1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768697071727374757677787980818283848586878889909192939495969798991001011021031041051061071081091101111121131141151161171181191201211221231241251261271281291301311321331341351361371381391401411421431441451461471481491501511521531541551561571581591601611621631641651661671681691701711721731741751761771781791801811821831841851861871881891901911921931941951961971981992002012022032042052062072082092102112122132142152162172182192202212222232242252262272282292302312322332342352362372382392402412422432442452462472482492502512522532542552562572582592602612622632642652662672682692702712722732742752762772782792802812822832842852862872882892902912922932942952962972982993003013023033043053063073083093103113123133143153163173183193203213223233243253263273283293303313323333343353363373383393403413423433443453463473483493503513523533543553563573583593603613623633643653663673683693703713723733743753763773783793803813823833843853863873883893903913923933943953963973983994004014024034044054064074084094104114124134144154164174184194204214224234244254264274284294304314324334344354364374384394404414424434444454464474484494504514524534544554564574584594604614624634644654664674684694704714724734744754764774784794804814824834844854864874884894904914924934944954964974984995005015025035045055065075085095105115125135145155165175185195205215225235245255265275285295305315325335345355365375385395405415425435445455465475485495505515525535545555565575585595605615625635645655665675685695705715725735745755765775785795805815825835845855865875885895905915925935945955965975985996006016026036046056066076086096106116126136146156166176186196206216226236246256266276286296306316326336346356366376386396406416426436446456466476486496506516526536546556566576586596606616626636646656666676686696706716726736746756766776786796806816826836846856866876886896906916926936946956966976986997007017027037047057067077087097107117127137147157167177187197207217227237247257267277287297307317327337347357367377387397407417427437447457467477487497507517527537547557567577587597607617627637647657667677687697707717727737747757767777787797807817827837847857867877887897907917927937947957967977987998008018028038048058068078088098108118128138148158168178188198208218228238248258268278288298308318328338348358368378388398408418428438448458468478488498508518528538548558568578588598608618628638648658668678688698708718728738748758768778788798808818828838848858868878888898908918928938948958968978988999009019029039049059069079089099109119129139149159169179189199209219229239249259269279289299309319329339349359369379389399409419429439449459469479489499509519529539549559569579589599609619629639649659669679689699709719729739749759769779789799809819829839849859869879889899909919929939949959969979989991000100110021003100410051006100710081009101010111012101310141015101610171018101910201021102210231024102510261027102810291030103110321033103410351036103710381039104010411042104310441045104610471048104910501051105210531054105510561057105810591060106110621063106410651066106710681069107010711072107310741075107610771078107910801081108210831084108510861087108810891090109110921093109410951096109710981099110011011102110311041105110611071108110911101111111211131114111511161117111811191120112111221123112411251126112711281129113011311132113311341135113611371138113911401141114211431144114511461147114811491150115111521153115411551156115711581159116011611162116311641165116611671168116911701171117211731174117511761177117811791180118111821183118411851186118711881189119011911192119311941195119611971198119912001201120212031204120512061207120812091210121112121213121412151216121712181219122012211222122312241225122612271228122912301231123212331234123512361237123812391240124112421243124412451246124712481249125012511252125312541255125612571258125912601261126212631264126512661267126812691270127112721273127412751276127712781279128012811282128312841285128612871288128912901291129212931294129512961297129812991300130113021303130413051306130713081309131013111312131313141315131613171318131913201321132213231324132513261327132813291330133113321333133413351336133713381339134013411342134313441345134613471348134913501351135213531354135513561357135813591360136113621363136413651366136713681369137013711372137313741375137613771378137913801381138213831384138513861387138813891390139113921393139413951396139713981399140014011402140314041405140614071408140914101411141214131414141514161417141814191420142114221423142414251426142714281429143014311432143314341435143614371438143914401441144214431444144514461447144814491450145114521453145414551456145714581459146014611462146314641465146614671468146914701471147214731474147514761477147814791480148114821483148414851486148714881489149014911492149314941495149614971498149915001501150215031504150515061507150815091510151115121513151415151516151715181519152015211522152315241525152615271528152915301531153215331534153515361537153815391540154115421543154415451546154715481549155015511552155315541555155615571558155915601561156215631564156515661567156815691570157115721573157415751576157715781579158015811582158315841585158615871588158915901591159215931594159515961597159815991600160116021603160416051606160716081609161016111612161316141615161616171618161916201621162216231624162516261627162816291630163116321633163416351636163716381639164016411642164316441645164616471648164916501651165216531654165516561657165816591660166116621663166416651666166716681669167016711672167316741675167616771678167916801681168216831684168516861687168816891690169116921693169416951696169716981699170017011702170317041705170617071708170917101711171217131714171517161717171817191720172117221723172417251726172717281729173017311732173317341735173617371738173917401741174217431744174517461747174817491750175117521753175417551756175717581759176017611762176317641765176617671768176917701771177217731774177517761777177817791780178117821783178417851786178717881789179017911792179317941795179617971798179918001801180218031804180518061807180818091810181118121813181418151816181718181819182018211822182318241825182618271828182918301831183218331834183518361837183818391840184118421843184418451846184718481849185018511852185318541855185618571858185918601861186218631864186518661867186818691870187118721873187418751876187718781879188018811882188318841885188618871888188918901891189218931894189518961897189818991900190119021903190419051906190719081909191019111912191319141915191619171918191919201921192219231924192519261927192819291930193119321933193419351936193719381939194019411942194319441945194619471948194919501951195219531954195519561957195819591960196119621963196419651966196719681969197019711972197319741975197619771978197919801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420252026202720282029203020312032203320342035203620372038203920402041204220432044204520462047204820492050205120522053205420552056205720582059206020612062206320642065206620672068206920702071207220732074207520762077207820792080208120822083208420852086208720882089209020912092209320942095209620972098209921002101210221032104210521062107210821092110211121122113211421152116211721182119212021212122212321242125212621272128212921302131213221332134213521362137213821392140214121422143214421452146214721482149215021512152215321542155215621572158215921602161216221632164216521662167216821692170217121722173217421752176217721782179218021812182218321842185218621872188218921902191219221932194219521962197219821992200220122022203220422052206220722082209221022112212221322142215221622172218221922202221222222232224222522262227222822292230223122322233223422352236223722382239224022412242224322442245224622472248224922502251225222532254225522562257225822592260226122622263226422652266226722682269227022712272227322742275227622772278227922802281228222832284228522862287228822892290229122922293229422952296229722982299230023012302230323042305230623072308230923102311231223132314231523162317231823192320232123222323232423252326232723282329233023312332233323342335233623372338233923402341234223432344234523462347234823492350235123522353235423552356235723582359236023612362236323642365236623672368236923702371237223732374237523762377237823792380238123822383238423852386238723882389239023912392239323942395239623972398239924002401240224032404240524062407240824092410241124122413241424152416241724182419242024212422242324242425242624272428242924302431243224332434243524362437243824392440244124422443244424452446244724482449245024512452245324542455245624572458245924602461246224632464246524662467246824692470247124722473247424752476247724782479248024812482248324842485248624872488248924902491249224932494249524962497249824992500250125022503250425052506250725082509251025112512251325142515251625172518251925202521252225232524252525262527252825292530253125322533253425352536253725382539254025412542254325442545254625472548254925502551255225532554255525562557255825592560256125622563256425652566256725682569257025712572257325742575257625772578257925802581258225832584258525862587258825892590259125922593259425952596259725982599260026012602260326042605260626072608260926102611261226132614261526162617261826192620262126222623262426252626262726282629263026312632263326342635263626372638263926402641264226432644264526462647264826492650265126522653265426552656265726582659266026612662266326642665266626672668266926702671267226732674267526762677267826792680268126822683268426852686268726882689269026912692269326942695269626972698269927002701270227032704270527062707270827092710271127122713271427152716271727182719272027212722272327242725272627272728272927302731273227332734273527362737273827392740274127422743274427452746274727482749275027512752275327542755275627572758275927602761276227632764276527662767276827692770277127722773277427752776277727782779278027812782278327842785278627872788278927902791279227932794279527962797279827992800280128022803280428052806280728082809281028112812281328142815281628172818281928202821282228232824282528262827282828292830283128322833283428352836283728382839284028412842284328442845284628472848284928502851285228532854285528562857285828592860286128622863286428652866286728682869287028712872287328742875287628772878287928802881288228832884288528862887288828892890289128922893289428952896289728982899290029012902290329042905290629072908290929102911291229132914291529162917291829192920292129222923292429252926292729282929293029312932293329342935293629372938293929402941294229432944294529462947294829492950295129522953295429552956295729582959296029612962296329642965296629672968296929702971297229732974297529762977297829792980298129822983298429852986298729882989299029912992299329942995299629972998299930003001300230033004300530063007300830093010301130123013301430153016301730183019302030213022302330243025302630273028302930303031303230333034303530363037303830393040304130423043304430453046304730483049305030513052305330543055305630573058305930603061306230633064306530663067306830693070307130723073307430753076307730783079308030813082308330843085308630873088308930903091309230933094309530963097309830993100310131023103310431053106310731083109311031113112311331143115311631173118311931203121312231233124312531263127312831293130313131323133313431353136313731383139314031413142314331443145314631473148314931503151315231533154315531563157315831593160316131623163316431653166316731683169317031713172317331743175317631773178317931803181318231833184318531863187318831893190319131923193319431953196319731983199320032013202320332043205320632073208320932103211321232133214321532163217321832193220322132223223322432253226322732283229323032313232323332343235323632373238323932403241324232433244324532463247324832493250325132523253325432553256325732583259326032613262326332643265326632673268326932703271327232733274327532763277327832793280328132823283328432853286328732883289329032913292329332943295329632973298329933003301330233033304330533063307330833093310331133123313331433153316331733183319332033213322332333243325332633273328332933303331333233333334333533363337333833393340334133423343334433453346334733483349335033513352335333543355335633573358335933603361336233633364336533663367336833693370337133723373337433753376337733783379338033813382338333843385338633873388338933903391339233933394339533963397339833993400340134023403340434053406340734083409341034113412341334143415341634173418341934203421342234233424342534263427342834293430343134323433343434353436343734383439344034413442344334443445344634473448344934503451345234533454345534563457345834593460346134623463346434653466346734683469347034713472347334743475347634773478347934803481348234833484348534863487348834893490349134923493349434953496349734983499350035013502350335043505350635073508350935103511351235133514351535163517351835193520352135223523352435253526352735283529353035313532353335343535353635373538353935403541354235433544354535463547354835493550355135523553355435553556355735583559356035613562356335643565356635673568356935703571357235733574357535763577357835793580358135823583358435853586358735883589359035913592359335943595359635973598359936003601360236033604360536063607360836093610361136123613361436153616361736183619362036213622362336243625362636273628362936303631363236333634363536363637363836393640364136423643364436453646364736483649365036513652365336543655365636573658365936603661366236633664366536663667366836693670367136723673367436753676367736783679368036813682368336843685368636873688368936903691369236933694369536963697369836993700370137023703370437053706370737083709371037113712371337143715371637173718371937203721372237233724372537263727372837293730373137323733373437353736373737383739374037413742374337443745374637473748374937503751375237533754375537563757375837593760376137623763376437653766376737683769377037713772377337743775377637773778377937803781378237833784378537863787378837893790379137923793379437953796379737983799380038013802380338043805380638073808380938103811381238133814381538163817381838193820382138223823382438253826382738283829383038313832383338343835383638373838383938403841384238433844384538463847384838493850385138523853385438553856385738583859386038613862386338643865386638673868386938703871387238733874387538763877387838793880388138823883388438853886388738883889389038913892389338943895389638973898389939003901390239033904390539063907390839093910391139123913391439153916391739183919392039213922392339243925392639273928392939303931393239333934393539363937393839393940394139423943394439453946394739483949395039513952395339543955395639573958395939603961396239633964396539663967396839693970397139723973397439753976397739783979398039813982398339843985398639873988398939903991399239933994399539963997399839994000400140024003400440054006400740084009401040114012401340144015401640174018401940204021402240234024402540264027402840294030403140324033403440354036403740384039404040414042404340444045404640474048404940504051405240534054405540564057405840594060406140624063406440654066406740684069407040714072407340744075407640774078407940804081408240834084408540864087408840894090409140924093409440954096409740984099410041014102410341044105410641074108410941104111411241134114411541164117411841194120412141224123412441254126412741284129413041314132413341344135413641374138413941404141414241434144414541464147414841494150415141524153415441554156415741584159416041614162416341644165416641674168416941704171417241734174417541764177417841794180418141824183418441854186418741884189419041914192419341944195419641974198419942004201420242034204420542064207420842094210421142124213421442154216421742184219422042214222422342244225422642274228422942304231423242334234423542364237423842394240424142424243424442454246424742484249425042514252425342544255425642574258425942604261426242634264426542664267426842694270427142724273427442754276427742784279428042814282428342844285428642874288428942904291429242934294429542964297429842994300430143024303430443054306430743084309431043114312431343144315431643174318431943204321432243234324432543264327432843294330433143324333433443354336433743384339434043414342434343444345434643474348434943504351435243534354435543564357435843594360436143624363436443654366436743684369437043714372437343744375437643774378437943804381438243834384438543864387438843894390439143924393439443954396439743984399440044014402440344044405440644074408440944104411441244134414441544164417441844194420442144224423442444254426442744284429443044314432443344344435443644374438443944404441444244434444444544464447444844494450445144524453445444554456445744584459446044614462446344644465446644674468446944704471447244734474447544764477447844794480448144824483448444854486448744884489449044914492449344944495449644974498449945004501450245034504450545064507450845094510451145124513451445154516451745184519452045214522452345244525452645274528452945304531453245334534453545364537453845394540454145424543454445454546454745484549455045514552455345544555455645574558455945604561456245634564456545664567456845694570457145724573457445754576457745784579458045814582458345844585458645874588458945904591459245934594459545964597459845994600460146024603460446054606460746084609461046114612461346144615461646174618461946204621462246234624462546264627462846294630463146324633463446354636463746384639464046414642464346444645464646474648464946504651465246534654465546564657465846594660466146624663466446654666466746684669467046714672467346744675467646774678467946804681468246834684468546864687468846894690469146924693469446954696469746984699470047014702470347044705470647074708470947104711471247134714471547164717471847194720472147224723472447254726472747284729473047314732473347344735473647374738473947404741474247434744474547464747474847494750475147524753475447554756475747584759476047614762476347644765476647674768476947704771477247734774477547764777477847794780478147824783478447854786478747884789479047914792479347944795479647974798479948004801480248034804480548064807480848094810481148124813481448154816481748184819482048214822482348244825482648274828482948304831483248334834483548364837483848394840484148424843484448454846484748484849485048514852485348544855485648574858485948604861486248634864486548664867486848694870487148724873487448754876487748784879488048814882488348844885488648874888488948904891489248934894489548964897489848994900490149024903490449054906490749084909491049114912491349144915491649174918491949204921492249234924492549264927492849294930493149324933493449354936493749384939494049414942494349444945494649474948494949504951495249534954495549564957495849594960496149624963496449654966496749684969497049714972497349744975497649774978497949804981498249834984498549864987498849894990499149924993499449954996499749984999500050015002500350045005500650075008500950105011501250135014501550165017501850195020502150225023502450255026502750285029503050315032503350345035503650375038503950405041504250435044504550465047504850495050505150525053505450555056505750585059506050615062506350645065506650675068506950705071507250735074507550765077507850795080508150825083508450855086508750885089509050915092509350945095509650975098509951005101510251035104510551065107510851095110511151125113511451155116511751185119512051215122512351245125512651275128512951305131513251335134513551365137513851395140514151425143514451455146514751485149515051515152515351545155515651575158515951605161516251635164516551665167516851695170517151725173517451755176517751785179518051815182518351845185518651875188518951905191519251935194519551965197519851995200520152025203520452055206520752085209521052115212521352145215521652175218521952205221522252235224522552265227522852295230523152325233523452355236523752385239524052415242524352445245524652475248524952505251525252535254525552565257525852595260526152625263526452655266526752685269527052715272527352745275527652775278527952805281528252835284528552865287528852895290529152925293529452955296529752985299530053015302530353045305530653075308530953105311531253135314531553165317531853195320532153225323532453255326532753285329533053315332533353345335533653375338533953405341534253435344534553465347534853495350535153525353535453555356535753585359536053615362536353645365536653675368536953705371537253735374537553765377537853795380538153825383538453855386538753885389539053915392539353945395539653975398539954005401540254035404540554065407540854095410541154125413541454155416541754185419542054215422542354245425542654275428542954305431543254335434543554365437543854395440544154425443544454455446544754485449545054515452545354545455545654575458545954605461546254635464546554665467546854695470547154725473547454755476547754785479548054815482548354845485548654875488548954905491549254935494549554965497549854995500550155025503550455055506550755085509551055115512551355145515551655175518551955205521552255235524552555265527552855295530553155325533553455355536553755385539554055415542554355445545554655475548554955505551555255535554555555565557555855595560556155625563556455655566556755685569557055715572557355745575557655775578557955805581558255835584558555865587558855895590559155925593559455955596559755985599560056015602560356045605560656075608560956105611561256135614561556165617561856195620562156225623562456255626562756285629563056315632563356345635563656375638563956405641564256435644564556465647564856495650565156525653565456555656565756585659566056615662566356645665566656675668566956705671567256735674567556765677567856795680568156825683568456855686568756885689569056915692569356945695569656975698569957005701570257035704570557065707570857095710571157125713571457155716571757185719572057215722 |
- <fix major='4' type='FIX' servicepack='0' minor='2'>
- <header>
- <field name='BeginString' required='Y' />
- <field name='BodyLength' required='Y' />
- <field name='MsgType' required='Y' />
- <field name='SenderCompID' required='Y' />
- <field name='TargetCompID' required='Y' />
- <field name='OnBehalfOfCompID' required='N' />
- <field name='DeliverToCompID' required='N' />
- <field name='SecureDataLen' required='N' />
- <field name='SecureData' required='N' />
- <field name='MsgSeqNum' required='Y' />
- <field name='SenderSubID' required='N' />
- <field name='SenderLocationID' required='N' />
- <field name='TargetSubID' required='N' />
- <field name='TargetLocationID' required='N' />
