FIX42.xml 273 KB

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  1. <fix major='4' type='FIX' servicepack='0' minor='2'>
  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. <field name='OnBehalfOfSendingTime' required='N' />
  30. </header>
  31. <messages>
  32. <message name='RequestForPositions' msgcat='app' msgtype='UAN' remark='query_zjgf_req' >
  33. <field name='PosReqID' required='Y' />
  34. <field name='ContractSno' required='N' />
  35. <field name='PosReqType' required='Y' />
  36. <field name='OrderID' required='N' />
  37. <field name='Currency' required='N' />
  38. <field name='Account' required='N' />
  39. <field name='AccountType' required='N' />
  40. <field name='EndDate' required='N' />
  41. <field name='StartDate' required='N' />
  42. <field name='PosMaintRptID' required='N' />
  43. <field name='Symbol' required='N' />
  44. <field name='LifeStatus' required='N' />
  45. <field name='MFType' required='N' />
  46. <field name='ContractSno' required='N' />
  47. <field name='SecurityExchange' required='N' />
  48. <field name='CashgroupProp' required='N' />
  49. <field name='PosbusinessType' required='N' />
  50. <field name='RefTerm' required='N' />
  51. <field name='RefpreapplyStatus' required='N' />
  52. <field name='CsfcCompactId' required='N' />
  53. <field name='RefType' required='N' />
  54. <field name='CompactTerm' required='N' />
  55. <field name='Compactstatus' required='N' />
  56. </message>
  57. <message name='CollateralRequests' msgcat='app' msgtype='UAX' remark='query_zjgf_req' >
  58. <field name='CollReqID' required='Y' />
  59. <field name='CollAsgnReason' required='Y' />
  60. <field name='Currency' required='N' />
  61. <field name='Side' required='N' />
  62. <field name='Symbol' required='N' />
  63. <field name='TransactTime' required='N' />
  64. <field name='Shares' required='N' />
  65. </message>
  66. <message name='RequestForPositionsAck' msgcat='app' msgtype='UAO' remark='query_zjgf_req' >
  67. <field name='PosReqID' required='Y' />
  68. <field name='PosReqType' required='Y' />
  69. <field name='PosReqResult' required='N' />
  70. <field name='PosTransType' required='N' />
  71. <field name='PosReqStatus' required='N' />
  72. <field name='Text' required='N' />
  73. <field name='PosMaintRptID' required='N' />
  74. </message>
  75. <message name='PositionReport' msgcat='app' msgtype='UAP' remark='query_zjgf_ans' >
  76. <field name='PosMaintRptID' required='Y' />
  77. <field name='PosReqID' required='Y' />
  78. <field name='PosReqType' required='Y' />
  79. <field name='TotalNumPosReports' required='Y' />
  80. <field name='PosReqResult' required='Y' />
  81. <field name='PosReqStatus' required='N' />
  82. <field name='OrderQty' required='N' />
  83. <field name='Price' required='N' />
  84. <field name='PosReqType' required='N' />
  85. <field name='AvgPx' required='N' />
  86. <field name='Currency' required='N' />
  87. <field name='LastRptRequested' required='N' />
  88. <field name='Text' required='N' />
  89. <field name='SecurityExchange' required='N' />
  90. <field name='Symbol' required='N' />
  91. <field name='Side' required='N' />
  92. <field name='OrderID' required='N' />
  93. <field name='SecurityID' required='N' />
  94. <field name='Account' required='N' />
  95. <group name='NoPositions' required='N'>
  96. <field name='PosType' required='N' />
  97. <field name='LongQty' required='N' />
  98. </group>
  99. <field name='SettlPartyID' required='N' />
  100. <field name='PosTransType' required='N' />
  101. <group name='NoPosAmt' required='N'>
  102. <field name='PosAmtType' required='N' />
  103. <field name='PosAmt' required='N' />
  104. </group>
  105. <group name='NoUAccount' required='N'>
  106. <field name='AccountType' required='N' />
  107. <field name='Account' required='N' />
  108. </group>
  109. <group name='NoStipulations' required='N'>
  110. <field name='StipulationType' required='N' />
  111. <field name='StipulationValue' required='N' />
  112. </group>
  113. <group name='NoEvents' required='N'>
  114. <field name='EventType' required='N' />
  115. <field name='EventTime' required='N' />
  116. <field name='EventText' required='N' />
  117. </group>
  118. <field name='MFType' required='N' />
  119. <field name='ContractSno' required='N' />
  120. <field name='Compactstatus' required='N' />
  121. <field name='AccountType' required='N' />
  122. <field name='CumQty' required='N' />
  123. <field name='ClearingBusinessDate' required='N' />
  124. <field name='DeliveryDate' required='N' />
  125. <field name='PromiseType' required='N' />
  126. <field name='CompactTerm' required='N' />
  127. <field name='PostponeFlag' required='N' />
  128. <field name='PostponeTimes' required='N' />
  129. <field name='OriAllotNo' required='N' />
  130. <field name='RefStatus' required='N' />
  131. <field name='PhysicalDays' required='N' />
  132. <field name='DealFlag' required='N' />
  133. <field name='SloStatus' required='N' />
  134. <field name='PreendStatus' required='N' />
  135. <field name='RefCompactType' required='N' />
  136. <field name='AgreementID' required='N' />
  137. </message>
  138. <message name='CollateralAssignment' msgcat='app' msgtype='UAY' remark='query_zjgf_ans' >
  139. <field name='CollAsgnID' required='Y' />
  140. <field name='CollReqID' required='N' />
  141. <field name='CollAsgnReason' required='Y' />
  142. <field name='CollAsgnTransType' required='Y' />
  143. <field name='SecurityExchange' required='N' />
  144. <field name='Side' required='N' />
  145. <field name='Symbol' required='Y' />
  146. <field name='TransactTime' required='N' />
  147. <field name='Shares' required='N' />
  148. <field name='PosReqResult' required='N' />
  149. <field name='Currency' required='N' />
  150. <field name='LastRptRequested' required='N' />
  151. <field name='Text' required='N' />
  152. <field name='SecurityExchange' required='N' />
  153. <field name='SecurityID' required='N' />
  154. <field name='Account' required='N' />
  155. <field name='AccountType' required='N' />
  156. <group name='NoPosAmt' required='N'>
  157. <field name='PosAmtType' required='N' />
  158. <field name='PosAmt' required='N' />
  159. <!--field name='PositionCurrency' required='N' /-->
  160. </group>
  161. <group name='NoPositions' required='N'>
  162. <field name='PosType' required='N' />
  163. <field name='LongQty' required='N' />
  164. <field name='ShortQty' required='N' />
  165. </group>
  166. <field name='SeatNo' required='N' />
  167. <field name='StockAccountCrdt' required='N' />
  168. <field name='SeatNoCrdt' required='N' />
  169. </message>
  170. <message name='CollateralResponse' msgcat='app' msgtype='UAZ' remark='query_zjgf_ans' >
  171. <field name='CollRespID' required='Y' />
  172. <field name='CollAsgnID' required='Y' />
  173. <field name='CollAsgnReason' required='Y' />
  174. <field name='CollAsgnTransType' required='N' />
  175. <field name='CollAsgnRespType' required='N' />
  176. <field name='OrderID' required='N' />
  177. <field name='Side' required='N' />
  178. <field name='Symbol' required='N' />
  179. <field name='TransactTime' required='N' />
  180. <field name='Shares' required='N' />
  181. <field name='PosReqResult' required='N' />
  182. <field name='Currency' required='N' />
  183. <field name='LastRptRequested' required='N' />
  184. <field name='Text' required='N' />
  185. <field name='SecurityExchange' required='N' />
  186. <field name='SecurityID' required='N' />
  187. <field name='Account' required='N' />
  188. <field name='CollAsgnRejectReason' required='N' />
  189. <field name='TransactTime' required='N' />
  190. </message>
  191. <!--message name='ZJLS_ANS' msgcat='app' msgtype='FFA' remark='query_zjls_ans' >
  192. <field name='PosMaintRptID' required='Y' />
  193. <field name='PosReqID' required='Y' />
  194. <field name='TotalNumPosReports' required='Y' />
  195. <field name='PosReqResult' required='Y' />
  196. <field name='Currency' required='N' />
  197. <field name='LastRptRequested' required='N' />
  198. <field name='EventType' required='N' />
  199. <field name='EventText' required='N' />
  200. <field name='Side' required='N' />
  201. <field name='CumQty' required='N' />
  202. <field name='AvgPx' required='N' />
  203. <field name='DeliveryDate' required='N' />
  204. <field name='ClearingBusinessDate' required='N' />
  205. <field name='Text' required='N' />
  206. <field name='SecurityExchange' required='N' />
  207. <field name='Symbol' required='N' />
  208. <field name='SecurityID' required='N' />
  209. <field name='Account' required='N' />
  210. <field name='CumQty' required='N' />
  211. <field name='OrderID' required='N' />
  212. <group name='NoPositions' required='N'>
  213. <field name='PosType' required='N' />
  214. <field name='LongQty' required='N' />
  215. <field name='ShortQty' required='N' />
  216. </group>
  217. </message-->
  218. <message name='PositionMaintenanceReport' msgcat='app' msgtype='UAM' remark='PositionMaintenanceReport' >
  219. <field name='PosReqID' required='Y' />
  220. <field name='Currency' required='N' />
  221. <field name='SettlPartyID' required='N' />
  222. <!--field name='CashOrderQty' required='Y' /-->
  223. <field name='Account' required='N' />
  224. <field name='PosMaintStatus' required='Y' />
  225. <field name='OrderID' required='N' />
  226. <field name='PosMaintRptID' required='Y' />
  227. <field name='PosMaintAction' required='N' />
  228. <field name='PosTransType' required='N' />
  229. <field name='AccountType' required='N' />
  230. <field name='Shares' required='N' />
  231. <field name='Symbol' required='N' />
  232. <field name='SecurityExchange' required='N' />
  233. <field name='Text' required='N' />
  234. <group name='NoPositions' required='N'>
  235. <field name='PosType' required='N' />
  236. <field name='LongQty' required='N' />
  237. <field name='ShortQty' required='N' />
  238. </group>
  239. <group name='NoPosAmt' required='N'>
  240. <field name='PosAmtType' required='N' />
  241. <field name='PosAmt' required='N' />
  242. </group>
  243. </message>
  244. <message name='Heartbeat' msgcat='admin' msgtype='0'>
  245. <field name='TestReqID' required='N' />
  246. </message>
  247. <message name='TestRequest' msgcat='admin' msgtype='1'>
  248. <field name='TestReqID' required='Y' />
  249. </message>
  250. <message name='ResendRequest' msgcat='admin' msgtype='2'>
  251. <field name='BeginSeqNo' required='Y' />
  252. <field name='EndSeqNo' required='Y' />
  253. </message>
  254. <message name='Reject' msgcat='admin' msgtype='3'>
  255. <field name='RefSeqNum' required='Y' />
  256. <field name='RefTagID' required='N' />
  257. <field name='RefMsgType' required='N' />
  258. <field name='SessionRejectReason' required='N' />
  259. <field name='Text' required='N' />
  260. <field name='EncodedTextLen' required='N' />
  261. <field name='EncodedText' required='N' />
  262. </message>
  263. <message name='SequenceReset' msgcat='admin' msgtype='4'>
  264. <field name='GapFillFlag' required='N' />
  265. <field name='NewSeqNo' required='Y' />
  266. </message>
  267. <message name='Logout' msgcat='admin' msgtype='5'>
  268. <field name='Text' required='N' />
  269. <field name='EncodedTextLen' required='N' />
  270. <field name='EncodedText' required='N' />
  271. </message>
  272. <message name='IndicationofInterest' msgcat='app' msgtype='6'>
  273. <field name='IOIid' required='Y' />
  274. <field name='IOITransType' required='Y' />
  275. <field name='IOIRefID' required='N' />
  276. <field name='Symbol' required='Y' />
  277. <field name='SymbolSfx' required='N' />
  278. <field name='SecurityID' required='N' />
  279. <field name='SecurityIDSource' required='N' />
  280. <field name='SecurityType' required='N' />
  281. <field name='MaturityMonthYear' required='N' />
  282. <field name='MaturityDay' required='N' />
  283. <field name='PutOrCall' required='N' />
  284. <field name='StrikePrice' required='N' />
  285. <field name='OptAttribute' required='N' />
  286. <field name='ContractMultiplier' required='N' />
  287. <field name='CouponRate' required='N' />
  288. <field name='SecurityExchange' required='N' />
  289. <field name='Issuer' required='N' />
  290. <field name='EncodedIssuerLen' required='N' />
  291. <field name='EncodedIssuer' required='N' />
  292. <field name='SecurityDesc' required='N' />
  293. <field name='EncodedSecurityDescLen' required='N' />
  294. <field name='EncodedSecurityDesc' required='N' />
  295. <field name='Side' required='Y' />
  296. <field name='IOIShares' required='Y' />
  297. <field name='Price' required='N' />
  298. <field name='Currency' required='N' />
  299. <field name='ValidUntilTime' required='N' />
  300. <field name='IOIQltyInd' required='N' />
  301. <field name='IOINaturalFlag' required='N' />
  302. <group name='NoIOIQualifiers' required='N'>
  303. <field name='IOIQualifier' required='N' />
  304. </group>
  305. <field name='Text' required='N' />
  306. <field name='EncodedTextLen' required='N' />
  307. <field name='EncodedText' required='N' />
  308. <field name='TransactTime' required='N' />
  309. <field name='URLLink' required='N' />
  310. <group name='NoRoutingIDs' required='N'>
  311. <field name='RoutingType' required='N' />
  312. <field name='RoutingID' required='N' />
  313. </group>
  314. <field name='Spread' required='N' />
  315. <field name='Benchmark' required='N' />
  316. </message>
  317. <message name='Advertisement' msgcat='app' msgtype='7'>
  318. <field name='AdvId' required='Y' />
  319. <field name='AdvTransType' required='Y' />
  320. <field name='AdvRefID' required='N' />
  321. <field name='Symbol' required='Y' />
  322. <field name='SymbolSfx' required='N' />
  323. <field name='SecurityID' required='N' />
  324. <field name='SecurityIDSource' required='N' />
  325. <field name='SecurityType' required='N' />
  326. <field name='MaturityMonthYear' required='N' />
  327. <field name='MaturityDay' required='N' />
  328. <field name='PutOrCall' required='N' />
  329. <field name='StrikePrice' required='N' />
  330. <field name='OptAttribute' required='N' />
  331. <field name='ContractMultiplier' required='N' />
  332. <field name='CouponRate' required='N' />
  333. <field name='SecurityExchange' required='N' />
  334. <field name='Issuer' required='N' />
  335. <field name='EncodedIssuerLen' required='N' />
  336. <field name='EncodedIssuer' required='N' />
  337. <field name='SecurityDesc' required='N' />
  338. <field name='EncodedSecurityDescLen' required='N' />
  339. <field name='EncodedSecurityDesc' required='N' />
  340. <field name='AdvSide' required='Y' />
  341. <!--field name='Shares' required='Y' /-->
  342. <field name='Shares' required='Y' />
  343. <field name='Price' required='N' />
  344. <field name='Currency' required='N' />
  345. <field name='TradeDate' required='N' />
  346. <field name='TransactTime' required='N' />
  347. <field name='Text' required='N' />
  348. <field name='EncodedTextLen' required='N' />
  349. <field name='EncodedText' required='N' />
  350. <field name='URLLink' required='N' />
  351. <field name='LastMkt' required='N' />
  352. <field name='TradingSessionID' required='N' />
  353. </message>
  354. <message name='ExecutionReport' msgcat='app' msgtype='8'>
  355. <field name='OrderID' required='N' />
  356. <field name='SecondaryOrderID' required='N' />
  357. <field name='ClOrdID' required='N' />
  358. <field name='OrigClOrdID' required='N' />
  359. <field name='OnBehalfOfSubID' required='N' />
  360. <field name='ClientID' required='N' />
  361. <field name='ExecBroker' required='N' />
  362. <field name='ContractSno' required='N' />
  363. <field name='SuccessNum' required='N' />
  364. <field name='FailNum' required='N' />
  365. <field name='EntrustResult' required='N' />
  366. <field name='EntrustErrinfoStr' required='N' />
  367. <field name='EntrustNoStr' required='N' />
  368. <field name='ReportNoStr' required='N' />
  369. <field name='SeatNoStr' required='N' />
  370. <field name='EntrustTimeStr' required='N' />
  371. <field name='EntrustCount' required='N' />
  372. <field name='EntrustNoOldStr' required='N' />
  373. <field name='EntrustStatusStr' required='N' />
  374. <field name='AccountStr' required='N' />
  375. <group name='NoContraBrokers' required='N'>
  376. <field name='ContraBroker' required='N' />
  377. <field name='ContraTrader' required='N' />
  378. <field name='ContraTradeQty' required='N' />
  379. <field name='ContraTradeTime' required='N' />
  380. </group>
  381. <field name='ListID' required='N' />
  382. <field name='ExecID' required='Y' />
  383. <field name='ExecTransType' required='N' />
  384. <field name='ExecRefID' required='N' />
  385. <field name='ExecType' required='Y' />
  386. <field name='OrdStatus' required='Y' />
  387. <field name='OrdRejReason' required='N' />
  388. <field name='ExecRestatementReason' required='N' />
  389. <field name='Account' required='N' />
  390. <field name='SettlmntTyp' required='N' />
  391. <field name='FutSettDate' required='N' />
  392. <field name='Symbol' required='Y' />
  393. <field name='SymbolSfx' required='N' />
  394. <field name='SecurityID' required='N' />
  395. <field name='SecurityIDSource' required='N' />
  396. <field name='SecurityType' required='N' />
  397. <field name='MaturityMonthYear' required='N' />
  398. <field name='MaturityDay' required='N' />
  399. <field name='PutOrCall' required='N' />
  400. <field name='StrikePrice' required='N' />
  401. <field name='OptAttribute' required='N' />
  402. <field name='ContractMultiplier' required='N' />
  403. <field name='CouponRate' required='N' />
  404. <field name='SecurityExchange' required='N' />
  405. <field name='Issuer' required='N' />
  406. <field name='EncodedIssuerLen' required='N' />
  407. <field name='EncodedIssuer' required='N' />
  408. <field name='SecurityDesc' required='N' />
  409. <field name='EncodedSecurityDescLen' required='N' />
  410. <field name='EncodedSecurityDesc' required='N' />
  411. <field name='Side' required='N' />
  412. <field name='OrderQty' required='N' />
  413. <field name='CashOrderQty' required='N' />
  414. <field name='OrdType' required='N' />
  415. <field name='Price' required='N' />
  416. <field name='StopPx' required='N' />
  417. <field name='PegDifference' required='N' />
  418. <field name='DiscretionInst' required='N' />
  419. <field name='DiscretionOffset' required='N' />
  420. <field name='Currency' required='N' />
  421. <field name='ComplianceID' required='N' />
  422. <field name='SolicitedFlag' required='N' />
  423. <field name='TimeInForce' required='N' />
  424. <field name='EffectiveTime' required='N' />
  425. <field name='ExpireDate' required='N' />
  426. <field name='ExpireTime' required='N' />
  427. <field name='ExecInst' required='N' />
  428. <field name='Rule80A' required='N' />
  429. <field name='LastShares' required='N' />
  430. <field name='LastPx' required='N' />
  431. <field name='LastSpotRate' required='N' />
  432. <field name='LastForwardPoints' required='N' />
  433. <field name='LastMkt' required='N' />
  434. <field name='TradingSessionID' required='N' />
  435. <field name='LastCapacity' required='N' />
  436. <field name='LeavesQty' required='N' />
  437. <field name='CumQty' required='N' />
  438. <field name='AvgPx' required='N' />
  439. <field name='DayOrderQty' required='N' />
  440. <field name='DayCumQty' required='N' />
  441. <field name='DayAvgPx' required='N' />
  442. <field name='GTBookingInst' required='N' />
  443. <field name='TradeDate' required='N' />
  444. <field name='TransactTime' required='N' />
  445. <field name='ReportToExch' required='N' />
  446. <field name='Commission' required='N' />
  447. <field name='CommType' required='N' />
  448. <field name='GrossTradeAmt' required='N' />
  449. <field name='SettlCurrAmt' required='N' />
  450. <field name='SettlCurrency' required='N' />
  451. <field name='SettlCurrFxRate' required='N' />
  452. <field name='SettlCurrFxRateCalc' required='N' />
  453. <field name='HandlInst' required='N' />
  454. <field name='MinQty' required='N' />
  455. <field name='MaxFloor' required='N' />
  456. <field name='OpenClose' required='N' />
  457. <field name='MaxShow' required='N' />
  458. <field name='Text' required='N' />
  459. <field name='EncodedTextLen' required='N' />
  460. <field name='EncodedText' required='N' />
  461. <field name='FutSettDate2' required='N' />
  462. <field name='OrderQty2' required='N' />
  463. <field name='ClearingFirm' required='N' />
  464. <field name='ClearingAccount' required='N' />
  465. </message>
  466. <message name='OrderCancelReject' msgcat='app' msgtype='9'>
  467. <field name='OrderID' required='Y' />
  468. <field name='SecondaryOrderID' required='N' />
  469. <field name='ClOrdID' required='Y' />
  470. <field name='OrigClOrdID' required='Y' />
  471. <field name='OrdStatus' required='Y' />
  472. <field name='ClientID' required='N' />
  473. <field name='ExecBroker' required='N' />
  474. <field name='ListID' required='N' />
  475. <field name='Account' required='N' />
  476. <field name='TransactTime' required='N' />
  477. <field name='CxlRejResponseTo' required='Y' />
  478. <field name='CxlRejReason' required='N' />
  479. <field name='Text' required='N' />
  480. <field name='EncodedTextLen' required='N' />
  481. <field name='EncodedText' required='N' />
  482. </message>
  483. <message name='Logon' msgcat='admin' msgtype='A'>
  484. <field name='EncryptMethod' required='Y' />
  485. <field name='HeartBtInt' required='Y' />
  486. <field name='RawDataLength' required='N' />
  487. <field name='RawData' required='N' />
  488. <field name='Username' required='N' />
  489. <field name='Password' required='N' />
  490. <field name='ResetSeqNumFlag' required='N' />
  491. <field name='MaxMessageSize' required='N' />
  492. <group name='NoMsgTypes' required='N'>
  493. <field name='RefMsgType' required='N' />
  494. <field name='MsgDirection' required='N' />
  495. </group>
  496. </message>
  497. <message name='News' msgcat='app' msgtype='B'>
  498. <field name='OrigTime' required='N' />
  499. <field name='Urgency' required='N' />
  500. <field name='Headline' required='Y' />
  501. <field name='EncodedHeadlineLen' required='N' />
  502. <field name='EncodedHeadline' required='N' />
  503. <group name='NoRoutingIDs' required='N'>
  504. <field name='RoutingType' required='N' />
  505. <field name='RoutingID' required='N' />
  506. </group>
  507. <group name='NoRelatedSym' required='N'>
  508. <field name='RelatdSym' required='N' />
  509. <field name='SymbolSfx' required='N' />
  510. <field name='SecurityID' required='N' />
  511. <field name='SecurityIDSource' required='N' />
  512. <field name='SecurityType' required='N' />
  513. <field name='MaturityMonthYear' required='N' />
  514. <field name='MaturityDay' required='N' />
  515. <field name='PutOrCall' required='N' />
  516. <field name='StrikePrice' required='N' />
  517. <field name='OptAttribute' required='N' />
  518. <field name='ContractMultiplier' required='N' />
  519. <field name='CouponRate' required='N' />
  520. <field name='SecurityExchange' required='N' />
  521. <field name='Issuer' required='N' />
  522. <field name='EncodedIssuerLen' required='N' />
  523. <field name='EncodedIssuer' required='N' />
  524. <field name='SecurityDesc' required='N' />
  525. <field name='EncodedSecurityDescLen' required='N' />
  526. <field name='EncodedSecurityDesc' required='N' />
  527. </group>
  528. <group name='LastQty' required='Y'>
  529. <field name='Text' required='Y' />
  530. <field name='EncodedTextLen' required='N' />
  531. <field name='EncodedText' required='N' />
  532. </group>
  533. <field name='URLLink' required='N' />
  534. <field name='RawDataLength' required='N' />
  535. <field name='RawData' required='N' />
  536. </message>
  537. <message name='Email' msgcat='app' msgtype='C'>
  538. <field name='EmailThreadID' required='Y' />
  539. <field name='EmailType' required='Y' />
  540. <field name='OrigTime' required='N' />
  541. <field name='Subject' required='Y' />
  542. <field name='EncodedSubjectLen' required='N' />
  543. <field name='EncodedSubject' required='N' />
  544. <group name='NoRoutingIDs' required='N'>
  545. <field name='RoutingType' required='N' />
  546. <field name='RoutingID' required='N' />
  547. </group>
  548. <group name='NoRelatedSym' required='N'>
  549. <field name='RelatdSym' required='N' />
  550. <field name='SymbolSfx' required='N' />
  551. <field name='SecurityID' required='N' />
  552. <field name='SecurityIDSource' required='N' />
  553. <field name='SecurityType' required='N' />
  554. <field name='MaturityMonthYear' required='N' />
  555. <field name='MaturityDay' required='N' />
  556. <field name='PutOrCall' required='N' />
  557. <field name='StrikePrice' required='N' />
  558. <field name='OptAttribute' required='N' />
  559. <field name='ContractMultiplier' required='N' />
  560. <field name='CouponRate' required='N' />
  561. <field name='SecurityExchange' required='N' />
  562. <field name='Issuer' required='N' />
  563. <field name='EncodedIssuerLen' required='N' />
  564. <field name='EncodedIssuer' required='N' />
  565. <field name='SecurityDesc' required='N' />
  566. <field name='EncodedSecurityDescLen' required='N' />
  567. <field name='EncodedSecurityDesc' required='N' />
  568. </group>
  569. <field name='OrderID' required='N' />
  570. <field name='ClOrdID' required='N' />
  571. <group name='LastQty' required='Y'>
  572. <field name='Text' required='Y' />
  573. <field name='EncodedTextLen' required='N' />
  574. <field name='EncodedText' required='N' />
  575. </group>
  576. <field name='RawDataLength' required='N' />
  577. <field name='RawData' required='N' />
  578. </message>
  579. <message name='NewOrderSingle' msgcat='app' msgtype='D'>
  580. <field name='HedgeFlag' required='N' />
  581. <field name='Offset' required='N' />
  582. <field name='Password' required='N' />
  583. <field name='ClOrdID' required='Y' />
  584. <field name='ClientID' required='N' />
  585. <field name='ExecBroker' required='N' />
  586. <field name='Account' required='N' />
  587. <group name='NoAllocs' required='N'>
  588. <field name='AllocAccount' required='N' />
  589. <field name='AllocShares' required='N' />
  590. </group>
  591. <field name='SettlmntTyp' required='N' />
  592. <field name='FutSettDate' required='N' />
  593. <field name='HandlInst' required='Y' />
  594. <field name='ExecInst' required='N' />
  595. <field name='MinQty' required='N' />
  596. <field name='MaxFloor' required='N' />
  597. <field name='ExDestination' required='N' />
  598. <group name='NoTradingSessions' required='N'>
  599. <field name='TradingSessionID' required='N' />
  600. </group>
  601. <field name='ProcessCode' required='N' />
  602. <field name='Symbol' required='Y' />
  603. <field name='SymbolSfx' required='N' />
  604. <field name='SecurityID' required='N' />
  605. <field name='SecurityIDSource' required='N' />
  606. <field name='SecurityType' required='N' />
  607. <field name='MaturityMonthYear' required='N' />
  608. <field name='MaturityDay' required='N' />
  609. <field name='PutOrCall' required='N' />
  610. <field name='StrikePrice' required='N' />
  611. <field name='OptAttribute' required='N' />
  612. <field name='ContractMultiplier' required='N' />
  613. <field name='CouponRate' required='N' />
  614. <field name='SecurityExchange' required='N' />
  615. <field name='Issuer' required='N' />
  616. <field name='EncodedIssuerLen' required='N' />
  617. <field name='EncodedIssuer' required='N' />
  618. <field name='SecurityDesc' required='N' />
  619. <field name='EncodedSecurityDescLen' required='N' />
  620. <field name='EncodedSecurityDesc' required='N' />
  621. <field name='PrevClosePx' required='N' />
  622. <field name='Side' required='Y' />
  623. <field name='LocateReqd' required='N' />
  624. <field name='TransactTime' required='Y' />
  625. <field name='OrderQty' required='N' />
  626. <field name='CashOrderQty' required='N' />
  627. <field name='OrdType' required='Y' />
  628. <field name='Price' required='N' />
  629. <field name='StopPx' required='N' />
  630. <field name='Currency' required='N' />
  631. <field name='ComplianceID' required='N' />
  632. <field name='SolicitedFlag' required='N' />
  633. <field name='IOIid' required='N' />
  634. <field name='QuoteID' required='N' />
  635. <field name='TimeInForce' required='N' />
  636. <field name='EffectiveTime' required='N' />
  637. <field name='ExpireDate' required='N' />
  638. <field name='ExpireTime' required='N' />
  639. <field name='GTBookingInst' required='N' />
  640. <field name='Commission' required='N' />
  641. <field name='CommType' required='N' />
  642. <field name='Rule80A' required='N' />
  643. <field name='ForexReq' required='N' />
  644. <field name='SettlCurrency' required='N' />
  645. <field name='Text' required='N' />
  646. <field name='EncodedTextLen' required='N' />
  647. <field name='EncodedText' required='N' />
  648. <field name='FutSettDate2' required='N' />
  649. <field name='OrderQty2' required='N' />
  650. <field name='CashgroupProp' required='N' />
  651. <field name='RefbusiCode' required='N' />
  652. <!--field name='OpenClose' required='N' /-->
  653. <field name='OpenClose' required='N' />
  654. <field name='CoveredOrUncovered' required='N' />
  655. <field name='CustomerOrFirm' required='N' />
  656. <field name='MaxShow' required='N' />
  657. <field name='PegDifference' required='N' />
  658. <field name='DiscretionInst' required='N' />
  659. <field name='DiscretionOffset' required='N' />
  660. <field name='ClearingFirm' required='N' />
  661. <field name='ClearingAccount' required='N' />
  662. <field name='TargetStrategy' required='N' />
  663. <field name='AccountPassword' required='N' />
  664. <field name='TargetStrategyParameters' required='N' />
  665. <field name='OnBehalfOfSubID' required='N' />
  666. <field name="VolumeInForce" required="N" />
  667. <field name="EnRefTerm" required="N" />
  668. <field name="CbpconferId" required="N" />
  669. </message>
  670. <message name='POD' msgcat='app' msgtype='POD'>
  671. <field name='ClOrdID' required='Y' />
  672. <field name='HandlInst' required='N' />
  673. <field name='OrdType' required='Y' />
  674. <field name='Side' required='Y' />
  675. <field name='TransactTime' required='N' />
  676. <field name='Symbol' required='Y' />
  677. <field name='OrderQty' required='Y' />
  678. <field name='Currency' required='N' />
  679. <field name='SecurityExchange' required='N' />
  680. <field name='Account' required='N' />
  681. <field name='SecurityType' required='N' />
  682. <field name='EntrustCount' required='Y' />
  683. <field name='Price' required='N' />
  684. </message>
  685. <message name='COD' msgcat='app' msgtype='COD'>
  686. <field name='ClOrdID' required='Y' />
  687. <field name='HandlInst' required='N' />
  688. <field name='OrdType' required='Y' />
  689. <field name='Account' required='N' />
  690. <field name='TransactTime' required='N' />
  691. <field name='SideStr' required='Y' />
  692. <field name='SymbolStr' required='Y' />
  693. <field name='OrderQtyStr' required='Y' />
  694. <field name='PriceStr' required='Y' />
  695. <field name='SecurityExchangeStr' required='Y' />
  696. <field name='CurrencyStr' required='Y' />
  697. <field name='SecurityTypeStr' required='Y' />
  698. <field name='AccountStr' required='Y' />
  699. <field name='EntrustNum' required='Y' />
  700. </message>
  701. <message name='COF' msgcat='app' msgtype='COF'>
  702. <field name='ClOrdID' required='Y' />
  703. <field name='Account' required='N' />
  704. <field name='SecurityExchangeStr' required='Y' />
  705. <field name='CurrencyStr' required='Y' />
  706. <field name='EntrustNoStr' required='Y' />
  707. <field name='EntrustNum' required='Y' />
  708. </message>
  709. <message name='COH' msgcat='app' msgtype='COH'>
  710. <field name='EntrustNum' required='Y' />
  711. <field name='EntrustNoStr' required='N' />
  712. <field name='Account' required='Y' />
  713. </message>
  714. <message name='PositionMaintenanceRequest' msgcat='app' msgtype='UAL'>
  715. <field name='PosReqID' required='Y' />
  716. <field name='EncryptMethod' required='N' />
  717. <field name='RawData' required='N' />
  718. <field name='Password' required='N' />
  719. <field name='Currency' required='N' />
  720. <field name='SettlPartyID' required='N' />
  721. <field name='FundPassword' required='N' />
  722. <!--field name='CashOrderQty' required='Y' /-->
  723. <field name='Account' required='N' />
  724. <group name='NoPosAmt' required='N'>
  725. <field name='PosAmtType' required='N' />
  726. <field name='PosAmt' required='N' />
  727. <!--field name='PositionCurrency' required='N' /-->
  728. </group>
  729. <field name='PosMaintAction' required='N' />
  730. <group name='NoPositions' required='N'>
  731. <field name='PosType' required='N' />
  732. <field name='LongQty' required='N' />
  733. <field name='ShortQty' required='N' />
  734. </group>
  735. <field name='PosTransType' required='Y' />
  736. <field name='AccountType' required='N' />
  737. <field name='SecurityExchange' required='N' />
  738. <field name='Shares' required='N' />
  739. <field name='Symbol' required='N' />
  740. <field name='ContractSno' required='N' />
  741. <field name='CashgroupProp' required='N' />
  742. <field name='MaturityTime' required='N' />
  743. <field name='MinConfirmAmount' required='N' />
  744. <field name='MinConfirmBalance' required='N' />
  745. <field name='StartDate' required='N' />
  746. <field name='EndDate' required='N' />
  747. <field name='WithdrawFlag' required='N' />
  748. </message>
  749. <message name='TestMsg' msgcat='app' msgtype='Test'>
  750. <field name='PosReqID' required='N' />
  751. <group name='NoPositions' required='N'>
  752. <field name='PosType' required='N' />
  753. <field name='LongQty' required='N' />
  754. <field name='ShortQty' required='N' />
  755. </group>
  756. <field name='PosTransType' required='Y' />
  757. </message>
  758. <message name='NewOrderList' msgcat='app' msgtype='E'>
  759. <field name='ListID' required='Y' />
  760. <field name='BidID' required='N' />
  761. <field name='ClientBidID' required='N' />
  762. <field name='ProgRptReqs' required='N' />
  763. <field name='BidType' required='Y' />
  764. <field name='ProgPeriodInterval' required='N' />
  765. <field name='ListExecInstType' required='N' />
  766. <field name='ListExecInst' required='N' />
  767. <field name='EncodedListExecInstLen' required='N' />
  768. <field name='EncodedListExecInst' required='N' />
  769. <field name='TotNoOrders' required='Y' />
  770. <group name='NoOrders' required='Y'>
  771. <field name='ClOrdID' required='Y' />
  772. <field name='ListSeqNo' required='Y' />
  773. <field name='SettlInstMode' required='N' />
  774. <field name='ClientID' required='N' />
  775. <field name='ExecBroker' required='N' />
  776. <field name='Account' required='N' />
  777. <group name='NoAllocs' required='N'>
  778. <field name='AllocAccount' required='N' />
  779. <field name='AllocShares' required='N' />
  780. </group>
  781. <field name='SettlmntTyp' required='N' />
  782. <field name='FutSettDate' required='N' />
  783. <field name='HandlInst' required='N' />
  784. <field name='ExecInst' required='N' />
  785. <field name='MinQty' required='N' />
  786. <field name='MaxFloor' required='N' />
  787. <field name='ExDestination' required='N' />
  788. <group name='NoTradingSessions' required='N'>
  789. <field name='TradingSessionID' required='N' />
  790. </group>
  791. <field name='ProcessCode' required='N' />
  792. <field name='Symbol' required='Y' />
  793. <field name='SymbolSfx' required='N' />
  794. <field name='SecurityID' required='N' />
  795. <field name='SecurityIDSource' required='N' />
  796. <field name='SecurityType' required='N' />
  797. <field name='MaturityMonthYear' required='N' />
  798. <field name='MaturityDay' required='N' />
  799. <field name='PutOrCall' required='N' />
  800. <field name='StrikePrice' required='N' />
  801. <field name='OptAttribute' required='N' />
  802. <field name='ContractMultiplier' required='N' />
  803. <field name='CouponRate' required='N' />
  804. <field name='SecurityExchange' required='N' />
  805. <field name='Issuer' required='N' />
  806. <field name='EncodedIssuerLen' required='N' />
  807. <field name='EncodedIssuer' required='N' />
  808. <field name='SecurityDesc' required='N' />
  809. <field name='EncodedSecurityDescLen' required='N' />
  810. <field name='EncodedSecurityDesc' required='N' />
  811. <field name='PrevClosePx' required='N' />
  812. <field name='Side' required='Y' />
  813. <field name='SideValueInd' required='N' />
  814. <field name='LocateReqd' required='N' />
  815. <field name='TransactTime' required='N' />
  816. <field name='OrderQty' required='N' />
  817. <field name='CashOrderQty' required='N' />
