy' required='N' />
  2141. <field name='TargetStrategyParameters' required='N' />
  2142. <field name='ParticipationRate' required='N' />
  2143. <field name='CancellationRights' required='N' />
  2144. <field name='MoneyLaunderingStatus' required='N' />
  2145. <field name='RegistID' required='N' />
  2146. <field name='Designation' required='N' />
  2147. <field name='MultiLegRptTypeReq' required='N' />
  2148. </message>
  2149. <message name='MultilegOrderCancelReplace' msgcat='app' msgtype='AC'>
  2150. <field name='OrderID' required='N' />
  2151. <field name='OrigClOrdID' required='Y' />
  2152. <field name='ClOrdID' required='Y' />
  2153. <field name='SecondaryClOrdID' required='N' />
  2154. <field name='ClOrdLinkID' required='N' />
  2155. <field name='OrigOrdModTime' required='N' />
  2156. <component name='Parties' required='N' />
  2157. <field name='TradeOriginationDate' required='N' />
  2158. <field name='TradeDate' required='N' />
  2159. <field name='Account' required='N' />
  2160. <field name='AcctIDSource' required='N' />
  2161. <field name='AccountType' required='N' />
  2162. <field name='DayBookingInst' required='N' />
  2163. <field name='BookingUnit' required='N' />
  2164. <field name='PreallocMethod' required='N' />
  2165. <field name='AllocID' required='N' />
  2166. <group name='NoAllocs' required='N'>
  2167. <field name='AllocAccount' required='N' />
  2168. <field name='AllocAcctIDSource' required='N' />
  2169. <field name='AllocSettlCurrency' required='N' />
  2170. <field name='IndividualAllocID' required='N' />
  2171. <component name='NestedParties3' required='N' />
  2172. <field name='AllocQty' required='N' />
  2173. </group>
  2174. <field name='SettlType' required='N' />
  2175. <field name='SettlDate' required='N' />
  2176. <field name='CashMargin' required='N' />
  2177. <field name='ClearingFeeIndicator' required='N' />
  2178. <field name='HandlInst' required='N' />
  2179. <field name='ExecInst' required='N' />
  2180. <field name='MinQty' required='N' />
  2181. <field name='MaxFloor' required='N' />
  2182. <field name='ExDestination' required='N' />
  2183. <group name='NoTradingSessions' required='N'>
  2184. <field name='TradingSessionID' required='N' />
  2185. <field name='TradingSessionSubID' required='N' />
  2186. </group>
  2187. <field name='ProcessCode' required='N' />
  2188. <field name='Side' required='Y' />
  2189. <component name='Instrument' required='Y' />
  2190. <group name='NoUnderlyings' required='N'>
  2191. <component name='UnderlyingInstrument' required='N' />
  2192. </group>
  2193. <field name='PrevClosePx' required='N' />
  2194. <group name='NoLegs' required='Y'>
  2195. <component name='InstrumentLeg' required='N' />
  2196. <field name='LegQty' required='N' />
  2197. <field name='LegSwapType' required='N' />
  2198. <component name='LegStipulations' required='N' />
  2199. <group name='NoLegAllocs' required='N'>
  2200. <field name='LegAllocAccount' required='N' />
  2201. <field name='LegIndividualAllocID' required='N' />
  2202. <component name='NestedParties2' required='N' />
  2203. <field name='LegAllocQty' required='N' />
  2204. <field name='LegAllocAcctIDSource' required='N' />
  2205. <field name='LegSettlCurrency' required='N' />
  2206. </group>
  2207. <field name='LegPositionEffect' required='N' />
  2208. <field name='LegCoveredOrUncovered' required='N' />
  2209. <component name='NestedParties' required='N' />
  2210. <field name='LegRefID' required='N' />
  2211. <field name='LegPrice' required='N' />
  2212. <field name='LegSettlType' required='N' />
  2213. <field name='LegSettlDate' required='N' />
  2214. </group>
  2215. <field name='LocateReqd' required='N' />
  2216. <field name='TransactTime' required='Y' />
  2217. <field name='QtyType' required='N' />
  2218. <component name='OrderQtyData' required='Y' />
  2219. <field name='OrdType' required='Y' />
  2220. <field name='PriceType' required='N' />
  2221. <field name='Price' required='N' />
  2222. <field name='StopPx' required='N' />
  2223. <field name='Currency' required='N' />
  2224. <field name='ComplianceID' required='N' />
  2225. <field name='SolicitedFlag' required='N' />
  2226. <field name='IOIID' required='N' />
  2227. <field name='QuoteID' required='N' />
  2228. <field name='TimeInForce' required='N' />
  2229. <field name='EffectiveTime' required='N' />
  2230. <field name='ExpireDate' required='N' />
  2231. <field name='ExpireTime' required='N' />
  2232. <field name='GTBookingInst' required='N' />
  2233. <component name='CommissionData' required='N' />
  2234. <field name='OrderCapacity' required='N' />
  2235. <field name='OrderRestrictions' required='N' />
  2236. <field name='CustOrderCapacity' required='N' />
  2237. <field name='ForexReq' required='N' />
  2238. <field name='SettlCurrency' required='N' />
  2239. <field name='BookingType' required='N' />
  2240. <field name='Text' required='N' />
  2241. <field name='EncodedTextLen' required='N' />
  2242. <field name='EncodedText' required='N' />
  2243. <field name='PositionEffect' required='N' />
  2244. <field name='CoveredOrUncovered' required='N' />
  2245. <field name='MaxShow' required='N' />
  2246. <component name='PegInstructions' required='N' />
  2247. <component name='DiscretionInstructions' required='N' />
  2248. <field name='TargetStrategy' required='N' />
  2249. <field name='TargetStrategyParameters' required='N' />
  2250. <field name='ParticipationRate' required='N' />
  2251. <field name='CancellationRights' required='N' />
  2252. <field name='MoneyLaunderingStatus' required='N' />
  2253. <field name='RegistID' required='N' />
  2254. <field name='Designation' required='N' />
  2255. <field name='MultiLegRptTypeReq' required='N' />
  2256. </message>
  2257. <message name='TradeCaptureReportRequest' msgcat='app' msgtype='AD'>
  2258. <field name='TradeRequestID' required='Y' />
  2259. <field name='TradeRequestType' required='Y' />
  2260. <field name='SubscriptionRequestType' required='N' />
  2261. <field name='TradeReportID' required='N' />
  2262. <field name='SecondaryTradeReportID' required='N' />
  2263. <field name='ExecID' required='N' />
  2264. <field name='ExecType' required='N' />
  2265. <field name='OrderID' required='N' />
  2266. <field name='ClOrdID' required='N' />
  2267. <field name='MatchStatus' required='N' />
  2268. <field name='TrdType' required='N' />
  2269. <field name='TrdSubType' required='N' />
  2270. <field name='TransferReason' required='N' />
  2271. <field name='SecondaryTrdType' required='N' />
  2272. <field name='TradeLinkID' required='N' />
  2273. <field name='TrdMatchID' required='N' />
  2274. <component name='Parties' required='N' />
  2275. <component name='Instrument' required='N' />
  2276. <component name='InstrumentExtension' required='N' />
  2277. <component name='FinancingDetails' required='N' />
  2278. <group name='NoUnderlyings' required='N'>
  2279. <component name='UnderlyingInstrument' required='N' />
  2280. </group>
  2281. <group name='NoLegs' required='N'>
  2282. <component name='InstrumentLeg' required='N' />
  2283. </group>
  2284. <group name='NoDates' required='N'>
  2285. <field name='TradeDate' required='N' />
  2286. <field name='TransactTime' required='N' />
  2287. </group>
  2288. <field name='ClearingBusinessDate' required='N' />
  2289. <field name='TradingSessionID' required='N' />
  2290. <field name='TradingSessionSubID' required='N' />
  2291. <field name='TimeBracket' required='N' />
  2292. <field name='Side' required='N' />
  2293. <field name='MultiLegReportingType' required='N' />
  2294. <field name='TradeInputSource' required='N' />
  2295. <field name='TradeInputDevice' required='N' />
  2296. <field name='ResponseTransportType' required='N' />
  2297. <field name='ResponseDestination' required='N' />
  2298. <field name='Text' required='N' />
  2299. <field name='EncodedTextLen' required='N' />
  2300. <field name='EncodedText' required='N' />
  2301. </message>
  2302. <message name='TradeCaptureReport' msgcat='app' msgtype='AE'>
  2303. <field name='TradeReportID' required='Y' />
  2304. <field name='TradeReportTransType' required='N' />
  2305. <field name='TradeReportType' required='N' />
  2306. <field name='TradeRequestID' required='N' />
  2307. <field name='TrdType' required='N' />
  2308. <field name='TrdSubType' required='N' />
  2309. <field name='SecondaryTrdType' required='N' />
  2310. <field name='TransferReason' required='N' />
  2311. <field name='ExecType' required='N' />
  2312. <field name='TotNumTradeReports' required='N' />
  2313. <field name='LastRptRequested' required='N' />
  2314. <field name='UnsolicitedIndicator' required='N' />
  2315. <field name='SubscriptionRequestType' required='N' />
  2316. <field name='TradeReportRefID' required='N' />
  2317. <field name='SecondaryTradeReportRefID' required='N' />
  2318. <field name='SecondaryTradeReportID' required='N' />
  2319. <field name='TradeLinkID' required='N' />
  2320. <field name='TrdMatchID' required='N' />
  2321. <field name='ExecID' required='N' />
  2322. <field name='OrdStatus' required='N' />
  2323. <field name='SecondaryExecID' required='N' />
  2324. <field name='ExecRestatementReason' required='N' />
  2325. <field name='PreviouslyReported' required='Y' />
  2326. <field name='PriceType' required='N' />
  2327. <component name='Instrument' required='Y' />
  2328. <component name='FinancingDetails' required='N' />
  2329. <component name='OrderQtyData' required='N' />
  2330. <field name='QtyType' required='N' />
  2331. <component name='YieldData' required='N' />
  2332. <group name='NoUnderlyings' required='N'>
  2333. <component name='UnderlyingInstrument' required='N' />
  2334. </group>
  2335. <field name='UnderlyingTradingSessionID' required='N' />
  2336. <field name='UnderlyingTradingSessionSubID' required='N' />
  2337. <field name='LastQty' required='Y' />
  2338. <field name='LastPx' required='Y' />
  2339. <field name='LastParPx' required='N' />
  2340. <field name='LastSpotRate' required='N' />
  2341. <field name='LastForwardPoints' required='N' />
  2342. <field name='LastMkt' required='N' />
  2343. <field name='TradeDate' required='Y' />
  2344. <field name='ClearingBusinessDate' required='N' />
  2345. <field name='AvgPx' required='N' />
  2346. <component name='SpreadOrBenchmarkCurveData' required='N' />
  2347. <field name='AvgPxIndicator' required='N' />
  2348. <component name='PositionAmountData' required='N' />
  2349. <field name='MultiLegReportingType' required='N' />
  2350. <field name='TradeLegRefID' required='N' />
  2351. <group name='NoLegs' required='N'>
  2352. <component name='InstrumentLeg' required='N' />
  2353. <field name='LegQty' required='N' />
  2354. <field name='LegSwapType' required='N' />
  2355. <component name='LegStipulations' required='N' />
  2356. <field name='LegPositionEffect' required='N' />
  2357. <field name='LegCoveredOrUncovered' required='N' />
  2358. <component name='NestedParties' required='N' />
  2359. <field name='LegRefID' required='N' />
  2360. <field name='LegPrice' required='N' />
  2361. <field name='LegSettlType' required='N' />
  2362. <field name='LegSettlDate' required='N' />
  2363. <field name='LegLastPx' required='N' />
  2364. </group>
  2365. <field name='TransactTime' required='Y' />
  2366. <component name='TrdRegTimestamps' required='N' />
  2367. <field name='SettlType' required='N' />
  2368. <field name='SettlDate' required='N' />
  2369. <field name='MatchStatus' required='N' />
  2370. <field name='MatchType' required='N' />
  2371. <group name='NoSides' required='Y'>
  2372. <field name='Side' required='Y' />
  2373. <field name='OrderID' required='Y' />
  2374. <field name='SecondaryOrderID' required='N' />
  2375. <field name='ClOrdID' required='N' />
  2376. <field name='SecondaryClOrdID' required='N' />
  2377. <field name='ListID' required='N' />
  2378. <component name='Parties' required='N' />
  2379. <field name='Account' required='N' />
  2380. <field name='AcctIDSource' required='N' />
  2381. <field name='AccountType' required='N' />
  2382. <field name='ProcessCode' required='N' />
  2383. <field name='OddLot' required='N' />
  2384. <group name='NoClearingInstructions' required='N'>
  2385. <field name='ClearingInstruction' required='N' />
  2386. </group>
  2387. <field name='ClearingFeeIndicator' required='N' />
  2388. <field name='TradeInputSource' required='N' />
  2389. <field name='TradeInputDevice' required='N' />
  2390. <field name='OrderInputDevice' required='N' />
  2391. <field name='Currency' required='N' />
  2392. <field name='ComplianceID' required='N' />
  2393. <field name='SolicitedFlag' required='N' />
  2394. <field name='OrderCapacity' required='N' />
  2395. <field name='OrderRestrictions' required='N' />
  2396. <field name='CustOrderCapacity' required='N' />
  2397. <field name='OrdType' required='N' />
  2398. <field name='ExecInst' required='N' />
  2399. <field name='TransBkdTime' required='N' />
  2400. <field name='TradingSessionID' required='N' />
  2401. <field name='TradingSessionSubID' required='N' />
  2402. <field name='TimeBracket' required='N' />
  2403. <component name='CommissionData' required='N' />
  2404. <field name='GrossTradeAmt' required='N' />
  2405. <field name='NumDaysInterest' required='N' />
  2406. <field name='ExDate' required='N' />
  2407. <field name='AccruedInterestRate' required='N' />
  2408. <field name='AccruedInterestAmt' required='N' />
  2409. <field name='InterestAtMaturity' required='N' />
  2410. <field name='EndAccruedInterestAmt' required='N' />
  2411. <field name='StartCash' required='N' />
  2412. <field name='EndCash' required='N' />
  2413. <field name='Concession' required='N' />
  2414. <field name='TotalTakedown' required='N' />
  2415. <field name='NetMoney' required='N' />
  2416. <field name='SettlCurrAmt' required='N' />
  2417. <field name='SettlCurrency' required='N' />
  2418. <field name='SettlCurrFxRate' required='N' />
  2419. <field name='SettlCurrFxRateCalc' required='N' />
  2420. <field name='PositionEffect' required='N' />
  2421. <field name='Text' required='N' />
  2422. <field name='EncodedTextLen' required='N' />
  2423. <field name='EncodedText' required='N' />
  2424. <field name='SideMultiLegReportingType' required='N' />
  2425. <group name='NoContAmts' required='N'>
  2426. <field name='ContAmtType' required='N' />
  2427. <field name='ContAmtValue' required='N' />
  2428. <field name='ContAmtCurr' required='N' />
  2429. </group>
  2430. <component name='Stipulations' required='N' />
  2431. <group name='NoMiscFees' required='N'>
  2432. <field name='MiscFeeAmt' required='N' />
  2433. <field name='MiscFeeCurr' required='N' />
  2434. <field name='MiscFeeType' required='N' />
  2435. <field name='MiscFeeBasis' required='N' />
  2436. </group>
  2437. <field name='ExchangeRule' required='N' />
  2438. <field name='TradeAllocIndicator' required='N' />
  2439. <field name='PreallocMethod' required='N' />
  2440. <field name='AllocID' required='N' />
  2441. <group name='NoAllocs' required='N'>
  2442. <field name='AllocAccount' required='N' />
  2443. <field name='AllocAcctIDSource' required='N' />
  2444. <field name='AllocSettlCurrency' required='N' />
  2445. <field name='IndividualAllocID' required='N' />
  2446. <component name='NestedParties2' required='N' />
  2447. <field name='AllocQty' required='N' />
  2448. </group>
  2449. <field name='CopyMsgIndicator' required='N' />
  2450. <field name='PublishTrdIndicator' required='N' />
  2451. <field name='ShortSaleReason' required='N' />
  2452. </group>
  2453. </message>
  2454. <message name='OrderMassStatusRequest' msgcat='app' msgtype='AF'>
  2455. <field name='MassStatusReqID' required='Y' />
  2456. <field name='MassStatusReqType' required='Y' />
  2457. <component name='Parties' required='N' />
  2458. <field name='Account' required='N' />
  2459. <field name='AcctIDSource' required='N' />
  2460. <field name='TradingSessionID' required='N' />
  2461. <field name='TradingSessionSubID' required='N' />
  2462. <component name='Instrument' required='N' />
  2463. <component name='UnderlyingInstrument' required='N' />
  2464. <field name='Side' required='N' />
  2465. </message>
  2466. <message name='QuoteRequestReject' msgcat='app' msgtype='AG'>
  2467. <field name='QuoteReqID' required='Y' />
  2468. <field name='RFQReqID' required='N' />
  2469. <field name='QuoteRequestRejectReason' required='Y' />
  2470. <group name='NoRelatedSym' required='Y'>
  2471. <component name='Instrument' required='Y' />
  2472. <component name='FinancingDetails' required='N' />
  2473. <group name='NoUnderlyings' required='N'>
  2474. <component name='UnderlyingInstrument' required='N' />
  2475. </group>
  2476. <field name='PrevClosePx' required='N' />
  2477. <field name='QuoteRequestType' required='N' />
  2478. <field name='QuoteType' required='N' />
  2479. <field name='TradingSessionID' required='N' />
  2480. <field name='TradingSessionSubID' required='N' />
  2481. <field name='TradeOriginationDate' required='N' />
  2482. <field name='Side' required='N' />
  2483. <field name='QtyType' required='N' />
  2484. <component name='OrderQtyData' required='N' />
  2485. <field name='SettlType' required='N' />
  2486. <field name='SettlDate' required='N' />
  2487. <field name='SettlDate2' required='N' />
  2488. <field name='OrderQty2' required='N' />
  2489. <field name='Currency' required='N' />
  2490. <component name='Stipulations' required='N' />
  2491. <field name='Account' required='N' />
  2492. <field name='AcctIDSource' required='N' />
  2493. <field name='AccountType' required='N' />
  2494. <group name='NoLegs' required='N'>
  2495. <component name='InstrumentLeg' required='N' />
  2496. <field name='LegQty' required='N' />
  2497. <field name='LegSwapType' required='N' />
  2498. <field name='LegSettlType' required='N' />
  2499. <field name='LegSettlDate' required='N' />
  2500. <component name='LegStipulations' required='N' />
  2501. <component name='NestedParties' required='N' />
  2502. <component name='LegBenchmarkCurveData' required='N' />
  2503. </group>
  2504. <group name='NoQuoteQualifiers' required='N'>
  2505. <field name='QuoteQualifier' required='N' />
  2506. </group>
  2507. <field name='QuotePriceType' required='N' />
  2508. <field name='OrdType' required='N' />
  2509. <field name='ExpireTime' required='N' />
  2510. <field name='TransactTime' required='N' />
  2511. <component name='SpreadOrBenchmarkCurveData' required='N' />
  2512. <field name='PriceType' required='N' />
  2513. <field name='Price' required='N' />
  2514. <field name='Price2' required='N' />
  2515. <component name='YieldData' required='N' />
  2516. <component name='Parties' required='N' />
  2517. </group>
  2518. <field name='Text' required='N' />
  2519. <field name='EncodedTextLen' required='N' />
  2520. <field name='EncodedText' required='N' />
  2521. </message>
  2522. <message name='RFQRequest' msgcat='app' msgtype='AH'>
  2523. <field name='RFQReqID' required='Y' />
  2524. <group name='NoRelatedSym' required='Y'>
  2525. <component name='Instrument' required='Y' />
  2526. <group name='NoUnderlyings' required='N'>
  2527. <component name='UnderlyingInstrument' required='N' />
  2528. </group>
  2529. <group name='NoLegs' required='N'>
  2530. <component name='InstrumentLeg' required='N' />
  2531. </group>
  2532. <field name='PrevClosePx' required='N' />
  2533. <field name='QuoteRequestType' required='N' />
  2534. <field name='QuoteType' required='N' />
  2535. <field name='TradingSessionID' required='N' />
  2536. <field name='TradingSessionSubID' required='N' />
  2537. </group>
  2538. <field name='SubscriptionRequestType' required='N' />
  2539. </message>
  2540. <message name='QuoteStatusReport' msgcat='app' msgtype='AI'>
  2541. <field name='QuoteStatusReqID' required='N' />
  2542. <field name='QuoteReqID' required='N' />
  2543. <field name='QuoteID' required='Y' />
  2544. <field name='QuoteRespID' required='N' />
  2545. <field name='QuoteType' required='N' />
  2546. <component name='Parties' required='N' />
  2547. <field name='TradingSessionID' required='N' />
  2548. <field name='TradingSessionSubID' required='N' />
  2549. <component name='Instrument' required='Y' />
  2550. <component name='FinancingDetails' required='N' />
  2551. <group name='NoUnderlyings' required='N'>
  2552. <component name='UnderlyingInstrument' required='N' />
  2553. </group>
  2554. <field name='Side' required='N' />
  2555. <component name='OrderQtyData' required='N' />
  2556. <field name='SettlType' required='N' />
  2557. <field name='SettlDate' required='N' />
  2558. <field name='SettlDate2' required='N' />
  2559. <field name='OrderQty2' required='N' />
  2560. <field name='Currency' required='N' />
  2561. <component name='Stipulations' required='N' />
  2562. <field name='Account' required='N' />
  2563. <field name='AcctIDSource' required='N' />
  2564. <field name='AccountType' required='N' />
  2565. <group name='NoLegs' required='N'>
  2566. <component name='InstrumentLeg' required='N' />
  2567. <field name='LegQty' required='N' />
  2568. <field name='LegSwapType' required='N' />
  2569. <field name='LegSettlType' required='N' />
  2570. <field name='LegSettlDate' required='N' />
  2571. <component name='LegStipulations' required='N' />
  2572. <component name='NestedParties' required='N' />
  2573. </group>
  2574. <group name='NoQuoteQualifiers' required='N'>
  2575. <field name='QuoteQualifier' required='N' />
  2576. </group>
  2577. <field name='ExpireTime' required='N' />
  2578. <field name='Price' required='N' />
  2579. <field name='PriceType' required='N' />
  2580. <component name='SpreadOrBenchmarkCurveData' required='N' />
  2581. <component name='YieldData' required='N' />
  2582. <field name='BidPx' required='N' />
  2583. <field name='OfferPx' required='N' />
  2584. <field name='MktBidPx' required='N' />
  2585. <field name='MktOfferPx' required='N' />
  2586. <field name='MinBidSize' required='N' />
  2587. <field name='BidSize' required='N' />
  2588. <field name='MinOfferSize' required='N' />
  2589. <field name='OfferSize' required='N' />
  2590. <field name='ValidUntilTime' required='N' />
  2591. <field name='BidSpotRate' required='N' />
  2592. <field name='OfferSpotRate' required='N' />
  2593. <field name='BidForwardPoints' required='N' />
  2594. <field name='OfferForwardPoints' required='N' />
  2595. <field name='MidPx' required='N' />
  2596. <field name='BidYield' required='N' />
  2597. <field name='MidYield' required='N' />
  2598. <field name='OfferYield' required='N' />
  2599. <field name='TransactTime' required='N' />
  2600. <field name='OrdType' required='N' />
  2601. <field name='BidForwardPoints2' required='N' />
  2602. <field name='OfferForwardPoints2' required='N' />
  2603. <field name='SettlCurrBidFxRate' required='N' />
  2604. <field name='SettlCurrOfferFxRate' required='N' />
  2605. <field name='SettlCurrFxRateCalc' required='N' />
  2606. <field name='CommType' required='N' />
  2607. <field name='Commission' required='N' />
  2608. <field name='CustOrderCapacity' required='N' />
  2609. <field name='ExDestination' required='N' />
  2610. <field name='QuoteStatus' required='N' />
  2611. <field name='Text' required='N' />
  2612. <field name='EncodedTextLen' required='N' />
  2613. <field name='EncodedText' required='N' />
  2614. </message>
  2615. <message name='QuoteResponse' msgcat='app' msgtype='AJ'>
  2616. <field name='QuoteRespID' required='Y' />
  2617. <field name='QuoteID' required='N' />
  2618. <field name='QuoteRespType' required='Y' />
  2619. <field name='ClOrdID' required='N' />
  2620. <field name='OrderCapacity' required='N' />
  2621. <field name='IOIID' required='N' />
  2622. <field name='QuoteType' required='N' />
  2623. <group name='NoQuoteQualifiers' required='N'>
  2624. <field name='QuoteQualifier' required='N' />
  2625. </group>
  2626. <component name='Parties' required='N' />
  2627. <field name='TradingSessionID' required='N' />
  2628. <field name='TradingSessionSubID' required='N' />
  2629. <component name='Instrument' required='Y' />
  2630. <component name='FinancingDetails' required='N' />
  2631. <group name='NoUnderlyings' required='N'>
  2632. <component name='UnderlyingInstrument' required='N' />
  2633. </group>
  2634. <field name='Side' required='N' />
  2635. <component name='OrderQtyData' required='N' />
  2636. <field name='SettlType' required='N' />
  2637. <field name='SettlDate' required='N' />
  2638. <field name='SettlDate2' required='N' />
  2639. <field name='OrderQty2' required='N' />
  2640. <field name='Currency' required='N' />
  2641. <component name='Stipulations' required='N' />
  2642. <field name='Account' required='N' />
  2643. <field name='AcctIDSource' required='N' />
  2644. <field name='AccountType' required='N' />
  2645. <group name='NoLegs' required='N'>
  2646. <component name='InstrumentLeg' required='N' />
  2647. <field name='LegQty' required='N' />
  2648. <field name='LegSwapType' required='N' />
  2649. <field name='LegSettlType' required='N' />
  2650. <field name='LegSettlDate' required='N' />
  2651. <component name='LegStipulations' required='N' />
  2652. <component name='NestedParties' required='N' />
  2653. <field name='LegPriceType' required='N' />
  2654. <field name='LegBidPx' required='N' />
  2655. <field name='LegOfferPx' required='N' />
  2656. <component name='LegBenchmarkCurveData' required='N' />
  2657. </group>
  2658. <field name='BidPx' required='N' />
  2659. <field name='OfferPx' required='N' />
  2660. <field name='MktBidPx' required='N' />
  2661. <field name='MktOfferPx' required='N' />
  2662. <field name='MinBidSize' required='N' />
  2663. <field name='BidSize' required='N' />
  2664. <field name='MinOfferSize' required='N' />
  2665. <field name='OfferSize' required='N' />
  2666. <field name='ValidUntilTime' required='N' />
  2667. <field name='BidSpotRate' required='N' />
  2668. <field name='OfferSpotRate' required='N' />
  2669. <field name='BidForwardPoints' required='N' />
  2670. <field name='OfferForwardPoints' required='N' />
  2671. <field name='MidPx' required='N' />
  2672. <field name='BidYield' required='N' />
  2673. <field name='MidYield' required='N' />
  2674. <field name='OfferYield' required='N' />
  2675. <field name='TransactTime' required='N' />
  2676. <field name='OrdType' required='N' />
  2677. <field name='BidForwardPoints2' required='N' />
  2678. <field name='OfferForwardPoints2' required='N' />
  2679. <field name='SettlCurrBidFxRate' required='N' />
  2680. <field name='SettlCurrOfferFxRate' required='N' />
  2681. <field name='SettlCurrFxRateCalc' required='N' />
  2682. <field name='Commission' required='N' />
  2683. <field name='CommType' required='N' />
  2684. <field name='CustOrderCapacity' required='N' />
  2685. <field name='ExDestination' required='N' />
  2686. <field name='Text' required='N' />
  2687. <field name='EncodedTextLen' required='N' />
  2688. <field name='EncodedText' required='N' />
  2689. <field name='Price' required='N' />
  2690. <field name='PriceType' required='N' />
  2691. <component name='SpreadOrBenchmarkCurveData' required='N' />
  2692. <component name='YieldData' required='N' />
  2693. </message>
  2694. <message name='Confirmation' msgcat='app' msgtype='AK'>
  2695. <field name='ConfirmID' required='Y' />
  2696. <field name='ConfirmRefID' required='N' />
  2697. <field name='ConfirmReqID' required='N' />
  2698. <field name='ConfirmTransType' required='Y' />
  2699. <field name='ConfirmType' required='Y' />
  2700. <field name='CopyMsgIndicator' required='N' />
  2701. <field name='LegalConfirm' required='N' />
  2702. <field name='ConfirmStatus' required='Y' />
  2703. <component name='Parties' required='N' />
  2704. <group name='NoOrders' required='N'>
  2705. <field name='ClOrdID' required='N' />
  2706. <field name='OrderID' required='N' />
  2707. <field name='SecondaryOrderID' required='N' />
  2708. <field name='SecondaryClOrdID' required='N' />
  2709. <field name='ListID' required='N' />
  2710. <component name='NestedParties2' required='N' />
  2711. <field name='OrderQty' required='N' />
  2712. <field name='OrderAvgPx' required='N' />
  2713. <field name='OrderBookingQty' required='N' />
  2714. </group>
  2715. <field name='AllocID' required='N' />
  2716. <field name='SecondaryAllocID' required='N' />
  2717. <field name='IndividualAllocID' required='N' />
  2718. <field name='TransactTime' required='Y' />
  2719. <field name='TradeDate' required='Y' />
  2720. <component name='TrdRegTimestamps' required='N' />
  2721. <component name='Instrument' required='Y' />
  2722. <component name='InstrumentExtension' required='N' />
  2723. <component name='FinancingDetails' required='N' />
  2724. <group name='NoUnderlyings' required='Y'>
  2725. <component name='UnderlyingInstrument' required='N' />
  2726. </group>
  2727. <group name='NoLegs' required='Y'>
  2728. <component name='InstrumentLeg' required='N' />
  2729. </group>
  2730. <component name='YieldData' required='N' />
  2731. <field name='AllocQty' required='Y' />
  2732. <field name='QtyType' required='N' />
  2733. <field name='Side' required='Y' />
  2734. <field name='Currency' required='N' />
  2735. <field name='LastMkt' required='N' />
  2736. <group name='NoCapacities' required='Y'>
  2737. <field name='OrderCapacity' required='Y' />
  2738. <field name='OrderRestrictions' required='N' />
  2739. <field name='OrderCapacityQty' required='Y' />
  2740. </group>
  2741. <field name='AllocAccount' required='Y' />
  2742. <field name='AllocAcctIDSource' required='N' />
  2743. <field name='AllocAccountType' required='N' />
  2744. <field name='AvgPx' required='Y' />
  2745. <field name='AvgPxPrecision' required='N' />
  2746. <field name='PriceType' required='N' />
  2747. <field name='AvgParPx' required='N' />
  2748. <component name='SpreadOrBenchmarkCurveData' required='N' />
  2749. <field name='ReportedPx' required='N' />
  2750. <field name='Text' required='N' />
  2751. <field name='EncodedTextLen' required='N' />
  2752. <field name='EncodedText' required='N' />
  2753. <field name='ProcessCode' required='N' />
  2754. <field name='GrossTradeAmt' required='Y' />
  2755. <field name='NumDaysInterest' required='N' />
  2756. <field name='ExDate' required='N' />
  2757. <field name='AccruedInterestRate' required='N' />
  2758. <field name='AccruedInterestAmt' required='N' />
  2759. <field name='InterestAtMaturity' required='N' />
  2760. <field name='EndAccruedInterestAmt' required='N' />
  2761. <field name='StartCash' required='N' />
  2762. <field name='EndCash' required='N' />
  2763. <field name='Concession' required='N' />
  2764. <field name='TotalTakedown' required='N' />
  2765. <field name='NetMoney' required='Y' />
  2766. <field name='MaturityNetMoney' required='N' />
  2767. <field name='SettlCurrAmt' required='N' />
  2768. <field name='SettlCurrency' required='N' />
  2769. <field name='SettlCurrFxRate' required='N' />
  2770. <field name='SettlCurrFxRateCalc' required='N' />
  2771. <field name='SettlType' required='N' />
  2772. <field name='SettlDate' required='N' />
  2773. <component name='SettlInstructionsData' required='N' />
  2774. <component name='CommissionData' required='N' />
  2775. <field name='SharedCommission' required='N' />
  2776. <component name='Stipulations' required='N' />
  2777. <group name='NoMiscFees' required='N'>
  2778. <field name='MiscFeeAmt' required='N' />
  2779. <field name='MiscFeeCurr' required='N' />
  2780. <field name='MiscFeeType' required='N' />
  2781. <field name='MiscFeeBasis' required='N' />
  2782. </group>
  2783. </message>
  2784. <message name='PositionMaintenanceRequest' msgcat='app' msgtype='AL'>
  2785. <field name='PosReqID' required='Y' />
  2786. <field name='PosTransType' required='Y' />
  2787. <field name='PosMaintAction' required='Y' />
  2788. <field name='OrigPosReqRefID' required='N' />
  2789. <field name='PosMaintRptRefID' required='N' />
  2790. <field name='ClearingBusinessDate' required='Y' />
  2791. <field name='SettlSessID' required='N' />
  2792. <field name='SettlSessSubID' required='N' />
  2793. <component name='Parties' required='Y' />
  2794. <field name='Account' required='Y' />