- <field name='OnBehalfOfSubID' required='N' />
- <field name='OnBehalfOfLocationID' required='N' />
- <field name='DeliverToSubID' required='N' />
- <field name='DeliverToLocationID' required='N' />
- <field name='PossDupFlag' required='N' />
- <field name='PossResend' required='N' />
- <field name='SendingTime' required='Y' />
- <field name='OrigSendingTime' required='N' />
- <field name='XmlDataLen' required='N' />
- <field name='XmlData' required='N' />
- <field name='MessageEncoding' required='N' />
- <field name='LastMsgSeqNumProcessed' required='N' />
- <field name='OnBehalfOfSendingTime' required='N' />
- </header>
- <messages>
-
-
- <message name='RequestForPositions' msgcat='app' msgtype='UAN' remark='query_zjgf_req' >
- <field name='PosReqID' required='Y' />
- <field name='ContractSno' required='N' />
- <field name='PosReqType' required='Y' />
- <field name='OrderID' required='N' />
- <field name='Currency' required='N' />
- <field name='Account' required='N' />
- <field name='AccountType' required='N' />
- <field name='EndDate' required='N' />
- <field name='StartDate' required='N' />
- <field name='PosMaintRptID' required='N' />
- <field name='Symbol' required='N' />
- <field name='LifeStatus' required='N' />
- <field name='MFType' required='N' />
- <field name='ContractSno' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='CashgroupProp' required='N' />
- <field name='PosbusinessType' required='N' />
- <field name='RefTerm' required='N' />
- <field name='RefpreapplyStatus' required='N' />
- <field name='CsfcCompactId' required='N' />
- <field name='RefType' required='N' />
- <field name='CompactTerm' required='N' />
- <field name='Compactstatus' required='N' />
- </message>
-
-
- <message name='CollateralRequests' msgcat='app' msgtype='UAX' remark='query_zjgf_req' >
- <field name='CollReqID' required='Y' />
- <field name='CollAsgnReason' required='Y' />
- <field name='Currency' required='N' />
- <field name='Side' required='N' />
- <field name='Symbol' required='N' />
- <field name='TransactTime' required='N' />
- <field name='Shares' required='N' />
- </message>
-
- <message name='RequestForPositionsAck' msgcat='app' msgtype='UAO' remark='query_zjgf_req' >
- <field name='PosReqID' required='Y' />
- <field name='PosReqType' required='Y' />
- <field name='PosReqResult' required='N' />
- <field name='PosTransType' required='N' />
- <field name='PosReqStatus' required='N' />
- <field name='Text' required='N' />
- <field name='PosMaintRptID' required='N' />
- </message>
-
- <message name='PositionReport' msgcat='app' msgtype='UAP' remark='query_zjgf_ans' >
- <field name='PosMaintRptID' required='Y' />
- <field name='PosReqID' required='Y' />
- <field name='PosReqType' required='Y' />
- <field name='TotalNumPosReports' required='Y' />
- <field name='PosReqResult' required='Y' />
- <field name='PosReqStatus' required='N' />
- <field name='OrderQty' required='N' />
- <field name='Price' required='N' />
- <field name='PosReqType' required='N' />
- <field name='AvgPx' required='N' />
- <field name='Currency' required='N' />
- <field name='LastRptRequested' required='N' />
- <field name='Text' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Symbol' required='N' />
- <field name='Side' required='N' />
- <field name='OrderID' required='N' />
- <field name='SecurityID' required='N' />
- <field name='Account' required='N' />
- <group name='NoPositions' required='N'>
- <field name='PosType' required='N' />
- <field name='LongQty' required='N' />
- </group>
- <field name='SettlPartyID' required='N' />
- <field name='PosTransType' required='N' />
- <group name='NoPosAmt' required='N'>
- <field name='PosAmtType' required='N' />
- <field name='PosAmt' required='N' />
- </group>
- <group name='NoUAccount' required='N'>
- <field name='AccountType' required='N' />
- <field name='Account' required='N' />
- </group>
- <group name='NoStipulations' required='N'>
- <field name='StipulationType' required='N' />
- <field name='StipulationValue' required='N' />
- </group>
- <group name='NoEvents' required='N'>
- <field name='EventType' required='N' />
- <field name='EventTime' required='N' />
- <field name='EventText' required='N' />
- </group>
- <field name='MFType' required='N' />
- <field name='ContractSno' required='N' />
- <field name='Compactstatus' required='N' />
- <field name='AccountType' required='N' />
- <field name='CumQty' required='N' />
- <field name='ClearingBusinessDate' required='N' />
- <field name='DeliveryDate' required='N' />
- <field name='PromiseType' required='N' />
- <field name='CompactTerm' required='N' />
- <field name='PostponeFlag' required='N' />
- <field name='PostponeTimes' required='N' />
- <field name='OriAllotNo' required='N' />
- <field name='RefStatus' required='N' />
- <field name='PhysicalDays' required='N' />
- <field name='DealFlag' required='N' />
- <field name='SloStatus' required='N' />
- <field name='PreendStatus' required='N' />
- <field name='RefCompactType' required='N' />
- <field name='AgreementID' required='N' />
- </message>
-
-
- <message name='CollateralAssignment' msgcat='app' msgtype='UAY' remark='query_zjgf_ans' >
- <field name='CollAsgnID' required='Y' />
- <field name='CollReqID' required='N' />
- <field name='CollAsgnReason' required='Y' />
- <field name='CollAsgnTransType' required='Y' />
- <field name='SecurityExchange' required='N' />
- <field name='Side' required='N' />
- <field name='Symbol' required='Y' />
- <field name='TransactTime' required='N' />
- <field name='Shares' required='N' />
- <field name='PosReqResult' required='N' />
- <field name='Currency' required='N' />
- <field name='LastRptRequested' required='N' />
- <field name='Text' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='SecurityID' required='N' />
- <field name='Account' required='N' />
- <field name='AccountType' required='N' />
- <group name='NoPosAmt' required='N'>
- <field name='PosAmtType' required='N' />
- <field name='PosAmt' required='N' />
- <!--field name='PositionCurrency' required='N' /-->
- </group>
- <group name='NoPositions' required='N'>
- <field name='PosType' required='N' />
- <field name='LongQty' required='N' />
- <field name='ShortQty' required='N' />
- </group>
-
- <field name='SeatNo' required='N' />
- <field name='StockAccountCrdt' required='N' />
- <field name='SeatNoCrdt' required='N' />
- </message>
-
-
- <message name='CollateralResponse' msgcat='app' msgtype='UAZ' remark='query_zjgf_ans' >
- <field name='CollRespID' required='Y' />
- <field name='CollAsgnID' required='Y' />
- <field name='CollAsgnReason' required='Y' />
- <field name='CollAsgnTransType' required='N' />
- <field name='CollAsgnRespType' required='N' />
- <field name='OrderID' required='N' />
- <field name='Side' required='N' />
- <field name='Symbol' required='N' />
- <field name='TransactTime' required='N' />
- <field name='Shares' required='N' />
- <field name='PosReqResult' required='N' />
- <field name='Currency' required='N' />
- <field name='LastRptRequested' required='N' />
- <field name='Text' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='SecurityID' required='N' />
- <field name='Account' required='N' />
- <field name='CollAsgnRejectReason' required='N' />
- <field name='TransactTime' required='N' />
- </message>
-
-
-
-
-
-
- <!--message name='ZJLS_ANS' msgcat='app' msgtype='FFA' remark='query_zjls_ans' >
- <field name='PosMaintRptID' required='Y' />
- <field name='PosReqID' required='Y' />
-
- <field name='TotalNumPosReports' required='Y' />
- <field name='PosReqResult' required='Y' />
- <field name='Currency' required='N' />
- <field name='LastRptRequested' required='N' />
-
- <field name='EventType' required='N' />
- <field name='EventText' required='N' />
- <field name='Side' required='N' />
- <field name='CumQty' required='N' />
- <field name='AvgPx' required='N' />
- <field name='DeliveryDate' required='N' />
- <field name='ClearingBusinessDate' required='N' />
-
- <field name='Text' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Symbol' required='N' />
- <field name='SecurityID' required='N' />
- <field name='Account' required='N' />
- <field name='CumQty' required='N' />
- <field name='OrderID' required='N' />
-
-
- <group name='NoPositions' required='N'>
- <field name='PosType' required='N' />
- <field name='LongQty' required='N' />
- <field name='ShortQty' required='N' />
- </group>
- </message-->
-
- <message name='PositionMaintenanceReport' msgcat='app' msgtype='UAM' remark='PositionMaintenanceReport' >
- <field name='PosReqID' required='Y' />
- <field name='Currency' required='N' />
- <field name='SettlPartyID' required='N' />
- <!--field name='CashOrderQty' required='Y' /-->
- <field name='Account' required='N' />
- <field name='PosMaintStatus' required='Y' />
- <field name='OrderID' required='N' />
- <field name='PosMaintRptID' required='Y' />
- <field name='PosMaintAction' required='N' />
- <field name='PosTransType' required='N' />
- <field name='AccountType' required='N' />
- <field name='Shares' required='N' />
- <field name='Symbol' required='N' />
- <field name='SecurityExchange' required='N' />
-
-
- <field name='Text' required='N' />
- <group name='NoPositions' required='N'>
- <field name='PosType' required='N' />
- <field name='LongQty' required='N' />
- <field name='ShortQty' required='N' />
- </group>
- <group name='NoPosAmt' required='N'>
- <field name='PosAmtType' required='N' />
- <field name='PosAmt' required='N' />
- </group>
- </message>
-
- <message name='Heartbeat' msgcat='admin' msgtype='0'>
- <field name='TestReqID' required='N' />
- </message>
- <message name='TestRequest' msgcat='admin' msgtype='1'>
- <field name='TestReqID' required='Y' />
- </message>
- <message name='ResendRequest' msgcat='admin' msgtype='2'>
- <field name='BeginSeqNo' required='Y' />
- <field name='EndSeqNo' required='Y' />
- </message>
- <message name='Reject' msgcat='admin' msgtype='3'>
- <field name='RefSeqNum' required='Y' />
- <field name='RefTagID' required='N' />
- <field name='RefMsgType' required='N' />
- <field name='SessionRejectReason' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='SequenceReset' msgcat='admin' msgtype='4'>
- <field name='GapFillFlag' required='N' />
- <field name='NewSeqNo' required='Y' />
- </message>
- <message name='Logout' msgcat='admin' msgtype='5'>
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='IndicationofInterest' msgcat='app' msgtype='6'>
- <field name='IOIid' required='Y' />
- <field name='IOITransType' required='Y' />
- <field name='IOIRefID' required='N' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Side' required='Y' />
- <field name='IOIShares' required='Y' />
- <field name='Price' required='N' />
- <field name='Currency' required='N' />
- <field name='ValidUntilTime' required='N' />
- <field name='IOIQltyInd' required='N' />
- <field name='IOINaturalFlag' required='N' />
- <group name='NoIOIQualifiers' required='N'>
- <field name='IOIQualifier' required='N' />
- </group>
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='TransactTime' required='N' />
- <field name='URLLink' required='N' />
- <group name='NoRoutingIDs' required='N'>
- <field name='RoutingType' required='N' />
- <field name='RoutingID' required='N' />
- </group>
- <field name='Spread' required='N' />
- <field name='Benchmark' required='N' />
- </message>
- <message name='Advertisement' msgcat='app' msgtype='7'>
- <field name='AdvId' required='Y' />
- <field name='AdvTransType' required='Y' />
- <field name='AdvRefID' required='N' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='AdvSide' required='Y' />
- <!--field name='Shares' required='Y' /-->
- <field name='Shares' required='Y' />
- <field name='Price' required='N' />
- <field name='Currency' required='N' />
- <field name='TradeDate' required='N' />
- <field name='TransactTime' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='URLLink' required='N' />
- <field name='LastMkt' required='N' />
- <field name='TradingSessionID' required='N' />
- </message>
- <message name='ExecutionReport' msgcat='app' msgtype='8'>
- <field name='OrderID' required='N' />
- <field name='SecondaryOrderID' required='N' />
- <field name='ClOrdID' required='N' />
- <field name='OrigClOrdID' required='N' />
- <field name='OnBehalfOfSubID' required='N' />
- <field name='ClientID' required='N' />
- <field name='ExecBroker' required='N' />
- <field name='ContractSno' required='N' />
- <field name='SuccessNum' required='N' />
- <field name='FailNum' required='N' />
- <field name='EntrustResult' required='N' />
- <field name='EntrustErrinfoStr' required='N' />
- <field name='EntrustNoStr' required='N' />
- <field name='ReportNoStr' required='N' />
- <field name='SeatNoStr' required='N' />
- <field name='EntrustTimeStr' required='N' />
- <field name='EntrustCount' required='N' />
- <field name='EntrustNoOldStr' required='N' />
- <field name='EntrustStatusStr' required='N' />
- <field name='AccountStr' required='N' />
- <group name='NoContraBrokers' required='N'>
- <field name='ContraBroker' required='N' />
- <field name='ContraTrader' required='N' />
- <field name='ContraTradeQty' required='N' />
- <field name='ContraTradeTime' required='N' />
- </group>
- <field name='ListID' required='N' />
- <field name='ExecID' required='Y' />
- <field name='ExecTransType' required='N' />
- <field name='ExecRefID' required='N' />
- <field name='ExecType' required='Y' />
- <field name='OrdStatus' required='Y' />
- <field name='OrdRejReason' required='N' />
- <field name='ExecRestatementReason' required='N' />
- <field name='Account' required='N' />
- <field name='SettlmntTyp' required='N' />
- <field name='FutSettDate' required='N' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Side' required='N' />
- <field name='OrderQty' required='N' />
- <field name='CashOrderQty' required='N' />
- <field name='OrdType' required='N' />
- <field name='Price' required='N' />
- <field name='StopPx' required='N' />
- <field name='PegDifference' required='N' />
- <field name='DiscretionInst' required='N' />
- <field name='DiscretionOffset' required='N' />
- <field name='Currency' required='N' />
- <field name='ComplianceID' required='N' />
- <field name='SolicitedFlag' required='N' />
- <field name='TimeInForce' required='N' />
- <field name='EffectiveTime' required='N' />
- <field name='ExpireDate' required='N' />
- <field name='ExpireTime' required='N' />
- <field name='ExecInst' required='N' />
- <field name='Rule80A' required='N' />
- <field name='LastShares' required='N' />
- <field name='LastPx' required='N' />
- <field name='LastSpotRate' required='N' />
- <field name='LastForwardPoints' required='N' />
- <field name='LastMkt' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='LastCapacity' required='N' />
- <field name='LeavesQty' required='N' />
- <field name='CumQty' required='N' />
- <field name='AvgPx' required='N' />
- <field name='DayOrderQty' required='N' />
- <field name='DayCumQty' required='N' />
- <field name='DayAvgPx' required='N' />
- <field name='GTBookingInst' required='N' />
- <field name='TradeDate' required='N' />
- <field name='TransactTime' required='N' />
- <field name='ReportToExch' required='N' />
- <field name='Commission' required='N' />
- <field name='CommType' required='N' />
- <field name='GrossTradeAmt' required='N' />
- <field name='SettlCurrAmt' required='N' />
- <field name='SettlCurrency' required='N' />
- <field name='SettlCurrFxRate' required='N' />
- <field name='SettlCurrFxRateCalc' required='N' />
- <field name='HandlInst' required='N' />
- <field name='MinQty' required='N' />
- <field name='MaxFloor' required='N' />
- <field name='OpenClose' required='N' />
- <field name='MaxShow' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='FutSettDate2' required='N' />
- <field name='OrderQty2' required='N' />
- <field name='ClearingFirm' required='N' />
- <field name='ClearingAccount' required='N' />
- </message>
- <message name='OrderCancelReject' msgcat='app' msgtype='9'>
- <field name='OrderID' required='Y' />
- <field name='SecondaryOrderID' required='N' />
- <field name='ClOrdID' required='Y' />
- <field name='OrigClOrdID' required='Y' />
- <field name='OrdStatus' required='Y' />
- <field name='ClientID' required='N' />
- <field name='ExecBroker' required='N' />
- <field name='ListID' required='N' />
- <field name='Account' required='N' />
- <field name='TransactTime' required='N' />
- <field name='CxlRejResponseTo' required='Y' />
- <field name='CxlRejReason' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='Logon' msgcat='admin' msgtype='A'>
- <field name='EncryptMethod' required='Y' />
- <field name='HeartBtInt' required='Y' />
- <field name='RawDataLength' required='N' />
- <field name='RawData' required='N' />
- <field name='Username' required='N' />
- <field name='Password' required='N' />
- <field name='ResetSeqNumFlag' required='N' />
- <field name='MaxMessageSize' required='N' />
- <group name='NoMsgTypes' required='N'>
- <field name='RefMsgType' required='N' />
- <field name='MsgDirection' required='N' />
- </group>
- </message>
- <message name='News' msgcat='app' msgtype='B'>
- <field name='OrigTime' required='N' />
- <field name='Urgency' required='N' />
- <field name='Headline' required='Y' />
- <field name='EncodedHeadlineLen' required='N' />
- <field name='EncodedHeadline' required='N' />
- <group name='NoRoutingIDs' required='N'>
- <field name='RoutingType' required='N' />
- <field name='RoutingID' required='N' />
- </group>
- <group name='NoRelatedSym' required='N'>
- <field name='RelatdSym' required='N' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- </group>
- <group name='LastQty' required='Y'>
- <field name='Text' required='Y' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </group>
- <field name='URLLink' required='N' />
- <field name='RawDataLength' required='N' />
- <field name='RawData' required='N' />
- </message>
- <message name='Email' msgcat='app' msgtype='C'>
- <field name='EmailThreadID' required='Y' />
- <field name='EmailType' required='Y' />
- <field name='OrigTime' required='N' />
- <field name='Subject' required='Y' />
- <field name='EncodedSubjectLen' required='N' />
- <field name='EncodedSubject' required='N' />
- <group name='NoRoutingIDs' required='N'>
- <field name='RoutingType' required='N' />
- <field name='RoutingID' required='N' />
- </group>
- <group name='NoRelatedSym' required='N'>
- <field name='RelatdSym' required='N' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- </group>
- <field name='OrderID' required='N' />
- <field name='ClOrdID' required='N' />
- <group name='LastQty' required='Y'>
- <field name='Text' required='Y' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </group>
- <field name='RawDataLength' required='N' />
- <field name='RawData' required='N' />
- </message>
-
- <message name='NewOrderSingle' msgcat='app' msgtype='D'>
- <field name='HedgeFlag' required='N' />
- <field name='Offset' required='N' />
- <field name='Password' required='N' />
- <field name='ClOrdID' required='Y' />
- <field name='ClientID' required='N' />
- <field name='ExecBroker' required='N' />
- <field name='Account' required='N' />
- <group name='NoAllocs' required='N'>
- <field name='AllocAccount' required='N' />
- <field name='AllocShares' required='N' />
- </group>
- <field name='SettlmntTyp' required='N' />
- <field name='FutSettDate' required='N' />
- <field name='HandlInst' required='Y' />
- <field name='ExecInst' required='N' />
- <field name='MinQty' required='N' />
- <field name='MaxFloor' required='N' />
- <field name='ExDestination' required='N' />
- <group name='NoTradingSessions' required='N'>
- <field name='TradingSessionID' required='N' />
- </group>
- <field name='ProcessCode' required='N' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='PrevClosePx' required='N' />
- <field name='Side' required='Y' />
- <field name='LocateReqd' required='N' />
- <field name='TransactTime' required='Y' />
- <field name='OrderQty' required='N' />
- <field name='CashOrderQty' required='N' />
- <field name='OrdType' required='Y' />
- <field name='Price' required='N' />
- <field name='StopPx' required='N' />
- <field name='Currency' required='N' />
- <field name='ComplianceID' required='N' />
- <field name='SolicitedFlag' required='N' />
- <field name='IOIid' required='N' />
- <field name='QuoteID' required='N' />
- <field name='TimeInForce' required='N' />
- <field name='EffectiveTime' required='N' />
- <field name='ExpireDate' required='N' />
- <field name='ExpireTime' required='N' />
- <field name='GTBookingInst' required='N' />
- <field name='Commission' required='N' />
- <field name='CommType' required='N' />
- <field name='Rule80A' required='N' />
- <field name='ForexReq' required='N' />
- <field name='SettlCurrency' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='FutSettDate2' required='N' />
- <field name='OrderQty2' required='N' />
- <field name='CashgroupProp' required='N' />
- <field name='RefbusiCode' required='N' />
-
- <!--field name='OpenClose' required='N' /-->
- <field name='OpenClose' required='N' />
- <field name='CoveredOrUncovered' required='N' />
- <field name='CustomerOrFirm' required='N' />
- <field name='MaxShow' required='N' />
- <field name='PegDifference' required='N' />
- <field name='DiscretionInst' required='N' />
- <field name='DiscretionOffset' required='N' />
- <field name='ClearingFirm' required='N' />
- <field name='ClearingAccount' required='N' />
- <field name='TargetStrategy' required='N' />
- <field name='AccountPassword' required='N' />
- <field name='TargetStrategyParameters' required='N' />
- <field name='OnBehalfOfSubID' required='N' />
- <field name="VolumeInForce" required="N" />
- <field name="EnRefTerm" required="N" />
- <field name="CbpconferId" required="N" />
- </message>
-
- <message name='POD' msgcat='app' msgtype='POD'>
- <field name='ClOrdID' required='Y' />
- <field name='HandlInst' required='N' />
- <field name='OrdType' required='Y' />
- <field name='Side' required='Y' />
- <field name='TransactTime' required='N' />
- <field name='Symbol' required='Y' />
- <field name='OrderQty' required='Y' />
- <field name='Currency' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Account' required='N' />