  818. <field name='OrdType' required='N' />
  819. <field name='Price' required='N' />
  820. <field name='StopPx' required='N' />
  821. <field name='Currency' required='N' />
  822. <field name='ComplianceID' required='N' />
  823. <field name='SolicitedFlag' required='N' />
  824. <field name='IOIid' required='N' />
  825. <field name='QuoteID' required='N' />
  826. <field name='TimeInForce' required='N' />
  827. <field name='EffectiveTime' required='N' />
  828. <field name='ExpireDate' required='N' />
  829. <field name='ExpireTime' required='N' />
  830. <field name='GTBookingInst' required='N' />
  831. <field name='Commission' required='N' />
  832. <field name='CommType' required='N' />
  833. <field name='Rule80A' required='N' />
  834. <field name='ForexReq' required='N' />
  835. <field name='SettlCurrency' required='N' />
  836. <field name='Text' required='N' />
  837. <field name='EncodedTextLen' required='N' />
  838. <field name='EncodedText' required='N' />
  839. <field name='FutSettDate2' required='N' />
  840. <field name='OrderQty2' required='N' />
  841. <field name='OpenClose' required='N' />
  842. <field name='CoveredOrUncovered' required='N' />
  843. <field name='CustomerOrFirm' required='N' />
  844. <field name='MaxShow' required='N' />
  845. <field name='PegDifference' required='N' />
  846. <field name='DiscretionInst' required='N' />
  847. <field name='DiscretionOffset' required='N' />
  848. <field name='ClearingFirm' required='N' />
  849. <field name='ClearingAccount' required='N' />
  850. </group>
  851. </message>
  852. <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
  853. <field name='OnBehalfOfSubID' required='N' />
  854. <field name='OrigClOrdID' required='Y' />
  855. <field name='OrderID' required='N' />
  856. <field name='ClOrdID' required='Y' />
  857. <field name='ListID' required='N' />
  858. <field name='Account' required='N' />
  859. <field name='ClientID' required='N' />
  860. <field name='ExecBroker' required='N' />
  861. <field name='Symbol' required='Y' />
  862. <field name='SymbolSfx' required='N' />
  863. <field name='SecurityID' required='N' />
  864. <field name='SecurityIDSource' required='N' />
  865. <field name='SecurityType' required='N' />
  866. <field name='MaturityMonthYear' required='N' />
  867. <field name='MaturityDay' required='N' />
  868. <field name='PutOrCall' required='N' />
  869. <field name='StrikePrice' required='N' />
  870. <field name='OptAttribute' required='N' />
  871. <field name='ContractMultiplier' required='N' />
  872. <field name='CouponRate' required='N' />
  873. <field name='SecurityExchange' required='N' />
  874. <field name='Issuer' required='N' />
  875. <field name='EncodedIssuerLen' required='N' />
  876. <field name='EncodedIssuer' required='N' />
  877. <field name='SecurityDesc' required='N' />
  878. <field name='EncodedSecurityDescLen' required='N' />
  879. <field name='EncodedSecurityDesc' required='N' />
  880. <field name='Side' required='Y' />
  881. <field name='TransactTime' required='Y' />
  882. <field name='OrderQty' required='N' />
  883. <field name='CashOrderQty' required='N' />
  884. <field name='ComplianceID' required='N' />
  885. <field name='SolicitedFlag' required='N' />
  886. <field name='Text' required='N' />
  887. <field name='EncodedTextLen' required='N' />
  888. <field name='EncodedText' required='N' />
  889. <field name='CashgroupProp' required='N' />
  890. <field name='RefbusiCode' required='N' />
  891. <field name='ContractSno' required='N' />
  892. </message>
  893. <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
  894. <field name='OrderID' required='N' />
  895. <field name='ClientID' required='N' />
  896. <field name='ExecBroker' required='N' />
  897. <field name='OrigClOrdID' required='Y' />
  898. <field name='ClOrdID' required='Y' />
  899. <field name='ListID' required='N' />
  900. <field name='Account' required='N' />
  901. <group name='NoAllocs' required='N'>
  902. <field name='AllocAccount' required='N' />
  903. <field name='AllocShares' required='N' />
  904. </group>
  905. <field name='SettlmntTyp' required='N' />
  906. <field name='FutSettDate' required='N' />
  907. <field name='HandlInst' required='Y' />
  908. <field name='ExecInst' required='N' />
  909. <field name='MinQty' required='N' />
  910. <field name='MaxFloor' required='N' />
  911. <field name='ExDestination' required='N' />
  912. <group name='NoTradingSessions' required='N'>
  913. <field name='TradingSessionID' required='N' />
  914. </group>
  915. <field name='Symbol' required='Y' />
  916. <field name='SymbolSfx' required='N' />
  917. <field name='SecurityID' required='N' />
  918. <field name='SecurityIDSource' required='N' />
  919. <field name='SecurityType' required='N' />
  920. <field name='MaturityMonthYear' required='N' />
  921. <field name='MaturityDay' required='N' />
  922. <field name='PutOrCall' required='N' />
  923. <field name='StrikePrice' required='N' />
  924. <field name='OptAttribute' required='N' />
  925. <field name='ContractMultiplier' required='N' />
  926. <field name='CouponRate' required='N' />
  927. <field name='SecurityExchange' required='N' />
  928. <field name='Issuer' required='N' />
  929. <field name='EncodedIssuerLen' required='N' />
  930. <field name='EncodedIssuer' required='N' />
  931. <field name='SecurityDesc' required='N' />
  932. <field name='EncodedSecurityDescLen' required='N' />
  933. <field name='EncodedSecurityDesc' required='N' />
  934. <field name='Side' required='Y' />
  935. <field name='TransactTime' required='Y' />
  936. <field name='OrderQty' required='N' />
  937. <field name='CashOrderQty' required='N' />
  938. <field name='OrdType' required='Y' />
  939. <field name='Price' required='N' />
  940. <field name='StopPx' required='N' />
  941. <field name='PegDifference' required='N' />
  942. <field name='DiscretionInst' required='N' />
  943. <field name='DiscretionOffset' required='N' />
  944. <field name='ComplianceID' required='N' />
  945. <field name='SolicitedFlag' required='N' />
  946. <field name='Currency' required='N' />
  947. <field name='TimeInForce' required='N' />
  948. <field name='EffectiveTime' required='N' />
  949. <field name='ExpireDate' required='N' />
  950. <field name='ExpireTime' required='N' />
  951. <field name='GTBookingInst' required='N' />
  952. <field name='Commission' required='N' />
  953. <field name='CommType' required='N' />
  954. <field name='Rule80A' required='N' />
  955. <field name='ForexReq' required='N' />
  956. <field name='SettlCurrency' required='N' />
  957. <field name='Text' required='N' />
  958. <field name='EncodedTextLen' required='N' />
  959. <field name='EncodedText' required='N' />
  960. <field name='FutSettDate2' required='N' />
  961. <field name='OrderQty2' required='N' />
  962. <field name='OpenClose' required='N' />
  963. <field name='CoveredOrUncovered' required='N' />
  964. <field name='CustomerOrFirm' required='N' />
  965. <field name='MaxShow' required='N' />
  966. <field name='LocateReqd' required='N' />
  967. <field name='ClearingFirm' required='N' />
  968. <field name='ClearingAccount' required='N' />
  969. </message>
  970. <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
  971. <field name='OrderID' required='N' />
  972. <field name='ClOrdID' required='N' />
  973. <field name='ClientID' required='N' />
  974. <field name='Account' required='N' />
  975. <field name='ExecBroker' required='N' />
  976. <field name='Symbol' required='N' />
  977. <field name='SymbolSfx' required='N' />
  978. <field name='SecurityID' required='N' />
  979. <field name='SecurityIDSource' required='N' />
  980. <field name='SecurityType' required='N' />
  981. <field name='MaturityMonthYear' required='N' />
  982. <field name='MaturityDay' required='N' />
  983. <field name='PutOrCall' required='N' />
  984. <field name='StrikePrice' required='N' />
  985. <field name='OptAttribute' required='N' />
  986. <field name='ContractMultiplier' required='N' />
  987. <field name='CouponRate' required='N' />
  988. <field name='SecurityExchange' required='N' />
  989. <field name='Issuer' required='N' />
  990. <field name='EncodedIssuerLen' required='N' />
  991. <field name='EncodedIssuer' required='N' />
  992. <field name='SecurityDesc' required='N' />
  993. <field name='EncodedSecurityDescLen' required='N' />
  994. <field name='EncodedSecurityDesc' required='N' />
  995. <field name='Side' required='N' />
  996. </message>
  997. <message name='Allocation' msgcat='app' msgtype='J'>
  998. <field name='AllocID' required='Y' />
  999. <field name='AllocTransType' required='Y' />
  1000. <field name='RefAllocID' required='N' />
  1001. <field name='AllocLinkID' required='N' />
  1002. <field name='AllocLinkType' required='N' />
  1003. <group name='NoOrders' required='N'>
  1004. <field name='ClOrdID' required='N' />
  1005. <field name='OrderID' required='N' />
  1006. <field name='SecondaryOrderID' required='N' />
  1007. <field name='ListID' required='N' />
  1008. <field name='WaveNo' required='N' />
  1009. </group>
  1010. <group name='NoExecs' required='N'>
  1011. <field name='LastShares' required='N' />
  1012. <field name='ExecID' required='N' />
  1013. <field name='LastPx' required='N' />
  1014. <field name='LastCapacity' required='N' />
  1015. </group>
  1016. <field name='Side' required='Y' />
  1017. <field name='Symbol' required='Y' />
  1018. <field name='SymbolSfx' required='N' />
  1019. <field name='SecurityID' required='N' />
  1020. <field name='SecurityIDSource' required='N' />
  1021. <field name='SecurityType' required='N' />
  1022. <field name='MaturityMonthYear' required='N' />
  1023. <field name='MaturityDay' required='N' />
  1024. <field name='PutOrCall' required='N' />
  1025. <field name='StrikePrice' required='N' />
  1026. <field name='OptAttribute' required='N' />
  1027. <field name='ContractMultiplier' required='N' />
  1028. <field name='CouponRate' required='N' />
  1029. <field name='SecurityExchange' required='N' />
  1030. <field name='Issuer' required='N' />
  1031. <field name='EncodedIssuerLen' required='N' />
  1032. <field name='EncodedIssuer' required='N' />
  1033. <field name='SecurityDesc' required='N' />
  1034. <field name='EncodedSecurityDescLen' required='N' />
  1035. <field name='EncodedSecurityDesc' required='N' />
  1036. <field name='Shares' required='Y' />
  1037. <!--field name='Shares' required='Y' /-->
  1038. <field name='LastMkt' required='N' />
  1039. <field name='TradingSessionID' required='N' />
  1040. <field name='AvgPx' required='Y' />
  1041. <field name='Currency' required='N' />
  1042. <field name='AvgPrxPrecision' required='N' />
  1043. <field name='TradeDate' required='Y' />
  1044. <field name='TransactTime' required='N' />
  1045. <field name='SettlmntTyp' required='N' />
  1046. <field name='FutSettDate' required='N' />
  1047. <field name='GrossTradeAmt' required='N' />
  1048. <field name='NetMoney' required='N' />
  1049. <field name='OpenClose' required='N' />
  1050. <field name='Text' required='N' />
  1051. <field name='EncodedTextLen' required='N' />
  1052. <field name='EncodedText' required='N' />
  1053. <field name='NumDaysInterest' required='N' />
  1054. <field name='AccruedInterestRate' required='N' />
  1055. <group name='NoAllocs' required='N'>
  1056. <field name='AllocAccount' required='N' />
  1057. <field name='AllocPrice' required='N' />
  1058. <field name='AllocShares' required='Y' />
  1059. <field name='ProcessCode' required='N' />
  1060. <field name='BrokerOfCredit' required='N' />
  1061. <field name='NotifyBrokerOfCredit' required='N' />
  1062. <field name='AllocHandlInst' required='N' />
  1063. <field name='AllocText' required='N' />
  1064. <field name='EncodedAllocTextLen' required='N' />
  1065. <field name='EncodedAllocText' required='N' />
  1066. <field name='ExecBroker' required='N' />
  1067. <field name='ClientID' required='N' />
  1068. <field name='Commission' required='N' />
  1069. <field name='CommType' required='N' />
  1070. <field name='AllocAvgPx' required='N' />
  1071. <field name='AllocNetMoney' required='N' />
  1072. <field name='SettlCurrAmt' required='N' />
  1073. <field name='SettlCurrency' required='N' />
  1074. <field name='SettlCurrFxRate' required='N' />
  1075. <field name='SettlCurrFxRateCalc' required='N' />
  1076. <field name='AccruedInterestAmt' required='N' />
  1077. <field name='SettlInstMode' required='N' />
  1078. <group name='NoMiscFees' required='N'>
  1079. <field name='MiscFeeAmt' required='N' />
  1080. <field name='MiscFeeCurr' required='N' />
  1081. <field name='MiscFeeType' required='N' />
  1082. </group>
  1083. </group>
  1084. </message>
  1085. <message name='ListCancelRequest' msgcat='app' msgtype='K'>
  1086. <field name='ListID' required='Y' />
  1087. <field name='TransactTime' required='Y' />
  1088. <field name='Text' required='N' />
  1089. <field name='EncodedTextLen' required='N' />
  1090. <field name='EncodedText' required='N' />
  1091. </message>
  1092. <message name='ListExecute' msgcat='app' msgtype='L'>
  1093. <field name='ListID' required='Y' />
  1094. <field name='ClientBidID' required='N' />
  1095. <field name='BidID' required='N' />
  1096. <field name='TransactTime' required='Y' />
  1097. <field name='Text' required='N' />
  1098. <field name='EncodedTextLen' required='N' />
  1099. <field name='EncodedText' required='N' />
  1100. </message>
  1101. <message name='ListStatusRequest' msgcat='app' msgtype='M'>
  1102. <field name='ListID' required='Y' />
  1103. <field name='Text' required='N' />
  1104. <field name='EncodedTextLen' required='N' />
  1105. <field name='EncodedText' required='N' />
  1106. </message>
  1107. <message name='ListStatus' msgcat='app' msgtype='N'>
  1108. <field name='ListID' required='Y' />
  1109. <field name='ListStatusType' required='Y' />
  1110. <field name='NoRpts' required='Y' />
  1111. <field name='ListOrderStatus' required='Y' />
  1112. <field name='RptSeq' required='Y' />
  1113. <field name='ListStatusText' required='N' />
  1114. <field name='EncodedListStatusTextLen' required='N' />
  1115. <field name='EncodedListStatusText' required='N' />
  1116. <field name='TransactTime' required='N' />
  1117. <field name='TotNoOrders' required='Y' />
  1118. <group name='NoOrders' required='Y'>
  1119. <field name='ClOrdID' required='Y' />
  1120. <field name='CumQty' required='Y' />
  1121. <field name='OrdStatus' required='Y' />
  1122. <field name='LeavesQty' required='Y' />
  1123. <field name='CxlQty' required='Y' />
  1124. <field name='AvgPx' required='Y' />
  1125. <field name='OrdRejReason' required='N' />
  1126. <field name='Text' required='N' />
  1127. <field name='EncodedTextLen' required='N' />
  1128. <field name='EncodedText' required='N' />
  1129. </group>
  1130. </message>
  1131. <message name='AllocationACK' msgcat='app' msgtype='P'>
  1132. <field name='ClientID' required='N' />
  1133. <field name='ExecBroker' required='N' />
  1134. <field name='AllocID' required='Y' />
  1135. <field name='TradeDate' required='Y' />
  1136. <field name='TransactTime' required='N' />
  1137. <field name='AllocStatus' required='Y' />
  1138. <field name='AllocRejCode' required='N' />
  1139. <field name='Text' required='N' />
  1140. <field name='EncodedTextLen' required='N' />
  1141. <field name='EncodedText' required='N' />
  1142. </message>
  1143. <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
  1144. <field name='OrderID' required='Y' />
  1145. <field name='ExecID' required='Y' />
  1146. <field name='DKReason' required='Y' />
  1147. <field name='Symbol' required='Y' />
  1148. <field name='SymbolSfx' required='N' />
  1149. <field name='SecurityID' required='N' />
  1150. <field name='SecurityIDSource' required='N' />
  1151. <field name='SecurityType' required='N' />
  1152. <field name='MaturityMonthYear' required='N' />
  1153. <field name='MaturityDay' required='N' />
  1154. <field name='PutOrCall' required='N' />
  1155. <field name='StrikePrice' required='N' />
  1156. <field name='OptAttribute' required='N' />
  1157. <field name='ContractMultiplier' required='N' />
  1158. <field name='CouponRate' required='N' />
  1159. <field name='SecurityExchange' required='N' />
  1160. <field name='Issuer' required='N' />
  1161. <field name='EncodedIssuerLen' required='N' />
  1162. <field name='EncodedIssuer' required='N' />
  1163. <field name='SecurityDesc' required='N' />
  1164. <field name='EncodedSecurityDescLen' required='N' />
  1165. <field name='EncodedSecurityDesc' required='N' />
  1166. <field name='Side' required='Y' />
  1167. <field name='OrderQty' required='N' />
  1168. <field name='CashOrderQty' required='N' />
  1169. <field name='LastShares' required='N' />
  1170. <field name='LastPx' required='N' />
  1171. <field name='Text' required='N' />
  1172. <field name='EncodedTextLen' required='N' />
  1173. <field name='EncodedText' required='N' />
  1174. </message>
  1175. <message name='QuoteRequest' msgcat='app' msgtype='R'>
  1176. <field name='QuoteReqID' required='Y' />
  1177. <group name='NoRelatedSym' required='Y'>
  1178. <field name='Symbol' required='Y' />
  1179. <field name='SymbolSfx' required='N' />
  1180. <field name='SecurityID' required='N' />
  1181. <field name='SecurityIDSource' required='N' />
  1182. <field name='SecurityType' required='N' />
  1183. <field name='MaturityMonthYear' required='N' />
  1184. <field name='MaturityDay' required='N' />
  1185. <field name='PutOrCall' required='N' />
  1186. <field name='StrikePrice' required='N' />
  1187. <field name='OptAttribute' required='N' />
  1188. <field name='ContractMultiplier' required='N' />
  1189. <field name='CouponRate' required='N' />
  1190. <field name='SecurityExchange' required='N' />
  1191. <field name='Issuer' required='N' />
  1192. <field name='EncodedIssuerLen' required='N' />
  1193. <field name='EncodedIssuer' required='N' />
  1194. <field name='SecurityDesc' required='N' />
  1195. <field name='EncodedSecurityDescLen' required='N' />
  1196. <field name='EncodedSecurityDesc' required='N' />
  1197. <field name='PrevClosePx' required='N' />
  1198. <field name='QuoteRequestType' required='N' />
  1199. <field name='TradingSessionID' required='N' />
  1200. <field name='Side' required='N' />
  1201. <field name='OrderQty' required='N' />
  1202. <field name='FutSettDate' required='N' />
  1203. <field name='OrdType' required='N' />
  1204. <field name='FutSettDate2' required='N' />
  1205. <field name='OrderQty2' required='N' />
  1206. <field name='ExpireTime' required='N' />
  1207. <field name='TransactTime' required='N' />
  1208. <field name='Currency' required='N' />
  1209. </group>
  1210. </message>
  1211. <message name='Quote' msgcat='app' msgtype='S'>
  1212. <field name='QuoteReqID' required='N' />
  1213. <field name='QuoteID' required='Y' />
  1214. <field name='QuoteResponseLevel' required='N' />
  1215. <field name='TradingSessionID' required='N' />
  1216. <field name='Symbol' required='Y' />
  1217. <field name='SymbolSfx' required='N' />
  1218. <field name='SecurityID' required='N' />
  1219. <field name='SecurityIDSource' required='N' />
  1220. <field name='SecurityType' required='N' />
  1221. <field name='MaturityMonthYear' required='N' />
  1222. <field name='MaturityDay' required='N' />
  1223. <field name='PutOrCall' required='N' />
  1224. <field name='StrikePrice' required='N' />
  1225. <field name='OptAttribute' required='N' />
  1226. <field name='ContractMultiplier' required='N' />
  1227. <field name='CouponRate' required='N' />
  1228. <field name='SecurityExchange' required='N' />
  1229. <field name='Issuer' required='N' />
  1230. <field name='EncodedIssuerLen' required='N' />
  1231. <field name='EncodedIssuer' required='N' />
  1232. <field name='SecurityDesc' required='N' />
  1233. <field name='EncodedSecurityDescLen' required='N' />
  1234. <field name='EncodedSecurityDesc' required='N' />
  1235. <field name='BidPx' required='N' />
  1236. <field name='OfferPx' required='N' />
  1237. <field name='BidSize' required='N' />
  1238. <field name='OfferSize' required='N' />
  1239. <field name='ValidUntilTime' required='N' />
  1240. <field name='BidSpotRate' required='N' />
  1241. <field name='OfferSpotRate' required='N' />
  1242. <field name='BidForwardPoints' required='N' />
  1243. <field name='OfferForwardPoints' required='N' />
  1244. <field name='TransactTime' required='N' />
  1245. <field name='FutSettDate' required='N' />
  1246. <field name='OrdType' required='N' />
  1247. <field name='FutSettDate2' required='N' />
  1248. <field name='OrderQty2' required='N' />
  1249. <field name='Currency' required='N' />
  1250. </message>
  1251. <message name='SettlementInstructions' msgcat='app' msgtype='T'>
  1252. <field name='SettlInstID' required='Y' />
  1253. <field name='SettlInstTransType' required='Y' />
  1254. <field name='SettlInstRefID' required='Y' />
  1255. <field name='SettlInstMode' required='Y' />
  1256. <field name='SettlInstSource' required='Y' />
  1257. <field name='AllocAccount' required='Y' />
  1258. <field name='SettlLocation' required='N' />
  1259. <field name='TradeDate' required='N' />
  1260. <field name='AllocID' required='N' />
  1261. <field name='LastMkt' required='N' />
  1262. <field name='TradingSessionID' required='N' />
  1263. <field name='Side' required='N' />
  1264. <field name='SecurityType' required='N' />
  1265. <field name='EffectiveTime' required='N' />
  1266. <field name='TransactTime' required='Y' />
  1267. <field name='ClientID' required='N' />
  1268. <field name='ExecBroker' required='N' />
  1269. <field name='StandInstDbType' required='N' />
  1270. <field name='StandInstDbName' required='N' />
  1271. <field name='StandInstDbID' required='N' />
  1272. <field name='SettlDeliveryType' required='N' />
  1273. <field name='SettlDepositoryCode' required='N' />
  1274. <field name='SettlBrkrCode' required='N' />
  1275. <field name='SettlInstCode' required='N' />
  1276. <field name='SecuritySettlAgentName' required='N' />
  1277. <field name='SecuritySettlAgentCode' required='N' />
  1278. <field name='SecuritySettlAgentAcctNum' required='N' />
  1279. <field name='SecuritySettlAgentAcctName' required='N' />
  1280. <field name='SecuritySettlAgentContactName' required='N' />
  1281. <field name='SecuritySettlAgentContactPhone' required='N' />
  1282. <field name='CashSettlAgentName' required='N' />
  1283. <field name='CashSettlAgentCode' required='N' />
  1284. <field name='CashSettlAgentAcctNum' required='N' />
  1285. <field name='CashSettlAgentAcctName' required='N' />
  1286. <field name='CashSettlAgentContactName' required='N' />
  1287. <field name='CashSettlAgentContactPhone' required='N' />
  1288. </message>
  1289. <message name='MarketDataRequest' msgcat='app' msgtype='V'>
  1290. <field name='MDReqID' required='Y' />
  1291. <field name='SubscriptionRequestType' required='Y' />
  1292. <field name='MarketDepth' required='N' />
  1293. <field name='MDUpdateType' required='N' />
  1294. <field name='AggregatedBook' required='N' />
  1295. <group name='NoMDEntryTypes' required='N'>
  1296. <field name='MDEntryType' required='N' />
  1297. </group>
  1298. <group name='NoRelatedSym' required='Y'>
  1299. <field name='Symbol' required='Y' />
  1300. <field name='SymbolSfx' required='N' />
  1301. <field name='SecurityID' required='N' />
  1302. <field name='SecurityIDSource' required='N' />
  1303. <field name='SecurityType' required='N' />
  1304. <field name='MaturityMonthYear' required='N' />
  1305. <field name='MaturityDay' required='N' />
  1306. <field name='PutOrCall' required='N' />
  1307. <field name='StrikePrice' required='N' />
  1308. <field name='OptAttribute' required='N' />
  1309. <field name='ContractMultiplier' required='N' />
  1310. <field name='CouponRate' required='N' />
  1311. <field name='SecurityExchange' required='Y' />
  1312. <field name='Issuer' required='N' />
  1313. <field name='EncodedIssuerLen' required='N' />
  1314. <field name='EncodedIssuer' required='N' />
  1315. <field name='SecurityDesc' required='N' />
  1316. <field name='EncodedSecurityDescLen' required='N' />
  1317. <field name='EncodedSecurityDesc' required='N' />
  1318. <field name='TradingSessionID' required='N' />
  1319. </group>
  1320. </message>
  1321. <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
  1322. <field name='MDReqID' required='N' />
  1323. <field name='Symbol' required='Y' />
  1324. <field name='SymbolStr' required='N' />
  1325. <field name='LastPx' required='N' />
  1326. <field name='LastShares' required='N' />
  1327. <field name='HighPx' required='N' />
  1328. <field name='LowPx' required='N' />
  1329. <field name='MarketIndex' required='N' />
  1330. <field name='SymbolSfx' required='N' />
  1331. <field name='SecurityID' required='N' />
  1332. <field name='SecurityIDSource' required='N' />
  1333. <field name='SecurityType' required='N' />
  1334. <field name='MaturityMonthYear' required='N' />
  1335. <field name='MaturityDay' required='N' />
  1336. <field name='PutOrCall' required='N' />
  1337. <field name='StrikePrice' required='N' />
  1338. <field name='OptAttribute' required='N' />
  1339. <field name='ContractMultiplier' required='N' />
  1340. <field name='CouponRate' required='N' />
  1341. <field name='SecurityExchange' required='N' />
  1342. <field name='Issuer' required='N' />
  1343. <field name='EncodedIssuerLen' required='N' />
  1344. <field name='EncodedIssuer' required='N' />
  1345. <field name='SecurityDesc' required='N' />
  1346. <field name='EncodedSecurityDescLen' required='N' />
  1347. <field name='EncodedSecurityDesc' required='N' />
  1348. <field name='FinancialStatus' required='N' />
  1349. <field name='CorporateAction' required='N' />
  1350. <field name='TotalVolumeTraded' required='N' />
  1351. <group name='NoMDEntries' required='Y'>
  1352. <field name='MDEntryType' required='Y' />
  1353. <field name='MDEntryPx' required='Y' />
  1354. <field name='Currency' required='N' />
  1355. <field name='MDEntrySize' required='N' />
  1356. <field name='MDPriceLevel' required='N' />
  1357. <field name='MDEntryDate' required='N' />
  1358. <field name='MDEntryTime' required='N' />
  1359. <field name='TickDirection' required='N' />
  1360. <field name='MDMkt' required='N' />
  1361. <field name='TradingSessionID' required='N' />
  1362. <field name='QuoteCondition' required='N' />
  1363. <field name='TradeCondition' required='N' />
  1364. <field name='MDEntryOriginator' required='N' />
  1365. <field name='LocationID' required='N' />
  1366. <field name='DeskID' required='N' />
  1367. <field name='PositionEffectSettleFlag' required='N' />
  1368. <field name='TimeInForce' required='N' />
  1369. <field name='ExpireDate' required='N' />
  1370. <field name='ExpireTime' required='N' />
  1371. <field name='MinQty' required='N' />
  1372. <field name='ExecInst' required='N' />
  1373. <field name='SellerDays' required='N' />
  1374. <field name='OrderID' required='N' />
  1375. <field name='QuoteEntryID' required='N' />
  1376. <field name='MDEntryBuyer' required='N' />
  1377. <field name='MDEntrySeller' required='N' />
  1378. <field name='NumberOfOrders' required='N' />
  1379. <field name='MDEntryPositionNo' required='N' />
  1380. <field name='Text' required='N' />
  1381. <field name='EncodedTextLen' required='N' />
  1382. <field name='EncodedText' required='N' />
  1383. </group>
  1384. </message>
  1385. <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
  1386. <field name='MDReqID' required='Y' />
  1387. <group name='NoMDEntries' required='N'>
  1388. <field name='MDUpdateAction' required='N' />
  1389. <field name='DeleteReason' required='N' />
  1390. <field name='MDEntryType' required='N' />
  1391. <field name='MDEntryID' required='N' />
  1392. <field name='MDEntryRefID' required='N' />
  1393. <field name='Symbol' required='N' />
  1394. <field name='SymbolSfx' required='N' />
  1395. <field name='SecurityID' required='N' />
  1396. <field name='SecurityIDSource' required='N' />
  1397. <field name='SecurityType' required='N' />
  1398. <field name='MaturityMonthYear' required='N' />
  1399. <field name='MaturityDay' required='N' />
  1400. <field name='PutOrCall' required='N' />
  1401. <field name='StrikePrice' required='N' />
  1402. <field name='OptAttribute' required='N' />
  1403. <field name='ContractMultiplier' required='N' />
  1404. <field name='CouponRate' required='N' />
  1405. <field name='SecurityExchange' required='N' />
  1406. <field name='Issuer' required='N' />
  1407. <field name='EncodedIssuerLen' required='N' />
  1408. <field name='EncodedIssuer' required='N' />
  1409. <field name='SecurityDesc' required='N' />
  1410. <field name='EncodedSecurityDescLen' required='N' />
  1411. <field name='EncodedSecurityDesc' required='N' />
  1412. <field name='FinancialStatus' required='N' />
  1413. <field name='CorporateAction' required='N' />
  1414. <field name='MDEntryPx' required='N' />
  1415. <field name='Currency' required='N' />
  1416. <field name='MDEntrySize' required='N' />
  1417. <field name='MDEntryDate' required='N' />
  1418. <field name='MDEntryTime' required='N' />
  1419. <field name='TickDirection' required='N' />
  1420. <field name='MDMkt' required='N' />
  1421. <field name='TradingSessionID' required='N' />
  1422. <field name='QuoteCondition' required='N' />
  1423. <field name='TradeCondition' required='N' />
  1424. <field name='MDEntryOriginator' required='N' />
  1425. <field name='LocationID' required='N' />
  1426. <field name='DeskID' required='N' />
  1427. <field name='PositionEffectSettleFlag' required='N' />
  1428. <field name='TimeInForce' required='N' />
  1429. <field name='ExpireDate' required='N' />
  1430. <field name='ExpireTime' required='N' />
  1431. <field name='MinQty' required='N' />
  1432. <field name='ExecInst' required='N' />
  1433. <field name='SellerDays' required='N' />
  1434. <field name='OrderID' required='N' />
  1435. <field name='QuoteEntryID' required='N' />
  1436. <field name='MDEntryBuyer' required='N' />
  1437. <field name='MDEntrySeller' required='N' />
  1438. <field name='NumberOfOrders' required='N' />
  1439. <field name='MDEntryPositionNo' required='N' />
  1440. <field name='TotalVolumeTraded' required='N' />
  1441. <field name='Text' required='N' />
  1442. <field name='EncodedTextLen' required='N' />
  1443. <field name='EncodedText' required='N' />
  1444. </group>
  1445. </message>
  1446. <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
  1447. <field name='MDReqID' required='Y' />
  1448. <field name='MDReqRejReason' required='N' />
  1449. <field name='Text' required='N' />
  1450. <field name='EncodedTextLen' required='N' />
  1451. <field name='EncodedText' required='N' />
  1452. </message>
  1453. <message name='QuoteCancel' msgcat='app' msgtype='Z'>
  1454. <field name='QuoteReqID' required='N' />
  1455. <field name='QuoteID' required='Y' />
  1456. <field name='QuoteCancelType' required='Y' />
  1457. <field name='QuoteResponseLevel' required='N' />
  1458. <field name='TradingSessionID' required='N' />
  1459. <group name='NoQuoteEntries' required='Y'>
  1460. <field name='Symbol' required='Y' />
  1461. <field name='SymbolSfx' required='N' />
  1462. <field name='SecurityID' required='N' />
  1463. <field name='SecurityIDSource' required='N' />
  1464. <field name='SecurityType' required='N' />
  1465. <field name='MaturityMonthYear' required='N' />
  1466. <field name='MaturityDay' required='N' />
  1467. <field name='PutOrCall' required='N' />
  1468. <field name='StrikePrice' required='N' />
  1469. <field name='OptAttribute' required='N' />
  1470. <field name='ContractMultiplier' required='N' />
  1471. <field name='CouponRate' required='N' />
  1472. <field name='SecurityExchange' required='N' />
  1473. <field name='Issuer' required='N' />
  1474. <field name='EncodedIssuerLen' required='N' />
  1475. <field name='EncodedIssuer' required='N' />
  1476. <field name='SecurityDesc' required='N' />
  1477. <field name='EncodedSecurityDescLen' required='N' />
  1478. <field name='EncodedSecurityDesc' required='N' />
  1479. <field name='UnderlyingSymbol' required='N' />
  1480. </group>
  1481. </message>
  1482. <message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
  1483. <field name='QuoteID' required='N' />
  1484. <field name='Symbol' required='Y' />
  1485. <field name='SymbolSfx' required='N' />
  1486. <field name='SecurityID' required='N' />
  1487. <field name='SecurityIDSource' required='N' />
  1488. <field name='SecurityType' required='N' />
  1489. <field name='MaturityMonthYear' required='N' />
  1490. <field name='MaturityDay' required='N' />
  1491. <field name='PutOrCall' required='N' />
  1492. <field name='StrikePrice' required='N' />
  1493. <field name='OptAttribute' required='N' />
  1494. <field name='ContractMultiplier' required='N' />
  1495. <field name='CouponRate' required='N' />
  1496. <field name='SecurityExchange' required='N' />
  1497. <field name='Issuer' required='N' />
  1498. <field name='EncodedIssuerLen' required='N' />
  1499. <field name='EncodedIssuer' required='N' />
  1500. <field name='SecurityDesc' required='N' />
  1501. <field name='EncodedSecurityDescLen' required='N' />
  1502. <field name='EncodedSecurityDesc' required='N' />
  1503. <field name='Side' required='N' />
  1504. <field name='TradingSessionID' required='N' />
  1505. </message>
  1506. <message name='QuoteAcknowledgement' msgcat='app' msgtype='b'>
  1507. <field name='QuoteReqID' required='N' />
  1508. <field name='QuoteID' required='N' />
  1509. <field name='QuoteAckStatus' required='Y' />
  1510. <field name='QuoteRejectReason' required='N' />
  1511. <field name='QuoteResponseLevel' required='N' />
  1512. <field name='TradingSessionID' required='N' />
  1513. <field name='Text' required='N' />
  1514. <group name='NoQuoteSets' required='N'>
  1515. <field name='QuoteSetID' required='N' />
  1516. <field name='UnderlyingSymbol' required='N' />
  1517. <field name='UnderlyingSymbolSfx' required='N' />
  1518. <field name='UnderlyingSecurityID' required='N' />
  1519. <field name='UnderlyingSecurityIDSource' required='N' />
  1520. <field name='UnderlyingSecurityType' required='N' />
  1521. <field name='UnderlyingMaturityMonthYear' required='N' />
  1522. <field name='UnderlyingMaturityDay' required='N' />
  1523. <field name='UnderlyingPutOrCall' required='N' />
  1524. <field name='UnderlyingStrikePrice' required='N' />
  1525. <field name='UnderlyingOptAttribute' required='N' />
  1526. <field name='UnderlyingContractMultiplier' required='N' />
  1527. <field name='UnderlyingCouponRate' required='N' />
  1528. <field name='UnderlyingSecurityExchange' required='N' />
  1529. <field name='UnderlyingIssuer' required='N' />
  1530. <field name='EncodedUnderlyingIssuerLen' required='N' />
  1531. <field name='EncodedUnderlyingIssuer' required='N' />
  1532. <field name='UnderlyingSecurityDesc' required='N' />
  1533. <field name='EncodedUnderlyingSecurityDescLen' required='N' />
  1534. <field name='EncodedUnderlyingSecurityDesc' required='N' />
  1535. <field name='TotQuoteEntries' required='N' />
  1536. <group name='NoQuoteEntries' required='N'>
  1537. <field name='QuoteEntryID' required='N' />
  1538. <field name='Symbol' required='N' />
  1539. <field name='SymbolSfx' required='N' />
  1540. <field name='SecurityID' required='N' />
  1541. <field name='SecurityIDSource' required='N' />
  1542. <field name='SecurityType' required='N' />
  1543. <field name='MaturityMonthYear' required='N' />
  1544. <field name='MaturityDay' required='N' />
  1545. <field name='PutOrCall' required='N' />
  1546. <field name='StrikePrice' required='N' />
  1547. <field name='OptAttribute' required='N' />
  1548. <field name='ContractMultiplier' required='N' />
  1549. <field name='CouponRate' required='N' />
  1550. <field name='SecurityExchange' required='N' />
  1551. <field name='Issuer' required='N' />
  1552. <field name='EncodedIssuerLen' required='N' />
  1553. <field name='EncodedIssuer' required='N' />
  1554. <field name='SecurityDesc' required='N' />
  1555. <field name='EncodedSecurityDescLen' required='N' />
  1556. <field name='EncodedSecurityDesc' required='N' />
  1557. <field name='QuoteEntryRejectReason' required='N' />
  1558. </group>
  1559. </group>
  1560. </message>
  1561. <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
  1562. <field name='SecurityReqID' required='Y' />
  1563. <field name='SecurityRequestType' required='Y' />
  1564. <field name='Symbol' required='N' />
  1565. <field name='SymbolSfx' required='N' />
  1566. <field name='SecurityID' required='N' />
  1567. <field name='SecurityIDSource' required='N' />
  1568. <field name='SecurityType' required='N' />
  1569. <field name='MaturityMonthYear' required='N' />
  1570. <field name='MaturityDay' required='N' />