  2795. <field name='AcctIDSource' required='N' />
  2796. <field name='AccountType' required='Y' />
  2797. <component name='Instrument' required='Y' />
  2798. <field name='Currency' required='N' />
  2799. <group name='NoLegs' required='N'>
  2800. <component name='InstrumentLeg' required='N' />
  2801. </group>
  2802. <group name='NoUnderlyings' required='N'>
  2803. <component name='UnderlyingInstrument' required='N' />
  2804. </group>
  2805. <group name='NoTradingSessions' required='N'>
  2806. <field name='TradingSessionID' required='N' />
  2807. <field name='TradingSessionSubID' required='N' />
  2808. </group>
  2809. <field name='TransactTime' required='Y' />
  2810. <component name='PositionQty' required='Y' />
  2811. <field name='AdjustmentType' required='N' />
  2812. <field name='ContraryInstructionIndicator' required='N' />
  2813. <field name='PriorSpreadIndicator' required='N' />
  2814. <field name='ThresholdAmount' required='N' />
  2815. <field name='Text' required='N' />
  2816. <field name='EncodedTextLen' required='N' />
  2817. <field name='EncodedText' required='N' />
  2818. </message>
  2819. <message name='PositionMaintenanceReport' msgcat='app' msgtype='AM'>
  2820. <field name='PosMaintRptID' required='Y' />
  2821. <field name='PosTransType' required='Y' />
  2822. <field name='PosReqID' required='N' />
  2823. <field name='PosMaintAction' required='Y' />
  2824. <field name='OrigPosReqRefID' required='Y' />
  2825. <field name='PosMaintStatus' required='Y' />
  2826. <field name='PosMaintResult' required='N' />
  2827. <field name='ClearingBusinessDate' required='Y' />
  2828. <field name='SettlSessID' required='N' />
  2829. <field name='SettlSessSubID' required='N' />
  2830. <component name='Parties' required='N' />
  2831. <field name='Account' required='Y' />
  2832. <field name='AcctIDSource' required='N' />
  2833. <field name='AccountType' required='Y' />
  2834. <component name='Instrument' required='Y' />
  2835. <field name='Currency' required='N' />
  2836. <group name='NoLegs' required='N'>
  2837. <component name='InstrumentLeg' required='N' />
  2838. </group>
  2839. <group name='NoUnderlyings' required='N'>
  2840. <component name='UnderlyingInstrument' required='N' />
  2841. </group>
  2842. <group name='NoTradingSessions' required='N'>
  2843. <field name='TradingSessionID' required='N' />
  2844. <field name='TradingSessionSubID' required='N' />
  2845. </group>
  2846. <field name='TransactTime' required='Y' />
  2847. <component name='PositionQty' required='Y' />
  2848. <component name='PositionAmountData' required='Y' />
  2849. <field name='AdjustmentType' required='N' />
  2850. <field name='ThresholdAmount' required='N' />
  2851. <field name='Text' required='N' />
  2852. <field name='EncodedTextLen' required='N' />
  2853. <field name='EncodedText' required='N' />
  2854. </message>
  2855. <message name='RequestForPositions' msgcat='app' msgtype='AN'>
  2856. <field name='PosReqID' required='Y' />
  2857. <field name='PosReqType' required='Y' />
  2858. <field name='MatchStatus' required='N' />
  2859. <field name='SubscriptionRequestType' required='N' />
  2860. <component name='Parties' required='Y' />
  2861. <field name='Account' required='Y' />
  2862. <field name='AcctIDSource' required='N' />
  2863. <field name='AccountType' required='Y' />
  2864. <component name='Instrument' required='N' />
  2865. <field name='Currency' required='N' />
  2866. <group name='NoLegs' required='N'>
  2867. <component name='InstrumentLeg' required='N' />
  2868. </group>
  2869. <group name='NoUnderlyings' required='N'>
  2870. <component name='UnderlyingInstrument' required='N' />
  2871. </group>
  2872. <field name='ClearingBusinessDate' required='Y' />
  2873. <field name='SettlSessID' required='N' />
  2874. <field name='SettlSessSubID' required='N' />
  2875. <group name='NoTradingSessions' required='N'>
  2876. <field name='TradingSessionID' required='N' />
  2877. <field name='TradingSessionSubID' required='N' />
  2878. </group>
  2879. <field name='TransactTime' required='Y' />
  2880. <field name='ResponseTransportType' required='N' />
  2881. <field name='ResponseDestination' required='N' />
  2882. <field name='Text' required='N' />
  2883. <field name='EncodedTextLen' required='N' />
  2884. <field name='EncodedText' required='N' />
  2885. </message>
  2886. <message name='RequestForPositionsAck' msgcat='app' msgtype='AO'>
  2887. <field name='PosMaintRptID' required='Y' />
  2888. <field name='PosReqID' required='N' />
  2889. <field name='TotalNumPosReports' required='N' />
  2890. <field name='UnsolicitedIndicator' required='N' />
  2891. <field name='PosReqResult' required='Y' />
  2892. <field name='PosReqStatus' required='Y' />
  2893. <component name='Parties' required='Y' />
  2894. <field name='Account' required='Y' />
  2895. <field name='AcctIDSource' required='N' />
  2896. <field name='AccountType' required='Y' />
  2897. <component name='Instrument' required='N' />
  2898. <field name='Currency' required='N' />
  2899. <group name='NoLegs' required='N'>
  2900. <component name='InstrumentLeg' required='N' />
  2901. </group>
  2902. <group name='NoUnderlyings' required='N'>
  2903. <component name='UnderlyingInstrument' required='N' />
  2904. </group>
  2905. <field name='ResponseTransportType' required='N' />
  2906. <field name='ResponseDestination' required='N' />
  2907. <field name='Text' required='N' />
  2908. <field name='EncodedTextLen' required='N' />
  2909. <field name='EncodedText' required='N' />
  2910. </message>
  2911. <message name='PositionReport' msgcat='app' msgtype='AP'>
  2912. <field name='PosMaintRptID' required='Y' />
  2913. <field name='PosReqID' required='N' />
  2914. <field name='PosReqType' required='N' />
  2915. <field name='SubscriptionRequestType' required='N' />
  2916. <field name='TotalNumPosReports' required='N' />
  2917. <field name='UnsolicitedIndicator' required='N' />
  2918. <field name='PosReqResult' required='Y' />
  2919. <field name='ClearingBusinessDate' required='Y' />
  2920. <field name='SettlSessID' required='N' />
  2921. <field name='SettlSessSubID' required='N' />
  2922. <component name='Parties' required='Y' />
  2923. <field name='Account' required='Y' />
  2924. <field name='AcctIDSource' required='N' />
  2925. <field name='AccountType' required='Y' />
  2926. <component name='Instrument' required='N' />
  2927. <field name='Currency' required='N' />
  2928. <field name='SettlPrice' required='Y' />
  2929. <field name='SettlPriceType' required='Y' />
  2930. <field name='PriorSettlPrice' required='Y' />
  2931. <group name='NoLegs' required='N'>
  2932. <component name='InstrumentLeg' required='N' />
  2933. </group>
  2934. <group name='NoUnderlyings' required='N'>
  2935. <component name='UnderlyingInstrument' required='N' />
  2936. <field name='UnderlyingSettlPrice' required='Y' />
  2937. <field name='UnderlyingSettlPriceType' required='Y' />
  2938. </group>
  2939. <component name='PositionQty' required='Y' />
  2940. <component name='PositionAmountData' required='Y' />
  2941. <field name='RegistStatus' required='N' />
  2942. <field name='DeliveryDate' required='N' />
  2943. <field name='Text' required='N' />
  2944. <field name='EncodedTextLen' required='N' />
  2945. <field name='EncodedText' required='N' />
  2946. </message>
  2947. <message name='TradeCaptureReportRequestAck' msgcat='app' msgtype='AQ'>
  2948. <field name='TradeRequestID' required='Y' />
  2949. <field name='TradeRequestType' required='Y' />
  2950. <field name='SubscriptionRequestType' required='N' />
  2951. <field name='TotNumTradeReports' required='N' />
  2952. <field name='TradeRequestResult' required='Y' />
  2953. <field name='TradeRequestStatus' required='Y' />
  2954. <component name='Instrument' required='Y' />
  2955. <group name='NoUnderlyings' required='N'>
  2956. <component name='UnderlyingInstrument' required='N' />
  2957. </group>
  2958. <group name='NoLegs' required='N'>
  2959. <component name='InstrumentLeg' required='N' />
  2960. </group>
  2961. <field name='MultiLegReportingType' required='N' />
  2962. <field name='ResponseTransportType' required='N' />
  2963. <field name='ResponseDestination' required='N' />
  2964. <field name='Text' required='N' />
  2965. <field name='EncodedTextLen' required='N' />
  2966. <field name='EncodedText' required='N' />
  2967. </message>
  2968. <message name='TradeCaptureReportAck' msgcat='app' msgtype='AR'>
  2969. <field name='TradeReportID' required='Y' />
  2970. <field name='TradeReportTransType' required='N' />
  2971. <field name='TradeReportType' required='N' />
  2972. <field name='TrdType' required='N' />
  2973. <field name='TrdSubType' required='N' />
  2974. <field name='SecondaryTrdType' required='N' />
  2975. <field name='TransferReason' required='N' />
  2976. <field name='ExecType' required='Y' />
  2977. <field name='TradeReportRefID' required='N' />
  2978. <field name='SecondaryTradeReportRefID' required='N' />
  2979. <field name='TrdRptStatus' required='N' />
  2980. <field name='TradeReportRejectReason' required='N' />
  2981. <field name='SecondaryTradeReportID' required='N' />
  2982. <field name='SubscriptionRequestType' required='N' />
  2983. <field name='TradeLinkID' required='N' />
  2984. <field name='TrdMatchID' required='N' />
  2985. <field name='ExecID' required='N' />
  2986. <field name='SecondaryExecID' required='N' />
  2987. <component name='Instrument' required='Y' />
  2988. <field name='TransactTime' required='N' />
  2989. <component name='TrdRegTimestamps' required='N' />
  2990. <field name='ResponseTransportType' required='N' />
  2991. <field name='ResponseDestination' required='N' />
  2992. <field name='Text' required='N' />
  2993. <field name='EncodedTextLen' required='N' />
  2994. <field name='EncodedText' required='N' />
  2995. <group name='NoLegs' required='N'>
  2996. <component name='InstrumentLeg' required='N' />
  2997. <field name='LegQty' required='N' />
  2998. <field name='LegSwapType' required='N' />
  2999. <component name='LegStipulations' required='N' />
  3000. <field name='LegPositionEffect' required='N' />
  3001. <field name='LegCoveredOrUncovered' required='N' />
  3002. <component name='NestedParties' required='N' />
  3003. <field name='LegRefID' required='N' />
  3004. <field name='LegPrice' required='N' />
  3005. <field name='LegSettlType' required='N' />
  3006. <field name='LegSettlDate' required='N' />
  3007. <field name='LegLastPx' required='N' />
  3008. </group>
  3009. <field name='ClearingFeeIndicator' required='N' />
  3010. <field name='OrderCapacity' required='N' />
  3011. <field name='OrderRestrictions' required='N' />
  3012. <field name='CustOrderCapacity' required='N' />
  3013. <field name='Account' required='N' />
  3014. <field name='AcctIDSource' required='N' />
  3015. <field name='AccountType' required='N' />
  3016. <field name='PositionEffect' required='N' />
  3017. <field name='PreallocMethod' required='N' />
  3018. <group name='NoAllocs' required='N'>
  3019. <field name='AllocAccount' required='N' />
  3020. <field name='AllocAcctIDSource' required='N' />
  3021. <field name='AllocSettlCurrency' required='N' />
  3022. <field name='IndividualAllocID' required='N' />
  3023. <component name='NestedParties2' required='N' />
  3024. <field name='AllocQty' required='N' />
  3025. </group>
  3026. </message>
  3027. <message name='AllocationReport' msgcat='app' msgtype='AS'>
  3028. <field name='AllocReportID' required='Y' />
  3029. <field name='AllocID' required='N' />
  3030. <field name='AllocTransType' required='Y' />
  3031. <field name='AllocReportRefID' required='N' />
  3032. <field name='AllocCancReplaceReason' required='N' />
  3033. <field name='SecondaryAllocID' required='N' />
  3034. <field name='AllocReportType' required='Y' />
  3035. <field name='AllocStatus' required='Y' />
  3036. <field name='AllocRejCode' required='N' />
  3037. <field name='RefAllocID' required='N' />
  3038. <field name='AllocIntermedReqType' required='N' />
  3039. <field name='AllocLinkID' required='N' />
  3040. <field name='AllocLinkType' required='N' />
  3041. <field name='BookingRefID' required='N' />
  3042. <field name='AllocNoOrdersType' required='Y' />
  3043. <group name='NoOrders' required='N'>
  3044. <field name='ClOrdID' required='N' />
  3045. <field name='OrderID' required='N' />
  3046. <field name='SecondaryOrderID' required='N' />
  3047. <field name='SecondaryClOrdID' required='N' />
  3048. <field name='ListID' required='N' />
  3049. <component name='NestedParties2' required='N' />
  3050. <field name='OrderQty' required='N' />
  3051. <field name='OrderAvgPx' required='N' />
  3052. <field name='OrderBookingQty' required='N' />
  3053. </group>
  3054. <group name='NoExecs' required='N'>
  3055. <field name='LastQty' required='N' />
  3056. <field name='ExecID' required='N' />
  3057. <field name='SecondaryExecID' required='N' />
  3058. <field name='LastPx' required='N' />
  3059. <field name='LastParPx' required='N' />
  3060. <field name='LastCapacity' required='N' />
  3061. </group>
  3062. <field name='PreviouslyReported' required='N' />
  3063. <field name='ReversalIndicator' required='N' />
  3064. <field name='MatchType' required='N' />
  3065. <field name='Side' required='Y' />
  3066. <component name='Instrument' required='Y' />
  3067. <component name='InstrumentExtension' required='N' />
  3068. <component name='FinancingDetails' required='N' />
  3069. <group name='NoUnderlyings' required='N'>
  3070. <component name='UnderlyingInstrument' required='N' />
  3071. </group>
  3072. <group name='NoLegs' required='N'>
  3073. <component name='InstrumentLeg' required='N' />
  3074. </group>
  3075. <field name='Quantity' required='Y' />
  3076. <field name='QtyType' required='N' />
  3077. <field name='LastMkt' required='N' />
  3078. <field name='TradeOriginationDate' required='N' />
  3079. <field name='TradingSessionID' required='N' />
  3080. <field name='TradingSessionSubID' required='N' />
  3081. <field name='PriceType' required='N' />
  3082. <field name='AvgPx' required='Y' />
  3083. <field name='AvgParPx' required='N' />
  3084. <component name='SpreadOrBenchmarkCurveData' required='N' />
  3085. <field name='Currency' required='N' />
  3086. <field name='AvgPxPrecision' required='N' />
  3087. <component name='Parties' required='N' />
  3088. <field name='TradeDate' required='Y' />
  3089. <field name='TransactTime' required='N' />
  3090. <field name='SettlType' required='N' />
  3091. <field name='SettlDate' required='N' />
  3092. <field name='BookingType' required='N' />
  3093. <field name='GrossTradeAmt' required='N' />
  3094. <field name='Concession' required='N' />
  3095. <field name='TotalTakedown' required='N' />
  3096. <field name='NetMoney' required='N' />
  3097. <field name='PositionEffect' required='N' />
  3098. <field name='AutoAcceptIndicator' required='N' />
  3099. <field name='Text' required='N' />
  3100. <field name='EncodedTextLen' required='N' />
  3101. <field name='EncodedText' required='N' />
  3102. <field name='NumDaysInterest' required='N' />
  3103. <field name='AccruedInterestRate' required='N' />
  3104. <field name='AccruedInterestAmt' required='N' />
  3105. <field name='TotalAccruedInterestAmt' required='N' />
  3106. <field name='InterestAtMaturity' required='N' />
  3107. <field name='EndAccruedInterestAmt' required='N' />
  3108. <field name='StartCash' required='N' />
  3109. <field name='EndCash' required='N' />
  3110. <field name='LegalConfirm' required='N' />
  3111. <component name='Stipulations' required='N' />
  3112. <component name='YieldData' required='N' />
  3113. <field name='TotNoAllocs' required='N' />
  3114. <field name='LastFragment' required='N' />
  3115. <group name='NoAllocs' required='N'>
  3116. <field name='AllocAccount' required='N' />
  3117. <field name='AllocAcctIDSource' required='N' />
  3118. <field name='MatchStatus' required='N' />
  3119. <field name='AllocPrice' required='N' />
  3120. <field name='AllocQty' required='N' />
  3121. <field name='IndividualAllocID' required='N' />
  3122. <field name='ProcessCode' required='N' />
  3123. <component name='NestedParties' required='N' />
  3124. <field name='NotifyBrokerOfCredit' required='N' />
  3125. <field name='AllocHandlInst' required='N' />
  3126. <field name='AllocText' required='N' />
  3127. <field name='EncodedAllocTextLen' required='N' />
  3128. <field name='EncodedAllocText' required='N' />
  3129. <component name='CommissionData' required='N' />
  3130. <field name='AllocAvgPx' required='N' />
  3131. <field name='AllocNetMoney' required='N' />
  3132. <field name='SettlCurrAmt' required='N' />
  3133. <field name='AllocSettlCurrAmt' required='N' />
  3134. <field name='SettlCurrency' required='N' />
  3135. <field name='AllocSettlCurrency' required='N' />
  3136. <field name='SettlCurrFxRate' required='N' />
  3137. <field name='SettlCurrFxRateCalc' required='N' />
  3138. <field name='AllocAccruedInterestAmt' required='N' />
  3139. <field name='AllocInterestAtMaturity' required='N' />
  3140. <group name='NoMiscFees' required='N'>
  3141. <field name='MiscFeeAmt' required='N' />
  3142. <field name='MiscFeeCurr' required='N' />
  3143. <field name='MiscFeeType' required='N' />
  3144. <field name='MiscFeeBasis' required='N' />
  3145. </group>
  3146. <group name='NoClearingInstructions' required='N'>
  3147. <field name='ClearingInstruction' required='N' />
  3148. </group>
  3149. <field name='ClearingFeeIndicator' required='N' />
  3150. <field name='AllocSettlInstType' required='N' />
  3151. <component name='SettlInstructionsData' required='N' />
  3152. </group>
  3153. </message>
  3154. <message name='AllocationReportAck' msgcat='app' msgtype='AT'>
  3155. <field name='AllocReportID' required='Y' />
  3156. <field name='AllocID' required='Y' />
  3157. <component name='Parties' required='N' />
  3158. <field name='SecondaryAllocID' required='N' />
  3159. <field name='TradeDate' required='N' />
  3160. <field name='TransactTime' required='Y' />
  3161. <field name='AllocStatus' required='Y' />
  3162. <field name='AllocRejCode' required='N' />
  3163. <field name='AllocReportType' required='N' />
  3164. <field name='AllocIntermedReqType' required='N' />
  3165. <field name='MatchStatus' required='N' />
  3166. <field name='Product' required='N' />
  3167. <field name='SecurityType' required='N' />
  3168. <field name='Text' required='N' />
  3169. <field name='EncodedTextLen' required='N' />
  3170. <field name='EncodedText' required='N' />
  3171. <group name='NoAllocs' required='N'>
  3172. <field name='AllocAccount' required='N' />
  3173. <field name='AllocAcctIDSource' required='N' />
  3174. <field name='AllocPrice' required='N' />
  3175. <field name='IndividualAllocID' required='N' />
  3176. <field name='IndividualAllocRejCode' required='N' />
  3177. <field name='AllocText' required='N' />
  3178. <field name='EncodedAllocTextLen' required='N' />
  3179. <field name='EncodedAllocText' required='N' />
  3180. </group>
  3181. </message>
  3182. <message name='ConfirmationAck' msgcat='app' msgtype='AU'>
  3183. <field name='ConfirmID' required='Y' />
  3184. <field name='TradeDate' required='Y' />
  3185. <field name='TransactTime' required='Y' />
  3186. <field name='AffirmStatus' required='Y' />
  3187. <field name='ConfirmRejReason' required='N' />
  3188. <field name='MatchStatus' required='N' />
  3189. <field name='Text' required='N' />
  3190. <field name='EncodedTextLen' required='N' />
  3191. <field name='EncodedText' required='N' />
  3192. </message>
  3193. <message name='SettlementInstructionRequest' msgcat='app' msgtype='AV'>
  3194. <field name='SettlInstReqID' required='Y' />
  3195. <field name='TransactTime' required='Y' />
  3196. <component name='Parties' required='N' />
  3197. <field name='AllocAccount' required='N' />
  3198. <field name='AllocAcctIDSource' required='N' />
  3199. <field name='Side' required='N' />
  3200. <field name='Product' required='N' />
  3201. <field name='SecurityType' required='N' />
  3202. <field name='CFICode' required='N' />
  3203. <field name='EffectiveTime' required='N' />
  3204. <field name='ExpireTime' required='N' />
  3205. <field name='LastUpdateTime' required='N' />
  3206. <field name='StandInstDbType' required='N' />
  3207. <field name='StandInstDbName' required='N' />
  3208. <field name='StandInstDbID' required='N' />
  3209. </message>
  3210. <message name='AssignmentReport' msgcat='app' msgtype='AW'>
  3211. <field name='AsgnRptID' required='Y' />
  3212. <field name='TotNumAssignmentReports' required='N' />
  3213. <field name='LastRptRequested' required='N' />
  3214. <component name='Parties' required='Y' />
  3215. <field name='Account' required='N' />
  3216. <field name='AccountType' required='Y' />
  3217. <component name='Instrument' required='N' />
  3218. <field name='Currency' required='N' />
  3219. <group name='NoLegs' required='N'>
  3220. <component name='InstrumentLeg' required='N' />
  3221. </group>
  3222. <group name='NoUnderlyings' required='N'>
  3223. <component name='UnderlyingInstrument' required='N' />
  3224. </group>
  3225. <component name='PositionQty' required='Y' />
  3226. <component name='PositionAmountData' required='Y' />
  3227. <field name='ThresholdAmount' required='N' />
  3228. <field name='SettlPrice' required='Y' />
  3229. <field name='SettlPriceType' required='Y' />
  3230. <field name='UnderlyingSettlPrice' required='Y' />
  3231. <field name='ExpireDate' required='N' />
  3232. <field name='AssignmentMethod' required='Y' />
  3233. <field name='AssignmentUnit' required='N' />
  3234. <field name='OpenInterest' required='Y' />
  3235. <field name='ExerciseMethod' required='Y' />
  3236. <field name='SettlSessID' required='Y' />
  3237. <field name='SettlSessSubID' required='Y' />
  3238. <field name='ClearingBusinessDate' required='Y' />
  3239. <field name='Text' required='N' />
  3240. <field name='EncodedTextLen' required='N' />
  3241. <field name='EncodedText' required='N' />
  3242. </message>
  3243. <message name='CollateralRequest' msgcat='app' msgtype='AX'>
  3244. <field name='CollReqID' required='Y' />
  3245. <field name='CollAsgnReason' required='Y' />
  3246. <field name='TransactTime' required='Y' />
  3247. <field name='ExpireTime' required='N' />
  3248. <component name='Parties' required='N' />
  3249. <field name='Account' required='N' />
  3250. <field name='AccountType' required='N' />
  3251. <field name='ClOrdID' required='N' />
  3252. <field name='OrderID' required='N' />
  3253. <field name='SecondaryOrderID' required='N' />
  3254. <field name='SecondaryClOrdID' required='N' />
  3255. <group name='NoExecs' required='N'>
  3256. <field name='ExecID' required='N' />
  3257. </group>
  3258. <group name='NoTrades' required='N'>
  3259. <field name='TradeReportID' required='N' />
  3260. <field name='SecondaryTradeReportID' required='N' />
  3261. </group>
  3262. <component name='Instrument' required='N' />
  3263. <component name='FinancingDetails' required='N' />
  3264. <field name='SettlDate' required='N' />
  3265. <field name='Quantity' required='N' />
  3266. <field name='QtyType' required='N' />
  3267. <field name='Currency' required='N' />
  3268. <group name='NoLegs' required='N'>
  3269. <component name='InstrumentLeg' required='N' />
  3270. </group>
  3271. <group name='NoUnderlyings' required='N'>
  3272. <component name='UnderlyingInstrument' required='N' />
  3273. <field name='CollAction' required='N' />
  3274. </group>
  3275. <field name='MarginExcess' required='N' />
  3276. <field name='TotalNetValue' required='N' />
  3277. <field name='CashOutstanding' required='N' />
  3278. <component name='TrdRegTimestamps' required='N' />
  3279. <field name='Side' required='N' />
  3280. <group name='NoMiscFees' required='N'>
  3281. <field name='MiscFeeAmt' required='N' />
  3282. <field name='MiscFeeCurr' required='N' />
  3283. <field name='MiscFeeType' required='N' />
  3284. <field name='MiscFeeBasis' required='N' />
  3285. </group>
  3286. <field name='Price' required='N' />
  3287. <field name='PriceType' required='N' />
  3288. <field name='AccruedInterestAmt' required='N' />
  3289. <field name='EndAccruedInterestAmt' required='N' />
  3290. <field name='StartCash' required='N' />
  3291. <field name='EndCash' required='N' />
  3292. <component name='SpreadOrBenchmarkCurveData' required='N' />
  3293. <component name='Stipulations' required='N' />
  3294. <field name='TradingSessionID' required='N' />
  3295. <field name='TradingSessionSubID' required='N' />
  3296. <field name='SettlSessID' required='N' />
  3297. <field name='SettlSessSubID' required='N' />
  3298. <field name='ClearingBusinessDate' required='N' />
  3299. <field name='Text' required='N' />
  3300. <field name='EncodedTextLen' required='N' />
  3301. <field name='EncodedText' required='N' />
  3302. </message>
  3303. <message name='CollateralAssignment' msgcat='app' msgtype='AY'>
  3304. <field name='CollAsgnID' required='Y' />
  3305. <field name='CollReqID' required='N' />
  3306. <field name='CollAsgnReason' required='Y' />
  3307. <field name='CollAsgnTransType' required='Y' />
  3308. <field name='CollAsgnRefID' required='N' />
  3309. <field name='TransactTime' required='Y' />
  3310. <field name='ExpireTime' required='N' />
  3311. <component name='Parties' required='N' />
  3312. <field name='Account' required='N' />
  3313. <field name='AccountType' required='N' />
  3314. <field name='ClOrdID' required='N' />
  3315. <field name='OrderID' required='N' />
  3316. <field name='SecondaryOrderID' required='N' />
  3317. <field name='SecondaryClOrdID' required='N' />
  3318. <group name='NoExecs' required='N'>
  3319. <field name='ExecID' required='N' />
  3320. </group>
  3321. <group name='NoTrades' required='N'>
  3322. <field name='TradeReportID' required='N' />
  3323. <field name='SecondaryTradeReportID' required='N' />
  3324. </group>
  3325. <component name='Instrument' required='N' />
  3326. <component name='FinancingDetails' required='N' />
  3327. <field name='SettlDate' required='N' />
  3328. <field name='Quantity' required='N' />
  3329. <field name='QtyType' required='N' />
  3330. <field name='Currency' required='N' />
  3331. <group name='NoLegs' required='N'>
  3332. <component name='InstrumentLeg' required='N' />
  3333. </group>
  3334. <group name='NoUnderlyings' required='N'>
  3335. <component name='UnderlyingInstrument' required='N' />
  3336. <field name='CollAction' required='N' />
  3337. </group>
  3338. <field name='MarginExcess' required='N' />
  3339. <field name='TotalNetValue' required='N' />
  3340. <field name='CashOutstanding' required='N' />
  3341. <component name='TrdRegTimestamps' required='N' />
  3342. <field name='Side' required='N' />
  3343. <group name='NoMiscFees' required='N'>
  3344. <field name='MiscFeeAmt' required='N' />
  3345. <field name='MiscFeeCurr' required='N' />
  3346. <field name='MiscFeeType' required='N' />
  3347. <field name='MiscFeeBasis' required='N' />
  3348. </group>
  3349. <field name='Price' required='N' />
  3350. <field name='PriceType' required='N' />
  3351. <field name='AccruedInterestAmt' required='N' />
  3352. <field name='EndAccruedInterestAmt' required='N' />
  3353. <field name='StartCash' required='N' />
  3354. <field name='EndCash' required='N' />
  3355. <component name='SpreadOrBenchmarkCurveData' required='N' />
  3356. <component name='Stipulations' required='N' />
  3357. <component name='SettlInstructionsData' required='N' />
  3358. <field name='TradingSessionID' required='N' />
  3359. <field name='TradingSessionSubID' required='N' />
  3360. <field name='SettlSessID' required='N' />
  3361. <field name='SettlSessSubID' required='N' />
  3362. <field name='ClearingBusinessDate' required='N' />
  3363. <field name='Text' required='N' />
  3364. <field name='EncodedTextLen' required='N' />
  3365. <field name='EncodedText' required='N' />
  3366. </message>
  3367. <message name='CollateralResponse' msgcat='app' msgtype='AZ'>
  3368. <field name='CollRespID' required='Y' />
  3369. <field name='CollAsgnID' required='Y' />
  3370. <field name='CollReqID' required='N' />
  3371. <field name='CollAsgnReason' required='Y' />
  3372. <field name='CollAsgnTransType' required='N' />
  3373. <field name='CollAsgnRespType' required='Y' />
  3374. <field name='CollAsgnRejectReason' required='N' />
  3375. <field name='TransactTime' required='Y' />
  3376. <component name='Parties' required='N' />
  3377. <field name='Account' required='N' />
  3378. <field name='AccountType' required='N' />
  3379. <field name='ClOrdID' required='N' />
  3380. <field name='OrderID' required='N' />
  3381. <field name='SecondaryOrderID' required='N' />
  3382. <field name='SecondaryClOrdID' required='N' />
  3383. <group name='NoExecs' required='N'>
  3384. <field name='ExecID' required='N' />
  3385. </group>
  3386. <group name='NoTrades' required='N'>
  3387. <field name='TradeReportID' required='N' />
  3388. <field name='SecondaryTradeReportID' required='N' />
  3389. </group>
  3390. <component name='Instrument' required='N' />
  3391. <component name='FinancingDetails' required='N' />
  3392. <field name='SettlDate' required='N' />
  3393. <field name='Quantity' required='N' />
  3394. <field name='QtyType' required='N' />
  3395. <field name='Currency' required='N' />
  3396. <group name='NoLegs' required='N'>
  3397. <component name='InstrumentLeg' required='N' />
  3398. </group>
  3399. <group name='NoUnderlyings' required='N'>
  3400. <component name='UnderlyingInstrument' required='N' />
  3401. <field name='CollAction' required='N' />
  3402. </group>
  3403. <field name='MarginExcess' required='N' />
  3404. <field name='TotalNetValue' required='N' />
  3405. <field name='CashOutstanding' required='N' />
  3406. <component name='TrdRegTimestamps' required='N' />
  3407. <field name='Side' required='N' />
  3408. <group name='NoMiscFees' required='N'>
  3409. <field name='MiscFeeAmt' required='N' />
  3410. <field name='MiscFeeCurr' required='N' />
  3411. <field name='MiscFeeType' required='N' />
  3412. <field name='MiscFeeBasis' required='N' />
  3413. </group>
  3414. <field name='Price' required='N' />
  3415. <field name='PriceType' required='N' />
  3416. <field name='AccruedInterestAmt' required='N' />
  3417. <field name='EndAccruedInterestAmt' required='N' />
  3418. <field name='StartCash' required='N' />
  3419. <field name='EndCash' required='N' />
  3420. <component name='SpreadOrBenchmarkCurveData' required='N' />
  3421. <component name='Stipulations' required='N' />
  3422. <field name='Text' required='N' />
  3423. <field name='EncodedTextLen' required='N' />
  3424. <field name='EncodedText' required='N' />
  3425. </message>
  3426. <message name='CollateralReport' msgcat='app' msgtype='BA'>
  3427. <field name='CollRptID' required='Y' />
  3428. <field name='CollInquiryID' required='N' />
  3429. <field name='CollStatus' required='Y' />
  3430. <field name='TotNumReports' required='N' />
  3431. <field name='LastRptRequested' required='N' />
  3432. <component name='Parties' required='N' />
  3433. <field name='Account' required='N' />
  3434. <field name='AccountType' required='N' />
  3435. <field name='ClOrdID' required='N' />
  3436. <field name='OrderID' required='N' />
  3437. <field name='SecondaryOrderID' required='N' />
  3438. <field name='SecondaryClOrdID' required='N' />
  3439. <group name='NoExecs' required='N'>
  3440. <field name='ExecID' required='N' />
  3441. </group>
  3442. <group name='NoTrades' required='N'>
  3443. <field name='TradeReportID' required='N' />
  3444. <field name='SecondaryTradeReportID' required='N' />
  3445. </group>
  3446. <component name='Instrument' required='N' />
  3447. <component name='FinancingDetails' required='N' />
  3448. <field name='SettlDate' required='N' />
  3449. <field name='Quantity' required='N' />
  3450. <field name='QtyType' required='N' />
  3451. <field name='Currency' required='N' />
  3452. <group name='NoLegs' required='N'>
  3453. <component name='InstrumentLeg' required='N' />
  3454. </group>
  3455. <group name='NoUnderlyings' required='N'>