- <field name='SecurityType' required='N' />
- <field name='EntrustCount' required='Y' />
- <field name='Price' required='N' />
- </message>
- <message name='COD' msgcat='app' msgtype='COD'>
- <field name='ClOrdID' required='Y' />
- <field name='HandlInst' required='N' />
- <field name='OrdType' required='Y' />
- <field name='Account' required='N' />
- <field name='TransactTime' required='N' />
- <field name='SideStr' required='Y' />
- <field name='SymbolStr' required='Y' />
- <field name='OrderQtyStr' required='Y' />
- <field name='PriceStr' required='Y' />
- <field name='SecurityExchangeStr' required='Y' />
- <field name='CurrencyStr' required='Y' />
- <field name='SecurityTypeStr' required='Y' />
- <field name='AccountStr' required='Y' />
- <field name='EntrustNum' required='Y' />
- </message>
- <message name='COF' msgcat='app' msgtype='COF'>
- <field name='ClOrdID' required='Y' />
- <field name='Account' required='N' />
- <field name='SecurityExchangeStr' required='Y' />
- <field name='CurrencyStr' required='Y' />
- <field name='EntrustNoStr' required='Y' />
- <field name='EntrustNum' required='Y' />
- </message>
- <message name='COH' msgcat='app' msgtype='COH'>
- <field name='EntrustNum' required='Y' />
- <field name='EntrustNoStr' required='N' />
- <field name='Account' required='Y' />
- </message>
-
- <message name='PositionMaintenanceRequest' msgcat='app' msgtype='UAL'>
- <field name='PosReqID' required='Y' />
- <field name='EncryptMethod' required='N' />
- <field name='RawData' required='N' />
- <field name='Password' required='N' />
- <field name='Currency' required='N' />
- <field name='SettlPartyID' required='N' />
- <field name='FundPassword' required='N' />
- <!--field name='CashOrderQty' required='Y' /-->
- <field name='Account' required='N' />
- <group name='NoPosAmt' required='N'>
- <field name='PosAmtType' required='N' />
- <field name='PosAmt' required='N' />
- <!--field name='PositionCurrency' required='N' /-->
- </group>
- <field name='PosMaintAction' required='N' />
- <group name='NoPositions' required='N'>
- <field name='PosType' required='N' />
- <field name='LongQty' required='N' />
- <field name='ShortQty' required='N' />
- </group>
- <field name='PosTransType' required='Y' />
- <field name='AccountType' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Shares' required='N' />
- <field name='Symbol' required='N' />
- <field name='ContractSno' required='N' />
- <field name='CashgroupProp' required='N' />
- <field name='MaturityTime' required='N' />
- <field name='MinConfirmAmount' required='N' />
- <field name='MinConfirmBalance' required='N' />
- <field name='StartDate' required='N' />
- <field name='EndDate' required='N' />
- <field name='WithdrawFlag' required='N' />
- </message>
-
-
- <message name='TestMsg' msgcat='app' msgtype='Test'>
- <field name='PosReqID' required='N' />
- <group name='NoPositions' required='N'>
- <field name='PosType' required='N' />
- <field name='LongQty' required='N' />
- <field name='ShortQty' required='N' />
- </group>
- <field name='PosTransType' required='Y' />
-
- </message>
-
-
-
- <message name='NewOrderList' msgcat='app' msgtype='E'>
- <field name='ListID' required='Y' />
- <field name='BidID' required='N' />
- <field name='ClientBidID' required='N' />
- <field name='ProgRptReqs' required='N' />
- <field name='BidType' required='Y' />
- <field name='ProgPeriodInterval' required='N' />
- <field name='ListExecInstType' required='N' />
- <field name='ListExecInst' required='N' />
- <field name='EncodedListExecInstLen' required='N' />
- <field name='EncodedListExecInst' required='N' />
- <field name='TotNoOrders' required='Y' />
- <group name='NoOrders' required='Y'>
- <field name='ClOrdID' required='Y' />
- <field name='ListSeqNo' required='Y' />
- <field name='SettlInstMode' required='N' />
- <field name='ClientID' required='N' />
- <field name='ExecBroker' required='N' />
- <field name='Account' required='N' />
- <group name='NoAllocs' required='N'>
- <field name='AllocAccount' required='N' />
- <field name='AllocShares' required='N' />
- </group>
- <field name='SettlmntTyp' required='N' />
- <field name='FutSettDate' required='N' />
- <field name='HandlInst' required='N' />
- <field name='ExecInst' required='N' />
- <field name='MinQty' required='N' />
- <field name='MaxFloor' required='N' />
- <field name='ExDestination' required='N' />
- <group name='NoTradingSessions' required='N'>
- <field name='TradingSessionID' required='N' />
- </group>
- <field name='ProcessCode' required='N' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='PrevClosePx' required='N' />
- <field name='Side' required='Y' />
- <field name='SideValueInd' required='N' />
- <field name='LocateReqd' required='N' />
- <field name='TransactTime' required='N' />
- <field name='OrderQty' required='N' />
- <field name='CashOrderQty' required='N' />
- <field name='OrdType' required='N' />
- <field name='Price' required='N' />
- <field name='StopPx' required='N' />
- <field name='Currency' required='N' />
- <field name='ComplianceID' required='N' />
- <field name='SolicitedFlag' required='N' />
- <field name='IOIid' required='N' />
- <field name='QuoteID' required='N' />
- <field name='TimeInForce' required='N' />
- <field name='EffectiveTime' required='N' />
- <field name='ExpireDate' required='N' />
- <field name='ExpireTime' required='N' />
- <field name='GTBookingInst' required='N' />
- <field name='Commission' required='N' />
- <field name='CommType' required='N' />
- <field name='Rule80A' required='N' />
- <field name='ForexReq' required='N' />
- <field name='SettlCurrency' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='FutSettDate2' required='N' />
- <field name='OrderQty2' required='N' />
- <field name='OpenClose' required='N' />
- <field name='CoveredOrUncovered' required='N' />
- <field name='CustomerOrFirm' required='N' />
- <field name='MaxShow' required='N' />
- <field name='PegDifference' required='N' />
- <field name='DiscretionInst' required='N' />
- <field name='DiscretionOffset' required='N' />
- <field name='ClearingFirm' required='N' />
- <field name='ClearingAccount' required='N' />
- </group>
- </message>
- <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
- <field name='OnBehalfOfSubID' required='N' />
- <field name='OrigClOrdID' required='Y' />
- <field name='OrderID' required='N' />
- <field name='ClOrdID' required='Y' />
- <field name='ListID' required='N' />
- <field name='Account' required='N' />
- <field name='ClientID' required='N' />
- <field name='ExecBroker' required='N' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Side' required='Y' />
- <field name='TransactTime' required='Y' />
- <field name='OrderQty' required='N' />
- <field name='CashOrderQty' required='N' />
- <field name='ComplianceID' required='N' />
- <field name='SolicitedFlag' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='CashgroupProp' required='N' />
- <field name='RefbusiCode' required='N' />
- <field name='ContractSno' required='N' />
-
- </message>
- <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
- <field name='OrderID' required='N' />
- <field name='ClientID' required='N' />
- <field name='ExecBroker' required='N' />
- <field name='OrigClOrdID' required='Y' />
- <field name='ClOrdID' required='Y' />
- <field name='ListID' required='N' />
- <field name='Account' required='N' />
- <group name='NoAllocs' required='N'>
- <field name='AllocAccount' required='N' />
- <field name='AllocShares' required='N' />
- </group>
- <field name='SettlmntTyp' required='N' />
- <field name='FutSettDate' required='N' />
- <field name='HandlInst' required='Y' />
- <field name='ExecInst' required='N' />
- <field name='MinQty' required='N' />
- <field name='MaxFloor' required='N' />
- <field name='ExDestination' required='N' />
- <group name='NoTradingSessions' required='N'>
- <field name='TradingSessionID' required='N' />
- </group>
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Side' required='Y' />
- <field name='TransactTime' required='Y' />
- <field name='OrderQty' required='N' />
- <field name='CashOrderQty' required='N' />
- <field name='OrdType' required='Y' />
- <field name='Price' required='N' />
- <field name='StopPx' required='N' />
- <field name='PegDifference' required='N' />
- <field name='DiscretionInst' required='N' />
- <field name='DiscretionOffset' required='N' />
- <field name='ComplianceID' required='N' />
- <field name='SolicitedFlag' required='N' />
- <field name='Currency' required='N' />
- <field name='TimeInForce' required='N' />
- <field name='EffectiveTime' required='N' />
- <field name='ExpireDate' required='N' />
- <field name='ExpireTime' required='N' />
- <field name='GTBookingInst' required='N' />
- <field name='Commission' required='N' />
- <field name='CommType' required='N' />
- <field name='Rule80A' required='N' />
- <field name='ForexReq' required='N' />
- <field name='SettlCurrency' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='FutSettDate2' required='N' />
- <field name='OrderQty2' required='N' />
- <field name='OpenClose' required='N' />
- <field name='CoveredOrUncovered' required='N' />
- <field name='CustomerOrFirm' required='N' />
- <field name='MaxShow' required='N' />
- <field name='LocateReqd' required='N' />
- <field name='ClearingFirm' required='N' />
- <field name='ClearingAccount' required='N' />
- </message>
- <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
- <field name='OrderID' required='N' />
- <field name='ClOrdID' required='N' />
- <field name='ClientID' required='N' />
- <field name='Account' required='N' />
- <field name='ExecBroker' required='N' />
- <field name='Symbol' required='N' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Side' required='N' />
- </message>
- <message name='Allocation' msgcat='app' msgtype='J'>
- <field name='AllocID' required='Y' />
- <field name='AllocTransType' required='Y' />
- <field name='RefAllocID' required='N' />
- <field name='AllocLinkID' required='N' />
- <field name='AllocLinkType' required='N' />
- <group name='NoOrders' required='N'>
- <field name='ClOrdID' required='N' />
- <field name='OrderID' required='N' />
- <field name='SecondaryOrderID' required='N' />
- <field name='ListID' required='N' />
- <field name='WaveNo' required='N' />
- </group>
- <group name='NoExecs' required='N'>
- <field name='LastShares' required='N' />
- <field name='ExecID' required='N' />
- <field name='LastPx' required='N' />
- <field name='LastCapacity' required='N' />
- </group>
- <field name='Side' required='Y' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Shares' required='Y' />
- <!--field name='Shares' required='Y' /-->
- <field name='LastMkt' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='AvgPx' required='Y' />
- <field name='Currency' required='N' />
- <field name='AvgPrxPrecision' required='N' />
- <field name='TradeDate' required='Y' />
- <field name='TransactTime' required='N' />
- <field name='SettlmntTyp' required='N' />
- <field name='FutSettDate' required='N' />
- <field name='GrossTradeAmt' required='N' />
- <field name='NetMoney' required='N' />
- <field name='OpenClose' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='NumDaysInterest' required='N' />
- <field name='AccruedInterestRate' required='N' />
- <group name='NoAllocs' required='N'>
- <field name='AllocAccount' required='N' />
- <field name='AllocPrice' required='N' />
- <field name='AllocShares' required='Y' />
- <field name='ProcessCode' required='N' />
- <field name='BrokerOfCredit' required='N' />
- <field name='NotifyBrokerOfCredit' required='N' />
- <field name='AllocHandlInst' required='N' />
- <field name='AllocText' required='N' />
- <field name='EncodedAllocTextLen' required='N' />
- <field name='EncodedAllocText' required='N' />
- <field name='ExecBroker' required='N' />
- <field name='ClientID' required='N' />
- <field name='Commission' required='N' />
- <field name='CommType' required='N' />
- <field name='AllocAvgPx' required='N' />
- <field name='AllocNetMoney' required='N' />
- <field name='SettlCurrAmt' required='N' />
- <field name='SettlCurrency' required='N' />
- <field name='SettlCurrFxRate' required='N' />
- <field name='SettlCurrFxRateCalc' required='N' />
- <field name='AccruedInterestAmt' required='N' />
- <field name='SettlInstMode' required='N' />
- <group name='NoMiscFees' required='N'>
- <field name='MiscFeeAmt' required='N' />
- <field name='MiscFeeCurr' required='N' />
- <field name='MiscFeeType' required='N' />
- </group>
- </group>
- </message>
- <message name='ListCancelRequest' msgcat='app' msgtype='K'>
- <field name='ListID' required='Y' />
- <field name='TransactTime' required='Y' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='ListExecute' msgcat='app' msgtype='L'>
- <field name='ListID' required='Y' />
- <field name='ClientBidID' required='N' />
- <field name='BidID' required='N' />
- <field name='TransactTime' required='Y' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='ListStatusRequest' msgcat='app' msgtype='M'>
- <field name='ListID' required='Y' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='ListStatus' msgcat='app' msgtype='N'>
- <field name='ListID' required='Y' />
- <field name='ListStatusType' required='Y' />
- <field name='NoRpts' required='Y' />
- <field name='ListOrderStatus' required='Y' />
- <field name='RptSeq' required='Y' />
- <field name='ListStatusText' required='N' />
- <field name='EncodedListStatusTextLen' required='N' />
- <field name='EncodedListStatusText' required='N' />
- <field name='TransactTime' required='N' />
- <field name='TotNoOrders' required='Y' />
- <group name='NoOrders' required='Y'>
- <field name='ClOrdID' required='Y' />
- <field name='CumQty' required='Y' />
- <field name='OrdStatus' required='Y' />
- <field name='LeavesQty' required='Y' />
- <field name='CxlQty' required='Y' />
- <field name='AvgPx' required='Y' />
- <field name='OrdRejReason' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </group>
- </message>
- <message name='AllocationACK' msgcat='app' msgtype='P'>
- <field name='ClientID' required='N' />
- <field name='ExecBroker' required='N' />
- <field name='AllocID' required='Y' />
- <field name='TradeDate' required='Y' />
- <field name='TransactTime' required='N' />
- <field name='AllocStatus' required='Y' />
- <field name='AllocRejCode' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
- <field name='OrderID' required='Y' />
- <field name='ExecID' required='Y' />
- <field name='DKReason' required='Y' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Side' required='Y' />
- <field name='OrderQty' required='N' />
- <field name='CashOrderQty' required='N' />
- <field name='LastShares' required='N' />
- <field name='LastPx' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='QuoteRequest' msgcat='app' msgtype='R'>
- <field name='QuoteReqID' required='Y' />
- <group name='NoRelatedSym' required='Y'>
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='PrevClosePx' required='N' />
- <field name='QuoteRequestType' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='Side' required='N' />
- <field name='OrderQty' required='N' />
- <field name='FutSettDate' required='N' />
- <field name='OrdType' required='N' />
- <field name='FutSettDate2' required='N' />
- <field name='OrderQty2' required='N' />
- <field name='ExpireTime' required='N' />
- <field name='TransactTime' required='N' />
- <field name='Currency' required='N' />
- </group>
- </message>
- <message name='Quote' msgcat='app' msgtype='S'>
- <field name='QuoteReqID' required='N' />
- <field name='QuoteID' required='Y' />
- <field name='QuoteResponseLevel' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='BidPx' required='N' />
- <field name='OfferPx' required='N' />
- <field name='BidSize' required='N' />
- <field name='OfferSize' required='N' />
- <field name='ValidUntilTime' required='N' />
- <field name='BidSpotRate' required='N' />
- <field name='OfferSpotRate' required='N' />
- <field name='BidForwardPoints' required='N' />
- <field name='OfferForwardPoints' required='N' />
- <field name='TransactTime' required='N' />
- <field name='FutSettDate' required='N' />
- <field name='OrdType' required='N' />
- <field name='FutSettDate2' required='N' />
- <field name='OrderQty2' required='N' />
- <field name='Currency' required='N' />
- </message>
- <message name='SettlementInstructions' msgcat='app' msgtype='T'>
- <field name='SettlInstID' required='Y' />
- <field name='SettlInstTransType' required='Y' />
- <field name='SettlInstRefID' required='Y' />
- <field name='SettlInstMode' required='Y' />
- <field name='SettlInstSource' required='Y' />
- <field name='AllocAccount' required='Y' />
- <field name='SettlLocation' required='N' />
- <field name='TradeDate' required='N' />
- <field name='AllocID' required='N' />
- <field name='LastMkt' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='Side' required='N' />
- <field name='SecurityType' required='N' />
- <field name='EffectiveTime' required='N' />
- <field name='TransactTime' required='Y' />
- <field name='ClientID' required='N' />
- <field name='ExecBroker' required='N' />
- <field name='StandInstDbType' required='N' />
- <field name='StandInstDbName' required='N' />
- <field name='StandInstDbID' required='N' />
- <field name='SettlDeliveryType' required='N' />
- <field name='SettlDepositoryCode' required='N' />
- <field name='SettlBrkrCode' required='N' />
- <field name='SettlInstCode' required='N' />
- <field name='SecuritySettlAgentName' required='N' />
- <field name='SecuritySettlAgentCode' required='N' />
- <field name='SecuritySettlAgentAcctNum' required='N' />
- <field name='SecuritySettlAgentAcctName' required='N' />
- <field name='SecuritySettlAgentContactName' required='N' />
- <field name='SecuritySettlAgentContactPhone' required='N' />
- <field name='CashSettlAgentName' required='N' />
- <field name='CashSettlAgentCode' required='N' />
- <field name='CashSettlAgentAcctNum' required='N' />
- <field name='CashSettlAgentAcctName' required='N' />
- <field name='CashSettlAgentContactName' required='N' />
- <field name='CashSettlAgentContactPhone' required='N' />
- </message>
- <message name='MarketDataRequest' msgcat='app' msgtype='V'>
- <field name='MDReqID' required='Y' />
- <field name='SubscriptionRequestType' required='Y' />
- <field name='MarketDepth' required='N' />
- <field name='MDUpdateType' required='N' />
- <field name='AggregatedBook' required='N' />
- <group name='NoMDEntryTypes' required='N'>
- <field name='MDEntryType' required='N' />
- </group>
- <group name='NoRelatedSym' required='Y'>
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='Y' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='TradingSessionID' required='N' />
- </group>
- </message>
- <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
- <field name='MDReqID' required='N' />
- <field name='Symbol' required='Y' />
- <field name='SymbolStr' required='N' />
- <field name='LastPx' required='N' />
- <field name='LastShares' required='N' />
- <field name='HighPx' required='N' />
- <field name='LowPx' required='N' />
- <field name='MarketIndex' required='N' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='FinancialStatus' required='N' />
- <field name='CorporateAction' required='N' />
- <field name='TotalVolumeTraded' required='N' />
- <group name='NoMDEntries' required='Y'>
- <field name='MDEntryType' required='Y' />
- <field name='MDEntryPx' required='Y' />
- <field name='Currency' required='N' />
- <field name='MDEntrySize' required='N' />
- <field name='MDPriceLevel' required='N' />
- <field name='MDEntryDate' required='N' />
- <field name='MDEntryTime' required='N' />
- <field name='TickDirection' required='N' />
- <field name='MDMkt' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='QuoteCondition' required='N' />
- <field name='TradeCondition' required='N' />
- <field name='MDEntryOriginator' required='N' />
- <field name='LocationID' required='N' />
- <field name='DeskID' required='N' />
- <field name='PositionEffectSettleFlag' required='N' />
- <field name='TimeInForce' required='N' />
- <field name='ExpireDate' required='N' />
- <field name='ExpireTime' required='N' />
- <field name='MinQty' required='N' />
- <field name='ExecInst' required='N' />
- <field name='SellerDays' required='N' />
- <field name='OrderID' required='N' />
- <field name='QuoteEntryID' required='N' />
- <field name='MDEntryBuyer' required='N' />
- <field name='MDEntrySeller' required='N' />
- <field name='NumberOfOrders' required='N' />
- <field name='MDEntryPositionNo' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </group>
- </message>
- <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
- <field name='MDReqID' required='Y' />
- <group name='NoMDEntries' required='N'>
- <field name='MDUpdateAction' required='N' />
- <field name='DeleteReason' required='N' />
- <field name='MDEntryType' required='N' />
- <field name='MDEntryID' required='N' />
- <field name='MDEntryRefID' required='N' />
- <field name='Symbol' required='N' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='FinancialStatus' required='N' />
- <field name='CorporateAction' required='N' />
- <field name='MDEntryPx' required='N' />
- <field name='Currency' required='N' />
- <field name='MDEntrySize' required='N' />
- <field name='MDEntryDate' required='N' />
- <field name='MDEntryTime' required='N' />
- <field name='TickDirection' required='N' />
- <field name='MDMkt' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='QuoteCondition' required='N' />
- <field name='TradeCondition' required='N' />
- <field name='MDEntryOriginator' required='N' />
- <field name='LocationID' required='N' />
- <field name='DeskID' required='N' />
- <field name='PositionEffectSettleFlag' required='N' />
- <field name='TimeInForce' required='N' />
- <field name='ExpireDate' required='N' />
- <field name='ExpireTime' required='N' />
- <field name='MinQty' required='N' />
- <field name='ExecInst' required='N' />
- <field name='SellerDays' required='N' />
- <field name='OrderID' required='N' />
- <field name='QuoteEntryID' required='N' />
- <field name='MDEntryBuyer' required='N' />
- <field name='MDEntrySeller' required='N' />