  1571. <field name='PutOrCall' required='N' />
  1572. <field name='StrikePrice' required='N' />
  1573. <field name='OptAttribute' required='N' />
  1574. <field name='ContractMultiplier' required='N' />
  1575. <field name='CouponRate' required='N' />
  1576. <field name='SecurityExchange' required='N' />
  1577. <field name='Issuer' required='N' />
  1578. <field name='EncodedIssuerLen' required='N' />
  1579. <field name='EncodedIssuer' required='N' />
  1580. <field name='SecurityDesc' required='N' />
  1581. <field name='EncodedSecurityDescLen' required='N' />
  1582. <field name='EncodedSecurityDesc' required='N' />
  1583. <field name='Currency' required='N' />
  1584. <field name='Text' required='N' />
  1585. <field name='EncodedTextLen' required='N' />
  1586. <field name='EncodedText' required='N' />
  1587. <field name='TradingSessionID' required='N' />
  1588. <group name='NoRelatedSym' required='N'>
  1589. <field name='UnderlyingSymbol' required='N' />
  1590. <field name='UnderlyingSymbolSfx' required='N' />
  1591. <field name='UnderlyingSecurityID' required='N' />
  1592. <field name='UnderlyingSecurityIDSource' required='N' />
  1593. <field name='UnderlyingSecurityType' required='N' />
  1594. <field name='UnderlyingMaturityMonthYear' required='N' />
  1595. <field name='UnderlyingMaturityDay' required='N' />
  1596. <field name='UnderlyingPutOrCall' required='N' />
  1597. <field name='UnderlyingStrikePrice' required='N' />
  1598. <field name='UnderlyingOptAttribute' required='N' />
  1599. <field name='UnderlyingContractMultiplier' required='N' />
  1600. <field name='UnderlyingCouponRate' required='N' />
  1601. <field name='UnderlyingSecurityExchange' required='N' />
  1602. <field name='UnderlyingIssuer' required='N' />
  1603. <field name='EncodedUnderlyingIssuerLen' required='N' />
  1604. <field name='EncodedUnderlyingIssuer' required='N' />
  1605. <field name='UnderlyingSecurityDesc' required='N' />
  1606. <field name='EncodedUnderlyingSecurityDescLen' required='N' />
  1607. <field name='EncodedUnderlyingSecurityDesc' required='N' />
  1608. <field name='RatioQty' required='N' />
  1609. <field name='Side' required='N' />
  1610. <field name='UnderlyingCurrency' required='N' />
  1611. </group>
  1612. </message>
  1613. <message name='SecurityDefinition' msgcat='app' msgtype='d'>
  1614. <field name='SecurityReqID' required='Y' />
  1615. <field name='SecurityResponseID' required='Y' />
  1616. <field name='SecurityResponseType' required='N' />
  1617. <field name='TotNoRelatedSym' required='Y' />
  1618. <field name='Symbol' required='N' />
  1619. <field name='SymbolSfx' required='N' />
  1620. <field name='SecurityID' required='N' />
  1621. <field name='SecurityIDSource' required='N' />
  1622. <field name='SecurityType' required='N' />
  1623. <field name='MaturityMonthYear' required='N' />
  1624. <field name='MaturityDay' required='N' />
  1625. <field name='PutOrCall' required='N' />
  1626. <field name='StrikePrice' required='N' />
  1627. <field name='OptAttribute' required='N' />
  1628. <field name='ContractMultiplier' required='N' />
  1629. <field name='CouponRate' required='N' />
  1630. <field name='SecurityExchange' required='N' />
  1631. <field name='Issuer' required='N' />
  1632. <field name='EncodedIssuerLen' required='N' />
  1633. <field name='EncodedIssuer' required='N' />
  1634. <field name='SecurityDesc' required='N' />
  1635. <field name='EncodedSecurityDescLen' required='N' />
  1636. <field name='EncodedSecurityDesc' required='N' />
  1637. <field name='Currency' required='N' />
  1638. <field name='TradingSessionID' required='N' />
  1639. <field name='Text' required='N' />
  1640. <field name='EncodedTextLen' required='N' />
  1641. <field name='EncodedText' required='N' />
  1642. <group name='NoRelatedSym' required='N'>
  1643. <field name='UnderlyingSymbol' required='N' />
  1644. <field name='UnderlyingSymbolSfx' required='N' />
  1645. <field name='UnderlyingSecurityID' required='N' />
  1646. <field name='UnderlyingSecurityIDSource' required='N' />
  1647. <field name='UnderlyingSecurityType' required='N' />
  1648. <field name='UnderlyingMaturityMonthYear' required='N' />
  1649. <field name='UnderlyingMaturityDay' required='N' />
  1650. <field name='UnderlyingPutOrCall' required='N' />
  1651. <field name='UnderlyingStrikePrice' required='N' />
  1652. <field name='UnderlyingOptAttribute' required='N' />
  1653. <field name='UnderlyingContractMultiplier' required='N' />
  1654. <field name='UnderlyingCouponRate' required='N' />
  1655. <field name='UnderlyingSecurityExchange' required='N' />
  1656. <field name='UnderlyingIssuer' required='N' />
  1657. <field name='EncodedUnderlyingIssuerLen' required='N' />
  1658. <field name='EncodedUnderlyingIssuer' required='N' />
  1659. <field name='UnderlyingSecurityDesc' required='N' />
  1660. <field name='EncodedUnderlyingSecurityDescLen' required='N' />
  1661. <field name='EncodedUnderlyingSecurityDesc' required='N' />
  1662. <field name='RatioQty' required='N' />
  1663. <field name='Side' required='N' />
  1664. <field name='UnderlyingCurrency' required='N' />
  1665. </group>
  1666. </message>
  1667. <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
  1668. <field name='SecurityStatusReqID' required='Y' />
  1669. <field name='Symbol' required='Y' />
  1670. <field name='SymbolSfx' required='N' />
  1671. <field name='SecurityID' required='N' />
  1672. <field name='SecurityIDSource' required='N' />
  1673. <field name='SecurityType' required='N' />
  1674. <field name='MaturityMonthYear' required='N' />
  1675. <field name='MaturityDay' required='N' />
  1676. <field name='PutOrCall' required='N' />
  1677. <field name='StrikePrice' required='N' />
  1678. <field name='OptAttribute' required='N' />
  1679. <field name='ContractMultiplier' required='N' />
  1680. <field name='CouponRate' required='N' />
  1681. <field name='SecurityExchange' required='N' />
  1682. <field name='Issuer' required='N' />
  1683. <field name='EncodedIssuerLen' required='N' />
  1684. <field name='EncodedIssuer' required='N' />
  1685. <field name='SecurityDesc' required='N' />
  1686. <field name='EncodedSecurityDescLen' required='N' />
  1687. <field name='EncodedSecurityDesc' required='N' />
  1688. <field name='Currency' required='N' />
  1689. <field name='SubscriptionRequestType' required='Y' />
  1690. <field name='TradingSessionID' required='N' />
  1691. </message>
  1692. <message name='SecurityStatus' msgcat='app' msgtype='f'>
  1693. <field name='SecurityStatusReqID' required='N' />
  1694. <field name='Symbol' required='Y' />
  1695. <field name='SymbolSfx' required='N' />
  1696. <field name='SecurityID' required='N' />
  1697. <field name='SecurityIDSource' required='N' />
  1698. <field name='SecurityType' required='N' />
  1699. <field name='MaturityMonthYear' required='N' />
  1700. <field name='MaturityDay' required='N' />
  1701. <field name='PutOrCall' required='N' />
  1702. <field name='StrikePrice' required='N' />
  1703. <field name='OptAttribute' required='N' />
  1704. <field name='ContractMultiplier' required='N' />
  1705. <field name='CouponRate' required='N' />
  1706. <field name='SecurityExchange' required='N' />
  1707. <field name='Issuer' required='N' />
  1708. <field name='EncodedIssuerLen' required='N' />
  1709. <field name='EncodedIssuer' required='N' />
  1710. <field name='SecurityDesc' required='N' />
  1711. <field name='EncodedSecurityDescLen' required='N' />
  1712. <field name='EncodedSecurityDesc' required='N' />
  1713. <field name='Currency' required='N' />
  1714. <field name='TradingSessionID' required='N' />
  1715. <field name='UnsolicitedIndicator' required='N' />
  1716. <field name='SecurityTradingStatus' required='N' />
  1717. <field name='FinancialStatus' required='N' />
  1718. <field name='CorporateAction' required='N' />
  1719. <field name='HaltReasonChar' required='N' />
  1720. <field name='InViewOfCommon' required='N' />
  1721. <field name='DueToRelated' required='N' />
  1722. <field name='BuyVolume' required='N' />
  1723. <field name='SellVolume' required='N' />
  1724. <field name='HighPx' required='N' />
  1725. <field name='LowPx' required='N' />
  1726. <field name='LastPx' required='N' />
  1727. <field name='TransactTime' required='N' />
  1728. <field name='Adjustment' required='N' />
  1729. </message>
  1730. <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
  1731. <field name='TradSesReqID' required='Y' />
  1732. <field name='TradingSessionID' required='N' />
  1733. <field name='TradSesMethod' required='N' />
  1734. <field name='TradSesMode' required='N' />
  1735. <field name='SubscriptionRequestType' required='Y' />
  1736. </message>
  1737. <message name='TradingSessionStatus' msgcat='app' msgtype='h'>
  1738. <field name='TradSesReqID' required='N' />
  1739. <field name='TradingSessionID' required='Y' />
  1740. <field name='TradSesMethod' required='N' />
  1741. <field name='TradSesMode' required='N' />
  1742. <field name='UnsolicitedIndicator' required='N' />
  1743. <field name='TradSesStatus' required='Y' />
  1744. <field name='TradSesStartTime' required='N' />
  1745. <field name='TradSesOpenTime' required='N' />
  1746. <field name='TradSesPreCloseTime' required='N' />
  1747. <field name='TradSesCloseTime' required='N' />
  1748. <field name='TradSesEndTime' required='N' />
  1749. <field name='TotalVolumeTraded' required='N' />
  1750. <field name='Text' required='N' />
  1751. <field name='EncodedTextLen' required='N' />
  1752. <field name='EncodedText' required='N' />
  1753. </message>
  1754. <message name='MassQuote' msgcat='app' msgtype='i'>
  1755. <field name='QuoteReqID' required='N' />
  1756. <field name='QuoteID' required='Y' />
  1757. <field name='QuoteResponseLevel' required='N' />
  1758. <field name='DefBidSize' required='N' />
  1759. <field name='DefOfferSize' required='N' />
  1760. <group name='NoQuoteSets' required='Y'>
  1761. <field name='QuoteSetID' required='Y' />
  1762. <field name='UnderlyingSymbol' required='Y' />
  1763. <field name='UnderlyingSymbolSfx' required='N' />
  1764. <field name='UnderlyingSecurityID' required='N' />
  1765. <field name='UnderlyingSecurityIDSource' required='N' />
  1766. <field name='UnderlyingSecurityType' required='N' />
  1767. <field name='UnderlyingMaturityMonthYear' required='N' />
  1768. <field name='UnderlyingMaturityDay' required='N' />
  1769. <field name='UnderlyingPutOrCall' required='N' />
  1770. <field name='UnderlyingStrikePrice' required='N' />
  1771. <field name='UnderlyingOptAttribute' required='N' />
  1772. <field name='UnderlyingContractMultiplier' required='N' />
  1773. <field name='UnderlyingCouponRate' required='N' />
  1774. <field name='UnderlyingSecurityExchange' required='N' />
  1775. <field name='UnderlyingIssuer' required='N' />
  1776. <field name='EncodedUnderlyingIssuerLen' required='N' />
  1777. <field name='EncodedUnderlyingIssuer' required='N' />
  1778. <field name='UnderlyingSecurityDesc' required='N' />
  1779. <field name='EncodedUnderlyingSecurityDescLen' required='N' />
  1780. <field name='EncodedUnderlyingSecurityDesc' required='N' />
  1781. <field name='QuoteSetValidUntilTime' required='N' />
  1782. <field name='TotQuoteEntries' required='Y' />
  1783. <group name='NoQuoteEntries' required='Y'>
  1784. <field name='QuoteEntryID' required='Y' />
  1785. <field name='Symbol' required='N' />
  1786. <field name='SymbolSfx' required='N' />
  1787. <field name='SecurityID' required='N' />
  1788. <field name='SecurityIDSource' required='N' />
  1789. <field name='SecurityType' required='N' />
  1790. <field name='MaturityMonthYear' required='N' />
  1791. <field name='MaturityDay' required='N' />
  1792. <field name='PutOrCall' required='N' />
  1793. <field name='StrikePrice' required='N' />
  1794. <field name='OptAttribute' required='N' />
  1795. <field name='ContractMultiplier' required='N' />
  1796. <field name='CouponRate' required='N' />
  1797. <field name='SecurityExchange' required='N' />
  1798. <field name='Issuer' required='N' />
  1799. <field name='EncodedIssuerLen' required='N' />
  1800. <field name='EncodedIssuer' required='N' />
  1801. <field name='SecurityDesc' required='N' />
  1802. <field name='EncodedSecurityDescLen' required='N' />
  1803. <field name='EncodedSecurityDesc' required='N' />
  1804. <field name='BidPx' required='N' />
  1805. <field name='OfferPx' required='N' />
  1806. <field name='BidSize' required='N' />
  1807. <field name='OfferSize' required='N' />
  1808. <field name='ValidUntilTime' required='N' />
  1809. <field name='BidSpotRate' required='N' />
  1810. <field name='OfferSpotRate' required='N' />
  1811. <field name='BidForwardPoints' required='N' />
  1812. <field name='OfferForwardPoints' required='N' />
  1813. <field name='TransactTime' required='N' />
  1814. <field name='TradingSessionID' required='N' />
  1815. <field name='FutSettDate' required='N' />
  1816. <field name='OrdType' required='N' />
  1817. <field name='FutSettDate2' required='N' />
  1818. <field name='OrderQty2' required='N' />
  1819. <field name='Currency' required='N' />
  1820. </group>
  1821. </group>
  1822. </message>
  1823. <message name='BusinessMessageReject' msgcat='app' msgtype='j'>
  1824. <field name='RefSeqNum' required='N' />
  1825. <field name='RefMsgType' required='Y' />
  1826. <field name='BusinessRejectRefID' required='N' />
  1827. <field name='BusinessRejectReason' required='Y' />
  1828. <field name='Text' required='N' />
  1829. <field name='EncodedTextLen' required='N' />
  1830. <field name='EncodedText' required='N' />
  1831. </message>
  1832. <message name='BidRequest' msgcat='app' msgtype='k'>
  1833. <field name='BidID' required='N' />
  1834. <field name='ClientBidID' required='Y' />
  1835. <field name='BidRequestTransType' required='Y' />
  1836. <field name='ListName' required='N' />
  1837. <field name='TotNoRelatedSym' required='Y' />
  1838. <field name='BidType' required='Y' />
  1839. <field name='NumTickets' required='N' />
  1840. <field name='Currency' required='N' />
  1841. <field name='SideValue1' required='N' />
  1842. <field name='SideValue2' required='N' />
  1843. <group name='NoBidDescriptors' required='N'>
  1844. <field name='BidDescriptorType' required='N' />
  1845. <field name='BidDescriptor' required='N' />
  1846. <field name='SideValueInd' required='N' />
  1847. <field name='LiquidityValue' required='N' />
  1848. <field name='LiquidityNumSecurities' required='N' />
  1849. <field name='LiquidityPctLow' required='N' />
  1850. <field name='LiquidityPctHigh' required='N' />
  1851. <field name='EFPTrackingError' required='N' />
  1852. <field name='FairValue' required='N' />
  1853. <field name='OutsideIndexPct' required='N' />
  1854. <field name='ValueOfFutures' required='N' />
  1855. </group>
  1856. <group name='NoBidComponents' required='N'>
  1857. <field name='ListID' required='N' />
  1858. <field name='Side' required='N' />
  1859. <field name='TradingSessionID' required='N' />
  1860. <field name='NetGrossInd' required='N' />
  1861. <field name='SettlmntTyp' required='N' />
  1862. <field name='FutSettDate' required='N' />
  1863. <field name='Account' required='N' />
  1864. </group>
  1865. <field name='LiquidityIndType' required='N' />
  1866. <field name='WtAverageLiquidity' required='N' />
  1867. <field name='ExchangeForPhysical' required='N' />
  1868. <field name='OutMainCntryUIndex' required='N' />
  1869. <field name='CrossPercent' required='N' />
  1870. <field name='ProgRptReqs' required='N' />
  1871. <field name='ProgPeriodInterval' required='N' />
  1872. <field name='IncTaxInd' required='N' />
  1873. <field name='ForexReq' required='N' />
  1874. <field name='NumBidders' required='N' />
  1875. <field name='TradeDate' required='N' />
  1876. <field name='TradeType' required='Y' />
  1877. <field name='BasisPxType' required='Y' />
  1878. <field name='StrikeTime' required='N' />
  1879. <field name='Text' required='N' />
  1880. <field name='EncodedTextLen' required='N' />
  1881. <field name='EncodedText' required='N' />
  1882. </message>
  1883. <message name='BidResponse' msgcat='app' msgtype='l'>
  1884. <field name='BidID' required='N' />
  1885. <field name='ClientBidID' required='N' />
  1886. <group name='NoBidComponents' required='Y'>
  1887. <field name='Commission' required='Y' />
  1888. <field name='CommType' required='Y' />
  1889. <field name='ListID' required='N' />
  1890. <field name='Country' required='N' />
  1891. <field name='Side' required='N' />
  1892. <field name='Price' required='N' />
  1893. <field name='PriceType' required='N' />
  1894. <field name='FairValue' required='N' />
  1895. <field name='NetGrossInd' required='N' />
  1896. <field name='SettlmntTyp' required='N' />
  1897. <field name='FutSettDate' required='N' />
  1898. <field name='TradingSessionID' required='N' />
  1899. <field name='Text' required='N' />
  1900. <field name='EncodedTextLen' required='N' />
  1901. <field name='EncodedText' required='N' />
  1902. </group>
  1903. </message>
  1904. <message name='ListStrikePrice' msgcat='app' msgtype='m'>
  1905. <field name='ListID' required='Y' />
  1906. <field name='TotNoStrikes' required='Y' />
  1907. <group name='NoStrikes' required='Y'>
  1908. <field name='Symbol' required='Y' />
  1909. <field name='SymbolSfx' required='N' />
  1910. <field name='SecurityID' required='N' />
  1911. <field name='SecurityIDSource' required='N' />
  1912. <field name='SecurityType' required='N' />
  1913. <field name='MaturityMonthYear' required='N' />
  1914. <field name='MaturityDay' required='N' />
  1915. <field name='PutOrCall' required='N' />
  1916. <field name='StrikePrice' required='N' />
  1917. <field name='OptAttribute' required='N' />
  1918. <field name='ContractMultiplier' required='N' />
  1919. <field name='CouponRate' required='N' />
  1920. <field name='SecurityExchange' required='N' />
  1921. <field name='Issuer' required='N' />
  1922. <field name='EncodedIssuerLen' required='N' />
  1923. <field name='EncodedIssuer' required='N' />
  1924. <field name='SecurityDesc' required='N' />
  1925. <field name='EncodedSecurityDescLen' required='N' />
  1926. <field name='EncodedSecurityDesc' required='N' />
  1927. <field name='PrevClosePx' required='N' />
  1928. <field name='ClOrdID' required='N' />
  1929. <field name='Side' required='N' />
  1930. <field name='Price' required='Y' />
  1931. <field name='Currency' required='N' />
  1932. <field name='Text' required='N' />
  1933. <field name='EncodedTextLen' required='N' />
  1934. <field name='EncodedText' required='N' />
  1935. </group>
  1936. </message>
  1937. <message name="PositionListRequest" msgtype="U001" msgcat="app">
  1938. <field name="PosReqID" required="Y" />
  1939. <field name="Account" required="Y" />
  1940. <field name="Symbol" required="N" />
  1941. <field name="SecurityExchange" required="N" />
  1942. <field name="Side" required="N" />
  1943. <field name="TradingCode" required="N" />
  1944. </message>
  1945. <message name="PositionListAnswer" msgtype="U002" msgcat="app">
  1946. <field name="PosReqID" required="Y" />
  1947. <field name="PosResponseID" required="Y" />
  1948. <field name="Account" required="Y" />
  1949. <field name="PosReqResult" required="Y" />
  1950. <field name="Symbol" required="N" />
  1951. <field name="SecurityExchange" required="N" />
  1952. <field name="TradingCode" required="N" />
  1953. <field name="Currency" required="N" />
  1954. <field name="Side" required="N" />
  1955. <field name="HedgeFlag" required="N" />
  1956. <field name="TdPositons" required="N" />
  1957. <field name="HisPositions" required="N" />
  1958. <field name="TotCanUsedPositons" required="N" />
  1959. <field name="TotalPositions" required="N" />
  1960. <field name="OpenPositionAvgPx" required="N" />
  1961. <field name="PositionMargin" required="N" />
  1962. <field name="HoldProfit" required="N" />
  1963. <field name="HoldProfitFloat" required="N" />
  1964. <field name="Text" required="N" />
  1965. </message>
  1966. <message name="CustomerFundsStatusRequest" msgtype="U003" msgcat="app">
  1967. <field name="FundsReqID" required="Y" />
  1968. <field name="Account" required="Y" />
  1969. <field name="Currency" required="N" />
  1970. </message>
  1971. <message name="CustomerFundsStatusAnswer" msgtype="U004" msgcat="app">
  1972. <field name="FundsReqID" required="Y" />
  1973. <field name="FundsResponseID" required="Y" />
  1974. <field name="Account" required="Y" />
  1975. <field name="FundsReqResult" required="Y" />
  1976. <field name="Currency" required="N" />
  1977. <field name="CurrentBalance" required="N" />
  1978. <field name="EnableBalance" required="N" />
  1979. <field name="FetchBalance" required="N" />
  1980. <field name="FrozenBalance" required="N" />
  1981. <field name="PreRightsBalance" required="N" />
  1982. <field name="RightsBalance" required="N" />
  1983. <field name="HoldProfit" required="N" />
  1984. <field name="HoldProfitFloat" required="N" />
  1985. <field name="RealHoldBalanceA" required="N" />
  1986. <field name="RealDrop" required="N" />
  1987. <field name="RealDropFloat" required="N" />
  1988. <field name="FrozenFare" required="N" />
  1989. <field name="BailBalance" required="N" />
  1990. <field name="ExchBailBalance" required="N" />
  1991. <field name="FutuImpawnBalance" required="N" />
  1992. <field name="ClientRisk" required="N" />
  1993. <field name="ExchRisk" required="N" />
  1994. <field name="Text" required="N" />
  1995. </message>
  1996. <message name="EntrustListRequest" msgtype="U005" msgcat="app">
  1997. <field name="EntrustReqID" required="Y" />
  1998. <field name="Account" required="Y" />
  1999. <field name="OrderID" required="N" />
  2000. <field name="ClOrdID" required="N" />
  2001. <field name="SecurityExchange" required="N" />
  2002. <field name="TradingCode" required="N" />
  2003. <field name="Symbol" required="N" />
  2004. <field name="BusinessType" required="N" />
  2005. <group name="NoRelatedSym" required="N">
  2006. <field name="OrdStatus" required="N" />
  2007. </group>
  2008. </message>
  2009. <message name="EntrustListAnswer" msgtype="U006" msgcat="app">
  2010. <field name="EntrustReqID" required="Y" />
  2011. <field name="EntrustResponseID" required="Y" />
  2012. <field name="EntrustReqResult" required="Y" />
  2013. <field name="Account" required="Y" />
  2014. <field name="TradeDate" required="N" />
  2015. <field name="TradeTime" required="N" />
  2016. <field name="OrderID" required="N" />
  2017. <field name="ClOrdID" required="N" />
  2018. <field name="SecurityExchange" required="N" />
  2019. <field name="TradingCode" required="N" />
  2020. <field name="Symbol" required="N" />
  2021. <field name="Currency" required="N" />
  2022. <field name="Offset" required="N" />
  2023. <field name="Side" required="N" />
  2024. <field name="HedgeFlag" required="N" />
  2025. <field name="Price" required="N" />
  2026. <field name="AmountPerHand" required="N" />
  2027. <field name="OrderQty" required="N" />
  2028. <field name="CumQty" required="N" />
  2029. <field name="CancelQty" required="N" />
  2030. <field name="HoldBalance" required="N" />
  2031. <field name="OrdStatus" required="N" />
  2032. <field name="OrdReportTime" required="N" />
  2033. <field name="BusinessType" required="N" />
  2034. <field name="ConfirmNo" required="N" />
  2035. <field name="FrozenFare" required="N" />
  2036. <field name="ForceCloseFlag" required="N" />
  2037. <field name="BusinessBalance" required="N" />
  2038. <field name="OrdType" required="N" />
  2039. <field name="ArbitrageCode" required="N" />
  2040. <field name="SecondCode" required="N" />
  2041. <field name="WeaveType" required="N" />
  2042. <field name="StopPx" required="N" />
  2043. <field name="TimeInForce" required="N" />
  2044. <field name="ExpireDate" required="N" />
  2045. <field name="FutuReportNo" required="N" />
  2046. <field name="VolumeInForce" required="N" />
  2047. <field name="Text" required="N" />
  2048. </message>
  2049. <message name="FurealListRequest" msgtype="U007" msgcat="app">
  2050. <field name="FurealReqID" required="Y" />
  2051. <field name="Account" required="Y" />
  2052. <field name="SecurityExchange" required="N" />
  2053. <field name="TradingCode" required="N" />
  2054. <field name="Symbol" required="N" />
  2055. </message>
  2056. <message name="FurealListAnswer" msgtype="U008" msgcat="app">
  2057. <field name="FurealReqID" required="Y" />
  2058. <field name="FurealResponseID" required="Y" />
  2059. <field name="FurealReqResult" required="Y" />
  2060. <field name="Account" required="Y" />
  2061. <field name="TradeDate" required="N" />
  2062. <field name="SerialNo" required="N" />
  2063. <field name="OrderID" required="N" />
  2064. <field name="SecurityExchange" required="N" />
  2065. <field name="TradingCode" required="N" />
  2066. <field name="Symbol" required="N" />
  2067. <field name="Currency" required="N" />
  2068. <field name="Offset" required="N" />
  2069. <field name="Side" required="N" />
  2070. <field name="LastPx" required="N" />
  2071. <field name="AmountPerHand" required="N" />
  2072. <field name="LastQty" required="N" />
  2073. <field name="BusinessTime" required="N" />
  2074. <field name="BusinessType" required="N" />
  2075. <field name="FrozenFare" required="N" />
  2076. <field name="ExecID" required="N" />
  2077. <field name="ForceCloseFlag" required="N" />
  2078. <field name="LastQty" required="N" />
  2079. <field name="LastShares" required="N" />
  2080. <field name="Text" required="N" />
  2081. </message>
  2082. <message name="SecurityMarginListRequest" msgtype="U009" msgcat="app">
  2083. <field name="SecurityReqID" required="Y" />
  2084. <field name="Account" required="Y" />
  2085. <field name="Symbol" required="N" />
  2086. <field name="HedgeFlag" required="N" />
  2087. </message>
  2088. <message name="SecurityMarginListAnswer" msgtype="U010" msgcat="app">
  2089. <field name="SecurityReqID" required="Y" />
  2090. <field name="SecurityResponseID" required="Y" />
  2091. <field name="SecurityRequestResult" required="Y" />
  2092. <field name="Symbol" required="N" />
  2093. <field name="SecurityExchange" required="N" />
  2094. <field name="MinPriceIncrement" required="N" />
  2095. <field name="Currency" required="N" />
  2096. <field name="AmountPerHand" required="N" />
  2097. <field name="ReportUnit" required="N" />
  2098. <field name="PriceUnit" required="N" />
  2099. <field name="OpenMinQty" required="N" />
  2100. <field name="CloseMinQty" required="N" />
  2101. <field name="MaxAmountOfMarket" required="N" />
  2102. <field name="MaxAmountOfLimited" required="N" />
  2103. <field name="OpenBailRatio" required="N" />
  2104. <field name="OpenBailBalance" required="N" />
  2105. <field name="DropBailRatio" required="N" />
  2106. <field name="DropBailBalance" required="N" />
  2107. <field name="DeliverBailRatio" required="N" />
  2108. <field name="DeliverBailBalance" required="N" />
  2109. <field name="DropcuBailRatio" required="N" />
  2110. <field name="DropcuBailBalance" required="N" />
  2111. <field name="Text" required="N" />
  2112. </message>
  2113. <message name="BankAccountListRequest" msgtype="U011" msgcat="app">
  2114. <field name="BankReqID" required="Y" />
  2115. <field name="Account" required="Y" />
  2116. <field name="Password" required="Y" />
  2117. </message>
  2118. <message name="BankAccountListAnswer" msgtype="U012" msgcat="app">
  2119. <field name="BankReqID" required="Y" />
  2120. <field name="Account" required="Y" />
  2121. <field name="BankReqResult" required="Y" />
  2122. <group name="NoRelatedBank" required="N">
  2123. <field name="BankID" required="N" />
  2124. <field name="BankName" required="N" />
  2125. <field name="BankAccount" required="N" />
  2126. <field name="BankAccStatus" required="N" />
  2127. <field name="Currency" required="N" />
  2128. </group>
  2129. <field name="Text" required="Y" />
  2130. </message>
  2131. <message name="BFTransferRequest" msgtype="U013" msgcat="app">
  2132. <field name="TransReqID" required="Y" />
  2133. <field name="Account" required="Y" />
  2134. <group name="NoRelatedPwd" required="N">
  2135. <field name="PwdType" required="N" />
  2136. <field name="Password" required="N" />
  2137. </group>
  2138. <field name="BankID" required="Y" />
  2139. <field name="TransType" required="Y" />
  2140. <field name="OccurTotal" required="N" />
  2141. </message>
  2142. <message name="BFTransferStatusRequest" msgtype="U014" msgcat="app">
  2143. <field name="TransReqID" required="Y" />
  2144. <field name="Account" required="Y" />
  2145. </message>
  2146. <message name="BFTransferReport" msgtype="U015" msgcat="app">
  2147. <field name="TransReqID" required="Y" />
  2148. <field name="Account" required="Y" />
  2149. <field name="Currency" required="Y" />
  2150. <field name="OrderID" required="Y" />
  2151. <field name="SourceSide" required="Y" />
  2152. <field name="TransStatus" required="Y" />
  2153. <field name="TransType" required="Y" />
  2154. <field name="BankID" required="Y" />
  2155. <field name="BankName" required="Y" />
  2156. <field name="OccurTotal" required="Y" />
  2157. <field name="TradeTime" required="Y" />
  2158. <field name="Text" required="Y" />
  2159. </message>
  2160. <message name="U1002" msgtype="U1002" msgcat="app">
  2161. <field name="PosReqID" required="Y" />
  2162. <field name="Account" required="Y" />
  2163. <field name="OrderID" required="Y" />
  2164. <field name="PosbusinessType" required="Y" />
  2165. </message>
  2166. <message name="U1003" msgtype="U1003" msgcat="app">
  2167. <field name="PosReqID" required="Y" />
  2168. <field name="Account" required="Y" />
  2169. <field name="OrderID" required="Y" />
  2170. <field name="PosbusinessType" required="Y" />
  2171. <field name="PosMaintStatus" required="Y" />
  2172. <field name="Text" required="N" />
  2173. <field name="PosAmt" required="N" />
  2174. <field name="PosMaintRptID" required="Y" />
  2175. </message>
  2176. <message name="SecurityListRequest" msgtype="x" msgcat="app">
  2177. <field name="SecurityReqID" required="Y" />
  2178. <field name="SecurityListRequestType" required="Y" />
  2179. <field name="Account" required="Y" />
  2180. <field name="Symbol" required="Y" />
  2181. <field name="SecurityExchange" required="N" />
  2182. </message>
  2183. <message name="SecurityList" msgtype="y" msgcat="app">
  2184. <field name="SecurityReqID" required="Y" />
  2185. <field name="SecurityResponseID" required="Y" />
  2186. <field name="SecurityRequestResult" required="Y" />
  2187. <field name="TotNoRelatedSym" required="N" />
  2188. <field name="LastFragment" required="N" />
  2189. <group name="NoRelatedSym" required="N">
  2190. <component name="Instrument" required="N" />
  2191. <component name="InstrumentExtension" required="N" />
  2192. <component name="FinancingDetails" required="N" />
  2193. <group name="NoUnderlyings" required="N">
  2194. <component name="UnderlyingInstrument" required="N" />
  2195. </group>
  2196. <field name="Currency" required="N" />
  2197. <field name="MinPriceIncrement" required="N"/>
  2198. <component name="Stipulations" required="N" />
  2199. <group name="NoLegs" required="N">
  2200. <component name="InstrumentLeg" required="N" />
  2201. <field name="LegSwapType" required="N" />
  2202. <field name="LegSettlType" required="N" />
  2203. <component name="LegStipulations" required="N" />
  2204. <component name="LegBenchmarkCurveData" required="N" />
  2205. </group>
  2206. <component name="SpreadOrBenchmarkCurveData" required="N" />
  2207. <component name="YieldData" required="N" />
  2208. <field name="RoundLot" required="N" />
  2209. <field name="MinTradeVol" required="N" />
  2210. <field name="TradingSessionID" required="N" />
  2211. <field name="TradingSessionSubID" required="N" />
  2212. <field name="ExpirationCycle" required="N" />
  2213. <field name="Text" required="N" />
  2214. <field name="EncodedTextLen" required="N" />
  2215. <field name="EncodedText" required="N" />
  2216. </group>
  2217. </message>
  2218. </messages>
  2219. <trailer>
  2220. <field name='SignatureLength' required='N' />
  2221. <field name='Signature' required='N' />
  2222. <field name='CheckSum' required='Y' />
  2223. </trailer>
  2224. <components>
  2225. <component name="Instrument">
  2226. <field name="Symbol" required="Y" />
  2227. <field name="SymbolSfx" required="N" />
  2228. <field name="SecurityID" required="N" />
  2229. <field name="SecurityIDSource" required="N" />
  2230. <group name="NoSecurityAltID" required="N">
  2231. <field name="SecurityAltID" required="N" />
  2232. <field name="SecurityAltIDSource" required="N" />
  2233. </group>
  2234. <field name="Product" required="N" />
  2235. <field name="CFICode" required="N" />
  2236. <field name="SecurityType" required="N" />
  2237. <field name="SecuritySubType" required="N" />
  2238. <field name="MaturityMonthYear" required="N" />
  2239. <field name="MaturityDate" required="N" />
  2240. <field name="CouponPaymentDate" required="N" />
  2241. <field name="IssueDate" required="N" />
  2242. <field name="RepoCollateralSecurityType" required="N" />
  2243. <field name="RepurchaseTerm" required="N" />
  2244. <field name="RepurchaseRate" required="N" />
  2245. <field name="Factor" required="N" />
  2246. <field name="CreditRating" required="N" />
  2247. <field name="InstrRegistry" required="N" />
  2248. <field name="CountryOfIssue" required="N" />
  2249. <field name="StateOrProvinceOfIssue" required="N" />
  2250. <field name="LocaleOfIssue" required="N" />
  2251. <field name="RedemptionDate" required="N" />
  2252. <field name="StrikePrice" required="N" />
  2253. <field name="StrikeCurrency" required="N" />
  2254. <field name="OptAttribute" required="N" />
  2255. <field name="ContractMultiplier" required="N" />
  2256. <field name="CouponRate" required="N" />
  2257. <field name="SecurityExchange" required="N" />
  2258. <field name="Issuer" required="N" />
  2259. <field name="EncodedIssuerLen" required="N" />
  2260. <field name="EncodedIssuer" required="N" />
  2261. <field name="SecurityDesc" required="N" />
  2262. <field name="EncodedSecurityDescLen" required="N" />
  2263. <field name="EncodedSecurityDesc" required="N" />
  2264. <field name="Pool" required="N" />
  2265. <field name="ContractSettlMonth" required="N" />
  2266. <field name="CPProgram" required="N" />
  2267. <field name="CPRegType" required="N" />
  2268. <group name="NoEvents" required="N">
  2269. <field name="EventType" required="N" />
  2270. <field name="EventDate" required="N" />
  2271. <field name="EventPx" required="N" />
  2272. <field name="EventText" required="N" />
  2273. </group>
  2274. <field name="DatedDate" required="N" />
  2275. <field name="InterestAccrualDate" required="N" />
  2276. </component>
  2277. <component name="UnderlyingInstrument">
  2278. <field name="UnderlyingSymbol" required="Y" />
  2279. <field name="UnderlyingSymbolSfx" required="N" />
  2280. <field name="UnderlyingSecurityID" required="N" />
  2281. <field name="UnderlyingSecurityIDSource" required="N" />
  2282. <group name="NoUnderlyingSecurityAltID" required="N">
  2283. <field name="UnderlyingSecurityAltID" required="N" />
  2284. <field name="UnderlyingSecurityAltIDSource" required="N" />
  2285. </group>
  2286. <field name="UnderlyingProduct" required="N" />
  2287. <field name="UnderlyingCFICode" required="N" />
  2288. <field name="UnderlyingSecurityType" required="N" />
  2289. <field name="UnderlyingSecuritySubType" required="N" />
  2290. <field name="UnderlyingMaturityMonthYear" required="N" />
  2291. <field name="UnderlyingMaturityDate" required="N" />
  2292. <field name="UnderlyingCouponPaymentDate" required="N" />
  2293. <field name="UnderlyingIssueDate" required="N" />
  2294. <field name="UnderlyingRepoCollateralSecurityType" required="N" />
  2295. <field name="UnderlyingRepurchaseTerm" required="N" />
  2296. <field name="UnderlyingRepurchaseRate" required="N" />
  2297. <field name="UnderlyingFactor" required="N" />
  2298. <field name="UnderlyingCreditRating" required="N" />
  2299. <field name="UnderlyingInstrRegistry" required="N" />
  2300. <field name="UnderlyingCountryOfIssue" required="N" />
  2301. <field name="UnderlyingStateOrProvinceOfIssue" required="N" />
  2302. <field name="UnderlyingLocaleOfIssue" required="N" />
  2303. <field name="UnderlyingRedemptionDate" required="N" />
  2304. <field name="UnderlyingStrikePrice" required="N" />
  2305. <field name="UnderlyingStrikeCurrency" required="N" />
  2306. <field name="UnderlyingOptAttribute" required="N" />
  2307. <field name="UnderlyingContractMultiplier" required="N" />
  2308. <field name="UnderlyingCouponRate" required="N" />
  2309. <field name="UnderlyingSecurityExchange" required="N" />
  2310. <field name="UnderlyingIssuer" required="N" />