  3456. <component name='UnderlyingInstrument' required='N' />
  3457. </group>
  3458. <field name='MarginExcess' required='N' />
  3459. <field name='TotalNetValue' required='N' />
  3460. <field name='CashOutstanding' required='N' />
  3461. <component name='TrdRegTimestamps' required='N' />
  3462. <field name='Side' required='N' />
  3463. <group name='NoMiscFees' required='N'>
  3464. <field name='MiscFeeAmt' required='N' />
  3465. <field name='MiscFeeCurr' required='N' />
  3466. <field name='MiscFeeType' required='N' />
  3467. <field name='MiscFeeBasis' required='N' />
  3468. </group>
  3469. <field name='Price' required='N' />
  3470. <field name='PriceType' required='N' />
  3471. <field name='AccruedInterestAmt' required='N' />
  3472. <field name='EndAccruedInterestAmt' required='N' />
  3473. <field name='StartCash' required='N' />
  3474. <field name='EndCash' required='N' />
  3475. <component name='SpreadOrBenchmarkCurveData' required='N' />
  3476. <component name='Stipulations' required='N' />
  3477. <component name='SettlInstructionsData' required='N' />
  3478. <field name='TradingSessionID' required='N' />
  3479. <field name='TradingSessionSubID' required='N' />
  3480. <field name='SettlSessID' required='N' />
  3481. <field name='SettlSessSubID' required='N' />
  3482. <field name='ClearingBusinessDate' required='N' />
  3483. <field name='Text' required='N' />
  3484. <field name='EncodedTextLen' required='N' />
  3485. <field name='EncodedText' required='N' />
  3486. </message>
  3487. <message name='CollateralInquiry' msgcat='app' msgtype='BB'>
  3488. <field name='CollInquiryID' required='N' />
  3489. <group name='NoCollInquiryQualifier' required='N'>
  3490. <field name='CollInquiryQualifier' required='N' />
  3491. </group>
  3492. <field name='SubscriptionRequestType' required='N' />
  3493. <field name='ResponseTransportType' required='N' />
  3494. <field name='ResponseDestination' required='N' />
  3495. <component name='Parties' required='N' />
  3496. <field name='Account' required='N' />
  3497. <field name='AccountType' required='N' />
  3498. <field name='ClOrdID' required='N' />
  3499. <field name='OrderID' required='N' />
  3500. <field name='SecondaryOrderID' required='N' />
  3501. <field name='SecondaryClOrdID' required='N' />
  3502. <group name='NoExecs' required='N'>
  3503. <field name='ExecID' required='N' />
  3504. </group>
  3505. <group name='NoTrades' required='N'>
  3506. <field name='TradeReportID' required='N' />
  3507. <field name='SecondaryTradeReportID' required='N' />
  3508. </group>
  3509. <component name='Instrument' required='N' />
  3510. <component name='FinancingDetails' required='N' />
  3511. <field name='SettlDate' required='N' />
  3512. <field name='Quantity' required='N' />
  3513. <field name='QtyType' required='N' />
  3514. <field name='Currency' required='N' />
  3515. <group name='NoLegs' required='N'>
  3516. <component name='InstrumentLeg' required='N' />
  3517. </group>
  3518. <group name='NoUnderlyings' required='N'>
  3519. <component name='UnderlyingInstrument' required='N' />
  3520. </group>
  3521. <field name='MarginExcess' required='N' />
  3522. <field name='TotalNetValue' required='N' />
  3523. <field name='CashOutstanding' required='N' />
  3524. <component name='TrdRegTimestamps' required='N' />
  3525. <field name='Side' required='N' />
  3526. <field name='Price' required='N' />
  3527. <field name='PriceType' required='N' />
  3528. <field name='AccruedInterestAmt' required='N' />
  3529. <field name='EndAccruedInterestAmt' required='N' />
  3530. <field name='StartCash' required='N' />
  3531. <field name='EndCash' required='N' />
  3532. <component name='SpreadOrBenchmarkCurveData' required='N' />
  3533. <component name='Stipulations' required='N' />
  3534. <component name='SettlInstructionsData' required='N' />
  3535. <field name='TradingSessionID' required='N' />
  3536. <field name='TradingSessionSubID' required='N' />
  3537. <field name='SettlSessID' required='N' />
  3538. <field name='SettlSessSubID' required='N' />
  3539. <field name='ClearingBusinessDate' required='N' />
  3540. <field name='Text' required='N' />
  3541. <field name='EncodedTextLen' required='N' />
  3542. <field name='EncodedText' required='N' />
  3543. </message>
  3544. <message name='NetworkCounterpartySystemStatusRequest' msgcat='app' msgtype='BC'>
  3545. <field name='NetworkRequestType' required='Y' />
  3546. <field name='NetworkRequestID' required='Y' />
  3547. <group name='NoCompIDs' required='N'>
  3548. <field name='RefCompID' required='N' />
  3549. <field name='RefSubID' required='N' />
  3550. <field name='LocationID' required='N' />
  3551. <field name='DeskID' required='N' />
  3552. </group>
  3553. </message>
  3554. <message name='NetworkCounterpartySystemStatusResponse' msgcat='app' msgtype='BD'>
  3555. <field name='NetworkStatusResponseType' required='Y' />
  3556. <field name='NetworkRequestID' required='N' />
  3557. <field name='NetworkResponseID' required='Y' />
  3558. <field name='LastNetworkResponseID' required='N' />
  3559. <group name='NoCompIDs' required='Y'>
  3560. <field name='RefCompID' required='N' />
  3561. <field name='RefSubID' required='N' />
  3562. <field name='LocationID' required='N' />
  3563. <field name='DeskID' required='N' />
  3564. <field name='StatusValue' required='N' />
  3565. <field name='StatusText' required='N' />
  3566. </group>
  3567. </message>
  3568. <message name='UserRequest' msgcat='app' msgtype='BE'>
  3569. <field name='UserRequestID' required='Y' />
  3570. <field name='UserRequestType' required='Y' />
  3571. <field name='Username' required='Y' />
  3572. <field name='Password' required='N' />
  3573. <field name='NewPassword' required='N' />
  3574. <field name='RawDataLength' required='N' />
  3575. <field name='RawData' required='N' />
  3576. </message>
  3577. <message name='UserResponse' msgcat='app' msgtype='BF'>
  3578. <field name='UserRequestID' required='Y' />
  3579. <field name='Username' required='Y' />
  3580. <field name='UserStatus' required='N' />
  3581. <field name='UserStatusText' required='N' />
  3582. </message>
  3583. <message name='CollateralInquiryAck' msgcat='app' msgtype='BG'>
  3584. <field name='CollInquiryID' required='Y' />
  3585. <field name='CollInquiryStatus' required='Y' />
  3586. <field name='CollInquiryResult' required='N' />
  3587. <group name='NoCollInquiryQualifier' required='N'>
  3588. <field name='CollInquiryQualifier' required='N' />
  3589. </group>
  3590. <field name='TotNumReports' required='N' />
  3591. <component name='Parties' required='N' />
  3592. <field name='Account' required='N' />
  3593. <field name='AccountType' required='N' />
  3594. <field name='ClOrdID' required='N' />
  3595. <field name='OrderID' required='N' />
  3596. <field name='SecondaryOrderID' required='N' />
  3597. <field name='SecondaryClOrdID' required='N' />
  3598. <group name='NoExecs' required='N'>
  3599. <field name='ExecID' required='N' />
  3600. </group>
  3601. <group name='NoTrades' required='N'>
  3602. <field name='TradeReportID' required='N' />
  3603. <field name='SecondaryTradeReportID' required='N' />
  3604. </group>
  3605. <component name='Instrument' required='N' />
  3606. <component name='FinancingDetails' required='N' />
  3607. <field name='SettlDate' required='N' />
  3608. <field name='Quantity' required='N' />
  3609. <field name='QtyType' required='N' />
  3610. <field name='Currency' required='N' />
  3611. <group name='NoLegs' required='N'>
  3612. <component name='InstrumentLeg' required='N' />
  3613. </group>
  3614. <group name='NoUnderlyings' required='N'>
  3615. <component name='UnderlyingInstrument' required='N' />
  3616. </group>
  3617. <field name='TradingSessionID' required='N' />
  3618. <field name='TradingSessionSubID' required='N' />
  3619. <field name='SettlSessID' required='N' />
  3620. <field name='SettlSessSubID' required='N' />
  3621. <field name='ClearingBusinessDate' required='N' />
  3622. <field name='ResponseTransportType' required='N' />
  3623. <field name='ResponseDestination' required='N' />
  3624. <field name='Text' required='N' />
  3625. <field name='EncodedTextLen' required='N' />
  3626. <field name='EncodedText' required='N' />
  3627. </message>
  3628. <message name='ConfirmationRequest' msgcat='app' msgtype='BH'>
  3629. <field name='ConfirmReqID' required='Y' />
  3630. <field name='ConfirmType' required='Y' />
  3631. <group name='NoOrders' required='N'>
  3632. <field name='ClOrdID' required='N' />
  3633. <field name='OrderID' required='N' />
  3634. <field name='SecondaryOrderID' required='N' />
  3635. <field name='SecondaryClOrdID' required='N' />
  3636. <field name='ListID' required='N' />
  3637. <component name='NestedParties2' required='N' />
  3638. <field name='OrderQty' required='N' />
  3639. <field name='OrderAvgPx' required='N' />
  3640. <field name='OrderBookingQty' required='N' />
  3641. </group>
  3642. <field name='AllocID' required='N' />
  3643. <field name='SecondaryAllocID' required='N' />
  3644. <field name='IndividualAllocID' required='N' />
  3645. <field name='TransactTime' required='Y' />
  3646. <field name='AllocAccount' required='N' />
  3647. <field name='AllocAcctIDSource' required='N' />
  3648. <field name='AllocAccountType' required='N' />
  3649. <field name='Text' required='N' />
  3650. <field name='EncodedTextLen' required='N' />
  3651. <field name='EncodedText' required='N' />
  3652. </message>
  3653. </messages>
  3654. <trailer>
  3655. <field name='SignatureLength' required='N' />
  3656. <field name='Signature' required='N' />
  3657. <field name='CheckSum' required='Y' />
  3658. </trailer>
  3659. <components>
  3660. <component name='SpreadOrBenchmarkCurveData'>
  3661. <field name='Spread' required='N' />
  3662. <field name='BenchmarkCurveCurrency' required='N' />
  3663. <field name='BenchmarkCurveName' required='N' />
  3664. <field name='BenchmarkCurvePoint' required='N' />
  3665. <field name='BenchmarkPrice' required='N' />
  3666. <field name='BenchmarkPriceType' required='N' />
  3667. <field name='BenchmarkSecurityID' required='N' />
  3668. <field name='BenchmarkSecurityIDSource' required='N' />
  3669. </component>
  3670. <component name='FinancingDetails'>
  3671. <field name='AgreementDesc' required='N' />
  3672. <field name='AgreementID' required='N' />
  3673. <field name='AgreementDate' required='N' />
  3674. <field name='AgreementCurrency' required='N' />
  3675. <field name='TerminationType' required='N' />
  3676. <field name='StartDate' required='N' />
  3677. <field name='EndDate' required='N' />
  3678. <field name='DeliveryType' required='N' />
  3679. <field name='MarginRatio' required='N' />
  3680. </component>
  3681. <component name='YieldData'>
  3682. <field name='YieldType' required='N' />
  3683. <field name='Yield' required='N' />
  3684. <field name='YieldCalcDate' required='N' />
  3685. <field name='YieldRedemptionDate' required='N' />
  3686. <field name='YieldRedemptionPrice' required='N' />
  3687. <field name='YieldRedemptionPriceType' required='N' />
  3688. </component>
  3689. <component name='SettlParties'>
  3690. <group name='NoSettlPartyIDs' required='N'>
  3691. <field name='SettlPartyID' required='N' />
  3692. <field name='SettlPartyIDSource' required='N' />
  3693. <field name='SettlPartyRole' required='N' />
  3694. <group name='NoSettlPartySubIDs' required='N'>
  3695. <field name='SettlPartySubID' required='N' />
  3696. <field name='SettlPartySubIDType' required='N' />
  3697. </group>
  3698. </group>
  3699. </component>
  3700. <component name='PegInstructions'>
  3701. <field name='PegOffsetValue' required='N' />
  3702. <field name='PegMoveType' required='N' />
  3703. <field name='PegOffsetType' required='N' />
  3704. <field name='PegLimitType' required='N' />
  3705. <field name='PegRoundDirection' required='N' />
  3706. <field name='PegScope' required='N' />
  3707. </component>
  3708. <component name='LegBenchmarkCurveData'>
  3709. <field name='LegBenchmarkCurveCurrency' required='N' />
  3710. <field name='LegBenchmarkCurveName' required='N' />
  3711. <field name='LegBenchmarkCurvePoint' required='N' />
  3712. <field name='LegBenchmarkPrice' required='N' />
  3713. <field name='LegBenchmarkPriceType' required='N' />
  3714. </component>
  3715. <component name='TrdRegTimestamps'>
  3716. <group name='NoTrdRegTimestamps' required='N'>
  3717. <field name='TrdRegTimestamp' required='N' />
  3718. <field name='TrdRegTimestampType' required='N' />
  3719. <field name='TrdRegTimestampOrigin' required='N' />
  3720. </group>
  3721. </component>
  3722. <component name='PositionAmountData'>
  3723. <group name='NoPosAmt' required='N'>
  3724. <field name='PosAmtType' required='N' />
  3725. <field name='PosAmt' required='N' />
  3726. </group>
  3727. </component>
  3728. <component name='LegStipulations'>
  3729. <group name='NoLegStipulations' required='N'>
  3730. <field name='LegStipulationType' required='N' />
  3731. <field name='LegStipulationValue' required='N' />
  3732. </group>
  3733. </component>
  3734. <component name='CommissionData'>
  3735. <field name='Commission' required='N' />
  3736. <field name='CommType' required='N' />
  3737. <field name='CommCurrency' required='N' />
  3738. <field name='FundRenewWaiv' required='N' />
  3739. </component>
  3740. <component name='UnderlyingInstrument'>
  3741. <field name='UnderlyingSymbol' required='N' />
  3742. <field name='UnderlyingSymbolSfx' required='N' />
  3743. <field name='UnderlyingSecurityID' required='N' />
  3744. <field name='UnderlyingSecurityIDSource' required='N' />
  3745. <group name='NoUnderlyingSecurityAltID' required='N'>
  3746. <field name='UnderlyingSecurityAltID' required='N' />
  3747. <field name='UnderlyingSecurityAltIDSource' required='N' />
  3748. </group>
  3749. <field name='UnderlyingProduct' required='N' />
  3750. <field name='UnderlyingCFICode' required='N' />
  3751. <field name='UnderlyingSecurityType' required='N' />
  3752. <field name='UnderlyingSecuritySubType' required='N' />
  3753. <field name='UnderlyingMaturityMonthYear' required='N' />
  3754. <field name='UnderlyingMaturityDate' required='N' />
  3755. <field name='UnderlyingCouponPaymentDate' required='N' />
  3756. <field name='UnderlyingIssueDate' required='N' />
  3757. <field name='UnderlyingRepoCollateralSecurityType' required='N' />
  3758. <field name='UnderlyingRepurchaseTerm' required='N' />
  3759. <field name='UnderlyingRepurchaseRate' required='N' />
  3760. <field name='UnderlyingFactor' required='N' />
  3761. <field name='UnderlyingCreditRating' required='N' />
  3762. <field name='UnderlyingInstrRegistry' required='N' />
  3763. <field name='UnderlyingCountryOfIssue' required='N' />
  3764. <field name='UnderlyingStateOrProvinceOfIssue' required='N' />
  3765. <field name='UnderlyingLocaleOfIssue' required='N' />
  3766. <field name='UnderlyingRedemptionDate' required='N' />
  3767. <field name='UnderlyingStrikePrice' required='N' />
  3768. <field name='UnderlyingStrikeCurrency' required='N' />
  3769. <field name='UnderlyingOptAttribute' required='N' />
  3770. <field name='UnderlyingContractMultiplier' required='N' />
  3771. <field name='UnderlyingCouponRate' required='N' />
  3772. <field name='UnderlyingSecurityExchange' required='N' />
  3773. <field name='UnderlyingIssuer' required='N' />
  3774. <field name='EncodedUnderlyingIssuerLen' required='N' />
  3775. <field name='EncodedUnderlyingIssuer' required='N' />
  3776. <field name='UnderlyingSecurityDesc' required='N' />
  3777. <field name='EncodedUnderlyingSecurityDescLen' required='N' />
  3778. <field name='EncodedUnderlyingSecurityDesc' required='N' />
  3779. <field name='UnderlyingCPProgram' required='N' />
  3780. <field name='UnderlyingCPRegType' required='N' />
  3781. <field name='UnderlyingCurrency' required='N' />
  3782. <field name='UnderlyingQty' required='N' />
  3783. <field name='UnderlyingPx' required='N' />
  3784. <field name='UnderlyingDirtyPrice' required='N' />
  3785. <field name='UnderlyingEndPrice' required='N' />
  3786. <field name='UnderlyingStartValue' required='N' />
  3787. <field name='UnderlyingCurrentValue' required='N' />
  3788. <field name='UnderlyingEndValue' required='N' />
  3789. <component name='UnderlyingStipulations' required='N' />
  3790. </component>
  3791. <component name='PositionQty'>
  3792. <group name='NoPositions' required='N'>
  3793. <field name='PosType' required='N' />
  3794. <field name='LongQty' required='N' />
  3795. <field name='ShortQty' required='N' />
  3796. <field name='PosQtyStatus' required='N' />
  3797. <component name='NestedParties' required='N' />
  3798. </group>
  3799. </component>
  3800. <component name='InstrumentExtension'>
  3801. <field name='DeliveryForm' required='N' />
  3802. <field name='PctAtRisk' required='N' />
  3803. <group name='NoInstrAttrib' required='N'>
  3804. <field name='InstrAttribType' required='N' />
  3805. <field name='InstrAttribValue' required='N' />
  3806. </group>
  3807. </component>
  3808. <component name='Instrument'>
  3809. <field name='Symbol' required='N' />
  3810. <field name='SymbolSfx' required='N' />
  3811. <field name='SecurityID' required='N' />
  3812. <field name='SecurityIDSource' required='N' />
  3813. <group name='NoSecurityAltID' required='N'>
  3814. <field name='SecurityAltID' required='N' />
  3815. <field name='SecurityAltIDSource' required='N' />
  3816. </group>
  3817. <field name='Product' required='N' />
  3818. <field name='CFICode' required='N' />
  3819. <field name='SecurityType' required='N' />
  3820. <field name='SecuritySubType' required='N' />
  3821. <field name='MaturityMonthYear' required='N' />
  3822. <field name='MaturityDate' required='N' />
  3823. <field name='CouponPaymentDate' required='N' />
  3824. <field name='IssueDate' required='N' />
  3825. <field name='RepoCollateralSecurityType' required='N' />
  3826. <field name='RepurchaseTerm' required='N' />
  3827. <field name='RepurchaseRate' required='N' />
  3828. <field name='Factor' required='N' />
  3829. <field name='CreditRating' required='N' />
  3830. <field name='InstrRegistry' required='N' />
  3831. <field name='CountryOfIssue' required='N' />
  3832. <field name='StateOrProvinceOfIssue' required='N' />
  3833. <field name='LocaleOfIssue' required='N' />
  3834. <field name='RedemptionDate' required='N' />
  3835. <field name='StrikePrice' required='N' />
  3836. <field name='StrikeCurrency' required='N' />
  3837. <field name='OptAttribute' required='N' />
  3838. <field name='ContractMultiplier' required='N' />
  3839. <field name='CouponRate' required='N' />
  3840. <field name='SecurityExchange' required='N' />
  3841. <field name='Issuer' required='N' />
  3842. <field name='EncodedIssuerLen' required='N' />
  3843. <field name='EncodedIssuer' required='N' />
  3844. <field name='SecurityDesc' required='N' />
  3845. <field name='EncodedSecurityDescLen' required='N' />
  3846. <field name='EncodedSecurityDesc' required='N' />
  3847. <field name='Pool' required='N' />
  3848. <field name='ContractSettlMonth' required='N' />
  3849. <field name='CPProgram' required='N' />
  3850. <field name='CPRegType' required='N' />
  3851. <group name='NoEvents' required='N'>
  3852. <field name='EventType' required='N' />
  3853. <field name='EventDate' required='N' />
  3854. <field name='EventPx' required='N' />
  3855. <field name='EventText' required='N' />
  3856. </group>
  3857. <field name='DatedDate' required='N' />
  3858. <field name='InterestAccrualDate' required='N' />
  3859. </component>
  3860. <component name='DiscretionInstructions'>
  3861. <field name='DiscretionInst' required='N' />
  3862. <field name='DiscretionOffsetValue' required='N' />
  3863. <field name='DiscretionMoveType' required='N' />
  3864. <field name='DiscretionOffsetType' required='N' />
  3865. <field name='DiscretionLimitType' required='N' />
  3866. <field name='DiscretionRoundDirection' required='N' />
  3867. <field name='DiscretionScope' required='N' />
  3868. </component>
  3869. <component name='NestedParties'>
  3870. <group name='NoNestedPartyIDs' required='N'>
  3871. <field name='NestedPartyID' required='N' />
  3872. <field name='NestedPartyIDSource' required='N' />
  3873. <field name='NestedPartyRole' required='N' />
  3874. <group name='NoNestedPartySubIDs' required='N'>
  3875. <field name='NestedPartySubID' required='N' />
  3876. <field name='NestedPartySubIDType' required='N' />
  3877. </group>
  3878. </group>
  3879. </component>
  3880. <component name='NestedParties2'>
  3881. <group name='NoNested2PartyIDs' required='N'>
  3882. <field name='Nested2PartyID' required='N' />
  3883. <field name='Nested2PartyIDSource' required='N' />
  3884. <field name='Nested2PartyRole' required='N' />
  3885. <group name='NoNested2PartySubIDs' required='N'>
  3886. <field name='Nested2PartySubID' required='N' />
  3887. <field name='Nested2PartySubIDType' required='N' />
  3888. </group>
  3889. </group>
  3890. </component>
  3891. <component name='Stipulations'>
  3892. <group name='NoStipulations' required='N'>
  3893. <field name='StipulationType' required='N' />
  3894. <field name='StipulationValue' required='N' />
  3895. </group>
  3896. </component>
  3897. <component name='NestedParties3'>
  3898. <group name='NoNested3PartyIDs' required='N'>
  3899. <field name='Nested3PartyID' required='N' />
  3900. <field name='Nested3PartyIDSource' required='N' />
  3901. <field name='Nested3PartyRole' required='N' />
  3902. <group name='NoNested3PartySubIDs' required='N'>
  3903. <field name='Nested3PartySubID' required='N' />
  3904. <field name='Nested3PartySubIDType' required='N' />
  3905. </group>
  3906. </group>
  3907. </component>
  3908. <component name='UnderlyingStipulations'>
  3909. <group name='NoUnderlyingStips' required='N'>
  3910. <field name='UnderlyingStipType' required='N' />
  3911. <field name='UnderlyingStipValue' required='N' />
  3912. </group>
  3913. </component>
  3914. <component name='Parties'>
  3915. <group name='NoPartyIDs' required='N'>
  3916. <field name='PartyID' required='N' />
  3917. <field name='PartyIDSource' required='N' />
  3918. <field name='PartyRole' required='N' />
  3919. <group name='NoPartySubIDs' required='N'>
  3920. <field name='PartySubID' required='N' />
  3921. <field name='PartySubIDType' required='N' />
  3922. </group>
  3923. </group>
  3924. </component>
  3925. <component name='SettlInstructionsData'>
  3926. <field name='SettlDeliveryType' required='N' />
  3927. <field name='StandInstDbType' required='N' />
  3928. <field name='StandInstDbName' required='N' />
  3929. <field name='StandInstDbID' required='N' />
  3930. <group name='NoDlvyInst' required='N'>
  3931. <field name='SettlInstSource' required='N' />
  3932. <field name='DlvyInstType' required='N' />
  3933. <component name='SettlParties' required='N' />
  3934. </group>
  3935. </component>
  3936. <component name='OrderQtyData'>
  3937. <field name='OrderQty' required='N' />
  3938. <field name='CashOrderQty' required='N' />
  3939. <field name='OrderPercent' required='N' />
  3940. <field name='RoundingDirection' required='N' />
  3941. <field name='RoundingModulus' required='N' />
  3942. </component>
  3943. <component name='InstrumentLeg'>
  3944. <field name='LegSymbol' required='N' />
  3945. <field name='LegSymbolSfx' required='N' />
  3946. <field name='LegSecurityID' required='N' />
  3947. <field name='LegSecurityIDSource' required='N' />
  3948. <group name='NoLegSecurityAltID' required='N'>
  3949. <field name='LegSecurityAltID' required='N' />
  3950. <field name='LegSecurityAltIDSource' required='N' />
  3951. </group>
  3952. <field name='LegProduct' required='N' />
  3953. <field name='LegCFICode' required='N' />
  3954. <field name='LegSecurityType' required='N' />
  3955. <field name='LegSecuritySubType' required='N' />
  3956. <field name='LegMaturityMonthYear' required='N' />
  3957. <field name='LegMaturityDate' required='N' />
  3958. <field name='LegCouponPaymentDate' required='N' />
  3959. <field name='LegIssueDate' required='N' />
  3960. <field name='LegRepoCollateralSecurityType' required='N' />
  3961. <field name='LegRepurchaseTerm' required='N' />
  3962. <field name='LegRepurchaseRate' required='N' />
  3963. <field name='LegFactor' required='N' />
  3964. <field name='LegCreditRating' required='N' />
  3965. <field name='LegInstrRegistry' required='N' />
  3966. <field name='LegCountryOfIssue' required='N' />
  3967. <field name='LegStateOrProvinceOfIssue' required='N' />
  3968. <field name='LegLocaleOfIssue' required='N' />
  3969. <field name='LegRedemptionDate' required='N' />
  3970. <field name='LegStrikePrice' required='N' />
  3971. <field name='LegStrikeCurrency' required='N' />
  3972. <field name='LegOptAttribute' required='N' />
  3973. <field name='LegContractMultiplier' required='N' />
  3974. <field name='LegCouponRate' required='N' />
  3975. <field name='LegSecurityExchange' required='N' />
  3976. <field name='LegIssuer' required='N' />
  3977. <field name='EncodedLegIssuerLen' required='N' />
  3978. <field name='EncodedLegIssuer' required='N' />
  3979. <field name='LegSecurityDesc' required='N' />
  3980. <field name='EncodedLegSecurityDescLen' required='N' />
  3981. <field name='EncodedLegSecurityDesc' required='N' />
  3982. <field name='LegRatioQty' required='N' />
  3983. <field name='LegSide' required='N' />
  3984. <field name='LegCurrency' required='N' />
  3985. <field name='LegPool' required='N' />
  3986. <field name='LegDatedDate' required='N' />
  3987. <field name='LegContractSettlMonth' required='N' />
  3988. <field name='LegInterestAccrualDate' required='N' />
  3989. </component>
  3990. </components>
  3991. <fields>
  3992. <field number='1' name='Account' type='STRING' />
  3993. <field number='2' name='AdvId' type='STRING' />
  3994. <field number='3' name='AdvRefID' type='STRING' />
  3995. <field number='4' name='AdvSide' type='CHAR'>
  3996. <value enum='B' description='BUY' />
  3997. <value enum='S' description='SELL' />
  3998. <value enum='T' description='TRADE' />
  3999. <value enum='X' description='CROSS' />
  4000. </field>
  4001. <field number='5' name='AdvTransType' type='STRING'>
  4002. <value enum='C' description='ADVCANCEL' />
  4003. <value enum='N' description='ADVNEW' />
  4004. <value enum='R' description='ADVREPLACE' />
  4005. </field>
  4006. <field number='6' name='AvgPx' type='PRICE' />
  4007. <field number='7' name='BeginSeqNo' type='SEQNUM' />
  4008. <field number='8' name='BeginString' type='STRING' />
  4009. <field number='9' name='BodyLength' type='LENGTH' />
  4010. <field number='10' name='CheckSum' type='STRING' />
  4011. <field number='11' name='ClOrdID' type='STRING' />
  4012. <field number='12' name='Commission' type='AMT' />
  4013. <field number='13' name='CommType' type='CHAR'>
  4014. <value enum='1' description='PER_UNIT' />
  4015. <value enum='2' description='PERCENT' />
  4016. <value enum='3' description='ABSOLUTE' />
  4017. <value enum='4' description='PCTWAIVEDCSHDISC' />
  4018. <value enum='5' description='PCTWAIVEDENUNITS' />
  4019. <value enum='6' description='PERBOND' />
  4020. </field>
  4021. <field number='14' name='CumQty' type='QTY' />
  4022. <field number='15' name='Currency' type='CURRENCY' />
  4023. <field number='16' name='EndSeqNo' type='SEQNUM' />
  4024. <field number='17' name='ExecID' type='STRING' />
  4025. <field number='18' name='ExecInst' type='MULTIPLEVALUESTRING'>
  4026. <value enum='0' description='STAYOFFER' />
  4027. <value enum='1' description='NOTHELD' />
  4028. <value enum='2' description='WORK' />
  4029. <value enum='3' description='GOALONG' />
  4030. <value enum='4' description='OVERDAY' />
  4031. <value enum='5' description='HELD' />
  4032. <value enum='6' description='PARTNOTINIT' />
  4033. <value enum='7' description='STRICTSCALE' />
  4034. <value enum='8' description='TRYTOSCALE' />
  4035. <value enum='9' description='STAYBID' />
  4036. <value enum='A' description='NOCROSS' />
  4037. <value enum='a' description='TRAILSTOPPEG' />
  4038. <value enum='B' description='OKCROSS' />
  4039. <value enum='b' description='STRICTLIMIT' />
  4040. <value enum='c' description='IGNOREPRICECHK' />
  4041. <value enum='C' description='CALLFIRST' />
  4042. <value enum='d' description='PEGTOLIMIT' />
  4043. <value enum='D' description='PERCVOL' />
  4044. <value enum='E' description='DNI' />
  4045. <value enum='e' description='WORKTOSTRATEGY' />
  4046. <value enum='F' description='DNR' />
  4047. <value enum='G' description='AON' />
  4048. <value enum='H' description='RESTATEONSYSFAIL' />
  4049. <value enum='I' description='INSTITONLY' />
  4050. <value enum='J' description='RESTATEONTRADINGHALT' />
  4051. <value enum='K' description='CANCELONTRADINGHALT' />
  4052. <value enum='L' description='LASTPEG' />
  4053. <value enum='M' description='MIDPRCPEG' />
  4054. <value enum='N' description='NONNEGO' />
  4055. <value enum='O' description='OPENPEG' />
  4056. <value enum='P' description='MARKPEG' />
  4057. <value enum='Q' description='CANCELONSYSFAIL' />
  4058. <value enum='R' description='PRIMPEG' />
  4059. <value enum='S' description='SUSPEND' />
  4060. <value enum='U' description='CUSTDISPINST' />
  4061. <value enum='V' description='NETTING' />
  4062. <value enum='W' description='PEGVWAP' />
  4063. <value enum='X' description='TRADEALONG' />
  4064. <value enum='Y' description='TRYTOSTOP' />
  4065. <value enum='Z' description='CXLIFNOTBEST' />
  4066. </field>
  4067. <field number='19' name='ExecRefID' type='STRING' />
  4068. <field number='20' name='ExecTransType' type='CHAR'>
  4069. <value enum='0' description='NEW' />
  4070. <value enum='1' description='CANCEL' />
  4071. <value enum='2' description='CORRECT' />
  4072. <value enum='3' description='STATUS' />
  4073. </field>
  4074. <field number='21' name='HandlInst' type='CHAR'>
  4075. <value enum='1' description='AUTOEXECPRIV' />
  4076. <value enum='2' description='AUTOEXECPUB' />
  4077. <value enum='3' description='MANUAL' />
  4078. </field>
  4079. <field number='22' name='SecurityIDSource' type='STRING'>
  4080. <value enum='1' description='CUSIP' />
  4081. <value enum='2' description='SEDOL' />
  4082. <value enum='3' description='QUIK' />
  4083. <value enum='4' description='ISIN' />
  4084. <value enum='5' description='RIC' />
  4085. <value enum='6' description='ISOCURR' />
  4086. <value enum='7' description='ISOCOUNTRY' />
  4087. <value enum='8' description='EXCHSYMB' />
  4088. <value enum='9' description='CTA' />
  4089. <value enum='A' description='BLMBRG' />
  4090. <value enum='B' description='WERTPAPIER' />
  4091. <value enum='C' description='DUTCH' />
  4092. <value enum='D' description='VALOREN' />
  4093. <value enum='E' description='SICOVAM' />
  4094. <value enum='F' description='BELGIAN' />
  4095. <value enum='G' description='COMMON' />
  4096. <value enum='H' description='CLEARINGHOUSE' />
  4097. <value enum='I' description='FPML' />
  4098. <value enum='J' description='OPTIONPRICEREPORTINGAUTHORITY' />
  4099. </field>
  4100. <field number='23' name='IOIID' type='STRING' />
  4101. <field number='24' name='IOIOthSvc' type='CHAR' />
  4102. <field number='25' name='IOIQltyInd' type='CHAR'>
  4103. <value enum='H' description='HIGH' />
  4104. <value enum='L' description='LOW' />
  4105. <value enum='M' description='MEDIUM' />
  4106. </field>
  4107. <field number='26' name='IOIRefID' type='STRING' />
  4108. <field number='27' name='IOIQty' type='STRING' />
  4109. <field number='28' name='IOITransType' type='CHAR'>
  4110. <value enum='C' description='CANCEL' />
  4111. <value enum='N' description='NEW' />
  4112. <value enum='R' description='REPLACE' />
  4113. </field>
  4114. <field number='29' name='LastCapacity' type='CHAR'>
  4115. <value enum='1' description='A' />
  4116. <value enum='2' description='XA' />
  4117. <value enum='3' description='XP' />
  4118. <value enum='4' description='P' />
  4119. </field>
  4120. <field number='30' name='LastMkt' type='EXCHANGE' />
  4121. <field number='31' name='LastPx' type='PRICE' />
  4122. <field number='32' name='LastQty' type='QTY' />
  4123. <field number='33' name='NoLinesOfText' type='NUMINGROUP' />