- <field name='NumberOfOrders' required='N' />
- <field name='MDEntryPositionNo' required='N' />
- <field name='TotalVolumeTraded' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </group>
- </message>
- <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
- <field name='MDReqID' required='Y' />
- <field name='MDReqRejReason' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='QuoteCancel' msgcat='app' msgtype='Z'>
- <field name='QuoteReqID' required='N' />
- <field name='QuoteID' required='Y' />
- <field name='QuoteCancelType' required='Y' />
- <field name='QuoteResponseLevel' required='N' />
- <field name='TradingSessionID' required='N' />
- <group name='NoQuoteEntries' required='Y'>
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='UnderlyingSymbol' required='N' />
- </group>
- </message>
- <message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
- <field name='QuoteID' required='N' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Side' required='N' />
- <field name='TradingSessionID' required='N' />
- </message>
- <message name='QuoteAcknowledgement' msgcat='app' msgtype='b'>
- <field name='QuoteReqID' required='N' />
- <field name='QuoteID' required='N' />
- <field name='QuoteAckStatus' required='Y' />
- <field name='QuoteRejectReason' required='N' />
- <field name='QuoteResponseLevel' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='Text' required='N' />
- <group name='NoQuoteSets' required='N'>
- <field name='QuoteSetID' required='N' />
- <field name='UnderlyingSymbol' required='N' />
- <field name='UnderlyingSymbolSfx' required='N' />
- <field name='UnderlyingSecurityID' required='N' />
- <field name='UnderlyingSecurityIDSource' required='N' />
- <field name='UnderlyingSecurityType' required='N' />
- <field name='UnderlyingMaturityMonthYear' required='N' />
- <field name='UnderlyingMaturityDay' required='N' />
- <field name='UnderlyingPutOrCall' required='N' />
- <field name='UnderlyingStrikePrice' required='N' />
- <field name='UnderlyingOptAttribute' required='N' />
- <field name='UnderlyingContractMultiplier' required='N' />
- <field name='UnderlyingCouponRate' required='N' />
- <field name='UnderlyingSecurityExchange' required='N' />
- <field name='UnderlyingIssuer' required='N' />
- <field name='EncodedUnderlyingIssuerLen' required='N' />
- <field name='EncodedUnderlyingIssuer' required='N' />
- <field name='UnderlyingSecurityDesc' required='N' />
- <field name='EncodedUnderlyingSecurityDescLen' required='N' />
- <field name='EncodedUnderlyingSecurityDesc' required='N' />
- <field name='TotQuoteEntries' required='N' />
- <group name='NoQuoteEntries' required='N'>
- <field name='QuoteEntryID' required='N' />
- <field name='Symbol' required='N' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='QuoteEntryRejectReason' required='N' />
- </group>
- </group>
- </message>
- <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
- <field name='SecurityReqID' required='Y' />
- <field name='SecurityRequestType' required='Y' />
- <field name='Symbol' required='N' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Currency' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <field name='TradingSessionID' required='N' />
- <group name='NoRelatedSym' required='N'>
- <field name='UnderlyingSymbol' required='N' />
- <field name='UnderlyingSymbolSfx' required='N' />
- <field name='UnderlyingSecurityID' required='N' />
- <field name='UnderlyingSecurityIDSource' required='N' />
- <field name='UnderlyingSecurityType' required='N' />
- <field name='UnderlyingMaturityMonthYear' required='N' />
- <field name='UnderlyingMaturityDay' required='N' />
- <field name='UnderlyingPutOrCall' required='N' />
- <field name='UnderlyingStrikePrice' required='N' />
- <field name='UnderlyingOptAttribute' required='N' />
- <field name='UnderlyingContractMultiplier' required='N' />
- <field name='UnderlyingCouponRate' required='N' />
- <field name='UnderlyingSecurityExchange' required='N' />
- <field name='UnderlyingIssuer' required='N' />
- <field name='EncodedUnderlyingIssuerLen' required='N' />
- <field name='EncodedUnderlyingIssuer' required='N' />
- <field name='UnderlyingSecurityDesc' required='N' />
- <field name='EncodedUnderlyingSecurityDescLen' required='N' />
- <field name='EncodedUnderlyingSecurityDesc' required='N' />
- <field name='RatioQty' required='N' />
- <field name='Side' required='N' />
- <field name='UnderlyingCurrency' required='N' />
- </group>
- </message>
- <message name='SecurityDefinition' msgcat='app' msgtype='d'>
- <field name='SecurityReqID' required='Y' />
- <field name='SecurityResponseID' required='Y' />
- <field name='SecurityResponseType' required='N' />
- <field name='TotNoRelatedSym' required='Y' />
- <field name='Symbol' required='N' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Currency' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- <group name='NoRelatedSym' required='N'>
- <field name='UnderlyingSymbol' required='N' />
- <field name='UnderlyingSymbolSfx' required='N' />
- <field name='UnderlyingSecurityID' required='N' />
- <field name='UnderlyingSecurityIDSource' required='N' />
- <field name='UnderlyingSecurityType' required='N' />
- <field name='UnderlyingMaturityMonthYear' required='N' />
- <field name='UnderlyingMaturityDay' required='N' />
- <field name='UnderlyingPutOrCall' required='N' />
- <field name='UnderlyingStrikePrice' required='N' />
- <field name='UnderlyingOptAttribute' required='N' />
- <field name='UnderlyingContractMultiplier' required='N' />
- <field name='UnderlyingCouponRate' required='N' />
- <field name='UnderlyingSecurityExchange' required='N' />
- <field name='UnderlyingIssuer' required='N' />
- <field name='EncodedUnderlyingIssuerLen' required='N' />
- <field name='EncodedUnderlyingIssuer' required='N' />
- <field name='UnderlyingSecurityDesc' required='N' />
- <field name='EncodedUnderlyingSecurityDescLen' required='N' />
- <field name='EncodedUnderlyingSecurityDesc' required='N' />
- <field name='RatioQty' required='N' />
- <field name='Side' required='N' />
- <field name='UnderlyingCurrency' required='N' />
- </group>
- </message>
- <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
- <field name='SecurityStatusReqID' required='Y' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Currency' required='N' />
- <field name='SubscriptionRequestType' required='Y' />
- <field name='TradingSessionID' required='N' />
- </message>
- <message name='SecurityStatus' msgcat='app' msgtype='f'>
- <field name='SecurityStatusReqID' required='N' />
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='Currency' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='UnsolicitedIndicator' required='N' />
- <field name='SecurityTradingStatus' required='N' />
- <field name='FinancialStatus' required='N' />
- <field name='CorporateAction' required='N' />
- <field name='HaltReasonChar' required='N' />
- <field name='InViewOfCommon' required='N' />
- <field name='DueToRelated' required='N' />
- <field name='BuyVolume' required='N' />
- <field name='SellVolume' required='N' />
- <field name='HighPx' required='N' />
- <field name='LowPx' required='N' />
- <field name='LastPx' required='N' />
- <field name='TransactTime' required='N' />
- <field name='Adjustment' required='N' />
- </message>
- <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
- <field name='TradSesReqID' required='Y' />
- <field name='TradingSessionID' required='N' />
- <field name='TradSesMethod' required='N' />
- <field name='TradSesMode' required='N' />
- <field name='SubscriptionRequestType' required='Y' />
- </message>
- <message name='TradingSessionStatus' msgcat='app' msgtype='h'>
- <field name='TradSesReqID' required='N' />
- <field name='TradingSessionID' required='Y' />
- <field name='TradSesMethod' required='N' />
- <field name='TradSesMode' required='N' />
- <field name='UnsolicitedIndicator' required='N' />
- <field name='TradSesStatus' required='Y' />
- <field name='TradSesStartTime' required='N' />
- <field name='TradSesOpenTime' required='N' />
- <field name='TradSesPreCloseTime' required='N' />
- <field name='TradSesCloseTime' required='N' />
- <field name='TradSesEndTime' required='N' />
- <field name='TotalVolumeTraded' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='MassQuote' msgcat='app' msgtype='i'>
- <field name='QuoteReqID' required='N' />
- <field name='QuoteID' required='Y' />
- <field name='QuoteResponseLevel' required='N' />
- <field name='DefBidSize' required='N' />
- <field name='DefOfferSize' required='N' />
- <group name='NoQuoteSets' required='Y'>
- <field name='QuoteSetID' required='Y' />
- <field name='UnderlyingSymbol' required='Y' />
- <field name='UnderlyingSymbolSfx' required='N' />
- <field name='UnderlyingSecurityID' required='N' />
- <field name='UnderlyingSecurityIDSource' required='N' />
- <field name='UnderlyingSecurityType' required='N' />
- <field name='UnderlyingMaturityMonthYear' required='N' />
- <field name='UnderlyingMaturityDay' required='N' />
- <field name='UnderlyingPutOrCall' required='N' />
- <field name='UnderlyingStrikePrice' required='N' />
- <field name='UnderlyingOptAttribute' required='N' />
- <field name='UnderlyingContractMultiplier' required='N' />
- <field name='UnderlyingCouponRate' required='N' />
- <field name='UnderlyingSecurityExchange' required='N' />
- <field name='UnderlyingIssuer' required='N' />
- <field name='EncodedUnderlyingIssuerLen' required='N' />
- <field name='EncodedUnderlyingIssuer' required='N' />
- <field name='UnderlyingSecurityDesc' required='N' />
- <field name='EncodedUnderlyingSecurityDescLen' required='N' />
- <field name='EncodedUnderlyingSecurityDesc' required='N' />
- <field name='QuoteSetValidUntilTime' required='N' />
- <field name='TotQuoteEntries' required='Y' />
- <group name='NoQuoteEntries' required='Y'>
- <field name='QuoteEntryID' required='Y' />
- <field name='Symbol' required='N' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='BidPx' required='N' />
- <field name='OfferPx' required='N' />
- <field name='BidSize' required='N' />
- <field name='OfferSize' required='N' />
- <field name='ValidUntilTime' required='N' />
- <field name='BidSpotRate' required='N' />
- <field name='OfferSpotRate' required='N' />
- <field name='BidForwardPoints' required='N' />
- <field name='OfferForwardPoints' required='N' />
- <field name='TransactTime' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='FutSettDate' required='N' />
- <field name='OrdType' required='N' />
- <field name='FutSettDate2' required='N' />
- <field name='OrderQty2' required='N' />
- <field name='Currency' required='N' />
- </group>
- </group>
- </message>
- <message name='BusinessMessageReject' msgcat='app' msgtype='j'>
- <field name='RefSeqNum' required='N' />
- <field name='RefMsgType' required='Y' />
- <field name='BusinessRejectRefID' required='N' />
- <field name='BusinessRejectReason' required='Y' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='BidRequest' msgcat='app' msgtype='k'>
- <field name='BidID' required='N' />
- <field name='ClientBidID' required='Y' />
- <field name='BidRequestTransType' required='Y' />
- <field name='ListName' required='N' />
- <field name='TotNoRelatedSym' required='Y' />
- <field name='BidType' required='Y' />
- <field name='NumTickets' required='N' />
- <field name='Currency' required='N' />
- <field name='SideValue1' required='N' />
- <field name='SideValue2' required='N' />
- <group name='NoBidDescriptors' required='N'>
- <field name='BidDescriptorType' required='N' />
- <field name='BidDescriptor' required='N' />
- <field name='SideValueInd' required='N' />
- <field name='LiquidityValue' required='N' />
- <field name='LiquidityNumSecurities' required='N' />
- <field name='LiquidityPctLow' required='N' />
- <field name='LiquidityPctHigh' required='N' />
- <field name='EFPTrackingError' required='N' />
- <field name='FairValue' required='N' />
- <field name='OutsideIndexPct' required='N' />
- <field name='ValueOfFutures' required='N' />
- </group>
- <group name='NoBidComponents' required='N'>
- <field name='ListID' required='N' />
- <field name='Side' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='NetGrossInd' required='N' />
- <field name='SettlmntTyp' required='N' />
- <field name='FutSettDate' required='N' />
- <field name='Account' required='N' />
- </group>
- <field name='LiquidityIndType' required='N' />
- <field name='WtAverageLiquidity' required='N' />
- <field name='ExchangeForPhysical' required='N' />
- <field name='OutMainCntryUIndex' required='N' />
- <field name='CrossPercent' required='N' />
- <field name='ProgRptReqs' required='N' />
- <field name='ProgPeriodInterval' required='N' />
- <field name='IncTaxInd' required='N' />
- <field name='ForexReq' required='N' />
- <field name='NumBidders' required='N' />
- <field name='TradeDate' required='N' />
- <field name='TradeType' required='Y' />
- <field name='BasisPxType' required='Y' />
- <field name='StrikeTime' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </message>
- <message name='BidResponse' msgcat='app' msgtype='l'>
- <field name='BidID' required='N' />
- <field name='ClientBidID' required='N' />
- <group name='NoBidComponents' required='Y'>
- <field name='Commission' required='Y' />
- <field name='CommType' required='Y' />
- <field name='ListID' required='N' />
- <field name='Country' required='N' />
- <field name='Side' required='N' />
- <field name='Price' required='N' />
- <field name='PriceType' required='N' />
- <field name='FairValue' required='N' />
- <field name='NetGrossInd' required='N' />
- <field name='SettlmntTyp' required='N' />
- <field name='FutSettDate' required='N' />
- <field name='TradingSessionID' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </group>
- </message>
- <message name='ListStrikePrice' msgcat='app' msgtype='m'>
- <field name='ListID' required='Y' />
- <field name='TotNoStrikes' required='Y' />
- <group name='NoStrikes' required='Y'>
- <field name='Symbol' required='Y' />
- <field name='SymbolSfx' required='N' />
- <field name='SecurityID' required='N' />
- <field name='SecurityIDSource' required='N' />
- <field name='SecurityType' required='N' />
- <field name='MaturityMonthYear' required='N' />
- <field name='MaturityDay' required='N' />
- <field name='PutOrCall' required='N' />
- <field name='StrikePrice' required='N' />
- <field name='OptAttribute' required='N' />
- <field name='ContractMultiplier' required='N' />
- <field name='CouponRate' required='N' />
- <field name='SecurityExchange' required='N' />
- <field name='Issuer' required='N' />
- <field name='EncodedIssuerLen' required='N' />
- <field name='EncodedIssuer' required='N' />
- <field name='SecurityDesc' required='N' />
- <field name='EncodedSecurityDescLen' required='N' />
- <field name='EncodedSecurityDesc' required='N' />
- <field name='PrevClosePx' required='N' />
- <field name='ClOrdID' required='N' />
- <field name='Side' required='N' />
- <field name='Price' required='Y' />
- <field name='Currency' required='N' />
- <field name='Text' required='N' />
- <field name='EncodedTextLen' required='N' />
- <field name='EncodedText' required='N' />
- </group>
- </message>
-
- <message name="PositionListRequest" msgtype="U001" msgcat="app">
- <field name="PosReqID" required="Y" />
- <field name="Account" required="Y" />
- <field name="Symbol" required="N" />
- <field name="SecurityExchange" required="N" />
- <field name="Side" required="N" />
- <field name="TradingCode" required="N" />
- </message>
- <message name="PositionListAnswer" msgtype="U002" msgcat="app">
- <field name="PosReqID" required="Y" />
- <field name="PosResponseID" required="Y" />
- <field name="Account" required="Y" />
- <field name="PosReqResult" required="Y" />
- <field name="Symbol" required="N" />
- <field name="SecurityExchange" required="N" />
- <field name="TradingCode" required="N" />
- <field name="Currency" required="N" />
- <field name="Side" required="N" />
- <field name="HedgeFlag" required="N" />
- <field name="TdPositons" required="N" />
- <field name="HisPositions" required="N" />
- <field name="TotCanUsedPositons" required="N" />
- <field name="TotalPositions" required="N" />
- <field name="OpenPositionAvgPx" required="N" />
- <field name="PositionMargin" required="N" />
- <field name="HoldProfit" required="N" />
- <field name="HoldProfitFloat" required="N" />
- <field name="Text" required="N" />
- </message>
- <message name="CustomerFundsStatusRequest" msgtype="U003" msgcat="app">
- <field name="FundsReqID" required="Y" />
- <field name="Account" required="Y" />
- <field name="Currency" required="N" />
- </message>
- <message name="CustomerFundsStatusAnswer" msgtype="U004" msgcat="app">
- <field name="FundsReqID" required="Y" />
- <field name="FundsResponseID" required="Y" />
- <field name="Account" required="Y" />
- <field name="FundsReqResult" required="Y" />
- <field name="Currency" required="N" />
- <field name="CurrentBalance" required="N" />
- <field name="EnableBalance" required="N" />
- <field name="FetchBalance" required="N" />
- <field name="FrozenBalance" required="N" />
- <field name="PreRightsBalance" required="N" />
- <field name="RightsBalance" required="N" />
- <field name="HoldProfit" required="N" />
- <field name="HoldProfitFloat" required="N" />
- <field name="RealHoldBalanceA" required="N" />
- <field name="RealDrop" required="N" />
- <field name="RealDropFloat" required="N" />
- <field name="FrozenFare" required="N" />
- <field name="BailBalance" required="N" />
- <field name="ExchBailBalance" required="N" />
- <field name="FutuImpawnBalance" required="N" />
- <field name="ClientRisk" required="N" />
- <field name="ExchRisk" required="N" />
- <field name="Text" required="N" />
- </message>
- <message name="EntrustListRequest" msgtype="U005" msgcat="app">
- <field name="EntrustReqID" required="Y" />
- <field name="Account" required="Y" />
- <field name="OrderID" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="SecurityExchange" required="N" />
- <field name="TradingCode" required="N" />
- <field name="Symbol" required="N" />
- <field name="BusinessType" required="N" />
- <group name="NoRelatedSym" required="N">
- <field name="OrdStatus" required="N" />
- </group>
- </message>
- <message name="EntrustListAnswer" msgtype="U006" msgcat="app">
- <field name="EntrustReqID" required="Y" />
- <field name="EntrustResponseID" required="Y" />
- <field name="EntrustReqResult" required="Y" />
- <field name="Account" required="Y" />
- <field name="TradeDate" required="N" />
- <field name="TradeTime" required="N" />
- <field name="OrderID" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="SecurityExchange" required="N" />
- <field name="TradingCode" required="N" />
- <field name="Symbol" required="N" />
- <field name="Currency" required="N" />
- <field name="Offset" required="N" />
- <field name="Side" required="N" />
- <field name="HedgeFlag" required="N" />
- <field name="Price" required="N" />
- <field name="AmountPerHand" required="N" />
- <field name="OrderQty" required="N" />
- <field name="CumQty" required="N" />
- <field name="CancelQty" required="N" />
- <field name="HoldBalance" required="N" />
- <field name="OrdStatus" required="N" />
- <field name="OrdReportTime" required="N" />
- <field name="BusinessType" required="N" />
- <field name="ConfirmNo" required="N" />
- <field name="FrozenFare" required="N" />
- <field name="ForceCloseFlag" required="N" />
- <field name="BusinessBalance" required="N" />
- <field name="OrdType" required="N" />
- <field name="ArbitrageCode" required="N" />
- <field name="SecondCode" required="N" />
- <field name="WeaveType" required="N" />
- <field name="StopPx" required="N" />
- <field name="TimeInForce" required="N" />
- <field name="ExpireDate" required="N" />
- <field name="FutuReportNo" required="N" />
- <field name="VolumeInForce" required="N" />
- <field name="Text" required="N" />
- </message>
- <message name="FurealListRequest" msgtype="U007" msgcat="app">
- <field name="FurealReqID" required="Y" />
- <field name="Account" required="Y" />
- <field name="SecurityExchange" required="N" />
- <field name="TradingCode" required="N" />
- <field name="Symbol" required="N" />
- </message>
- <message name="FurealListAnswer" msgtype="U008" msgcat="app">
- <field name="FurealReqID" required="Y" />
- <field name="FurealResponseID" required="Y" />
- <field name="FurealReqResult" required="Y" />
- <field name="Account" required="Y" />
- <field name="TradeDate" required="N" />
- <field name="SerialNo" required="N" />
- <field name="OrderID" required="N" />
- <field name="SecurityExchange" required="N" />
- <field name="TradingCode" required="N" />
- <field name="Symbol" required="N" />
- <field name="Currency" required="N" />
- <field name="Offset" required="N" />
- <field name="Side" required="N" />
- <field name="LastPx" required="N" />
- <field name="AmountPerHand" required="N" />
- <field name="LastQty" required="N" />
- <field name="BusinessTime" required="N" />
- <field name="BusinessType" required="N" />
- <field name="FrozenFare" required="N" />
- <field name="ExecID" required="N" />
- <field name="ForceCloseFlag" required="N" />
- <field name="LastQty" required="N" />
- <field name="LastShares" required="N" />
- <field name="Text" required="N" />
- </message>
- <message name="SecurityMarginListRequest" msgtype="U009" msgcat="app">
- <field name="SecurityReqID" required="Y" />
- <field name="Account" required="Y" />
- <field name="Symbol" required="N" />
- <field name="HedgeFlag" required="N" />
- </message>
- <message name="SecurityMarginListAnswer" msgtype="U010" msgcat="app">
- <field name="SecurityReqID" required="Y" />
- <field name="SecurityResponseID" required="Y" />
- <field name="SecurityRequestResult" required="Y" />
- <field name="Symbol" required="N" />
- <field name="SecurityExchange" required="N" />
- <field name="MinPriceIncrement" required="N" />
- <field name="Currency" required="N" />
- <field name="AmountPerHand" required="N" />
- <field name="ReportUnit" required="N" />
- <field name="PriceUnit" required="N" />
- <field name="OpenMinQty" required="N" />
- <field name="CloseMinQty" required="N" />
- <field name="MaxAmountOfMarket" required="N" />