  2311. <field name="EncodedUnderlyingIssuerLen" required="N" />
  2312. <field name="EncodedUnderlyingIssuer" required="N" />
  2313. <field name="UnderlyingSecurityDesc" required="N" />
  2314. <field name="EncodedUnderlyingSecurityDescLen" required="N" />
  2315. <field name="EncodedUnderlyingSecurityDesc" required="N" />
  2316. <field name="UnderlyingCPProgram" required="N" />
  2317. <field name="UnderlyingCPRegType" required="N" />
  2318. <field name="UnderlyingCurrency" required="N" />
  2319. <field name="UnderlyingQty" required="N" />
  2320. <field name="UnderlyingPx" required="N" />
  2321. <field name="UnderlyingDirtyPrice" required="N" />
  2322. <field name="UnderlyingEndPrice" required="N" />
  2323. <field name="UnderlyingStartValue" required="N" />
  2324. <field name="UnderlyingCurrentValue" required="N" />
  2325. <field name="UnderlyingEndValue" required="N" />
  2326. <component name="UnderlyingStipulations" required="N" />
  2327. </component>
  2328. <component name="InstrumentLeg">
  2329. <field name="LegSymbol" required="N" />
  2330. <field name="LegSymbolSfx" required="N" />
  2331. <field name="LegSecurityID" required="N" />
  2332. <field name="LegSecurityIDSource" required="N" />
  2333. <group name="NoLegSecurityAltID" required="N">
  2334. <field name="LegSecurityAltID" required="N" />
  2335. <field name="LegSecurityAltIDSource" required="N" />
  2336. </group>
  2337. <field name="LegProduct" required="N" />
  2338. <field name="LegCFICode" required="N" />
  2339. <field name="LegSecurityType" required="N" />
  2340. <field name="LegSecuritySubType" required="N" />
  2341. <field name="LegMaturityMonthYear" required="N" />
  2342. <field name="LegMaturityDate" required="N" />
  2343. <field name="LegCouponPaymentDate" required="N" />
  2344. <field name="LegIssueDate" required="N" />
  2345. <field name="LegRepoCollateralSecurityType" required="N" />
  2346. <field name="LegRepurchaseTerm" required="N" />
  2347. <field name="LegRepurchaseRate" required="N" />
  2348. <field name="LegFactor" required="N" />
  2349. <field name="LegCreditRating" required="N" />
  2350. <field name="LegInstrRegistry" required="N" />
  2351. <field name="LegCountryOfIssue" required="N" />
  2352. <field name="LegStateOrProvinceOfIssue" required="N" />
  2353. <field name="LegLocaleOfIssue" required="N" />
  2354. <field name="LegRedemptionDate" required="N" />
  2355. <field name="LegStrikePrice" required="N" />
  2356. <field name="LegStrikeCurrency" required="N" />
  2357. <field name="LegOptAttribute" required="N" />
  2358. <field name="LegContractMultiplier" required="N" />
  2359. <field name="LegCouponRate" required="N" />
  2360. <field name="LegSecurityExchange" required="N" />
  2361. <field name="LegIssuer" required="N" />
  2362. <field name="EncodedLegIssuerLen" required="N" />
  2363. <field name="EncodedLegIssuer" required="N" />
  2364. <field name="LegSecurityDesc" required="N" />
  2365. <field name="EncodedLegSecurityDescLen" required="N" />
  2366. <field name="EncodedLegSecurityDesc" required="N" />
  2367. <field name="LegRatioQty" required="N" />
  2368. <field name="LegSide" required="N" />
  2369. <field name="LegCurrency" required="N" />
  2370. <field name="LegPool" required="N" />
  2371. <field name="LegDatedDate" required="N" />
  2372. <field name="LegContractSettlMonth" required="N" />
  2373. <field name="LegInterestAccrualDate" required="N" />
  2374. </component>
  2375. <component name="InstrumentExtension">
  2376. <field name="DeliveryForm" required="N" />
  2377. <field name="PctAtRisk" required="N" />
  2378. <group name="NoInstrAttrib" required="N">
  2379. <field name="InstrAttribType" required="N" />
  2380. <field name="InstrAttribValue" required="N" />
  2381. </group>
  2382. </component>
  2383. <component name="OrderQtyData">
  2384. <field name="OrderQty" required="N" />
  2385. <field name="CashOrderQty" required="N" />
  2386. <field name="OrderPercent" required="N" />
  2387. <field name="RoundingDirection" required="N" />
  2388. <field name="RoundingModulus" required="N" />
  2389. </component>
  2390. <component name="CommissionData">
  2391. <field name="Commission" required="N" />
  2392. <field name="CommType" required="N" />
  2393. <field name="CommCurrency" required="N" />
  2394. <field name="FundRenewWaiv" required="N" />
  2395. </component>
  2396. <component name="Parties">
  2397. <group name="NoPartyIDs" required="N">
  2398. <field name="PartyID" required="N" />
  2399. <field name="PartyIDSource" required="N" />
  2400. <field name="PartyRole" required="N" />
  2401. <group name="NoPartySubIDs" required="N">
  2402. <field name="PartySubID" required="N" />
  2403. <field name="PartySubIDType" required="N" />
  2404. </group>
  2405. </group>
  2406. </component>
  2407. <component name="NestedParties">
  2408. <group name="NoNestedPartyIDs" required="N">
  2409. <field name="NestedPartyID" required="N" />
  2410. <field name="NestedPartyIDSource" required="N" />
  2411. <field name="NestedPartyRole" required="N" />
  2412. <group name="NoNestedPartySubIDs" required="N">
  2413. <field name="NestedPartySubID" required="N" />
  2414. <field name="NestedPartySubIDType" required="N" />
  2415. </group>
  2416. </group>
  2417. </component>
  2418. <component name="NestedParties2">
  2419. <group name="NoNested2PartyIDs" required="N">
  2420. <field name="Nested2PartyID" required="N" />
  2421. <field name="Nested2PartyIDSource" required="N" />
  2422. <field name="Nested2PartyRole" required="N" />
  2423. <group name="NoNested2PartySubIDs" required="N">
  2424. <field name="Nested2PartySubID" required="N" />
  2425. <field name="Nested2PartySubIDType" required="N" />
  2426. </group>
  2427. </group>
  2428. </component>
  2429. <component name="NestedParties3">
  2430. <group name="NoNested3PartyIDs" required="N">
  2431. <field name="Nested3PartyID" required="N" />
  2432. <field name="Nested3PartyIDSource" required="N" />
  2433. <field name="Nested3PartyRole" required="N" />
  2434. <group name="NoNested3PartySubIDs" required="N">
  2435. <field name="Nested3PartySubID" required="N" />
  2436. <field name="Nested3PartySubIDType" required="N" />
  2437. </group>
  2438. </group>
  2439. </component>
  2440. <component name="SettlParties">
  2441. <group name="NoSettlPartyIDs" required="N">
  2442. <field name="SettlPartyID" required="N" />
  2443. <field name="SettlPartyIDSource" required="N" />
  2444. <field name="SettlPartyRole" required="N" />
  2445. <group name="NoSettlPartySubIDs" required="N">
  2446. <field name="SettlPartySubID" required="N" />
  2447. <field name="SettlPartySubIDType" required="N" />
  2448. </group>
  2449. </group>
  2450. </component>
  2451. <component name="SpreadOrBenchmarkCurveData">
  2452. <field name="Spread" required="N" />
  2453. <field name="BenchmarkCurveCurrency" required="N" />
  2454. <field name="BenchmarkCurveName" required="N" />
  2455. <field name="BenchmarkCurvePoint" required="N" />
  2456. <field name="BenchmarkPrice" required="N" />
  2457. <field name="BenchmarkPriceType" required="N" />
  2458. <field name="BenchmarkSecurityID" required="N" />
  2459. <field name="BenchmarkSecurityIDSource" required="N" />
  2460. </component>
  2461. <component name="LegBenchmarkCurveData">
  2462. <field name="LegBenchmarkCurveCurrency" required="N" />
  2463. <field name="LegBenchmarkCurveName" required="N" />
  2464. <field name="LegBenchmarkCurvePoint" required="N" />
  2465. <field name="LegBenchmarkPrice" required="N" />
  2466. <field name="LegBenchmarkPriceType" required="N" />
  2467. </component>
  2468. <component name="Stipulations">
  2469. <group name="NoStipulations" required="N">
  2470. <field name="StipulationType" required="N" />
  2471. <field name="StipulationValue" required="N" />
  2472. </group>
  2473. </component>
  2474. <component name="UnderlyingStipulations">
  2475. <group name="NoUnderlyingStips" required="N">
  2476. <field name="UnderlyingStipType" required="N" />
  2477. <field name="UnderlyingStipValue" required="N" />
  2478. </group>
  2479. </component>
  2480. <component name="LegStipulations">
  2481. <group name="NoLegStipulations" required="N">
  2482. <field name="LegStipulationType" required="N" />
  2483. <field name="LegStipulationValue" required="N" />
  2484. </group>
  2485. </component>
  2486. <component name="YieldData">
  2487. <field name="YieldType" required="N" />
  2488. <field name="Yield" required="N" />
  2489. <field name="YieldCalcDate" required="N" />
  2490. <field name="YieldRedemptionDate" required="N" />
  2491. <field name="YieldRedemptionPrice" required="N" />
  2492. <field name="YieldRedemptionPriceType" required="N" />
  2493. </component>
  2494. <component name="PositionQty">
  2495. <group name="NoPositions" required="Y">
  2496. <field name="PosType" required="N" />
  2497. <field name="LongQty" required="N" />
  2498. <field name="ShortQty" required="N" />
  2499. <field name="PosQtyStatus" required="N" />
  2500. <component name="NestedParties" required="N" />
  2501. </group>
  2502. </component>
  2503. <component name="PositionAmountData">
  2504. <group name="NoPosAmt" required="Y">
  2505. <field name="PosAmtType" required="Y" />
  2506. <field name="PosAmt" required="Y" />
  2507. </group>
  2508. </component>
  2509. <component name="TrdRegTimestamps">
  2510. <group name="NoTrdRegTimestamps" required="Y">
  2511. <field name="TrdRegTimestamp" required="N" />
  2512. <field name="TrdRegTimestampType" required="N" />
  2513. <field name="TrdRegTimestampOrigin" required="N" />
  2514. </group>
  2515. </component>
  2516. <component name="SettlInstructionsData">
  2517. <field name="SettlDeliveryType" required="N" />
  2518. <field name="StandInstDbType" required="N" />
  2519. <field name="StandInstDbName" required="N" />
  2520. <field name="StandInstDbID" required="N" />
  2521. <group name="NoDlvyInst" required="N">
  2522. <field name="SettlInstSource" required="N" />
  2523. <field name="DlvyInstType" required="N" />
  2524. <component name="SettlParties" required="N" />
  2525. </group>
  2526. </component>
  2527. <component name="PegInstructions">
  2528. <field name="PegOffsetValue" required="N" />
  2529. <field name="PegMoveType" required="N" />
  2530. <field name="PegOffsetType" required="N" />
  2531. <field name="PegLimitType" required="N" />
  2532. <field name="PegRoundDirection" required="N" />
  2533. <field name="PegScope" required="N" />
  2534. </component>
  2535. <component name="DiscretionInstructions">
  2536. <field name="DiscretionInst" required="N" />
  2537. <field name="DiscretionOffsetValue" required="N" />
  2538. <field name="DiscretionMoveType" required="N" />
  2539. <field name="DiscretionOffsetType" required="N" />
  2540. <field name="DiscretionLimitType" required="N" />
  2541. <field name="DiscretionRoundDirection" required="N" />
  2542. <field name="DiscretionScope" required="N" />
  2543. </component>
  2544. <component name="FinancingDetails">
  2545. <field name="AgreementDesc" required="N" />
  2546. <field name="AgreementID" required="N" />
  2547. <field name="AgreementDate" required="N" />
  2548. <field name="AgreementCurrency" required="N" />
  2549. <field name="TerminationType" required="N" />
  2550. <field name="StartDate" required="N" />
  2551. <field name="EndDate" required="N" />
  2552. <field name="DeliveryType" required="N" />
  2553. <field name="MarginRatio" required="N" />
  2554. </component>
  2555. </components>
  2556. <fields>
  2557. <field number='1' name='Account' type='STRING' />
  2558. <field number='2' name='AdvId' type='STRING' />
  2559. <field number='3' name='AdvRefID' type='STRING' />
  2560. <field number='4' name='AdvSide' type='CHAR'>
  2561. <value enum='B' description='BUY' />
  2562. <value enum='S' description='SELL' />
  2563. <value enum='T' description='TRADE' />
  2564. <value enum='X' description='CROSS' />
  2565. </field>
  2566. <field number='5' name='AdvTransType' type='STRING'>
  2567. <value enum='C' description='CANCEL' />
  2568. <value enum='N' description='NEW' />
  2569. <value enum='R' description='REPLACE' />
  2570. </field>
  2571. <field number='6' name='AvgPx' type='PRICE' />
  2572. <field number='7' name='BeginSeqNo' type='INT' />
  2573. <field number='8' name='BeginString' type='STRING' />
  2574. <field number='9' name='BodyLength' type='INT' />
  2575. <field number='10' name='CheckSum' type='STRING' />
  2576. <field number='11' name='ClOrdID' type='STRING' />
  2577. <field number='12' name='Commission' type='AMT' />
  2578. <field number='13' name='CommType' type='CHAR'>
  2579. <value enum='1' description='PER_SHARE' />
  2580. <value enum='2' description='PERCENTAGE' />
  2581. <value enum='3' description='ABSOLUTE' />
  2582. </field>
  2583. <field number='14' name='CumQty' type='QTY' />
  2584. <field number='15' name='Currency' type='CURRENCY' />
  2585. <!--field number='15' name='Currency' type='CURRENCY'>
  2586. <value enum='CNY' description='CNY' />
  2587. <value enum='USD' description='USD' />
  2588. <value enum='HKD' description='HKD' />
  2589. </field-->
  2590. <field number='16' name='EndSeqNo' type='INT' />
  2591. <field number='17' name='ExecID' type='STRING' />
  2592. <field number='18' name='ExecInst' type='MULTIPLEVALUESTRING'>
  2593. <value enum='0' description='STAY_ON_OFFERSIDE' />
  2594. <value enum='1' description='NOT_HELD' />
  2595. <value enum='2' description='WORK' />
  2596. <value enum='3' description='GO_ALONG' />
  2597. <value enum='4' description='OVER_THE_DAY' />
  2598. <value enum='5' description='HELD' />
  2599. <value enum='6' description='PARTICIPATE_DONT_INITIATE' />
  2600. <value enum='7' description='STRICT_SCALE' />
  2601. <value enum='8' description='TRY_TO_SCALE' />
  2602. <value enum='9' description='STAY_ON_BIDSIDE' />
  2603. <value enum='A' description='NO_CROSS' />
  2604. <value enum='B' description='OK_TO_CROSS' />
  2605. <value enum='C' description='CALL_FIRST' />
  2606. <value enum='D' description='PERCENT_OF_VOLUME' />
  2607. <value enum='E' description='DO_NOT_INCREASE' />
  2608. <value enum='F' description='DO_NOT_REDUCE' />
  2609. <value enum='G' description='ALL_OR_NONE' />
  2610. <value enum='I' description='INSTITUTIONS_ONLY' />
  2611. <value enum='L' description='LAST_PEG' />
  2612. <value enum='M' description='MID_PRICE_PEG' />
  2613. <value enum='N' description='NON_NEGOTIABLE' />
  2614. <value enum='O' description='OPENING_PEG' />
  2615. <value enum='P' description='MARKET_PEG' />
  2616. <value enum='R' description='PRIMARY_PEG' />
  2617. <value enum='S' description='SUSPEND' />
  2618. <value enum='T' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' />
  2619. <value enum='U' description='CUSTOMER_DISPLAY_INSTRUCTION' />
  2620. <value enum='V' description='NETTING' />
  2621. <value enum='W' description='PEG_TO_VWAP' />
  2622. </field>
  2623. <field number='19' name='ExecRefID' type='STRING' />
  2624. <field number='20' name='ExecTransType' type='CHAR'>
  2625. <value enum='0' description='NEW' />
  2626. <value enum='1' description='CANCEL' />
  2627. <value enum='2' description='CORRECT' />
  2628. <value enum='3' description='STATUS' />
  2629. </field>
  2630. <field number='21' name='HandlInst' type='CHAR'>
  2631. <value enum='1' description='AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION' />
  2632. <value enum='2' description='AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK' />
  2633. <value enum='3' description='MANUAL_ORDER_BEST_EXECUTION' />
  2634. </field>
  2635. <field number='22' name='SecurityIDSource' type='STRING'>
  2636. <value enum='1' description='CUSIP' />
  2637. <value enum='2' description='SEDOL' />
  2638. <value enum='3' description='QUIK' />
  2639. <value enum='4' description='ISIN_NUMBER' />
  2640. <value enum='5' description='RIC_CODE' />
  2641. <value enum='6' description='ISO_CURRENCY_CODE' />
  2642. <value enum='7' description='ISO_COUNTRY_CODE' />
  2643. <value enum='8' description='EXCHANGE_SYMBOL' />
  2644. <value enum='9' description='CONSOLIDATED_TAPE_ASSOCIATION' />
  2645. </field>
  2646. <field number='23' name='IOIid' type='STRING' />
  2647. <field number='24' name='IOIOthSvc' type='CHAR' />
  2648. <field number='25' name='IOIQltyInd' type='CHAR'>
  2649. <value enum='H' description='HIGH' />
  2650. <value enum='L' description='LOW' />
  2651. <value enum='M' description='MEDIUM' />
  2652. </field>
  2653. <field number='26' name='IOIRefID' type='STRING' />
  2654. <field number='27' name='IOIShares' type='STRING'>
  2655. <value enum='L' description='LARGE' />
  2656. <value enum='M' description='MEDIUM' />
  2657. <value enum='S' description='SMALL' />
  2658. </field>
  2659. <field number='28' name='IOITransType' type='CHAR'>
  2660. <value enum='C' description='CANCEL' />
  2661. <value enum='N' description='NEW' />
  2662. <value enum='R' description='REPLACE' />
  2663. </field>
  2664. <field number='29' name='LastCapacity' type='CHAR'>
  2665. <value enum='1' description='AGENT' />
  2666. <value enum='2' description='CROSS_AS_AGENT' />
  2667. <value enum='3' description='CROSS_AS_PRINCIPAL' />
  2668. <value enum='4' description='PRINCIPAL' />
  2669. </field>
  2670. <field number='30' name='LastMkt' type='EXCHANGE' />
  2671. <field number='31' name='LastPx' type='PRICE' />
  2672. <field number='32' name='LastShares' type='QTY' />
  2673. <field number='33' name='LastQty' type='INT' />
  2674. <field number='34' name='MsgSeqNum' type='INT' />
  2675. <field number='35' name='MsgType' type='STRING'>
  2676. <value enum='0' description='HEARTBEAT' />
  2677. <value enum='1' description='TEST_REQUEST' />
  2678. <value enum='2' description='RESEND_REQUEST' />
  2679. <value enum='3' description='REJECT' />
  2680. <value enum='4' description='SEQUENCE_RESET' />
  2681. <value enum='5' description='LOGOUT' />
  2682. <value enum='6' description='INDICATION_OF_INTEREST' />
  2683. <value enum='7' description='ADVERTISEMENT' />
  2684. <value enum='8' description='EXECUTION_REPORT' />
  2685. <value enum='9' description='ORDER_CANCEL_REJECT' />
  2686. <value enum='a' description='QUOTE_STATUS_REQUEST' />
  2687. <value enum='A' description='LOGON' />
  2688. <value enum='B' description='NEWS' />
  2689. <value enum='b' description='QUOTE_ACKNOWLEDGEMENT' />
  2690. <value enum='C' description='EMAIL' />
  2691. <value enum='c' description='SECURITY_DEFINITION_REQUEST' />
  2692. <value enum='D' description='ORDER_SINGLE' />
  2693. <value enum='d' description='SECURITY_DEFINITION' />
  2694. <value enum='E' description='ORDER_LIST' />
  2695. <value enum='e' description='SECURITY_STATUS_REQUEST' />
  2696. <value enum='f' description='SECURITY_STATUS' />
  2697. <value enum='F' description='ORDER_CANCEL_REQUEST' />
  2698. <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
  2699. <value enum='g' description='TRADING_SESSION_STATUS_REQUEST' />
  2700. <value enum='H' description='ORDER_STATUS_REQUEST' />
  2701. <value enum='h' description='TRADING_SESSION_STATUS' />
  2702. <value enum='i' description='MASS_QUOTE' />
  2703. <value enum='j' description='BUSINESS_MESSAGE_REJECT' />
  2704. <value enum='J' description='ALLOCATION' />
  2705. <value enum='K' description='LIST_CANCEL_REQUEST' />
  2706. <value enum='k' description='BID_REQUEST' />
  2707. <value enum='l' description='BID_RESPONSE' />
  2708. <value enum='L' description='LIST_EXECUTE' />
  2709. <value enum='m' description='LIST_STRIKE_PRICE' />
  2710. <value enum='M' description='LIST_STATUS_REQUEST' />
  2711. <value enum='N' description='LIST_STATUS' />
  2712. <value enum='P' description='ALLOCATION_ACK' />
  2713. <value enum='Q' description='DONT_KNOW_TRADE' />
  2714. <value enum='R' description='QUOTE_REQUEST' />
  2715. <value enum='S' description='QUOTE' />
  2716. <value enum='T' description='SETTLEMENT_INSTRUCTIONS' />
  2717. <value enum='V' description='MARKET_DATA_REQUEST' />
  2718. <value enum='W' description='MARKET_DATA_SNAPSHOT_FULL_REFRESH' />
  2719. <value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH' />
  2720. <value enum='Y' description='MARKET_DATA_REQUEST_REJECT' />
  2721. <value enum='Z' description='QUOTE_CANCEL' />
  2722. <value enum='UAN' description='UAN' />
  2723. <value enum='UAO' description='UAO' />
  2724. <value enum='BST' description='BST' />
  2725. <value enum='BOB' description='BOB' />
  2726. <value enum='UAP' description='UAP' />
  2727. <value enum='UAX' description='UAX' />
  2728. <value enum='UAZ' description='UAP' />
  2729. <value enum='UAY' description='UAP' />
  2730. <value enum='FFA' description='FFA' />
  2731. <value enum='FFR' description='FFR' />
  2732. <value enum='UH' description='UH' />
  2733. <value enum='UAM' description='UAM' />
  2734. <value enum='UAL' description='UAL' />
  2735. <value enum='Test' description='Test' />
  2736. <value enum='COD' description='COD' />
  2737. <value enum='POD' description='POD' />
  2738. <value enum='COF' description='COF' />
  2739. <value enum='COH' description='COH' />
  2740. <value enum="U001" description="POSITIONLISTREQUEST" />
  2741. <value enum="U002" description="POSITIONLIST" />
  2742. <value enum="U003" description="CUSTOMERFUNDSSTATUSREQUEST" />
  2743. <value enum="U004" description="CUSTOMERFUNDSSTATUS" />
  2744. <value enum="U005" description="Entrust List Request" />
  2745. <value enum="U006" description="Entrust List" />
  2746. <value enum="U007" description="Fureal List Request" />
  2747. <value enum="U008" description="Fureal List" />
  2748. <value enum="U009" description="Security Margin List Request" />
  2749. <value enum="U010" description="Security Margin List" />
  2750. <value enum="U011" description="BankAccountListRequest" />
  2751. <value enum="U012" description="BankAccountListAnswer" />
  2752. <value enum="U013" description="BFTransferRequest" />
  2753. <value enum="U014" description="BFTransferStatusRequest" />
  2754. <value enum="U015" description="BFTransferReport" />
  2755. <value enum="U1002" description="U1002" />
  2756. <value enum="U1003" description="U1003" />
  2757. <value enum="x" description="SecurityListRequest" />
  2758. <value enum="y" description="SecurityList" />
  2759. </field>
  2760. <field number='36' name='NewSeqNo' type='INT' />
  2761. <field number='37' name='OrderID' type='STRING' />
  2762. <field number='38' name='OrderQty' type='QTY' />
  2763. <field number='39' name='OrdStatus' type='CHAR'>
  2764. <value enum='0' description='NEW' />
  2765. <value enum='1' description='PARTIALLY_FILLED' />
  2766. <value enum='2' description='FILLED' />
  2767. <value enum='3' description='DONE_FOR_DAY' />
  2768. <value enum='4' description='CANCELED' />
  2769. <value enum='5' description='REPLACED' />
  2770. <value enum='6' description='PENDING_CANCEL' />
  2771. <value enum='7' description='STOPPED' />
  2772. <value enum='8' description='REJECTED' />
  2773. <value enum='9' description='SUSPENDED' />
  2774. <value enum='A' description='PENDING_NEW' />
  2775. <value enum='B' description='CALCULATED' />
  2776. <value enum='C' description='EXPIRED' />
  2777. <value enum='D' description='ACCEPTED_FOR_BIDDING' />
  2778. <value enum='E' description='PENDING_REPLACE' />
  2779. </field>
  2780. <field number='40' name='OrdType' type='CHAR'>
  2781. <value enum='1' description='MARKET' />
  2782. <value enum='2' description='LIMIT' />
  2783. <value enum='3' description='STOP' />
  2784. <value enum='4' description='STOP_LIMIT' />
  2785. <value enum='5' description='MARKET_ON_CLOSE' />
  2786. <value enum='6' description='WITH_OR_WITHOUT' />
  2787. <value enum='7' description='LIMIT_OR_BETTER' />
  2788. <value enum='8' description='LIMIT_WITH_OR_WITHOUT' />
  2789. <value enum='9' description='ON_BASIS' />
  2790. <value enum='A' description='ON_CLOSE' />
  2791. <value enum='B' description='LIMIT_ON_CLOSE' />
  2792. <value enum='C' description='FOREX_C' />
  2793. <value enum='D' description='PREVIOUSLY_QUOTED' />
  2794. <value enum='E' description='PREVIOUSLY_INDICATED' />
  2795. <value enum='F' description='FOREX_F' />
  2796. <value enum='G' description='FOREX_G' />
  2797. <value enum='H' description='FOREX_H' />
  2798. <value enum='I' description='FUNARI' />
  2799. <value enum='P' description='PEGGED' />
  2800. </field>
  2801. <field number='41' name='OrigClOrdID' type='STRING' />
  2802. <field number='42' name='OrigTime' type='UTCTIMESTAMP' />
  2803. <field number='43' name='PossDupFlag' type='BOOLEAN'>
  2804. <value enum='N' description='NO' />
  2805. <value enum='Y' description='YES' />
  2806. </field>
  2807. <field number='44' name='Price' type='PRICE' />
  2808. <field number='45' name='RefSeqNum' type='INT' />
  2809. <field number='46' name='RelatdSym' type='STRING' />
  2810. <field number='47' name='Rule80A' type='CHAR'>
  2811. <value enum='A' description='AGENCY_SINGLE_ORDER' />
  2812. <value enum='B' description='SHORT_EXEMPT_TRANSACTION_B' />
  2813. <value enum='C' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
  2814. <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
  2815. <value enum='E' description='REGISTERED_EQUITY_MARKET_MAKER_TRADES' />
  2816. <value enum='F' description='SHORT_EXEMPT_TRANSACTION_F' />
  2817. <value enum='H' description='SHORT_EXEMPT_TRANSACTION_H' />
  2818. <value enum='I' description='INDIVIDUAL_INVESTOR_SINGLE_ORDER' />
  2819. <value enum='J' description='PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
  2820. <value enum='K' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
  2821. <value enum='L' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
  2822. <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
  2823. <value enum='N' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER' />
  2824. <value enum='O' description='COMPETING_DEALER_TRADES_O' />
  2825. <value enum='P' description='PRINCIPAL' />
  2826. <value enum='R' description='COMPETING_DEALER_TRADES_R' />
  2827. <value enum='S' description='SPECIALIST_TRADES' />
  2828. <value enum='T' description='COMPETING_DEALER_TRADES_T' />
  2829. <value enum='U' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY' />
  2830. <value enum='W' description='ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER' />
  2831. <value enum='X' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
  2832. <value enum='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY' />
  2833. <value enum='Z' description='SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER' />
  2834. </field>
  2835. <field number='48' name='SecurityID' type='STRING' />
  2836. <field number='49' name='SenderCompID' type='STRING' />
  2837. <field number='50' name='SenderSubID' type='STRING' />
  2838. <field number='51' name='SendingDate' type='LOCALMKTDATE' />
  2839. <field number='52' name='SendingTime' type='UTCTIMESTAMP' />
  2840. <field number='53' name='Shares' type='QTY' />
  2841. <!--field number='21004' name='FundPassword' type='STRING' /-->
  2842. <!--field number='53' name='Shares' type='QTY' /-->
  2843. <field number='54' name='Side' type='CHAR'>
  2844. <value enum='1' description='BUY' />
  2845. <value enum='2' description='SELL' />
  2846. <value enum='3' description='BUY_MINUS' />
  2847. <value enum='4' description='SELL_PLUS' />
  2848. <value enum='5' description='SELL_SHORT' />
  2849. <value enum='6' description='SELL_SHORT_EXEMPT' />
  2850. <value enum='7' description='UNDISCLOSED' />
  2851. <value enum='8' description='CROSS' />
  2852. <value enum='9' description='CROSS_SHORT' />
  2853. <value enum='G' description='huaru' />
  2854. <value enum='F' description='huachu' />
  2855. </field>
  2856. <field number='55' name='Symbol' type='STRING' />
  2857. <field number='56' name='TargetCompID' type='STRING' />
  2858. <field number='57' name='TargetSubID' type='STRING' />
  2859. <field number='58' name='Text' type='STRING' />
  2860. <field number='59' name='TimeInForce' type='CHAR'>
  2861. <value enum='0' description='DAY' />
  2862. <value enum='1' description='GOOD_TILL_CANCEL' />
  2863. <value enum='2' description='AT_THE_OPENING' />
  2864. <value enum='3' description='IMMEDIATE_OR_CANCEL' />
  2865. <value enum='4' description='FILL_OR_KILL' />
  2866. <value enum='5' description='GOOD_TILL_CROSSING' />
  2867. <value enum='6' description='GOOD_TILL_DATE' />
  2868. </field>
  2869. <field number='60' name='TransactTime' type='UTCTIMESTAMP' />
  2870. <field number='61' name='Urgency' type='CHAR'>
  2871. <value enum='0' description='NORMAL' />
  2872. <value enum='1' description='FLASH' />
  2873. <value enum='2' description='BACKGROUND' />
  2874. </field>
  2875. <field number='62' name='ValidUntilTime' type='UTCTIMESTAMP' />
  2876. <field number='63' name='SettlmntTyp' type='CHAR'>
  2877. <value enum='0' description='REGULAR' />
  2878. <value enum='1' description='CASH' />
  2879. <value enum='2' description='NEXT_DAY' />
  2880. <value enum='3' description='T_PLUS_2' />
  2881. <value enum='4' description='T_PLUS_3' />
  2882. <value enum='5' description='T_PLUS_4' />
  2883. <value enum='6' description='FUTURE' />
  2884. <value enum='7' description='WHEN_ISSUED' />
  2885. <value enum='8' description='SELLERS_OPTION' />
  2886. <value enum='9' description='T_PLUS_5' />
  2887. </field>
  2888. <field number='64' name='FutSettDate' type='LOCALMKTDATE' />
  2889. <field number='65' name='SymbolSfx' type='STRING' />
  2890. <field number='66' name='ListID' type='STRING' />
  2891. <field number='67' name='ListSeqNo' type='INT' />
  2892. <field number='68' name='TotNoOrders' type='INT' />
  2893. <field number='69' name='ListExecInst' type='STRING' />
  2894. <field number='70' name='AllocID' type='STRING' />
  2895. <field number='71' name='AllocTransType' type='CHAR'>
  2896. <value enum='0' description='NEW' />
  2897. <value enum='1' description='REPLACE' />
  2898. <value enum='2' description='CANCEL' />
  2899. <value enum='3' description='PRELIMINARY' />
  2900. <value enum='4' description='CALCULATED' />
  2901. <value enum='5' description='CALCULATED_WITHOUT_PRELIMINARY' />
  2902. </field>
  2903. <field number='72' name='RefAllocID' type='STRING' />
  2904. <field number='73' name='NoOrders' type='INT' />
  2905. <field number='74' name='AvgPrxPrecision' type='INT' />
  2906. <field number='75' name='TradeDate' type='LOCALMKTDATE' />
  2907. <field number='76' name='ExecBroker' type='STRING' />
  2908. <!--field number='77' name='OpenClose' type='CHAR'>
  2909. <value enum='C' description='CLOSE' />
  2910. <value enum='O' description='OPEN' />
  2911. </field-->
  2912. <field number='77' name='OpenClose' type='CHAR'>
  2913. <value enum='C' description='CLOSE' />
  2914. <!--value enum='F' description='FIFO' /-->
  2915. <value enum='O' description='OPEN' />
  2916. <!--value enum='R' description='ROLLED' /-->
  2917. </field>
  2918. <field number='78' name='NoAllocs' type='INT' />
  2919. <field number='79' name='AllocAccount' type='STRING' />
  2920. <field number='80' name='AllocShares' type='QTY' />
  2921. <field number='81' name='ProcessCode' type='CHAR'>
  2922. <value enum='0' description='REGULAR' />
  2923. <value enum='1' description='SOFT_DOLLAR' />
  2924. <value enum='2' description='STEP_IN' />
  2925. <value enum='3' description='STEP_OUT' />
  2926. <value enum='4' description='SOFT_DOLLAR_STEP_IN' />
  2927. <value enum='5' description='SOFT_DOLLAR_STEP_OUT' />
  2928. <value enum='6' description='PLAN_SPONSOR' />
  2929. </field>
  2930. <field number='82' name='NoRpts' type='INT' />
  2931. <field number='83' name='RptSeq' type='INT' />
  2932. <field number='84' name='CxlQty' type='QTY' />
  2933. <field number='85' name='NoDlvyInst' type='INT' />
  2934. <field number='86' name='DlvyInst' type='STRING' />
  2935. <field number='87' name='AllocStatus' type='INT'>
  2936. <value enum='0' description='ACCEPTED' />
  2937. <value enum='1' description='REJECTED' />
  2938. <value enum='2' description='PARTIAL_ACCEPT' />
  2939. <value enum='3' description='RECEIVED' />
  2940. </field>
  2941. <field number='88' name='AllocRejCode' type='INT'>
  2942. <value enum='0' description='UNKNOWN_ACCOUNT' />
  2943. <value enum='1' description='INCORRECT_QUANTITY' />
  2944. <value enum='2' description='INCORRECT_AVERAGE_PRICE' />
  2945. <value enum='3' description='UNKNOWN_EXECUTING_BROKER_MNEMONIC' />
  2946. <value enum='4' description='COMMISSION_DIFFERENCE' />
  2947. <value enum='5' description='UNKNOWN_ORDERID' />
  2948. <value enum='6' description='UNKNOWN_LISTID' />
  2949. <value enum='7' description='OTHER' />
  2950. </field>
  2951. <field number='89' name='Signature' type='DATA' />
  2952. <field number='90' name='SecureDataLen' type='LENGTH' />
  2953. <field number='91' name='SecureData' type='DATA' />
  2954. <field number='92' name='BrokerOfCredit' type='STRING' />
  2955. <field number='93' name='SignatureLength' type='LENGTH' />
  2956. <field number='94' name='EmailType' type='CHAR'>
  2957. <value enum='0' description='NEW' />
  2958. <value enum='1' description='REPLY' />
  2959. <value enum='2' description='ADMIN_REPLY' />
  2960. </field>
  2961. <field number='95' name='RawDataLength' type='LENGTH' />
  2962. <field number='96' name='RawData' type='DATA' />
  2963. <field number='97' name='PossResend' type='BOOLEAN'>
  2964. <value enum='N' description='NO' />
  2965. <value enum='Y' description='YES' />
  2966. </field>
  2967. <field number='98' name='EncryptMethod' type='INT'>
  2968. <value enum='0' description='NONE' />
  2969. <value enum='1' description='PKCS' />
  2970. <value enum='2' description='DES' />
  2971. <value enum='3' description='PKCS_DES' />
  2972. <value enum='4' description='PGP_DES' />
  2973. <value enum='5' description='PGP_DES_MD5' />
  2974. <value enum='6' description='PEM_DES_MD5' />
  2975. <value enum='101' description='BLOWFISH' />
  2976. </field>
  2977. <field number='99' name='StopPx' type='PRICE' />
  2978. <field number='100' name='ExDestination' type='EXCHANGE' />
  2979. <field number='102' name='CxlRejReason' type='INT'>
  2980. <value enum='0' description='TOO_LATE_TO_CANCEL' />
  2981. <value enum='1' description='UNKNOWN_ORDER' />
  2982. <value enum='2' description='BROKER_OPTION' />
  2983. <value enum='3' description='ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS' />
  2984. <value enum='99' description='OTHER' />
  2985. </field>
  2986. <field number='103' name='OrdRejReason' type='INT'>
  2987. <value enum='0' description='BROKER_OPTION' />
  2988. <value enum='1' description='UNKNOWN_SYMBOL' />
  2989. <value enum='2' description='EXCHANGE_CLOSED' />
  2990. <value enum='3' description='ORDER_EXCEEDS_LIMIT' />
  2991. <value enum='4' description='TOO_LATE_TO_ENTER' />
  2992. <value enum='5' description='UNKNOWN_ORDER' />
  2993. <value enum='6' description='DUPLICATE_ORDER' />
  2994. <value enum='7' description='DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER' />
  2995. <value enum='8' description='STALE_ORDER' />
  2996. <value enum='15' description='UNKNOWN_ACCOUNT' />
  2997. <value enum='99' description='OTHER' />
  2998. </field>
  2999. <field number='104' name='IOIQualifier' type='CHAR'>
  3000. <value enum='A' description='ALL_OR_NONE' />
  3001. <value enum='C' description='AT_THE_CLOSE' />
  3002. <value enum='I' description='IN_TOUCH_WITH' />
  3003. <value enum='L' description='LIMIT' />
  3004. <value enum='M' description='MORE_BEHIND' />
  3005. <value enum='O' description='AT_THE_OPEN' />
  3006. <value enum='P' description='TAKING_A_POSITION' />
  3007. <value enum='Q' description='AT_THE_MARKET' />
  3008. <value enum='R' description='READY_TO_TRADE' />
  3009. <value enum='S' description='PORTFOLIO_SHOW_N' />
  3010. <value enum='T' description='THROUGH_THE_DAY' />
  3011. <value enum='V' description='VERSUS' />
  3012. <value enum='W' description='INDICATION' />
  3013. <value enum='X' description='CROSSING_OPPORTUNITY' />
  3014. <value enum='Y' description='AT_THE_MIDPOINT' />
  3015. <value enum='Z' description='PRE_OPEN' />
  3016. </field>
  3017. <field number='105' name='WaveNo' type='STRING' />
  3018. <field number='106' name='Issuer' type='STRING' />
  3019. <field number='107' name='SecurityDesc' type='STRING' />
  3020. <field number='108' name='HeartBtInt' type='INT' />
  3021. <field number='109' name='ClientID' type='STRING' />
  3022. <field number='110' name='MinQty' type='QTY' />
  3023. <field number='111' name='MaxFloor' type='QTY' />
  3024. <field number='112' name='TestReqID' type='STRING' />
  3025. <field number='113' name='ReportToExch' type='BOOLEAN'>
  3026. <value enum='N' description='NO' />
  3027. <value enum='Y' description='YES' />
  3028. </field>
  3029. <field number='114' name='LocateReqd' type='BOOLEAN'>
  3030. <value enum='N' description='NO' />
  3031. <value enum='Y' description='YES' />
  3032. </field>
  3033. <field number='115' name='OnBehalfOfCompID' type='STRING' />
  3034. <field number='116' name='OnBehalfOfSubID' type='STRING' />