  4124. <field number='34' name='MsgSeqNum' type='SEQNUM' />
  4125. <field number='35' name='MsgType' type='STRING'>
  4126. <value enum='0' description='HEARTBEAT' />
  4127. <value enum='1' description='TESTREQUEST' />
  4128. <value enum='2' description='RESENDREQUEST' />
  4129. <value enum='3' description='REJECT' />
  4130. <value enum='4' description='SEQUENCERESET' />
  4131. <value enum='5' description='LOGOUT' />
  4132. <value enum='6' description='IOI' />
  4133. <value enum='7' description='ADVERTISEMENT' />
  4134. <value enum='8' description='EXECUTIONREPORT' />
  4135. <value enum='9' description='ORDERCANCELREJECT' />
  4136. <value enum='a' description='QUOTESTATUSREQUEST' />
  4137. <value enum='A' description='LOGON' />
  4138. <value enum='AA' description='DERIVATIVESECURITYLIST' />
  4139. <value enum='AB' description='NEWORDERMULTILEG' />
  4140. <value enum='AC' description='MULTILEGORDERCANCELREPLACE' />
  4141. <value enum='AD' description='TRADECAPTUREREPORTREQUEST' />
  4142. <value enum='AE' description='TRADECAPTUREREPORT' />
  4143. <value enum='AF' description='ORDERMASSSTATUSREQUEST' />
  4144. <value enum='AG' description='QUOTEREQUESTREJECT' />
  4145. <value enum='AH' description='RFQREQUEST' />
  4146. <value enum='AI' description='QUOTESTATUSREPORT' />
  4147. <value enum='AJ' description='QUOTERESPONSE' />
  4148. <value enum='AK' description='CONFIRMATION' />
  4149. <value enum='AL' description='POSITIONMAINTENANCEREQUEST' />
  4150. <value enum='AM' description='POSITIONMAINTENANCEREPORT' />
  4151. <value enum='AN' description='REQUESTFORPOSITIONS' />
  4152. <value enum='AO' description='REQUESTFORPOSITIONSACK' />
  4153. <value enum='AP' description='POSITIONREPORT' />
  4154. <value enum='AQ' description='TRADECAPTUREREPORTREQUESTACK' />
  4155. <value enum='AR' description='TRADECAPTUREREPORTACK' />
  4156. <value enum='AS' description='ALLOCATIONREPORT' />
  4157. <value enum='AT' description='ALLOCATIONREPORTACK' />
  4158. <value enum='AU' description='CONFIRMATIONACK' />
  4159. <value enum='AV' description='SETTLEMENTINSTRUCTIONREQUEST' />
  4160. <value enum='AW' description='ASSIGNMENTREPORT' />
  4161. <value enum='AX' description='COLLATERALREQUEST' />
  4162. <value enum='AY' description='COLLATERALASSIGNMENT' />
  4163. <value enum='AZ' description='COLLATERALRESPONSE' />
  4164. <value enum='B' description='NEWS' />
  4165. <value enum='b' description='MASSQUOTEACKNOWLEDGEMENT' />
  4166. <value enum='BA' description='COLLATERALREPORT' />
  4167. <value enum='BB' description='COLLATERALINQUIRY' />
  4168. <value enum='BC' description='NETWORKCOUNTERPARTYSYSTEMSTATUSREQUEST' />
  4169. <value enum='BD' description='NETWORKCOUNTERPARTYSYSTEMSTATUSRESPONSE' />
  4170. <value enum='BE' description='USERREQUEST' />
  4171. <value enum='BF' description='USERRESPONSE' />
  4172. <value enum='BG' description='COLLATERALINQUIRYACK' />
  4173. <value enum='BH' description='CONFIRMATIONREQUEST' />
  4174. <value enum='C' description='EMAIL' />
  4175. <value enum='c' description='SECURITYDEFINITIONREQUEST' />
  4176. <value enum='d' description='SECURITYDEFINITION' />
  4177. <value enum='D' description='NEWORDERSINGLE' />
  4178. <value enum='e' description='SECURITYSTATUSREQUEST' />
  4179. <value enum='E' description='NEWORDERLIST' />
  4180. <value enum='F' description='ORDERCANCELREQUEST' />
  4181. <value enum='f' description='SECURITYSTATUS' />
  4182. <value enum='G' description='ORDERCANCELREPLACEREQUEST' />
  4183. <value enum='g' description='TRADINGSESSIONSTATUSREQUEST' />
  4184. <value enum='H' description='ORDERSTATUSREQUEST' />
  4185. <value enum='h' description='TRADINGSESSIONSTATUS' />
  4186. <value enum='i' description='MASSQUOTE' />
  4187. <value enum='j' description='BUSINESSMESSAGEREJECT' />
  4188. <value enum='J' description='ALLOCATIONINSTRUCTION' />
  4189. <value enum='k' description='BIDREQUEST' />
  4190. <value enum='K' description='LISTCANCELREQUEST' />
  4191. <value enum='l' description='BIDRESPONSE' />
  4192. <value enum='L' description='LISTEXECUTE' />
  4193. <value enum='m' description='LISTSTRIKEPRICE' />
  4194. <value enum='M' description='LISTSTATUSREQUEST' />
  4195. <value enum='n' description='XMLNONFIX' />
  4196. <value enum='N' description='LISTSTATUS' />
  4197. <value enum='o' description='REGISTRATIONINSTRUCTIONS' />
  4198. <value enum='p' description='REGISTRATIONINSTRUCTIONSRESPONSE' />
  4199. <value enum='P' description='ALLOCATIONINSTRUCTIONACK' />
  4200. <value enum='q' description='ORDERMASSCANCELREQUEST' />
  4201. <value enum='Q' description='DONTKNOWTRADEDK' />
  4202. <value enum='R' description='QUOTEREQUEST' />
  4203. <value enum='r' description='ORDERMASSCANCELREPORT' />
  4204. <value enum='S' description='QUOTE' />
  4205. <value enum='s' description='NEWORDERCROSS' />
  4206. <value enum='T' description='SETTLEMENTINSTRUCTIONS' />
  4207. <value enum='t' description='CROSSORDERCANCELREPLACEREQUEST' />
  4208. <value enum='u' description='CROSSORDERCANCELREQUEST' />
  4209. <value enum='V' description='MARKETDATAREQUEST' />
  4210. <value enum='v' description='SECURITYTYPEREQUEST' />
  4211. <value enum='w' description='SECURITYTYPES' />
  4212. <value enum='W' description='MARKETDATASNAPSHOTFULLREFRESH' />
  4213. <value enum='x' description='SECURITYLISTREQUEST' />
  4214. <value enum='X' description='MARKETDATAINCREMENTALREFRESH' />
  4215. <value enum='Y' description='MARKETDATAREQUESTREJECT' />
  4216. <value enum='y' description='SECURITYLIST' />
  4217. <value enum='Z' description='QUOTECANCEL' />
  4218. <value enum='z' description='DERIVATIVESECURITYLISTREQUEST' />
  4219. </field>
  4220. <field number='36' name='NewSeqNo' type='SEQNUM' />
  4221. <field number='37' name='OrderID' type='STRING' />
  4222. <field number='38' name='OrderQty' type='QTY' />
  4223. <field number='39' name='OrdStatus' type='CHAR'>
  4224. <value enum='0' description='NEW' />
  4225. <value enum='1' description='PARTIAL' />
  4226. <value enum='2' description='FILLED' />
  4227. <value enum='3' description='DONE' />
  4228. <value enum='4' description='CANCELED' />
  4229. <value enum='6' description='PENDING_CANCEL' />
  4230. <value enum='7' description='STOPPED' />
  4231. <value enum='8' description='REJECTED' />
  4232. <value enum='9' description='SUSPENDED' />
  4233. <value enum='A' description='PENDINGNEW' />
  4234. <value enum='B' description='CALCULATED' />
  4235. <value enum='C' description='EXPIRED' />
  4236. <value enum='D' description='ACCEPTBIDDING' />
  4237. <value enum='E' description='PENDINGREP' />
  4238. </field>
  4239. <field number='40' name='OrdType' type='CHAR'>
  4240. <value enum='1' description='MARKET' />
  4241. <value enum='2' description='LIMIT' />
  4242. <value enum='3' description='STOP' />
  4243. <value enum='4' description='STOPLIMIT' />
  4244. <value enum='5' description='MARKETONCLOSE' />
  4245. <value enum='6' description='WITHORWITHOUT' />
  4246. <value enum='7' description='LIMITORBETTER' />
  4247. <value enum='8' description='LIMITWITHORWITHOUT' />
  4248. <value enum='9' description='ONBASIS' />
  4249. <value enum='A' description='ONCLOSE' />
  4250. <value enum='B' description='LIMITONCLOSE' />
  4251. <value enum='C' description='FOREXMARKET' />
  4252. <value enum='D' description='PREVIOUSLYQUOTED' />
  4253. <value enum='E' description='PREVIOUSLYINDICATED' />
  4254. <value enum='F' description='FOREXLIMIT' />
  4255. <value enum='G' description='FOREXSWAP' />
  4256. <value enum='H' description='FOREXPREVIOUSLYQUOTED' />
  4257. <value enum='I' description='FUNARI' />
  4258. <value enum='J' description='MARKETIFTOUCHED' />
  4259. <value enum='K' description='MARKETWITHLEFTOVERLIMIT' />
  4260. <value enum='L' description='PREVIOUSFUNDVALUATIONPOINT' />
  4261. <value enum='M' description='NEXTFUNDVALUATIONPOINT' />
  4262. <value enum='P' description='PEGGED' />
  4263. </field>
  4264. <field number='41' name='OrigClOrdID' type='STRING' />
  4265. <field number='42' name='OrigTime' type='UTCTIMESTAMP' />
  4266. <field number='43' name='PossDupFlag' type='BOOLEAN'>
  4267. <value enum='N' description='NO' />
  4268. <value enum='Y' description='YES' />
  4269. </field>
  4270. <field number='44' name='Price' type='PRICE' />
  4271. <field number='45' name='RefSeqNum' type='SEQNUM' />
  4272. <field number='46' name='RelatdSym' type='STRING' />
  4273. <field number='47' name='Rule80A' type='CHAR'>
  4274. <value enum='A' description='AGENCYSINGLE' />
  4275. <value enum='B' description='SHTEXTRANA' />
  4276. <value enum='C' description='PRGNONINDEXARBMEM' />
  4277. <value enum='D' description='PRGINDEXARBMEM' />
  4278. <value enum='E' description='MARKETMAKER' />
  4279. <value enum='F' description='SHTEXTRANW' />
  4280. <value enum='H' description='SHTEXTRANI' />
  4281. <value enum='I' description='INVINESTOR' />
  4282. <value enum='J' description='PRGNONINDEXARBINV' />
  4283. <value enum='K' description='PRGINDEXARBINV' />
  4284. <value enum='L' description='SHTEXTRANMEM' />
  4285. <value enum='M' description='PRGNONINDEXARBOTHMEM' />
  4286. <value enum='N' description='PRGINDEXARBOTHMEM' />
  4287. <value enum='O' description='COMPETINGDEALER' />
  4288. <value enum='P' description='PRINCIPAL' />
  4289. <value enum='R' description='COMPDEALER1' />
  4290. <value enum='S' description='SPECIALIST' />
  4291. <value enum='T' description='COMPDEALER2' />
  4292. <value enum='U' description='PRGINDEXARBOTHAGN' />
  4293. <value enum='W' description='ALLOTHERAGN' />
  4294. <value enum='X' description='SHTEXTRANMEMWT' />
  4295. <value enum='Y' description='PRGNONINDEXARBOTHAGN' />
  4296. <value enum='Z' description='SHTEXTRANNONMEM' />
  4297. </field>
  4298. <field number='48' name='SecurityID' type='STRING' />
  4299. <field number='49' name='SenderCompID' type='STRING' />
  4300. <field number='50' name='SenderSubID' type='STRING' />
  4301. <field number='51' name='SendingDate' type='LOCALMKTDATE' />
  4302. <field number='52' name='SendingTime' type='UTCTIMESTAMP' />
  4303. <field number='53' name='Quantity' type='QTY' />
  4304. <field number='54' name='Side' type='CHAR'>
  4305. <value enum='1' description='BUY' />
  4306. <value enum='2' description='SELL' />
  4307. <value enum='3' description='BUYMIN' />
  4308. <value enum='4' description='SELLPLUS' />
  4309. <value enum='5' description='SELLSHT' />
  4310. <value enum='6' description='SELLSHTEX' />
  4311. <value enum='7' description='UNDISC' />
  4312. <value enum='8' description='CROSS' />
  4313. <value enum='9' description='CROSSSHORT' />
  4314. <value enum='A' description='CROSSSHORTEX' />
  4315. <value enum='B' description='ASDEFINED' />
  4316. <value enum='C' description='OPPOSITE' />
  4317. <value enum='D' description='SUBSCRIBE' />
  4318. <value enum='E' description='REDEEM' />
  4319. <value enum='F' description='LENDFINANCING' />
  4320. <value enum='G' description='BORROWFINANCING' />
  4321. </field>
  4322. <field number='55' name='Symbol' type='STRING' />
  4323. <field number='56' name='TargetCompID' type='STRING' />
  4324. <field number='57' name='TargetSubID' type='STRING' />
  4325. <field number='58' name='Text' type='STRING' />
  4326. <field number='59' name='TimeInForce' type='CHAR'>
  4327. <value enum='0' description='DAY' />
  4328. <value enum='1' description='GOODTILLCANCEL' />
  4329. <value enum='2' description='ATTHEOPENING' />
  4330. <value enum='3' description='IMMEDIATEORCANCEL' />
  4331. <value enum='4' description='FILLORKILL' />
  4332. <value enum='5' description='GOODTILLCROSSING' />
  4333. <value enum='6' description='GOODTILLDATE' />
  4334. <value enum='7' description='ATTHECLOSE' />
  4335. </field>
  4336. <field number='60' name='TransactTime' type='UTCTIMESTAMP' />
  4337. <field number='61' name='Urgency' type='CHAR'>
  4338. <value enum='0' description='NORMAL' />
  4339. <value enum='1' description='FLASH' />
  4340. <value enum='2' description='BACKGROUND' />
  4341. </field>
  4342. <field number='62' name='ValidUntilTime' type='UTCTIMESTAMP' />
  4343. <field number='63' name='SettlType' type='CHAR'>
  4344. <value enum='0' description='REGULAR' />
  4345. <value enum='1' description='CASH' />
  4346. <value enum='2' description='NEXTDAY' />
  4347. <value enum='3' description='T2' />
  4348. <value enum='4' description='T3' />
  4349. <value enum='5' description='T4' />
  4350. <value enum='6' description='FUTURE' />
  4351. <value enum='7' description='WHENISSUED' />
  4352. <value enum='8' description='T5' />
  4353. <value enum='9' description='T1' />
  4354. </field>
  4355. <field number='64' name='SettlDate' type='LOCALMKTDATE' />
  4356. <field number='65' name='SymbolSfx' type='STRING'>
  4357. <value enum='CD' description='EUCPLUMPSUMINTEREST' />
  4358. <value enum='WI' description='WHENISSUED' />
  4359. </field>
  4360. <field number='66' name='ListID' type='STRING' />
  4361. <field number='67' name='ListSeqNo' type='INT' />
  4362. <field number='68' name='TotNoOrders' type='INT' />
  4363. <field number='69' name='ListExecInst' type='STRING' />
  4364. <field number='70' name='AllocID' type='STRING' />
  4365. <field number='71' name='AllocTransType' type='CHAR'>
  4366. <value enum='0' description='NEW' />
  4367. <value enum='1' description='REPLACE' />
  4368. <value enum='2' description='CANCEL' />
  4369. <value enum='3' description='PRELIMINARY' />
  4370. <value enum='4' description='CALCULATED' />
  4371. <value enum='5' description='CALCULATEDWITHOUTPRELIMINARY' />
  4372. </field>
  4373. <field number='72' name='RefAllocID' type='STRING' />
  4374. <field number='73' name='NoOrders' type='NUMINGROUP' />
  4375. <field number='74' name='AvgPxPrecision' type='INT' />
  4376. <field number='75' name='TradeDate' type='LOCALMKTDATE' />
  4377. <field number='76' name='ExecBroker' type='STRING' />
  4378. <field number='77' name='PositionEffect' type='CHAR'>
  4379. <value enum='C' description='CLOSE' />
  4380. <value enum='F' description='FIFO' />
  4381. <value enum='O' description='OPEN' />
  4382. <value enum='R' description='ROLLED' />
  4383. </field>
  4384. <field number='78' name='NoAllocs' type='NUMINGROUP' />
  4385. <field number='79' name='AllocAccount' type='STRING' />
  4386. <field number='80' name='AllocQty' type='QTY' />
  4387. <field number='81' name='ProcessCode' type='CHAR'>
  4388. <value enum='0' description='REGULAR' />
  4389. <value enum='1' description='SOFTDOLLAR' />
  4390. <value enum='2' description='STEPIN' />
  4391. <value enum='3' description='STEPOUT' />
  4392. <value enum='4' description='STEPINSOFT' />
  4393. <value enum='5' description='STEPOUTSOFT' />
  4394. <value enum='6' description='PLANSPONSOR' />
  4395. </field>
  4396. <field number='82' name='NoRpts' type='INT' />
  4397. <field number='83' name='RptSeq' type='INT' />
  4398. <field number='84' name='CxlQty' type='QTY' />
  4399. <field number='85' name='NoDlvyInst' type='NUMINGROUP' />
  4400. <field number='86' name='DlvyInst' type='STRING' />
  4401. <field number='87' name='AllocStatus' type='INT'>
  4402. <value enum='0' description='ACCEPTEDSUCCESSFULLYPROCESSED' />
  4403. <value enum='1' description='BLOCKLEVELREJECT' />
  4404. <value enum='2' description='ACCOUNTLEVELREJECT' />
  4405. <value enum='3' description='RECEIVEDRECEIVEDNOTYETPROCESSED' />
  4406. <value enum='4' description='INCOMPLETE' />
  4407. <value enum='5' description='REJECTEDBYINTERMEDIARY' />
  4408. </field>
  4409. <field number='88' name='AllocRejCode' type='INT'>
  4410. <value enum='0' description='UNKNOWNACCT' />
  4411. <value enum='1' description='INCORRECTQTY' />
  4412. <value enum='10' description='UNKNOWNORSTALEEXECID' />
  4413. <value enum='11' description='MISMATCHEDDATA' />
  4414. <value enum='12' description='UNKNOWNCLORDID' />
  4415. <value enum='13' description='WAREHOUSEREQUESTREJECTED' />
  4416. <value enum='2' description='INCORRECTAVGPRC' />
  4417. <value enum='3' description='INCORRECTBRKMNC' />
  4418. <value enum='4' description='COMMDIFF' />
  4419. <value enum='5' description='UNKNOWNORDID' />
  4420. <value enum='6' description='UNKNOWNLISTID' />
  4421. <value enum='7' description='OTHER' />
  4422. <value enum='8' description='INCORRECTALLOCATEDQUANTITY' />
  4423. <value enum='9' description='CALCULATIONDIFFERENCE' />
  4424. </field>
  4425. <field number='89' name='Signature' type='DATA' />
  4426. <field number='90' name='SecureDataLen' type='LENGTH' />
  4427. <field number='91' name='SecureData' type='DATA' />
  4428. <field number='92' name='BrokerOfCredit' type='STRING' />
  4429. <field number='93' name='SignatureLength' type='LENGTH' />
  4430. <field number='94' name='EmailType' type='CHAR'>
  4431. <value enum='0' description='NEW' />
  4432. <value enum='1' description='REPLY' />
  4433. <value enum='2' description='ADMINREPLY' />
  4434. </field>
  4435. <field number='95' name='RawDataLength' type='LENGTH' />
  4436. <field number='96' name='RawData' type='DATA' />
  4437. <field number='97' name='PossResend' type='BOOLEAN'>
  4438. <value enum='N' description='NO' />
  4439. <value enum='Y' description='YES' />
  4440. </field>
  4441. <field number='98' name='EncryptMethod' type='INT'>
  4442. <value enum='0' description='NONEOTHER' />
  4443. <value enum='1' description='PKCSPROPRIETARY' />
  4444. <value enum='2' description='DESECBMODE' />
  4445. <value enum='3' description='PKCSDESPROPRIETARY' />
  4446. <value enum='4' description='PGPDESDEFUNCT' />
  4447. <value enum='5' description='PGPDESMD5SEEAPPNOTEONFIXWEBSITE' />
  4448. <value enum='6' description='PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED' />
  4449. </field>
  4450. <field number='99' name='StopPx' type='PRICE' />
  4451. <field number='100' name='ExDestination' type='EXCHANGE' />
  4452. <field number='102' name='CxlRejReason' type='INT'>
  4453. <value enum='0' description='TOOLATE' />
  4454. <value enum='1' description='UNKNOWN' />
  4455. <value enum='2' description='BROKEROPT' />
  4456. <value enum='3' description='ALREADYPENDINGCXL' />
  4457. <value enum='4' description='UNABLETOPROCESS' />
  4458. <value enum='5' description='ORIGORDMODTIMEMISMATCH' />
  4459. <value enum='6' description='DUPCLORDID' />
  4460. <value enum='99' description='OTHER' />
  4461. </field>
  4462. <field number='103' name='OrdRejReason' type='INT'>
  4463. <value enum='0' description='BROKEROPT' />
  4464. <value enum='1' description='UNKNOWNSYM' />
  4465. <value enum='10' description='INVINVID' />
  4466. <value enum='11' description='UNSUPPORDERCHAR' />
  4467. <value enum='12' description='SURVEILLENCE' />
  4468. <value enum='13' description='INCORRECTQUANTITY' />
  4469. <value enum='14' description='INCORRECTALLOCATEDQUANTITY' />
  4470. <value enum='15' description='UNKNOWNACCOUNTS' />
  4471. <value enum='2' description='EXCHCLOSED' />
  4472. <value enum='3' description='EXCEEDSLIM' />
  4473. <value enum='4' description='TOOLATE' />
  4474. <value enum='5' description='UNKNOWN' />
  4475. <value enum='6' description='DUPLICATE' />
  4476. <value enum='7' description='DUPLICATEVERBAL' />
  4477. <value enum='8' description='STALE' />
  4478. <value enum='9' description='TRADEALONGREQ' />
  4479. <value enum='99' description='OTHER' />
  4480. </field>
  4481. <field number='104' name='IOIQualifier' type='CHAR'>
  4482. <value enum='A' description='AON' />
  4483. <value enum='B' description='MOC' />
  4484. <value enum='C' description='ATCLOSE' />
  4485. <value enum='D' description='VWAP' />
  4486. <value enum='I' description='INTOUCH' />
  4487. <value enum='L' description='LIMIT' />
  4488. <value enum='M' description='MOREBEHIND' />
  4489. <value enum='O' description='ATOPEN' />
  4490. <value enum='P' description='TAKEPOSITION' />
  4491. <value enum='Q' description='ATMARKET' />
  4492. <value enum='R' description='READYTRADE' />
  4493. <value enum='S' description='PORTSHOW' />
  4494. <value enum='T' description='THROUGHDAY' />
  4495. <value enum='V' description='VERSUS' />
  4496. <value enum='W' description='INDWRKAWAY' />
  4497. <value enum='X' description='CROSSOPP' />
  4498. <value enum='Y' description='ATMID' />
  4499. <value enum='Z' description='PREOPEN' />
  4500. </field>
  4501. <field number='105' name='WaveNo' type='STRING' />
  4502. <field number='106' name='Issuer' type='STRING' />
  4503. <field number='107' name='SecurityDesc' type='STRING' />
  4504. <field number='108' name='HeartBtInt' type='INT' />
  4505. <field number='109' name='ClientID' type='STRING' />
  4506. <field number='110' name='MinQty' type='QTY' />
  4507. <field number='111' name='MaxFloor' type='QTY' />
  4508. <field number='112' name='TestReqID' type='STRING' />
  4509. <field number='113' name='ReportToExch' type='BOOLEAN'>
  4510. <value enum='N' description='NO' />
  4511. <value enum='Y' description='YES' />
  4512. </field>
  4513. <field number='114' name='LocateReqd' type='BOOLEAN'>
  4514. <value enum='N' description='NO' />
  4515. <value enum='Y' description='YES' />
  4516. </field>
  4517. <field number='115' name='OnBehalfOfCompID' type='STRING' />
  4518. <field number='116' name='OnBehalfOfSubID' type='STRING' />
  4519. <field number='117' name='QuoteID' type='STRING' />
  4520. <field number='118' name='NetMoney' type='AMT' />
  4521. <field number='119' name='SettlCurrAmt' type='AMT' />
  4522. <field number='120' name='SettlCurrency' type='CURRENCY' />
  4523. <field number='121' name='ForexReq' type='BOOLEAN'>
  4524. <value enum='N' description='NO' />
  4525. <value enum='Y' description='YES' />
  4526. </field>
  4527. <field number='122' name='OrigSendingTime' type='UTCTIMESTAMP' />
  4528. <field number='123' name='GapFillFlag' type='BOOLEAN'>
  4529. <value enum='N' description='NO' />
  4530. <value enum='Y' description='YES' />
  4531. </field>
  4532. <field number='124' name='NoExecs' type='NUMINGROUP' />
  4533. <field number='125' name='CxlType' type='CHAR' />
  4534. <field number='126' name='ExpireTime' type='UTCTIMESTAMP' />
  4535. <field number='127' name='DKReason' type='CHAR'>
  4536. <value enum='A' description='UNKNOWNSYMBOL' />
  4537. <value enum='B' description='WRONGSIDE' />
  4538. <value enum='C' description='QUANTITYEXCEEDSORDER' />
  4539. <value enum='D' description='NOMATCH' />
  4540. <value enum='E' description='PRICEEXCEEDSLIMIT' />
  4541. <value enum='F' description='CALCULATIONDIFFERENCE' />
  4542. <value enum='Z' description='OTHER' />
  4543. </field>
  4544. <field number='128' name='DeliverToCompID' type='STRING' />
  4545. <field number='129' name='DeliverToSubID' type='STRING' />
  4546. <field number='130' name='IOINaturalFlag' type='BOOLEAN'>
  4547. <value enum='N' description='NO' />
  4548. <value enum='Y' description='YES' />
  4549. </field>
  4550. <field number='131' name='QuoteReqID' type='STRING' />
  4551. <field number='132' name='BidPx' type='PRICE' />
  4552. <field number='133' name='OfferPx' type='PRICE' />
  4553. <field number='134' name='BidSize' type='QTY' />
  4554. <field number='135' name='OfferSize' type='QTY' />
  4555. <field number='136' name='NoMiscFees' type='NUMINGROUP' />
  4556. <field number='137' name='MiscFeeAmt' type='AMT' />
  4557. <field number='138' name='MiscFeeCurr' type='CURRENCY' />
  4558. <field number='139' name='MiscFeeType' type='CHAR'>
  4559. <value enum='1' description='REG' />
  4560. <value enum='10' description='TRANSACTION' />
  4561. <value enum='11' description='CONVERSION' />
  4562. <value enum='12' description='AGENT' />
  4563. <value enum='2' description='TAX' />
  4564. <value enum='3' description='LOCALCOMM' />
  4565. <value enum='4' description='EXCHFEE' />
  4566. <value enum='5' description='STAMP' />
  4567. <value enum='6' description='LEVY' />
  4568. <value enum='7' description='OTHER' />
  4569. <value enum='8' description='MARKUP' />
  4570. <value enum='9' description='CONSUMPTION' />
  4571. </field>
  4572. <field number='140' name='PrevClosePx' type='PRICE' />
  4573. <field number='141' name='ResetSeqNumFlag' type='BOOLEAN'>
  4574. <value enum='N' description='NO' />
  4575. <value enum='Y' description='YES' />
  4576. </field>
  4577. <field number='142' name='SenderLocationID' type='STRING' />
  4578. <field number='143' name='TargetLocationID' type='STRING' />
  4579. <field number='144' name='OnBehalfOfLocationID' type='STRING' />
  4580. <field number='145' name='DeliverToLocationID' type='STRING' />
  4581. <field number='146' name='NoRelatedSym' type='NUMINGROUP' />
  4582. <field number='147' name='Subject' type='STRING' />
  4583. <field number='148' name='Headline' type='STRING' />
  4584. <field number='149' name='URLLink' type='STRING' />
  4585. <field number='150' name='ExecType' type='CHAR'>
  4586. <value enum='0' description='NEW' />
  4587. <value enum='3' description='DONE' />
  4588. <value enum='4' description='CANCELED' />
  4589. <value enum='5' description='REPLACED' />
  4590. <value enum='6' description='PENDINGCXL' />
  4591. <value enum='7' description='STOPPED' />
  4592. <value enum='8' description='REJECTED' />
  4593. <value enum='9' description='SUSPENDED' />
  4594. <value enum='A' description='PENDINGNEW' />
  4595. <value enum='B' description='CALCULATED' />
  4596. <value enum='C' description='EXPIRED' />
  4597. <value enum='D' description='RESTATED' />
  4598. <value enum='E' description='PENDINGREPLACE' />
  4599. <value enum='F' description='TRADE' />
  4600. <value enum='G' description='TRADECORRECT' />
  4601. <value enum='H' description='TRADECANCEL' />
  4602. <value enum='I' description='ORDERSTATUS' />
  4603. </field>
  4604. <field number='151' name='LeavesQty' type='QTY' />
  4605. <field number='152' name='CashOrderQty' type='QTY' />
  4606. <field number='153' name='AllocAvgPx' type='PRICE' />
  4607. <field number='154' name='AllocNetMoney' type='AMT' />
  4608. <field number='155' name='SettlCurrFxRate' type='FLOAT' />
  4609. <field number='156' name='SettlCurrFxRateCalc' type='CHAR'>
  4610. <value enum='M' description='MULTIPLY' />
  4611. <value enum='D' description='DIVIDE' />
  4612. </field>
  4613. <field number='157' name='NumDaysInterest' type='INT' />
  4614. <field number='158' name='AccruedInterestRate' type='PERCENTAGE' />
  4615. <field number='159' name='AccruedInterestAmt' type='AMT' />
  4616. <field number='160' name='SettlInstMode' type='CHAR'>
  4617. <value enum='0' description='DEFAULT' />
  4618. <value enum='1' description='SIPROVIDED' />
  4619. <value enum='2' description='ACCOUNTOVERRIDING' />
  4620. <value enum='3' description='ACCOUNTSTANDING' />
  4621. <value enum='4' description='CIVORDERSINGLEACCT' />
  4622. <value enum='5' description='REJECT' />
  4623. </field>
  4624. <field number='161' name='AllocText' type='STRING' />
  4625. <field number='162' name='SettlInstID' type='STRING' />
  4626. <field number='163' name='SettlInstTransType' type='CHAR'>
  4627. <value enum='C' description='CANCEL' />
  4628. <value enum='N' description='NEW' />
  4629. <value enum='R' description='REPLACE' />
  4630. <value enum='T' description='RESTATE' />
  4631. </field>
  4632. <field number='164' name='EmailThreadID' type='STRING' />
  4633. <field number='165' name='SettlInstSource' type='CHAR'>
  4634. <value enum='1' description='BROKERINSTR' />
  4635. <value enum='2' description='INSTINSTR' />
  4636. <value enum='3' description='INVESTORCIV' />
  4637. </field>
  4638. <field number='166' name='SettlLocation' type='STRING'>
  4639. <value enum='CED' description='CEDEL' />
  4640. <value enum='DTC' description='DEPOSITORYTRUSTCOMPANY' />
  4641. <value enum='EUR' description='EUROCLEAR' />
  4642. <value enum='FED' description='FEDERALBOOKENTRY' />
  4643. <value enum='ISO_Country_Code' description='LOCALMARKETSETTLELOCATION' />
  4644. <value enum='PNY' description='PHYSICAL' />
  4645. <value enum='PTC' description='PARTICIPANTTRUSTCOMPANY' />
  4646. </field>
  4647. <field number='167' name='SecurityType' type='STRING'>
  4648. <value enum='ABS' description='ASSETBACKEDSECURITIES' />
  4649. <value enum='AMENDED' description='AMENDEDRESTATED' />
  4650. <value enum='AN' description='OTHERANTICIPATIONNOTESBANGANETC' />
  4651. <value enum='BA' description='BANKERSACCEPTANCE' />
  4652. <value enum='BN' description='BANKNOTES' />
  4653. <value enum='BOX' description='BILLOFEXCHANGES' />
  4654. <value enum='BRADY' description='BRADYBOND' />
  4655. <value enum='BRIDGE' description='BRIDGELOAN' />
  4656. <value enum='BUYSELL' description='BUYSELLBACK' />
  4657. <value enum='CB' description='CONVERTIBLEBOND' />
  4658. <value enum='CD' description='CERTIFICATEOFDEPOSIT' />
  4659. <value enum='CL' description='CALLLOANS' />
  4660. <value enum='CMBS' description='CORPMORTGAGEBACKEDSECURITIES' />
  4661. <value enum='CMO' description='COLLATERALIZEDMORTGAGEOBLIGATION' />
  4662. <value enum='COFO' description='CERTIFICATEOFOBLIGATION' />
  4663. <value enum='COFP' description='CERTIFICATEOFPARTICIPATION' />
  4664. <value enum='CORP' description='CORPORATEBOND' />
  4665. <value enum='CP' description='COMMERCIALPAPER' />
  4666. <value enum='CPP' description='CORPORATEPRIVATEPLACEMENT' />
  4667. <value enum='CS' description='COMMONSTOCK' />
  4668. <value enum='DEFLTED' description='DEFAULTED' />
  4669. <value enum='DINP' description='DEBTORINPOSSESSION' />
  4670. <value enum='DN' description='DEPOSITNOTES' />
  4671. <value enum='DUAL' description='DUALCURRENCY' />
  4672. <value enum='EUCD' description='EUROCERTIFICATEOFDEPOSIT' />
  4673. <value enum='EUCORP' description='EUROCORPORATEBOND' />
  4674. <value enum='EUCP' description='EUROCOMMERCIALPAPER' />
  4675. <value enum='EUSOV' description='EUROSOVEREIGNS' />
  4676. <value enum='EUSUPRA' description='EUROSUPRANATIONALCOUPONS' />
  4677. <value enum='FAC' description='FEDERALAGENCYCOUPON' />
  4678. <value enum='FADN' description='FEDERALAGENCYDISCOUNTNOTE' />
  4679. <value enum='FOR' description='FOREIGNEXCHANGECONTRACT' />
  4680. <value enum='FORWARD' description='FORWARD' />
  4681. <value enum='FUT' description='FUTURE' />
  4682. <value enum='GO' description='GENERALOBLIGATIONBONDS' />
  4683. <value enum='IET' description='IOETTEMORTGAGE' />
  4684. <value enum='LOFC' description='LETTEROFCREDIT' />
  4685. <value enum='LQN' description='LIQUIDITYNOTE' />
  4686. <value enum='MATURED' description='MATURED' />
  4687. <value enum='MBS' description='MORTGAGEBACKEDSECURITIES' />
  4688. <value enum='MF' description='MUTUALFUND' />
  4689. <value enum='MIO' description='MORTGAGEINTERESTONLY' />
  4690. <value enum='MLEG' description='MULTILEGINSTRUMENT' />
  4691. <value enum='MPO' description='MORTGAGEPRINCIPALONLY' />
  4692. <value enum='MPP' description='MORTGAGEPRIVATEPLACEMENT' />
  4693. <value enum='MPT' description='MISCELLANEOUSPASSTHROUGH' />
  4694. <value enum='MT' description='MANDATORYTENDER' />
  4695. <value enum='MTN' description='MEDIUMTERMNOTES' />
  4696. <value enum='NONE' description='NOSECURITYTYPE' />
  4697. <value enum='ONITE' description='OVERNIGHT' />
  4698. <value enum='OPT' description='OPTION' />
  4699. <value enum='PEF' description='PRIVATEEXPORTFUNDING' />
  4700. <value enum='PFAND' description='PFANDBRIEFE' />
  4701. <value enum='PN' description='PROMISSORYNOTE' />
  4702. <value enum='PS' description='PREFERREDSTOCK' />
  4703. <value enum='PZFJ' description='PLAZOSFIJOS' />
  4704. <value enum='RAN' description='REVENUEANTICIPATIONNOTE' />
  4705. <value enum='REPLACD' description='REPLACED' />
  4706. <value enum='REPO' description='REPURCHASE' />
  4707. <value enum='RETIRED' description='RETIRED' />
  4708. <value enum='REV' description='REVENUEBONDS' />
  4709. <value enum='RVLV' description='REVOLVERLOAN' />
  4710. <value enum='RVLVTRM' description='REVOLVERTERMLOAN' />
  4711. <value enum='SECLOAN' description='SECURITIESLOAN' />
  4712. <value enum='SECPLEDGE' description='SECURITIESPLEDGE' />
  4713. <value enum='SPCLA' description='SPECIALASSESSMENT' />
  4714. <value enum='SPCLO' description='SPECIALOBLIGATION' />
  4715. <value enum='SPCLT' description='SPECIALTAX' />
  4716. <value enum='STN' description='SHORTTERMLOANNOTE' />
  4717. <value enum='STRUCT' description='STRUCTUREDNOTES' />
  4718. <value enum='SUPRA' description='USDSUPRANATIONALCOUPONS' />