- <field name="MaxAmountOfLimited" required="N" />
- <field name="OpenBailRatio" required="N" />
- <field name="OpenBailBalance" required="N" />
- <field name="DropBailRatio" required="N" />
- <field name="DropBailBalance" required="N" />
- <field name="DeliverBailRatio" required="N" />
- <field name="DeliverBailBalance" required="N" />
- <field name="DropcuBailRatio" required="N" />
- <field name="DropcuBailBalance" required="N" />
- <field name="Text" required="N" />
- </message>
- <message name="BankAccountListRequest" msgtype="U011" msgcat="app">
- <field name="BankReqID" required="Y" />
- <field name="Account" required="Y" />
- <field name="Password" required="Y" />
- </message>
- <message name="BankAccountListAnswer" msgtype="U012" msgcat="app">
- <field name="BankReqID" required="Y" />
- <field name="Account" required="Y" />
- <field name="BankReqResult" required="Y" />
- <group name="NoRelatedBank" required="N">
- <field name="BankID" required="N" />
- <field name="BankName" required="N" />
- <field name="BankAccount" required="N" />
- <field name="BankAccStatus" required="N" />
- <field name="Currency" required="N" />
- </group>
- <field name="Text" required="Y" />
- </message>
- <message name="BFTransferRequest" msgtype="U013" msgcat="app">
- <field name="TransReqID" required="Y" />
- <field name="Account" required="Y" />
- <group name="NoRelatedPwd" required="N">
- <field name="PwdType" required="N" />
- <field name="Password" required="N" />
- </group>
- <field name="BankID" required="Y" />
- <field name="TransType" required="Y" />
- <field name="OccurTotal" required="N" />
- </message>
- <message name="BFTransferStatusRequest" msgtype="U014" msgcat="app">
- <field name="TransReqID" required="Y" />
- <field name="Account" required="Y" />
- </message>
- <message name="BFTransferReport" msgtype="U015" msgcat="app">
- <field name="TransReqID" required="Y" />
- <field name="Account" required="Y" />
- <field name="Currency" required="Y" />
- <field name="OrderID" required="Y" />
- <field name="SourceSide" required="Y" />
- <field name="TransStatus" required="Y" />
- <field name="TransType" required="Y" />
- <field name="BankID" required="Y" />
- <field name="BankName" required="Y" />
- <field name="OccurTotal" required="Y" />
- <field name="TradeTime" required="Y" />
- <field name="Text" required="Y" />
- </message>
- <message name="U1002" msgtype="U1002" msgcat="app">
- <field name="PosReqID" required="Y" />
- <field name="Account" required="Y" />
- <field name="OrderID" required="Y" />
- <field name="PosbusinessType" required="Y" />
- </message>
- <message name="U1003" msgtype="U1003" msgcat="app">
- <field name="PosReqID" required="Y" />
- <field name="Account" required="Y" />
- <field name="OrderID" required="Y" />
- <field name="PosbusinessType" required="Y" />
- <field name="PosMaintStatus" required="Y" />
- <field name="Text" required="N" />
- <field name="PosAmt" required="N" />
- <field name="PosMaintRptID" required="Y" />
-
- </message>
-
- <message name="SecurityListRequest" msgtype="x" msgcat="app">
- <field name="SecurityReqID" required="Y" />
- <field name="SecurityListRequestType" required="Y" />
- <field name="Account" required="Y" />
- <field name="Symbol" required="Y" />
- <field name="SecurityExchange" required="N" />
- </message>
-
- <message name="SecurityList" msgtype="y" msgcat="app">
- <field name="SecurityReqID" required="Y" />
- <field name="SecurityResponseID" required="Y" />
- <field name="SecurityRequestResult" required="Y" />
- <field name="TotNoRelatedSym" required="N" />
- <field name="LastFragment" required="N" />
- <group name="NoRelatedSym" required="N">
- <component name="Instrument" required="N" />
- <component name="InstrumentExtension" required="N" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="Currency" required="N" />
- <field name="MinPriceIncrement" required="N"/>
- <component name="Stipulations" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- <field name="LegSwapType" required="N" />
- <field name="LegSettlType" required="N" />
- <component name="LegStipulations" required="N" />
- <component name="LegBenchmarkCurveData" required="N" />
- </group>
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="YieldData" required="N" />
- <field name="RoundLot" required="N" />
- <field name="MinTradeVol" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="ExpirationCycle" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </group>
- </message>
-
- </messages>
- <trailer>
- <field name='SignatureLength' required='N' />
- <field name='Signature' required='N' />
- <field name='CheckSum' required='Y' />
- </trailer>
-
- <components>
- <component name="Instrument">
- <field name="Symbol" required="Y" />
- <field name="SymbolSfx" required="N" />
- <field name="SecurityID" required="N" />
- <field name="SecurityIDSource" required="N" />
- <group name="NoSecurityAltID" required="N">
- <field name="SecurityAltID" required="N" />
- <field name="SecurityAltIDSource" required="N" />
- </group>
- <field name="Product" required="N" />
- <field name="CFICode" required="N" />
- <field name="SecurityType" required="N" />
- <field name="SecuritySubType" required="N" />
- <field name="MaturityMonthYear" required="N" />
- <field name="MaturityDate" required="N" />
- <field name="CouponPaymentDate" required="N" />
- <field name="IssueDate" required="N" />
- <field name="RepoCollateralSecurityType" required="N" />
- <field name="RepurchaseTerm" required="N" />
- <field name="RepurchaseRate" required="N" />
- <field name="Factor" required="N" />
- <field name="CreditRating" required="N" />
- <field name="InstrRegistry" required="N" />
- <field name="CountryOfIssue" required="N" />
- <field name="StateOrProvinceOfIssue" required="N" />
- <field name="LocaleOfIssue" required="N" />
- <field name="RedemptionDate" required="N" />
- <field name="StrikePrice" required="N" />
- <field name="StrikeCurrency" required="N" />
- <field name="OptAttribute" required="N" />
- <field name="ContractMultiplier" required="N" />
- <field name="CouponRate" required="N" />
- <field name="SecurityExchange" required="N" />
- <field name="Issuer" required="N" />
- <field name="EncodedIssuerLen" required="N" />
- <field name="EncodedIssuer" required="N" />
- <field name="SecurityDesc" required="N" />
- <field name="EncodedSecurityDescLen" required="N" />
- <field name="EncodedSecurityDesc" required="N" />
- <field name="Pool" required="N" />
- <field name="ContractSettlMonth" required="N" />
- <field name="CPProgram" required="N" />
- <field name="CPRegType" required="N" />
- <group name="NoEvents" required="N">
- <field name="EventType" required="N" />
- <field name="EventDate" required="N" />
- <field name="EventPx" required="N" />
- <field name="EventText" required="N" />
- </group>
- <field name="DatedDate" required="N" />
- <field name="InterestAccrualDate" required="N" />
- </component>
- <component name="UnderlyingInstrument">
- <field name="UnderlyingSymbol" required="Y" />
- <field name="UnderlyingSymbolSfx" required="N" />
- <field name="UnderlyingSecurityID" required="N" />
- <field name="UnderlyingSecurityIDSource" required="N" />
- <group name="NoUnderlyingSecurityAltID" required="N">
- <field name="UnderlyingSecurityAltID" required="N" />
- <field name="UnderlyingSecurityAltIDSource" required="N" />
- </group>
- <field name="UnderlyingProduct" required="N" />
- <field name="UnderlyingCFICode" required="N" />
- <field name="UnderlyingSecurityType" required="N" />
- <field name="UnderlyingSecuritySubType" required="N" />
- <field name="UnderlyingMaturityMonthYear" required="N" />
- <field name="UnderlyingMaturityDate" required="N" />
- <field name="UnderlyingCouponPaymentDate" required="N" />
- <field name="UnderlyingIssueDate" required="N" />
- <field name="UnderlyingRepoCollateralSecurityType" required="N" />
- <field name="UnderlyingRepurchaseTerm" required="N" />
- <field name="UnderlyingRepurchaseRate" required="N" />
- <field name="UnderlyingFactor" required="N" />
- <field name="UnderlyingCreditRating" required="N" />
- <field name="UnderlyingInstrRegistry" required="N" />
- <field name="UnderlyingCountryOfIssue" required="N" />
- <field name="UnderlyingStateOrProvinceOfIssue" required="N" />
- <field name="UnderlyingLocaleOfIssue" required="N" />
- <field name="UnderlyingRedemptionDate" required="N" />
- <field name="UnderlyingStrikePrice" required="N" />
- <field name="UnderlyingStrikeCurrency" required="N" />
- <field name="UnderlyingOptAttribute" required="N" />
- <field name="UnderlyingContractMultiplier" required="N" />
- <field name="UnderlyingCouponRate" required="N" />
- <field name="UnderlyingSecurityExchange" required="N" />
- <field name="UnderlyingIssuer" required="N" />
- <field name="EncodedUnderlyingIssuerLen" required="N" />
- <field name="EncodedUnderlyingIssuer" required="N" />
- <field name="UnderlyingSecurityDesc" required="N" />
- <field name="EncodedUnderlyingSecurityDescLen" required="N" />
- <field name="EncodedUnderlyingSecurityDesc" required="N" />
- <field name="UnderlyingCPProgram" required="N" />
- <field name="UnderlyingCPRegType" required="N" />
- <field name="UnderlyingCurrency" required="N" />
- <field name="UnderlyingQty" required="N" />
- <field name="UnderlyingPx" required="N" />
- <field name="UnderlyingDirtyPrice" required="N" />
- <field name="UnderlyingEndPrice" required="N" />
- <field name="UnderlyingStartValue" required="N" />
- <field name="UnderlyingCurrentValue" required="N" />
- <field name="UnderlyingEndValue" required="N" />
- <component name="UnderlyingStipulations" required="N" />
- </component>
- <component name="InstrumentLeg">
- <field name="LegSymbol" required="N" />
- <field name="LegSymbolSfx" required="N" />
- <field name="LegSecurityID" required="N" />
- <field name="LegSecurityIDSource" required="N" />
- <group name="NoLegSecurityAltID" required="N">
- <field name="LegSecurityAltID" required="N" />
- <field name="LegSecurityAltIDSource" required="N" />
- </group>
- <field name="LegProduct" required="N" />
- <field name="LegCFICode" required="N" />
- <field name="LegSecurityType" required="N" />
- <field name="LegSecuritySubType" required="N" />
- <field name="LegMaturityMonthYear" required="N" />
- <field name="LegMaturityDate" required="N" />
- <field name="LegCouponPaymentDate" required="N" />
- <field name="LegIssueDate" required="N" />
- <field name="LegRepoCollateralSecurityType" required="N" />
- <field name="LegRepurchaseTerm" required="N" />
- <field name="LegRepurchaseRate" required="N" />
- <field name="LegFactor" required="N" />
- <field name="LegCreditRating" required="N" />
- <field name="LegInstrRegistry" required="N" />
- <field name="LegCountryOfIssue" required="N" />
- <field name="LegStateOrProvinceOfIssue" required="N" />
- <field name="LegLocaleOfIssue" required="N" />
- <field name="LegRedemptionDate" required="N" />
- <field name="LegStrikePrice" required="N" />
- <field name="LegStrikeCurrency" required="N" />
- <field name="LegOptAttribute" required="N" />
- <field name="LegContractMultiplier" required="N" />
- <field name="LegCouponRate" required="N" />
- <field name="LegSecurityExchange" required="N" />
- <field name="LegIssuer" required="N" />
- <field name="EncodedLegIssuerLen" required="N" />
- <field name="EncodedLegIssuer" required="N" />
- <field name="LegSecurityDesc" required="N" />
- <field name="EncodedLegSecurityDescLen" required="N" />
- <field name="EncodedLegSecurityDesc" required="N" />
- <field name="LegRatioQty" required="N" />
- <field name="LegSide" required="N" />
- <field name="LegCurrency" required="N" />
- <field name="LegPool" required="N" />
- <field name="LegDatedDate" required="N" />
- <field name="LegContractSettlMonth" required="N" />
- <field name="LegInterestAccrualDate" required="N" />
- </component>
- <component name="InstrumentExtension">
- <field name="DeliveryForm" required="N" />
- <field name="PctAtRisk" required="N" />
- <group name="NoInstrAttrib" required="N">
- <field name="InstrAttribType" required="N" />
- <field name="InstrAttribValue" required="N" />
- </group>
- </component>
- <component name="OrderQtyData">
- <field name="OrderQty" required="N" />
- <field name="CashOrderQty" required="N" />
- <field name="OrderPercent" required="N" />
- <field name="RoundingDirection" required="N" />
- <field name="RoundingModulus" required="N" />
- </component>
- <component name="CommissionData">
- <field name="Commission" required="N" />
- <field name="CommType" required="N" />
- <field name="CommCurrency" required="N" />
- <field name="FundRenewWaiv" required="N" />
- </component>
- <component name="Parties">
- <group name="NoPartyIDs" required="N">
- <field name="PartyID" required="N" />
- <field name="PartyIDSource" required="N" />
- <field name="PartyRole" required="N" />
- <group name="NoPartySubIDs" required="N">
- <field name="PartySubID" required="N" />
- <field name="PartySubIDType" required="N" />
- </group>
- </group>
- </component>
- <component name="NestedParties">
- <group name="NoNestedPartyIDs" required="N">
- <field name="NestedPartyID" required="N" />
- <field name="NestedPartyIDSource" required="N" />
- <field name="NestedPartyRole" required="N" />
- <group name="NoNestedPartySubIDs" required="N">
- <field name="NestedPartySubID" required="N" />
- <field name="NestedPartySubIDType" required="N" />
- </group>
- </group>
- </component>
- <component name="NestedParties2">
- <group name="NoNested2PartyIDs" required="N">
- <field name="Nested2PartyID" required="N" />
- <field name="Nested2PartyIDSource" required="N" />
- <field name="Nested2PartyRole" required="N" />
- <group name="NoNested2PartySubIDs" required="N">
- <field name="Nested2PartySubID" required="N" />
- <field name="Nested2PartySubIDType" required="N" />
- </group>
- </group>
- </component>
- <component name="NestedParties3">
- <group name="NoNested3PartyIDs" required="N">
- <field name="Nested3PartyID" required="N" />
- <field name="Nested3PartyIDSource" required="N" />
- <field name="Nested3PartyRole" required="N" />
- <group name="NoNested3PartySubIDs" required="N">
- <field name="Nested3PartySubID" required="N" />
- <field name="Nested3PartySubIDType" required="N" />
- </group>
- </group>
- </component>
- <component name="SettlParties">
- <group name="NoSettlPartyIDs" required="N">
- <field name="SettlPartyID" required="N" />
- <field name="SettlPartyIDSource" required="N" />
- <field name="SettlPartyRole" required="N" />
- <group name="NoSettlPartySubIDs" required="N">
- <field name="SettlPartySubID" required="N" />
- <field name="SettlPartySubIDType" required="N" />
- </group>
- </group>
- </component>
- <component name="SpreadOrBenchmarkCurveData">
- <field name="Spread" required="N" />
- <field name="BenchmarkCurveCurrency" required="N" />
- <field name="BenchmarkCurveName" required="N" />
- <field name="BenchmarkCurvePoint" required="N" />
- <field name="BenchmarkPrice" required="N" />
- <field name="BenchmarkPriceType" required="N" />
- <field name="BenchmarkSecurityID" required="N" />
- <field name="BenchmarkSecurityIDSource" required="N" />
- </component>
- <component name="LegBenchmarkCurveData">
- <field name="LegBenchmarkCurveCurrency" required="N" />
- <field name="LegBenchmarkCurveName" required="N" />
- <field name="LegBenchmarkCurvePoint" required="N" />
- <field name="LegBenchmarkPrice" required="N" />
- <field name="LegBenchmarkPriceType" required="N" />
- </component>
- <component name="Stipulations">
- <group name="NoStipulations" required="N">
- <field name="StipulationType" required="N" />
- <field name="StipulationValue" required="N" />
- </group>
- </component>
- <component name="UnderlyingStipulations">
- <group name="NoUnderlyingStips" required="N">
- <field name="UnderlyingStipType" required="N" />
- <field name="UnderlyingStipValue" required="N" />
- </group>
- </component>
- <component name="LegStipulations">
- <group name="NoLegStipulations" required="N">
- <field name="LegStipulationType" required="N" />
- <field name="LegStipulationValue" required="N" />
- </group>
- </component>
- <component name="YieldData">
- <field name="YieldType" required="N" />
- <field name="Yield" required="N" />
- <field name="YieldCalcDate" required="N" />
- <field name="YieldRedemptionDate" required="N" />
- <field name="YieldRedemptionPrice" required="N" />
- <field name="YieldRedemptionPriceType" required="N" />
- </component>
- <component name="PositionQty">
- <group name="NoPositions" required="Y">
- <field name="PosType" required="N" />
- <field name="LongQty" required="N" />
- <field name="ShortQty" required="N" />
- <field name="PosQtyStatus" required="N" />
- <component name="NestedParties" required="N" />
- </group>
- </component>
- <component name="PositionAmountData">
- <group name="NoPosAmt" required="Y">
- <field name="PosAmtType" required="Y" />
- <field name="PosAmt" required="Y" />
- </group>
- </component>
- <component name="TrdRegTimestamps">
- <group name="NoTrdRegTimestamps" required="Y">
- <field name="TrdRegTimestamp" required="N" />
- <field name="TrdRegTimestampType" required="N" />
- <field name="TrdRegTimestampOrigin" required="N" />
- </group>
- </component>
- <component name="SettlInstructionsData">
- <field name="SettlDeliveryType" required="N" />
- <field name="StandInstDbType" required="N" />
- <field name="StandInstDbName" required="N" />
- <field name="StandInstDbID" required="N" />
- <group name="NoDlvyInst" required="N">
- <field name="SettlInstSource" required="N" />
- <field name="DlvyInstType" required="N" />
- <component name="SettlParties" required="N" />
- </group>
- </component>
- <component name="PegInstructions">
- <field name="PegOffsetValue" required="N" />
- <field name="PegMoveType" required="N" />
- <field name="PegOffsetType" required="N" />
- <field name="PegLimitType" required="N" />
- <field name="PegRoundDirection" required="N" />
- <field name="PegScope" required="N" />
- </component>
- <component name="DiscretionInstructions">
- <field name="DiscretionInst" required="N" />
- <field name="DiscretionOffsetValue" required="N" />
- <field name="DiscretionMoveType" required="N" />
- <field name="DiscretionOffsetType" required="N" />
- <field name="DiscretionLimitType" required="N" />
- <field name="DiscretionRoundDirection" required="N" />
- <field name="DiscretionScope" required="N" />
- </component>
- <component name="FinancingDetails">
- <field name="AgreementDesc" required="N" />
- <field name="AgreementID" required="N" />
- <field name="AgreementDate" required="N" />
- <field name="AgreementCurrency" required="N" />
- <field name="TerminationType" required="N" />
- <field name="StartDate" required="N" />
- <field name="EndDate" required="N" />
- <field name="DeliveryType" required="N" />
- <field name="MarginRatio" required="N" />
- </component>
- </components>
-
- <fields>
- <field number='1' name='Account' type='STRING' />
- <field number='2' name='AdvId' type='STRING' />
- <field number='3' name='AdvRefID' type='STRING' />
- <field number='4' name='AdvSide' type='CHAR'>
- <value enum='B' description='BUY' />
- <value enum='S' description='SELL' />
- <value enum='T' description='TRADE' />
- <value enum='X' description='CROSS' />
- </field>
- <field number='5' name='AdvTransType' type='STRING'>
- <value enum='C' description='CANCEL' />
- <value enum='N' description='NEW' />
- <value enum='R' description='REPLACE' />
- </field>
- <field number='6' name='AvgPx' type='PRICE' />
- <field number='7' name='BeginSeqNo' type='INT' />
- <field number='8' name='BeginString' type='STRING' />
- <field number='9' name='BodyLength' type='INT' />
- <field number='10' name='CheckSum' type='STRING' />
- <field number='11' name='ClOrdID' type='STRING' />
- <field number='12' name='Commission' type='AMT' />
- <field number='13' name='CommType' type='CHAR'>
- <value enum='1' description='PER_SHARE' />
- <value enum='2' description='PERCENTAGE' />
- <value enum='3' description='ABSOLUTE' />
- </field>
- <field number='14' name='CumQty' type='QTY' />
- <field number='15' name='Currency' type='CURRENCY' />
- <!--field number='15' name='Currency' type='CURRENCY'>
- <value enum='CNY' description='CNY' />
- <value enum='USD' description='USD' />
- <value enum='HKD' description='HKD' />
- </field-->
- <field number='16' name='EndSeqNo' type='INT' />
- <field number='17' name='ExecID' type='STRING' />
- <field number='18' name='ExecInst' type='MULTIPLEVALUESTRING'>
- <value enum='0' description='STAY_ON_OFFERSIDE' />
- <value enum='1' description='NOT_HELD' />
- <value enum='2' description='WORK' />
- <value enum='3' description='GO_ALONG' />
- <value enum='4' description='OVER_THE_DAY' />
- <value enum='5' description='HELD' />
- <value enum='6' description='PARTICIPATE_DONT_INITIATE' />
- <value enum='7' description='STRICT_SCALE' />
- <value enum='8' description='TRY_TO_SCALE' />
- <value enum='9' description='STAY_ON_BIDSIDE' />
- <value enum='A' description='NO_CROSS' />
- <value enum='B' description='OK_TO_CROSS' />
- <value enum='C' description='CALL_FIRST' />
- <value enum='D' description='PERCENT_OF_VOLUME' />
- <value enum='E' description='DO_NOT_INCREASE' />
- <value enum='F' description='DO_NOT_REDUCE' />
- <value enum='G' description='ALL_OR_NONE' />
- <value enum='I' description='INSTITUTIONS_ONLY' />
- <value enum='L' description='LAST_PEG' />
- <value enum='M' description='MID_PRICE_PEG' />
- <value enum='N' description='NON_NEGOTIABLE' />
- <value enum='O' description='OPENING_PEG' />
- <value enum='P' description='MARKET_PEG' />
- <value enum='R' description='PRIMARY_PEG' />
- <value enum='S' description='SUSPEND' />
- <value enum='T' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' />
- <value enum='U' description='CUSTOMER_DISPLAY_INSTRUCTION' />
- <value enum='V' description='NETTING' />
- <value enum='W' description='PEG_TO_VWAP' />
- </field>
- <field number='19' name='ExecRefID' type='STRING' />
- <field number='20' name='ExecTransType' type='CHAR'>
- <value enum='0' description='NEW' />
- <value enum='1' description='CANCEL' />
- <value enum='2' description='CORRECT' />
- <value enum='3' description='STATUS' />
- </field>
- <field number='21' name='HandlInst' type='CHAR'>