  3035. <field number='117' name='QuoteID' type='STRING' />
  3036. <field number='118' name='NetMoney' type='AMT' />
  3037. <field number='119' name='SettlCurrAmt' type='AMT' />
  3038. <field number='120' name='SettlCurrency' type='CURRENCY' />
  3039. <field number='121' name='ForexReq' type='BOOLEAN'>
  3040. <value enum='N' description='NO' />
  3041. <value enum='Y' description='YES' />
  3042. </field>
  3043. <field number='122' name='OrigSendingTime' type='UTCTIMESTAMP' />
  3044. <field number='123' name='GapFillFlag' type='BOOLEAN'>
  3045. <value enum='N' description='NO' />
  3046. <value enum='Y' description='YES' />
  3047. </field>
  3048. <field number='124' name='NoExecs' type='INT' />
  3049. <field number='125' name='CxlType' type='CHAR' />
  3050. <field number='126' name='ExpireTime' type='UTCTIMESTAMP' />
  3051. <field number='127' name='DKReason' type='CHAR'>
  3052. <value enum='A' description='UNKNOWN_SYMBOL' />
  3053. <value enum='B' description='WRONG_SIDE' />
  3054. <value enum='C' description='QUANTITY_EXCEEDS_ORDER' />
  3055. <value enum='D' description='NO_MATCHING_ORDER' />
  3056. <value enum='E' description='PRICE_EXCEEDS_LIMIT' />
  3057. <value enum='Z' description='OTHER' />
  3058. </field>
  3059. <field number='128' name='DeliverToCompID' type='STRING' />
  3060. <field number='129' name='DeliverToSubID' type='STRING' />
  3061. <field number='130' name='IOINaturalFlag' type='BOOLEAN'>
  3062. <value enum='N' description='NO' />
  3063. <value enum='Y' description='YES' />
  3064. </field>
  3065. <field number='131' name='QuoteReqID' type='STRING' />
  3066. <field number='132' name='BidPx' type='PRICE' />
  3067. <field number='133' name='OfferPx' type='PRICE' />
  3068. <field number='134' name='BidSize' type='QTY' />
  3069. <field number='135' name='OfferSize' type='QTY' />
  3070. <field number='136' name='NoMiscFees' type='INT' />
  3071. <field number='137' name='MiscFeeAmt' type='AMT' />
  3072. <field number='138' name='MiscFeeCurr' type='CURRENCY' />
  3073. <field number='139' name='MiscFeeType' type='CHAR'>
  3074. <value enum='1' description='REGULATORY' />
  3075. <value enum='2' description='TAX' />
  3076. <value enum='3' description='LOCAL_COMMISSION' />
  3077. <value enum='4' description='EXCHANGE_FEES' />
  3078. <value enum='5' description='STAMP' />
  3079. <value enum='6' description='LEVY' />
  3080. <value enum='7' description='OTHER' />
  3081. <value enum='8' description='MARKUP' />
  3082. <value enum='9' description='CONSUMPTION_TAX' />
  3083. </field>
  3084. <field number='140' name='PrevClosePx' type='PRICE' />
  3085. <field number='141' name='ResetSeqNumFlag' type='BOOLEAN'>
  3086. <value enum='N' description='NO' />
  3087. <value enum='Y' description='YES' />
  3088. </field>
  3089. <field number='142' name='SenderLocationID' type='STRING' />
  3090. <field number='143' name='TargetLocationID' type='STRING' />
  3091. <field number='144' name='OnBehalfOfLocationID' type='STRING' />
  3092. <field number='145' name='DeliverToLocationID' type='STRING' />
  3093. <field number='146' name='NoRelatedSym' type='INT' />
  3094. <field number='147' name='Subject' type='STRING' />
  3095. <field number='148' name='Headline' type='STRING' />
  3096. <field number='149' name='URLLink' type='STRING' />
  3097. <field number='150' name='ExecType' type='CHAR'>
  3098. <value enum='0' description='NEW' />
  3099. <value enum='1' description='PARTIAL_FILL' />
  3100. <value enum='2' description='FILL' />
  3101. <value enum='3' description='DONE_FOR_DAY' />
  3102. <value enum='4' description='CANCELED' />
  3103. <value enum='5' description='REPLACE' />
  3104. <value enum='6' description='PENDING_CANCEL' />
  3105. <value enum='7' description='STOPPED' />
  3106. <value enum='8' description='REJECTED' />
  3107. <value enum='9' description='SUSPENDED' />
  3108. <value enum='A' description='PENDING_NEW' />
  3109. <value enum='B' description='CALCULATED' />
  3110. <value enum='C' description='EXPIRED' />
  3111. <value enum='D' description='RESTATED' />
  3112. <value enum='E' description='PENDING_REPLACE' />
  3113. </field>
  3114. <field number='151' name='LeavesQty' type='QTY' />
  3115. <field number='152' name='CashOrderQty' type='QTY' />
  3116. <field number='153' name='AllocAvgPx' type='PRICE' />
  3117. <field number='154' name='AllocNetMoney' type='AMT' />
  3118. <field number='155' name='SettlCurrFxRate' type='FLOAT' />
  3119. <field number='156' name='SettlCurrFxRateCalc' type='CHAR'>
  3120. <value enum='M' description='MULTIPLY' />
  3121. <value enum='D' description='DIVIDE' />
  3122. </field>
  3123. <field number='157' name='NumDaysInterest' type='INT' />
  3124. <field number='158' name='AccruedInterestRate' type='FLOAT' />
  3125. <field number='159' name='AccruedInterestAmt' type='AMT' />
  3126. <field number='160' name='SettlInstMode' type='CHAR'>
  3127. <value enum='0' description='DEFAULT' />
  3128. <value enum='1' description='STANDING_INSTRUCTIONS_PROVIDED' />
  3129. <value enum='2' description='SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING' />
  3130. <value enum='3' description='SPECIFIC_ALLOCATION_ACCOUNT_STANDING' />
  3131. </field>
  3132. <field number='161' name='AllocText' type='STRING' />
  3133. <field number='162' name='SettlInstID' type='STRING' />
  3134. <field number='163' name='SettlInstTransType' type='CHAR'>
  3135. <value enum='C' description='CANCEL' />
  3136. <value enum='N' description='NEW' />
  3137. <value enum='R' description='REPLACE' />
  3138. </field>
  3139. <field number='164' name='EmailThreadID' type='STRING' />
  3140. <field number='165' name='SettlInstSource' type='CHAR'>
  3141. <value enum='1' description='BROKERS_INSTRUCTIONS' />
  3142. <value enum='2' description='INSTITUTIONS_INSTRUCTIONS' />
  3143. </field>
  3144. <field number='166' name='SettlLocation' type='STRING'>
  3145. <value enum='CED' description='CEDEL' />
  3146. <value enum='DTC' description='DEPOSITORY_TRUST_COMPANY' />
  3147. <value enum='EUR' description='EUROCLEAR' />
  3148. <value enum='FED' description='FEDERAL_BOOK_ENTRY' />
  3149. <value enum='ISO Country Code' description='LOCAL_MARKET_SETTLE_LOCATION' />
  3150. <value enum='PNY' description='PHYSICAL' />
  3151. <value enum='PTC' description='PARTICIPANT_TRUST_COMPANY' />
  3152. </field>
  3153. <field number='167' name='SecurityType' type='STRING'>
  3154. <value enum='?' description='WILDCARD_ENTRY' />
  3155. <value enum='BA' description='BANKERS_ACCEPTANCE' />
  3156. <value enum='CB' description='CONVERTIBLE_BOND' />
  3157. <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' />
  3158. <value enum='CMO' description='COLLATERALIZE_MORTGAGE_OBLIGATION' />
  3159. <value enum='CORP' description='CORPORATE_BOND' />
  3160. <value enum='CP' description='COMMERCIAL_PAPER' />
  3161. <value enum='CPP' description='CORPORATE_PRIVATE_PLACEMENT' />
  3162. <value enum='CS' description='COMMON_STOCK' />
  3163. <value enum='FHA' description='FEDERAL_HOUSING_AUTHORITY' />
  3164. <value enum='FHL' description='FEDERAL_HOME_LOAN' />
  3165. <value enum='FN' description='FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION' />
  3166. <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' />
  3167. <value enum='FUT' description='FUTURE' />
  3168. <value enum='GN' description='GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION' />
  3169. <value enum='GOVT' description='TREASURIES_PLUS_AGENCY_DEBENTURE' />
  3170. <value enum='IET' description='MORTGAGE_IOETTE' />
  3171. <value enum='MF' description='MUTUAL_FUND' />
  3172. <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' />
  3173. <value enum='MPO' description='MORTGAGE_PRINCIPAL_ONLY' />
  3174. <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' />
  3175. <value enum='MPT' description='MISCELLANEOUS_PASS_THRU' />
  3176. <value enum='MUNI' description='MUNICIPAL_BOND' />
  3177. <value enum='NONE' description='NO_ISITC_SECURITY_TYPE' />
  3178. <value enum='OPT' description='OPTION' />
  3179. <value enum='PS' description='PREFERRED_STOCK' />
  3180. <value enum='RP' description='REPURCHASE_AGREEMENT' />
  3181. <value enum='RVRP' description='REVERSE_REPURCHASE_AGREEMENT' />
  3182. <value enum='SL' description='STUDENT_LOAN_MARKETING_ASSOCIATION' />
  3183. <value enum='TD' description='TIME_DEPOSIT' />
  3184. <value enum='USTB' description='US_TREASURY_BILL' />
  3185. <value enum='WAR' description='WARRANT' />
  3186. <value enum='ZOO' description='CATS_TIGERS_LIONS' />
  3187. <value enum='TIPS' description='guozhai' />
  3188. <value enum='EITS' description='zhuangu' />
  3189. <value enum='BUYSELL' description='huigou' />
  3190. <value enum='ETFMM' description='etf maimai' />
  3191. <value enum='ETFSS' description='etf shenshu' />
  3192. <value enum='PLECRK' description='etf shenshu' />
  3193. </field>
  3194. <field number='168' name='EffectiveTime' type='UTCTIMESTAMP' />
  3195. <field number='169' name='StandInstDbType' type='INT'>
  3196. <value enum='0' description='OTHER' />
  3197. <value enum='1' description='DTC_SID' />
  3198. <value enum='2' description='THOMSON_ALERT' />
  3199. <value enum='3' description='A_GLOBAL_CUSTODIAN' />
  3200. </field>
  3201. <field number='170' name='StandInstDbName' type='STRING' />
  3202. <field number='171' name='StandInstDbID' type='STRING' />
  3203. <field number='172' name='SettlDeliveryType' type='INT' />
  3204. <field number='173' name='SettlDepositoryCode' type='STRING' />
  3205. <field number='174' name='SettlBrkrCode' type='STRING' />
  3206. <field number='175' name='SettlInstCode' type='STRING' />
  3207. <field number='176' name='SecuritySettlAgentName' type='STRING' />
  3208. <field number='177' name='SecuritySettlAgentCode' type='STRING' />
  3209. <field number='178' name='SecuritySettlAgentAcctNum' type='STRING' />
  3210. <field number='179' name='SecuritySettlAgentAcctName' type='STRING' />
  3211. <field number='180' name='SecuritySettlAgentContactName' type='STRING' />
  3212. <field number='181' name='SecuritySettlAgentContactPhone' type='STRING' />
  3213. <field number='182' name='CashSettlAgentName' type='STRING' />
  3214. <field number='183' name='CashSettlAgentCode' type='STRING' />
  3215. <field number='184' name='CashSettlAgentAcctNum' type='STRING' />
  3216. <field number='185' name='CashSettlAgentAcctName' type='STRING' />
  3217. <field number='186' name='CashSettlAgentContactName' type='STRING' />
  3218. <field number='187' name='CashSettlAgentContactPhone' type='STRING' />
  3219. <field number='188' name='BidSpotRate' type='PRICE' />
  3220. <field number='189' name='BidForwardPoints' type='PRICEOFFSET' />
  3221. <field number='190' name='OfferSpotRate' type='PRICE' />
  3222. <field number='191' name='OfferForwardPoints' type='PRICEOFFSET' />
  3223. <field number='192' name='OrderQty2' type='QTY' />
  3224. <field number='193' name='FutSettDate2' type='LOCALMKTDATE' />
  3225. <field number='194' name='LastSpotRate' type='PRICE' />
  3226. <field number='195' name='LastForwardPoints' type='PRICEOFFSET' />
  3227. <field number='196' name='AllocLinkID' type='STRING' />
  3228. <field number='197' name='AllocLinkType' type='INT'>
  3229. <value enum='0' description='F_X_NETTING' />
  3230. <value enum='1' description='F_X_SWAP' />
  3231. </field>
  3232. <field number='198' name='SecondaryOrderID' type='STRING' />
  3233. <field number='199' name='NoIOIQualifiers' type='INT' />
  3234. <field number='200' name='MaturityMonthYear' type='MONTHYEAR' />
  3235. <field number='201' name='PutOrCall' type='INT'>
  3236. <value enum='0' description='PUT' />
  3237. <value enum='1' description='CALL' />
  3238. </field>
  3239. <field number='202' name='StrikePrice' type='PRICE' />
  3240. <field number='203' name='CoveredOrUncovered' type='INT'>
  3241. <value enum='0' description='COVERED' />
  3242. <value enum='1' description='UNCOVERED' />
  3243. </field>
  3244. <field number='204' name='CustomerOrFirm' type='INT'>
  3245. <value enum='0' description='CUSTOMER' />
  3246. <value enum='1' description='FIRM' />
  3247. </field>
  3248. <field number='205' name='MaturityDay' type='DAYOFMONTH' />
  3249. <field number='206' name='OptAttribute' type='CHAR' />
  3250. <field number='207' name='SecurityExchange' type='EXCHANGE' />
  3251. <field number='208' name='NotifyBrokerOfCredit' type='BOOLEAN'>
  3252. <value enum='N' description='NO' />
  3253. <value enum='Y' description='YES' />
  3254. </field>
  3255. <field number='209' name='AllocHandlInst' type='INT'>
  3256. <value enum='1' description='MATCH' />
  3257. <value enum='2' description='FORWARD' />
  3258. <value enum='3' description='FORWARD_AND_MATCH' />
  3259. </field>
  3260. <field number='210' name='MaxShow' type='QTY' />
  3261. <field number='211' name='PegDifference' type='PRICEOFFSET' />
  3262. <field number='212' name='XmlDataLen' type='LENGTH' />
  3263. <field number='213' name='XmlData' type='DATA' />
  3264. <field number='214' name='SettlInstRefID' type='STRING' />
  3265. <field number='215' name='NoRoutingIDs' type='INT' />
  3266. <field number='216' name='RoutingType' type='INT'>
  3267. <value enum='1' description='TARGET_FIRM' />
  3268. <value enum='2' description='TARGET_LIST' />
  3269. <value enum='3' description='BLOCK_FIRM' />
  3270. <value enum='4' description='BLOCK_LIST' />
  3271. </field>
  3272. <field number='217' name='RoutingID' type='STRING' />
  3273. <field number='218' name='Spread' type='PRICEOFFSET' />
  3274. <field number='219' name='Benchmark' type='CHAR'>
  3275. <value enum='1' description='CURVE' />
  3276. <value enum='2' description='5_YR' />
  3277. <value enum='3' description='OLD_5' />
  3278. <value enum='4' description='10_YR' />
  3279. <value enum='5' description='OLD_10' />
  3280. <value enum='6' description='30_YR' />
  3281. <value enum='7' description='OLD_30' />
  3282. <value enum='8' description='3_MO_LIBOR' />
  3283. <value enum='9' description='6_MO_LIBOR' />
  3284. </field>
  3285. <field number="220" name="BenchmarkCurveCurrency" type="CURRENCY" />
  3286. <field number="221" name="BenchmarkCurveName" type="STRING">
  3287. <value enum="MuniAAA" description="MUNIAAA" />
  3288. <value enum="FutureSWAP" description="FUTURESWAP" />
  3289. <value enum="LIBID" description="LIBID" />
  3290. <value enum="LIBOR" description="LIBOR" />
  3291. <value enum="OTHER" description="OTHER" />
  3292. <value enum="SWAP" description="SWAP" />
  3293. <value enum="Treasury" description="TREASURY" />
  3294. <value enum="Euribor" description="EURIBOR" />
  3295. <value enum="Pfandbriefe" description="PFANDBRIEFE" />
  3296. <value enum="EONIA" description="EONIA" />
  3297. <value enum="SONIA" description="SONIA" />
  3298. <value enum="EUREPO" description="EUREPO" />
  3299. </field>
  3300. <field number="222" name="BenchmarkCurvePoint" type="STRING" />
  3301. <field number='223' name='CouponRate' type='FLOAT' />
  3302. <field number="224" name="CouponPaymentDate" type="LOCALMKTDATE" />
  3303. <field number="225" name="IssueDate" type="LOCALMKTDATE" />
  3304. <field number="226" name="RepurchaseTerm" type="INT" />
  3305. <field number="227" name="RepurchaseRate" type="PERCENTAGE" />
  3306. <field number="228" name="Factor" type="FLOAT" />
  3307. <field number="229" name="TradeOriginationDate" type="LOCALMKTDATE" />
  3308. <field number="230" name="ExDate" type="LOCALMKTDATE" />
  3309. <field number='231' name='ContractMultiplier' type='FLOAT' />
  3310. <field number='232' name='NoStipulations' type='NUMINGROUP' />
  3311. <field number='233' name='StipulationType' type='STRING' />
  3312. <field number='234' name='StipulationValue' type='STRING' />
  3313. <field number="235" name="YieldType" type="STRING">
  3314. <value enum="AFTERTAX" description="AFTER_TAX_YIELD" />
  3315. <value enum="ANNUAL" description="ANNUAL_YIELD" />
  3316. <value enum="ATISSUE" description="YIELD_AT_ISSUE" />
  3317. <value enum="AVGMATURITY" description="YIELD_TO_AVERAGE_MATURITY" />
  3318. <value enum="BOOK" description="BOOK_YIELD" />
  3319. <value enum="CALL" description="YIELD_TO_NEXT_CALL" />
  3320. <value enum="CHANGE" description="YIELD_CHANGE_SINCE_CLOSE" />
  3321. <value enum="CLOSE" description="CLOSING_YIELD" />
  3322. <value enum="COMPOUND" description="COMPOUND_YIELD" />
  3323. <value enum="CURRENT" description="CURRENT_YIELD" />
  3324. <value enum="GROSS" description="TRUE_GROSS_YIELD" />
  3325. <value enum="GOVTEQUIV" description="GOVERNMENT_EQUIVALENT_YIELD" />
  3326. <value enum="INFLATION" description="YIELD_WITH_INFLATION_ASSUMPTION" />
  3327. <value enum="INVERSEFLOATER" description="INVERSE_FLOATER_BOND_YIELD" />
  3328. <value enum="LASTCLOSE" description="MOST_RECENT_CLOSING_YIELD" />
  3329. <value enum="LASTMONTH" description="CLOSING_YIELD_MOST_RECENT_MONTH" />
  3330. <value enum="LASTQUARTER" description="CLOSING_YIELD_MOST_RECENT_QUARTER" />
  3331. <value enum="LASTYEAR" description="CLOSING_YIELD_MOST_RECENT_YEAR" />
  3332. <value enum="LONGAVGLIFE" description="YIELD_TO_LONGEST_AVERAGE_LIFE" />
  3333. <value enum="MARK" description="MARK_TO_MARKET_YIELD" />
  3334. <value enum="MATURITY" description="YIELD_TO_MATURITY" />
  3335. <value enum="NEXTREFUND" description="YIELD_TO_NEXT_REFUND" />
  3336. <value enum="OPENAVG" description="OPEN_AVERAGE_YIELD" />
  3337. <value enum="PUT" description="YIELD_TO_NEXT_PUT" />
  3338. <value enum="PREVCLOSE" description="PREVIOUS_CLOSE_YIELD" />
  3339. <value enum="PROCEEDS" description="PROCEEDS_YIELD" />
  3340. <value enum="SEMIANNUAL" description="SEMI_ANNUAL_YIELD" />
  3341. <value enum="SHORTAVGLIFE" description="YIELD_TO_SHORTEST_AVERAGE_LIFE" />
  3342. <value enum="SIMPLE" description="SIMPLE_YIELD" />
  3343. <value enum="TAXEQUIV" description="TAX_EQUIVALENT_YIELD" />
  3344. <value enum="TENDER" description="YIELD_TO_TENDER_DATE" />
  3345. <value enum="TRUE" description="TRUE_YIELD" />
  3346. <value enum="VALUE1_32" description="YIELD_VALUE_OF_1_32" />
  3347. <value enum="WORST" description="YIELD_TO_WORST" />
  3348. </field>
  3349. <field number="236" name="Yield" type="PERCENTAGE" />
  3350. <field number="237" name="TotalTakedown" type="AMT" />
  3351. <field number="238" name="Concession" type="AMT" />
  3352. <field number="239" name="RepoCollateralSecurityType" type="INT" />
  3353. <field number="240" name="RedemptionDate" type="LOCALMKTDATE" />
  3354. <field number="241" name="UnderlyingCouponPaymentDate" type="LOCALMKTDATE" />
  3355. <field number="242" name="UnderlyingIssueDate" type="LOCALMKTDATE" />
  3356. <field number="243" name="UnderlyingRepoCollateralSecurityType" type="INT" />
  3357. <field number="244" name="UnderlyingRepurchaseTerm" type="INT" />
  3358. <field number="245" name="UnderlyingRepurchaseRate" type="PERCENTAGE" />
  3359. <field number="246" name="UnderlyingFactor" type="FLOAT" />
  3360. <field number="247" name="UnderlyingRedemptionDate" type="LOCALMKTDATE" />
  3361. <field number="248" name="LegCouponPaymentDate" type="LOCALMKTDATE" />
  3362. <field number="249" name="LegIssueDate" type="LOCALMKTDATE" />
  3363. <field number="250" name="LegRepoCollateralSecurityType" type="INT" />
  3364. <field number="251" name="LegRepurchaseTerm" type="INT" />
  3365. <field number="252" name="LegRepurchaseRate" type="PERCENTAGE" />
  3366. <field number="253" name="LegFactor" type="FLOAT" />
  3367. <field number="254" name="LegRedemptionDate" type="LOCALMKTDATE" />
  3368. <field number="255" name="CreditRating" type="STRING" />
  3369. <field number="256" name="UnderlyingCreditRating" type="STRING" />
  3370. <field number="257" name="LegCreditRating" type="STRING" />
  3371. <field number="258" name="TradedFlatSwitch" type="BOOLEAN" />
  3372. <field number="259" name="BasisFeatureDate" type="LOCALMKTDATE" />
  3373. <field number="260" name="BasisFeaturePrice" type="PRICE" />
  3374. <field number='262' name='MDReqID' type='STRING' />
  3375. <field number='263' name='SubscriptionRequestType' type='CHAR'>
  3376. <value enum='0' description='SNAPSHOT' />
  3377. <value enum='1' description='SNAPSHOT_PLUS_UPDATES' />
  3378. <value enum='2' description='DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST' />
  3379. </field>
  3380. <field number='264' name='MarketDepth' type='INT' />
  3381. <field number='265' name='MDUpdateType' type='INT'>
  3382. <value enum='0' description='FULL_REFRESH' />
  3383. <value enum='1' description='INCREMENTAL_REFRESH' />
  3384. </field>
  3385. <field number='266' name='AggregatedBook' type='BOOLEAN'>
  3386. <value enum='N' description='NO' />
  3387. <value enum='Y' description='YES' />
  3388. </field>
  3389. <field number='267' name='NoMDEntryTypes' type='INT' />
  3390. <field number='268' name='NoMDEntries' type='INT' />
  3391. <field number='269' name='MDEntryType' type='CHAR'>
  3392. <value enum='0' description='BID' />
  3393. <value enum='1' description='OFFER' />
  3394. <value enum='2' description='TRADE' />
  3395. <value enum='3' description='INDEX_VALUE' />
  3396. <value enum='4' description='OPENING_PRICE' />
  3397. <value enum='5' description='CLOSING_PRICE' />
  3398. <value enum='6' description='SETTLEMENT_PRICE' />
  3399. <value enum='7' description='TRADING_SESSION_HIGH_PRICE' />
  3400. <value enum='8' description='TRADING_SESSION_LOW_PRICE' />
  3401. <value enum='9' description='TRADING_SESSION_VWAP_PRICE' />
  3402. </field>
  3403. <field number='270' name='MDEntryPx' type='PRICE' />
  3404. <field number='271' name='MDEntrySize' type='QTY' />
  3405. <field number='272' name='MDEntryDate' type='UTCDATE' />
  3406. <field number='273' name='MDEntryTime' type='UTCTIMEONLY' />
  3407. <field number='274' name='TickDirection' type='CHAR'>
  3408. <value enum='0' description='PLUS_TICK' />
  3409. <value enum='1' description='ZERO_PLUS_TICK' />
  3410. <value enum='2' description='MINUS_TICK' />
  3411. <value enum='3' description='ZERO_MINUS_TICK' />
  3412. </field>
  3413. <field number='275' name='MDMkt' type='EXCHANGE' />
  3414. <field number='276' name='QuoteCondition' type='MULTIPLEVALUESTRING'>
  3415. <value enum='A' description='OPEN' />
  3416. <value enum='B' description='CLOSED' />
  3417. <value enum='C' description='EXCHANGE_BEST' />
  3418. <value enum='D' description='CONSOLIDATED_BEST' />
  3419. <value enum='E' description='LOCKED' />
  3420. <value enum='F' description='CROSSED' />
  3421. <value enum='G' description='DEPTH' />
  3422. <value enum='H' description='FAST_TRADING' />
  3423. <value enum='I' description='NON_FIRM' />
  3424. </field>
  3425. <field number='277' name='TradeCondition' type='MULTIPLEVALUESTRING'>
  3426. <value enum='A' description='CASH' />
  3427. <value enum='B' description='AVERAGE_PRICE_TRADE' />
  3428. <value enum='C' description='CASH_TRADE' />
  3429. <value enum='D' description='NEXT_DAY' />
  3430. <value enum='E' description='OPENING' />
  3431. <value enum='F' description='INTRADAY_TRADE_DETAIL' />
  3432. <value enum='G' description='RULE_127_TRADE' />
  3433. <value enum='H' description='RULE_155_TRADE' />
  3434. <value enum='I' description='SOLD_LAST' />
  3435. <value enum='J' description='NEXT_DAY_TRADE' />
  3436. <value enum='K' description='OPENED' />
  3437. <value enum='L' description='SELLER' />
  3438. <value enum='M' description='SOLD' />
  3439. <value enum='N' description='STOPPED_STOCK' />
  3440. </field>
  3441. <field number='278' name='MDEntryID' type='STRING' />
  3442. <field number='279' name='MDUpdateAction' type='CHAR'>
  3443. <value enum='0' description='NEW' />
  3444. <value enum='1' description='CHANGE' />
  3445. <value enum='2' description='DELETE' />
  3446. </field>
  3447. <field number='280' name='MDEntryRefID' type='STRING' />
  3448. <field number='281' name='MDReqRejReason' type='CHAR'>
  3449. <value enum='0' description='UNKNOWN_SYMBOL' />
  3450. <value enum='1' description='DUPLICATE_MDREQID' />
  3451. <value enum='2' description='INSUFFICIENT_BANDWIDTH' />
  3452. <value enum='3' description='INSUFFICIENT_PERMISSIONS' />
  3453. <value enum='4' description='UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE' />
  3454. <value enum='5' description='UNSUPPORTED_MARKETDEPTH' />
  3455. <value enum='6' description='UNSUPPORTED_MDUPDATETYPE' />
  3456. <value enum='7' description='UNSUPPORTED_AGGREGATEDBOOK' />
  3457. <value enum='8' description='UNSUPPORTED_MDENTRYTYPE' />
  3458. </field>
  3459. <field number='282' name='MDEntryOriginator' type='STRING' />
  3460. <field number='283' name='LocationID' type='STRING' />
  3461. <field number='284' name='DeskID' type='STRING' />
  3462. <field number='285' name='DeleteReason' type='CHAR'>
  3463. <value enum='0' description='CANCELATION' />
  3464. <value enum='1' description='ERROR' />
  3465. </field>
  3466. <field number='286' name='PositionEffectSettleFlag' type='CHAR'>
  3467. <value enum='0' description='DAILY_OPEN' />
  3468. <value enum='1' description='SESSION_OPEN' />
  3469. <value enum='2' description='DELIVERY_SETTLEMENT_PRICE' />
  3470. </field>
  3471. <field number='287' name='SellerDays' type='INT' />
  3472. <field number='288' name='MDEntryBuyer' type='STRING' />
  3473. <field number='289' name='MDEntrySeller' type='STRING' />
  3474. <field number='290' name='MDEntryPositionNo' type='INT' />
  3475. <field number='291' name='FinancialStatus' type='CHAR'>
  3476. <value enum='1' description='BANKRUPT' />
  3477. </field>
  3478. <field number='292' name='CorporateAction' type='CHAR'>
  3479. <value enum='A' description='EX_DIVIDEND' />
  3480. <value enum='B' description='EX_DISTRIBUTION' />
  3481. <value enum='C' description='EX_RIGHTS' />
  3482. <value enum='D' description='NEW' />
  3483. <value enum='E' description='EX_INTEREST' />
  3484. </field>
  3485. <field number='293' name='DefBidSize' type='QTY' />
  3486. <field number='294' name='DefOfferSize' type='QTY' />
  3487. <field number='295' name='NoQuoteEntries' type='INT' />
  3488. <field number='296' name='NoQuoteSets' type='INT' />
  3489. <field number='297' name='QuoteAckStatus' type='INT'>
  3490. <value enum='0' description='ACCEPTED' />
  3491. <value enum='1' description='CANCELED_FOR_SYMBOL' />
  3492. <value enum='2' description='CANCELED_FOR_SECURITY_TYPE' />
  3493. <value enum='3' description='CANCELED_FOR_UNDERLYING' />
  3494. <value enum='4' description='CANCELED_ALL' />
  3495. <value enum='5' description='REJECTED' />
  3496. </field>
  3497. <field number='298' name='QuoteCancelType' type='INT'>
  3498. <value enum='1' description='CANCEL_FOR_SYMBOL' />
  3499. <value enum='2' description='CANCEL_FOR_SECURITY_TYPE' />
  3500. <value enum='3' description='CANCEL_FOR_UNDERLYING_SYMBOL' />
  3501. <value enum='4' description='CANCEL_FOR_ALL_QUOTES' />
  3502. </field>
  3503. <field number='299' name='QuoteEntryID' type='STRING' />
  3504. <field number='300' name='QuoteRejectReason' type='INT'>
  3505. <value enum='1' description='UNKNOWN_SYMBOL' />
  3506. <value enum='2' description='EXCHANGE' />
  3507. <value enum='3' description='QUOTE_REQUEST_EXCEEDS_LIMIT' />
  3508. <value enum='4' description='TOO_LATE_TO_ENTER' />
  3509. <value enum='5' description='UNKNOWN_QUOTE' />
  3510. <value enum='6' description='DUPLICATE_QUOTE' />
  3511. <value enum='7' description='INVALID_BID_ASK_SPREAD' />
  3512. <value enum='8' description='INVALID_PRICE' />
  3513. <value enum='9' description='NOT_AUTHORIZED_TO_QUOTE_SECURITY' />
  3514. </field>
  3515. <field number='301' name='QuoteResponseLevel' type='INT'>
  3516. <value enum='0' description='NO_ACKNOWLEDGEMENT' />
  3517. <value enum='1' description='ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES' />
  3518. <value enum='2' description='ACKNOWLEDGE_EACH_QUOTE_MESSAGES' />
  3519. </field>
  3520. <field number='302' name='QuoteSetID' type='STRING' />
  3521. <field number='303' name='QuoteRequestType' type='INT'>
  3522. <value enum='1' description='MANUAL' />
  3523. <value enum='2' description='AUTOMATIC' />
  3524. </field>
  3525. <field number='304' name='TotQuoteEntries' type='INT' />
  3526. <field number='305' name='UnderlyingSecurityIDSource' type='STRING' />
  3527. <field number='306' name='UnderlyingIssuer' type='STRING' />
  3528. <field number='307' name='UnderlyingSecurityDesc' type='STRING' />
  3529. <field number='308' name='UnderlyingSecurityExchange' type='EXCHANGE' />
  3530. <field number='309' name='UnderlyingSecurityID' type='STRING' />
  3531. <field number='310' name='UnderlyingSecurityType' type='STRING' />
  3532. <field number='311' name='UnderlyingSymbol' type='STRING' />
  3533. <field number='312' name='UnderlyingSymbolSfx' type='STRING' />
  3534. <field number='313' name='UnderlyingMaturityMonthYear' type='MONTHYEAR' />
  3535. <field number='314' name='UnderlyingMaturityDay' type='DAYOFMONTH' />
  3536. <field number='315' name='UnderlyingPutOrCall' type='INT' />
  3537. <field number='316' name='UnderlyingStrikePrice' type='PRICE' />
  3538. <field number='317' name='UnderlyingOptAttribute' type='CHAR' />
  3539. <field number='318' name='UnderlyingCurrency' type='CURRENCY' />
  3540. <field number='319' name='RatioQty' type='QUANTITY' />
  3541. <field number='320' name='SecurityReqID' type='STRING' />
  3542. <field number='321' name='SecurityRequestType' type='INT'>
  3543. <value enum='0' description='REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS' />
  3544. <value enum='1' description='REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED' />
  3545. <value enum='2' description='REQUEST_LIST_SECURITY_TYPES' />
  3546. <value enum='3' description='REQUEST_LIST_SECURITIES' />
  3547. </field>
  3548. <field number='322' name='SecurityResponseID' type='STRING' />
  3549. <field number='323' name='SecurityResponseType' type='INT'>
  3550. <value enum='1' description='ACCEPT_SECURITY_PROPOSAL_AS_IS' />
  3551. <value enum='2' description='ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE' />
  3552. <value enum='3' description='LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST' />
  3553. <value enum='4' description='LIST_OF_SECURITIES_RETURNED_PER_REQUEST' />
  3554. <value enum='5' description='REJECT_SECURITY_PROPOSAL' />
  3555. <value enum='6' description='CAN_NOT_MATCH_SELECTION_CRITERIA' />
  3556. </field>
  3557. <field number='324' name='SecurityStatusReqID' type='STRING' />
  3558. <field number='325' name='UnsolicitedIndicator' type='BOOLEAN'>
  3559. <value enum='N' description='NO' />
  3560. <value enum='Y' description='YES' />
  3561. </field>
  3562. <field number='326' name='SecurityTradingStatus' type='INT'>
  3563. <value enum='1' description='OPENING_DELAY' />
  3564. <value enum='10' description='MARKET_ON_CLOSE_IMBALANCE_SELL' />
  3565. <value enum='11' description='11' />
  3566. <value enum='12' description='NO_MARKET_IMBALANCE' />
  3567. <value enum='13' description='NO_MARKET_ON_CLOSE_IMBALANCE' />
  3568. <value enum='14' description='ITS_PRE_OPENING' />
  3569. <value enum='15' description='NEW_PRICE_INDICATION' />
  3570. <value enum='16' description='TRADE_DISSEMINATION_TIME' />
  3571. <value enum='17' description='READY_TO_TRADE' />
  3572. <value enum='18' description='NOT_AVAILABLE_FOR_TRADING' />
  3573. <value enum='19' description='NOT_TRADED_ON_THIS_MARKET' />
  3574. <value enum='2' description='TRADING_HALT' />
  3575. <value enum='20' description='UNKNOWN_OR_INVALID' />
  3576. <value enum='3' description='RESUME' />
  3577. <value enum='4' description='NO_OPEN_NO_RESUME' />
  3578. <value enum='5' description='PRICE_INDICATION' />
  3579. <value enum='6' description='TRADING_RANGE_INDICATION' />
  3580. <value enum='7' description='MARKET_IMBALANCE_BUY' />
  3581. <value enum='8' description='MARKET_IMBALANCE_SELL' />
  3582. <value enum='9' description='MARKET_ON_CLOSE_IMBALANCE_BUY' />
  3583. </field>
  3584. <field number='327' name='HaltReasonChar' type='CHAR'>
  3585. <value enum='D' description='NEWS_DISSEMINATION' />
  3586. <value enum='E' description='ORDER_INFLUX' />
  3587. <value enum='I' description='ORDER_IMBALANCE' />
  3588. <value enum='M' description='ADDITIONAL_INFORMATION' />
  3589. <value enum='P' description='NEWS_PENDING' />
  3590. <value enum='X' description='EQUIPMENT_CHANGEOVER' />
  3591. </field>
  3592. <field number='328' name='InViewOfCommon' type='BOOLEAN'>
  3593. <value enum='N' description='NO' />
  3594. <value enum='Y' description='YES' />
  3595. </field>
  3596. <field number='329' name='DueToRelated' type='BOOLEAN'>
  3597. <value enum='N' description='NO' />
  3598. <value enum='Y' description='YES' />
  3599. </field>
  3600. <field number='330' name='BuyVolume' type='QTY' />
  3601. <field number='331' name='SellVolume' type='QTY' />
  3602. <field number='332' name='HighPx' type='PRICE' />
  3603. <field number='333' name='LowPx' type='PRICE' />
  3604. <field number='334' name='Adjustment' type='INT'>
  3605. <value enum='1' description='CANCEL' />
  3606. <value enum='2' description='ERROR' />
  3607. <value enum='3' description='CORRECTION' />
  3608. </field>
  3609. <field number='335' name='TradSesReqID' type='STRING' />
  3610. <field number='336' name='TradingSessionID' type='STRING' />
  3611. <field number='337' name='ContraTrader' type='STRING' />
  3612. <field number='338' name='TradSesMethod' type='INT'>
  3613. <value enum='1' description='ELECTRONIC' />
  3614. <value enum='2' description='OPEN_OUTCRY' />
  3615. <value enum='3' description='TWO_PARTY' />
  3616. </field>
  3617. <field number='339' name='TradSesMode' type='INT'>
  3618. <value enum='1' description='TESTING' />
  3619. <value enum='2' description='SIMULATED' />
  3620. <value enum='3' description='PRODUCTION' />
  3621. </field>
  3622. <field number='340' name='TradSesStatus' type='INT'>
  3623. <value enum='1' description='HALTED' />
  3624. <value enum='2' description='OPEN' />
  3625. <value enum='3' description='CLOSED' />
  3626. <value enum='4' description='PRE_OPEN' />
  3627. <value enum='5' description='PRE_CLOSE' />
  3628. </field>
  3629. <field number='341' name='TradSesStartTime' type='UTCTIMESTAMP' />
  3630. <field number='342' name='TradSesOpenTime' type='UTCTIMESTAMP' />
  3631. <field number='343' name='TradSesPreCloseTime' type='UTCTIMESTAMP' />
  3632. <field number='344' name='TradSesCloseTime' type='UTCTIMESTAMP' />
  3633. <field number='345' name='TradSesEndTime' type='UTCTIMESTAMP' />
  3634. <field number='346' name='NumberOfOrders' type='INT' />
  3635. <field number='347' name='MessageEncoding' type='STRING'>
  3636. <value enum='EUC-JP' description='EUC_JP' />
  3637. <value enum='ISO-2022-JP' description='ISO_2022_JP' />
  3638. <value enum='SHIFT_JIS' description='SHIFT_JIS' />
  3639. <value enum='UTF-8' description='UTF_8' />
  3640. </field>
  3641. <field number='348' name='EncodedIssuerLen' type='LENGTH' />
  3642. <field number='349' name='EncodedIssuer' type='DATA' />
  3643. <field number='350' name='EncodedSecurityDescLen' type='LENGTH' />
  3644. <field number='351' name='EncodedSecurityDesc' type='DATA' />
  3645. <field number='352' name='EncodedListExecInstLen' type='LENGTH' />
  3646. <field number='353' name='EncodedListExecInst' type='DATA' />
  3647. <field number='354' name='EncodedTextLen' type='LENGTH' />
  3648. <field number='355' name='EncodedText' type='DATA' />
  3649. <field number='356' name='EncodedSubjectLen' type='LENGTH' />
  3650. <field number='357' name='EncodedSubject' type='DATA' />
  3651. <field number='358' name='EncodedHeadlineLen' type='LENGTH' />
  3652. <field number='359' name='EncodedHeadline' type='DATA' />
  3653. <field number='360' name='EncodedAllocTextLen' type='LENGTH' />
  3654. <field number='361' name='EncodedAllocText' type='DATA' />
  3655. <field number='362' name='EncodedUnderlyingIssuerLen' type='LENGTH' />
  3656. <field number='363' name='EncodedUnderlyingIssuer' type='DATA' />
  3657. <field number='364' name='EncodedUnderlyingSecurityDescLen' type='LENGTH' />
  3658. <field number='365' name='EncodedUnderlyingSecurityDesc' type='DATA' />
  3659. <field number='366' name='AllocPrice' type='PRICE' />
  3660. <field number='367' name='QuoteSetValidUntilTime' type='UTCTIMESTAMP' />
  3661. <field number='368' name='QuoteEntryRejectReason' type='INT'>
  3662. <value enum='1' description='UNKNOWN_SYMBOL' />
  3663. <value enum='2' description='EXCHANGE' />
  3664. <value enum='3' description='QUOTE_EXCEEDS_LIMIT' />
  3665. <value enum='4' description='TOO_LATE_TO_ENTER' />
  3666. <value enum='5' description='UNKNOWN_QUOTE' />
  3667. <value enum='6' description='DUPLICATE_QUOTE' />
  3668. <value enum='7' description='INVALID_BID_ASK_SPREAD' />
  3669. <value enum='8' description='INVALID_PRICE' />
  3670. <value enum='9' description='NOT_AUTHORIZED_TO_QUOTE_SECURITY' />
  3671. </field>
  3672. <field number='369' name='LastMsgSeqNumProcessed' type='INT' />
  3673. <field number='370' name='OnBehalfOfSendingTime' type='UTCTIMESTAMP' />
  3674. <field number='371' name='RefTagID' type='INT' />
  3675. <field number='372' name='RefMsgType' type='STRING' />