  4719. <value enum='SWING' description='SWINGLINEFACILITY' />
  4720. <value enum='TAN' description='TAXANTICIPATIONNOTE' />
  4721. <value enum='TAXA' description='TAXALLOCATION' />
  4722. <value enum='TBA' description='TOBEANNOUNCED' />
  4723. <value enum='TBILL' description='USTREASURYBILL' />
  4724. <value enum='TBOND' description='USTREASURYBOND' />
  4725. <value enum='TCAL' description='PRINCIPALSTRIPOFACALLABLEBONDORNOTE' />
  4726. <value enum='TD' description='TIMEDEPOSIT' />
  4727. <value enum='TECP' description='TAXEXEMPTCOMMERCIALPAPER' />
  4728. <value enum='TERM' description='TERMLOAN' />
  4729. <value enum='TINT' description='INTERESTSTRIPFROMANYBONDORNOTE' />
  4730. <value enum='TIPS' description='TREASURYINFLATIONPROTECTEDSECURITIES' />
  4731. <value enum='TNOTE' description='USTREASURYNOTE' />
  4732. <value enum='TPRN' description='PRINCIPALSTRIPFROMANONCALLABLEBONDORNOTE' />
  4733. <value enum='TRAN' description='TAXREVENUEANTICIPATIONNOTE' />
  4734. <value enum='UST' description='USTREASURYNOTEDEPRECATEDVALUEUSETNOTE' />
  4735. <value enum='USTB' description='USTREASURYBILLDEPRECATEDVALUEUSETBILL' />
  4736. <value enum='VRDN' description='VARIABLERATEDEMANDNOTE' />
  4737. <value enum='WAR' description='WARRANT' />
  4738. <value enum='WITHDRN' description='WITHDRAWN' />
  4739. <value enum='WLD' description='WILDCARDENTRY' />
  4740. <value enum='XCN' description='EXTENDEDCOMMNOTE' />
  4741. <value enum='XLINKD' description='INDEXEDLINKED' />
  4742. <value enum='YANK' description='YANKEECORPORATEBOND' />
  4743. <value enum='YCD' description='YANKEECERTIFICATEOFDEPOSIT' />
  4744. </field>
  4745. <field number='168' name='EffectiveTime' type='UTCTIMESTAMP' />
  4746. <field number='169' name='StandInstDbType' type='INT'>
  4747. <value enum='0' description='OTHER' />
  4748. <value enum='1' description='SID' />
  4749. <value enum='2' description='ALERT' />
  4750. <value enum='3' description='CUSTODIAN' />
  4751. <value enum='4' description='ACCOUNTNET' />
  4752. </field>
  4753. <field number='170' name='StandInstDbName' type='STRING' />
  4754. <field number='171' name='StandInstDbID' type='STRING' />
  4755. <field number='172' name='SettlDeliveryType' type='INT' />
  4756. <field number='173' name='SettlDepositoryCode' type='STRING' />
  4757. <field number='174' name='SettlBrkrCode' type='STRING' />
  4758. <field number='175' name='SettlInstCode' type='STRING' />
  4759. <field number='176' name='SecuritySettlAgentName' type='STRING' />
  4760. <field number='177' name='SecuritySettlAgentCode' type='STRING' />
  4761. <field number='178' name='SecuritySettlAgentAcctNum' type='STRING' />
  4762. <field number='179' name='SecuritySettlAgentAcctName' type='STRING' />
  4763. <field number='180' name='SecuritySettlAgentContactName' type='STRING' />
  4764. <field number='181' name='SecuritySettlAgentContactPhone' type='STRING' />
  4765. <field number='182' name='CashSettlAgentName' type='STRING' />
  4766. <field number='183' name='CashSettlAgentCode' type='STRING' />
  4767. <field number='184' name='CashSettlAgentAcctNum' type='STRING' />
  4768. <field number='185' name='CashSettlAgentAcctName' type='STRING' />
  4769. <field number='186' name='CashSettlAgentContactName' type='STRING' />
  4770. <field number='187' name='CashSettlAgentContactPhone' type='STRING' />
  4771. <field number='188' name='BidSpotRate' type='PRICE' />
  4772. <field number='189' name='BidForwardPoints' type='PRICEOFFSET' />
  4773. <field number='190' name='OfferSpotRate' type='PRICE' />
  4774. <field number='191' name='OfferForwardPoints' type='PRICEOFFSET' />
  4775. <field number='192' name='OrderQty2' type='QTY' />
  4776. <field number='193' name='SettlDate2' type='LOCALMKTDATE' />
  4777. <field number='194' name='LastSpotRate' type='PRICE' />
  4778. <field number='195' name='LastForwardPoints' type='PRICEOFFSET' />
  4779. <field number='196' name='AllocLinkID' type='STRING' />
  4780. <field number='197' name='AllocLinkType' type='INT'>
  4781. <value enum='0' description='FXNETTING' />
  4782. <value enum='1' description='FXSWAP' />
  4783. </field>
  4784. <field number='198' name='SecondaryOrderID' type='STRING' />
  4785. <field number='199' name='NoIOIQualifiers' type='NUMINGROUP' />
  4786. <field number='200' name='MaturityMonthYear' type='MONTHYEAR' />
  4787. <field number='201' name='PutOrCall' type='INT'>
  4788. <value enum='0' description='PUT' />
  4789. <value enum='1' description='CALL' />
  4790. </field>
  4791. <field number='202' name='StrikePrice' type='PRICE' />
  4792. <field number='203' name='CoveredOrUncovered' type='INT'>
  4793. <value enum='0' description='COVERED' />
  4794. <value enum='1' description='UNCOVERED' />
  4795. </field>
  4796. <field number='204' name='CustomerOrFirm' type='INT'>
  4797. <value enum='0' description='CUSTOMER' />
  4798. <value enum='1' description='FIRM' />
  4799. </field>
  4800. <field number='205' name='MaturityDay' type='DAYOFMONTH' />
  4801. <field number='206' name='OptAttribute' type='CHAR' />
  4802. <field number='207' name='SecurityExchange' type='EXCHANGE' />
  4803. <field number='208' name='NotifyBrokerOfCredit' type='BOOLEAN'>
  4804. <value enum='N' description='NO' />
  4805. <value enum='Y' description='YES' />
  4806. </field>
  4807. <field number='209' name='AllocHandlInst' type='INT'>
  4808. <value enum='1' description='MATCH' />
  4809. <value enum='2' description='FORWARD' />
  4810. <value enum='3' description='FORWARDMATCH' />
  4811. </field>
  4812. <field number='210' name='MaxShow' type='QTY' />
  4813. <field number='211' name='PegOffsetValue' type='FLOAT' />
  4814. <field number='212' name='XmlDataLen' type='LENGTH' />
  4815. <field number='213' name='XmlData' type='DATA' />
  4816. <field number='214' name='SettlInstRefID' type='STRING' />
  4817. <field number='215' name='NoRoutingIDs' type='NUMINGROUP' />
  4818. <field number='216' name='RoutingType' type='INT'>
  4819. <value enum='1' description='TARGETFIRM' />
  4820. <value enum='2' description='TARGETLIST' />
  4821. <value enum='3' description='BLOCKFIRM' />
  4822. <value enum='4' description='BLOCKLIST' />
  4823. </field>
  4824. <field number='217' name='RoutingID' type='STRING' />
  4825. <field number='218' name='Spread' type='PRICEOFFSET' />
  4826. <field number='219' name='Benchmark' type='CHAR'>
  4827. <value enum='1' description='CURVE' />
  4828. <value enum='2' description='5YR' />
  4829. <value enum='3' description='OLD5' />
  4830. <value enum='4' description='10YR' />
  4831. <value enum='5' description='OLD10' />
  4832. <value enum='6' description='30YR' />
  4833. <value enum='7' description='OLD30' />
  4834. <value enum='8' description='3MOLIBOR' />
  4835. <value enum='9' description='6MOLIBOR' />
  4836. </field>
  4837. <field number='220' name='BenchmarkCurveCurrency' type='CURRENCY' />
  4838. <field number='221' name='BenchmarkCurveName' type='STRING'>
  4839. <value enum='EONIA' description='EONIA' />
  4840. <value enum='EUREPO' description='EUREPO' />
  4841. <value enum='Euribor' description='EURIBOR' />
  4842. <value enum='FutureSWAP' description='FUTURESWAP' />
  4843. <value enum='LIBID' description='LIBID' />
  4844. <value enum='LIBOR' description='LIBOR' />
  4845. <value enum='MuniAAA' description='MUNIAAA' />
  4846. <value enum='OTHER' description='OTHER' />
  4847. <value enum='Pfandbriefe' description='PFANDBRIEFE' />
  4848. <value enum='SONIA' description='SONIA' />
  4849. <value enum='SWAP' description='SWAP' />
  4850. <value enum='Treasury' description='TREASURY' />
  4851. </field>
  4852. <field number='222' name='BenchmarkCurvePoint' type='STRING' />
  4853. <field number='223' name='CouponRate' type='PERCENTAGE' />
  4854. <field number='224' name='CouponPaymentDate' type='LOCALMKTDATE' />
  4855. <field number='225' name='IssueDate' type='LOCALMKTDATE' />
  4856. <field number='226' name='RepurchaseTerm' type='INT' />
  4857. <field number='227' name='RepurchaseRate' type='PERCENTAGE' />
  4858. <field number='228' name='Factor' type='FLOAT' />
  4859. <field number='229' name='TradeOriginationDate' type='LOCALMKTDATE' />
  4860. <field number='230' name='ExDate' type='LOCALMKTDATE' />
  4861. <field number='231' name='ContractMultiplier' type='FLOAT' />
  4862. <field number='232' name='NoStipulations' type='NUMINGROUP' />
  4863. <field number='233' name='StipulationType' type='STRING'>
  4864. <value enum='ABS' description='ABSOLUTEPREPAYMENTSPEED' />
  4865. <value enum='AMT' description='AMT' />
  4866. <value enum='AUTOREINV' description='AUTOREINVESTMENTATRATEORBETTER' />
  4867. <value enum='BANKQUAL' description='BANKQUALIFIED' />
  4868. <value enum='BGNCON' description='BARGAINCONDITIONS' />
  4869. <value enum='COUPON' description='COUPONRANGE' />
  4870. <value enum='CPP' description='CONSTANTPREPAYMENTPENALTY' />
  4871. <value enum='CPR' description='CONSTANTPREPAYMENTRATE' />
  4872. <value enum='CPY' description='CONSTANTPREPAYMENTYIELD' />
  4873. <value enum='CURRENCY' description='ISOCURRENCYCODE' />
  4874. <value enum='CUSTOMDATE' description='CUSTOMSTARTENDDATE' />
  4875. <value enum='GEOG' description='GEOGRAPHICSANDRANGE' />
  4876. <value enum='HAIRCUT' description='VALUATIONDISCOUNT' />
  4877. <value enum='HEP' description='FINALCPROFHOMEEQUITYPREPAYMENTCURVE' />
  4878. <value enum='INSURED' description='INSURED' />
  4879. <value enum='ISSUE' description='YEARORYEARMONTHOFISSUE' />
  4880. <value enum='ISSUER' description='ISSUERSTICKER' />
  4881. <value enum='ISSUESIZE' description='ISSUESIZERANGE' />
  4882. <value enum='LOOKBACK' description='LOOKBACKDAYS' />
  4883. <value enum='LOT' description='EXPLICITLOTIDENTIFIER' />
  4884. <value enum='LOTVAR' description='LOTVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED' />
  4885. <value enum='MAT' description='MATURITYYEARANDMONTH' />
  4886. <value enum='MATURITY' description='MATURITYRANGE' />
  4887. <value enum='MAXDNOM' description='MAXIMUMDENOMINATION' />
  4888. <value enum='MAXSUBS' description='MAXIMUMSUBSTITUTIONSREPO' />
  4889. <value enum='MHP' description='PERCENTOFMANUFACTUREDHOUSINGPREPAYMENTCURVE' />
  4890. <value enum='MINDNOM' description='MINIMUMDENOMINATION' />
  4891. <value enum='MININCR' description='MINIMUMINCREMENT' />
  4892. <value enum='MINQTY' description='MINIMUMQUANTITY' />
  4893. <value enum='MPR' description='MONTHLYPREPAYMENTRATE' />
  4894. <value enum='PAYFREQ' description='PAYMENTFREQUENCYCALENDAR' />
  4895. <value enum='PIECES' description='NUMBEROFPIECES' />
  4896. <value enum='PMAX' description='POOLSMAXIMUM' />
  4897. <value enum='PMIN' description='POOLSMINIMUM' />
  4898. <value enum='PPC' description='PERCENTOFPROSPECTUSPREPAYMENTCURVE' />
  4899. <value enum='PPL' description='POOLSPERLOT' />
  4900. <value enum='PPM' description='POOLSPERMILLION' />
  4901. <value enum='PPT' description='POOLSPERTRADE' />
  4902. <value enum='PRICE' description='PRICERANGE' />
  4903. <value enum='PRICEFREQ' description='PRICINGFREQUENCY' />
  4904. <value enum='PROD' description='PRODUCTIONYEAR' />
  4905. <value enum='PROTECT' description='CALLPROTECTION' />
  4906. <value enum='PSA' description='PERCENTOFBMAPREPAYMENTCURVE' />
  4907. <value enum='PURPOSE' description='PURPOSE' />
  4908. <value enum='PXSOURCE' description='BENCHMARKPRICESOURCE' />
  4909. <value enum='RATING' description='RATINGSOURCEANDRANGE' />
  4910. <value enum='REDEMPTION' description='TYPEOFREDEMPTIONVALUESARE' />
  4911. <value enum='RESTRICTED' description='RESTRICTED' />
  4912. <value enum='SECTOR' description='MARKETSECTOR' />
  4913. <value enum='SECTYPE' description='SECURITYTYPEINCLUDEDOREXCLUDED' />
  4914. <value enum='SMM' description='SINGLEMONTHLYMORTALITY' />
  4915. <value enum='STRUCT' description='STRUCTURE' />
  4916. <value enum='SUBSFREQ' description='SUBSTITUTIONSFREQUENCYREPO' />
  4917. <value enum='SUBSLEFT' description='SUBSTITUTIONSLEFTREPO' />
  4918. <value enum='TEXT' description='FREEFORMTEXT' />
  4919. <value enum='TRDVAR' description='TRADEVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED' />
  4920. <value enum='WAC' description='WEIGHTEDAVERAGECOUPON' />
  4921. <value enum='WAL' description='WEIGHTEDAVERAGELIFECOUPON' />
  4922. <value enum='WALA' description='WEIGHTEDAVERAGELOANAGE' />
  4923. <value enum='WAM' description='WEIGHTEDAVERAGEMATURITY' />
  4924. <value enum='WHOLE' description='WHOLEPOOL' />
  4925. <value enum='YIELD' description='YIELDRANGE' />
  4926. </field>
  4927. <field number='234' name='StipulationValue' type='STRING' />
  4928. <field number='235' name='YieldType' type='STRING'>
  4929. <value enum='AFTERTAX' description='AFTERTAXYIELD' />
  4930. <value enum='ANNUAL' description='ANNUALYIELD' />
  4931. <value enum='ATISSUE' description='YIELDATISSUE' />
  4932. <value enum='AVGMATURITY' description='YIELDTOAVGMATURITY' />
  4933. <value enum='BOOK' description='BOOKYIELD' />
  4934. <value enum='CALL' description='YIELDTONEXTCALL' />
  4935. <value enum='CHANGE' description='YIELDCHANGESINCECLOSE' />
  4936. <value enum='CLOSE' description='CLOSINGYIELD' />
  4937. <value enum='COMPOUND' description='COMPOUNDYIELD' />
  4938. <value enum='CURRENT' description='CURRENTYIELD' />
  4939. <value enum='GOVTEQUIV' description='GVNTEQUIVALENTYIELD' />
  4940. <value enum='GROSS' description='TRUEGROSSYIELD' />
  4941. <value enum='INFLATION' description='YIELDINFLATIONASSUMPTION' />
  4942. <value enum='INVERSEFLOATER' description='INVFLOATERBONDYIELD' />
  4943. <value enum='LASTCLOSE' description='MOSTRECENTCLOSINGYIELD' />
  4944. <value enum='LASTMONTH' description='CLOSINGYIELDMOSTRECENTMONTH' />
  4945. <value enum='LASTQUARTER' description='CLOSINGYIELDMOSTRECENTQUARTER' />
  4946. <value enum='LASTYEAR' description='CLOSINGYIELDMOSTRECENTYEAR' />
  4947. <value enum='LONGAVGLIFE' description='YIELDTOLONGESTAVERAGELIFE' />
  4948. <value enum='MARK' description='MARKTOMARKETYIELD' />
  4949. <value enum='MATURITY' description='YIELDTOMATURITY' />
  4950. <value enum='NEXTREFUND' description='YIELDTONEXTREFUNDSINKING' />
  4951. <value enum='OPENAVG' description='OPENAVERAGEYIELD' />
  4952. <value enum='PREVCLOSE' description='PREVIOUSCLOSEYIELD' />
  4953. <value enum='PROCEEDS' description='PROCEEDSYIELD' />
  4954. <value enum='PUT' description='YIELDTONEXTPUT' />
  4955. <value enum='SEMIANNUAL' description='SEMI' />
  4956. <value enum='SHORTAVGLIFE' description='YIELDTOSHORTESTAVERAGELIFE' />
  4957. <value enum='SIMPLE' description='SIMPLEYIELD' />
  4958. <value enum='TAXEQUIV' description='TAXEQUIVALENTYIELD' />
  4959. <value enum='TENDER' description='YIELDTOTENDERDATE' />
  4960. <value enum='TRUE' description='TRUEYIELD' />
  4961. <value enum='VALUE1_32' description='YIELDVALUEOF132' />
  4962. <value enum='WORST' description='YIELDTOWORSTCONVENTION' />
  4963. </field>
  4964. <field number='236' name='Yield' type='PERCENTAGE' />
  4965. <field number='237' name='TotalTakedown' type='AMT' />
  4966. <field number='238' name='Concession' type='AMT' />
  4967. <field number='239' name='RepoCollateralSecurityType' type='INT' />
  4968. <field number='240' name='RedemptionDate' type='LOCALMKTDATE' />
  4969. <field number='241' name='UnderlyingCouponPaymentDate' type='LOCALMKTDATE' />
  4970. <field number='242' name='UnderlyingIssueDate' type='LOCALMKTDATE' />
  4971. <field number='243' name='UnderlyingRepoCollateralSecurityType' type='INT' />
  4972. <field number='244' name='UnderlyingRepurchaseTerm' type='INT' />
  4973. <field number='245' name='UnderlyingRepurchaseRate' type='PERCENTAGE' />
  4974. <field number='246' name='UnderlyingFactor' type='FLOAT' />
  4975. <field number='247' name='UnderlyingRedemptionDate' type='LOCALMKTDATE' />
  4976. <field number='248' name='LegCouponPaymentDate' type='LOCALMKTDATE' />
  4977. <field number='249' name='LegIssueDate' type='LOCALMKTDATE' />
  4978. <field number='250' name='LegRepoCollateralSecurityType' type='INT' />
  4979. <field number='251' name='LegRepurchaseTerm' type='INT' />
  4980. <field number='252' name='LegRepurchaseRate' type='PERCENTAGE' />
  4981. <field number='253' name='LegFactor' type='FLOAT' />
  4982. <field number='254' name='LegRedemptionDate' type='LOCALMKTDATE' />
  4983. <field number='255' name='CreditRating' type='STRING' />
  4984. <field number='256' name='UnderlyingCreditRating' type='STRING' />
  4985. <field number='257' name='LegCreditRating' type='STRING' />
  4986. <field number='258' name='TradedFlatSwitch' type='BOOLEAN'>
  4987. <value enum='N' description='NO' />
  4988. <value enum='Y' description='YES' />
  4989. </field>
  4990. <field number='259' name='BasisFeatureDate' type='LOCALMKTDATE' />
  4991. <field number='260' name='BasisFeaturePrice' type='PRICE' />
  4992. <field number='262' name='MDReqID' type='STRING' />
  4993. <field number='263' name='SubscriptionRequestType' type='CHAR'>
  4994. <value enum='0' description='SNAPSHOT' />
  4995. <value enum='1' description='SNAPSHOTUPDATE' />
  4996. <value enum='2' description='UNSUBSCRIBE' />
  4997. </field>
  4998. <field number='264' name='MarketDepth' type='INT' />
  4999. <field number='265' name='MDUpdateType' type='INT'>
  5000. <value enum='0' description='FULL' />
  5001. <value enum='1' description='INCREMENTAL' />
  5002. </field>
  5003. <field number='266' name='AggregatedBook' type='BOOLEAN' />
  5004. <field number='267' name='NoMDEntryTypes' type='NUMINGROUP' />
  5005. <field number='268' name='NoMDEntries' type='NUMINGROUP' />
  5006. <field number='269' name='MDEntryType' type='CHAR'>
  5007. <value enum='0' description='BID' />
  5008. <value enum='1' description='OFFER' />
  5009. <value enum='2' description='TRADE' />
  5010. <value enum='3' description='INDEXVALUE' />
  5011. <value enum='4' description='OPENING' />
  5012. <value enum='5' description='CLOSING' />
  5013. <value enum='6' description='SETTLEMENT' />
  5014. <value enum='7' description='TRADINGHIGH' />
  5015. <value enum='8' description='TRADINGLOW' />
  5016. <value enum='9' description='TRADINGVWAP' />
  5017. <value enum='A' description='IMBALANCE' />
  5018. <value enum='B' description='TRADEVOLUME' />
  5019. <value enum='C' description='OPENINTEREST' />
  5020. </field>
  5021. <field number='270' name='MDEntryPx' type='PRICE' />
  5022. <field number='271' name='MDEntrySize' type='QTY' />
  5023. <field number='272' name='MDEntryDate' type='UTCDATEONLY' />
  5024. <field number='273' name='MDEntryTime' type='UTCTIMEONLY' />
  5025. <field number='274' name='TickDirection' type='CHAR'>
  5026. <value enum='0' description='PLUS' />
  5027. <value enum='1' description='ZEROPLUS' />
  5028. <value enum='2' description='MINUS' />
  5029. <value enum='3' description='ZEROMINUS' />
  5030. </field>
  5031. <field number='275' name='MDMkt' type='EXCHANGE' />
  5032. <field number='276' name='QuoteCondition' type='MULTIPLEVALUESTRING'>
  5033. <value enum='A' description='OPEN' />
  5034. <value enum='B' description='CLOSED' />
  5035. <value enum='C' description='EXCHBEST' />
  5036. <value enum='D' description='CONSOLBEST' />
  5037. <value enum='E' description='LOCKED' />
  5038. <value enum='F' description='CROSSED' />
  5039. <value enum='G' description='DEPTH' />
  5040. <value enum='H' description='FAST' />
  5041. <value enum='I' description='NONFIRM' />
  5042. </field>
  5043. <field number='277' name='TradeCondition' type='MULTIPLEVALUESTRING'>
  5044. <value enum='A' description='CASHMKT' />
  5045. <value enum='B' description='AVGPX' />
  5046. <value enum='C' description='CASHTRADE' />
  5047. <value enum='D' description='NEXTDAY_D' />
  5048. <value enum='E' description='OPENING' />
  5049. <value enum='F' description='INTRADAY' />
  5050. <value enum='G' description='RULE127' />
  5051. <value enum='H' description='RULE155' />
  5052. <value enum='I' description='SOLDLAST' />
  5053. <value enum='J' description='NEXTDAY_J' />
  5054. <value enum='K' description='OPENED' />
  5055. <value enum='L' description='SELLER' />
  5056. <value enum='M' description='SOLD' />
  5057. <value enum='N' description='STOPPED' />
  5058. <value enum='P' description='IMBALANCEMOREBUYERS' />
  5059. <value enum='Q' description='IMBALANCEMORESELLERS' />
  5060. <value enum='R' description='OPENINGPRICE' />
  5061. </field>
  5062. <field number='278' name='MDEntryID' type='STRING' />
  5063. <field number='279' name='MDUpdateAction' type='CHAR'>
  5064. <value enum='0' description='NEW' />
  5065. <value enum='1' description='CHANGE' />
  5066. <value enum='2' description='DELETE' />
  5067. </field>
  5068. <field number='280' name='MDEntryRefID' type='STRING' />
  5069. <field number='281' name='MDReqRejReason' type='CHAR'>
  5070. <value enum='0' description='UNKNOWNSYM' />
  5071. <value enum='1' description='DUPID' />
  5072. <value enum='2' description='INSBAND' />
  5073. <value enum='3' description='INSPERM' />
  5074. <value enum='4' description='UNSUPPSUB' />
  5075. <value enum='5' description='UNSUPPMKTDEPTH' />
  5076. <value enum='6' description='UNSUPPMDUPDATE' />
  5077. <value enum='7' description='UNSUPPAGGBK' />
  5078. <value enum='8' description='UNSUPPENTRY' />
  5079. <value enum='9' description='UNSUPPTRDSESSIONID' />
  5080. <value enum='A' description='UNSUPPSCOPE' />
  5081. <value enum='B' description='UNSUPPPOSITIONEFFECTSETTLEFLAG' />
  5082. <value enum='C' description='UNSUPPMDIMPLICITDELETE' />
  5083. </field>
  5084. <field number='282' name='MDEntryOriginator' type='STRING' />
  5085. <field number='283' name='LocationID' type='STRING' />
  5086. <field number='284' name='DeskID' type='STRING' />
  5087. <field number='285' name='DeleteReason' type='CHAR'>
  5088. <value enum='0' description='CANCELTRADEBUST' />
  5089. <value enum='1' description='ERROR' />
  5090. </field>
  5091. <field number='286' name='OpenCloseSettlFlag' type='MULTIPLEVALUESTRING'>
  5092. <value enum='0' description='DAILYOPEN' />
  5093. <value enum='1' description='SESSIONOPEN' />
  5094. <value enum='2' description='DELIVERYSETTLEMENT' />
  5095. <value enum='3' description='EXPECTEDENTRY' />
  5096. <value enum='4' description='ENTRYFROMPREVBUSINESSDAY' />
  5097. <value enum='5' description='THEORETICALPRICE' />
  5098. </field>
  5099. <field number='287' name='SellerDays' type='INT' />
  5100. <field number='288' name='MDEntryBuyer' type='STRING' />
  5101. <field number='289' name='MDEntrySeller' type='STRING' />
  5102. <field number='290' name='MDEntryPositionNo' type='INT' />
  5103. <field number='291' name='FinancialStatus' type='MULTIPLEVALUESTRING'>
  5104. <value enum='1' description='BANKRUPT' />
  5105. <value enum='2' description='PENDINGDELISTING' />
  5106. </field>
  5107. <field number='292' name='CorporateAction' type='MULTIPLEVALUESTRING'>
  5108. <value enum='A' description='EXDIVIDEND' />
  5109. <value enum='B' description='EXDIST' />
  5110. <value enum='C' description='EXRIGHTS' />
  5111. <value enum='D' description='NEW' />
  5112. <value enum='E' description='EXINTEREST' />
  5113. </field>
  5114. <field number='293' name='DefBidSize' type='QTY' />
  5115. <field number='294' name='DefOfferSize' type='QTY' />
  5116. <field number='295' name='NoQuoteEntries' type='NUMINGROUP' />
  5117. <field number='296' name='NoQuoteSets' type='NUMINGROUP' />
  5118. <field number='297' name='QuoteStatus' type='INT'>
  5119. <value enum='0' description='ACCPT' />
  5120. <value enum='1' description='CXLSYM' />
  5121. <value enum='10' description='PENDING' />
  5122. <value enum='11' description='PASS' />
  5123. <value enum='12' description='LOCKEDMARKETWARNING' />
  5124. <value enum='13' description='CROSSMARKETWARNING' />
  5125. <value enum='14' description='CANCELEDDUETOLOCKMARKET' />
  5126. <value enum='15' description='CANCELEDDUETOCROSSMARKET' />
  5127. <value enum='2' description='CXLSECTYPE' />
  5128. <value enum='3' description='CXLUNDER' />
  5129. <value enum='4' description='CXLALL' />
  5130. <value enum='5' description='REJ' />
  5131. <value enum='6' description='REMOVED' />
  5132. <value enum='7' description='EXPIRED' />
  5133. <value enum='8' description='QUERY' />
  5134. <value enum='9' description='QUOTENOTFOUND' />
  5135. </field>
  5136. <field number='298' name='QuoteCancelType' type='INT'>
  5137. <value enum='1' description='CXLSYM' />
  5138. <value enum='2' description='CXLSECTYPE' />
  5139. <value enum='3' description='CXLUNDER' />
  5140. <value enum='4' description='CXLALL' />
  5141. </field>
  5142. <field number='299' name='QuoteEntryID' type='STRING' />
  5143. <field number='300' name='QuoteRejectReason' type='INT'>
  5144. <value enum='1' description='UNKNSYM' />
  5145. <value enum='2' description='EXCHCLSD' />
  5146. <value enum='3' description='ORDEXLIM' />
  5147. <value enum='4' description='TOOLATE' />
  5148. <value enum='5' description='UNKNORD' />
  5149. <value enum='6' description='DUPORD' />
  5150. <value enum='7' description='INVSPREAD' />
  5151. <value enum='8' description='INVPX' />
  5152. <value enum='9' description='NOTAUTH' />
  5153. <value enum='99' description='OTHER' />
  5154. </field>
  5155. <field number='301' name='QuoteResponseLevel' type='INT'>
  5156. <value enum='0' description='NOACK' />
  5157. <value enum='1' description='ACKNEG' />
  5158. <value enum='2' description='ACKEACH' />
  5159. </field>
  5160. <field number='302' name='QuoteSetID' type='STRING' />
  5161. <field number='303' name='QuoteRequestType' type='INT'>
  5162. <value enum='1' description='MAN' />
  5163. <value enum='2' description='AUTO' />
  5164. </field>
  5165. <field number='304' name='TotNoQuoteEntries' type='INT' />
  5166. <field number='305' name='UnderlyingSecurityIDSource' type='STRING' />
  5167. <field number='306' name='UnderlyingIssuer' type='STRING' />
  5168. <field number='307' name='UnderlyingSecurityDesc' type='STRING' />
  5169. <field number='308' name='UnderlyingSecurityExchange' type='EXCHANGE' />
  5170. <field number='309' name='UnderlyingSecurityID' type='STRING' />
  5171. <field number='310' name='UnderlyingSecurityType' type='STRING' />
  5172. <field number='311' name='UnderlyingSymbol' type='STRING' />
  5173. <field number='312' name='UnderlyingSymbolSfx' type='STRING' />
  5174. <field number='313' name='UnderlyingMaturityMonthYear' type='MONTHYEAR' />
  5175. <field number='314' name='UnderlyingMaturityDay' type='DAYOFMONTH' />
  5176. <field number='315' name='UnderlyingPutOrCall' type='INT' />
  5177. <field number='316' name='UnderlyingStrikePrice' type='PRICE' />
  5178. <field number='317' name='UnderlyingOptAttribute' type='CHAR' />
  5179. <field number='318' name='UnderlyingCurrency' type='CURRENCY' />
  5180. <field number='319' name='RatioQty' type='QTY' />
  5181. <field number='320' name='SecurityReqID' type='STRING' />
  5182. <field number='321' name='SecurityRequestType' type='INT'>
  5183. <value enum='0' description='REQSECID' />
  5184. <value enum='1' description='REQSECIDPROV' />
  5185. <value enum='2' description='REQSECLISTTYPES' />
  5186. <value enum='3' description='REQSECLIST' />
  5187. </field>
  5188. <field number='322' name='SecurityResponseID' type='STRING' />
  5189. <field number='323' name='SecurityResponseType' type='INT'>
  5190. <value enum='1' description='ACCPTSECPROP' />
  5191. <value enum='2' description='ACCPTSECPROPREV' />
  5192. <value enum='3' description='SECLISTTYPESRET' />
  5193. <value enum='4' description='SECLISTRET' />
  5194. <value enum='5' description='REJSECPROP' />
  5195. <value enum='6' description='NOMATCH' />
  5196. </field>
  5197. <field number='324' name='SecurityStatusReqID' type='STRING' />
  5198. <field number='325' name='UnsolicitedIndicator' type='BOOLEAN'>
  5199. <value enum='N' description='NO' />
  5200. <value enum='Y' description='YES' />
  5201. </field>
  5202. <field number='326' name='SecurityTradingStatus' type='INT'>
  5203. <value enum='1' description='OPENDELAY' />
  5204. <value enum='10' description='MKTONCLSIMBSELL' />
  5205. <value enum='11' description='NA' />
  5206. <value enum='12' description='NOMKTIMB' />
  5207. <value enum='13' description='NOMKTONCLSIMB' />
  5208. <value enum='14' description='ITSPREOPN' />
  5209. <value enum='15' description='NEWPXIND' />
  5210. <value enum='16' description='TRDDISTIME' />
  5211. <value enum='17' description='READY' />
  5212. <value enum='18' description='NOTAVAIL' />
  5213. <value enum='19' description='NOTTRADED' />
  5214. <value enum='2' description='TRDHALT' />
  5215. <value enum='20' description='UNKNOWN' />
  5216. <value enum='21' description='PRE_OPEN' />
  5217. <value enum='22' description='OPENINGROTATION' />
  5218. <value enum='23' description='FASTMARKET' />
  5219. <value enum='3' description='RESUME' />
  5220. <value enum='4' description='NOOPEN' />
  5221. <value enum='5' description='PXIND' />
  5222. <value enum='6' description='TRDRNGIND' />
  5223. <value enum='7' description='MKTIMBBUY' />
  5224. <value enum='8' description='MKTBALSELL' />
  5225. <value enum='9' description='MKTONCLSIMBBUY' />
  5226. </field>
  5227. <field number='327' name='HaltReasonChar' type='CHAR'>
  5228. <value enum='D' description='NEWSDISS' />
  5229. <value enum='E' description='ORDINFL' />
  5230. <value enum='I' description='ORDIMB' />
  5231. <value enum='M' description='ADDINFO' />
  5232. <value enum='P' description='NEWSPEND' />
  5233. <value enum='X' description='EQUIPCHANGE' />
  5234. </field>
  5235. <field number='328' name='InViewOfCommon' type='BOOLEAN'>
  5236. <value enum='N' description='NO' />
  5237. <value enum='Y' description='YES' />
  5238. </field>
  5239. <field number='329' name='DueToRelated' type='BOOLEAN'>
  5240. <value enum='N' description='NO' />
  5241. <value enum='Y' description='YES' />
  5242. </field>
  5243. <field number='330' name='BuyVolume' type='QTY' />
  5244. <field number='331' name='SellVolume' type='QTY' />
  5245. <field number='332' name='HighPx' type='PRICE' />
  5246. <field number='333' name='LowPx' type='PRICE' />
  5247. <field number='334' name='Adjustment' type='INT'>
  5248. <value enum='1' description='CANCEL' />
  5249. <value enum='2' description='ERROR' />
  5250. <value enum='3' description='CORRECTION' />
  5251. </field>
  5252. <field number='335' name='TradSesReqID' type='STRING' />
  5253. <field number='336' name='TradingSessionID' type='STRING' />
  5254. <field number='337' name='ContraTrader' type='STRING' />
  5255. <field number='338' name='TradSesMethod' type='INT'>
  5256. <value enum='1' description='ELECTRONIC' />
  5257. <value enum='2' description='OPENOUTCRY' />
  5258. <value enum='3' description='TWOPARTY' />
  5259. </field>
  5260. <field number='339' name='TradSesMode' type='INT'>
  5261. <value enum='1' description='TESTING' />
  5262. <value enum='2' description='SIMULATED' />
  5263. <value enum='3' description='PRODUCTION' />
  5264. </field>
  5265. <field number='340' name='TradSesStatus' type='INT'>
  5266. <value enum='0' description='UNKNOWN' />
  5267. <value enum='1' description='HALTED' />
  5268. <value enum='2' description='OPEN' />
  5269. <value enum='3' description='CLOSED' />
  5270. <value enum='4' description='PREOPEN' />
  5271. <value enum='5' description='PRECLOSE' />
  5272. <value enum='6' description='REQREJ' />
  5273. </field>
  5274. <field number='341' name='TradSesStartTime' type='UTCTIMESTAMP' />
  5275. <field number='342' name='TradSesOpenTime' type='UTCTIMESTAMP' />
  5276. <field number='343' name='TradSesPreCloseTime' type='UTCTIMESTAMP' />
  5277. <field number='344' name='TradSesCloseTime' type='UTCTIMESTAMP' />
  5278. <field number='345' name='TradSesEndTime' type='UTCTIMESTAMP' />
  5279. <field number='346' name='NumberOfOrders' type='INT' />
  5280. <field number='347' name='MessageEncoding' type='STRING' />
  5281. <field number='348' name='EncodedIssuerLen' type='LENGTH' />
  5282. <field number='349' name='EncodedIssuer' type='DATA' />
  5283. <field number='350' name='EncodedSecurityDescLen' type='LENGTH' />
  5284. <field number='351' name='EncodedSecurityDesc' type='DATA' />
  5285. <field number='352' name='EncodedListExecInstLen' type='LENGTH' />
  5286. <field number='353' name='EncodedListExecInst' type='DATA' />
  5287. <field number='354' name='EncodedTextLen' type='LENGTH' />
  5288. <field number='355' name='EncodedText' type='DATA' />