- <value enum='1' description='AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION' />
- <value enum='2' description='AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK' />
- <value enum='3' description='MANUAL_ORDER_BEST_EXECUTION' />
- </field>
- <field number='22' name='SecurityIDSource' type='STRING'>
- <value enum='1' description='CUSIP' />
- <value enum='2' description='SEDOL' />
- <value enum='3' description='QUIK' />
- <value enum='4' description='ISIN_NUMBER' />
- <value enum='5' description='RIC_CODE' />
- <value enum='6' description='ISO_CURRENCY_CODE' />
- <value enum='7' description='ISO_COUNTRY_CODE' />
- <value enum='8' description='EXCHANGE_SYMBOL' />
- <value enum='9' description='CONSOLIDATED_TAPE_ASSOCIATION' />
- </field>
- <field number='23' name='IOIid' type='STRING' />
- <field number='24' name='IOIOthSvc' type='CHAR' />
- <field number='25' name='IOIQltyInd' type='CHAR'>
- <value enum='H' description='HIGH' />
- <value enum='L' description='LOW' />
- <value enum='M' description='MEDIUM' />
- </field>
- <field number='26' name='IOIRefID' type='STRING' />
- <field number='27' name='IOIShares' type='STRING'>
- <value enum='L' description='LARGE' />
- <value enum='M' description='MEDIUM' />
- <value enum='S' description='SMALL' />
- </field>
- <field number='28' name='IOITransType' type='CHAR'>
- <value enum='C' description='CANCEL' />
- <value enum='N' description='NEW' />
- <value enum='R' description='REPLACE' />
- </field>
- <field number='29' name='LastCapacity' type='CHAR'>
- <value enum='1' description='AGENT' />
- <value enum='2' description='CROSS_AS_AGENT' />
- <value enum='3' description='CROSS_AS_PRINCIPAL' />
- <value enum='4' description='PRINCIPAL' />
- </field>
- <field number='30' name='LastMkt' type='EXCHANGE' />
- <field number='31' name='LastPx' type='PRICE' />
- <field number='32' name='LastShares' type='QTY' />
- <field number='33' name='LastQty' type='INT' />
- <field number='34' name='MsgSeqNum' type='INT' />
- <field number='35' name='MsgType' type='STRING'>
- <value enum='0' description='HEARTBEAT' />
- <value enum='1' description='TEST_REQUEST' />
- <value enum='2' description='RESEND_REQUEST' />
- <value enum='3' description='REJECT' />
- <value enum='4' description='SEQUENCE_RESET' />
- <value enum='5' description='LOGOUT' />
- <value enum='6' description='INDICATION_OF_INTEREST' />
- <value enum='7' description='ADVERTISEMENT' />
- <value enum='8' description='EXECUTION_REPORT' />
- <value enum='9' description='ORDER_CANCEL_REJECT' />
- <value enum='a' description='QUOTE_STATUS_REQUEST' />
- <value enum='A' description='LOGON' />
- <value enum='B' description='NEWS' />
- <value enum='b' description='QUOTE_ACKNOWLEDGEMENT' />
- <value enum='C' description='EMAIL' />
- <value enum='c' description='SECURITY_DEFINITION_REQUEST' />
- <value enum='D' description='ORDER_SINGLE' />
- <value enum='d' description='SECURITY_DEFINITION' />
- <value enum='E' description='ORDER_LIST' />
- <value enum='e' description='SECURITY_STATUS_REQUEST' />
- <value enum='f' description='SECURITY_STATUS' />
- <value enum='F' description='ORDER_CANCEL_REQUEST' />
- <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
- <value enum='g' description='TRADING_SESSION_STATUS_REQUEST' />
- <value enum='H' description='ORDER_STATUS_REQUEST' />
- <value enum='h' description='TRADING_SESSION_STATUS' />
- <value enum='i' description='MASS_QUOTE' />
- <value enum='j' description='BUSINESS_MESSAGE_REJECT' />
- <value enum='J' description='ALLOCATION' />
- <value enum='K' description='LIST_CANCEL_REQUEST' />
- <value enum='k' description='BID_REQUEST' />
- <value enum='l' description='BID_RESPONSE' />
- <value enum='L' description='LIST_EXECUTE' />
- <value enum='m' description='LIST_STRIKE_PRICE' />
- <value enum='M' description='LIST_STATUS_REQUEST' />
- <value enum='N' description='LIST_STATUS' />
- <value enum='P' description='ALLOCATION_ACK' />
- <value enum='Q' description='DONT_KNOW_TRADE' />
- <value enum='R' description='QUOTE_REQUEST' />
- <value enum='S' description='QUOTE' />
- <value enum='T' description='SETTLEMENT_INSTRUCTIONS' />
- <value enum='V' description='MARKET_DATA_REQUEST' />
- <value enum='W' description='MARKET_DATA_SNAPSHOT_FULL_REFRESH' />
- <value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH' />
- <value enum='Y' description='MARKET_DATA_REQUEST_REJECT' />
- <value enum='Z' description='QUOTE_CANCEL' />
- <value enum='UAN' description='UAN' />
- <value enum='UAO' description='UAO' />
- <value enum='BST' description='BST' />
- <value enum='BOB' description='BOB' />
- <value enum='UAP' description='UAP' />
- <value enum='UAX' description='UAX' />
- <value enum='UAZ' description='UAP' />
- <value enum='UAY' description='UAP' />
- <value enum='FFA' description='FFA' />
- <value enum='FFR' description='FFR' />
- <value enum='UH' description='UH' />
- <value enum='UAM' description='UAM' />
- <value enum='UAL' description='UAL' />
- <value enum='Test' description='Test' />
- <value enum='COD' description='COD' />
- <value enum='POD' description='POD' />
- <value enum='COF' description='COF' />
- <value enum='COH' description='COH' />
-
- <value enum="U001" description="POSITIONLISTREQUEST" />
- <value enum="U002" description="POSITIONLIST" />
- <value enum="U003" description="CUSTOMERFUNDSSTATUSREQUEST" />
- <value enum="U004" description="CUSTOMERFUNDSSTATUS" />
- <value enum="U005" description="Entrust List Request" />
- <value enum="U006" description="Entrust List" />
- <value enum="U007" description="Fureal List Request" />
- <value enum="U008" description="Fureal List" />
- <value enum="U009" description="Security Margin List Request" />
- <value enum="U010" description="Security Margin List" />
- <value enum="U011" description="BankAccountListRequest" />
- <value enum="U012" description="BankAccountListAnswer" />
- <value enum="U013" description="BFTransferRequest" />
- <value enum="U014" description="BFTransferStatusRequest" />
- <value enum="U015" description="BFTransferReport" />
- <value enum="U1002" description="U1002" />
- <value enum="U1003" description="U1003" />
- <value enum="x" description="SecurityListRequest" />
- <value enum="y" description="SecurityList" />
-
- </field>
- <field number='36' name='NewSeqNo' type='INT' />
- <field number='37' name='OrderID' type='STRING' />
- <field number='38' name='OrderQty' type='QTY' />
- <field number='39' name='OrdStatus' type='CHAR'>
- <value enum='0' description='NEW' />
- <value enum='1' description='PARTIALLY_FILLED' />
- <value enum='2' description='FILLED' />
- <value enum='3' description='DONE_FOR_DAY' />
- <value enum='4' description='CANCELED' />
- <value enum='5' description='REPLACED' />
- <value enum='6' description='PENDING_CANCEL' />
- <value enum='7' description='STOPPED' />
- <value enum='8' description='REJECTED' />
- <value enum='9' description='SUSPENDED' />
- <value enum='A' description='PENDING_NEW' />
- <value enum='B' description='CALCULATED' />
- <value enum='C' description='EXPIRED' />
- <value enum='D' description='ACCEPTED_FOR_BIDDING' />
- <value enum='E' description='PENDING_REPLACE' />
- </field>
- <field number='40' name='OrdType' type='CHAR'>
- <value enum='1' description='MARKET' />
- <value enum='2' description='LIMIT' />
- <value enum='3' description='STOP' />
- <value enum='4' description='STOP_LIMIT' />
- <value enum='5' description='MARKET_ON_CLOSE' />
- <value enum='6' description='WITH_OR_WITHOUT' />
- <value enum='7' description='LIMIT_OR_BETTER' />
- <value enum='8' description='LIMIT_WITH_OR_WITHOUT' />
- <value enum='9' description='ON_BASIS' />
- <value enum='A' description='ON_CLOSE' />
- <value enum='B' description='LIMIT_ON_CLOSE' />
- <value enum='C' description='FOREX_C' />
- <value enum='D' description='PREVIOUSLY_QUOTED' />
- <value enum='E' description='PREVIOUSLY_INDICATED' />
- <value enum='F' description='FOREX_F' />
- <value enum='G' description='FOREX_G' />
- <value enum='H' description='FOREX_H' />
- <value enum='I' description='FUNARI' />
- <value enum='P' description='PEGGED' />
- </field>
- <field number='41' name='OrigClOrdID' type='STRING' />
- <field number='42' name='OrigTime' type='UTCTIMESTAMP' />
- <field number='43' name='PossDupFlag' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='44' name='Price' type='PRICE' />
- <field number='45' name='RefSeqNum' type='INT' />
- <field number='46' name='RelatdSym' type='STRING' />
- <field number='47' name='Rule80A' type='CHAR'>
- <value enum='A' description='AGENCY_SINGLE_ORDER' />
- <value enum='B' description='SHORT_EXEMPT_TRANSACTION_B' />
- <value enum='C' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
- <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
- <value enum='E' description='REGISTERED_EQUITY_MARKET_MAKER_TRADES' />
- <value enum='F' description='SHORT_EXEMPT_TRANSACTION_F' />
- <value enum='H' description='SHORT_EXEMPT_TRANSACTION_H' />
- <value enum='I' description='INDIVIDUAL_INVESTOR_SINGLE_ORDER' />
- <value enum='J' description='PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
- <value enum='K' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
- <value enum='L' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
- <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
- <value enum='N' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER' />
- <value enum='O' description='COMPETING_DEALER_TRADES_O' />
- <value enum='P' description='PRINCIPAL' />
- <value enum='R' description='COMPETING_DEALER_TRADES_R' />
- <value enum='S' description='SPECIALIST_TRADES' />
- <value enum='T' description='COMPETING_DEALER_TRADES_T' />
- <value enum='U' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY' />
- <value enum='W' description='ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER' />
- <value enum='X' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
- <value enum='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY' />
- <value enum='Z' description='SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER' />
- </field>
- <field number='48' name='SecurityID' type='STRING' />
- <field number='49' name='SenderCompID' type='STRING' />
- <field number='50' name='SenderSubID' type='STRING' />
- <field number='51' name='SendingDate' type='LOCALMKTDATE' />
- <field number='52' name='SendingTime' type='UTCTIMESTAMP' />
- <field number='53' name='Shares' type='QTY' />
- <!--field number='21004' name='FundPassword' type='STRING' /-->
- <!--field number='53' name='Shares' type='QTY' /-->
- <field number='54' name='Side' type='CHAR'>
- <value enum='1' description='BUY' />
- <value enum='2' description='SELL' />
- <value enum='3' description='BUY_MINUS' />
- <value enum='4' description='SELL_PLUS' />
- <value enum='5' description='SELL_SHORT' />
- <value enum='6' description='SELL_SHORT_EXEMPT' />
- <value enum='7' description='UNDISCLOSED' />
- <value enum='8' description='CROSS' />
- <value enum='9' description='CROSS_SHORT' />
- <value enum='G' description='huaru' />
- <value enum='F' description='huachu' />
- </field>
- <field number='55' name='Symbol' type='STRING' />
- <field number='56' name='TargetCompID' type='STRING' />
- <field number='57' name='TargetSubID' type='STRING' />
- <field number='58' name='Text' type='STRING' />
- <field number='59' name='TimeInForce' type='CHAR'>
- <value enum='0' description='DAY' />
- <value enum='1' description='GOOD_TILL_CANCEL' />
- <value enum='2' description='AT_THE_OPENING' />
- <value enum='3' description='IMMEDIATE_OR_CANCEL' />
- <value enum='4' description='FILL_OR_KILL' />
- <value enum='5' description='GOOD_TILL_CROSSING' />
- <value enum='6' description='GOOD_TILL_DATE' />
- </field>
- <field number='60' name='TransactTime' type='UTCTIMESTAMP' />
- <field number='61' name='Urgency' type='CHAR'>
- <value enum='0' description='NORMAL' />
- <value enum='1' description='FLASH' />
- <value enum='2' description='BACKGROUND' />
- </field>
- <field number='62' name='ValidUntilTime' type='UTCTIMESTAMP' />
- <field number='63' name='SettlmntTyp' type='CHAR'>
- <value enum='0' description='REGULAR' />
- <value enum='1' description='CASH' />
- <value enum='2' description='NEXT_DAY' />
- <value enum='3' description='T_PLUS_2' />
- <value enum='4' description='T_PLUS_3' />
- <value enum='5' description='T_PLUS_4' />
- <value enum='6' description='FUTURE' />
- <value enum='7' description='WHEN_ISSUED' />
- <value enum='8' description='SELLERS_OPTION' />
- <value enum='9' description='T_PLUS_5' />
- </field>
- <field number='64' name='FutSettDate' type='LOCALMKTDATE' />
- <field number='65' name='SymbolSfx' type='STRING' />
- <field number='66' name='ListID' type='STRING' />
- <field number='67' name='ListSeqNo' type='INT' />
- <field number='68' name='TotNoOrders' type='INT' />
- <field number='69' name='ListExecInst' type='STRING' />
- <field number='70' name='AllocID' type='STRING' />
- <field number='71' name='AllocTransType' type='CHAR'>
- <value enum='0' description='NEW' />
- <value enum='1' description='REPLACE' />
- <value enum='2' description='CANCEL' />
- <value enum='3' description='PRELIMINARY' />
- <value enum='4' description='CALCULATED' />
- <value enum='5' description='CALCULATED_WITHOUT_PRELIMINARY' />
- </field>
- <field number='72' name='RefAllocID' type='STRING' />
- <field number='73' name='NoOrders' type='INT' />
- <field number='74' name='AvgPrxPrecision' type='INT' />
- <field number='75' name='TradeDate' type='LOCALMKTDATE' />
- <field number='76' name='ExecBroker' type='STRING' />
- <!--field number='77' name='OpenClose' type='CHAR'>
- <value enum='C' description='CLOSE' />
- <value enum='O' description='OPEN' />
- </field-->
-
- <field number='77' name='OpenClose' type='CHAR'>
- <value enum='C' description='CLOSE' />
- <!--value enum='F' description='FIFO' /-->
- <value enum='O' description='OPEN' />
- <!--value enum='R' description='ROLLED' /-->
- </field>
-
- <field number='78' name='NoAllocs' type='INT' />
- <field number='79' name='AllocAccount' type='STRING' />
- <field number='80' name='AllocShares' type='QTY' />
- <field number='81' name='ProcessCode' type='CHAR'>
- <value enum='0' description='REGULAR' />
- <value enum='1' description='SOFT_DOLLAR' />
- <value enum='2' description='STEP_IN' />
- <value enum='3' description='STEP_OUT' />
- <value enum='4' description='SOFT_DOLLAR_STEP_IN' />
- <value enum='5' description='SOFT_DOLLAR_STEP_OUT' />
- <value enum='6' description='PLAN_SPONSOR' />
- </field>
- <field number='82' name='NoRpts' type='INT' />
- <field number='83' name='RptSeq' type='INT' />
- <field number='84' name='CxlQty' type='QTY' />
- <field number='85' name='NoDlvyInst' type='INT' />
- <field number='86' name='DlvyInst' type='STRING' />
- <field number='87' name='AllocStatus' type='INT'>
- <value enum='0' description='ACCEPTED' />
- <value enum='1' description='REJECTED' />
- <value enum='2' description='PARTIAL_ACCEPT' />
- <value enum='3' description='RECEIVED' />
- </field>
- <field number='88' name='AllocRejCode' type='INT'>
- <value enum='0' description='UNKNOWN_ACCOUNT' />
- <value enum='1' description='INCORRECT_QUANTITY' />
- <value enum='2' description='INCORRECT_AVERAGE_PRICE' />
- <value enum='3' description='UNKNOWN_EXECUTING_BROKER_MNEMONIC' />
- <value enum='4' description='COMMISSION_DIFFERENCE' />
- <value enum='5' description='UNKNOWN_ORDERID' />
- <value enum='6' description='UNKNOWN_LISTID' />
- <value enum='7' description='OTHER' />
- </field>
- <field number='89' name='Signature' type='DATA' />
- <field number='90' name='SecureDataLen' type='LENGTH' />
- <field number='91' name='SecureData' type='DATA' />
- <field number='92' name='BrokerOfCredit' type='STRING' />
- <field number='93' name='SignatureLength' type='LENGTH' />
- <field number='94' name='EmailType' type='CHAR'>
- <value enum='0' description='NEW' />
- <value enum='1' description='REPLY' />
- <value enum='2' description='ADMIN_REPLY' />
- </field>
- <field number='95' name='RawDataLength' type='LENGTH' />
- <field number='96' name='RawData' type='DATA' />
- <field number='97' name='PossResend' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='98' name='EncryptMethod' type='INT'>
- <value enum='0' description='NONE' />
- <value enum='1' description='PKCS' />
- <value enum='2' description='DES' />
- <value enum='3' description='PKCS_DES' />
- <value enum='4' description='PGP_DES' />
- <value enum='5' description='PGP_DES_MD5' />
- <value enum='6' description='PEM_DES_MD5' />
- <value enum='101' description='BLOWFISH' />
- </field>
- <field number='99' name='StopPx' type='PRICE' />
- <field number='100' name='ExDestination' type='EXCHANGE' />
- <field number='102' name='CxlRejReason' type='INT'>
- <value enum='0' description='TOO_LATE_TO_CANCEL' />
- <value enum='1' description='UNKNOWN_ORDER' />
- <value enum='2' description='BROKER_OPTION' />
- <value enum='3' description='ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='103' name='OrdRejReason' type='INT'>
- <value enum='0' description='BROKER_OPTION' />
- <value enum='1' description='UNKNOWN_SYMBOL' />
- <value enum='2' description='EXCHANGE_CLOSED' />
- <value enum='3' description='ORDER_EXCEEDS_LIMIT' />
- <value enum='4' description='TOO_LATE_TO_ENTER' />
- <value enum='5' description='UNKNOWN_ORDER' />
- <value enum='6' description='DUPLICATE_ORDER' />
- <value enum='7' description='DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER' />
- <value enum='8' description='STALE_ORDER' />
- <value enum='15' description='UNKNOWN_ACCOUNT' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='104' name='IOIQualifier' type='CHAR'>
- <value enum='A' description='ALL_OR_NONE' />
- <value enum='C' description='AT_THE_CLOSE' />
- <value enum='I' description='IN_TOUCH_WITH' />
- <value enum='L' description='LIMIT' />
- <value enum='M' description='MORE_BEHIND' />
- <value enum='O' description='AT_THE_OPEN' />
- <value enum='P' description='TAKING_A_POSITION' />
- <value enum='Q' description='AT_THE_MARKET' />
- <value enum='R' description='READY_TO_TRADE' />
- <value enum='S' description='PORTFOLIO_SHOW_N' />
- <value enum='T' description='THROUGH_THE_DAY' />
- <value enum='V' description='VERSUS' />
- <value enum='W' description='INDICATION' />
- <value enum='X' description='CROSSING_OPPORTUNITY' />
- <value enum='Y' description='AT_THE_MIDPOINT' />
- <value enum='Z' description='PRE_OPEN' />
- </field>
- <field number='105' name='WaveNo' type='STRING' />
- <field number='106' name='Issuer' type='STRING' />
- <field number='107' name='SecurityDesc' type='STRING' />
- <field number='108' name='HeartBtInt' type='INT' />
- <field number='109' name='ClientID' type='STRING' />
- <field number='110' name='MinQty' type='QTY' />
- <field number='111' name='MaxFloor' type='QTY' />
- <field number='112' name='TestReqID' type='STRING' />
- <field number='113' name='ReportToExch' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='114' name='LocateReqd' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='115' name='OnBehalfOfCompID' type='STRING' />
- <field number='116' name='OnBehalfOfSubID' type='STRING' />
- <field number='117' name='QuoteID' type='STRING' />
- <field number='118' name='NetMoney' type='AMT' />
- <field number='119' name='SettlCurrAmt' type='AMT' />
- <field number='120' name='SettlCurrency' type='CURRENCY' />
- <field number='121' name='ForexReq' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='122' name='OrigSendingTime' type='UTCTIMESTAMP' />
- <field number='123' name='GapFillFlag' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='124' name='NoExecs' type='INT' />
- <field number='125' name='CxlType' type='CHAR' />
- <field number='126' name='ExpireTime' type='UTCTIMESTAMP' />
- <field number='127' name='DKReason' type='CHAR'>
- <value enum='A' description='UNKNOWN_SYMBOL' />
- <value enum='B' description='WRONG_SIDE' />
- <value enum='C' description='QUANTITY_EXCEEDS_ORDER' />
- <value enum='D' description='NO_MATCHING_ORDER' />
- <value enum='E' description='PRICE_EXCEEDS_LIMIT' />
- <value enum='Z' description='OTHER' />
- </field>
- <field number='128' name='DeliverToCompID' type='STRING' />
- <field number='129' name='DeliverToSubID' type='STRING' />
- <field number='130' name='IOINaturalFlag' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='131' name='QuoteReqID' type='STRING' />
- <field number='132' name='BidPx' type='PRICE' />
- <field number='133' name='OfferPx' type='PRICE' />
- <field number='134' name='BidSize' type='QTY' />
- <field number='135' name='OfferSize' type='QTY' />
- <field number='136' name='NoMiscFees' type='INT' />
- <field number='137' name='MiscFeeAmt' type='AMT' />
- <field number='138' name='MiscFeeCurr' type='CURRENCY' />
- <field number='139' name='MiscFeeType' type='CHAR'>
- <value enum='1' description='REGULATORY' />
- <value enum='2' description='TAX' />
- <value enum='3' description='LOCAL_COMMISSION' />
- <value enum='4' description='EXCHANGE_FEES' />
- <value enum='5' description='STAMP' />
- <value enum='6' description='LEVY' />
- <value enum='7' description='OTHER' />
- <value enum='8' description='MARKUP' />
- <value enum='9' description='CONSUMPTION_TAX' />
- </field>
- <field number='140' name='PrevClosePx' type='PRICE' />
- <field number='141' name='ResetSeqNumFlag' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='142' name='SenderLocationID' type='STRING' />
- <field number='143' name='TargetLocationID' type='STRING' />
- <field number='144' name='OnBehalfOfLocationID' type='STRING' />
- <field number='145' name='DeliverToLocationID' type='STRING' />
- <field number='146' name='NoRelatedSym' type='INT' />
- <field number='147' name='Subject' type='STRING' />
- <field number='148' name='Headline' type='STRING' />
- <field number='149' name='URLLink' type='STRING' />
- <field number='150' name='ExecType' type='CHAR'>
- <value enum='0' description='NEW' />
- <value enum='1' description='PARTIAL_FILL' />
- <value enum='2' description='FILL' />
- <value enum='3' description='DONE_FOR_DAY' />
- <value enum='4' description='CANCELED' />
- <value enum='5' description='REPLACE' />
- <value enum='6' description='PENDING_CANCEL' />
- <value enum='7' description='STOPPED' />