  3676. <field number='373' name='SessionRejectReason' type='INT'>
  3677. <value enum='0' description='INVALID_TAG_NUMBER' />
  3678. <value enum='1' description='REQUIRED_TAG_MISSING' />
  3679. <value enum='10' description='SENDINGTIME_ACCURACY_PROBLEM' />
  3680. <value enum='11' description='INVALID_MSGTYPE' />
  3681. <value enum='2' description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' />
  3682. <value enum='3' description='UNDEFINED_TAG' />
  3683. <value enum='4' description='TAG_SPECIFIED_WITHOUT_A_VALUE' />
  3684. <value enum='5' description='VALUE_IS_INCORRECT' />
  3685. <value enum='6' description='INCORRECT_DATA_FORMAT_FOR_VALUE' />
  3686. <value enum='7' description='DECRYPTION_PROBLEM' />
  3687. <value enum='8' description='SIGNATURE_PROBLEM' />
  3688. <value enum='9' description='COMPID_PROBLEM' />
  3689. </field>
  3690. <field number='374' name='BidRequestTransType' type='CHAR'>
  3691. <value enum='C' description='CANCEL' />
  3692. <value enum='N' description='NO' />
  3693. </field>
  3694. <field number='375' name='ContraBroker' type='STRING' />
  3695. <field number='376' name='ComplianceID' type='STRING' />
  3696. <field number='377' name='SolicitedFlag' type='BOOLEAN'>
  3697. <value enum='N' description='NO' />
  3698. <value enum='Y' description='YES' />
  3699. </field>
  3700. <field number='378' name='ExecRestatementReason' type='INT'>
  3701. <value enum='0' description='GT_CORPORATE_ACTION' />
  3702. <value enum='1' description='GT_RENEWAL' />
  3703. <value enum='2' description='VERBAL_CHANGE' />
  3704. <value enum='3' description='REPRICING_OF_ORDER' />
  3705. <value enum='4' description='BROKER_OPTION' />
  3706. <value enum='5' description='PARTIAL_DECLINE_OF_ORDERQTY' />
  3707. </field>
  3708. <field number='379' name='BusinessRejectRefID' type='STRING' />
  3709. <field number='380' name='BusinessRejectReason' type='INT'>
  3710. <value enum='0' description='OTHER' />
  3711. <value enum='1' description='UNKOWN_ID' />
  3712. <value enum='2' description='UNKNOWN_SECURITY' />
  3713. <value enum='3' description='UNSUPPORTED_MESSAGE_TYPE' />
  3714. <value enum='4' description='APPLICATION_NOT_AVAILABLE' />
  3715. <value enum='5' description='CONDITIONALLY_REQUIRED_FIELD_MISSING' />
  3716. </field>
  3717. <field number='381' name='GrossTradeAmt' type='AMT' />
  3718. <field number='382' name='NoContraBrokers' type='INT' />
  3719. <field number='383' name='MaxMessageSize' type='INT' />
  3720. <field number='384' name='NoMsgTypes' type='INT' />
  3721. <field number='385' name='MsgDirection' type='CHAR'>
  3722. <value enum='R' description='RECEIVE' />
  3723. <value enum='S' description='SEND' />
  3724. </field>
  3725. <field number='386' name='NoTradingSessions' type='INT' />
  3726. <field number='387' name='TotalVolumeTraded' type='QTY' />
  3727. <field number='388' name='DiscretionInst' type='CHAR'>
  3728. <value enum='0' description='RELATED_TO_DISPLAYED_PRICE' />
  3729. <value enum='1' description='RELATED_TO_MARKET_PRICE' />
  3730. <value enum='2' description='RELATED_TO_PRIMARY_PRICE' />
  3731. <value enum='3' description='RELATED_TO_LOCAL_PRIMARY_PRICE' />
  3732. <value enum='4' description='RELATED_TO_MIDPOINT_PRICE' />
  3733. <value enum='5' description='RELATED_TO_LAST_TRADE_PRICE' />
  3734. </field>
  3735. <field number='389' name='DiscretionOffset' type='PRICEOFFSET' />
  3736. <field number='390' name='BidID' type='STRING' />
  3737. <field number='391' name='ClientBidID' type='STRING' />
  3738. <field number='392' name='ListName' type='STRING' />
  3739. <field number='393' name='TotNoRelatedSym' type='INT' />
  3740. <field number='394' name='BidType' type='INT' />
  3741. <field number='395' name='NumTickets' type='INT' />
  3742. <field number='396' name='SideValue1' type='AMT' />
  3743. <field number='397' name='SideValue2' type='AMT' />
  3744. <field number='398' name='NoBidDescriptors' type='INT' />
  3745. <field number='399' name='BidDescriptorType' type='INT' />
  3746. <field number='400' name='BidDescriptor' type='STRING' />
  3747. <field number='401' name='SideValueInd' type='INT' />
  3748. <field number='402' name='LiquidityPctLow' type='FLOAT' />
  3749. <field number='403' name='LiquidityPctHigh' type='FLOAT' />
  3750. <field number='404' name='LiquidityValue' type='AMT' />
  3751. <field number='405' name='EFPTrackingError' type='FLOAT' />
  3752. <field number='406' name='FairValue' type='AMT' />
  3753. <field number='407' name='OutsideIndexPct' type='FLOAT' />
  3754. <field number='408' name='ValueOfFutures' type='AMT' />
  3755. <field number='409' name='LiquidityIndType' type='INT'>
  3756. <value enum='1' description='5_DAY_MOVING_AVERAGE' />
  3757. <value enum='2' description='20_DAY_MOVING_AVERAGE' />
  3758. <value enum='3' description='NORMAL_MARKET_SIZE' />
  3759. <value enum='4' description='OTHER' />
  3760. </field>
  3761. <field number='410' name='WtAverageLiquidity' type='FLOAT' />
  3762. <field number='411' name='ExchangeForPhysical' type='BOOLEAN'>
  3763. <value enum='N' description='NO' />
  3764. <value enum='Y' description='YES' />
  3765. </field>
  3766. <field number='412' name='OutMainCntryUIndex' type='AMT' />
  3767. <field number='413' name='CrossPercent' type='FLOAT' />
  3768. <field number='414' name='ProgRptReqs' type='INT'>
  3769. <value enum='1' description='BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST' />
  3770. <value enum='2' description='SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD' />
  3771. <value enum='3' description='REAL_TIME_EXECUTION_REPORTS' />
  3772. </field>
  3773. <field number='415' name='ProgPeriodInterval' type='INT' />
  3774. <field number='416' name='IncTaxInd' type='INT'>
  3775. <value enum='1' description='NET' />
  3776. <value enum='2' description='GROSS' />
  3777. </field>
  3778. <field number='417' name='NumBidders' type='INT' />
  3779. <field number='418' name='TradeType' type='CHAR'>
  3780. <value enum='A' description='AGENCY' />
  3781. <value enum='G' description='VWAP_GUARANTEE' />
  3782. <value enum='J' description='GUARANTEED_CLOSE' />
  3783. <value enum='R' description='RISK_TRADE' />
  3784. </field>
  3785. <field number='419' name='BasisPxType' type='CHAR'>
  3786. <value enum='2' description='CLOSING_PRICE_AT_MORNING_SESSION' />
  3787. <value enum='3' description='CLOSING_PRICE' />
  3788. <value enum='4' description='CURRENT_PRICE' />
  3789. <value enum='5' description='SQ' />
  3790. <value enum='6' description='VWAP_THROUGH_A_DAY' />
  3791. <value enum='7' description='VWAP_THROUGH_A_MORNING_SESSION' />
  3792. <value enum='8' description='VWAP_THROUGH_AN_AFTERNOON_SESSION' />
  3793. <value enum='9' description='VWAP_THROUGH_A_DAY_EXCEPT_YORI' />
  3794. <value enum='A' description='VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI' />
  3795. <value enum='B' description='VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI' />
  3796. <value enum='C' description='STRIKE' />
  3797. <value enum='D' description='OPEN' />
  3798. <value enum='Z' description='OTHERS' />
  3799. </field>
  3800. <field number='420' name='NoBidComponents' type='INT' />
  3801. <field number='421' name='Country' type='STRING' />
  3802. <field number='422' name='TotNoStrikes' type='INT' />
  3803. <field number='423' name='PriceType' type='INT'>
  3804. <value enum='1' description='PERCENTAGE' />
  3805. <value enum='2' description='PER_SHARE' />
  3806. <value enum='3' description='FIXED_AMOUNT' />
  3807. </field>
  3808. <field number='424' name='DayOrderQty' type='QTY' />
  3809. <field number='425' name='DayCumQty' type='QTY' />
  3810. <field number='426' name='DayAvgPx' type='PRICE' />
  3811. <field number='427' name='GTBookingInst' type='INT'>
  3812. <value enum='0' description='BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION' />
  3813. <value enum='1' description='ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES' />
  3814. <value enum='2' description='ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE' />
  3815. </field>
  3816. <field number='428' name='NoStrikes' type='INT' />
  3817. <field number='429' name='ListStatusType' type='INT' />
  3818. <field number='430' name='NetGrossInd' type='INT'>
  3819. <value enum='1' description='NET' />
  3820. <value enum='2' description='GROSS' />
  3821. </field>
  3822. <field number='431' name='ListOrderStatus' type='INT' />
  3823. <field number='432' name='ExpireDate' type='LOCALMKTDATE' />
  3824. <field number='433' name='ListExecInstType' type='CHAR'>
  3825. <value enum='1' description='IMMEDIATE' />
  3826. <value enum='2' description='WAIT_FOR_EXECUTE_INSTRUCTION' />
  3827. </field>
  3828. <field number='434' name='CxlRejResponseTo' type='CHAR'>
  3829. <value enum='1' description='ORDER_CANCEL_REQUEST' />
  3830. <value enum='2' description='ORDER_CANCEL_REPLACE_REQUEST' />
  3831. </field>
  3832. <field number='435' name='UnderlyingCouponRate' type='FLOAT' />
  3833. <field number='436' name='UnderlyingContractMultiplier' type='FLOAT' />
  3834. <field number='437' name='ContraTradeQty' type='QTY' />
  3835. <field number='438' name='ContraTradeTime' type='UTCTIMESTAMP' />
  3836. <field number='439' name='ClearingFirm' type='STRING' />
  3837. <field number='440' name='ClearingAccount' type='STRING' />
  3838. <field number='441' name='LiquidityNumSecurities' type='INT' />
  3839. <field number='442' name='MultiLegReportingType' type='CHAR'>
  3840. <value enum='1' description='SINGLE_SECURITY' />
  3841. <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY' />
  3842. <value enum='3' description='MULTI_LEG_SECURITY' />
  3843. </field>
  3844. <field number='443' name='StrikeTime' type='UTCTIMESTAMP' />
  3845. <field number='444' name='ListStatusText' type='STRING' />
  3846. <field number='445' name='EncodedListStatusTextLen' type='LENGTH' />
  3847. <field number='446' name='EncodedListStatusText' type='DATA' />
  3848. <field number='447' name='PartyIDSource' type='CHAR'>
  3849. <value enum='1' description='KOREANINVESTORID' />
  3850. <value enum='2' description='TAIWANESEQUALIFIED' />
  3851. <value enum='3' description='TAIWANESETRADINGACCT' />
  3852. <value enum='4' description='MCDNUMBER' />
  3853. <value enum='5' description='CHINESEBSHARE' />
  3854. <value enum='6' description='UKNATIONALINSPENNUMBER' />
  3855. <value enum='7' description='USSOCIALSECURITY' />
  3856. <value enum='8' description='USEMPLOYERIDNUMBER' />
  3857. <value enum='9' description='AUSTRALIANBUSINESSNUMBER' />
  3858. <value enum='A' description='AUSTRALIANTAXFILENUMBER' />
  3859. <value enum='B' description='BIC' />
  3860. <value enum='C' description='ACCPTMARKETPART' />
  3861. <value enum='D' description='PROPCODE' />
  3862. <value enum='E' description='ISOCODE' />
  3863. <value enum='F' description='SETTLENTLOC' />
  3864. <value enum='G' description='MIC' />
  3865. <value enum='H' description='CSDPARTCODE' />
  3866. <value enum='I' description='DIRECTEDDEFINEDISITC' />
  3867. </field>
  3868. <field number='448' name='PartyID' type='STRING' />
  3869. <field number='449' name='TotalVolumeTradedDate' type='UTCDATEONLY' />
  3870. <field number='450' name='TotalVolumeTradedTime' type='UTCTIMEONLY' />
  3871. <field number='451' name='NetChgPrevDay' type='PRICEOFFSET' />
  3872. <field number='452' name='PartyRole' type='INT'>
  3873. <value enum='1' description='EXECUTINGFIRM' />
  3874. <value enum='10' description='SETTLEMENTLOCATION' />
  3875. <value enum='11' description='INITIATINGTRADER' />
  3876. <value enum='12' description='EXECUTINGTRADER' />
  3877. <value enum='13' description='ORDERORIGINATOR' />
  3878. <value enum='14' description='GIVEUPCLEARINGFIRM' />
  3879. <value enum='15' description='CORRESPONDANTCLEARINGFIRM' />
  3880. <value enum='16' description='EXECUTINGSYSTEM' />
  3881. <value enum='17' description='CONTRAFIRM' />
  3882. <value enum='18' description='CONTRACLEARINGFIRM' />
  3883. <value enum='19' description='SPONSORINGFIRM' />
  3884. <value enum='2' description='BROKEROFCREDIT' />
  3885. <value enum='20' description='UNDRCONTRAFIRM' />
  3886. <value enum='21' description='CLEARINGORGANIZATION' />
  3887. <value enum='22' description='EXCHANGE' />
  3888. <value enum='24' description='CUSTOMERACCOUNT' />
  3889. <value enum='25' description='CORRESPONDENTCLEARINGORGANIZATION' />
  3890. <value enum='26' description='CORRESPONDENTBROKER' />
  3891. <value enum='27' description='BUYERSELLERRECEIVERDELIVERER' />
  3892. <value enum='28' description='CUSTODIAN' />
  3893. <value enum='29' description='INTERMEDIARY' />
  3894. <value enum='3' description='CLIENTID' />
  3895. <value enum='30' description='AGENT' />
  3896. <value enum='31' description='SUBCUSTODIAN' />
  3897. <value enum='32' description='BENEFICIARY' />
  3898. <value enum='33' description='INTERESTEDPARTY' />
  3899. <value enum='34' description='REGULATORYBODY' />
  3900. <value enum='35' description='LIQUIDITYPROVIDER' />
  3901. <value enum='36' description='ENTERINGTRADER' />
  3902. <value enum='37' description='CONTRATRADER' />
  3903. <value enum='38' description='POSITIONACCOUNT' />
  3904. <value enum='39' description='ALLOCENTITY' />
  3905. <value enum='4' description='CLEARINGFIRM' />
  3906. <value enum='5' description='INVESTORID' />
  3907. <value enum='6' description='INTRODUCINGFIRM' />
  3908. <value enum='7' description='ENTERINGFIRM' />
  3909. <value enum='8' description='LOCATELENDINGFIRM' />
  3910. <value enum='9' description='FUNDMANAGER' />
  3911. </field>
  3912. <field number='453' name='NoPartyIDs' type='NUMINGROUP' />
  3913. <field number='454' name='NoSecurityAltID' type='NUMINGROUP' />
  3914. <field number='455' name='SecurityAltID' type='STRING' />
  3915. <field number='456' name='SecurityAltIDSource' type='STRING' />
  3916. <field number='457' name='NoUnderlyingSecurityAltID' type='NUMINGROUP' />
  3917. <field number='458' name='UnderlyingSecurityAltID' type='STRING' />
  3918. <field number='459' name='UnderlyingSecurityAltIDSource' type='STRING' />
  3919. <field number='460' name='Product' type='INT'>
  3920. <value enum='1' description='AGENCY' />
  3921. <value enum='10' description='MORTGAGE' />
  3922. <value enum='11' description='MUNICIPAL' />
  3923. <value enum='12' description='OTHER' />
  3924. <value enum='13' description='FINANCING' />
  3925. <value enum='2' description='COMMODITY' />
  3926. <value enum='3' description='CORPORATE' />
  3927. <value enum='4' description='CURRENCY' />
  3928. <value enum='5' description='EQUITY' />
  3929. <value enum='6' description='GOVERNMENT' />
  3930. <value enum='7' description='INDEX' />
  3931. <value enum='8' description='LOAN' />
  3932. <value enum='9' description='MONEYMARKET' />
  3933. </field>
  3934. <field number='461' name='CFICode' type='STRING' />
  3935. <field number='462' name='UnderlyingProduct' type='INT' />
  3936. <field number='463' name='UnderlyingCFICode' type='STRING' />
  3937. <field number='464' name='TestMessageIndicator' type='BOOLEAN'>
  3938. <value enum='N' description='NO' />
  3939. <value enum='Y' description='YES' />
  3940. </field>
  3941. <field number='465' name='QuantityType' type='INT'>
  3942. <value enum='1' description='SHARES' />
  3943. <value enum='2' description='BONDS' />
  3944. <value enum='3' description='CURRENTFACE' />
  3945. <value enum='4' description='ORIGINALFACE' />
  3946. <value enum='5' description='CURRENCY' />
  3947. <value enum='6' description='CONTRACTS' />
  3948. <value enum='7' description='OTHER' />
  3949. <value enum='8' description='PAR' />
  3950. </field>
  3951. <field number='466' name='BookingRefID' type='STRING' />
  3952. <field number='467' name='IndividualAllocID' type='STRING' />
  3953. <field number='468' name='RoundingDirection' type='CHAR'>
  3954. <value enum='0' description='ROUNDNEAREST' />
  3955. <value enum='1' description='ROUNDDOWN' />
  3956. <value enum='2' description='ROUNDUP' />
  3957. </field>
  3958. <field number='469' name='RoundingModulus' type='FLOAT' />
  3959. <field number='470' name='CountryOfIssue' type='COUNTRY' />
  3960. <field number='471' name='StateOrProvinceOfIssue' type='STRING' />
  3961. <field number='472' name='LocaleOfIssue' type='STRING' />
  3962. <field number='473' name='NoRegistDtls' type='NUMINGROUP' />
  3963. <field number='474' name='MailingDtls' type='STRING' />
  3964. <field number='475' name='InvestorCountryOfResidence' type='COUNTRY' />
  3965. <field number='476' name='PaymentRef' type='STRING' />
  3966. <field number='477' name='DistribPaymentMethod' type='INT'>
  3967. <value enum='1' description='CREST' />
  3968. <value enum='10' description='BPAY' />
  3969. <value enum='11' description='HIGHVALUECLEARINGSYSTEMHVACS' />
  3970. <value enum='12' description='REINVESTINFUND' />
  3971. <value enum='2' description='NSCC' />
  3972. <value enum='3' description='EUROCLEAR' />
  3973. <value enum='4' description='CLEARSTREAM' />
  3974. <value enum='5' description='CHEQUE' />
  3975. <value enum='6' description='TELEGRAPHICTRANSFER' />
  3976. <value enum='7' description='FEDWIRE' />
  3977. <value enum='8' description='DIRECTCREDITBECSBACS' />
  3978. <value enum='9' description='ACHCREDIT' />
  3979. </field>
  3980. <field number='478' name='CashDistribCurr' type='CURRENCY' />
  3981. <field number='479' name='CommCurrency' type='CURRENCY' />
  3982. <field number='480' name='CancellationRights' type='CHAR'>
  3983. <value enum='M' description='NOWAIVER' />
  3984. <value enum='N' description='NOEXECONLY' />
  3985. <value enum='O' description='NOINSTIT' />
  3986. <value enum='Y' description='YES' />
  3987. </field>
  3988. <field number='481' name='MoneyLaunderingStatus' type='CHAR'>
  3989. <value enum='1' description='EXBELOWLIM' />
  3990. <value enum='2' description='EXCLIENTMONEYTYPE' />
  3991. <value enum='3' description='EXAUTHCREDIT' />
  3992. <value enum='N' description='NOTCHECKED' />
  3993. <value enum='Y' description='PASSED' />
  3994. </field>
  3995. <field number='482' name='MailingInst' type='STRING' />
  3996. <field number='483' name='TransBkdTime' type='UTCTIMESTAMP' />
  3997. <field number='484' name='ExecPriceType' type='CHAR'>
  3998. <value enum='B' description='BIDPRICE' />
  3999. <value enum='C' description='CREATIONPRICE' />
  4000. <value enum='D' description='CREATIONPRICEADJPCT' />
  4001. <value enum='E' description='CREATIONPRICEADJAMT' />
  4002. <value enum='O' description='OFFERPRICE' />
  4003. <value enum='P' description='OFFERPRICEMINUSADJPCT' />
  4004. <value enum='Q' description='OFFERPRICEMINUSADJAMT' />
  4005. <value enum='S' description='SINGLEPRICE' />
  4006. </field>
  4007. <field number='485' name='ExecPriceAdjustment' type='FLOAT' />
  4008. <field number='486' name='DateOfBirth' type='LOCALMKTDATE' />
  4009. <field number='487' name='TradeReportTransType' type='INT'>
  4010. <value enum='0' description='NEW' />
  4011. <value enum='1' description='CANCEL' />
  4012. <value enum='2' description='REPLACE' />
  4013. <value enum='3' description='RELEASE' />
  4014. <value enum='4' description='REVERSE' />
  4015. </field>
  4016. <field number='488' name='CardHolderName' type='STRING' />
  4017. <field number='489' name='CardNumber' type='STRING' />
  4018. <field number='490' name='CardExpDate' type='LOCALMKTDATE' />
  4019. <field number='491' name='CardIssNum' type='STRING' />
  4020. <field number='492' name='PaymentMethod' type='INT'>
  4021. <value enum='1' description='CREST' />
  4022. <value enum='10' description='DIRECTCREDITBECS' />
  4023. <value enum='11' description='CREDITCARD' />
  4024. <value enum='12' description='ACHDEBIT' />
  4025. <value enum='13' description='ACHCREDIT' />
  4026. <value enum='14' description='BPAY' />
  4027. <value enum='15' description='HIGHVALUECLEARINGSYSTEMHVACS' />
  4028. <value enum='2' description='NSCC' />
  4029. <value enum='3' description='EUROCLEAR' />
  4030. <value enum='4' description='CLEARSTREAM' />
  4031. <value enum='5' description='CHEQUE' />
  4032. <value enum='6' description='TELEGRAPHICTRANSFER' />
  4033. <value enum='7' description='FEDWIRE' />
  4034. <value enum='8' description='DEBITCARD' />
  4035. <value enum='9' description='DIRECTDEBITBECS' />
  4036. </field>
  4037. <field number='493' name='RegistAcctType' type='STRING' />
  4038. <field number='494' name='Designation' type='STRING' />
  4039. <field number='495' name='TaxAdvantageType' type='INT'>
  4040. <value enum='0' description='NONE' />
  4041. <value enum='1' description='MAXIISAUK' />
  4042. <value enum='10' description='EMPLOYEECURRENTYEARUS' />
  4043. <value enum='11' description='EMPLOYERPRIORYEARUS' />
  4044. <value enum='12' description='EMPLOYERCURRENTYEARUS' />
  4045. <value enum='13' description='NONFUNDPROTOTYPEIRAUS' />
  4046. <value enum='14' description='NONFUNDQUALIFIEDPLANUS' />
  4047. <value enum='15' description='DEFINEDCONTRIBUTIONPLANUS' />
  4048. <value enum='16' description='INDIVIDUALRETIREMENTACCOUNTUS' />
  4049. <value enum='17' description='INDIVIDUALRETIREMENTACCOUNTROLLOVERUS' />
  4050. <value enum='18' description='KEOGHUS' />
  4051. <value enum='19' description='PROFITSHARINGPLANUS' />
  4052. <value enum='2' description='TESSAUK' />
  4053. <value enum='20' description='401KUS' />
  4054. <value enum='21' description='SELFDIRECTEDIRAUS' />
  4055. <value enum='22' description='403BUS' />
  4056. <value enum='23' description='457US' />
  4057. <value enum='24' description='ROTHIRAFUNDPROTOTYPEUS' />
  4058. <value enum='25' description='ROTHIRANONPROTOTYPEUS' />
  4059. <value enum='26' description='ROTHCONVERSIONIRAFUNDPROTOTYPEUS' />
  4060. <value enum='27' description='ROTHCONVERSIONIRANONPROTOTYPEUS' />
  4061. <value enum='28' description='EDUCATIONIRAFUNDPROTOTYPEUS' />
  4062. <value enum='29' description='EDUCATIONIRANONPROTOTYPEUS' />
  4063. <value enum='3' description='MINICASHISAUK' />
  4064. <value enum='4' description='MINISTOCKSANDSHARESISAUK' />
  4065. <value enum='5' description='MINIINSURANCEISAUK' />
  4066. <value enum='6' description='CURRENTYEARPAYMENTUS' />
  4067. <value enum='7' description='PRIORYEARPAYMENTUS' />
  4068. <value enum='8' description='ASSETTRANSFERUS' />
  4069. <value enum='9' description='EMPLOYEEPRIORYEARUS' />
  4070. <value enum='999' description='OTHER' />
  4071. </field>
  4072. <field number='496' name='RegistRejReasonText' type='STRING' />
  4073. <field number='497' name='FundRenewWaiv' type='CHAR'>
  4074. <value enum='N' description='NO' />
  4075. <value enum='Y' description='YES' />
  4076. </field>
  4077. <field number='498' name='CashDistribAgentName' type='STRING' />
  4078. <field number='499' name='CashDistribAgentCode' type='STRING' />
  4079. <field number='500' name='CashDistribAgentAcctNumber' type='STRING' />
  4080. <field number='501' name='CashDistribPayRef' type='STRING' />
  4081. <field number='502' name='CashDistribAgentAcctName' type='STRING' />
  4082. <field number='503' name='CardStartDate' type='LOCALMKTDATE' />
  4083. <field number='504' name='PaymentDate' type='LOCALMKTDATE' />
  4084. <field number='505' name='PaymentRemitterID' type='STRING' />
  4085. <field number='506' name='RegistStatus' type='CHAR'>
  4086. <value enum='A' description='ACCEPTED' />
  4087. <value enum='H' description='HELD' />
  4088. <value enum='N' description='REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING' />
  4089. <value enum='R' description='REJECTED' />
  4090. </field>
  4091. <field number='507' name='RegistRejReasonCode' type='INT'>
  4092. <value enum='1' description='INVALIDACCOUNTTYPE' />
  4093. <value enum='10' description='INVALIDINVESTORIDSOURCE' />
  4094. <value enum='11' description='INVALIDDATEOFBIRTH' />
  4095. <value enum='12' description='INVALIDINVESTORCOUNTRYOFRESIDENCE' />
  4096. <value enum='13' description='INVALIDNODISTRIBINSTNS' />
  4097. <value enum='14' description='INVALIDDISTRIBPERCENTAGE' />
  4098. <value enum='15' description='INVALIDDISTRIBPAYMENTMETHOD' />
  4099. <value enum='16' description='INVALIDCASHDISTRIBAGENTACCTNAME' />
  4100. <value enum='17' description='INVALIDCASHDISTRIBAGENTCODE' />
  4101. <value enum='18' description='INVALIDCASHDISTRIBAGENTACCTNUM' />
  4102. <value enum='2' description='INVALIDTAXEXEMPTTYPE' />
  4103. <value enum='3' description='INVALIDOWNERSHIPTYPE' />
  4104. <value enum='4' description='INVALIDNOREGDETLS' />
  4105. <value enum='5' description='INVALIDREGSEQNO' />
  4106. <value enum='6' description='INVALIDREGDTLS' />
  4107. <value enum='7' description='INVALIDMAILINGDTLS' />
  4108. <value enum='8' description='INVALIDMAILINGINST' />
  4109. <value enum='9' description='INVALIDINVESTORID' />
  4110. <value enum='99' description='OTHER' />
  4111. </field>
  4112. <field number='508' name='RegistRefID' type='STRING' />
  4113. <field number='509' name='RegistDtls' type='STRING' />
  4114. <field number='510' name='NoDistribInsts' type='NUMINGROUP' />
  4115. <field number='511' name='RegistEmail' type='STRING' />
  4116. <field number='512' name='DistribPercentage' type='PERCENTAGE' />
  4117. <field number='513' name='RegistID' type='STRING' />
  4118. <field number='514' name='RegistTransType' type='CHAR'>
  4119. <value enum='0' description='NEW' />
  4120. <value enum='1' description='REPLACE' />
  4121. <value enum='2' description='CANCEL' />
  4122. </field>
  4123. <field number='515' name='ExecValuationPoint' type='UTCTIMESTAMP' />
  4124. <field number='516' name='OrderPercent' type='PERCENTAGE' />
  4125. <field number='517' name='OwnershipType' type='CHAR'>
  4126. <value enum='2' description='JOINT_TRUSTEES' />
  4127. <value enum='J' description='JOINT_INVESTORS' />
  4128. <value enum='T' description='TENANTS_IN_COMMON' />
  4129. </field>
  4130. <field number='518' name='NoContAmts' type='NUMINGROUP' />
  4131. <field number='519' name='ContAmtType' type='INT'>
  4132. <value enum='1' description='COMMISSIONAMT' />
  4133. <value enum='10' description='EXITCHARGEPCT' />
  4134. <value enum='11' description='FUNDBASEDRENEWALCOMM' />
  4135. <value enum='12' description='PROJECTEDFUNDVALUE' />
  4136. <value enum='13' description='FUNDBASEDRENEWALCOMMAMTORD' />
  4137. <value enum='14' description='FUNDBASEDRENEWALCOMMAMTPROJ' />
  4138. <value enum='15' description='NETSETTLEMENTAMOUNT' />
  4139. <value enum='2' description='COMMISSIONPCT' />
  4140. <value enum='3' description='INITIALCHARGEAMT' />
  4141. <value enum='4' description='INITIALCHARGEPCT' />
  4142. <value enum='5' description='DISCOUNTAMT' />
  4143. <value enum='6' description='DISCOUNTPCT' />
  4144. <value enum='7' description='DILUTIONLEVYAMT' />
  4145. <value enum='8' description='DILUTIONLEVYPCT' />
  4146. <value enum='9' description='EXITCHARGEAMT' />
  4147. </field>
  4148. <field number='520' name='ContAmtValue' type='FLOAT' />
  4149. <field number='521' name='ContAmtCurr' type='CURRENCY' />
  4150. <field number='522' name='OwnerType' type='INT'>
  4151. <value enum='1' description='INDIVINVESTOR' />
  4152. <value enum='10' description='NETWORKINGSUBACCT' />
  4153. <value enum='11' description='NON_PROFITORG' />
  4154. <value enum='12' description='CORPBODY' />
  4155. <value enum='13' description='NOMINEE' />
  4156. <value enum='2' description='PUBLICCOMPANY' />
  4157. <value enum='3' description='PRIVATECOMPANY' />
  4158. <value enum='4' description='INDIVTRUSTEE' />
  4159. <value enum='5' description='COMPANYTRUSTEE' />
  4160. <value enum='6' description='PENSIONPLAN' />
  4161. <value enum='7' description='CUSTODIANMINORSACT' />
  4162. <value enum='8' description='TRUSTS' />
  4163. <value enum='9' description='FIDUCIARIES' />
  4164. </field>
  4165. <field number='523' name='PartySubID' type='STRING' />
  4166. <field number='524' name='NestedPartyID' type='STRING' />
  4167. <field number='525' name='NestedPartyIDSource' type='CHAR' />
  4168. <field number='526' name='SecondaryClOrdID' type='STRING' />
  4169. <field number='527' name='SecondaryExecID' type='STRING' />
  4170. <field number='528' name='OrderCapacity' type='CHAR'>
  4171. <value enum='A' description='AGENCY' />
  4172. <value enum='G' description='PROPRIETARY' />
  4173. <value enum='I' description='INDIVIDUAL' />
  4174. <value enum='P' description='PRINCIPAL' />
  4175. <value enum='R' description='RISKLESSPRINCIPAL' />
  4176. <value enum='W' description='AGENTOTHERMEMBER' />
  4177. </field>
  4178. <field number='529' name='OrderRestrictions' type='MULTIPLEVALUESTRING'>
  4179. <value enum='1' description='PROGRAMTRADE' />
  4180. <value enum='2' description='INDEXARBITRAGE' />
  4181. <value enum='3' description='NON_INDEXARBITRAGE' />
  4182. <value enum='4' description='COMPETINGMARKETMAKER' />
  4183. <value enum='5' description='ACTMM' />
  4184. <value enum='6' description='ACTMMDERIV' />
  4185. <value enum='7' description='FORENTITY' />
  4186. <value enum='8' description='EXMRKTPART' />
  4187. <value enum='9' description='EXINTMRKTLINK' />
  4188. <value enum='A' description='RISKARB' />
  4189. </field>
  4190. <field number='530' name='MassCancelRequestType' type='CHAR'>
  4191. <value enum='1' description='CXLORDERSSECURITY' />
  4192. <value enum='2' description='CXLORDERSUNDERLYINGSECURITY' />
  4193. <value enum='3' description='CXLORDERSPRODUCT' />
  4194. <value enum='4' description='CXLORDERSCFICODE' />
  4195. <value enum='5' description='CXLORDERSSECURITYTYPE' />
  4196. <value enum='6' description='CXLORDERSTRDSESSION' />
  4197. <value enum='7' description='CXLALLORDERS' />
  4198. </field>
  4199. <field number='531' name='MassCancelResponse' type='CHAR'>
  4200. <value enum='0' description='CXLREQREJ' />
  4201. <value enum='1' description='CXLORDERSSECURITY' />
  4202. <value enum='2' description='CXLORDERSUNDERLYINGSECURITY' />
  4203. <value enum='3' description='CXLORDERSPRODUCT' />
  4204. <value enum='4' description='CXLORDERSCFICODE' />
  4205. <value enum='5' description='CXLORDERSSECURITYTYPE' />
  4206. <value enum='6' description='CXLORDERSTRDSESSION' />
  4207. <value enum='7' description='CXLALLORDERS' />
  4208. </field>
  4209. <field number='532' name='MassCancelRejectReason' type='INT'>
  4210. <value enum='0' description='MASSCXLNOTSUPPORTED' />
  4211. <value enum='1' description='INVALIDSECURITY' />
  4212. <value enum='2' description='INVALIDUNDERLYING' />
  4213. <value enum='3' description='INVALIDPRODUCT' />
  4214. <value enum='4' description='INVALIDCFICODE' />
  4215. <value enum='5' description='INVALIDSECURITYTYPE' />
  4216. <value enum='6' description='INVALIDTRDSESSION' />
  4217. <value enum='99' description='OTHER' />
  4218. </field>
  4219. <field number='533' name='TotalAffectedOrders' type='INT' />
  4220. <field number='534' name='NoAffectedOrders' type='INT' />
  4221. <field number='535' name='AffectedOrderID' type='STRING' />
  4222. <field number='536' name='AffectedSecondaryOrderID' type='STRING' />
  4223. <field number='537' name='QuoteType' type='INT'>
  4224. <value enum='0' description='INDICATIVE' />
  4225. <value enum='1' description='TRADEABLE' />
  4226. <value enum='2' description='RESTRICTEDTRADEABLE' />
  4227. <value enum='3' description='COUNTER' />
  4228. </field>
  4229. <field number='538' name='NestedPartyRole' type='INT' />
  4230. <field number='539' name='NoNestedPartyIDs' type='NUMINGROUP' />
  4231. <field number='540' name='TotalAccruedInterestAmt' type='AMT' />
  4232. <field number='541' name='MaturityDate' type='LOCALMKTDATE' />
  4233. <field number='542' name='UnderlyingMaturityDate' type='LOCALMKTDATE' />
  4234. <field number='543' name='InstrRegistry' type='STRING'>
  4235. <value enum='BIC' description='CUSTODIAN' />
  4236. <value enum='ISO' description='COUNTRY' />
  4237. <value enum='ZZ' description='PHYSICAL' />
  4238. </field>
  4239. <field number='544' name='CashMargin' type='CHAR'>
  4240. <value enum='1' description='CASH' />
  4241. <value enum='2' description='MARGINOPEN' />
  4242. <value enum='3' description='MARGINCLOSE' />
  4243. </field>
  4244. <field number='545' name='NestedPartySubID' type='STRING' />
  4245. <field number='546' name='Scope' type='MULTIPLEVALUESTRING'>
  4246. <value enum='1' description='LOCALMARKET' />
  4247. <value enum='2' description='NATIONAL' />
  4248. <value enum='3' description='GLOBAL' />
  4249. </field>
  4250. <field number='547' name='MDImplicitDelete' type='BOOLEAN'>
  4251. <value enum='N' description='NO' />
  4252. <value enum='Y' description='YES' />
  4253. </field>
  4254. <field number='548' name='CrossID' type='STRING' />
  4255. <field number='549' name='CrossType' type='INT'>
  4256. <value enum='1' description='CROSSAON' />
  4257. <value enum='2' description='CROSSIOC' />
  4258. <value enum='3' description='CROSSONESIDE' />
  4259. <value enum='4' description='CROSSSAMEPRICE' />
  4260. </field>
  4261. <field number='550' name='CrossPrioritization' type='INT'>
  4262. <value enum='0' description='NONE' />
  4263. <value enum='1' description='BUY_SIDE_PRIORITIZED' />
  4264. <value enum='2' description='SELL_SIDE_PRIORITIZED' />
  4265. </field>
  4266. <field number='551' name='OrigCrossID' type='STRING' />
  4267. <field number='552' name='NoSides' type='NUMINGROUP'>
  4268. <value enum='1' description='ONESIDE' />
  4269. <value enum='2' description='BOTHSIDES' />
  4270. </field>
  4271. <field number='553' name='Username' type='STRING' />
  4272. <field number='554' name='Password' type='STRING' />
  4273. <field number='555' name='NoLegs' type='NUMINGROUP' />
  4274. <field number='556' name='LegCurrency' type='CURRENCY' />
  4275. <field number='557' name='TotNoSecurityTypes' type='INT' />
  4276. <field number='558' name='NoSecurityTypes' type='NUMINGROUP' />
  4277. <field number='559' name='SecurityListRequestType' type='INT'>
  4278. <value enum='0' description='SYMBOL' />
  4279. <value enum='1' description='SECURITYTYPECFICODE' />
  4280. <value enum='2' description='PRODUCT' />
  4281. <value enum='3' description='TRADINGSESSIONID' />
  4282. <value enum='4' description='ALLSECURITIES' />
  4283. <value enum='5' description=' EXCHANGE' />
  4284. </field>
  4285. <field number='560' name='SecurityRequestResult' type='INT'>
  4286. <value enum='0' description='VALIDREQ' />
  4287. <value enum='1' description='INVALIDREQ' />
  4288. <value enum='2' description='NOINSTRUMENTSFOUND' />
  4289. <value enum='3' description='NOTAUTHORIZED' />
  4290. <value enum='4' description='INSTRUMENTUNAVAILABLE' />
  4291. <value enum='5' description='NOTSUPPORTED' />
  4292. </field>
  4293. <field number='561' name='RoundLot' type='QTY' />
  4294. <field number='562' name='MinTradeVol' type='QTY' />
  4295. <field number='563' name='MultiLegRptTypeReq' type='INT'>
  4296. <value enum='0' description='REPORT_BY_MULITLEG_SECURITY_ONLY' />
  4297. <value enum='1' description='REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY' />
  4298. <value enum='2' description='REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY' />
  4299. </field>
  4300. <field number='564' name='LegPositionEffect' type='CHAR' />
  4301. <field number='565' name='LegCoveredOrUncovered' type='INT' />
  4302. <field number='566' name='LegPrice' type='PRICE' />
  4303. <field number='567' name='TradSesStatusRejReason' type='INT'>
  4304. <value enum='1' description='UNKNOWNTRADINGSESSIONID' />
  4305. <value enum='99' description='OTHER' />
  4306. </field>
  4307. <field number='568' name='TradeRequestID' type='STRING' />
  4308. <field number='569' name='TradeRequestType' type='INT'>
  4309. <value enum='0' description='ALLTRADES' />
  4310. <value enum='1' description='MATCHEDTRADES' />
  4311. <value enum='2' description='UNMATCHEDTRADES' />
  4312. <value enum='3' description='UNREPORTEDTRADES' />
  4313. <value enum='4' description='ADVISORIESMATCH' />
  4314. </field>
  4315. <field number='570' name='PreviouslyReported' type='BOOLEAN'>
  4316. <value enum='N' description='NO' />
  4317. <value enum='Y' description='YES' />
  4318. </field>
  4319. <field number='571' name='TradeReportID' type='STRING' />
  4320. <field number='572' name='TradeReportRefID' type='STRING' />
  4321. <field number='573' name='MatchStatus' type='CHAR'>
  4322. <value enum='0' description='COMPMATAFF' />
  4323. <value enum='1' description='UNCOMPUNMATUNAFF' />
  4324. <value enum='2' description='ADVALERT' />
  4325. </field>
  4326. <field number='574' name='MatchType' type='STRING'>
  4327. <value enum='A1' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGESANDEXECUTIONTIME' />
  4328. <value enum='A2' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGES' />
  4329. <value enum='A3' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGESANDEXECUTIONTIME' />
  4330. <value enum='A4' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGES' />
  4331. <value enum='A5' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSEXECUTIONTIME' />
  4332. <value enum='ACTM1' description='NASDAQACTM1MATCH' />
  4333. <value enum='ACTM2' description='NASDAQACTM2MATCH' />