  5289. <field number='356' name='EncodedSubjectLen' type='LENGTH' />
  5290. <field number='357' name='EncodedSubject' type='DATA' />
  5291. <field number='358' name='EncodedHeadlineLen' type='LENGTH' />
  5292. <field number='359' name='EncodedHeadline' type='DATA' />
  5293. <field number='360' name='EncodedAllocTextLen' type='LENGTH' />
  5294. <field number='361' name='EncodedAllocText' type='DATA' />
  5295. <field number='362' name='EncodedUnderlyingIssuerLen' type='LENGTH' />
  5296. <field number='363' name='EncodedUnderlyingIssuer' type='DATA' />
  5297. <field number='364' name='EncodedUnderlyingSecurityDescLen' type='LENGTH' />
  5298. <field number='365' name='EncodedUnderlyingSecurityDesc' type='DATA' />
  5299. <field number='366' name='AllocPrice' type='PRICE' />
  5300. <field number='367' name='QuoteSetValidUntilTime' type='UTCTIMESTAMP' />
  5301. <field number='368' name='QuoteEntryRejectReason' type='INT'>
  5302. <value enum='1' description='UNKNWNSYM' />
  5303. <value enum='2' description='EXCHCLSD' />
  5304. <value enum='3' description='ORDEXCLIM' />
  5305. <value enum='4' description='TOOLATE' />
  5306. <value enum='5' description='UNKNORD' />
  5307. <value enum='6' description='DUPORD' />
  5308. <value enum='7' description='INVBIDASK' />
  5309. <value enum='8' description='INVPX' />
  5310. <value enum='9' description='NOTAUTH' />
  5311. <value enum='99' description='OTHER' />
  5312. </field>
  5313. <field number='369' name='LastMsgSeqNumProcessed' type='SEQNUM' />
  5314. <field number='370' name='OnBehalfOfSendingTime' type='UTCTIMESTAMP' />
  5315. <field number='371' name='RefTagID' type='INT' />
  5316. <field number='372' name='RefMsgType' type='STRING' />
  5317. <field number='373' name='SessionRejectReason' type='INT'>
  5318. <value enum='0' description='INVALIDTAGNUMBER' />
  5319. <value enum='1' description='REQUIREDTAGMISSING' />
  5320. <value enum='10' description='SENDINGTIMEACCURACYPROBLEM' />
  5321. <value enum='11' description='INVALIDMSGTYPE' />
  5322. <value enum='12' description='XMLVALIDATIONERROR' />
  5323. <value enum='13' description='TAGAPPEARSMORETHANONCE' />
  5324. <value enum='14' description='TAGSPECIFIEDOUTOFREQUIREDORDER' />
  5325. <value enum='15' description='REPEATINGGROUPFIELDSOUTOFORDER' />
  5326. <value enum='16' description='INCORRECTNUMINGROUPCOUNTFORREPEATINGGROUP' />
  5327. <value enum='17' description='NONDATAVALUEINCLUDESFIELDDELIMITERSOHCHARACTER' />
  5328. <value enum='2' description='TAGNOTDEFINEDFORTHISMESSAGETYPE' />
  5329. <value enum='3' description='UNDEFINEDTAG' />
  5330. <value enum='4' description='TAGSPECIFIEDWITHOUTAVALUE' />
  5331. <value enum='5' description='VALUEISINCORRECTOUTOFRANGEFORTHISTAG' />
  5332. <value enum='6' description='INCORRECTDATAFORMATFORVALUE' />
  5333. <value enum='7' description='DECRYPTIONPROBLEM' />
  5334. <value enum='8' description='SIGNATUREPROBLEM' />
  5335. <value enum='9' description='COMPIDPROBLEM' />
  5336. <value enum='99' description='OTHER' />
  5337. </field>
  5338. <field number='374' name='BidRequestTransType' type='CHAR'>
  5339. <value enum='C' description='CANCEL' />
  5340. <value enum='N' description='NO' />
  5341. </field>
  5342. <field number='375' name='ContraBroker' type='STRING' />
  5343. <field number='376' name='ComplianceID' type='STRING' />
  5344. <field number='377' name='SolicitedFlag' type='BOOLEAN'>
  5345. <value enum='N' description='NO' />
  5346. <value enum='Y' description='YES' />
  5347. </field>
  5348. <field number='378' name='ExecRestatementReason' type='INT'>
  5349. <value enum='0' description='GTCORPACT' />
  5350. <value enum='1' description='GTRENEW' />
  5351. <value enum='10' description='WAREHOUSERECAP' />
  5352. <value enum='2' description='VERBAL' />
  5353. <value enum='3' description='REPX' />
  5354. <value enum='4' description='BRKROPT' />
  5355. <value enum='5' description='PARTDEC' />
  5356. <value enum='6' description='CXLTRADINGHALT' />
  5357. <value enum='7' description='CXLSYSTEMFAILURE' />
  5358. <value enum='8' description='MRKTOPTION' />
  5359. <value enum='9' description='CANCELEDNOTBEST' />
  5360. <value enum='99' description='OTHER' />
  5361. </field>
  5362. <field number='379' name='BusinessRejectRefID' type='STRING' />
  5363. <field number='380' name='BusinessRejectReason' type='INT'>
  5364. <value enum='0' description='OTHER' />
  5365. <value enum='1' description='UNKNID' />
  5366. <value enum='2' description='UNKNSEC' />
  5367. <value enum='3' description='UNKNMSGTYPE' />
  5368. <value enum='4' description='APPNA' />
  5369. <value enum='5' description='CONDFLDMISS' />
  5370. <value enum='6' description='NOTAUTH' />
  5371. <value enum='7' description='NODELIVTOFIRM' />
  5372. </field>
  5373. <field number='381' name='GrossTradeAmt' type='AMT' />
  5374. <field number='382' name='NoContraBrokers' type='NUMINGROUP' />
  5375. <field number='383' name='MaxMessageSize' type='LENGTH' />
  5376. <field number='384' name='NoMsgTypes' type='NUMINGROUP' />
  5377. <field number='385' name='MsgDirection' type='CHAR'>
  5378. <value enum='R' description='RECEIVE' />
  5379. <value enum='S' description='SEND' />
  5380. </field>
  5381. <field number='386' name='NoTradingSessions' type='NUMINGROUP' />
  5382. <field number='387' name='TotalVolumeTraded' type='QTY' />
  5383. <field number='388' name='DiscretionInst' type='CHAR'>
  5384. <value enum='0' description='RELDISPPX' />
  5385. <value enum='1' description='RELMKTPX' />
  5386. <value enum='2' description='RELPRIMPX' />
  5387. <value enum='3' description='RELLOCPRIMPX' />
  5388. <value enum='4' description='RELMIDPX' />
  5389. <value enum='5' description='RELLSTPX' />
  5390. <value enum='6' description='RELVWAP' />
  5391. </field>
  5392. <field number='389' name='DiscretionOffsetValue' type='FLOAT' />
  5393. <field number='390' name='BidID' type='STRING' />
  5394. <field number='391' name='ClientBidID' type='STRING' />
  5395. <field number='392' name='ListName' type='STRING' />
  5396. <field number='393' name='TotNoRelatedSym' type='INT' />
  5397. <field number='394' name='BidType' type='INT'>
  5398. <value enum='1' description='NONDISC' />
  5399. <value enum='2' description='DISC' />
  5400. <value enum='3' description='NOBID' />
  5401. </field>
  5402. <field number='395' name='NumTickets' type='INT' />
  5403. <field number='396' name='SideValue1' type='AMT' />
  5404. <field number='397' name='SideValue2' type='AMT' />
  5405. <field number='398' name='NoBidDescriptors' type='NUMINGROUP' />
  5406. <field number='399' name='BidDescriptorType' type='INT'>
  5407. <value enum='1' description='SECTOR' />
  5408. <value enum='2' description='COUNTRY' />
  5409. <value enum='3' description='INDEX' />
  5410. </field>
  5411. <field number='400' name='BidDescriptor' type='STRING' />
  5412. <field number='401' name='SideValueInd' type='INT'>
  5413. <value enum='1' description='SIDEVALUE1' />
  5414. <value enum='2' description='SIDEVALUE2' />
  5415. </field>
  5416. <field number='402' name='LiquidityPctLow' type='PERCENTAGE' />
  5417. <field number='403' name='LiquidityPctHigh' type='PERCENTAGE' />
  5418. <field number='404' name='LiquidityValue' type='AMT' />
  5419. <field number='405' name='EFPTrackingError' type='PERCENTAGE' />
  5420. <field number='406' name='FairValue' type='AMT' />
  5421. <field number='407' name='OutsideIndexPct' type='PERCENTAGE' />
  5422. <field number='408' name='ValueOfFutures' type='AMT' />
  5423. <field number='409' name='LiquidityIndType' type='INT'>
  5424. <value enum='1' description='5DAY' />
  5425. <value enum='2' description='20DAY' />
  5426. <value enum='3' description='NORMAL' />
  5427. <value enum='4' description='OTHER' />
  5428. </field>
  5429. <field number='410' name='WtAverageLiquidity' type='PERCENTAGE' />
  5430. <field number='411' name='ExchangeForPhysical' type='BOOLEAN'>
  5431. <value enum='N' description='NO' />
  5432. <value enum='Y' description='YES' />
  5433. </field>
  5434. <field number='412' name='OutMainCntryUIndex' type='AMT' />
  5435. <field number='413' name='CrossPercent' type='PERCENTAGE' />
  5436. <field number='414' name='ProgRptReqs' type='INT'>
  5437. <value enum='1' description='BUYSIDE' />
  5438. <value enum='2' description='SELLSIDE' />
  5439. <value enum='3' description='REALTIME' />
  5440. </field>
  5441. <field number='415' name='ProgPeriodInterval' type='INT' />
  5442. <field number='416' name='IncTaxInd' type='INT'>
  5443. <value enum='1' description='NET' />
  5444. <value enum='2' description='GROSS' />
  5445. </field>
  5446. <field number='417' name='NumBidders' type='INT' />
  5447. <field number='418' name='BidTradeType' type='CHAR'>
  5448. <value enum='A' description='AGENCY' />
  5449. <value enum='G' description='VWAPGUARANTEE' />
  5450. <value enum='J' description='GUARANTEEDCLOSE' />
  5451. <value enum='R' description='RISKTRADE' />
  5452. </field>
  5453. <field number='419' name='BasisPxType' type='CHAR'>
  5454. <value enum='2' description='CLSPXMORN' />
  5455. <value enum='3' description='CLSPX' />
  5456. <value enum='4' description='CURRPX' />
  5457. <value enum='5' description='SQ' />
  5458. <value enum='6' description='VWAPDAY' />
  5459. <value enum='7' description='VWAPMORN' />
  5460. <value enum='8' description='VWAPAFT' />
  5461. <value enum='9' description='VWAPDAYXYORI' />
  5462. <value enum='A' description='VWAPMORNXYORI' />
  5463. <value enum='B' description='VWAPAFTXYORI' />
  5464. <value enum='C' description='STRIKE' />
  5465. <value enum='D' description='OPEN' />
  5466. <value enum='Z' description='OTHERS' />
  5467. </field>
  5468. <field number='420' name='NoBidComponents' type='NUMINGROUP' />
  5469. <field number='421' name='Country' type='COUNTRY' />
  5470. <field number='422' name='TotNoStrikes' type='INT' />
  5471. <field number='423' name='PriceType' type='INT'>
  5472. <value enum='1' description='PCT' />
  5473. <value enum='10' description='FIXEDCABINETTRADEPRICE' />
  5474. <value enum='11' description='VARIABLECABINETTRADEPRICE' />
  5475. <value enum='2' description='CPS' />
  5476. <value enum='3' description='ABS' />
  5477. <value enum='4' description='DISCOUNT' />
  5478. <value enum='5' description='PREMIUM' />
  5479. <value enum='6' description='SPREAD' />
  5480. <value enum='7' description='TEDPRICE' />
  5481. <value enum='8' description='TEDYIELD' />
  5482. <value enum='9' description='YIELD' />
  5483. </field>
  5484. <field number='424' name='DayOrderQty' type='QTY' />
  5485. <field number='425' name='DayCumQty' type='QTY' />
  5486. <field number='426' name='DayAvgPx' type='PRICE' />
  5487. <field number='427' name='GTBookingInst' type='INT'>
  5488. <value enum='0' description='BOOKALL' />
  5489. <value enum='1' description='ACCUMUNTILFILL' />
  5490. <value enum='2' description='ACCUMUNTILNOTIFY' />
  5491. </field>
  5492. <field number='428' name='NoStrikes' type='NUMINGROUP' />
  5493. <field number='429' name='ListStatusType' type='INT'>
  5494. <value enum='1' description='ACK' />
  5495. <value enum='2' description='RESP' />
  5496. <value enum='3' description='TIMED' />
  5497. <value enum='4' description='EXECSTART' />
  5498. <value enum='5' description='ALLDONE' />
  5499. <value enum='6' description='ALERT' />
  5500. </field>
  5501. <field number='430' name='NetGrossInd' type='INT'>
  5502. <value enum='1' description='NET' />
  5503. <value enum='2' description='GROSS' />
  5504. </field>
  5505. <field number='431' name='ListOrderStatus' type='INT'>
  5506. <value enum='1' description='INBIDPROC' />
  5507. <value enum='2' description='RECVFOREXEC' />
  5508. <value enum='3' description='EXEC' />
  5509. <value enum='4' description='CXL' />
  5510. <value enum='5' description='ALERT' />
  5511. <value enum='6' description='ALLDONE' />
  5512. <value enum='7' description='REJ' />
  5513. </field>
  5514. <field number='432' name='ExpireDate' type='LOCALMKTDATE' />
  5515. <field number='433' name='ListExecInstType' type='CHAR'>
  5516. <value enum='1' description='IMMED' />
  5517. <value enum='2' description='WAIT' />
  5518. <value enum='3' description='EXCHCIVSELL' />
  5519. <value enum='4' description='EXCHCIVBUYTOP' />
  5520. <value enum='5' description='EXCHCIVBUYWD' />
  5521. </field>
  5522. <field number='434' name='CxlRejResponseTo' type='CHAR'>
  5523. <value enum='1' description='ORDCXLREQ' />
  5524. <value enum='2' description='ORDCXLREPREQ' />
  5525. </field>
  5526. <field number='435' name='UnderlyingCouponRate' type='PERCENTAGE' />
  5527. <field number='436' name='UnderlyingContractMultiplier' type='FLOAT' />
  5528. <field number='437' name='ContraTradeQty' type='QTY' />
  5529. <field number='438' name='ContraTradeTime' type='UTCTIMESTAMP' />
  5530. <field number='439' name='ClearingFirm' type='STRING' />
  5531. <field number='440' name='ClearingAccount' type='STRING' />
  5532. <field number='441' name='LiquidityNumSecurities' type='INT' />
  5533. <field number='442' name='MultiLegReportingType' type='CHAR'>
  5534. <value enum='1' description='SINGLE' />
  5535. <value enum='2' description='INDIVLEG' />
  5536. <value enum='3' description='MULTILEG' />
  5537. </field>
  5538. <field number='443' name='StrikeTime' type='UTCTIMESTAMP' />
  5539. <field number='444' name='ListStatusText' type='STRING' />
  5540. <field number='445' name='EncodedListStatusTextLen' type='LENGTH' />
  5541. <field number='446' name='EncodedListStatusText' type='DATA' />
  5542. <field number='447' name='PartyIDSource' type='CHAR'>
  5543. <value enum='1' description='KOREANINVESTORID' />
  5544. <value enum='2' description='TAIWANESEQUALIFIED' />
  5545. <value enum='3' description='TAIWANESETRADINGACCT' />
  5546. <value enum='4' description='MCDNUMBER' />
  5547. <value enum='5' description='CHINESEBSHARE' />
  5548. <value enum='6' description='UKNATIONALINSPENNUMBER' />
  5549. <value enum='7' description='USSOCIALSECURITY' />
  5550. <value enum='8' description='USEMPLOYERIDNUMBER' />
  5551. <value enum='9' description='AUSTRALIANBUSINESSNUMBER' />
  5552. <value enum='A' description='AUSTRALIANTAXFILENUMBER' />
  5553. <value enum='B' description='BIC' />
  5554. <value enum='C' description='ACCPTMARKETPART' />
  5555. <value enum='D' description='PROPCODE' />
  5556. <value enum='E' description='ISOCODE' />
  5557. <value enum='F' description='SETTLENTLOC' />
  5558. <value enum='G' description='MIC' />
  5559. <value enum='H' description='CSDPARTCODE' />
  5560. <value enum='I' description='DIRECTEDDEFINEDISITC' />
  5561. </field>
  5562. <field number='448' name='PartyID' type='STRING' />
  5563. <field number='449' name='TotalVolumeTradedDate' type='UTCDATEONLY' />
  5564. <field number='450' name='TotalVolumeTradedTime' type='UTCTIMEONLY' />
  5565. <field number='451' name='NetChgPrevDay' type='PRICEOFFSET' />
  5566. <field number='452' name='PartyRole' type='INT'>
  5567. <value enum='1' description='EXECUTINGFIRM' />
  5568. <value enum='10' description='SETTLEMENTLOCATION' />
  5569. <value enum='11' description='INITIATINGTRADER' />
  5570. <value enum='12' description='EXECUTINGTRADER' />
  5571. <value enum='13' description='ORDERORIGINATOR' />
  5572. <value enum='14' description='GIVEUPCLEARINGFIRM' />
  5573. <value enum='15' description='CORRESPONDANTCLEARINGFIRM' />
  5574. <value enum='16' description='EXECUTINGSYSTEM' />
  5575. <value enum='17' description='CONTRAFIRM' />
  5576. <value enum='18' description='CONTRACLEARINGFIRM' />
  5577. <value enum='19' description='SPONSORINGFIRM' />
  5578. <value enum='2' description='BROKEROFCREDIT' />
  5579. <value enum='20' description='UNDRCONTRAFIRM' />
  5580. <value enum='21' description='CLEARINGORGANIZATION' />
  5581. <value enum='22' description='EXCHANGE' />
  5582. <value enum='24' description='CUSTOMERACCOUNT' />
  5583. <value enum='25' description='CORRESPONDENTCLEARINGORGANIZATION' />
  5584. <value enum='26' description='CORRESPONDENTBROKER' />
  5585. <value enum='27' description='BUYERSELLERRECEIVERDELIVERER' />
  5586. <value enum='28' description='CUSTODIAN' />
  5587. <value enum='29' description='INTERMEDIARY' />
  5588. <value enum='3' description='CLIENTID' />
  5589. <value enum='30' description='AGENT' />
  5590. <value enum='31' description='SUBCUSTODIAN' />
  5591. <value enum='32' description='BENEFICIARY' />
  5592. <value enum='33' description='INTERESTEDPARTY' />
  5593. <value enum='34' description='REGULATORYBODY' />
  5594. <value enum='35' description='LIQUIDITYPROVIDER' />
  5595. <value enum='36' description='ENTERINGTRADER' />
  5596. <value enum='37' description='CONTRATRADER' />
  5597. <value enum='38' description='POSITIONACCOUNT' />
  5598. <value enum='39' description='ALLOCENTITY' />
  5599. <value enum='4' description='CLEARINGFIRM' />
  5600. <value enum='5' description='INVESTORID' />
  5601. <value enum='6' description='INTRODUCINGFIRM' />
  5602. <value enum='7' description='ENTERINGFIRM' />
  5603. <value enum='8' description='LOCATELENDINGFIRM' />
  5604. <value enum='9' description='FUNDMANAGER' />
  5605. </field>
  5606. <field number='453' name='NoPartyIDs' type='NUMINGROUP' />
  5607. <field number='454' name='NoSecurityAltID' type='NUMINGROUP' />
  5608. <field number='455' name='SecurityAltID' type='STRING' />
  5609. <field number='456' name='SecurityAltIDSource' type='STRING' />
  5610. <field number='457' name='NoUnderlyingSecurityAltID' type='NUMINGROUP' />
  5611. <field number='458' name='UnderlyingSecurityAltID' type='STRING' />
  5612. <field number='459' name='UnderlyingSecurityAltIDSource' type='STRING' />
  5613. <field number='460' name='Product' type='INT'>
  5614. <value enum='1' description='AGENCY' />
  5615. <value enum='10' description='MORTGAGE' />
  5616. <value enum='11' description='MUNICIPAL' />
  5617. <value enum='12' description='OTHER' />
  5618. <value enum='13' description='FINANCING' />
  5619. <value enum='2' description='COMMODITY' />
  5620. <value enum='3' description='CORPORATE' />
  5621. <value enum='4' description='CURRENCY' />
  5622. <value enum='5' description='EQUITY' />
  5623. <value enum='6' description='GOVERNMENT' />
  5624. <value enum='7' description='INDEX' />
  5625. <value enum='8' description='LOAN' />
  5626. <value enum='9' description='MONEYMARKET' />
  5627. </field>
  5628. <field number='461' name='CFICode' type='STRING' />
  5629. <field number='462' name='UnderlyingProduct' type='INT' />
  5630. <field number='463' name='UnderlyingCFICode' type='STRING' />
  5631. <field number='464' name='TestMessageIndicator' type='BOOLEAN'>
  5632. <value enum='N' description='NO' />
  5633. <value enum='Y' description='YES' />
  5634. </field>
  5635. <field number='465' name='QuantityType' type='INT'>
  5636. <value enum='1' description='SHARES' />
  5637. <value enum='2' description='BONDS' />
  5638. <value enum='3' description='CURRENTFACE' />
  5639. <value enum='4' description='ORIGINALFACE' />
  5640. <value enum='5' description='CURRENCY' />
  5641. <value enum='6' description='CONTRACTS' />
  5642. <value enum='7' description='OTHER' />
  5643. <value enum='8' description='PAR' />
  5644. </field>
  5645. <field number='466' name='BookingRefID' type='STRING' />
  5646. <field number='467' name='IndividualAllocID' type='STRING' />
  5647. <field number='468' name='RoundingDirection' type='CHAR'>
  5648. <value enum='0' description='ROUNDNEAREST' />
  5649. <value enum='1' description='ROUNDDOWN' />
  5650. <value enum='2' description='ROUNDUP' />
  5651. </field>
  5652. <field number='469' name='RoundingModulus' type='FLOAT' />
  5653. <field number='470' name='CountryOfIssue' type='COUNTRY' />
  5654. <field number='471' name='StateOrProvinceOfIssue' type='STRING' />
  5655. <field number='472' name='LocaleOfIssue' type='STRING' />
  5656. <field number='473' name='NoRegistDtls' type='NUMINGROUP' />
  5657. <field number='474' name='MailingDtls' type='STRING' />
  5658. <field number='475' name='InvestorCountryOfResidence' type='COUNTRY' />
  5659. <field number='476' name='PaymentRef' type='STRING' />
  5660. <field number='477' name='DistribPaymentMethod' type='INT'>
  5661. <value enum='1' description='CREST' />
  5662. <value enum='10' description='BPAY' />
  5663. <value enum='11' description='HIGHVALUECLEARINGSYSTEMHVACS' />
  5664. <value enum='12' description='REINVESTINFUND' />
  5665. <value enum='2' description='NSCC' />
  5666. <value enum='3' description='EUROCLEAR' />
  5667. <value enum='4' description='CLEARSTREAM' />
  5668. <value enum='5' description='CHEQUE' />
  5669. <value enum='6' description='TELEGRAPHICTRANSFER' />
  5670. <value enum='7' description='FEDWIRE' />
  5671. <value enum='8' description='DIRECTCREDITBECSBACS' />
  5672. <value enum='9' description='ACHCREDIT' />
  5673. </field>
  5674. <field number='478' name='CashDistribCurr' type='CURRENCY' />
  5675. <field number='479' name='CommCurrency' type='CURRENCY' />
  5676. <field number='480' name='CancellationRights' type='CHAR'>
  5677. <value enum='M' description='NOWAIVER' />
  5678. <value enum='N' description='NOEXECONLY' />
  5679. <value enum='O' description='NOINSTIT' />
  5680. <value enum='Y' description='YES' />
  5681. </field>
  5682. <field number='481' name='MoneyLaunderingStatus' type='CHAR'>
  5683. <value enum='1' description='EXBELOWLIM' />
  5684. <value enum='2' description='EXCLIENTMONEYTYPE' />
  5685. <value enum='3' description='EXAUTHCREDIT' />
  5686. <value enum='N' description='NOTCHECKED' />
  5687. <value enum='Y' description='PASSED' />
  5688. </field>
  5689. <field number='482' name='MailingInst' type='STRING' />
  5690. <field number='483' name='TransBkdTime' type='UTCTIMESTAMP' />
  5691. <field number='484' name='ExecPriceType' type='CHAR'>
  5692. <value enum='B' description='BIDPRICE' />
  5693. <value enum='C' description='CREATIONPRICE' />
  5694. <value enum='D' description='CREATIONPRICEADJPCT' />
  5695. <value enum='E' description='CREATIONPRICEADJAMT' />
  5696. <value enum='O' description='OFFERPRICE' />
  5697. <value enum='P' description='OFFERPRICEMINUSADJPCT' />
  5698. <value enum='Q' description='OFFERPRICEMINUSADJAMT' />
  5699. <value enum='S' description='SINGLEPRICE' />
  5700. </field>
  5701. <field number='485' name='ExecPriceAdjustment' type='FLOAT' />
  5702. <field number='486' name='DateOfBirth' type='LOCALMKTDATE' />
  5703. <field number='487' name='TradeReportTransType' type='INT'>
  5704. <value enum='0' description='NEW' />
  5705. <value enum='1' description='CANCEL' />
  5706. <value enum='2' description='REPLACE' />
  5707. <value enum='3' description='RELEASE' />
  5708. <value enum='4' description='REVERSE' />
  5709. </field>
  5710. <field number='488' name='CardHolderName' type='STRING' />
  5711. <field number='489' name='CardNumber' type='STRING' />
  5712. <field number='490' name='CardExpDate' type='LOCALMKTDATE' />
  5713. <field number='491' name='CardIssNum' type='STRING' />
  5714. <field number='492' name='PaymentMethod' type='INT'>
  5715. <value enum='1' description='CREST' />
  5716. <value enum='10' description='DIRECTCREDITBECS' />
  5717. <value enum='11' description='CREDITCARD' />
  5718. <value enum='12' description='ACHDEBIT' />
  5719. <value enum='13' description='ACHCREDIT' />
  5720. <value enum='14' description='BPAY' />
  5721. <value enum='15' description='HIGHVALUECLEARINGSYSTEMHVACS' />
  5722. <value enum='2' description='NSCC' />
  5723. <value enum='3' description='EUROCLEAR' />
  5724. <value enum='4' description='CLEARSTREAM' />
  5725. <value enum='5' description='CHEQUE' />
  5726. <value enum='6' description='TELEGRAPHICTRANSFER' />
  5727. <value enum='7' description='FEDWIRE' />
  5728. <value enum='8' description='DEBITCARD' />
  5729. <value enum='9' description='DIRECTDEBITBECS' />
  5730. </field>
  5731. <field number='493' name='RegistAcctType' type='STRING' />
  5732. <field number='494' name='Designation' type='STRING' />
  5733. <field number='495' name='TaxAdvantageType' type='INT'>
  5734. <value enum='0' description='NONE' />
  5735. <value enum='1' description='MAXIISAUK' />
  5736. <value enum='10' description='EMPLOYEECURRENTYEARUS' />
  5737. <value enum='11' description='EMPLOYERPRIORYEARUS' />
  5738. <value enum='12' description='EMPLOYERCURRENTYEARUS' />
  5739. <value enum='13' description='NONFUNDPROTOTYPEIRAUS' />
  5740. <value enum='14' description='NONFUNDQUALIFIEDPLANUS' />
  5741. <value enum='15' description='DEFINEDCONTRIBUTIONPLANUS' />
  5742. <value enum='16' description='INDIVIDUALRETIREMENTACCOUNTUS' />
  5743. <value enum='17' description='INDIVIDUALRETIREMENTACCOUNTROLLOVERUS' />
  5744. <value enum='18' description='KEOGHUS' />
  5745. <value enum='19' description='PROFITSHARINGPLANUS' />
  5746. <value enum='2' description='TESSAUK' />
  5747. <value enum='20' description='401KUS' />
  5748. <value enum='21' description='SELFDIRECTEDIRAUS' />
  5749. <value enum='22' description='403BUS' />
  5750. <value enum='23' description='457US' />
  5751. <value enum='24' description='ROTHIRAFUNDPROTOTYPEUS' />
  5752. <value enum='25' description='ROTHIRANONPROTOTYPEUS' />
  5753. <value enum='26' description='ROTHCONVERSIONIRAFUNDPROTOTYPEUS' />
  5754. <value enum='27' description='ROTHCONVERSIONIRANONPROTOTYPEUS' />
  5755. <value enum='28' description='EDUCATIONIRAFUNDPROTOTYPEUS' />
  5756. <value enum='29' description='EDUCATIONIRANONPROTOTYPEUS' />
  5757. <value enum='3' description='MINICASHISAUK' />
  5758. <value enum='4' description='MINISTOCKSANDSHARESISAUK' />
  5759. <value enum='5' description='MINIINSURANCEISAUK' />
  5760. <value enum='6' description='CURRENTYEARPAYMENTUS' />
  5761. <value enum='7' description='PRIORYEARPAYMENTUS' />
  5762. <value enum='8' description='ASSETTRANSFERUS' />
  5763. <value enum='9' description='EMPLOYEEPRIORYEARUS' />
  5764. <value enum='999' description='OTHER' />
  5765. </field>
  5766. <field number='496' name='RegistRejReasonText' type='STRING' />
  5767. <field number='497' name='FundRenewWaiv' type='CHAR'>
  5768. <value enum='N' description='NO' />
  5769. <value enum='Y' description='YES' />
  5770. </field>
  5771. <field number='498' name='CashDistribAgentName' type='STRING' />
  5772. <field number='499' name='CashDistribAgentCode' type='STRING' />
  5773. <field number='500' name='CashDistribAgentAcctNumber' type='STRING' />
  5774. <field number='501' name='CashDistribPayRef' type='STRING' />
  5775. <field number='502' name='CashDistribAgentAcctName' type='STRING' />
  5776. <field number='503' name='CardStartDate' type='LOCALMKTDATE' />
  5777. <field number='504' name='PaymentDate' type='LOCALMKTDATE' />
  5778. <field number='505' name='PaymentRemitterID' type='STRING' />
  5779. <field number='506' name='RegistStatus' type='CHAR'>
  5780. <value enum='A' description='ACCEPTED' />
  5781. <value enum='H' description='HELD' />
  5782. <value enum='N' description='REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING' />
  5783. <value enum='R' description='REJECTED' />
  5784. </field>
  5785. <field number='507' name='RegistRejReasonCode' type='INT'>
  5786. <value enum='1' description='INVALIDACCOUNTTYPE' />
  5787. <value enum='10' description='INVALIDINVESTORIDSOURCE' />
  5788. <value enum='11' description='INVALIDDATEOFBIRTH' />
  5789. <value enum='12' description='INVALIDINVESTORCOUNTRYOFRESIDENCE' />
  5790. <value enum='13' description='INVALIDNODISTRIBINSTNS' />
  5791. <value enum='14' description='INVALIDDISTRIBPERCENTAGE' />
  5792. <value enum='15' description='INVALIDDISTRIBPAYMENTMETHOD' />
  5793. <value enum='16' description='INVALIDCASHDISTRIBAGENTACCTNAME' />
  5794. <value enum='17' description='INVALIDCASHDISTRIBAGENTCODE' />
  5795. <value enum='18' description='INVALIDCASHDISTRIBAGENTACCTNUM' />
  5796. <value enum='2' description='INVALIDTAXEXEMPTTYPE' />
  5797. <value enum='3' description='INVALIDOWNERSHIPTYPE' />
  5798. <value enum='4' description='INVALIDNOREGDETLS' />
  5799. <value enum='5' description='INVALIDREGSEQNO' />
  5800. <value enum='6' description='INVALIDREGDTLS' />
  5801. <value enum='7' description='INVALIDMAILINGDTLS' />
  5802. <value enum='8' description='INVALIDMAILINGINST' />
  5803. <value enum='9' description='INVALIDINVESTORID' />
  5804. <value enum='99' description='OTHER' />
  5805. </field>
  5806. <field number='508' name='RegistRefID' type='STRING' />
  5807. <field number='509' name='RegistDtls' type='STRING' />
  5808. <field number='510' name='NoDistribInsts' type='NUMINGROUP' />
  5809. <field number='511' name='RegistEmail' type='STRING' />
  5810. <field number='512' name='DistribPercentage' type='PERCENTAGE' />
  5811. <field number='513' name='RegistID' type='STRING' />
  5812. <field number='514' name='RegistTransType' type='CHAR'>
  5813. <value enum='0' description='NEW' />
  5814. <value enum='1' description='REPLACE' />
  5815. <value enum='2' description='CANCEL' />
  5816. </field>
  5817. <field number='515' name='ExecValuationPoint' type='UTCTIMESTAMP' />
  5818. <field number='516' name='OrderPercent' type='PERCENTAGE' />
  5819. <field number='517' name='OwnershipType' type='CHAR'>
  5820. <value enum='2' description='JOINT_TRUSTEES' />
  5821. <value enum='J' description='JOINT_INVESTORS' />
  5822. <value enum='T' description='TENANTS_IN_COMMON' />
  5823. </field>
  5824. <field number='518' name='NoContAmts' type='NUMINGROUP' />
  5825. <field number='519' name='ContAmtType' type='INT'>
  5826. <value enum='1' description='COMMISSIONAMT' />
  5827. <value enum='10' description='EXITCHARGEPCT' />
  5828. <value enum='11' description='FUNDBASEDRENEWALCOMM' />
  5829. <value enum='12' description='PROJECTEDFUNDVALUE' />
  5830. <value enum='13' description='FUNDBASEDRENEWALCOMMAMTORD' />
  5831. <value enum='14' description='FUNDBASEDRENEWALCOMMAMTPROJ' />
  5832. <value enum='15' description='NETSETTLEMENTAMOUNT' />
  5833. <value enum='2' description='COMMISSIONPCT' />
  5834. <value enum='3' description='INITIALCHARGEAMT' />
  5835. <value enum='4' description='INITIALCHARGEPCT' />
  5836. <value enum='5' description='DISCOUNTAMT' />
  5837. <value enum='6' description='DISCOUNTPCT' />
  5838. <value enum='7' description='DILUTIONLEVYAMT' />
  5839. <value enum='8' description='DILUTIONLEVYPCT' />
  5840. <value enum='9' description='EXITCHARGEAMT' />
  5841. </field>
  5842. <field number='520' name='ContAmtValue' type='FLOAT' />
  5843. <field number='521' name='ContAmtCurr' type='CURRENCY' />
  5844. <field number='522' name='OwnerType' type='INT'>
  5845. <value enum='1' description='INDIVINVESTOR' />
  5846. <value enum='10' description='NETWORKINGSUBACCT' />
  5847. <value enum='11' description='NON_PROFITORG' />
  5848. <value enum='12' description='CORPBODY' />
  5849. <value enum='13' description='NOMINEE' />
  5850. <value enum='2' description='PUBLICCOMPANY' />
  5851. <value enum='3' description='PRIVATECOMPANY' />
  5852. <value enum='4' description='INDIVTRUSTEE' />
  5853. <value enum='5' description='COMPANYTRUSTEE' />
  5854. <value enum='6' description='PENSIONPLAN' />
  5855. <value enum='7' description='CUSTODIANMINORSACT' />
  5856. <value enum='8' description='TRUSTS' />
  5857. <value enum='9' description='FIDUCIARIES' />
  5858. </field>
  5859. <field number='523' name='PartySubID' type='STRING' />
  5860. <field number='524' name='NestedPartyID' type='STRING' />
  5861. <field number='525' name='NestedPartyIDSource' type='CHAR' />
  5862. <field number='526' name='SecondaryClOrdID' type='STRING' />
  5863. <field number='527' name='SecondaryExecID' type='STRING' />
  5864. <field number='528' name='OrderCapacity' type='CHAR'>
  5865. <value enum='A' description='AGENCY' />
  5866. <value enum='G' description='PROPRIETARY' />
  5867. <value enum='I' description='INDIVIDUAL' />
  5868. <value enum='P' description='PRINCIPAL' />
  5869. <value enum='R' description='RISKLESSPRINCIPAL' />
  5870. <value enum='W' description='AGENTOTHERMEMBER' />
  5871. </field>
  5872. <field number='529' name='OrderRestrictions' type='MULTIPLEVALUESTRING'>
  5873. <value enum='1' description='PROGRAMTRADE' />
  5874. <value enum='2' description='INDEXARBITRAGE' />
  5875. <value enum='3' description='NON_INDEXARBITRAGE' />
  5876. <value enum='4' description='COMPETINGMARKETMAKER' />