- <value enum='8' description='REJECTED' />
- <value enum='9' description='SUSPENDED' />
- <value enum='A' description='PENDING_NEW' />
- <value enum='B' description='CALCULATED' />
- <value enum='C' description='EXPIRED' />
- <value enum='D' description='RESTATED' />
- <value enum='E' description='PENDING_REPLACE' />
- </field>
- <field number='151' name='LeavesQty' type='QTY' />
- <field number='152' name='CashOrderQty' type='QTY' />
- <field number='153' name='AllocAvgPx' type='PRICE' />
- <field number='154' name='AllocNetMoney' type='AMT' />
- <field number='155' name='SettlCurrFxRate' type='FLOAT' />
- <field number='156' name='SettlCurrFxRateCalc' type='CHAR'>
- <value enum='M' description='MULTIPLY' />
- <value enum='D' description='DIVIDE' />
- </field>
- <field number='157' name='NumDaysInterest' type='INT' />
- <field number='158' name='AccruedInterestRate' type='FLOAT' />
- <field number='159' name='AccruedInterestAmt' type='AMT' />
- <field number='160' name='SettlInstMode' type='CHAR'>
- <value enum='0' description='DEFAULT' />
- <value enum='1' description='STANDING_INSTRUCTIONS_PROVIDED' />
- <value enum='2' description='SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING' />
- <value enum='3' description='SPECIFIC_ALLOCATION_ACCOUNT_STANDING' />
- </field>
- <field number='161' name='AllocText' type='STRING' />
- <field number='162' name='SettlInstID' type='STRING' />
- <field number='163' name='SettlInstTransType' type='CHAR'>
- <value enum='C' description='CANCEL' />
- <value enum='N' description='NEW' />
- <value enum='R' description='REPLACE' />
- </field>
- <field number='164' name='EmailThreadID' type='STRING' />
- <field number='165' name='SettlInstSource' type='CHAR'>
- <value enum='1' description='BROKERS_INSTRUCTIONS' />
- <value enum='2' description='INSTITUTIONS_INSTRUCTIONS' />
- </field>
- <field number='166' name='SettlLocation' type='STRING'>
- <value enum='CED' description='CEDEL' />
- <value enum='DTC' description='DEPOSITORY_TRUST_COMPANY' />
- <value enum='EUR' description='EUROCLEAR' />
- <value enum='FED' description='FEDERAL_BOOK_ENTRY' />
- <value enum='ISO Country Code' description='LOCAL_MARKET_SETTLE_LOCATION' />
- <value enum='PNY' description='PHYSICAL' />
- <value enum='PTC' description='PARTICIPANT_TRUST_COMPANY' />
- </field>
- <field number='167' name='SecurityType' type='STRING'>
- <value enum='?' description='WILDCARD_ENTRY' />
- <value enum='BA' description='BANKERS_ACCEPTANCE' />
- <value enum='CB' description='CONVERTIBLE_BOND' />
- <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' />
- <value enum='CMO' description='COLLATERALIZE_MORTGAGE_OBLIGATION' />
- <value enum='CORP' description='CORPORATE_BOND' />
- <value enum='CP' description='COMMERCIAL_PAPER' />
- <value enum='CPP' description='CORPORATE_PRIVATE_PLACEMENT' />
- <value enum='CS' description='COMMON_STOCK' />
- <value enum='FHA' description='FEDERAL_HOUSING_AUTHORITY' />
- <value enum='FHL' description='FEDERAL_HOME_LOAN' />
- <value enum='FN' description='FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION' />
- <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' />
- <value enum='FUT' description='FUTURE' />
- <value enum='GN' description='GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION' />
- <value enum='GOVT' description='TREASURIES_PLUS_AGENCY_DEBENTURE' />
- <value enum='IET' description='MORTGAGE_IOETTE' />
- <value enum='MF' description='MUTUAL_FUND' />
- <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' />
- <value enum='MPO' description='MORTGAGE_PRINCIPAL_ONLY' />
- <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' />
- <value enum='MPT' description='MISCELLANEOUS_PASS_THRU' />
- <value enum='MUNI' description='MUNICIPAL_BOND' />
- <value enum='NONE' description='NO_ISITC_SECURITY_TYPE' />
- <value enum='OPT' description='OPTION' />
- <value enum='PS' description='PREFERRED_STOCK' />
- <value enum='RP' description='REPURCHASE_AGREEMENT' />
- <value enum='RVRP' description='REVERSE_REPURCHASE_AGREEMENT' />
- <value enum='SL' description='STUDENT_LOAN_MARKETING_ASSOCIATION' />
- <value enum='TD' description='TIME_DEPOSIT' />
- <value enum='USTB' description='US_TREASURY_BILL' />
- <value enum='WAR' description='WARRANT' />
- <value enum='ZOO' description='CATS_TIGERS_LIONS' />
- <value enum='TIPS' description='guozhai' />
- <value enum='EITS' description='zhuangu' />
- <value enum='BUYSELL' description='huigou' />
- <value enum='ETFMM' description='etf maimai' />
- <value enum='ETFSS' description='etf shenshu' />
- <value enum='PLECRK' description='etf shenshu' />
- </field>
- <field number='168' name='EffectiveTime' type='UTCTIMESTAMP' />
- <field number='169' name='StandInstDbType' type='INT'>
- <value enum='0' description='OTHER' />
- <value enum='1' description='DTC_SID' />
- <value enum='2' description='THOMSON_ALERT' />
- <value enum='3' description='A_GLOBAL_CUSTODIAN' />
- </field>
- <field number='170' name='StandInstDbName' type='STRING' />
- <field number='171' name='StandInstDbID' type='STRING' />
- <field number='172' name='SettlDeliveryType' type='INT' />
- <field number='173' name='SettlDepositoryCode' type='STRING' />
- <field number='174' name='SettlBrkrCode' type='STRING' />
- <field number='175' name='SettlInstCode' type='STRING' />
- <field number='176' name='SecuritySettlAgentName' type='STRING' />
- <field number='177' name='SecuritySettlAgentCode' type='STRING' />
- <field number='178' name='SecuritySettlAgentAcctNum' type='STRING' />
- <field number='179' name='SecuritySettlAgentAcctName' type='STRING' />
- <field number='180' name='SecuritySettlAgentContactName' type='STRING' />
- <field number='181' name='SecuritySettlAgentContactPhone' type='STRING' />
- <field number='182' name='CashSettlAgentName' type='STRING' />
- <field number='183' name='CashSettlAgentCode' type='STRING' />
- <field number='184' name='CashSettlAgentAcctNum' type='STRING' />
- <field number='185' name='CashSettlAgentAcctName' type='STRING' />
- <field number='186' name='CashSettlAgentContactName' type='STRING' />
- <field number='187' name='CashSettlAgentContactPhone' type='STRING' />
- <field number='188' name='BidSpotRate' type='PRICE' />
- <field number='189' name='BidForwardPoints' type='PRICEOFFSET' />
- <field number='190' name='OfferSpotRate' type='PRICE' />
- <field number='191' name='OfferForwardPoints' type='PRICEOFFSET' />
- <field number='192' name='OrderQty2' type='QTY' />
- <field number='193' name='FutSettDate2' type='LOCALMKTDATE' />
- <field number='194' name='LastSpotRate' type='PRICE' />
- <field number='195' name='LastForwardPoints' type='PRICEOFFSET' />
- <field number='196' name='AllocLinkID' type='STRING' />
- <field number='197' name='AllocLinkType' type='INT'>
- <value enum='0' description='F_X_NETTING' />
- <value enum='1' description='F_X_SWAP' />
- </field>
- <field number='198' name='SecondaryOrderID' type='STRING' />
- <field number='199' name='NoIOIQualifiers' type='INT' />
- <field number='200' name='MaturityMonthYear' type='MONTHYEAR' />
- <field number='201' name='PutOrCall' type='INT'>
- <value enum='0' description='PUT' />
- <value enum='1' description='CALL' />
- </field>
- <field number='202' name='StrikePrice' type='PRICE' />
- <field number='203' name='CoveredOrUncovered' type='INT'>
- <value enum='0' description='COVERED' />
- <value enum='1' description='UNCOVERED' />
- </field>
- <field number='204' name='CustomerOrFirm' type='INT'>
- <value enum='0' description='CUSTOMER' />
- <value enum='1' description='FIRM' />
- </field>
- <field number='205' name='MaturityDay' type='DAYOFMONTH' />
- <field number='206' name='OptAttribute' type='CHAR' />
- <field number='207' name='SecurityExchange' type='EXCHANGE' />
- <field number='208' name='NotifyBrokerOfCredit' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='209' name='AllocHandlInst' type='INT'>
- <value enum='1' description='MATCH' />
- <value enum='2' description='FORWARD' />
- <value enum='3' description='FORWARD_AND_MATCH' />
- </field>
- <field number='210' name='MaxShow' type='QTY' />
- <field number='211' name='PegDifference' type='PRICEOFFSET' />
- <field number='212' name='XmlDataLen' type='LENGTH' />
- <field number='213' name='XmlData' type='DATA' />
- <field number='214' name='SettlInstRefID' type='STRING' />
- <field number='215' name='NoRoutingIDs' type='INT' />
- <field number='216' name='RoutingType' type='INT'>
- <value enum='1' description='TARGET_FIRM' />
- <value enum='2' description='TARGET_LIST' />
- <value enum='3' description='BLOCK_FIRM' />
- <value enum='4' description='BLOCK_LIST' />
- </field>
- <field number='217' name='RoutingID' type='STRING' />
- <field number='218' name='Spread' type='PRICEOFFSET' />
- <field number='219' name='Benchmark' type='CHAR'>
- <value enum='1' description='CURVE' />
- <value enum='2' description='5_YR' />
- <value enum='3' description='OLD_5' />
- <value enum='4' description='10_YR' />
- <value enum='5' description='OLD_10' />
- <value enum='6' description='30_YR' />
- <value enum='7' description='OLD_30' />
- <value enum='8' description='3_MO_LIBOR' />
- <value enum='9' description='6_MO_LIBOR' />
- </field>
- <field number="220" name="BenchmarkCurveCurrency" type="CURRENCY" />
- <field number="221" name="BenchmarkCurveName" type="STRING">
- <value enum="MuniAAA" description="MUNIAAA" />
- <value enum="FutureSWAP" description="FUTURESWAP" />
- <value enum="LIBID" description="LIBID" />
- <value enum="LIBOR" description="LIBOR" />
- <value enum="OTHER" description="OTHER" />
- <value enum="SWAP" description="SWAP" />
- <value enum="Treasury" description="TREASURY" />
- <value enum="Euribor" description="EURIBOR" />
- <value enum="Pfandbriefe" description="PFANDBRIEFE" />
- <value enum="EONIA" description="EONIA" />
- <value enum="SONIA" description="SONIA" />
- <value enum="EUREPO" description="EUREPO" />
- </field>
- <field number="222" name="BenchmarkCurvePoint" type="STRING" />
-
-
- <field number='223' name='CouponRate' type='FLOAT' />
-
- <field number="224" name="CouponPaymentDate" type="LOCALMKTDATE" />
- <field number="225" name="IssueDate" type="LOCALMKTDATE" />
- <field number="226" name="RepurchaseTerm" type="INT" />
- <field number="227" name="RepurchaseRate" type="PERCENTAGE" />
- <field number="228" name="Factor" type="FLOAT" />
- <field number="229" name="TradeOriginationDate" type="LOCALMKTDATE" />
- <field number="230" name="ExDate" type="LOCALMKTDATE" />
-
- <field number='231' name='ContractMultiplier' type='FLOAT' />
- <field number='232' name='NoStipulations' type='NUMINGROUP' />
- <field number='233' name='StipulationType' type='STRING' />
- <field number='234' name='StipulationValue' type='STRING' />
-
- <field number="235" name="YieldType" type="STRING">
- <value enum="AFTERTAX" description="AFTER_TAX_YIELD" />
- <value enum="ANNUAL" description="ANNUAL_YIELD" />
- <value enum="ATISSUE" description="YIELD_AT_ISSUE" />
- <value enum="AVGMATURITY" description="YIELD_TO_AVERAGE_MATURITY" />
- <value enum="BOOK" description="BOOK_YIELD" />
- <value enum="CALL" description="YIELD_TO_NEXT_CALL" />
- <value enum="CHANGE" description="YIELD_CHANGE_SINCE_CLOSE" />
- <value enum="CLOSE" description="CLOSING_YIELD" />
- <value enum="COMPOUND" description="COMPOUND_YIELD" />
- <value enum="CURRENT" description="CURRENT_YIELD" />
- <value enum="GROSS" description="TRUE_GROSS_YIELD" />
- <value enum="GOVTEQUIV" description="GOVERNMENT_EQUIVALENT_YIELD" />
- <value enum="INFLATION" description="YIELD_WITH_INFLATION_ASSUMPTION" />
- <value enum="INVERSEFLOATER" description="INVERSE_FLOATER_BOND_YIELD" />
- <value enum="LASTCLOSE" description="MOST_RECENT_CLOSING_YIELD" />
- <value enum="LASTMONTH" description="CLOSING_YIELD_MOST_RECENT_MONTH" />
- <value enum="LASTQUARTER" description="CLOSING_YIELD_MOST_RECENT_QUARTER" />
- <value enum="LASTYEAR" description="CLOSING_YIELD_MOST_RECENT_YEAR" />
- <value enum="LONGAVGLIFE" description="YIELD_TO_LONGEST_AVERAGE_LIFE" />
- <value enum="MARK" description="MARK_TO_MARKET_YIELD" />
- <value enum="MATURITY" description="YIELD_TO_MATURITY" />
- <value enum="NEXTREFUND" description="YIELD_TO_NEXT_REFUND" />
- <value enum="OPENAVG" description="OPEN_AVERAGE_YIELD" />
- <value enum="PUT" description="YIELD_TO_NEXT_PUT" />
- <value enum="PREVCLOSE" description="PREVIOUS_CLOSE_YIELD" />
- <value enum="PROCEEDS" description="PROCEEDS_YIELD" />
- <value enum="SEMIANNUAL" description="SEMI_ANNUAL_YIELD" />
- <value enum="SHORTAVGLIFE" description="YIELD_TO_SHORTEST_AVERAGE_LIFE" />
- <value enum="SIMPLE" description="SIMPLE_YIELD" />
- <value enum="TAXEQUIV" description="TAX_EQUIVALENT_YIELD" />
- <value enum="TENDER" description="YIELD_TO_TENDER_DATE" />
- <value enum="TRUE" description="TRUE_YIELD" />
- <value enum="VALUE1_32" description="YIELD_VALUE_OF_1_32" />
- <value enum="WORST" description="YIELD_TO_WORST" />
- </field>
- <field number="236" name="Yield" type="PERCENTAGE" />
- <field number="237" name="TotalTakedown" type="AMT" />
- <field number="238" name="Concession" type="AMT" />
- <field number="239" name="RepoCollateralSecurityType" type="INT" />
- <field number="240" name="RedemptionDate" type="LOCALMKTDATE" />
- <field number="241" name="UnderlyingCouponPaymentDate" type="LOCALMKTDATE" />
- <field number="242" name="UnderlyingIssueDate" type="LOCALMKTDATE" />
- <field number="243" name="UnderlyingRepoCollateralSecurityType" type="INT" />
- <field number="244" name="UnderlyingRepurchaseTerm" type="INT" />
- <field number="245" name="UnderlyingRepurchaseRate" type="PERCENTAGE" />
- <field number="246" name="UnderlyingFactor" type="FLOAT" />
- <field number="247" name="UnderlyingRedemptionDate" type="LOCALMKTDATE" />
- <field number="248" name="LegCouponPaymentDate" type="LOCALMKTDATE" />
- <field number="249" name="LegIssueDate" type="LOCALMKTDATE" />
- <field number="250" name="LegRepoCollateralSecurityType" type="INT" />
- <field number="251" name="LegRepurchaseTerm" type="INT" />
- <field number="252" name="LegRepurchaseRate" type="PERCENTAGE" />
- <field number="253" name="LegFactor" type="FLOAT" />
- <field number="254" name="LegRedemptionDate" type="LOCALMKTDATE" />
- <field number="255" name="CreditRating" type="STRING" />
- <field number="256" name="UnderlyingCreditRating" type="STRING" />
- <field number="257" name="LegCreditRating" type="STRING" />
- <field number="258" name="TradedFlatSwitch" type="BOOLEAN" />
- <field number="259" name="BasisFeatureDate" type="LOCALMKTDATE" />
- <field number="260" name="BasisFeaturePrice" type="PRICE" />
-
- <field number='262' name='MDReqID' type='STRING' />
- <field number='263' name='SubscriptionRequestType' type='CHAR'>
- <value enum='0' description='SNAPSHOT' />
- <value enum='1' description='SNAPSHOT_PLUS_UPDATES' />
- <value enum='2' description='DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST' />
- </field>
- <field number='264' name='MarketDepth' type='INT' />
- <field number='265' name='MDUpdateType' type='INT'>
- <value enum='0' description='FULL_REFRESH' />
- <value enum='1' description='INCREMENTAL_REFRESH' />
- </field>
- <field number='266' name='AggregatedBook' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='267' name='NoMDEntryTypes' type='INT' />
- <field number='268' name='NoMDEntries' type='INT' />
- <field number='269' name='MDEntryType' type='CHAR'>
- <value enum='0' description='BID' />
- <value enum='1' description='OFFER' />
- <value enum='2' description='TRADE' />
- <value enum='3' description='INDEX_VALUE' />
- <value enum='4' description='OPENING_PRICE' />
- <value enum='5' description='CLOSING_PRICE' />
- <value enum='6' description='SETTLEMENT_PRICE' />
- <value enum='7' description='TRADING_SESSION_HIGH_PRICE' />
- <value enum='8' description='TRADING_SESSION_LOW_PRICE' />
- <value enum='9' description='TRADING_SESSION_VWAP_PRICE' />
- </field>
- <field number='270' name='MDEntryPx' type='PRICE' />
- <field number='271' name='MDEntrySize' type='QTY' />
- <field number='272' name='MDEntryDate' type='UTCDATE' />
- <field number='273' name='MDEntryTime' type='UTCTIMEONLY' />
- <field number='274' name='TickDirection' type='CHAR'>
- <value enum='0' description='PLUS_TICK' />
- <value enum='1' description='ZERO_PLUS_TICK' />
- <value enum='2' description='MINUS_TICK' />
- <value enum='3' description='ZERO_MINUS_TICK' />
- </field>
- <field number='275' name='MDMkt' type='EXCHANGE' />
- <field number='276' name='QuoteCondition' type='MULTIPLEVALUESTRING'>
- <value enum='A' description='OPEN' />
- <value enum='B' description='CLOSED' />
- <value enum='C' description='EXCHANGE_BEST' />
- <value enum='D' description='CONSOLIDATED_BEST' />
- <value enum='E' description='LOCKED' />
- <value enum='F' description='CROSSED' />
- <value enum='G' description='DEPTH' />
- <value enum='H' description='FAST_TRADING' />
- <value enum='I' description='NON_FIRM' />
- </field>
- <field number='277' name='TradeCondition' type='MULTIPLEVALUESTRING'>
- <value enum='A' description='CASH' />
- <value enum='B' description='AVERAGE_PRICE_TRADE' />
- <value enum='C' description='CASH_TRADE' />
- <value enum='D' description='NEXT_DAY' />
- <value enum='E' description='OPENING' />
- <value enum='F' description='INTRADAY_TRADE_DETAIL' />
- <value enum='G' description='RULE_127_TRADE' />
- <value enum='H' description='RULE_155_TRADE' />
- <value enum='I' description='SOLD_LAST' />
- <value enum='J' description='NEXT_DAY_TRADE' />
- <value enum='K' description='OPENED' />
- <value enum='L' description='SELLER' />
- <value enum='M' description='SOLD' />
- <value enum='N' description='STOPPED_STOCK' />
- </field>
- <field number='278' name='MDEntryID' type='STRING' />
- <field number='279' name='MDUpdateAction' type='CHAR'>
- <value enum='0' description='NEW' />
- <value enum='1' description='CHANGE' />
- <value enum='2' description='DELETE' />
- </field>
- <field number='280' name='MDEntryRefID' type='STRING' />
- <field number='281' name='MDReqRejReason' type='CHAR'>
- <value enum='0' description='UNKNOWN_SYMBOL' />
- <value enum='1' description='DUPLICATE_MDREQID' />
- <value enum='2' description='INSUFFICIENT_BANDWIDTH' />
- <value enum='3' description='INSUFFICIENT_PERMISSIONS' />
- <value enum='4' description='UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE' />
- <value enum='5' description='UNSUPPORTED_MARKETDEPTH' />
- <value enum='6' description='UNSUPPORTED_MDUPDATETYPE' />
- <value enum='7' description='UNSUPPORTED_AGGREGATEDBOOK' />
- <value enum='8' description='UNSUPPORTED_MDENTRYTYPE' />
- </field>
- <field number='282' name='MDEntryOriginator' type='STRING' />
- <field number='283' name='LocationID' type='STRING' />
- <field number='284' name='DeskID' type='STRING' />
- <field number='285' name='DeleteReason' type='CHAR'>
- <value enum='0' description='CANCELATION' />
- <value enum='1' description='ERROR' />
- </field>
- <field number='286' name='PositionEffectSettleFlag' type='CHAR'>
- <value enum='0' description='DAILY_OPEN' />
- <value enum='1' description='SESSION_OPEN' />
- <value enum='2' description='DELIVERY_SETTLEMENT_PRICE' />
- </field>
- <field number='287' name='SellerDays' type='INT' />
- <field number='288' name='MDEntryBuyer' type='STRING' />
- <field number='289' name='MDEntrySeller' type='STRING' />
- <field number='290' name='MDEntryPositionNo' type='INT' />
- <field number='291' name='FinancialStatus' type='CHAR'>
- <value enum='1' description='BANKRUPT' />
- </field>
- <field number='292' name='CorporateAction' type='CHAR'>
- <value enum='A' description='EX_DIVIDEND' />
- <value enum='B' description='EX_DISTRIBUTION' />
- <value enum='C' description='EX_RIGHTS' />
- <value enum='D' description='NEW' />
- <value enum='E' description='EX_INTEREST' />
- </field>
- <field number='293' name='DefBidSize' type='QTY' />
- <field number='294' name='DefOfferSize' type='QTY' />
- <field number='295' name='NoQuoteEntries' type='INT' />
- <field number='296' name='NoQuoteSets' type='INT' />
- <field number='297' name='QuoteAckStatus' type='INT'>
- <value enum='0' description='ACCEPTED' />
- <value enum='1' description='CANCELED_FOR_SYMBOL' />
- <value enum='2' description='CANCELED_FOR_SECURITY_TYPE' />
- <value enum='3' description='CANCELED_FOR_UNDERLYING' />
- <value enum='4' description='CANCELED_ALL' />
- <value enum='5' description='REJECTED' />
- </field>
- <field number='298' name='QuoteCancelType' type='INT'>
- <value enum='1' description='CANCEL_FOR_SYMBOL' />
- <value enum='2' description='CANCEL_FOR_SECURITY_TYPE' />
- <value enum='3' description='CANCEL_FOR_UNDERLYING_SYMBOL' />
- <value enum='4' description='CANCEL_FOR_ALL_QUOTES' />
- </field>
- <field number='299' name='QuoteEntryID' type='STRING' />
- <field number='300' name='QuoteRejectReason' type='INT'>
- <value enum='1' description='UNKNOWN_SYMBOL' />
- <value enum='2' description='EXCHANGE' />
- <value enum='3' description='QUOTE_REQUEST_EXCEEDS_LIMIT' />
- <value enum='4' description='TOO_LATE_TO_ENTER' />
- <value enum='5' description='UNKNOWN_QUOTE' />
- <value enum='6' description='DUPLICATE_QUOTE' />
- <value enum='7' description='INVALID_BID_ASK_SPREAD' />
- <value enum='8' description='INVALID_PRICE' />
- <value enum='9' description='NOT_AUTHORIZED_TO_QUOTE_SECURITY' />
- </field>
- <field number='301' name='QuoteResponseLevel' type='INT'>
- <value enum='0' description='NO_ACKNOWLEDGEMENT' />
- <value enum='1' description='ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES' />
- <value enum='2' description='ACKNOWLEDGE_EACH_QUOTE_MESSAGES' />
- </field>
- <field number='302' name='QuoteSetID' type='STRING' />
- <field number='303' name='QuoteRequestType' type='INT'>
- <value enum='1' description='MANUAL' />
- <value enum='2' description='AUTOMATIC' />
- </field>
- <field number='304' name='TotQuoteEntries' type='INT' />
- <field number='305' name='UnderlyingSecurityIDSource' type='STRING' />
- <field number='306' name='UnderlyingIssuer' type='STRING' />
- <field number='307' name='UnderlyingSecurityDesc' type='STRING' />
- <field number='308' name='UnderlyingSecurityExchange' type='EXCHANGE' />
- <field number='309' name='UnderlyingSecurityID' type='STRING' />
- <field number='310' name='UnderlyingSecurityType' type='STRING' />