  4334. <value enum='ACTM3' description='NASDAQACTACCEPTEDTRADE' />
  4335. <value enum='ACTM4' description='NASDAQACTDEFAULTTRADE' />
  4336. <value enum='ACTM5' description='NASDAQACTDEFAULTAFTERM2' />
  4337. <value enum='ACTM6' description='NASDAQACTM6MATCH' />
  4338. <value enum='ACTMT' description='NASDAQNONACT' />
  4339. <value enum='AQ' description='COMPAREDRECORDSRESULTINGFROMSTAMPEDADVISORIESORSPECIALISTACCEPTSPAIROFFS' />
  4340. <value enum='M1' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORMINUSBADGESANDTIMES' />
  4341. <value enum='M2' description='SUMMARIZEDMATCHMINUSBADGESANDTIMES' />
  4342. <value enum='MT' description='OCSLOCKEDIN' />
  4343. <value enum='S1' description='SUMMARIZEDMATCHUSINGA1' />
  4344. <value enum='S2' description='SUMMARIZEDMATCHUSINGA2' />
  4345. <value enum='S3' description='SUMMARIZEDMATCHUSINGA3' />
  4346. <value enum='S4' description='SUMMARIZEDMATCHUSINGA4' />
  4347. <value enum='S5' description='SUMMARIZEDMATCHUSINGA5' />
  4348. </field>
  4349. <field number='575' name='OddLot' type='BOOLEAN'>
  4350. <value enum='N' description='NO' />
  4351. <value enum='Y' description='YES' />
  4352. </field>
  4353. <field number='576' name='NoClearingInstructions' type='NUMINGROUP' />
  4354. <field number='577' name='ClearingInstruction' type='INT'>
  4355. <value enum='0' description='PROCESSNORMALLY' />
  4356. <value enum='1' description='EXCLUDEFROMALLNETTING' />
  4357. <value enum='10' description='AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED' />
  4358. <value enum='11' description='QUALIFIEDSERVICEREPRESENTATIVEQSR' />
  4359. <value enum='12' description='CUSTOMERTRADE' />
  4360. <value enum='13' description='SELFCLEARING' />
  4361. <value enum='2' description='BILATERALNETTINGONLY' />
  4362. <value enum='3' description='EXCLEARING' />
  4363. <value enum='4' description='SPECIALTRADE' />
  4364. <value enum='5' description='MULTILATERALNETTING' />
  4365. <value enum='6' description='CLEARAGAINSTCENTRALCOUNTERPARTY' />
  4366. <value enum='7' description='EXCLUDEFROMCENTRALCOUNTERPARTY' />
  4367. <value enum='8' description='MANUALMODEPREPOSTINGANDORPREGIVEUP' />
  4368. <value enum='9' description='AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED' />
  4369. </field>
  4370. <field number='578' name='TradeInputSource' type='STRING' />
  4371. <field number='579' name='TradeInputDevice' type='STRING' />
  4372. <field number='580' name='NoDates' type='INT' />
  4373. <field number='581' name='AccountType' type='INT'>
  4374. <value enum='1' description='ACCOUNTCUSTOMER' />
  4375. <value enum='2' description='ACCOUNTNONCUSTOMER' />
  4376. <value enum='3' description='HOUSETRADER' />
  4377. <value enum='4' description='FLOORTRADER' />
  4378. <value enum='6' description='ACCOUNTNONCUSTOMERCROSS' />
  4379. <value enum='7' description='HOUSETRADERCROSS' />
  4380. <value enum='8' description='JOINTBOACCT' />
  4381. <value enum='300' description='ZJ' />
  4382. <value enum='301' description='GD' />
  4383. </field>
  4384. <field number='582' name='CustOrderCapacity' type='INT'>
  4385. <value enum='1' description='MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT' />
  4386. <value enum='2' description='CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT' />
  4387. <value enum='3' description='MEMBER_TRADING_FOR_ANOTHER_MEMBER' />
  4388. <value enum='4' description='ALL_OTHER' />
  4389. </field>
  4390. <field number='583' name='ClOrdLinkID' type='STRING' />
  4391. <field number='584' name='MassStatusReqID' type='STRING' />
  4392. <field number='585' name='MassStatusReqType' type='INT'>
  4393. <value enum='1' description='STATUSSECURITY' />
  4394. <value enum='2' description='STATUSUNDERLYINGSECURITY' />
  4395. <value enum='3' description='STATUSPRODUCT' />
  4396. <value enum='4' description='STATUSCFICODE' />
  4397. <value enum='5' description='STATUSSECURITYTYPE' />
  4398. <value enum='6' description='STATUSTRDSESSION' />
  4399. <value enum='7' description='STATUSALLORDERS' />
  4400. <value enum='8' description='STATUSPARTYID' />
  4401. </field>
  4402. <field number='586' name='OrigOrdModTime' type='UTCTIMESTAMP' />
  4403. <field number='587' name='LegSettlType' type='CHAR' />
  4404. <field number='588' name='LegSettlDate' type='LOCALMKTDATE' />
  4405. <field number='589' name='DayBookingInst' type='CHAR'>
  4406. <value enum='0' description='CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO' />
  4407. <value enum='1' description='SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST' />
  4408. <value enum='2' description='ACCUMULATE' />
  4409. </field>
  4410. <field number='590' name='BookingUnit' type='CHAR'>
  4411. <value enum='0' description='EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT' />
  4412. <value enum='1' description='AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER' />
  4413. <value enum='2' description='AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE' />
  4414. </field>
  4415. <field number='591' name='PreallocMethod' type='CHAR'>
  4416. <value enum='0' description='PRORATA' />
  4417. <value enum='1' description='DO_NOT_PRORATA_DISCUSS_FIRST' />
  4418. </field>
  4419. <field number='592' name='UnderlyingCountryOfIssue' type='COUNTRY' />
  4420. <field number='593' name='UnderlyingStateOrProvinceOfIssue' type='STRING' />
  4421. <field number='594' name='UnderlyingLocaleOfIssue' type='STRING' />
  4422. <field number='595' name='UnderlyingInstrRegistry' type='STRING' />
  4423. <field number='596' name='LegCountryOfIssue' type='COUNTRY' />
  4424. <field number='597' name='LegStateOrProvinceOfIssue' type='STRING' />
  4425. <field number='598' name='LegLocaleOfIssue' type='STRING' />
  4426. <field number='599' name='LegInstrRegistry' type='STRING' />
  4427. <field number='600' name='LegSymbol' type='STRING' />
  4428. <field number='601' name='LegSymbolSfx' type='STRING' />
  4429. <field number='602' name='LegSecurityID' type='STRING' />
  4430. <field number='603' name='LegSecurityIDSource' type='STRING' />
  4431. <field number='604' name='NoLegSecurityAltID' type='STRING' />
  4432. <field number='605' name='LegSecurityAltID' type='STRING' />
  4433. <field number='606' name='LegSecurityAltIDSource' type='STRING' />
  4434. <field number='607' name='LegProduct' type='INT' />
  4435. <field number='608' name='LegCFICode' type='STRING' />
  4436. <field number='609' name='LegSecurityType' type='STRING' />
  4437. <field number='610' name='LegMaturityMonthYear' type='MONTHYEAR' />
  4438. <field number='611' name='LegMaturityDate' type='LOCALMKTDATE' />
  4439. <field number='612' name='LegStrikePrice' type='PRICE' />
  4440. <field number='613' name='LegOptAttribute' type='CHAR' />
  4441. <field number='614' name='LegContractMultiplier' type='FLOAT' />
  4442. <field number='615' name='LegCouponRate' type='PERCENTAGE' />
  4443. <field number='616' name='LegSecurityExchange' type='EXCHANGE' />
  4444. <field number='617' name='LegIssuer' type='STRING' />
  4445. <field number='618' name='EncodedLegIssuerLen' type='LENGTH' />
  4446. <field number='619' name='EncodedLegIssuer' type='DATA' />
  4447. <field number='620' name='LegSecurityDesc' type='STRING' />
  4448. <field number='621' name='EncodedLegSecurityDescLen' type='LENGTH' />
  4449. <field number='622' name='EncodedLegSecurityDesc' type='DATA' />
  4450. <field number='623' name='LegRatioQty' type='FLOAT' />
  4451. <field number='624' name='LegSide' type='CHAR' />
  4452. <field number='625' name='TradingSessionSubID' type='STRING' />
  4453. <field number='626' name='AllocType' type='INT'>
  4454. <value enum='1' description='BUYSIDECALC' />
  4455. <value enum='2' description='BUYSIDEPRELIM' />
  4456. <value enum='3' description='SELLSIDECALC' />
  4457. <value enum='4' description='SELLSIDECALCWITHOUTPRELIM' />
  4458. <value enum='5' description='BUYSIDEREADYTOBOOKSINGLE' />
  4459. <value enum='6' description='BUYSIDEREADYTOBOOKCOMBINED' />
  4460. <value enum='7' description='WAREHOUSEINSTRUCTION' />
  4461. <value enum='8' description='REQUESTTOINTERMEDIARY' />
  4462. </field>
  4463. <field number='627' name='NoHops' type='NUMINGROUP' />
  4464. <field number='628' name='HopCompID' type='STRING' />
  4465. <field number='629' name='HopSendingTime' type='UTCTIMESTAMP' />
  4466. <field number='630' name='HopRefID' type='SEQNUM' />
  4467. <field number='631' name='MidPx' type='PRICE' />
  4468. <field number='632' name='BidYield' type='PERCENTAGE' />
  4469. <field number='633' name='MidYield' type='PERCENTAGE' />
  4470. <field number='634' name='OfferYield' type='PERCENTAGE' />
  4471. <field number='635' name='ClearingFeeIndicator' type='STRING'>
  4472. <value enum='1' description='1STYEARDELEGATE' />
  4473. <value enum='2' description='2NDYEARDELEGATE' />
  4474. <value enum='3' description='3RDYEARDELEGATE' />
  4475. <value enum='4' description='4THYEARDELEGATE' />
  4476. <value enum='5' description='5THYEARDELEGATE' />
  4477. <value enum='9' description='6THYEARDELEGATE' />
  4478. <value enum='B' description='CBOEMEMBER' />
  4479. <value enum='C' description='NONMEMBERCUSTOMER' />
  4480. <value enum='E' description='EQUITYCLEARINGMEMBER' />
  4481. <value enum='F' description='FULLASSOCIATEMEMBER' />
  4482. <value enum='H' description='106H106J' />
  4483. <value enum='I' description='GIMIDEMCOMMEMBERSHIP' />
  4484. <value enum='L' description='LESSEE106F' />
  4485. <value enum='M' description='ALLOTHERS' />
  4486. </field>
  4487. <field number='636' name='WorkingIndicator' type='BOOLEAN'>
  4488. <value enum='N' description='NO' />
  4489. <value enum='Y' description='YES' />
  4490. </field>
  4491. <field number='637' name='LegLastPx' type='PRICE' />
  4492. <field number='638' name='PriorityIndicator' type='INT'>
  4493. <value enum='0' description='PRIORITYUNCHANGED' />
  4494. <value enum='1' description='LOSTPRIORITY' />
  4495. </field>
  4496. <field number='639' name='PriceImprovement' type='PRICEOFFSET' />
  4497. <field number='640' name='Price2' type='PRICE' />
  4498. <field number='641' name='LastForwardPoints2' type='PRICEOFFSET' />
  4499. <field number='642' name='BidForwardPoints2' type='PRICEOFFSET' />
  4500. <field number='643' name='OfferForwardPoints2' type='PRICEOFFSET' />
  4501. <field number='644' name='RFQReqID' type='STRING' />
  4502. <field number='645' name='MktBidPx' type='PRICE' />
  4503. <field number='646' name='MktOfferPx' type='PRICE' />
  4504. <field number='647' name='MinBidSize' type='QTY' />
  4505. <field number='648' name='MinOfferSize' type='QTY' />
  4506. <field number='649' name='QuoteStatusReqID' type='STRING' />
  4507. <field number='650' name='LegalConfirm' type='BOOLEAN'>
  4508. <value enum='N' description='NO' />
  4509. <value enum='Y' description='YES' />
  4510. </field>
  4511. <field number='651' name='UnderlyingLastPx' type='PRICE' />
  4512. <field number='652' name='UnderlyingLastQty' type='QTY' />
  4513. <field number='653' name='SecDefStatus' type='INT'>
  4514. <value enum='0' description='PENDINGAPPROVAL' />
  4515. <value enum='1' description='APPROVEDACCEPTED' />
  4516. <value enum='2' description='REJECTED' />
  4517. <value enum='3' description='UNAUTHORIZEDREQUEST' />
  4518. <value enum='4' description='INVALIDDEFINITIONREQUEST' />
  4519. </field>
  4520. <field number='654' name='LegRefID' type='STRING' />
  4521. <field number='655' name='ContraLegRefID' type='STRING' />
  4522. <field number='656' name='SettlCurrBidFxRate' type='FLOAT' />
  4523. <field number='657' name='SettlCurrOfferFxRate' type='FLOAT' />
  4524. <field number='658' name='QuoteRequestRejectReason' type='INT'>
  4525. <value enum='1' description='UNKNOWNSYM' />
  4526. <value enum='10' description='PASS' />
  4527. <value enum='2' description='EXCHANGECLOSED' />
  4528. <value enum='3' description='QUOTEREQUESTEXLIMIT' />
  4529. <value enum='4' description='TOOLATE' />
  4530. <value enum='5' description='INVPRICE' />
  4531. <value enum='6' description='NOTAUTHTOREQQUOTE' />
  4532. <value enum='7' description='NOMATCHFORINQUIRY' />
  4533. <value enum='8' description='NOMARKETFORINSTRUMENT' />
  4534. <value enum='9' description='NOINVENTORY' />
  4535. <value enum='99' description='OTHER' />
  4536. </field>
  4537. <field number='659' name='SideComplianceID' type='STRING' />
  4538. <field number='660' name='AcctIDSource' type='INT'>
  4539. <value enum='1' description='BIC' />
  4540. <value enum='2' description='SIDCODE' />
  4541. <value enum='3' description='TFMGSPTA' />
  4542. <value enum='4' description='OMGEOALERTID' />
  4543. <value enum='5' description='DTCCCODE' />
  4544. <value enum='99' description='OTHER' />
  4545. </field>
  4546. <field number='661' name='AllocAcctIDSource' type='INT' />
  4547. <field number='662' name='BenchmarkPrice' type='PRICE' />
  4548. <field number='663' name='BenchmarkPriceType' type='INT' />
  4549. <field number='664' name='ConfirmID' type='STRING' />
  4550. <field number='665' name='ConfirmStatus' type='INT'>
  4551. <value enum='1' description='RECEIVED' />
  4552. <value enum='2' description='MISMATCHEDACCOUNT' />
  4553. <value enum='3' description='MISSINGSETTLEMENTINSTRUCTIONS' />
  4554. <value enum='4' description='CONFIRMED' />
  4555. <value enum='5' description='REQUESTREJECTED' />
  4556. </field>
  4557. <field number='666' name='ConfirmTransType' type='INT'>
  4558. <value enum='0' description='NEW' />
  4559. <value enum='1' description='REPLACE' />
  4560. <value enum='2' description='CANCEL' />
  4561. </field>
  4562. <field number='667' name='ContractSettlMonth' type='MONTHYEAR' />
  4563. <field number='668' name='DeliveryForm' type='INT'>
  4564. <value enum='1' description='BOOKENTRY' />
  4565. <value enum='2' description='BEARER' />
  4566. </field>
  4567. <field number='669' name='LastParPx' type='PRICE' />
  4568. <field number='670' name='NoLegAllocs' type='NUMINGROUP' />
  4569. <field number='671' name='LegAllocAccount' type='STRING' />
  4570. <field number='672' name='LegIndividualAllocID' type='STRING' />
  4571. <field number='673' name='LegAllocQty' type='QTY' />
  4572. <field number='674' name='LegAllocAcctIDSource' type='STRING' />
  4573. <field number='675' name='LegSettlCurrency' type='CURRENCY' />
  4574. <field number='676' name='LegBenchmarkCurveCurrency' type='CURRENCY' />
  4575. <field number='677' name='LegBenchmarkCurveName' type='STRING' />
  4576. <field number='678' name='LegBenchmarkCurvePoint' type='STRING' />
  4577. <field number='679' name='LegBenchmarkPrice' type='PRICE' />
  4578. <field number='680' name='LegBenchmarkPriceType' type='INT' />
  4579. <field number='681' name='LegBidPx' type='PRICE' />
  4580. <field number='682' name='LegIOIQty' type='STRING' />
  4581. <field number='683' name='NoLegStipulations' type='NUMINGROUP' />
  4582. <field number='684' name='LegOfferPx' type='PRICE' />
  4583. <field number='685' name='LegOrderQty' type='QTY' />
  4584. <field number='686' name='LegPriceType' type='INT' />
  4585. <field number='687' name='LegQty' type='QTY' />
  4586. <field number='688' name='LegStipulationType' type='STRING' />
  4587. <field number='689' name='LegStipulationValue' type='STRING' />
  4588. <field number='690' name='LegSwapType' type='INT'>
  4589. <value enum='1' description='PARFORPAR' />
  4590. <value enum='2' description='MODIFIEDDURATION' />
  4591. <value enum='4' description='RISK' />
  4592. <value enum='5' description='PROCEEDS' />
  4593. </field>
  4594. <field number='691' name='Pool' type='STRING' />
  4595. <field number='692' name='QuotePriceType' type='INT'>
  4596. <value enum='1' description='PERCENT' />
  4597. <value enum='10' description='YIELD' />
  4598. <value enum='2' description='PERSHARE' />
  4599. <value enum='3' description='FIXEDAMOUNT' />
  4600. <value enum='4' description='DISCOUNT' />
  4601. <value enum='5' description='PREMIUM' />
  4602. <value enum='6' description='BASISPOINTSRELATIVETOBENCHMARK' />
  4603. <value enum='7' description='TEDPRICE' />
  4604. <value enum='8' description='TEDYIELD' />
  4605. <value enum='9' description='YIELDSPREADSWAPS' />
  4606. </field>
  4607. <field number='693' name='QuoteRespID' type='STRING' />
  4608. <field number='694' name='QuoteRespType' type='INT'>
  4609. <value enum='1' description='HITLIFT' />
  4610. <value enum='2' description='COUNTER' />
  4611. <value enum='3' description='EXPIRED' />
  4612. <value enum='4' description='COVER' />
  4613. <value enum='5' description='DONEAWAY' />
  4614. <value enum='6' description='PASS' />
  4615. </field>
  4616. <field number='695' name='QuoteQualifier' type='CHAR' />
  4617. <field number='696' name='YieldRedemptionDate' type='LOCALMKTDATE' />
  4618. <field number='697' name='YieldRedemptionPrice' type='PRICE' />
  4619. <field number='698' name='YieldRedemptionPriceType' type='INT' />
  4620. <field number='699' name='BenchmarkSecurityID' type='STRING' />
  4621. <field number='700' name='ReversalIndicator' type='BOOLEAN' />
  4622. <field number='701' name='YieldCalcDate' type='LOCALMKTDATE' />
  4623. <field number='702' name='NoPositions' type='NUMINGROUP' />
  4624. <field number='703' name='PosType' type='STRING'>
  4625. <value enum='ALC' description='ALLOCATIONTRADEQTY' />
  4626. <value enum='AS' description='OPTIONASSIGNMENT' />
  4627. <value enum='ASF' description='ASOFTRADEQTY' />
  4628. <value enum='DLV' description='DELIVERYQTY' />
  4629. <value enum='ETR' description='ELECTRONICTRADEQTY' />
  4630. <value enum='EX' description='OPTIONEXERCISEQTY' />
  4631. <value enum='FIN' description='ENDOFDAYQTY' />
  4632. <value enum='IAS' description='INTRASPREADQTY' />
  4633. <value enum='IES' description='INTERSPREADQTY' />
  4634. <value enum='PA' description='ADJUSTMENTQTY' />
  4635. <value enum='PIT' description='PITTRADEQTY' />
  4636. <value enum='SOD' description='STARTOFDAYQTY' />
  4637. <value enum='SPL' description='INTEGRALSPLIT' />
  4638. <value enum='TA' description='TRANSACTIONFROMASSIGNMENT' />
  4639. <value enum='TOT' description='TOTALTRANSACTIONQTY' />
  4640. <value enum='TQ' description='TRANSACTIONQUANTITY' />
  4641. <value enum='TRF' description='TRANSFERTRADEQTY' />
  4642. <value enum='TX' description='TRANSACTIONFROMEXERCISE' />
  4643. <value enum='XM' description='CROSSMARGINQTY' />
  4644. </field>
  4645. <field number='704' name='LongQty' type='QTY' />
  4646. <field number='705' name='ShortQty' type='QTY' />
  4647. <field number='706' name='PosQtyStatus' type='INT'>
  4648. <value enum='0' description='SUBMITTED' />
  4649. <value enum='1' description='ACCEPTED' />
  4650. <value enum='2' description='REJECTED' />
  4651. </field>
  4652. <field number='707' name='PosAmtType' type='STRING'>
  4653. <value enum='CASH' description='CASHAMOUNTCORPORATEEVENT' />
  4654. <value enum='CRES' description='CASHRESIDUALAMOUNT' />
  4655. <value enum='FMTM' description='FINALMARKTOMARKETAMOUNT' />
  4656. <value enum='IMTM' description='INCREMENTALMARKTOMARKETAMOUNT' />
  4657. <value enum='PREM' description='PREMIUMAMOUNT' />
  4658. <value enum='SMTM' description='STARTOFDAYMARKTOMARKETAMOUNT' />
  4659. <value enum='TVAR' description='TRADEVARIATIONAMOUNT' />
  4660. <value enum='VADJ' description='VALUEADJUSTEDAMOUNT' />
  4661. <value enum='FF' description='FaShengJinE' />
  4662. <value enum='FB' description='ZiJinYuE' />
  4663. <value enum='OB' description='ZiJinYuEs' />
  4664. <value enum='AOB' description='ZiJinYuEq' />
  4665. <value enum='FE' description='FE' />
  4666. <value enum='FT' description='FT' />
  4667. <value enum='FINR' description='FINR' />
  4668. <value enum='FINFR' description='FINFR' />
  4669. <value enum='SLOR' description='SLOR' />
  4670. <value enum='SLOFR' description='SLOFR' />
  4671. <value enum='AP' description='AP' />
  4672. </field>
  4673. <field number='708' name='PosAmt' type='AMT' />
  4674. <field number='709' name='PosTransType' type='INT'>
  4675. <value enum='1' description='EXERCISE' />
  4676. <value enum='2' description='DONOTEXERCISE' />
  4677. <value enum='3' description='POSITIONADJUSTMENT' />
  4678. <value enum='4' description='POSITIONCHANGESUBMISSIONMARGINDISPOSITION' />
  4679. <value enum='5' description='PLEDGE' />
  4680. <value enum='7' description='YH2ZQ' />
  4681. <value enum='8' description='ZQ2YH' />
  4682. <value enum='100' description='YH2ZQ' />
  4683. <value enum='101' description='ZQ2YH' />
  4684. <value enum='200' description='XJHK' />
  4685. <value enum='201' description='XQHQ' />
  4686. <value enum='102' description='XQHQ' />
  4687. <value enum='210' description='210' />
  4688. <value enum='300' description='fund_stransfer_VIP2guitai' />
  4689. <value enum='301' description='fund_stransfer' />
  4690. <value enum='302' description='stock_stransfer_VIP2guitai' />
  4691. <value enum='303' description='stock_stransfer' />
  4692. </field>
  4693. <field number='710' name='PosReqID' type='STRING' />
  4694. <field number='711' name='NoUnderlyings' type='NUMINGROUP' />
  4695. <field number='712' name='PosMaintAction' type='INT'>
  4696. <value enum='1' description='NEW' />
  4697. <value enum='2' description='REPLACE' />
  4698. <value enum='3' description='CANCEL' />
  4699. </field>
  4700. <field number='713' name='OrigPosReqRefID' type='STRING' />
  4701. <field number='714' name='PosMaintRptRefID' type='STRING' />
  4702. <field number='715' name='ClearingBusinessDate' type='LOCALMKTDATE' />
  4703. <field number='716' name='SettlSessID' type='STRING' />
  4704. <field number='717' name='SettlSessSubID' type='STRING' />
  4705. <field number='718' name='AdjustmentType' type='INT'>
  4706. <value enum='0' description='PROCESSREQUESTASMARGINDISPOSITION' />
  4707. <value enum='1' description='DELTAPLUS' />
  4708. <value enum='2' description='DELTAMINUS' />
  4709. <value enum='3' description='FINAL' />
  4710. </field>
  4711. <field number='719' name='ContraryInstructionIndicator' type='BOOLEAN' />
  4712. <field number='720' name='PriorSpreadIndicator' type='BOOLEAN' />
  4713. <field number='721' name='PosMaintRptID' type='STRING' />
  4714. <field number='722' name='PosMaintStatus' type='INT'>
  4715. <value enum='0' description='ACCEPTED' />
  4716. <value enum='1' description='ACCEPTEDWITHWARNINGS' />
  4717. <value enum='2' description='REJECTED' />
  4718. <value enum='3' description='COMPLETED' />
  4719. <value enum='4' description='COMPLETEDWITHWARNINGS' />
  4720. </field>
  4721. <field number='723' name='PosMaintResult' type='INT'>
  4722. <value enum='0' description='SUCCESSFULCOMPLETION' />
  4723. <value enum='1' description='REJECTED' />
  4724. <value enum='99' description='OTHER' />
  4725. </field>
  4726. <field number='724' name='PosReqType' type='INT'>
  4727. <value enum='0' description='gf' />
  4728. <value enum='1' description='TRADES' />
  4729. <value enum='2' description='EXERCISES' />
  4730. <value enum='3' description='ASSIGNMENTS' />
  4731. <!--value enum='5' description='bank' />
  4732. <value enum='7' description='YZZZ' /-->
  4733. <value enum='9' description='zj' />
  4734. <value enum='100' description='yzzz' />
  4735. <value enum='103' description='zjls' />
  4736. <value enum='104' description='xyzc' />
  4737. <value enum='105' description='xyhy' />
  4738. <value enum='106' description='bdzq' />
  4739. <value enum='200' description='zrt1' />
  4740. <value enum='201' description='zrt2' />
  4741. <value enum='203' description='zrt3' />
  4742. <value enum='204' description='zrt4' />
  4743. <!--value enum='13' description='yhye' />
  4744. <value enum='12' description='xyzc' /-->
  4745. <!--value enum='200' description='xyzc' />
  4746. <value enum='201' description='xyzc' />
  4747. <value enum='100' description='xyzc' />
  4748. <value enum='101' description='xyzc' />
  4749. <value enum='103' description='xyzc' />
  4750. <value enum='104' description='XYZC' />
  4751. <value enum='105' description='HYCX' /-->
  4752. </field>
  4753. <field number='725' name='ResponseTransportType' type='INT'>
  4754. <value enum='0' description='INBAND' />
  4755. <value enum='1' description='OUTOFBAND' />
  4756. </field>
  4757. <field number='726' name='ResponseDestination' type='STRING' />
  4758. <field number='727' name='TotalNumPosReports' type='INT' />
  4759. <field number='728' name='PosReqResult' type='INT'>
  4760. <value enum='0' description='VALIDREQUEST' />
  4761. <value enum='1' description='INVALIDORUNSUPPORTEDREQUEST' />
  4762. <value enum='2' description='NOPOSITIONSFOUNDTHATMATCHCRITERIA' />
  4763. <value enum='3' description='NOTAUTHORIZEDTOREQUESTPOSITIONS' />
  4764. <value enum='4' description='REQUESTFORPOSITIONNOTSUPPORTED' />
  4765. <value enum='99' description='OTHER' />
  4766. </field>
  4767. <field number='729' name='PosReqStatus' type='INT'>
  4768. <value enum='0' description='COMPLETED' />
  4769. <value enum='1' description='COMPLETEDWITHWARNINGS' />
  4770. <value enum='2' description='REJECTED' />
  4771. <value enum='101' description='WeiBao' />
  4772. <value enum='102' description='YiBao' />
  4773. </field>
  4774. <field number='730' name='SettlPrice' type='PRICE' />
  4775. <field number='731' name='SettlPriceType' type='INT'>
  4776. <value enum='1' description='FINAL' />
  4777. <value enum='2' description='THEORETICAL' />
  4778. </field>
  4779. <field number='732' name='UnderlyingSettlPrice' type='PRICE' />
  4780. <field number='733' name='UnderlyingSettlPriceType' type='INT' />
  4781. <field number='734' name='PriorSettlPrice' type='PRICE' />
  4782. <field number='735' name='NoQuoteQualifiers' type='NUMINGROUP' />
  4783. <field number='736' name='AllocSettlCurrency' type='CURRENCY' />
  4784. <field number='737' name='AllocSettlCurrAmt' type='AMT' />
  4785. <field number='738' name='InterestAtMaturity' type='AMT' />
  4786. <field number='739' name='LegDatedDate' type='LOCALMKTDATE' />
  4787. <field number='740' name='LegPool' type='STRING' />
  4788. <field number='741' name='AllocInterestAtMaturity' type='AMT' />
  4789. <field number='742' name='AllocAccruedInterestAmt' type='AMT' />
  4790. <field number='743' name='DeliveryDate' type='LOCALMKTDATE' />
  4791. <field number='744' name='AssignmentMethod' type='CHAR'>
  4792. <value enum='P' description='PRORATA' />
  4793. <value enum='R' description='RANDOM' />
  4794. </field>
  4795. <field number='745' name='AssignmentUnit' type='QTY' />
  4796. <field number='746' name='OpenInterest' type='AMT' />
  4797. <field number='747' name='ExerciseMethod' type='CHAR'>
  4798. <value enum='A' description='AUTOMATIC' />
  4799. <value enum='M' description='MANUAL' />
  4800. </field>
  4801. <field number='748' name='TotNumTradeReports' type='INT' />
  4802. <field number='749' name='TradeRequestResult' type='INT'>
  4803. <value enum='0' description='SUCCESSFUL' />
  4804. <value enum='1' description='INVALIDORUNKNOWNINSTRUMENT' />
  4805. <value enum='2' description='INVALIDTYPEOFTRADEREQUESTED' />
  4806. <value enum='3' description='INVALIDPARTIES' />
  4807. <value enum='4' description='INVALIDTRANSPORTTYPEREQUESTED' />
  4808. <value enum='5' description='INVALIDDESTINATIONREQUESTED' />
  4809. <value enum='8' description='TRADEREQUESTTYPENOTSUPPORTED' />
  4810. <value enum='9' description='UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST' />
  4811. <value enum='99' description='OTHER' />
  4812. </field>
  4813. <field number='750' name='TradeRequestStatus' type='INT'>
  4814. <value enum='0' description='ACCEPTED' />
  4815. <value enum='1' description='COMPLETED' />
  4816. <value enum='2' description='REJECTED' />
  4817. </field>
  4818. <field number='751' name='TradeReportRejectReason' type='INT'>
  4819. <value enum='0' description='SUCCESSFULDEFAULT' />
  4820. <value enum='1' description='INVALIDPARTYINFORMATION' />
  4821. <value enum='2' description='UNKNOWNINSTRUMENT' />
  4822. <value enum='3' description='UNAUTHORIZEDTOREPORTTRADES' />
  4823. <value enum='4' description='INVALIDTRADETYPE' />
  4824. <value enum='99' description='OTHER' />
  4825. </field>
  4826. <field number='752' name='SideMultiLegReportingType' type='INT'>
  4827. <value enum='1' description='SINGLESECURITY' />
  4828. <value enum='2' description='INDIVIDUALLEGOFAMULTILEGSECURITY' />
  4829. <value enum='3' description='MULTILEGSECURITY' />
  4830. </field>
  4831. <field number='753' name='NoPosAmt' type='NUMINGROUP' />
  4832. <field number='754' name='AutoAcceptIndicator' type='BOOLEAN' />
  4833. <field number='755' name='AllocReportID' type='STRING' />
  4834. <field number='756' name='NoNested2PartyIDs' type='NUMINGROUP' />
  4835. <field number='757' name='Nested2PartyID' type='STRING' />
  4836. <field number='758' name='Nested2PartyIDSource' type='CHAR' />
  4837. <field number='759' name='Nested2PartyRole' type='INT' />
  4838. <field number='760' name='Nested2PartySubID' type='STRING' />
  4839. <field number='761' name='BenchmarkSecurityIDSource' type='STRING' />
  4840. <field number='762' name='SecuritySubType' type='STRING' />
  4841. <field number='763' name='UnderlyingSecuritySubType' type='STRING' />
  4842. <field number='764' name='LegSecuritySubType' type='STRING' />
  4843. <field number='765' name='AllowableOneSidednessPct' type='PERCENTAGE' />
  4844. <field number='766' name='AllowableOneSidednessValue' type='AMT' />
  4845. <field number='767' name='AllowableOneSidednessCurr' type='CURRENCY' />
  4846. <field number='768' name='NoTrdRegTimestamps' type='NUMINGROUP' />
  4847. <field number='769' name='TrdRegTimestamp' type='UTCTIMESTAMP' />
  4848. <field number='770' name='TrdRegTimestampType' type='INT'>
  4849. <value enum='1' description='EXECUTIONTIME' />
  4850. <value enum='2' description='TIMEIN' />
  4851. <value enum='3' description='TIMEOUT' />
  4852. <value enum='4' description='BROKERRECEIPT' />
  4853. <value enum='5' description='BROKEREXECUTION' />
  4854. </field>
  4855. <field number='771' name='TrdRegTimestampOrigin' type='STRING' />
  4856. <field number='772' name='ConfirmRefID' type='STRING' />
  4857. <field number='773' name='ConfirmType' type='INT'>
  4858. <value enum='1' description='STATUS' />
  4859. <value enum='2' description='CONFIRMATION' />
  4860. <value enum='3' description='CONFIRMATIONREQUESTREJECTED' />
  4861. </field>
  4862. <field number='774' name='ConfirmRejReason' type='INT'>
  4863. <value enum='1' description='MISMATCHEDACCOUNT' />
  4864. <value enum='2' description='MISSINGSETTLEMENTINSTRUCTIONS' />
  4865. <value enum='99' description='OTHER' />
  4866. </field>
  4867. <field number='775' name='BookingType' type='INT'>
  4868. <value enum='0' description='REGULARBOOKING' />
  4869. <value enum='1' description='CFDCONTRACTFORDIFFERENCE' />
  4870. <value enum='2' description='TOTALRETURNSWAP' />
  4871. </field>
  4872. <field number='776' name='IndividualAllocRejCode' type='INT' />
  4873. <field number='777' name='SettlInstMsgID' type='STRING' />
  4874. <field number='778' name='NoSettlInst' type='NUMINGROUP' />
  4875. <field number='779' name='LastUpdateTime' type='UTCTIMESTAMP' />
  4876. <field number='780' name='AllocSettlInstType' type='INT'>
  4877. <value enum='0' description='USEDEFAULTINSTRUCTIONS' />
  4878. <value enum='1' description='DERIVEFROMPARAMETERSPROVIDED' />
  4879. <value enum='2' description='FULLDETAILSPROVIDED' />
  4880. <value enum='3' description='SSIDBIDSPROVIDED' />
  4881. <value enum='4' description='PHONEFORINSTRUCTIONS' />
  4882. </field>
  4883. <field number='781' name='NoSettlPartyIDs' type='NUMINGROUP' />
  4884. <field number='782' name='SettlPartyID' type='STRING' />
  4885. <field number='783' name='SettlPartyIDSource' type='CHAR' />
  4886. <field number='784' name='SettlPartyRole' type='INT' />
  4887. <field number='785' name='SettlPartySubID' type='STRING' />
  4888. <field number='786' name='SettlPartySubIDType' type='INT' />
  4889. <field number='787' name='DlvyInstType' type='CHAR'>
  4890. <value enum='C' description='CASH' />
  4891. <value enum='S' description='SECURITIES' />
  4892. </field>
  4893. <field number='788' name='TerminationType' type='INT'>
  4894. <value enum='1' description='OVERNIGHT' />
  4895. <value enum='2' description='TERM' />
  4896. <value enum='3' description='FLEXIBLE' />
  4897. <value enum='4' description='OPEN' />
  4898. </field>
  4899. <field number='789' name='NextExpectedMsgSeqNum' type='SEQNUM' />
  4900. <field number='790' name='OrdStatusReqID' type='STRING' />
  4901. <field number='791' name='SettlInstReqID' type='STRING' />
  4902. <field number='792' name='SettlInstReqRejCode' type='INT'>
  4903. <value enum='0' description='UNABLETOPROCESSREQUEST' />
  4904. <value enum='1' description='UNKNOWNACCOUNT' />
  4905. <value enum='2' description='NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND' />
  4906. <value enum='99' description='OTHER' />
  4907. </field>
  4908. <field number='793' name='SecondaryAllocID' type='STRING' />
  4909. <field number='794' name='AllocReportType' type='INT'>
  4910. <value enum='3' description='SELLSIDECALCULATEDUSINGPRELIMINARY' />
  4911. <value enum='4' description='SELLSIDECALCULATEDWITHOUTPRELIMINARY' />
  4912. <value enum='5' description='WAREHOUSERECAP' />
  4913. <value enum='8' description='REQUESTTOINTERMEDIARY' />
  4914. </field>
  4915. <field number='795' name='AllocReportRefID' type='STRING' />
  4916. <field number='796' name='AllocCancReplaceReason' type='INT'>
  4917. <value enum='1' description='ORIGINALDETAILSINCORRECT' />
  4918. <value enum='2' description='CHANGEINUNDERLYINGORDERDETAILS' />
  4919. <value enum='99' description='OTHER' />
  4920. </field>
  4921. <field number='797' name='CopyMsgIndicator' type='BOOLEAN' />
  4922. <field number='798' name='AllocAccountType' type='INT'>
  4923. <value enum='1' description='ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS' />
  4924. <value enum='2' description='ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS' />
  4925. <value enum='3' description='HOUSETRADER' />
  4926. <value enum='4' description='FLOORTRADER' />
  4927. <value enum='6' description='ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED' />
  4928. <value enum='7' description='ACCOUNTISHOUSETRADERANDISCROSSMARGINED' />
  4929. <value enum='8' description='JBO' />
  4930. </field>
  4931. <field number='799' name='OrderAvgPx' type='PRICE' />
  4932. <field number='800' name='OrderBookingQty' type='QTY' />
  4933. <field number='801' name='NoSettlPartySubIDs' type='NUMINGROUP' />
  4934. <field number='802' name='NoPartySubIDs' type='NUMINGROUP' />
  4935. <field number='803' name='PartySubIDType' type='INT'>
  4936. <value enum='1' description='FIRM' />
  4937. <value enum='10' description='SECURITIESACCOUNTNUMBER' />
  4938. <value enum='11' description='REGISTRATIONNUMBER' />
  4939. <value enum='12' description='REGISTEREDADDRESS_12' />
  4940. <value enum='13' description='REGULATORYSTATUS' />
  4941. <value enum='14' description='REGISTRATIONNAME' />
  4942. <value enum='15' description='CASHACCOUNT' />
  4943. <value enum='16' description='BIC' />
  4944. <value enum='17' description='CSDPARTICIPANTMEMBERCODE' />
  4945. <value enum='18' description='REGISTEREDADDRESS_18' />
  4946. <value enum='19' description='FUNDACCOUNTNAME' />
  4947. <value enum='2' description='PERSON' />
  4948. <value enum='20' description='TELEXNUMBER' />
  4949. <value enum='21' description='FAXNUMBER' />
  4950. <value enum='22' description='SECURITIESACCOUNTNAME' />
  4951. <value enum='23' description='CASHACCOUNTNAME' />
  4952. <value enum='24' description='DEPARTMENT' />
  4953. <value enum='25' description='LOCATIONDESK' />
  4954. <value enum='26' description='POSITIONACCOUNTTYPE' />
  4955. <value enum='3' description='SYSTEM' />
  4956. <value enum='4' description='APPLICATION' />
  4957. <value enum='4000' description='RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES' />
  4958. <value enum='5' description='FULLLEGALNAMEOFFIRM' />
  4959. <value enum='6' description='POSTALADDRESS' />
  4960. <value enum='7' description='PHONENUMBER' />
  4961. <value enum='8' description='EMAILADDRESS' />
  4962. <value enum='9' description='CONTACTNAME' />
  4963. </field>
  4964. <field number='804' name='NoNestedPartySubIDs' type='NUMINGROUP' />
  4965. <field number='805' name='NestedPartySubIDType' type='INT' />
  4966. <field number='806' name='NoNested2PartySubIDs' type='NUMINGROUP' />
  4967. <field number='807' name='Nested2PartySubIDType' type='INT' />
  4968. <field number='808' name='AllocIntermedReqType' type='INT'>
  4969. <value enum='1' description='PENDINGACCEPT' />
  4970. <value enum='2' description='PENDINGRELEASE' />
  4971. <value enum='3' description='PENDINGREVERSAL' />
  4972. <value enum='4' description='ACCEPT' />
  4973. <value enum='5' description='BLOCKLEVELREJECT' />
  4974. <value enum='6' description='ACCOUNTLEVELREJECT' />
  4975. </field>
  4976. <field number='810' name='UnderlyingPx' type='PRICE' />
  4977. <field number='811' name='PriceDelta' type='FLOAT' />