  5877. <value enum='5' description='ACTMM' />
  5878. <value enum='6' description='ACTMMDERIV' />
  5879. <value enum='7' description='FORENTITY' />
  5880. <value enum='8' description='EXMRKTPART' />
  5881. <value enum='9' description='EXINTMRKTLINK' />
  5882. <value enum='A' description='RISKARB' />
  5883. </field>
  5884. <field number='530' name='MassCancelRequestType' type='CHAR'>
  5885. <value enum='1' description='CXLORDERSSECURITY' />
  5886. <value enum='2' description='CXLORDERSUNDERLYINGSECURITY' />
  5887. <value enum='3' description='CXLORDERSPRODUCT' />
  5888. <value enum='4' description='CXLORDERSCFICODE' />
  5889. <value enum='5' description='CXLORDERSSECURITYTYPE' />
  5890. <value enum='6' description='CXLORDERSTRDSESSION' />
  5891. <value enum='7' description='CXLALLORDERS' />
  5892. </field>
  5893. <field number='531' name='MassCancelResponse' type='CHAR'>
  5894. <value enum='0' description='CXLREQREJ' />
  5895. <value enum='1' description='CXLORDERSSECURITY' />
  5896. <value enum='2' description='CXLORDERSUNDERLYINGSECURITY' />
  5897. <value enum='3' description='CXLORDERSPRODUCT' />
  5898. <value enum='4' description='CXLORDERSCFICODE' />
  5899. <value enum='5' description='CXLORDERSSECURITYTYPE' />
  5900. <value enum='6' description='CXLORDERSTRDSESSION' />
  5901. <value enum='7' description='CXLALLORDERS' />
  5902. </field>
  5903. <field number='532' name='MassCancelRejectReason' type='CHAR'>
  5904. <value enum='0' description='MASSCXLNOTSUPPORTED' />
  5905. <value enum='1' description='INVALIDSECURITY' />
  5906. <value enum='2' description='INVALIDUNDERLYING' />
  5907. <value enum='3' description='INVALIDPRODUCT' />
  5908. <value enum='4' description='INVALIDCFICODE' />
  5909. <value enum='5' description='INVALIDSECURITYTYPE' />
  5910. <value enum='6' description='INVALIDTRDSESSION' />
  5911. <value enum='99' description='OTHER' />
  5912. </field>
  5913. <field number='533' name='TotalAffectedOrders' type='INT' />
  5914. <field number='534' name='NoAffectedOrders' type='INT' />
  5915. <field number='535' name='AffectedOrderID' type='STRING' />
  5916. <field number='536' name='AffectedSecondaryOrderID' type='STRING' />
  5917. <field number='537' name='QuoteType' type='INT'>
  5918. <value enum='0' description='INDICATIVE' />
  5919. <value enum='1' description='TRADEABLE' />
  5920. <value enum='2' description='RESTRICTEDTRADEABLE' />
  5921. <value enum='3' description='COUNTER' />
  5922. </field>
  5923. <field number='538' name='NestedPartyRole' type='INT' />
  5924. <field number='539' name='NoNestedPartyIDs' type='NUMINGROUP' />
  5925. <field number='540' name='TotalAccruedInterestAmt' type='AMT' />
  5926. <field number='541' name='MaturityDate' type='LOCALMKTDATE' />
  5927. <field number='542' name='UnderlyingMaturityDate' type='LOCALMKTDATE' />
  5928. <field number='543' name='InstrRegistry' type='STRING'>
  5929. <value enum='BIC' description='CUSTODIAN' />
  5930. <value enum='ISO' description='COUNTRY' />
  5931. <value enum='ZZ' description='PHYSICAL' />
  5932. </field>
  5933. <field number='544' name='CashMargin' type='CHAR'>
  5934. <value enum='1' description='CASH' />
  5935. <value enum='2' description='MARGINOPEN' />
  5936. <value enum='3' description='MARGINCLOSE' />
  5937. </field>
  5938. <field number='545' name='NestedPartySubID' type='STRING' />
  5939. <field number='546' name='Scope' type='MULTIPLEVALUESTRING'>
  5940. <value enum='1' description='LOCALMARKET' />
  5941. <value enum='2' description='NATIONAL' />
  5942. <value enum='3' description='GLOBAL' />
  5943. </field>
  5944. <field number='547' name='MDImplicitDelete' type='BOOLEAN'>
  5945. <value enum='N' description='NO' />
  5946. <value enum='Y' description='YES' />
  5947. </field>
  5948. <field number='548' name='CrossID' type='STRING' />
  5949. <field number='549' name='CrossType' type='INT'>
  5950. <value enum='1' description='CROSSAON' />
  5951. <value enum='2' description='CROSSIOC' />
  5952. <value enum='3' description='CROSSONESIDE' />
  5953. <value enum='4' description='CROSSSAMEPRICE' />
  5954. </field>
  5955. <field number='550' name='CrossPrioritization' type='INT'>
  5956. <value enum='0' description='NONE' />
  5957. <value enum='1' description='BUY_SIDE_PRIORITIZED' />
  5958. <value enum='2' description='SELL_SIDE_PRIORITIZED' />
  5959. </field>
  5960. <field number='551' name='OrigCrossID' type='STRING' />
  5961. <field number='552' name='NoSides' type='NUMINGROUP'>
  5962. <value enum='1' description='ONESIDE' />
  5963. <value enum='2' description='BOTHSIDES' />
  5964. </field>
  5965. <field number='553' name='Username' type='STRING' />
  5966. <field number='554' name='Password' type='STRING' />
  5967. <field number='555' name='NoLegs' type='NUMINGROUP' />
  5968. <field number='556' name='LegCurrency' type='CURRENCY' />
  5969. <field number='557' name='TotNoSecurityTypes' type='INT' />
  5970. <field number='558' name='NoSecurityTypes' type='NUMINGROUP' />
  5971. <field number='559' name='SecurityListRequestType' type='INT'>
  5972. <value enum='0' description='SYMBOL' />
  5973. <value enum='1' description='SECURITYTYPECFICODE' />
  5974. <value enum='2' description='PRODUCT' />
  5975. <value enum='3' description='TRADINGSESSIONID' />
  5976. <value enum='4' description='ALLSECURITIES' />
  5977. </field>
  5978. <field number='560' name='SecurityRequestResult' type='INT'>
  5979. <value enum='0' description='VALIDREQ' />
  5980. <value enum='1' description='INVALIDREQ' />
  5981. <value enum='2' description='NOINSTRUMENTSFOUND' />
  5982. <value enum='3' description='NOTAUTHORIZED' />
  5983. <value enum='4' description='INSTRUMENTUNAVAILABLE' />
  5984. <value enum='5' description='NOTSUPPORTED' />
  5985. </field>
  5986. <field number='561' name='RoundLot' type='QTY' />
  5987. <field number='562' name='MinTradeVol' type='QTY' />
  5988. <field number='563' name='MultiLegRptTypeReq' type='INT'>
  5989. <value enum='0' description='REPORT_BY_MULITLEG_SECURITY_ONLY' />
  5990. <value enum='1' description='REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY' />
  5991. <value enum='2' description='REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY' />
  5992. </field>
  5993. <field number='564' name='LegPositionEffect' type='CHAR' />
  5994. <field number='565' name='LegCoveredOrUncovered' type='INT' />
  5995. <field number='566' name='LegPrice' type='PRICE' />
  5996. <field number='567' name='TradSesStatusRejReason' type='INT'>
  5997. <value enum='1' description='UNKNOWNTRADINGSESSIONID' />
  5998. <value enum='99' description='OTHER' />
  5999. </field>
  6000. <field number='568' name='TradeRequestID' type='STRING' />
  6001. <field number='569' name='TradeRequestType' type='INT'>
  6002. <value enum='0' description='ALLTRADES' />
  6003. <value enum='1' description='MATCHEDTRADES' />
  6004. <value enum='2' description='UNMATCHEDTRADES' />
  6005. <value enum='3' description='UNREPORTEDTRADES' />
  6006. <value enum='4' description='ADVISORIESMATCH' />
  6007. </field>
  6008. <field number='570' name='PreviouslyReported' type='BOOLEAN'>
  6009. <value enum='N' description='NO' />
  6010. <value enum='Y' description='YES' />
  6011. </field>
  6012. <field number='571' name='TradeReportID' type='STRING' />
  6013. <field number='572' name='TradeReportRefID' type='STRING' />
  6014. <field number='573' name='MatchStatus' type='CHAR'>
  6015. <value enum='0' description='COMPMATAFF' />
  6016. <value enum='1' description='UNCOMPUNMATUNAFF' />
  6017. <value enum='2' description='ADVALERT' />
  6018. </field>
  6019. <field number='574' name='MatchType' type='STRING'>
  6020. <value enum='A1' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGESANDEXECUTIONTIME' />
  6021. <value enum='A2' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGES' />
  6022. <value enum='A3' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGESANDEXECUTIONTIME' />
  6023. <value enum='A4' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGES' />
  6024. <value enum='A5' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSEXECUTIONTIME' />
  6025. <value enum='ACTM1' description='NASDAQACTM1MATCH' />
  6026. <value enum='ACTM2' description='NASDAQACTM2MATCH' />
  6027. <value enum='ACTM3' description='NASDAQACTACCEPTEDTRADE' />
  6028. <value enum='ACTM4' description='NASDAQACTDEFAULTTRADE' />
  6029. <value enum='ACTM5' description='NASDAQACTDEFAULTAFTERM2' />
  6030. <value enum='ACTM6' description='NASDAQACTM6MATCH' />
  6031. <value enum='ACTMT' description='NASDAQNONACT' />
  6032. <value enum='AQ' description='COMPAREDRECORDSRESULTINGFROMSTAMPEDADVISORIESORSPECIALISTACCEPTSPAIROFFS' />
  6033. <value enum='M1' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORMINUSBADGESANDTIMES' />
  6034. <value enum='M2' description='SUMMARIZEDMATCHMINUSBADGESANDTIMES' />
  6035. <value enum='MT' description='OCSLOCKEDIN' />
  6036. <value enum='S1' description='SUMMARIZEDMATCHUSINGA1' />
  6037. <value enum='S2' description='SUMMARIZEDMATCHUSINGA2' />
  6038. <value enum='S3' description='SUMMARIZEDMATCHUSINGA3' />
  6039. <value enum='S4' description='SUMMARIZEDMATCHUSINGA4' />
  6040. <value enum='S5' description='SUMMARIZEDMATCHUSINGA5' />
  6041. </field>
  6042. <field number='575' name='OddLot' type='BOOLEAN'>
  6043. <value enum='N' description='NO' />
  6044. <value enum='Y' description='YES' />
  6045. </field>
  6046. <field number='576' name='NoClearingInstructions' type='NUMINGROUP' />
  6047. <field number='577' name='ClearingInstruction' type='INT'>
  6048. <value enum='0' description='PROCESSNORMALLY' />
  6049. <value enum='1' description='EXCLUDEFROMALLNETTING' />
  6050. <value enum='10' description='AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED' />
  6051. <value enum='11' description='QUALIFIEDSERVICEREPRESENTATIVEQSR' />
  6052. <value enum='12' description='CUSTOMERTRADE' />
  6053. <value enum='13' description='SELFCLEARING' />
  6054. <value enum='2' description='BILATERALNETTINGONLY' />
  6055. <value enum='3' description='EXCLEARING' />
  6056. <value enum='4' description='SPECIALTRADE' />
  6057. <value enum='5' description='MULTILATERALNETTING' />
  6058. <value enum='6' description='CLEARAGAINSTCENTRALCOUNTERPARTY' />
  6059. <value enum='7' description='EXCLUDEFROMCENTRALCOUNTERPARTY' />
  6060. <value enum='8' description='MANUALMODEPREPOSTINGANDORPREGIVEUP' />
  6061. <value enum='9' description='AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED' />
  6062. </field>
  6063. <field number='578' name='TradeInputSource' type='STRING' />
  6064. <field number='579' name='TradeInputDevice' type='STRING' />
  6065. <field number='580' name='NoDates' type='INT' />
  6066. <field number='581' name='AccountType' type='INT'>
  6067. <value enum='1' description='ACCOUNTCUSTOMER' />
  6068. <value enum='2' description='ACCOUNTNONCUSTOMER' />
  6069. <value enum='3' description='HOUSETRADER' />
  6070. <value enum='4' description='FLOORTRADER' />
  6071. <value enum='6' description='ACCOUNTNONCUSTOMERCROSS' />
  6072. <value enum='7' description='HOUSETRADERCROSS' />
  6073. <value enum='8' description='JOINTBOACCT' />
  6074. </field>
  6075. <field number='582' name='CustOrderCapacity' type='INT'>
  6076. <value enum='1' description='MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT' />
  6077. <value enum='2' description='CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT' />
  6078. <value enum='3' description='MEMBER_TRADING_FOR_ANOTHER_MEMBER' />
  6079. <value enum='4' description='ALL_OTHER' />
  6080. </field>
  6081. <field number='583' name='ClOrdLinkID' type='STRING' />
  6082. <field number='584' name='MassStatusReqID' type='STRING' />
  6083. <field number='585' name='MassStatusReqType' type='INT'>
  6084. <value enum='1' description='STATUSSECURITY' />
  6085. <value enum='2' description='STATUSUNDERLYINGSECURITY' />
  6086. <value enum='3' description='STATUSPRODUCT' />
  6087. <value enum='4' description='STATUSCFICODE' />
  6088. <value enum='5' description='STATUSSECURITYTYPE' />
  6089. <value enum='6' description='STATUSTRDSESSION' />
  6090. <value enum='7' description='STATUSALLORDERS' />
  6091. <value enum='8' description='STATUSPARTYID' />
  6092. </field>
  6093. <field number='586' name='OrigOrdModTime' type='UTCTIMESTAMP' />
  6094. <field number='587' name='LegSettlType' type='CHAR' />
  6095. <field number='588' name='LegSettlDate' type='LOCALMKTDATE' />
  6096. <field number='589' name='DayBookingInst' type='CHAR'>
  6097. <value enum='0' description='CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO' />
  6098. <value enum='1' description='SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST' />
  6099. <value enum='2' description='ACCUMULATE' />
  6100. </field>
  6101. <field number='590' name='BookingUnit' type='CHAR'>
  6102. <value enum='0' description='EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT' />
  6103. <value enum='1' description='AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER' />
  6104. <value enum='2' description='AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE' />
  6105. </field>
  6106. <field number='591' name='PreallocMethod' type='CHAR'>
  6107. <value enum='0' description='PRORATA' />
  6108. <value enum='1' description='DO_NOT_PRORATA_DISCUSS_FIRST' />
  6109. </field>
  6110. <field number='592' name='UnderlyingCountryOfIssue' type='COUNTRY' />
  6111. <field number='593' name='UnderlyingStateOrProvinceOfIssue' type='STRING' />
  6112. <field number='594' name='UnderlyingLocaleOfIssue' type='STRING' />
  6113. <field number='595' name='UnderlyingInstrRegistry' type='STRING' />
  6114. <field number='596' name='LegCountryOfIssue' type='COUNTRY' />
  6115. <field number='597' name='LegStateOrProvinceOfIssue' type='STRING' />
  6116. <field number='598' name='LegLocaleOfIssue' type='STRING' />
  6117. <field number='599' name='LegInstrRegistry' type='STRING' />
  6118. <field number='600' name='LegSymbol' type='STRING' />
  6119. <field number='601' name='LegSymbolSfx' type='STRING' />
  6120. <field number='602' name='LegSecurityID' type='STRING' />
  6121. <field number='603' name='LegSecurityIDSource' type='STRING' />
  6122. <field number='604' name='NoLegSecurityAltID' type='STRING' />
  6123. <field number='605' name='LegSecurityAltID' type='STRING' />
  6124. <field number='606' name='LegSecurityAltIDSource' type='STRING' />
  6125. <field number='607' name='LegProduct' type='INT' />
  6126. <field number='608' name='LegCFICode' type='STRING' />
  6127. <field number='609' name='LegSecurityType' type='STRING' />
  6128. <field number='610' name='LegMaturityMonthYear' type='MONTHYEAR' />
  6129. <field number='611' name='LegMaturityDate' type='LOCALMKTDATE' />
  6130. <field number='612' name='LegStrikePrice' type='PRICE' />
  6131. <field number='613' name='LegOptAttribute' type='CHAR' />
  6132. <field number='614' name='LegContractMultiplier' type='FLOAT' />
  6133. <field number='615' name='LegCouponRate' type='PERCENTAGE' />
  6134. <field number='616' name='LegSecurityExchange' type='EXCHANGE' />
  6135. <field number='617' name='LegIssuer' type='STRING' />
  6136. <field number='618' name='EncodedLegIssuerLen' type='LENGTH' />
  6137. <field number='619' name='EncodedLegIssuer' type='DATA' />
  6138. <field number='620' name='LegSecurityDesc' type='STRING' />
  6139. <field number='621' name='EncodedLegSecurityDescLen' type='LENGTH' />
  6140. <field number='622' name='EncodedLegSecurityDesc' type='DATA' />
  6141. <field number='623' name='LegRatioQty' type='FLOAT' />
  6142. <field number='624' name='LegSide' type='CHAR' />
  6143. <field number='625' name='TradingSessionSubID' type='STRING' />
  6144. <field number='626' name='AllocType' type='INT'>
  6145. <value enum='1' description='BUYSIDECALC' />
  6146. <value enum='2' description='BUYSIDEPRELIM' />
  6147. <value enum='3' description='SELLSIDECALC' />
  6148. <value enum='4' description='SELLSIDECALCWITHOUTPRELIM' />
  6149. <value enum='5' description='BUYSIDEREADYTOBOOKSINGLE' />
  6150. <value enum='6' description='BUYSIDEREADYTOBOOKCOMBINED' />
  6151. <value enum='7' description='WAREHOUSEINSTRUCTION' />
  6152. <value enum='8' description='REQUESTTOINTERMEDIARY' />
  6153. </field>
  6154. <field number='627' name='NoHops' type='NUMINGROUP' />
  6155. <field number='628' name='HopCompID' type='STRING' />
  6156. <field number='629' name='HopSendingTime' type='UTCTIMESTAMP' />
  6157. <field number='630' name='HopRefID' type='SEQNUM' />
  6158. <field number='631' name='MidPx' type='PRICE' />
  6159. <field number='632' name='BidYield' type='PERCENTAGE' />
  6160. <field number='633' name='MidYield' type='PERCENTAGE' />
  6161. <field number='634' name='OfferYield' type='PERCENTAGE' />
  6162. <field number='635' name='ClearingFeeIndicator' type='STRING'>
  6163. <value enum='1' description='1STYEARDELEGATE' />
  6164. <value enum='2' description='2NDYEARDELEGATE' />
  6165. <value enum='3' description='3RDYEARDELEGATE' />
  6166. <value enum='4' description='4THYEARDELEGATE' />
  6167. <value enum='5' description='5THYEARDELEGATE' />
  6168. <value enum='9' description='6THYEARDELEGATE' />
  6169. <value enum='B' description='CBOEMEMBER' />
  6170. <value enum='C' description='NONMEMBERCUSTOMER' />
  6171. <value enum='E' description='EQUITYCLEARINGMEMBER' />
  6172. <value enum='F' description='FULLASSOCIATEMEMBER' />
  6173. <value enum='H' description='106H106J' />
  6174. <value enum='I' description='GIMIDEMCOMMEMBERSHIP' />
  6175. <value enum='L' description='LESSEE106F' />
  6176. <value enum='M' description='ALLOTHERS' />
  6177. </field>
  6178. <field number='636' name='WorkingIndicator' type='BOOLEAN'>
  6179. <value enum='N' description='NO' />
  6180. <value enum='Y' description='YES' />
  6181. </field>
  6182. <field number='637' name='LegLastPx' type='PRICE' />
  6183. <field number='638' name='PriorityIndicator' type='INT'>
  6184. <value enum='0' description='PRIORITYUNCHANGED' />
  6185. <value enum='1' description='LOSTPRIORITY' />
  6186. </field>
  6187. <field number='639' name='PriceImprovement' type='PRICEOFFSET' />
  6188. <field number='640' name='Price2' type='PRICE' />
  6189. <field number='641' name='LastForwardPoints2' type='PRICEOFFSET' />
  6190. <field number='642' name='BidForwardPoints2' type='PRICEOFFSET' />
  6191. <field number='643' name='OfferForwardPoints2' type='PRICEOFFSET' />
  6192. <field number='644' name='RFQReqID' type='STRING' />
  6193. <field number='645' name='MktBidPx' type='PRICE' />
  6194. <field number='646' name='MktOfferPx' type='PRICE' />
  6195. <field number='647' name='MinBidSize' type='QTY' />
  6196. <field number='648' name='MinOfferSize' type='QTY' />
  6197. <field number='649' name='QuoteStatusReqID' type='STRING' />
  6198. <field number='650' name='LegalConfirm' type='BOOLEAN'>
  6199. <value enum='N' description='NO' />
  6200. <value enum='Y' description='YES' />
  6201. </field>
  6202. <field number='651' name='UnderlyingLastPx' type='PRICE' />
  6203. <field number='652' name='UnderlyingLastQty' type='QTY' />
  6204. <field number='653' name='SecDefStatus' type='INT'>
  6205. <value enum='0' description='PENDINGAPPROVAL' />
  6206. <value enum='1' description='APPROVEDACCEPTED' />
  6207. <value enum='2' description='REJECTED' />
  6208. <value enum='3' description='UNAUTHORIZEDREQUEST' />
  6209. <value enum='4' description='INVALIDDEFINITIONREQUEST' />
  6210. </field>
  6211. <field number='654' name='LegRefID' type='STRING' />
  6212. <field number='655' name='ContraLegRefID' type='STRING' />
  6213. <field number='656' name='SettlCurrBidFxRate' type='FLOAT' />
  6214. <field number='657' name='SettlCurrOfferFxRate' type='FLOAT' />
  6215. <field number='658' name='QuoteRequestRejectReason' type='INT'>
  6216. <value enum='1' description='UNKNOWNSYM' />
  6217. <value enum='10' description='PASS' />
  6218. <value enum='2' description='EXCHANGECLOSED' />
  6219. <value enum='3' description='QUOTEREQUESTEXLIMIT' />
  6220. <value enum='4' description='TOOLATE' />
  6221. <value enum='5' description='INVPRICE' />
  6222. <value enum='6' description='NOTAUTHTOREQQUOTE' />
  6223. <value enum='7' description='NOMATCHFORINQUIRY' />
  6224. <value enum='8' description='NOMARKETFORINSTRUMENT' />
  6225. <value enum='9' description='NOINVENTORY' />
  6226. <value enum='99' description='OTHER' />
  6227. </field>
  6228. <field number='659' name='SideComplianceID' type='STRING' />
  6229. <field number='660' name='AcctIDSource' type='INT'>
  6230. <value enum='1' description='BIC' />
  6231. <value enum='2' description='SIDCODE' />
  6232. <value enum='3' description='TFMGSPTA' />
  6233. <value enum='4' description='OMGEOALERTID' />
  6234. <value enum='5' description='DTCCCODE' />
  6235. <value enum='99' description='OTHER' />
  6236. </field>
  6237. <field number='661' name='AllocAcctIDSource' type='INT' />
  6238. <field number='662' name='BenchmarkPrice' type='PRICE' />
  6239. <field number='663' name='BenchmarkPriceType' type='INT' />
  6240. <field number='664' name='ConfirmID' type='STRING' />
  6241. <field number='665' name='ConfirmStatus' type='INT'>
  6242. <value enum='1' description='RECEIVED' />
  6243. <value enum='2' description='MISMATCHEDACCOUNT' />
  6244. <value enum='3' description='MISSINGSETTLEMENTINSTRUCTIONS' />
  6245. <value enum='4' description='CONFIRMED' />
  6246. <value enum='5' description='REQUESTREJECTED' />
  6247. </field>
  6248. <field number='666' name='ConfirmTransType' type='INT'>
  6249. <value enum='0' description='NEW' />
  6250. <value enum='1' description='REPLACE' />
  6251. <value enum='2' description='CANCEL' />
  6252. </field>
  6253. <field number='667' name='ContractSettlMonth' type='MONTHYEAR' />
  6254. <field number='668' name='DeliveryForm' type='INT'>
  6255. <value enum='1' description='BOOKENTRY' />
  6256. <value enum='2' description='BEARER' />
  6257. </field>
  6258. <field number='669' name='LastParPx' type='PRICE' />
  6259. <field number='670' name='NoLegAllocs' type='NUMINGROUP' />
  6260. <field number='671' name='LegAllocAccount' type='STRING' />
  6261. <field number='672' name='LegIndividualAllocID' type='STRING' />
  6262. <field number='673' name='LegAllocQty' type='QTY' />
  6263. <field number='674' name='LegAllocAcctIDSource' type='STRING' />
  6264. <field number='675' name='LegSettlCurrency' type='CURRENCY' />
  6265. <field number='676' name='LegBenchmarkCurveCurrency' type='CURRENCY' />
  6266. <field number='677' name='LegBenchmarkCurveName' type='STRING' />
  6267. <field number='678' name='LegBenchmarkCurvePoint' type='STRING' />
  6268. <field number='679' name='LegBenchmarkPrice' type='PRICE' />
  6269. <field number='680' name='LegBenchmarkPriceType' type='INT' />
  6270. <field number='681' name='LegBidPx' type='PRICE' />
  6271. <field number='682' name='LegIOIQty' type='STRING' />
  6272. <field number='683' name='NoLegStipulations' type='NUMINGROUP' />
  6273. <field number='684' name='LegOfferPx' type='PRICE' />
  6274. <field number='685' name='LegOrderQty' type='QTY' />
  6275. <field number='686' name='LegPriceType' type='INT' />
  6276. <field number='687' name='LegQty' type='QTY' />
  6277. <field number='688' name='LegStipulationType' type='STRING' />
  6278. <field number='689' name='LegStipulationValue' type='STRING' />
  6279. <field number='690' name='LegSwapType' type='INT'>
  6280. <value enum='1' description='PARFORPAR' />
  6281. <value enum='2' description='MODIFIEDDURATION' />
  6282. <value enum='4' description='RISK' />
  6283. <value enum='5' description='PROCEEDS' />
  6284. </field>
  6285. <field number='691' name='Pool' type='STRING' />
  6286. <field number='692' name='QuotePriceType' type='INT'>
  6287. <value enum='1' description='PERCENT' />
  6288. <value enum='10' description='YIELD' />
  6289. <value enum='2' description='PERSHARE' />
  6290. <value enum='3' description='FIXEDAMOUNT' />
  6291. <value enum='4' description='DISCOUNT' />
  6292. <value enum='5' description='PREMIUM' />
  6293. <value enum='6' description='BASISPOINTSRELATIVETOBENCHMARK' />
  6294. <value enum='7' description='TEDPRICE' />
  6295. <value enum='8' description='TEDYIELD' />
  6296. <value enum='9' description='YIELDSPREADSWAPS' />
  6297. </field>
  6298. <field number='693' name='QuoteRespID' type='STRING' />
  6299. <field number='694' name='QuoteRespType' type='INT'>
  6300. <value enum='1' description='HITLIFT' />
  6301. <value enum='2' description='COUNTER' />
  6302. <value enum='3' description='EXPIRED' />
  6303. <value enum='4' description='COVER' />
  6304. <value enum='5' description='DONEAWAY' />
  6305. <value enum='6' description='PASS' />
  6306. </field>
  6307. <field number='695' name='QuoteQualifier' type='CHAR' />
  6308. <field number='696' name='YieldRedemptionDate' type='LOCALMKTDATE' />
  6309. <field number='697' name='YieldRedemptionPrice' type='PRICE' />
  6310. <field number='698' name='YieldRedemptionPriceType' type='INT' />
  6311. <field number='699' name='BenchmarkSecurityID' type='STRING' />
  6312. <field number='700' name='ReversalIndicator' type='BOOLEAN' />
  6313. <field number='701' name='YieldCalcDate' type='LOCALMKTDATE' />
  6314. <field number='702' name='NoPositions' type='NUMINGROUP' />
  6315. <field number='703' name='PosType' type='STRING'>
  6316. <value enum='ALC' description='ALLOCATIONTRADEQTY' />
  6317. <value enum='AS' description='OPTIONASSIGNMENT' />
  6318. <value enum='ASF' description='ASOFTRADEQTY' />
  6319. <value enum='DLV' description='DELIVERYQTY' />
  6320. <value enum='ETR' description='ELECTRONICTRADEQTY' />
  6321. <value enum='EX' description='OPTIONEXERCISEQTY' />
  6322. <value enum='FIN' description='ENDOFDAYQTY' />
  6323. <value enum='IAS' description='INTRASPREADQTY' />
  6324. <value enum='IES' description='INTERSPREADQTY' />
  6325. <value enum='PA' description='ADJUSTMENTQTY' />
  6326. <value enum='PIT' description='PITTRADEQTY' />
  6327. <value enum='SOD' description='STARTOFDAYQTY' />
  6328. <value enum='SPL' description='INTEGRALSPLIT' />
  6329. <value enum='TA' description='TRANSACTIONFROMASSIGNMENT' />
  6330. <value enum='TOT' description='TOTALTRANSACTIONQTY' />
  6331. <value enum='TQ' description='TRANSACTIONQUANTITY' />
  6332. <value enum='TRF' description='TRANSFERTRADEQTY' />
  6333. <value enum='TX' description='TRANSACTIONFROMEXERCISE' />
  6334. <value enum='XM' description='CROSSMARGINQTY' />
  6335. </field>
  6336. <field number='704' name='LongQty' type='QTY' />
  6337. <field number='705' name='ShortQty' type='QTY' />
  6338. <field number='706' name='PosQtyStatus' type='INT'>
  6339. <value enum='0' description='SUBMITTED' />
  6340. <value enum='1' description='ACCEPTED' />
  6341. <value enum='2' description='REJECTED' />
  6342. </field>
  6343. <field number='707' name='PosAmtType' type='STRING'>
  6344. <value enum='CASH' description='CASHAMOUNTCORPORATEEVENT' />
  6345. <value enum='CRES' description='CASHRESIDUALAMOUNT' />
  6346. <value enum='FMTM' description='FINALMARKTOMARKETAMOUNT' />
  6347. <value enum='IMTM' description='INCREMENTALMARKTOMARKETAMOUNT' />
  6348. <value enum='PREM' description='PREMIUMAMOUNT' />
  6349. <value enum='SMTM' description='STARTOFDAYMARKTOMARKETAMOUNT' />
  6350. <value enum='TVAR' description='TRADEVARIATIONAMOUNT' />
  6351. <value enum='VADJ' description='VALUEADJUSTEDAMOUNT' />
  6352. </field>
  6353. <field number='708' name='PosAmt' type='AMT' />
  6354. <field number='709' name='PosTransType' type='INT'>
  6355. <value enum='1' description='EXERCISE' />
  6356. <value enum='2' description='DONOTEXERCISE' />
  6357. <value enum='3' description='POSITIONADJUSTMENT' />
  6358. <value enum='4' description='POSITIONCHANGESUBMISSIONMARGINDISPOSITION' />
  6359. <value enum='5' description='PLEDGE' />
  6360. </field>
  6361. <field number='710' name='PosReqID' type='STRING' />
  6362. <field number='711' name='NoUnderlyings' type='NUMINGROUP' />
  6363. <field number='712' name='PosMaintAction' type='INT'>
  6364. <value enum='1' description='NEW' />
  6365. <value enum='2' description='REPLACE' />
  6366. <value enum='3' description='CANCEL' />
  6367. </field>
  6368. <field number='713' name='OrigPosReqRefID' type='STRING' />
  6369. <field number='714' name='PosMaintRptRefID' type='STRING' />
  6370. <field number='715' name='ClearingBusinessDate' type='LOCALMKTDATE' />
  6371. <field number='716' name='SettlSessID' type='STRING' />
  6372. <field number='717' name='SettlSessSubID' type='STRING' />
  6373. <field number='718' name='AdjustmentType' type='INT'>
  6374. <value enum='0' description='PROCESSREQUESTASMARGINDISPOSITION' />
  6375. <value enum='1' description='DELTAPLUS' />
  6376. <value enum='2' description='DELTAMINUS' />
  6377. <value enum='3' description='FINAL' />
  6378. </field>
  6379. <field number='719' name='ContraryInstructionIndicator' type='BOOLEAN' />
  6380. <field number='720' name='PriorSpreadIndicator' type='BOOLEAN' />
  6381. <field number='721' name='PosMaintRptID' type='STRING' />
  6382. <field number='722' name='PosMaintStatus' type='INT'>
  6383. <value enum='0' description='ACCEPTED' />
  6384. <value enum='1' description='ACCEPTEDWITHWARNINGS' />
  6385. <value enum='2' description='REJECTED' />
  6386. <value enum='3' description='COMPLETED' />
  6387. <value enum='4' description='COMPLETEDWITHWARNINGS' />
  6388. </field>
  6389. <field number='723' name='PosMaintResult' type='INT'>
  6390. <value enum='0' description='SUCCESSFULCOMPLETION' />
  6391. <value enum='1' description='REJECTED' />
  6392. <value enum='99' description='OTHER' />
  6393. </field>
  6394. <field number='724' name='PosReqType' type='INT'>
  6395. <value enum='0' description='POSITIONS' />
  6396. <value enum='1' description='TRADES' />
  6397. <value enum='2' description='EXERCISES' />
  6398. <value enum='3' description='ASSIGNMENTS' />
  6399. </field>
  6400. <field number='725' name='ResponseTransportType' type='INT'>
  6401. <value enum='0' description='INBAND' />
  6402. <value enum='1' description='OUTOFBAND' />
  6403. </field>
  6404. <field number='726' name='ResponseDestination' type='STRING' />
  6405. <field number='727' name='TotalNumPosReports' type='INT' />
  6406. <field number='728' name='PosReqResult' type='INT'>
  6407. <value enum='0' description='VALIDREQUEST' />
  6408. <value enum='1' description='INVALIDORUNSUPPORTEDREQUEST' />
  6409. <value enum='2' description='NOPOSITIONSFOUNDTHATMATCHCRITERIA' />
  6410. <value enum='3' description='NOTAUTHORIZEDTOREQUESTPOSITIONS' />
  6411. <value enum='4' description='REQUESTFORPOSITIONNOTSUPPORTED' />
  6412. <value enum='99' description='OTHER' />
  6413. </field>
  6414. <field number='729' name='PosReqStatus' type='INT'>
  6415. <value enum='0' description='COMPLETED' />
  6416. <value enum='1' description='COMPLETEDWITHWARNINGS' />
  6417. <value enum='2' description='REJECTED' />
  6418. </field>
  6419. <field number='730' name='SettlPrice' type='PRICE' />
  6420. <field number='731' name='SettlPriceType' type='INT'>
  6421. <value enum='1' description='FINAL' />
  6422. <value enum='2' description='THEORETICAL' />
  6423. </field>
  6424. <field number='732' name='UnderlyingSettlPrice' type='PRICE' />
  6425. <field number='733' name='UnderlyingSettlPriceType' type='INT' />
  6426. <field number='734' name='PriorSettlPrice' type='PRICE' />
  6427. <field number='735' name='NoQuoteQualifiers' type='NUMINGROUP' />
  6428. <field number='736' name='AllocSettlCurrency' type='CURRENCY' />
  6429. <field number='737' name='AllocSettlCurrAmt' type='AMT' />
  6430. <field number='738' name='InterestAtMaturity' type='AMT' />
  6431. <field number='739' name='LegDatedDate' type='LOCALMKTDATE' />
  6432. <field number='740' name='LegPool' type='STRING' />
  6433. <field number='741' name='AllocInterestAtMaturity' type='AMT' />
  6434. <field number='742' name='AllocAccruedInterestAmt' type='AMT' />
  6435. <field number='743' name='DeliveryDate' type='LOCALMKTDATE' />
  6436. <field number='744' name='AssignmentMethod' type='CHAR'>
  6437. <value enum='P' description='PRORATA' />
  6438. <value enum='R' description='RANDOM' />
  6439. </field>
  6440. <field number='745' name='AssignmentUnit' type='QTY' />
  6441. <field number='746' name='OpenInterest' type='AMT' />