  4978. <field number='812' name='ApplQueueMax' type='INT' />
  4979. <field number='813' name='ApplQueueDepth' type='INT' />
  4980. <field number='814' name='ApplQueueResolution' type='INT'>
  4981. <value enum='0' description='NOACTIONTAKEN' />
  4982. <value enum='1' description='QUEUEFLUSHED' />
  4983. <value enum='2' description='OVERLAYLAST' />
  4984. <value enum='3' description='ENDSESSION' />
  4985. </field>
  4986. <field number='815' name='ApplQueueAction' type='INT'>
  4987. <value enum='0' description='NOACTIONTAKEN' />
  4988. <value enum='1' description='QUEUEFLUSHED' />
  4989. <value enum='2' description='OVERLAYLAST' />
  4990. <value enum='3' description='ENDSESSION' />
  4991. </field>
  4992. <field number='816' name='NoAltMDSource' type='NUMINGROUP' />
  4993. <field number='817' name='AltMDSourceID' type='STRING' />
  4994. <field number='818' name='SecondaryTradeReportID' type='STRING' />
  4995. <field number='819' name='AvgPxIndicator' type='INT'>
  4996. <value enum='0' description='NOAVERAGEPRICING' />
  4997. <value enum='1' description='TRADEAVERAGEPRICEGROUP' />
  4998. <value enum='2' description='LASTTRADEAVERAGEPRICEGROUP' />
  4999. </field>
  5000. <field number='820' name='TradeLinkID' type='STRING' />
  5001. <field number='821' name='OrderInputDevice' type='STRING' />
  5002. <field number='822' name='UnderlyingTradingSessionID' type='STRING' />
  5003. <field number='823' name='UnderlyingTradingSessionSubID' type='STRING' />
  5004. <field number='824' name='TradeLegRefID' type='STRING' />
  5005. <field number='825' name='ExchangeRule' type='STRING' />
  5006. <field number='826' name='TradeAllocIndicator' type='INT'>
  5007. <value enum='0' description='ALLOCATIONNOTREQUIRED' />
  5008. <value enum='1' description='ALLOCATIONREQUIREDALLOCATIONINFORMATIONNOTPROVIDED' />
  5009. <value enum='2' description='USEALLOCATIONPROVIDEDWITHTHETRADE' />
  5010. </field>
  5011. <field number='827' name='ExpirationCycle' type='INT'>
  5012. <value enum='0' description='EXPIREONTRADINGSESSIONCLOSE' />
  5013. <value enum='1' description='EXPIREONTRADINGSESSIONOPEN' />
  5014. </field>
  5015. <field number='828' name='TrdType' type='INT'>
  5016. <value enum='0' description='REGULARTRADE' />
  5017. <value enum='1' description='BLOCKTRADE' />
  5018. <value enum='10' description='AFTERHOURSTRADE' />
  5019. <value enum='2' description='EFP' />
  5020. <value enum='3' description='TRANSFER' />
  5021. <value enum='4' description='LATETRADE' />
  5022. <value enum='5' description='TTRADE' />
  5023. <value enum='6' description='WEIGHTEDAVERAGEPRICETRADE' />
  5024. <value enum='7' description='BUNCHEDTRADE' />
  5025. <value enum='8' description='LATEBUNCHEDTRADE' />
  5026. <value enum='9' description='PRIORREFERENCEPRICETRADE' />
  5027. </field>
  5028. <field number='829' name='TrdSubType' type='INT' />
  5029. <field number='830' name='TransferReason' type='STRING' />
  5030. <field number='831' name='AsgnReqID' type='STRING' />
  5031. <field number='832' name='TotNumAssignmentReports' type='INT' />
  5032. <field number='833' name='AsgnRptID' type='STRING' />
  5033. <field number='834' name='ThresholdAmount' type='PRICEOFFSET' />
  5034. <field number='835' name='PegMoveType' type='INT'>
  5035. <value enum='0' description='FLOATING' />
  5036. <value enum='1' description='FIXED' />
  5037. </field>
  5038. <field number='836' name='PegOffsetType' type='INT'>
  5039. <value enum='0' description='PRICE' />
  5040. <value enum='1' description='BASISPOINTS' />
  5041. <value enum='2' description='TICKS' />
  5042. <value enum='3' description='PRICETIERLEVEL' />
  5043. </field>
  5044. <field number='837' name='PegLimitType' type='INT'>
  5045. <value enum='0' description='ORBETTER' />
  5046. <value enum='1' description='STRICT' />
  5047. <value enum='2' description='ORWORSE' />
  5048. </field>
  5049. <field number='838' name='PegRoundDirection' type='INT'>
  5050. <value enum='1' description='MOREAGGRESSIVE' />
  5051. <value enum='2' description='MOREPASSIVE' />
  5052. </field>
  5053. <field number='839' name='PeggedPrice' type='PRICE' />
  5054. <field number='840' name='PegScope' type='INT'>
  5055. <value enum='1' description='LOCALEXCHANGEECNATS' />
  5056. <value enum='2' description='NATIONAL' />
  5057. <value enum='3' description='GLOBAL' />
  5058. <value enum='4' description='NATIONALEXCLUDINGLOCAL' />
  5059. </field>
  5060. <field number='841' name='DiscretionMoveType' type='INT'>
  5061. <value enum='0' description='FLOATING' />
  5062. <value enum='1' description='FIXED' />
  5063. </field>
  5064. <field number='842' name='DiscretionOffsetType' type='INT'>
  5065. <value enum='0' description='PRICE' />
  5066. <value enum='1' description='BASISPOINTS' />
  5067. <value enum='2' description='TICKS' />
  5068. <value enum='3' description='PRICETIERLEVEL' />
  5069. </field>
  5070. <field number='843' name='DiscretionLimitType' type='INT'>
  5071. <value enum='0' description='ORBETTER' />
  5072. <value enum='1' description='STRICT' />
  5073. <value enum='2' description='ORWORSE' />
  5074. </field>
  5075. <field number='844' name='DiscretionRoundDirection' type='INT'>
  5076. <value enum='1' description='MOREAGGRESSIVE' />
  5077. <value enum='2' description='MOREPASSIVE' />
  5078. </field>
  5079. <field number='845' name='DiscretionPrice' type='PRICE' />
  5080. <field number='846' name='DiscretionScope' type='INT'>
  5081. <value enum='1' description='LOCALEXCHANGEECNATS' />
  5082. <value enum='2' description='NATIONAL' />
  5083. <value enum='3' description='GLOBAL' />
  5084. <value enum='4' description='NATIONALEXCLUDINGLOCAL' />
  5085. </field>
  5086. <field number='847' name='TargetStrategy' type='INT'>
  5087. <value enum='1' description='VWAP' />
  5088. <value enum='1000' description='RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES' />
  5089. <value enum='2' description='PARTICIPATE' />
  5090. <value enum='3' description='MININIZEMARKETIMPACT' />
  5091. </field>
  5092. <field number='848' name='TargetStrategyParameters' type='STRING' />
  5093. <field number='849' name='ParticipationRate' type='PERCENTAGE' />
  5094. <field number='850' name='TargetStrategyPerformance' type='FLOAT' />
  5095. <field number='851' name='LastLiquidityInd' type='INT'>
  5096. <value enum='1' description='ADDEDLIQUIDITY' />
  5097. <value enum='2' description='REMOVEDLIQUIDITY' />
  5098. <value enum='3' description='LIQUIDITYROUTEDOUT' />
  5099. </field>
  5100. <field number='852' name='PublishTrdIndicator' type='BOOLEAN'>
  5101. <value enum='N' description='NO' />
  5102. <value enum='Y' description='YES' />
  5103. </field>
  5104. <field number='853' name='ShortSaleReason' type='INT'>
  5105. <value enum='0' description='DEALERSOLDSHORT' />
  5106. <value enum='1' description='DEALERSOLDSHORTEXEMPT' />
  5107. <value enum='2' description='SELLINGCUSTOMERSOLDSHORT' />
  5108. <value enum='3' description='SELLINGCUSTOMERSOLDSHORTEXEMPT' />
  5109. <value enum='4' description='QSRORAGUCONTRASIDESOLDSHORT' />
  5110. <value enum='5' description='QSRORAGUCONTRASIDESOLDSHORTEXEMPT' />
  5111. </field>
  5112. <field number='854' name='QtyType' type='INT'>
  5113. <value enum='0' description='UNITS' />
  5114. <value enum='1' description='CONTRACTS' />
  5115. </field>
  5116. <field number='855' name='SecondaryTrdType' type='INT' />
  5117. <field number='856' name='TradeReportType' type='INT'>
  5118. <value enum='0' description='SUBMIT' />
  5119. <value enum='1' description='ALLEGED' />
  5120. <value enum='2' description='ACCEPT' />
  5121. <value enum='3' description='DECLINE' />
  5122. <value enum='4' description='ADDENDUM' />
  5123. <value enum='5' description='NOWAS' />
  5124. <value enum='6' description='TRADEREPORTCANCEL' />
  5125. <value enum='7' description='LOCKEDINTRADEBREAK' />
  5126. </field>
  5127. <field number='857' name='AllocNoOrdersType' type='INT'>
  5128. <value enum='0' description='NOTSPECIFIED' />
  5129. <value enum='1' description='EXPLICITLISTPROVIDED' />
  5130. </field>
  5131. <field number='858' name='SharedCommission' type='AMT' />
  5132. <field number='859' name='ConfirmReqID' type='STRING' />
  5133. <field number='860' name='AvgParPx' type='PRICE' />
  5134. <field number='861' name='ReportedPx' type='PRICE' />
  5135. <field number='862' name='NoCapacities' type='NUMINGROUP' />
  5136. <field number='863' name='OrderCapacityQty' type='QTY' />
  5137. <field number='864' name='NoEvents' type='NUMINGROUP' />
  5138. <field number='865' name='EventType' type='INT'>
  5139. <value enum='1' description='PUT' />
  5140. <value enum='2' description='CALL' />
  5141. <value enum='3' description='TENDER' />
  5142. <value enum='4' description='SINKINGFUNDCALL' />
  5143. <value enum='99' description='OTHER' />
  5144. <value enum='160022' description='YHZQ' />
  5145. <value enum='160021' description='YHZC' />
  5146. </field>
  5147. <field number='866' name='EventDate' type='LOCALMKTDATE' />
  5148. <field number='867' name='EventPx' type='PRICE' />
  5149. <field number='868' name='EventText' type='STRING' />
  5150. <field number='869' name='PctAtRisk' type='PERCENTAGE' />
  5151. <field number='870' name='NoInstrAttrib' type='NUMINGROUP' />
  5152. <field number='871' name='InstrAttribType' type='INT'>
  5153. <value enum='1' description='FLAT' />
  5154. <value enum='10' description='ORIGINALISSUEDISCOUNT' />
  5155. <value enum='11' description='CALLABLEPUTTABLE' />
  5156. <value enum='12' description='ESCROWEDTOMATURITY' />
  5157. <value enum='13' description='ESCROWEDTOREDEMPTIONDATE' />
  5158. <value enum='14' description='PREREFUNDED' />
  5159. <value enum='15' description='INDEFAULT' />
  5160. <value enum='16' description='UNRATED' />
  5161. <value enum='17' description='TAXABLE' />
  5162. <value enum='18' description='INDEXED' />
  5163. <value enum='19' description='SUBJECTTOALTERNATIVEMINIMUMTAX' />
  5164. <value enum='2' description='ZEROCOUPON' />
  5165. <value enum='20' description='ORIGINALISSUEDISCOUNTPRICE' />
  5166. <value enum='21' description='CALLABLEBELOWMATURITYVALUE' />
  5167. <value enum='22' description='CALLABLEWITHOUTNOTICEBYMAILTOHOLDERUNLESSREGISTERED' />
  5168. <value enum='3' description='INTERESTBEARING' />
  5169. <value enum='4' description='NOPERIODICPAYMENTS' />
  5170. <value enum='5' description='VARIABLERATE' />
  5171. <value enum='6' description='LESSFEEFORPUT' />
  5172. <value enum='7' description='STEPPEDCOUPON' />
  5173. <value enum='8' description='COUPONPERIOD' />
  5174. <value enum='9' description='WHENISSUED' />
  5175. <value enum='99' description='TEXT' />
  5176. </field>
  5177. <field number='872' name='InstrAttribValue' type='STRING' />
  5178. <field number='873' name='DatedDate' type='LOCALMKTDATE' />
  5179. <field number='874' name='InterestAccrualDate' type='LOCALMKTDATE' />
  5180. <field number='875' name='CPProgram' type='INT'>
  5181. <value enum='1' description='3A3' />
  5182. <value enum='2' description='42' />
  5183. <value enum='99' description='OTHER' />
  5184. </field>
  5185. <field number='876' name='CPRegType' type='STRING' />
  5186. <field number='877' name='UnderlyingCPProgram' type='STRING' />
  5187. <field number='878' name='UnderlyingCPRegType' type='STRING' />
  5188. <field number='879' name='UnderlyingQty' type='QTY' />
  5189. <field number='880' name='TrdMatchID' type='STRING' />
  5190. <field number='881' name='SecondaryTradeReportRefID' type='STRING' />
  5191. <field number='882' name='UnderlyingDirtyPrice' type='PRICE' />
  5192. <field number='883' name='UnderlyingEndPrice' type='PRICE' />
  5193. <field number='884' name='UnderlyingStartValue' type='AMT' />
  5194. <field number='885' name='UnderlyingCurrentValue' type='AMT' />
  5195. <field number='886' name='UnderlyingEndValue' type='AMT' />
  5196. <field number='887' name='NoUnderlyingStips' type='NUMINGROUP' />
  5197. <field number='888' name='UnderlyingStipType' type='STRING' />
  5198. <field number='889' name='UnderlyingStipValue' type='STRING' />
  5199. <field number='890' name='MaturityNetMoney' type='AMT' />
  5200. <field number='891' name='MiscFeeBasis' type='INT'>
  5201. <value enum='0' description='ABSOLUTE' />
  5202. <value enum='1' description='PERUNIT' />
  5203. <value enum='2' description='PERCENTAGE' />
  5204. </field>
  5205. <field number='892' name='TotNoAllocs' type='INT' />
  5206. <field number='893' name='LastFragment' type='BOOLEAN'>
  5207. <value enum='N' description='NO' />
  5208. <value enum='Y' description='YES' />
  5209. </field>
  5210. <field number='894' name='CollReqID' type='STRING' />
  5211. <field number='895' name='CollAsgnReason' type='INT'>
  5212. <value enum='0' description='INITIAL' />
  5213. <value enum='1' description='SCHEDULED' />
  5214. <value enum='2' description='TIMEWARNING' />
  5215. <value enum='3' description='MARGINDEFICIENCY' />
  5216. <value enum='4' description='MARGINEXCESS' />
  5217. <value enum='5' description='FORWARDCOLLATERALDEMAND' />
  5218. <value enum='6' description='EVENTOFDEFAULT' />
  5219. <value enum='7' description='ADVERSETAXEVENT' />
  5220. </field>
  5221. <field number='896' name='CollInquiryQualifier' type='INT'>
  5222. <value enum='0' description='TRADEDATE' />
  5223. <value enum='1' description='GCINSTRUMENT' />
  5224. <value enum='2' description='COLLATERALINSTRUMENT' />
  5225. <value enum='3' description='SUBSTITUTIONELIGIBLE' />
  5226. <value enum='4' description='NOTASSIGNED' />
  5227. <value enum='5' description='PARTIALLYASSIGNED' />
  5228. <value enum='6' description='FULLYASSIGNED' />
  5229. <value enum='7' description='OUTSTANDINGTRADES' />
  5230. </field>
  5231. <field number='897' name='NoTrades' type='NUMINGROUP' />
  5232. <field number='898' name='MarginRatio' type='PERCENTAGE' />
  5233. <field number='899' name='MarginExcess' type='AMT' />
  5234. <field number='900' name='TotalNetValue' type='AMT' />
  5235. <field number='901' name='CashOutstanding' type='AMT' />
  5236. <field number='902' name='CollAsgnID' type='STRING' />
  5237. <field number='903' name='CollAsgnTransType' type='INT'>
  5238. <value enum='0' description='NEW' />
  5239. <value enum='1' description='REPLACE' />
  5240. <value enum='2' description='CANCEL' />
  5241. <value enum='3' description='RELEASE' />
  5242. <value enum='4' description='REVERSE' />
  5243. </field>
  5244. <field number='904' name='CollRespID' type='STRING' />
  5245. <field number='905' name='CollAsgnRespType' type='INT'>
  5246. <value enum='0' description='RECEIVED' />
  5247. <value enum='1' description='ACCEPTED' />
  5248. <value enum='2' description='DECLINED' />
  5249. <value enum='3' description='REJECTED' />
  5250. </field>
  5251. <field number='906' name='CollAsgnRejectReason' type='INT'>
  5252. <value enum='0' description='UNKNOWNDEAL' />
  5253. <value enum='1' description='UNKNOWNORINVALIDINSTRUMENT' />
  5254. <value enum='2' description='UNAUTHORIZEDTRANSACTION' />
  5255. <value enum='3' description='INSUFFICIENTCOLLATERAL' />
  5256. <value enum='4' description='INVALIDTYPEOFCOLLATERAL' />
  5257. <value enum='5' description='EXCESSIVESUBSTITUTION' />
  5258. <value enum='99' description='OTHER' />
  5259. </field>
  5260. <field number='907' name='CollAsgnRefID' type='STRING' />
  5261. <field number='908' name='CollRptID' type='STRING' />
  5262. <field number='909' name='CollInquiryID' type='STRING' />
  5263. <field number='910' name='CollStatus' type='INT'>
  5264. <value enum='0' description='UNASSIGNED' />
  5265. <value enum='1' description='PARTIALLYASSIGNED' />
  5266. <value enum='2' description='ASSIGNMENTPROPOSED' />
  5267. <value enum='3' description='ASSIGNEDACCEPTED' />
  5268. <value enum='4' description='CHALLENGED' />
  5269. </field>
  5270. <field number='911' name='TotNumReports' type='INT' />
  5271. <field number='912' name='LastRptRequested' type='BOOLEAN'>
  5272. <value enum='N' description='NO' />
  5273. <value enum='Y' description='YES' />
  5274. </field>
  5275. <field number='913' name='AgreementDesc' type='STRING' />
  5276. <field number='914' name='AgreementID' type='STRING' />
  5277. <field number='915' name='AgreementDate' type='LOCALMKTDATE' />
  5278. <field number='916' name='StartDate' type='LOCALMKTDATE' />
  5279. <field number='917' name='EndDate' type='LOCALMKTDATE' />
  5280. <field number='918' name='AgreementCurrency' type='CURRENCY' />
  5281. <field number='919' name='DeliveryType' type='INT'>
  5282. <value enum='0' description='VERSUSPAYMENT' />
  5283. <value enum='1' description='FREE' />
  5284. <value enum='2' description='TRIPARTY' />
  5285. <value enum='3' description='HOLDINCUSTODY' />
  5286. </field>
  5287. <field number='920' name='EndAccruedInterestAmt' type='AMT' />
  5288. <field number='921' name='StartCash' type='AMT' />
  5289. <field number='922' name='EndCash' type='AMT' />
  5290. <field number='923' name='UserRequestID' type='STRING' />
  5291. <field number='924' name='UserRequestType' type='INT'>
  5292. <value enum='1' description='LOGONUSER' />
  5293. <value enum='2' description='LOGOFFUSER' />
  5294. <value enum='3' description='CHANGEPASSWORDFORUSER' />
  5295. <value enum='4' description='REQUESTINDIVIDUALUSERSTATUS' />
  5296. </field>
  5297. <field number='925' name='NewPassword' type='STRING' />
  5298. <field number='926' name='UserStatus' type='INT'>
  5299. <value enum='1' description='LOGGEDIN' />
  5300. <value enum='2' description='NOTLOGGEDIN' />
  5301. <value enum='3' description='USERNOTRECOGNISED' />
  5302. <value enum='4' description='PASSWORDINCORRECT' />
  5303. <value enum='5' description='PASSWORDCHANGED' />
  5304. <value enum='6' description='OTHER' />
  5305. </field>
  5306. <field number='927' name='UserStatusText' type='STRING' />
  5307. <field number='928' name='StatusValue' type='INT'>
  5308. <value enum='1' description='CONNECTED' />
  5309. <value enum='2' description='NOTCONNECTEDDOWNEXPECTEDUP' />
  5310. <value enum='3' description='NOTCONNECTEDDOWNEXPECTEDDOWN' />
  5311. <value enum='4' description='INPROCESS' />
  5312. </field>
  5313. <field number='929' name='StatusText' type='STRING' />
  5314. <field number='930' name='RefCompID' type='STRING' />
  5315. <field number='931' name='RefSubID' type='STRING' />
  5316. <field number='932' name='NetworkResponseID' type='STRING' />
  5317. <field number='933' name='NetworkRequestID' type='STRING' />
  5318. <field number='934' name='LastNetworkResponseID' type='STRING' />
  5319. <field number='935' name='NetworkRequestType' type='INT'>
  5320. <value enum='1' description='SNAPSHOT' />
  5321. <value enum='2' description='SUBSCRIBE' />
  5322. <value enum='4' description='STOPSUBSCRIBING' />
  5323. <value enum='8' description='LEVELOFDETAIL' />
  5324. </field>
  5325. <field number='936' name='NoCompIDs' type='NUMINGROUP' />
  5326. <field number='937' name='NetworkStatusResponseType' type='INT'>
  5327. <value enum='1' description='FULL' />
  5328. <value enum='2' description='INCREMENTALUPDATE' />
  5329. </field>
  5330. <field number='938' name='NoCollInquiryQualifier' type='NUMINGROUP' />
  5331. <field number='939' name='TrdRptStatus' type='INT'>
  5332. <value enum='0' description='ACCEPTED' />
  5333. <value enum='1' description='REJECTED' />
  5334. </field>
  5335. <field number='940' name='AffirmStatus' type='INT'>
  5336. <value enum='1' description='RECEIVED' />
  5337. <value enum='2' description='CONFIRMREJECTED' />
  5338. <value enum='3' description='AFFIRMED' />
  5339. </field>
  5340. <field number='941' name='UnderlyingStrikeCurrency' type='CURRENCY' />
  5341. <field number='942' name='LegStrikeCurrency' type='CURRENCY' />
  5342. <field number='943' name='TimeBracket' type='STRING' />
  5343. <field number='944' name='CollAction' type='INT'>
  5344. <value enum='0' description='RETAIN' />
  5345. <value enum='1' description='ADD' />
  5346. <value enum='2' description='REMOVE' />
  5347. </field>
  5348. <field number='945' name='CollInquiryStatus' type='INT'>
  5349. <value enum='0' description='ACCEPTED' />
  5350. <value enum='1' description='ACCEPTEDWITHWARNINGS' />
  5351. <value enum='2' description='COMPLETED' />
  5352. <value enum='3' description='COMPLETEDWITHWARNINGS' />
  5353. <value enum='4' description='REJECTED' />
  5354. </field>
  5355. <field number='946' name='CollInquiryResult' type='INT'>
  5356. <value enum='0' description='SUCCESSFUL' />
  5357. <value enum='1' description='INVALIDORUNKNOWNINSTRUMENT' />
  5358. <value enum='2' description='INVALIDORUNKNOWNCOLLATERALTYPE' />
  5359. <value enum='3' description='INVALIDPARTIES' />
  5360. <value enum='4' description='INVALIDTRANSPORTTYPEREQUESTED' />
  5361. <value enum='5' description='INVALIDDESTINATIONREQUESTED' />
  5362. <value enum='6' description='NOCOLLATERALFOUNDFORTHETRADESPECIFIED' />
  5363. <value enum='7' description='NOCOLLATERALFOUNDFORTHEORDERSPECIFIED' />
  5364. <value enum='8' description='COLLATERALINQUIRYTYPENOTSUPPORTED' />
  5365. <value enum='9' description='UNAUTHORIZEDFORCOLLATERALINQUIRY' />
  5366. <value enum='99' description='OTHER' />
  5367. </field>
  5368. <field number='947' name='StrikeCurrency' type='CURRENCY' />
  5369. <field number='948' name='NoNested3PartyIDs' type='NUMINGROUP' />
  5370. <field number='949' name='Nested3PartyID' type='STRING' />
  5371. <field number='950' name='Nested3PartyIDSource' type='CHAR' />
  5372. <field number='951' name='Nested3PartyRole' type='INT' />
  5373. <field number='952' name='NoNested3PartySubIDs' type='NUMINGROUP' />
  5374. <field number='953' name='Nested3PartySubID' type='STRING' />
  5375. <field number='954' name='Nested3PartySubIDType' type='INT' />
  5376. <field number='955' name='LegContractSettlMonth' type='MONTHYEAR' />
  5377. <field number='956' name='LegInterestAccrualDate' type='LOCALMKTDATE' />
  5378. <field number='1023' name='MDPriceLevel' type='INT' />
  5379. <field number='1145' name='EventTime' type='UTCTIMESTAMP' />
  5380. <field number='22000' name='NoUAccount' type='NUMINGROUP' />
  5381. <field number='21001' name='MFType' type='CHAR' />
  5382. <field number='21000' name='LifeStatus' type='STRING' />
  5383. <field number='21002' name='ContractSno' type='STRING' />
  5384. <field number='21003' name='Compactstatus' type='STRING' />
  5385. <field number='21004' name='FundPassword' type='STRING' />
  5386. <field number='6066' name='AccountPassword' type='STRING' />
  5387. <field number='22004' name='PosbusinessType' type='INT' />
  5388. <field number='22100' name='CashgroupProp' type='INT' />
  5389. <field number='22101' name='RefbusiCode' type='STRING' />
  5390. <field number='1079' name='MaturityTime' type='STRING' />
  5391. <field number='22001' name='MinConfirmAmount' type='PRICE' />
  5392. <field number='22002' name='MinConfirmBalance' type='PRICE' />
  5393. <field number='22115' name='EnRefTerm' type='STRING' />
  5394. <field number='22116' name='CbpconferId' type='STRING' />
  5395. <field number='22110' name='PromiseType' type='STRING' />
  5396. <field number='22111' name='CompactTerm' type='STRING' />
  5397. <field number='22112' name='PostponeFlag' type='STRING' />
  5398. <field number='22113' name='PostponeTimes' type='STRING' />
  5399. <field number='22114' name='OriAllotNo' type='STRING' />
  5400. <field number='22125' name='WithdrawFlag' type='STRING' />
  5401. <field number='22107' name='RefTerm' type='STRING' />
  5402. <field number='22109' name='RefpreapplyStatus' type='STRING' />
  5403. <field number='22102' name='CsfcCompactId' type='STRING' />
  5404. <field number='22108' name='RefType' type='STRING' />
  5405. <field number='22119' name='RefStatus' type='STRING' />
  5406. <field number='22121' name='PhysicalDays' type='STRING' />
  5407. <field number='22120' name='DealFlag' type='STRING' />
  5408. <field number='22105' name='SloStatus' type='STRING' />
  5409. <field number='22123' name='PreendStatus' type='STRING' />
  5410. <field number='22124' name='RefCompactType' type='STRING' />
  5411. <field number='30001' name='SeatNo' type='STRING' />
  5412. <field number='30002' name='StockAccountCrdt' type='STRING' />
  5413. <field number='30003' name='SeatNoCrdt' type='STRING' />
  5414. <field number='30004' name='MarketIndex' type='PRICE' />
  5415. <field number='22126' name='SideStr' type='STRING' />
  5416. <field number='22127' name='SymbolStr' type='STRING' />
  5417. <field number='22128' name='OrderQtyStr' type='STRING' />
  5418. <field number='22129' name='PriceStr' type='STRING' />
  5419. <field number='22130' name='SecurityExchangeStr' type='STRING' />
  5420. <field number='22145' name='CurrencyStr' type='STRING' />
  5421. <field number='22146' name='SecurityTypeStr' type='STRING' />
  5422. <field number='22131' name='AccountStr' type='STRING' />
  5423. <field number='22132' name='EntrustNum' type='STRING' />
  5424. <field number='22144' name='EntrustCount' type='STRING' />
  5425. <field number='22137' name='EntrustNoStr' type='STRING' />
  5426. <field number='22133' name='SuccessNum' type='INT' />
  5427. <field number='22134' name='FailNum' type='INT' />
  5428. <field number='22135' name='EntrustResult' type='INT' />
  5429. <field number='22136' name='EntrustErrinfoStr' type='STRING' />
  5430. <field number='22138' name='ReportNoStr' type='STRING' />
  5431. <field number='22139' name='SeatNoStr' type='STRING' />
  5432. <field number='22140' name='EntrustTimeStr' type='STRING' />
  5433. <field number='22141' name='EntrustNoOldStr' type='STRING' />
  5434. <field number='22143' name='EntrustStatusStr' type='STRING' />
  5435. <field number="969" name="MinPriceIncrement" type="PRICE"/>
  5436. <field number="5001" name="Offset" type="CHAR">
  5437. <value enum="1" description="FUTU_OPEN_POSITION"/>
  5438. <value enum="2" description="FUTU_CLOSE_POSITION"/>
  5439. <value enum="4" description="FUTU_CLOSE_POSITION_PRESENT_DAY"/>
  5440. </field>
  5441. <field number="5002" name="AmountPerHand" type="Qty"/>
  5442. <field number="5003" name="PriceUnit" type="CHAR">
  5443. <value enum="1" description="BY_HAND"/>
  5444. <value enum="2" description="BY_UNIT"/>
  5445. </field>
  5446. <field number="5004" name="OpenMinQty" type="Qty"/>
  5447. <field number="5005" name="CloseMinQty" type="Qty"/>
  5448. <field number="5006" name="HedgeFlag" type="CHAR">
  5449. <value enum="0" description="SPECULATION"/>
  5450. <value enum="1" description="HEDGE"/>
  5451. </field>
  5452. <field number="5007" name="ForceCloseFlag" type="CHAR">
  5453. <value enum="0" description="NOT_FORCIBLY_CLOSE"/>
  5454. <value enum="1" description="MARGIN_LESS"/>
  5455. <value enum="2" description="CUSTOMER_POSITION_LIMIT_EXCEEDED"/>
  5456. <value enum="3" description="MEMBER_POSITION_LIMIT_EXCEEDED"/>
  5457. <value enum="4" description="HELD_POSITION_IS_NOT_INTEGER"/>
  5458. <value enum="5" description="VIOLATION_OF_TRADING_RULES"/>
  5459. <value enum="6" description="OTHER"/>
  5460. </field>
  5461. <field number="5008" name="TradSesCurrTime" type="UTCTIMESTAMP" />
  5462. <field number="5009" name="ExchangeCurrTime" type="UTCTIMESTAMP" />
  5463. <field number="5010" name="BusinessTime" type="STRING"/>
  5464. <field number="5011" name="PosResponseID" type="STRING"/>>
  5465. <field number="5012" name="TradingCode" type="STRING"/>
  5466. <field number="5014" name="TotNoRelatedPos" type="INT"/>
  5467. <field number="5015" name="NoRelatedPos" type="INT"/>
  5468. <field number="5016" name="LastestPrice" type="Qty"/>
  5469. <field number="5017" name="TdPositons" type="Qty"/>
  5470. <field number="5018" name="HisPositions" type="Qty"/>
  5471. <field number="5019" name="TotCanUsedPositons" type="Qty"/>
  5472. <field number="5020" name="TotalPositions" type="Qty"/>
  5473. <field number="5021" name="OpenPositionAvgPx" type="Qty"/>
  5474. <field number="5022" name="PositionMargin" type="Qty"/>
  5475. <field number="5023" name="HoldProfit" type="Qty"/>
  5476. <field number="5024" name="FloatingProfit" type="Qty"/>
  5477. <field number="5025" name="FundsReqID" type="STRING"/>
  5478. <field number="5026" name="FundsReqResult" type="CHAR">
  5479. <value enum="0" description="OK"/>
  5480. <value enum="1" description="FAIL"/>
  5481. <value enum="2" description="EMPTY"/>
  5482. </field>
  5483. <field number="5027" name="NoRelatedFunds" type="INT"/>
  5484. <field number="5028" name="CurrentBalance" type="Qty"/>
  5485. <field number="5029" name="PreCurrentBalance" type="Qty"/>
  5486. <field number="5030" name="EnableBalance" type="Qty"/>
  5487. <field number="5031" name="FetchBalance" type="Qty"/>
  5488. <field number="5032" name="FrozenBalance" type="Qty"/>
  5489. <field number="5033" name="RealHoldBalanceA" type="Qty"/>
  5490. <field number="5034" name="HoldProfitFloat" type="Qty"/>
  5491. <field number="5035" name="PreRightsBalance" type="Qty"/>
  5492. <field number="5036" name="RightsBalance" type="Qty"/>
  5493. <field number="5037" name="InterestBalance" type="Qty"/>
  5494. <field number="5039" name="RightsBalanceFloat" type="Qty"/>
  5495. <field number="5040" name="RealDrop" type="Qty"/>
  5496. <field number="5041" name="RealDropFloat" type="Qty"/>
  5497. <field number="5042" name="FrozenFare" type="Qty"/>
  5498. <field number="5043" name="HoldBalance" type="Qty"/>
  5499. <field number="5044" name="PreHoldBalance" type="Qty"/>
  5500. <field number="5045" name="RealDropBalanceA" type="Qty"/>
  5501. <field number="5046" name="RealDropBalanceB" type="Qty"/>
  5502. <field number="5047" name="RealHoldBalanceB" type="Qty"/>
  5503. <field number="5048" name="FrozenOpenFare" type="Qty"/>
  5504. <field number="5049" name="FrozenDropFareA" type="Qty"/>
  5505. <field number="5050" name="FrozenDropFareB" type="Qty"/>
  5506. <field number="5051" name="BailBalance" type="Qty"/>
  5507. <field number="5052" name="ExchBailBalance" type="Qty"/>
  5508. <field number="5053" name="FutuImpawnBalance" type="Qty"/>
  5509. <field number="5054" name="ClientRisk" type="Qty"/>
  5510. <field number="5055" name="ExchRisk" type="Qty"/>
  5511. <field number="5056" name="NewHoldBalance" type="Qty"/>
  5512. <field number="5057" name="OldHoldBalance" type="Qty"/>
  5513. <field number="5058" name="UnFrozenBalance" type="Qty"/>
  5514. <field number="5059" name="ExchEnableBalance" type="Qty"/>
  5515. <field number="5060" name="EntrustReqID" type="STRING"/>
  5516. <field number="5061" name="BusinessType" type="CHAR">
  5517. <value enum="0" description="Entrust"/>
  5518. <value enum="1" description="Query"/>
  5519. <value enum="2" description="Cancellation"/>
  5520. <value enum="3" description="make up a single"/>
  5521. <value enum="4" description="Filled"/>
  5522. <value enum="5" description="Waste a single"/>
  5523. <value enum="6" description="chedanbudan"/>
  5524. </field>
  5525. <field number="5062" name="EntrustResponseID" type="STRING"/>
  5526. <field number="5063" name="EntrustReqResult" type="INT">
  5527. <value enum="0" description="Valid request"/>
  5528. <value enum="1" description="Invalid or unsupported request"/>
  5529. <value enum="2" description="No instruments found that match selection criteria"/>
  5530. <value enum="4" description="Request not supported"/>
  5531. <value enum="99" description="other"/>
  5532. </field>
  5533. <field number="5064" name="CustomerName" type="STRING"/>
  5534. <field number="5065" name="SecondCode" type="STRING"/>
  5535. <field number="5066" name="FurealReqType" type="CHAR">
  5536. <value enum="0" description="Detail"/>
  5537. <value enum="1" description="Group by OrderID,SecurityExchange,TradingCode,Symbol,OffSet,Side,BusinessType,ForceCloseFlag"/>
  5538. <value enum="2" description="Group by OrderID,SecurityExchange,TradingCode,Symbol,OffSet,Side,BusinessType,LastPx"/>
  5539. <value enum="3" description="Group by SecurityExchange,TradingCode,Symbol,OffSet,Side,BusinessType"/>
  5540. </field>
  5541. <field number="5067" name="SerialNo" type="INT"/>
  5542. <field number="5068" name="CancelQty" type="Qty"/>
  5543. <field number="5069" name="TradeTime" type="STRING"/>
  5544. <field number="5070" name="OrdReportTime" type="STRING"/>
  5545. <field number="5071" name="ConfirmNo" type="STRING"/>
  5546. <field number="5072" name="ArbitrageCode" type="STRING"/>
  5547. <field number="5073" name="ErrorMessage" type="STRING"/>
  5548. <field number="5074" name="BusinessBalance" type="Qty"/>
  5549. <field number="5075" name="ProfitPoint" type="INT"/>
  5550. <field number="5076" name="FundsResponseID" type="STRING"/>
  5551. <field number="5077" name="WeaveType" type="CHAR"/>
  5552. <field number="5078" name="FurealReqID" type="STRING"/>
  5553. <field number="5079" name="VolumeInForce" type="CHAR">
  5554. <value enum="0" description="No Volume"/>
  5555. <value enum="1" description="FillOrKill"/>
  5556. <value enum="2" description="ImmediateOrCancel"/>
  5557. <value enum="3" description="Any Volume"/>
  5558. <value enum="4" description="Maximum Volume"/>
  5559. </field>
  5560. <field number="5080" name="FutuReportNo" type="STRING"/>
  5561. <field number="5081" name="FurealResponseID" type="STRING"/>
  5562. <field number="5082" name="FurealReqResult" type="INT">
  5563. <value enum="0" description="Valid request"/>
  5564. <value enum="1" description="Invalid or unsupported request"/>
  5565. <value enum="2" description="No instruments found that match selection criteria"/>
  5566. <value enum="4" description="Request not supported"/>
  5567. <value enum="99" description="other"/>
  5568. </field>
  5569. <field number="5083" name="ReportUnit" type="CHAR">
  5570. <value enum="1" description="By hand"/>
  5571. <value enum="2" description="By UNIT"/>
  5572. </field>
  5573. <field number="5087" name="MaxAmountOfMarket" type="Qty"/>
  5574. <field number="5088" name="MaxAmountOfLimited" type="Qty"/>
  5575. <field number="5089" name="OpenBailRatio" type="Qty"/>
  5576. <field number="5090" name="OpenBailBalance" type="Qty"/>
  5577. <field number="5091" name="DropBailRatio" type="Qty"/>
  5578. <field number="5092" name="DropBailBalance" type="Qty"/>
  5579. <field number="5093" name="DeliverBailRatio" type="Qty"/>
  5580. <field number="5094" name="DeliverBailBalance" type="Qty"/>
  5581. <field number="5095" name="DropcuBailRatio" type="Qty"/>
  5582. <field number="5096" name="DropcuBailBalance" type="Qty"/>
  5583. <field number="5097" name="BankReqID" type="STRING"/>
  5584. <field number="5098" name="BankReqResult" type="INT">
  5585. <value enum="0" description="Valid request"/>
  5586. <value enum="1" description="Invalid or unsupported request"/>
  5587. <value enum="2" description="No instruments found that match selection criteria"/>
  5588. <value enum="4" description="Request not supported"/>
  5589. <value enum="99" description="other"/>
  5590. </field>
  5591. <field number="5099" name="NoRelatedBank" type="NumInGroup"/>
  5592. <field number="5100" name="BankID" type="STRING"/>
  5593. <field number="5101" name="BankName" type="STRING"/>
  5594. <field number="5102" name="BankAccount" type="STRING"/>
  5595. <field number="5103" name="TransReqID" type="STRING"/>
  5596. <field number="5104" name="NoRelatedPwd" type="NumInGroup"/>
  5597. <field number="5105" name="PwdType" type="CHAR">
  5598. <value enum="1" description="Trans password"/>
  5599. <value enum="2" description="Funds password"/>
  5600. <value enum="3" description="Bank password"/>
  5601. </field>
  5602. <field number="5106" name="TransType" type="STRING">
  5603. <value enum="01" description="B2F"/>
  5604. <value enum="02" description="F2B"/>
  5605. <value enum="03" description="F-Balance"/>
  5606. <value enum="04" description="B-Balance"/>
  5607. <value enum="05" description="Reverse B2F"/>
  5608. <value enum="06" description="Reverse F2B"/>
  5609. <value enum="09" description="Check Funds"/>
  5610. <value enum="13" description="Open Account"/>
  5611. <value enum="14" description="Cancel Account"/>
  5612. </field>
  5613. <field number="5107" name="OccurTotal" type="Qty"/>
  5614. <field number="5108" name="SourceSide" type="CHAR">
  5615. <value enum="0" description="Futures"/>
  5616. <value enum="1" description="Bank"/>
  5617. <value enum="2" description="Each other"/>
  5618. </field>
  5619. <field number="5109" name="TransStatus" type="CHAR">
  5620. <value enum="0" description="Accept bidding"/>
  5621. <value enum="1" description="New"/>
  5622. <value enum="2" description="Success"/>
  5623. <value enum="3" description="Reject"/>
  5624. <value enum="4" description="Pending Cancel"/>
  5625. <value enum="5" description="Canceled"/>
  5626. <value enum="7" description="Pending Reverse"/>
  5627. <value enum="8" description="Reversed"/>
  5628. <value enum="P" description="Pending New"/>
  5629. </field>
  5630. <field number="5110" name="BankAccStatus" type="CHAR">
  5631. <value enum="0" description="Normal"/>
  5632. <value enum="1" description="Freeze"/>
  5633. <value enum="2" description="Report the loss"/>
  5634. <value enum="3" description="Canceled"/>
  5635. </field>
  5636. </fields>
  5637. </fix>