  6442. <field number='747' name='ExerciseMethod' type='CHAR'>
  6443. <value enum='A' description='AUTOMATIC' />
  6444. <value enum='M' description='MANUAL' />
  6445. </field>
  6446. <field number='748' name='TotNumTradeReports' type='INT' />
  6447. <field number='749' name='TradeRequestResult' type='INT'>
  6448. <value enum='0' description='SUCCESSFUL' />
  6449. <value enum='1' description='INVALIDORUNKNOWNINSTRUMENT' />
  6450. <value enum='2' description='INVALIDTYPEOFTRADEREQUESTED' />
  6451. <value enum='3' description='INVALIDPARTIES' />
  6452. <value enum='4' description='INVALIDTRANSPORTTYPEREQUESTED' />
  6453. <value enum='5' description='INVALIDDESTINATIONREQUESTED' />
  6454. <value enum='8' description='TRADEREQUESTTYPENOTSUPPORTED' />
  6455. <value enum='9' description='UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST' />
  6456. <value enum='99' description='OTHER' />
  6457. </field>
  6458. <field number='750' name='TradeRequestStatus' type='INT'>
  6459. <value enum='0' description='ACCEPTED' />
  6460. <value enum='1' description='COMPLETED' />
  6461. <value enum='2' description='REJECTED' />
  6462. </field>
  6463. <field number='751' name='TradeReportRejectReason' type='INT'>
  6464. <value enum='0' description='SUCCESSFULDEFAULT' />
  6465. <value enum='1' description='INVALIDPARTYINFORMATION' />
  6466. <value enum='2' description='UNKNOWNINSTRUMENT' />
  6467. <value enum='3' description='UNAUTHORIZEDTOREPORTTRADES' />
  6468. <value enum='4' description='INVALIDTRADETYPE' />
  6469. <value enum='99' description='OTHER' />
  6470. </field>
  6471. <field number='752' name='SideMultiLegReportingType' type='INT'>
  6472. <value enum='1' description='SINGLESECURITY' />
  6473. <value enum='2' description='INDIVIDUALLEGOFAMULTILEGSECURITY' />
  6474. <value enum='3' description='MULTILEGSECURITY' />
  6475. </field>
  6476. <field number='753' name='NoPosAmt' type='NUMINGROUP' />
  6477. <field number='754' name='AutoAcceptIndicator' type='BOOLEAN' />
  6478. <field number='755' name='AllocReportID' type='STRING' />
  6479. <field number='756' name='NoNested2PartyIDs' type='NUMINGROUP' />
  6480. <field number='757' name='Nested2PartyID' type='STRING' />
  6481. <field number='758' name='Nested2PartyIDSource' type='CHAR' />
  6482. <field number='759' name='Nested2PartyRole' type='INT' />
  6483. <field number='760' name='Nested2PartySubID' type='STRING' />
  6484. <field number='761' name='BenchmarkSecurityIDSource' type='STRING' />
  6485. <field number='762' name='SecuritySubType' type='STRING' />
  6486. <field number='763' name='UnderlyingSecuritySubType' type='STRING' />
  6487. <field number='764' name='LegSecuritySubType' type='STRING' />
  6488. <field number='765' name='AllowableOneSidednessPct' type='PERCENTAGE' />
  6489. <field number='766' name='AllowableOneSidednessValue' type='AMT' />
  6490. <field number='767' name='AllowableOneSidednessCurr' type='CURRENCY' />
  6491. <field number='768' name='NoTrdRegTimestamps' type='NUMINGROUP' />
  6492. <field number='769' name='TrdRegTimestamp' type='UTCTIMESTAMP' />
  6493. <field number='770' name='TrdRegTimestampType' type='INT'>
  6494. <value enum='1' description='EXECUTIONTIME' />
  6495. <value enum='2' description='TIMEIN' />
  6496. <value enum='3' description='TIMEOUT' />
  6497. <value enum='4' description='BROKERRECEIPT' />
  6498. <value enum='5' description='BROKEREXECUTION' />
  6499. </field>
  6500. <field number='771' name='TrdRegTimestampOrigin' type='STRING' />
  6501. <field number='772' name='ConfirmRefID' type='STRING' />
  6502. <field number='773' name='ConfirmType' type='INT'>
  6503. <value enum='1' description='STATUS' />
  6504. <value enum='2' description='CONFIRMATION' />
  6505. <value enum='3' description='CONFIRMATIONREQUESTREJECTED' />
  6506. </field>
  6507. <field number='774' name='ConfirmRejReason' type='INT'>
  6508. <value enum='1' description='MISMATCHEDACCOUNT' />
  6509. <value enum='2' description='MISSINGSETTLEMENTINSTRUCTIONS' />
  6510. <value enum='99' description='OTHER' />
  6511. </field>
  6512. <field number='775' name='BookingType' type='INT'>
  6513. <value enum='0' description='REGULARBOOKING' />
  6514. <value enum='1' description='CFDCONTRACTFORDIFFERENCE' />
  6515. <value enum='2' description='TOTALRETURNSWAP' />
  6516. </field>
  6517. <field number='776' name='IndividualAllocRejCode' type='INT' />
  6518. <field number='777' name='SettlInstMsgID' type='STRING' />
  6519. <field number='778' name='NoSettlInst' type='NUMINGROUP' />
  6520. <field number='779' name='LastUpdateTime' type='UTCTIMESTAMP' />
  6521. <field number='780' name='AllocSettlInstType' type='INT'>
  6522. <value enum='0' description='USEDEFAULTINSTRUCTIONS' />
  6523. <value enum='1' description='DERIVEFROMPARAMETERSPROVIDED' />
  6524. <value enum='2' description='FULLDETAILSPROVIDED' />
  6525. <value enum='3' description='SSIDBIDSPROVIDED' />
  6526. <value enum='4' description='PHONEFORINSTRUCTIONS' />
  6527. </field>
  6528. <field number='781' name='NoSettlPartyIDs' type='NUMINGROUP' />
  6529. <field number='782' name='SettlPartyID' type='STRING' />
  6530. <field number='783' name='SettlPartyIDSource' type='CHAR' />
  6531. <field number='784' name='SettlPartyRole' type='INT' />
  6532. <field number='785' name='SettlPartySubID' type='STRING' />
  6533. <field number='786' name='SettlPartySubIDType' type='INT' />
  6534. <field number='787' name='DlvyInstType' type='CHAR'>
  6535. <value enum='C' description='CASH' />
  6536. <value enum='S' description='SECURITIES' />
  6537. </field>
  6538. <field number='788' name='TerminationType' type='INT'>
  6539. <value enum='1' description='OVERNIGHT' />
  6540. <value enum='2' description='TERM' />
  6541. <value enum='3' description='FLEXIBLE' />
  6542. <value enum='4' description='OPEN' />
  6543. </field>
  6544. <field number='789' name='NextExpectedMsgSeqNum' type='SEQNUM' />
  6545. <field number='790' name='OrdStatusReqID' type='STRING' />
  6546. <field number='791' name='SettlInstReqID' type='STRING' />
  6547. <field number='792' name='SettlInstReqRejCode' type='INT'>
  6548. <value enum='0' description='UNABLETOPROCESSREQUEST' />
  6549. <value enum='1' description='UNKNOWNACCOUNT' />
  6550. <value enum='2' description='NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND' />
  6551. <value enum='99' description='OTHER' />
  6552. </field>
  6553. <field number='793' name='SecondaryAllocID' type='STRING' />
  6554. <field number='794' name='AllocReportType' type='INT'>
  6555. <value enum='3' description='SELLSIDECALCULATEDUSINGPRELIMINARY' />
  6556. <value enum='4' description='SELLSIDECALCULATEDWITHOUTPRELIMINARY' />
  6557. <value enum='5' description='WAREHOUSERECAP' />
  6558. <value enum='8' description='REQUESTTOINTERMEDIARY' />
  6559. </field>
  6560. <field number='795' name='AllocReportRefID' type='STRING' />
  6561. <field number='796' name='AllocCancReplaceReason' type='INT'>
  6562. <value enum='1' description='ORIGINALDETAILSINCORRECT' />
  6563. <value enum='2' description='CHANGEINUNDERLYINGORDERDETAILS' />
  6564. <value enum='99' description='OTHER' />
  6565. </field>
  6566. <field number='797' name='CopyMsgIndicator' type='BOOLEAN' />
  6567. <field number='798' name='AllocAccountType' type='INT'>
  6568. <value enum='1' description='ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS' />
  6569. <value enum='2' description='ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS' />
  6570. <value enum='3' description='HOUSETRADER' />
  6571. <value enum='4' description='FLOORTRADER' />
  6572. <value enum='6' description='ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED' />
  6573. <value enum='7' description='ACCOUNTISHOUSETRADERANDISCROSSMARGINED' />
  6574. <value enum='8' description='JBO' />
  6575. </field>
  6576. <field number='799' name='OrderAvgPx' type='PRICE' />
  6577. <field number='800' name='OrderBookingQty' type='QTY' />
  6578. <field number='801' name='NoSettlPartySubIDs' type='NUMINGROUP' />
  6579. <field number='802' name='NoPartySubIDs' type='NUMINGROUP' />
  6580. <field number='803' name='PartySubIDType' type='INT'>
  6581. <value enum='1' description='FIRM' />
  6582. <value enum='10' description='SECURITIESACCOUNTNUMBER' />
  6583. <value enum='11' description='REGISTRATIONNUMBER' />
  6584. <value enum='12' description='REGISTEREDADDRESS_12' />
  6585. <value enum='13' description='REGULATORYSTATUS' />
  6586. <value enum='14' description='REGISTRATIONNAME' />
  6587. <value enum='15' description='CASHACCOUNT' />
  6588. <value enum='16' description='BIC' />
  6589. <value enum='17' description='CSDPARTICIPANTMEMBERCODE' />
  6590. <value enum='18' description='REGISTEREDADDRESS_18' />
  6591. <value enum='19' description='FUNDACCOUNTNAME' />
  6592. <value enum='2' description='PERSON' />
  6593. <value enum='20' description='TELEXNUMBER' />
  6594. <value enum='21' description='FAXNUMBER' />
  6595. <value enum='22' description='SECURITIESACCOUNTNAME' />
  6596. <value enum='23' description='CASHACCOUNTNAME' />
  6597. <value enum='24' description='DEPARTMENT' />
  6598. <value enum='25' description='LOCATIONDESK' />
  6599. <value enum='26' description='POSITIONACCOUNTTYPE' />
  6600. <value enum='3' description='SYSTEM' />
  6601. <value enum='4' description='APPLICATION' />
  6602. <value enum='4000' description='RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES' />
  6603. <value enum='5' description='FULLLEGALNAMEOFFIRM' />
  6604. <value enum='6' description='POSTALADDRESS' />
  6605. <value enum='7' description='PHONENUMBER' />
  6606. <value enum='8' description='EMAILADDRESS' />
  6607. <value enum='9' description='CONTACTNAME' />
  6608. </field>
  6609. <field number='804' name='NoNestedPartySubIDs' type='NUMINGROUP' />
  6610. <field number='805' name='NestedPartySubIDType' type='INT' />
  6611. <field number='806' name='NoNested2PartySubIDs' type='NUMINGROUP' />
  6612. <field number='807' name='Nested2PartySubIDType' type='INT' />
  6613. <field number='808' name='AllocIntermedReqType' type='INT'>
  6614. <value enum='1' description='PENDINGACCEPT' />
  6615. <value enum='2' description='PENDINGRELEASE' />
  6616. <value enum='3' description='PENDINGREVERSAL' />
  6617. <value enum='4' description='ACCEPT' />
  6618. <value enum='5' description='BLOCKLEVELREJECT' />
  6619. <value enum='6' description='ACCOUNTLEVELREJECT' />
  6620. </field>
  6621. <field number='810' name='UnderlyingPx' type='PRICE' />
  6622. <field number='811' name='PriceDelta' type='FLOAT' />
  6623. <field number='812' name='ApplQueueMax' type='INT' />
  6624. <field number='813' name='ApplQueueDepth' type='INT' />
  6625. <field number='814' name='ApplQueueResolution' type='INT'>
  6626. <value enum='0' description='NOACTIONTAKEN' />
  6627. <value enum='1' description='QUEUEFLUSHED' />
  6628. <value enum='2' description='OVERLAYLAST' />
  6629. <value enum='3' description='ENDSESSION' />
  6630. </field>
  6631. <field number='815' name='ApplQueueAction' type='INT'>
  6632. <value enum='0' description='NOACTIONTAKEN' />
  6633. <value enum='1' description='QUEUEFLUSHED' />
  6634. <value enum='2' description='OVERLAYLAST' />
  6635. <value enum='3' description='ENDSESSION' />
  6636. </field>
  6637. <field number='816' name='NoAltMDSource' type='NUMINGROUP' />
  6638. <field number='817' name='AltMDSourceID' type='STRING' />
  6639. <field number='818' name='SecondaryTradeReportID' type='STRING' />
  6640. <field number='819' name='AvgPxIndicator' type='INT'>
  6641. <value enum='0' description='NOAVERAGEPRICING' />
  6642. <value enum='1' description='TRADEAVERAGEPRICEGROUP' />
  6643. <value enum='2' description='LASTTRADEAVERAGEPRICEGROUP' />
  6644. </field>
  6645. <field number='820' name='TradeLinkID' type='STRING' />
  6646. <field number='821' name='OrderInputDevice' type='STRING' />
  6647. <field number='822' name='UnderlyingTradingSessionID' type='STRING' />
  6648. <field number='823' name='UnderlyingTradingSessionSubID' type='STRING' />
  6649. <field number='824' name='TradeLegRefID' type='STRING' />
  6650. <field number='825' name='ExchangeRule' type='STRING' />
  6651. <field number='826' name='TradeAllocIndicator' type='INT'>
  6652. <value enum='0' description='ALLOCATIONNOTREQUIRED' />
  6653. <value enum='1' description='ALLOCATIONREQUIREDALLOCATIONINFORMATIONNOTPROVIDED' />
  6654. <value enum='2' description='USEALLOCATIONPROVIDEDWITHTHETRADE' />
  6655. </field>
  6656. <field number='827' name='ExpirationCycle' type='INT'>
  6657. <value enum='0' description='EXPIREONTRADINGSESSIONCLOSE' />
  6658. <value enum='1' description='EXPIREONTRADINGSESSIONOPEN' />
  6659. </field>
  6660. <field number='828' name='TrdType' type='INT'>
  6661. <value enum='0' description='REGULARTRADE' />
  6662. <value enum='1' description='BLOCKTRADE' />
  6663. <value enum='10' description='AFTERHOURSTRADE' />
  6664. <value enum='2' description='EFP' />
  6665. <value enum='3' description='TRANSFER' />
  6666. <value enum='4' description='LATETRADE' />
  6667. <value enum='5' description='TTRADE' />
  6668. <value enum='6' description='WEIGHTEDAVERAGEPRICETRADE' />
  6669. <value enum='7' description='BUNCHEDTRADE' />
  6670. <value enum='8' description='LATEBUNCHEDTRADE' />
  6671. <value enum='9' description='PRIORREFERENCEPRICETRADE' />
  6672. </field>
  6673. <field number='829' name='TrdSubType' type='INT' />
  6674. <field number='830' name='TransferReason' type='STRING' />
  6675. <field number='831' name='AsgnReqID' type='STRING' />
  6676. <field number='832' name='TotNumAssignmentReports' type='INT' />
  6677. <field number='833' name='AsgnRptID' type='STRING' />
  6678. <field number='834' name='ThresholdAmount' type='PRICEOFFSET' />
  6679. <field number='835' name='PegMoveType' type='INT'>
  6680. <value enum='0' description='FLOATING' />
  6681. <value enum='1' description='FIXED' />
  6682. </field>
  6683. <field number='836' name='PegOffsetType' type='INT'>
  6684. <value enum='0' description='PRICE' />
  6685. <value enum='1' description='BASISPOINTS' />
  6686. <value enum='2' description='TICKS' />
  6687. <value enum='3' description='PRICETIERLEVEL' />
  6688. </field>
  6689. <field number='837' name='PegLimitType' type='INT'>
  6690. <value enum='0' description='ORBETTER' />
  6691. <value enum='1' description='STRICT' />
  6692. <value enum='2' description='ORWORSE' />
  6693. </field>
  6694. <field number='838' name='PegRoundDirection' type='INT'>
  6695. <value enum='1' description='MOREAGGRESSIVE' />
  6696. <value enum='2' description='MOREPASSIVE' />
  6697. </field>
  6698. <field number='839' name='PeggedPrice' type='PRICE' />
  6699. <field number='840' name='PegScope' type='INT'>
  6700. <value enum='1' description='LOCALEXCHANGEECNATS' />
  6701. <value enum='2' description='NATIONAL' />
  6702. <value enum='3' description='GLOBAL' />
  6703. <value enum='4' description='NATIONALEXCLUDINGLOCAL' />
  6704. </field>
  6705. <field number='841' name='DiscretionMoveType' type='INT'>
  6706. <value enum='0' description='FLOATING' />
  6707. <value enum='1' description='FIXED' />
  6708. </field>
  6709. <field number='842' name='DiscretionOffsetType' type='INT'>
  6710. <value enum='0' description='PRICE' />
  6711. <value enum='1' description='BASISPOINTS' />
  6712. <value enum='2' description='TICKS' />
  6713. <value enum='3' description='PRICETIERLEVEL' />
  6714. </field>
  6715. <field number='843' name='DiscretionLimitType' type='INT'>
  6716. <value enum='0' description='ORBETTER' />
  6717. <value enum='1' description='STRICT' />
  6718. <value enum='2' description='ORWORSE' />
  6719. </field>
  6720. <field number='844' name='DiscretionRoundDirection' type='INT'>
  6721. <value enum='1' description='MOREAGGRESSIVE' />
  6722. <value enum='2' description='MOREPASSIVE' />
  6723. </field>
  6724. <field number='845' name='DiscretionPrice' type='PRICE' />
  6725. <field number='846' name='DiscretionScope' type='INT'>
  6726. <value enum='1' description='LOCALEXCHANGEECNATS' />
  6727. <value enum='2' description='NATIONAL' />
  6728. <value enum='3' description='GLOBAL' />
  6729. <value enum='4' description='NATIONALEXCLUDINGLOCAL' />
  6730. </field>
  6731. <field number='847' name='TargetStrategy' type='INT'>
  6732. <value enum='1' description='VWAP' />
  6733. <value enum='1000' description='RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES' />
  6734. <value enum='2' description='PARTICIPATE' />
  6735. <value enum='3' description='MININIZEMARKETIMPACT' />
  6736. </field>
  6737. <field number='848' name='TargetStrategyParameters' type='STRING' />
  6738. <field number='849' name='ParticipationRate' type='PERCENTAGE' />
  6739. <field number='850' name='TargetStrategyPerformance' type='FLOAT' />
  6740. <field number='851' name='LastLiquidityInd' type='INT'>
  6741. <value enum='1' description='ADDEDLIQUIDITY' />
  6742. <value enum='2' description='REMOVEDLIQUIDITY' />
  6743. <value enum='3' description='LIQUIDITYROUTEDOUT' />
  6744. </field>
  6745. <field number='852' name='PublishTrdIndicator' type='BOOLEAN'>
  6746. <value enum='N' description='NO' />
  6747. <value enum='Y' description='YES' />
  6748. </field>
  6749. <field number='853' name='ShortSaleReason' type='INT'>
  6750. <value enum='0' description='DEALERSOLDSHORT' />
  6751. <value enum='1' description='DEALERSOLDSHORTEXEMPT' />
  6752. <value enum='2' description='SELLINGCUSTOMERSOLDSHORT' />
  6753. <value enum='3' description='SELLINGCUSTOMERSOLDSHORTEXEMPT' />
  6754. <value enum='4' description='QSRORAGUCONTRASIDESOLDSHORT' />
  6755. <value enum='5' description='QSRORAGUCONTRASIDESOLDSHORTEXEMPT' />
  6756. </field>
  6757. <field number='854' name='QtyType' type='INT'>
  6758. <value enum='0' description='UNITS' />
  6759. <value enum='1' description='CONTRACTS' />
  6760. </field>
  6761. <field number='855' name='SecondaryTrdType' type='INT' />
  6762. <field number='856' name='TradeReportType' type='INT'>
  6763. <value enum='0' description='SUBMIT' />
  6764. <value enum='1' description='ALLEGED' />
  6765. <value enum='2' description='ACCEPT' />
  6766. <value enum='3' description='DECLINE' />
  6767. <value enum='4' description='ADDENDUM' />
  6768. <value enum='5' description='NOWAS' />
  6769. <value enum='6' description='TRADEREPORTCANCEL' />
  6770. <value enum='7' description='LOCKEDINTRADEBREAK' />
  6771. </field>
  6772. <field number='857' name='AllocNoOrdersType' type='INT'>
  6773. <value enum='0' description='NOTSPECIFIED' />
  6774. <value enum='1' description='EXPLICITLISTPROVIDED' />
  6775. </field>
  6776. <field number='858' name='SharedCommission' type='AMT' />
  6777. <field number='859' name='ConfirmReqID' type='STRING' />
  6778. <field number='860' name='AvgParPx' type='PRICE' />
  6779. <field number='861' name='ReportedPx' type='PRICE' />
  6780. <field number='862' name='NoCapacities' type='NUMINGROUP' />
  6781. <field number='863' name='OrderCapacityQty' type='QTY' />
  6782. <field number='864' name='NoEvents' type='NUMINGROUP' />
  6783. <field number='865' name='EventType' type='INT'>
  6784. <value enum='1' description='PUT' />
  6785. <value enum='2' description='CALL' />
  6786. <value enum='3' description='TENDER' />
  6787. <value enum='4' description='SINKINGFUNDCALL' />
  6788. <value enum='99' description='OTHER' />
  6789. </field>
  6790. <field number='866' name='EventDate' type='LOCALMKTDATE' />
  6791. <field number='867' name='EventPx' type='PRICE' />
  6792. <field number='868' name='EventText' type='STRING' />
  6793. <field number='869' name='PctAtRisk' type='PERCENTAGE' />
  6794. <field number='870' name='NoInstrAttrib' type='NUMINGROUP' />
  6795. <field number='871' name='InstrAttribType' type='INT'>
  6796. <value enum='1' description='FLAT' />
  6797. <value enum='10' description='ORIGINALISSUEDISCOUNT' />
  6798. <value enum='11' description='CALLABLEPUTTABLE' />
  6799. <value enum='12' description='ESCROWEDTOMATURITY' />
  6800. <value enum='13' description='ESCROWEDTOREDEMPTIONDATE' />
  6801. <value enum='14' description='PREREFUNDED' />
  6802. <value enum='15' description='INDEFAULT' />
  6803. <value enum='16' description='UNRATED' />
  6804. <value enum='17' description='TAXABLE' />
  6805. <value enum='18' description='INDEXED' />
  6806. <value enum='19' description='SUBJECTTOALTERNATIVEMINIMUMTAX' />
  6807. <value enum='2' description='ZEROCOUPON' />
  6808. <value enum='20' description='ORIGINALISSUEDISCOUNTPRICE' />
  6809. <value enum='21' description='CALLABLEBELOWMATURITYVALUE' />
  6810. <value enum='22' description='CALLABLEWITHOUTNOTICEBYMAILTOHOLDERUNLESSREGISTERED' />
  6811. <value enum='3' description='INTERESTBEARING' />
  6812. <value enum='4' description='NOPERIODICPAYMENTS' />
  6813. <value enum='5' description='VARIABLERATE' />
  6814. <value enum='6' description='LESSFEEFORPUT' />
  6815. <value enum='7' description='STEPPEDCOUPON' />
  6816. <value enum='8' description='COUPONPERIOD' />
  6817. <value enum='9' description='WHENISSUED' />
  6818. <value enum='99' description='TEXT' />
  6819. </field>
  6820. <field number='872' name='InstrAttribValue' type='STRING' />
  6821. <field number='873' name='DatedDate' type='LOCALMKTDATE' />
  6822. <field number='874' name='InterestAccrualDate' type='LOCALMKTDATE' />
  6823. <field number='875' name='CPProgram' type='INT'>
  6824. <value enum='1' description='3A3' />
  6825. <value enum='2' description='42' />
  6826. <value enum='99' description='OTHER' />
  6827. </field>
  6828. <field number='876' name='CPRegType' type='STRING' />
  6829. <field number='877' name='UnderlyingCPProgram' type='STRING' />
  6830. <field number='878' name='UnderlyingCPRegType' type='STRING' />
  6831. <field number='879' name='UnderlyingQty' type='QTY' />
  6832. <field number='880' name='TrdMatchID' type='STRING' />
  6833. <field number='881' name='SecondaryTradeReportRefID' type='STRING' />
  6834. <field number='882' name='UnderlyingDirtyPrice' type='PRICE' />
  6835. <field number='883' name='UnderlyingEndPrice' type='PRICE' />
  6836. <field number='884' name='UnderlyingStartValue' type='AMT' />
  6837. <field number='885' name='UnderlyingCurrentValue' type='AMT' />
  6838. <field number='886' name='UnderlyingEndValue' type='AMT' />
  6839. <field number='887' name='NoUnderlyingStips' type='NUMINGROUP' />
  6840. <field number='888' name='UnderlyingStipType' type='STRING' />
  6841. <field number='889' name='UnderlyingStipValue' type='STRING' />
  6842. <field number='890' name='MaturityNetMoney' type='AMT' />
  6843. <field number='891' name='MiscFeeBasis' type='INT'>
  6844. <value enum='0' description='ABSOLUTE' />
  6845. <value enum='1' description='PERUNIT' />
  6846. <value enum='2' description='PERCENTAGE' />
  6847. </field>
  6848. <field number='892' name='TotNoAllocs' type='INT' />
  6849. <field number='893' name='LastFragment' type='BOOLEAN'>
  6850. <value enum='N' description='NO' />
  6851. <value enum='Y' description='YES' />
  6852. </field>
  6853. <field number='894' name='CollReqID' type='STRING' />
  6854. <field number='895' name='CollAsgnReason' type='INT'>
  6855. <value enum='0' description='INITIAL' />
  6856. <value enum='1' description='SCHEDULED' />
  6857. <value enum='2' description='TIMEWARNING' />
  6858. <value enum='3' description='MARGINDEFICIENCY' />
  6859. <value enum='4' description='MARGINEXCESS' />
  6860. <value enum='5' description='FORWARDCOLLATERALDEMAND' />
  6861. <value enum='6' description='EVENTOFDEFAULT' />
  6862. <value enum='7' description='ADVERSETAXEVENT' />
  6863. </field>
  6864. <field number='896' name='CollInquiryQualifier' type='INT'>
  6865. <value enum='0' description='TRADEDATE' />
  6866. <value enum='1' description='GCINSTRUMENT' />
  6867. <value enum='2' description='COLLATERALINSTRUMENT' />
  6868. <value enum='3' description='SUBSTITUTIONELIGIBLE' />
  6869. <value enum='4' description='NOTASSIGNED' />
  6870. <value enum='5' description='PARTIALLYASSIGNED' />
  6871. <value enum='6' description='FULLYASSIGNED' />
  6872. <value enum='7' description='OUTSTANDINGTRADES' />
  6873. </field>
  6874. <field number='897' name='NoTrades' type='NUMINGROUP' />
  6875. <field number='898' name='MarginRatio' type='PERCENTAGE' />
  6876. <field number='899' name='MarginExcess' type='AMT' />
  6877. <field number='900' name='TotalNetValue' type='AMT' />
  6878. <field number='901' name='CashOutstanding' type='AMT' />
  6879. <field number='902' name='CollAsgnID' type='STRING' />
  6880. <field number='903' name='CollAsgnTransType' type='INT'>
  6881. <value enum='0' description='NEW' />
  6882. <value enum='1' description='REPLACE' />
  6883. <value enum='2' description='CANCEL' />
  6884. <value enum='3' description='RELEASE' />
  6885. <value enum='4' description='REVERSE' />
  6886. </field>
  6887. <field number='904' name='CollRespID' type='STRING' />
  6888. <field number='905' name='CollAsgnRespType' type='INT'>
  6889. <value enum='0' description='RECEIVED' />
  6890. <value enum='1' description='ACCEPTED' />
  6891. <value enum='2' description='DECLINED' />
  6892. <value enum='3' description='REJECTED' />
  6893. </field>
  6894. <field number='906' name='CollAsgnRejectReason' type='INT'>
  6895. <value enum='0' description='UNKNOWNDEAL' />
  6896. <value enum='1' description='UNKNOWNORINVALIDINSTRUMENT' />
  6897. <value enum='2' description='UNAUTHORIZEDTRANSACTION' />
  6898. <value enum='3' description='INSUFFICIENTCOLLATERAL' />
  6899. <value enum='4' description='INVALIDTYPEOFCOLLATERAL' />
  6900. <value enum='5' description='EXCESSIVESUBSTITUTION' />
  6901. <value enum='99' description='OTHER' />
  6902. </field>
  6903. <field number='907' name='CollAsgnRefID' type='STRING' />
  6904. <field number='908' name='CollRptID' type='STRING' />
  6905. <field number='909' name='CollInquiryID' type='STRING' />
  6906. <field number='910' name='CollStatus' type='INT'>
  6907. <value enum='0' description='UNASSIGNED' />
  6908. <value enum='1' description='PARTIALLYASSIGNED' />
  6909. <value enum='2' description='ASSIGNMENTPROPOSED' />
  6910. <value enum='3' description='ASSIGNEDACCEPTED' />
  6911. <value enum='4' description='CHALLENGED' />
  6912. </field>
  6913. <field number='911' name='TotNumReports' type='INT' />
  6914. <field number='912' name='LastRptRequested' type='BOOLEAN'>
  6915. <value enum='N' description='NO' />
  6916. <value enum='Y' description='YES' />
  6917. </field>
  6918. <field number='913' name='AgreementDesc' type='STRING' />
  6919. <field number='914' name='AgreementID' type='STRING' />
  6920. <field number='915' name='AgreementDate' type='LOCALMKTDATE' />
  6921. <field number='916' name='StartDate' type='LOCALMKTDATE' />
  6922. <field number='917' name='EndDate' type='LOCALMKTDATE' />
  6923. <field number='918' name='AgreementCurrency' type='CURRENCY' />
  6924. <field number='919' name='DeliveryType' type='INT'>
  6925. <value enum='0' description='VERSUSPAYMENT' />
  6926. <value enum='1' description='FREE' />
  6927. <value enum='2' description='TRIPARTY' />
  6928. <value enum='3' description='HOLDINCUSTODY' />
  6929. </field>
  6930. <field number='920' name='EndAccruedInterestAmt' type='AMT' />
  6931. <field number='921' name='StartCash' type='AMT' />
  6932. <field number='922' name='EndCash' type='AMT' />
  6933. <field number='923' name='UserRequestID' type='STRING' />
  6934. <field number='924' name='UserRequestType' type='INT'>
  6935. <value enum='1' description='LOGONUSER' />
  6936. <value enum='2' description='LOGOFFUSER' />
  6937. <value enum='3' description='CHANGEPASSWORDFORUSER' />
  6938. <value enum='4' description='REQUESTINDIVIDUALUSERSTATUS' />
  6939. </field>
  6940. <field number='925' name='NewPassword' type='STRING' />
  6941. <field number='926' name='UserStatus' type='INT'>
  6942. <value enum='1' description='LOGGEDIN' />
  6943. <value enum='2' description='NOTLOGGEDIN' />
  6944. <value enum='3' description='USERNOTRECOGNISED' />
  6945. <value enum='4' description='PASSWORDINCORRECT' />
  6946. <value enum='5' description='PASSWORDCHANGED' />
  6947. <value enum='6' description='OTHER' />
  6948. </field>
  6949. <field number='927' name='UserStatusText' type='STRING' />
  6950. <field number='928' name='StatusValue' type='INT'>
  6951. <value enum='1' description='CONNECTED' />
  6952. <value enum='2' description='NOTCONNECTEDDOWNEXPECTEDUP' />
  6953. <value enum='3' description='NOTCONNECTEDDOWNEXPECTEDDOWN' />
  6954. <value enum='4' description='INPROCESS' />
  6955. </field>
  6956. <field number='929' name='StatusText' type='STRING' />
  6957. <field number='930' name='RefCompID' type='STRING' />
  6958. <field number='931' name='RefSubID' type='STRING' />
  6959. <field number='932' name='NetworkResponseID' type='STRING' />
  6960. <field number='933' name='NetworkRequestID' type='STRING' />
  6961. <field number='934' name='LastNetworkResponseID' type='STRING' />
  6962. <field number='935' name='NetworkRequestType' type='INT'>
  6963. <value enum='1' description='SNAPSHOT' />
  6964. <value enum='2' description='SUBSCRIBE' />
  6965. <value enum='4' description='STOPSUBSCRIBING' />
  6966. <value enum='8' description='LEVELOFDETAIL' />
  6967. </field>
  6968. <field number='936' name='NoCompIDs' type='NUMINGROUP' />
  6969. <field number='937' name='NetworkStatusResponseType' type='INT'>
  6970. <value enum='1' description='FULL' />
  6971. <value enum='2' description='INCREMENTALUPDATE' />
  6972. </field>
  6973. <field number='938' name='NoCollInquiryQualifier' type='NUMINGROUP' />
  6974. <field number='939' name='TrdRptStatus' type='INT'>
  6975. <value enum='0' description='ACCEPTED' />
  6976. <value enum='1' description='REJECTED' />
  6977. </field>
  6978. <field number='940' name='AffirmStatus' type='INT'>
  6979. <value enum='1' description='RECEIVED' />
  6980. <value enum='2' description='CONFIRMREJECTED' />
  6981. <value enum='3' description='AFFIRMED' />
  6982. </field>
  6983. <field number='941' name='UnderlyingStrikeCurrency' type='CURRENCY' />
  6984. <field number='942' name='LegStrikeCurrency' type='CURRENCY' />
  6985. <field number='943' name='TimeBracket' type='STRING' />
  6986. <field number='944' name='CollAction' type='INT'>
  6987. <value enum='0' description='RETAIN' />
  6988. <value enum='1' description='ADD' />
  6989. <value enum='2' description='REMOVE' />
  6990. </field>
  6991. <field number='945' name='CollInquiryStatus' type='INT'>
  6992. <value enum='0' description='ACCEPTED' />
  6993. <value enum='1' description='ACCEPTEDWITHWARNINGS' />
  6994. <value enum='2' description='COMPLETED' />
  6995. <value enum='3' description='COMPLETEDWITHWARNINGS' />
  6996. <value enum='4' description='REJECTED' />
  6997. </field>
  6998. <field number='946' name='CollInquiryResult' type='INT'>
  6999. <value enum='0' description='SUCCESSFUL' />
  7000. <value enum='1' description='INVALIDORUNKNOWNINSTRUMENT' />
  7001. <value enum='2' description='INVALIDORUNKNOWNCOLLATERALTYPE' />
  7002. <value enum='3' description='INVALIDPARTIES' />
  7003. <value enum='4' description='INVALIDTRANSPORTTYPEREQUESTED' />
  7004. <value enum='5' description='INVALIDDESTINATIONREQUESTED' />
  7005. <value enum='6' description='NOCOLLATERALFOUNDFORTHETRADESPECIFIED' />
  7006. <value enum='7' description='NOCOLLATERALFOUNDFORTHEORDERSPECIFIED' />
  7007. <value enum='8' description='COLLATERALINQUIRYTYPENOTSUPPORTED' />
  7008. <value enum='9' description='UNAUTHORIZEDFORCOLLATERALINQUIRY' />
  7009. <value enum='99' description='OTHER' />
  7010. </field>
  7011. <field number='947' name='StrikeCurrency' type='CURRENCY' />
  7012. <field number='948' name='NoNested3PartyIDs' type='NUMINGROUP' />
  7013. <field number='949' name='Nested3PartyID' type='STRING' />
  7014. <field number='950' name='Nested3PartyIDSource' type='CHAR' />
  7015. <field number='951' name='Nested3PartyRole' type='INT' />
  7016. <field number='952' name='NoNested3PartySubIDs' type='NUMINGROUP' />
  7017. <field number='953' name='Nested3PartySubID' type='STRING' />
  7018. <field number='954' name='Nested3PartySubIDType' type='INT' />
  7019. <field number='955' name='LegContractSettlMonth' type='MONTHYEAR' />
  7020. <field number='956' name='LegInterestAccrualDate' type='LOCALMKTDATE' />
  7021. </fields>
  7022. </fix>