- <field number='311' name='UnderlyingSymbol' type='STRING' />
- <field number='312' name='UnderlyingSymbolSfx' type='STRING' />
- <field number='313' name='UnderlyingMaturityMonthYear' type='MONTHYEAR' />
- <field number='314' name='UnderlyingMaturityDay' type='DAYOFMONTH' />
- <field number='315' name='UnderlyingPutOrCall' type='INT' />
- <field number='316' name='UnderlyingStrikePrice' type='PRICE' />
- <field number='317' name='UnderlyingOptAttribute' type='CHAR' />
- <field number='318' name='UnderlyingCurrency' type='CURRENCY' />
- <field number='319' name='RatioQty' type='QUANTITY' />
- <field number='320' name='SecurityReqID' type='STRING' />
- <field number='321' name='SecurityRequestType' type='INT'>
- <value enum='0' description='REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS' />
- <value enum='1' description='REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED' />
- <value enum='2' description='REQUEST_LIST_SECURITY_TYPES' />
- <value enum='3' description='REQUEST_LIST_SECURITIES' />
- </field>
- <field number='322' name='SecurityResponseID' type='STRING' />
- <field number='323' name='SecurityResponseType' type='INT'>
- <value enum='1' description='ACCEPT_SECURITY_PROPOSAL_AS_IS' />
- <value enum='2' description='ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE' />
- <value enum='3' description='LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST' />
- <value enum='4' description='LIST_OF_SECURITIES_RETURNED_PER_REQUEST' />
- <value enum='5' description='REJECT_SECURITY_PROPOSAL' />
- <value enum='6' description='CAN_NOT_MATCH_SELECTION_CRITERIA' />
- </field>
- <field number='324' name='SecurityStatusReqID' type='STRING' />
- <field number='325' name='UnsolicitedIndicator' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='326' name='SecurityTradingStatus' type='INT'>
- <value enum='1' description='OPENING_DELAY' />
- <value enum='10' description='MARKET_ON_CLOSE_IMBALANCE_SELL' />
- <value enum='11' description='11' />
- <value enum='12' description='NO_MARKET_IMBALANCE' />
- <value enum='13' description='NO_MARKET_ON_CLOSE_IMBALANCE' />
- <value enum='14' description='ITS_PRE_OPENING' />
- <value enum='15' description='NEW_PRICE_INDICATION' />
- <value enum='16' description='TRADE_DISSEMINATION_TIME' />
- <value enum='17' description='READY_TO_TRADE' />
- <value enum='18' description='NOT_AVAILABLE_FOR_TRADING' />
- <value enum='19' description='NOT_TRADED_ON_THIS_MARKET' />
- <value enum='2' description='TRADING_HALT' />
- <value enum='20' description='UNKNOWN_OR_INVALID' />
- <value enum='3' description='RESUME' />
- <value enum='4' description='NO_OPEN_NO_RESUME' />
- <value enum='5' description='PRICE_INDICATION' />
- <value enum='6' description='TRADING_RANGE_INDICATION' />
- <value enum='7' description='MARKET_IMBALANCE_BUY' />
- <value enum='8' description='MARKET_IMBALANCE_SELL' />
- <value enum='9' description='MARKET_ON_CLOSE_IMBALANCE_BUY' />
- </field>
- <field number='327' name='HaltReasonChar' type='CHAR'>
- <value enum='D' description='NEWS_DISSEMINATION' />
- <value enum='E' description='ORDER_INFLUX' />
- <value enum='I' description='ORDER_IMBALANCE' />
- <value enum='M' description='ADDITIONAL_INFORMATION' />
- <value enum='P' description='NEWS_PENDING' />
- <value enum='X' description='EQUIPMENT_CHANGEOVER' />
- </field>
- <field number='328' name='InViewOfCommon' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='329' name='DueToRelated' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='330' name='BuyVolume' type='QTY' />
- <field number='331' name='SellVolume' type='QTY' />
- <field number='332' name='HighPx' type='PRICE' />
- <field number='333' name='LowPx' type='PRICE' />
- <field number='334' name='Adjustment' type='INT'>
- <value enum='1' description='CANCEL' />
- <value enum='2' description='ERROR' />
- <value enum='3' description='CORRECTION' />
- </field>
- <field number='335' name='TradSesReqID' type='STRING' />
- <field number='336' name='TradingSessionID' type='STRING' />
- <field number='337' name='ContraTrader' type='STRING' />
- <field number='338' name='TradSesMethod' type='INT'>
- <value enum='1' description='ELECTRONIC' />
- <value enum='2' description='OPEN_OUTCRY' />
- <value enum='3' description='TWO_PARTY' />
- </field>
- <field number='339' name='TradSesMode' type='INT'>
- <value enum='1' description='TESTING' />
- <value enum='2' description='SIMULATED' />
- <value enum='3' description='PRODUCTION' />
- </field>
- <field number='340' name='TradSesStatus' type='INT'>
- <value enum='1' description='HALTED' />
- <value enum='2' description='OPEN' />
- <value enum='3' description='CLOSED' />
- <value enum='4' description='PRE_OPEN' />
- <value enum='5' description='PRE_CLOSE' />
- </field>
- <field number='341' name='TradSesStartTime' type='UTCTIMESTAMP' />
- <field number='342' name='TradSesOpenTime' type='UTCTIMESTAMP' />
- <field number='343' name='TradSesPreCloseTime' type='UTCTIMESTAMP' />
- <field number='344' name='TradSesCloseTime' type='UTCTIMESTAMP' />
- <field number='345' name='TradSesEndTime' type='UTCTIMESTAMP' />
- <field number='346' name='NumberOfOrders' type='INT' />
- <field number='347' name='MessageEncoding' type='STRING'>
- <value enum='EUC-JP' description='EUC_JP' />
- <value enum='ISO-2022-JP' description='ISO_2022_JP' />
- <value enum='SHIFT_JIS' description='SHIFT_JIS' />
- <value enum='UTF-8' description='UTF_8' />
- </field>
- <field number='348' name='EncodedIssuerLen' type='LENGTH' />
- <field number='349' name='EncodedIssuer' type='DATA' />
- <field number='350' name='EncodedSecurityDescLen' type='LENGTH' />
- <field number='351' name='EncodedSecurityDesc' type='DATA' />
- <field number='352' name='EncodedListExecInstLen' type='LENGTH' />
- <field number='353' name='EncodedListExecInst' type='DATA' />
- <field number='354' name='EncodedTextLen' type='LENGTH' />
- <field number='355' name='EncodedText' type='DATA' />
- <field number='356' name='EncodedSubjectLen' type='LENGTH' />
- <field number='357' name='EncodedSubject' type='DATA' />
- <field number='358' name='EncodedHeadlineLen' type='LENGTH' />
- <field number='359' name='EncodedHeadline' type='DATA' />
- <field number='360' name='EncodedAllocTextLen' type='LENGTH' />
- <field number='361' name='EncodedAllocText' type='DATA' />
- <field number='362' name='EncodedUnderlyingIssuerLen' type='LENGTH' />
- <field number='363' name='EncodedUnderlyingIssuer' type='DATA' />
- <field number='364' name='EncodedUnderlyingSecurityDescLen' type='LENGTH' />
- <field number='365' name='EncodedUnderlyingSecurityDesc' type='DATA' />
- <field number='366' name='AllocPrice' type='PRICE' />
- <field number='367' name='QuoteSetValidUntilTime' type='UTCTIMESTAMP' />
- <field number='368' name='QuoteEntryRejectReason' type='INT'>
- <value enum='1' description='UNKNOWN_SYMBOL' />
- <value enum='2' description='EXCHANGE' />
- <value enum='3' description='QUOTE_EXCEEDS_LIMIT' />
- <value enum='4' description='TOO_LATE_TO_ENTER' />
- <value enum='5' description='UNKNOWN_QUOTE' />
- <value enum='6' description='DUPLICATE_QUOTE' />
- <value enum='7' description='INVALID_BID_ASK_SPREAD' />
- <value enum='8' description='INVALID_PRICE' />
- <value enum='9' description='NOT_AUTHORIZED_TO_QUOTE_SECURITY' />
- </field>
- <field number='369' name='LastMsgSeqNumProcessed' type='INT' />
- <field number='370' name='OnBehalfOfSendingTime' type='UTCTIMESTAMP' />
- <field number='371' name='RefTagID' type='INT' />
- <field number='372' name='RefMsgType' type='STRING' />
- <field number='373' name='SessionRejectReason' type='INT'>
- <value enum='0' description='INVALID_TAG_NUMBER' />
- <value enum='1' description='REQUIRED_TAG_MISSING' />
- <value enum='10' description='SENDINGTIME_ACCURACY_PROBLEM' />
- <value enum='11' description='INVALID_MSGTYPE' />
- <value enum='2' description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' />
- <value enum='3' description='UNDEFINED_TAG' />
- <value enum='4' description='TAG_SPECIFIED_WITHOUT_A_VALUE' />
- <value enum='5' description='VALUE_IS_INCORRECT' />
- <value enum='6' description='INCORRECT_DATA_FORMAT_FOR_VALUE' />
- <value enum='7' description='DECRYPTION_PROBLEM' />
- <value enum='8' description='SIGNATURE_PROBLEM' />
- <value enum='9' description='COMPID_PROBLEM' />
- </field>
- <field number='374' name='BidRequestTransType' type='CHAR'>
- <value enum='C' description='CANCEL' />
- <value enum='N' description='NO' />
- </field>
- <field number='375' name='ContraBroker' type='STRING' />
- <field number='376' name='ComplianceID' type='STRING' />
- <field number='377' name='SolicitedFlag' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='378' name='ExecRestatementReason' type='INT'>
- <value enum='0' description='GT_CORPORATE_ACTION' />
- <value enum='1' description='GT_RENEWAL' />
- <value enum='2' description='VERBAL_CHANGE' />
- <value enum='3' description='REPRICING_OF_ORDER' />
- <value enum='4' description='BROKER_OPTION' />
- <value enum='5' description='PARTIAL_DECLINE_OF_ORDERQTY' />
- </field>
- <field number='379' name='BusinessRejectRefID' type='STRING' />
- <field number='380' name='BusinessRejectReason' type='INT'>
- <value enum='0' description='OTHER' />
- <value enum='1' description='UNKOWN_ID' />
- <value enum='2' description='UNKNOWN_SECURITY' />
- <value enum='3' description='UNSUPPORTED_MESSAGE_TYPE' />
- <value enum='4' description='APPLICATION_NOT_AVAILABLE' />
- <value enum='5' description='CONDITIONALLY_REQUIRED_FIELD_MISSING' />
- </field>
- <field number='381' name='GrossTradeAmt' type='AMT' />
- <field number='382' name='NoContraBrokers' type='INT' />
- <field number='383' name='MaxMessageSize' type='INT' />
- <field number='384' name='NoMsgTypes' type='INT' />
- <field number='385' name='MsgDirection' type='CHAR'>
- <value enum='R' description='RECEIVE' />
- <value enum='S' description='SEND' />
- </field>
- <field number='386' name='NoTradingSessions' type='INT' />
- <field number='387' name='TotalVolumeTraded' type='QTY' />
- <field number='388' name='DiscretionInst' type='CHAR'>
- <value enum='0' description='RELATED_TO_DISPLAYED_PRICE' />
- <value enum='1' description='RELATED_TO_MARKET_PRICE' />
- <value enum='2' description='RELATED_TO_PRIMARY_PRICE' />
- <value enum='3' description='RELATED_TO_LOCAL_PRIMARY_PRICE' />
- <value enum='4' description='RELATED_TO_MIDPOINT_PRICE' />
- <value enum='5' description='RELATED_TO_LAST_TRADE_PRICE' />
- </field>
- <field number='389' name='DiscretionOffset' type='PRICEOFFSET' />
- <field number='390' name='BidID' type='STRING' />
- <field number='391' name='ClientBidID' type='STRING' />
- <field number='392' name='ListName' type='STRING' />
- <field number='393' name='TotNoRelatedSym' type='INT' />
- <field number='394' name='BidType' type='INT' />
- <field number='395' name='NumTickets' type='INT' />
- <field number='396' name='SideValue1' type='AMT' />
- <field number='397' name='SideValue2' type='AMT' />
- <field number='398' name='NoBidDescriptors' type='INT' />
- <field number='399' name='BidDescriptorType' type='INT' />
- <field number='400' name='BidDescriptor' type='STRING' />
- <field number='401' name='SideValueInd' type='INT' />
- <field number='402' name='LiquidityPctLow' type='FLOAT' />
- <field number='403' name='LiquidityPctHigh' type='FLOAT' />
- <field number='404' name='LiquidityValue' type='AMT' />
- <field number='405' name='EFPTrackingError' type='FLOAT' />
- <field number='406' name='FairValue' type='AMT' />
- <field number='407' name='OutsideIndexPct' type='FLOAT' />
- <field number='408' name='ValueOfFutures' type='AMT' />
- <field number='409' name='LiquidityIndType' type='INT'>
- <value enum='1' description='5_DAY_MOVING_AVERAGE' />
- <value enum='2' description='20_DAY_MOVING_AVERAGE' />
- <value enum='3' description='NORMAL_MARKET_SIZE' />
- <value enum='4' description='OTHER' />
- </field>
- <field number='410' name='WtAverageLiquidity' type='FLOAT' />
- <field number='411' name='ExchangeForPhysical' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='412' name='OutMainCntryUIndex' type='AMT' />
- <field number='413' name='CrossPercent' type='FLOAT' />
- <field number='414' name='ProgRptReqs' type='INT'>
- <value enum='1' description='BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST' />
- <value enum='2' description='SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD' />
- <value enum='3' description='REAL_TIME_EXECUTION_REPORTS' />
- </field>
- <field number='415' name='ProgPeriodInterval' type='INT' />
- <field number='416' name='IncTaxInd' type='INT'>
- <value enum='1' description='NET' />
- <value enum='2' description='GROSS' />
- </field>
- <field number='417' name='NumBidders' type='INT' />
- <field number='418' name='TradeType' type='CHAR'>
- <value enum='A' description='AGENCY' />
- <value enum='G' description='VWAP_GUARANTEE' />
- <value enum='J' description='GUARANTEED_CLOSE' />
- <value enum='R' description='RISK_TRADE' />
- </field>
- <field number='419' name='BasisPxType' type='CHAR'>
- <value enum='2' description='CLOSING_PRICE_AT_MORNING_SESSION' />
- <value enum='3' description='CLOSING_PRICE' />
- <value enum='4' description='CURRENT_PRICE' />
- <value enum='5' description='SQ' />
- <value enum='6' description='VWAP_THROUGH_A_DAY' />
- <value enum='7' description='VWAP_THROUGH_A_MORNING_SESSION' />
- <value enum='8' description='VWAP_THROUGH_AN_AFTERNOON_SESSION' />
- <value enum='9' description='VWAP_THROUGH_A_DAY_EXCEPT_YORI' />
- <value enum='A' description='VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI' />
- <value enum='B' description='VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI' />
- <value enum='C' description='STRIKE' />
- <value enum='D' description='OPEN' />
- <value enum='Z' description='OTHERS' />
- </field>
- <field number='420' name='NoBidComponents' type='INT' />
- <field number='421' name='Country' type='STRING' />
- <field number='422' name='TotNoStrikes' type='INT' />
- <field number='423' name='PriceType' type='INT'>
- <value enum='1' description='PERCENTAGE' />
- <value enum='2' description='PER_SHARE' />
- <value enum='3' description='FIXED_AMOUNT' />
- </field>
- <field number='424' name='DayOrderQty' type='QTY' />
- <field number='425' name='DayCumQty' type='QTY' />
- <field number='426' name='DayAvgPx' type='PRICE' />
- <field number='427' name='GTBookingInst' type='INT'>
- <value enum='0' description='BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION' />
- <value enum='1' description='ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES' />
- <value enum='2' description='ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE' />
- </field>
- <field number='428' name='NoStrikes' type='INT' />
- <field number='429' name='ListStatusType' type='INT' />
- <field number='430' name='NetGrossInd' type='INT'>
- <value enum='1' description='NET' />
- <value enum='2' description='GROSS' />
- </field>
- <field number='431' name='ListOrderStatus' type='INT' />
- <field number='432' name='ExpireDate' type='LOCALMKTDATE' />
- <field number='433' name='ListExecInstType' type='CHAR'>
- <value enum='1' description='IMMEDIATE' />
- <value enum='2' description='WAIT_FOR_EXECUTE_INSTRUCTION' />
- </field>
- <field number='434' name='CxlRejResponseTo' type='CHAR'>
- <value enum='1' description='ORDER_CANCEL_REQUEST' />
- <value enum='2' description='ORDER_CANCEL_REPLACE_REQUEST' />
- </field>
- <field number='435' name='UnderlyingCouponRate' type='FLOAT' />
- <field number='436' name='UnderlyingContractMultiplier' type='FLOAT' />
- <field number='437' name='ContraTradeQty' type='QTY' />
- <field number='438' name='ContraTradeTime' type='UTCTIMESTAMP' />
- <field number='439' name='ClearingFirm' type='STRING' />
- <field number='440' name='ClearingAccount' type='STRING' />
- <field number='441' name='LiquidityNumSecurities' type='INT' />
- <field number='442' name='MultiLegReportingType' type='CHAR'>
- <value enum='1' description='SINGLE_SECURITY' />
- <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY' />
- <value enum='3' description='MULTI_LEG_SECURITY' />
- </field>
- <field number='443' name='StrikeTime' type='UTCTIMESTAMP' />
- <field number='444' name='ListStatusText' type='STRING' />
- <field number='445' name='EncodedListStatusTextLen' type='LENGTH' />
- <field number='446' name='EncodedListStatusText' type='DATA' />
- <field number='447' name='PartyIDSource' type='CHAR'>
- <value enum='1' description='KOREANINVESTORID' />
- <value enum='2' description='TAIWANESEQUALIFIED' />
- <value enum='3' description='TAIWANESETRADINGACCT' />
- <value enum='4' description='MCDNUMBER' />
- <value enum='5' description='CHINESEBSHARE' />
- <value enum='6' description='UKNATIONALINSPENNUMBER' />
- <value enum='7' description='USSOCIALSECURITY' />
- <value enum='8' description='USEMPLOYERIDNUMBER' />
- <value enum='9' description='AUSTRALIANBUSINESSNUMBER' />
- <value enum='A' description='AUSTRALIANTAXFILENUMBER' />
- <value enum='B' description='BIC' />
- <value enum='C' description='ACCPTMARKETPART' />
- <value enum='D' description='PROPCODE' />
- <value enum='E' description='ISOCODE' />
- <value enum='F' description='SETTLENTLOC' />
- <value enum='G' description='MIC' />
- <value enum='H' description='CSDPARTCODE' />
- <value enum='I' description='DIRECTEDDEFINEDISITC' />
- </field>
- <field number='448' name='PartyID' type='STRING' />
- <field number='449' name='TotalVolumeTradedDate' type='UTCDATEONLY' />
- <field number='450' name='TotalVolumeTradedTime' type='UTCTIMEONLY' />
- <field number='451' name='NetChgPrevDay' type='PRICEOFFSET' />
- <field number='452' name='PartyRole' type='INT'>
- <value enum='1' description='EXECUTINGFIRM' />
- <value enum='10' description='SETTLEMENTLOCATION' />
- <value enum='11' description='INITIATINGTRADER' />
- <value enum='12' description='EXECUTINGTRADER' />
- <value enum='13' description='ORDERORIGINATOR' />
- <value enum='14' description='GIVEUPCLEARINGFIRM' />
- <value enum='15' description='CORRESPONDANTCLEARINGFIRM' />
- <value enum='16' description='EXECUTINGSYSTEM' />
- <value enum='17' description='CONTRAFIRM' />
- <value enum='18' description='CONTRACLEARINGFIRM' />
- <value enum='19' description='SPONSORINGFIRM' />
- <value enum='2' description='BROKEROFCREDIT' />
- <value enum='20' description='UNDRCONTRAFIRM' />
- <value enum='21' description='CLEARINGORGANIZATION' />
- <value enum='22' description='EXCHANGE' />
- <value enum='24' description='CUSTOMERACCOUNT' />
- <value enum='25' description='CORRESPONDENTCLEARINGORGANIZATION' />
- <value enum='26' description='CORRESPONDENTBROKER' />
- <value enum='27' description='BUYERSELLERRECEIVERDELIVERER' />
- <value enum='28' description='CUSTODIAN' />
- <value enum='29' description='INTERMEDIARY' />
- <value enum='3' description='CLIENTID' />
- <value enum='30' description='AGENT' />
- <value enum='31' description='SUBCUSTODIAN' />
- <value enum='32' description='BENEFICIARY' />
- <value enum='33' description='INTERESTEDPARTY' />
- <value enum='34' description='REGULATORYBODY' />
- <value enum='35' description='LIQUIDITYPROVIDER' />
- <value enum='36' description='ENTERINGTRADER' />
- <value enum='37' description='CONTRATRADER' />
- <value enum='38' description='POSITIONACCOUNT' />
- <value enum='39' description='ALLOCENTITY' />
- <value enum='4' description='CLEARINGFIRM' />
- <value enum='5' description='INVESTORID' />
- <value enum='6' description='INTRODUCINGFIRM' />
- <value enum='7' description='ENTERINGFIRM' />
- <value enum='8' description='LOCATELENDINGFIRM' />
- <value enum='9' description='FUNDMANAGER' />
- </field>
- <field number='453' name='NoPartyIDs' type='NUMINGROUP' />
- <field number='454' name='NoSecurityAltID' type='NUMINGROUP' />
- <field number='455' name='SecurityAltID' type='STRING' />
- <field number='456' name='SecurityAltIDSource' type='STRING' />
- <field number='457' name='NoUnderlyingSecurityAltID' type='NUMINGROUP' />
- <field number='458' name='UnderlyingSecurityAltID' type='STRING' />
- <field number='459' name='UnderlyingSecurityAltIDSource' type='STRING' />
- <field number='460' name='Product' type='INT'>
- <value enum='1' description='AGENCY' />
- <value enum='10' description='MORTGAGE' />
- <value enum='11' description='MUNICIPAL' />
- <value enum='12' description='OTHER' />
- <value enum='13' description='FINANCING' />
- <value enum='2' description='COMMODITY' />
- <value enum='3' description='CORPORATE' />
- <value enum='4' description='CURRENCY' />
- <value enum='5' description='EQUITY' />
- <value enum='6' description='GOVERNMENT' />
- <value enum='7' description='INDEX' />
- <value enum='8' description='LOAN' />
- <value enum='9' description='MONEYMARKET' />
- </field>
- <field number='461' name='CFICode' type='STRING' />
- <field number='462' name='UnderlyingProduct' type='INT' />
- <field number='463' name='UnderlyingCFICode' type='STRING' />
- <field number='464' name='TestMessageIndicator' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='465' name='QuantityType' type='INT'>
- <value enum='1' description='SHARES' />
- <value enum='2' description='BONDS' />
- <value enum='3' description='CURRENTFACE' />
- <value enum='4' description='ORIGINALFACE' />
- <value enum='5' description='CURRENCY' />
- <value enum='6' description='CONTRACTS' />
- <value enum='7' description='OTHER' />
- <value enum='8' description='PAR' />
- </field>
- <field number='466' name='BookingRefID' type='STRING' />
- <field number='467' name='IndividualAllocID' type='STRING' />
- <field number='468' name='RoundingDirection' type='CHAR'>
- <value enum='0' description='ROUNDNEAREST' />
- <value enum='1' description='ROUNDDOWN' />
- <value enum='2' description='ROUNDUP' />
- </field>
- <field number='469' name='RoundingModulus' type='FLOAT' />
- <field number='470' name='CountryOfIssue' type='COUNTRY' />
- <field number='471' name='StateOrProvinceOfIssue' type='STRING' />
- <field number='472' name='LocaleOfIssue' type='STRING' />
- <field number='473' name='NoRegistDtls' type='NUMINGROUP' />
- <field number='474' name='MailingDtls' type='STRING' />
- <field number='475' name='InvestorCountryOfResidence' type='COUNTRY' />
- <field number='476' name='PaymentRef' type='STRING' />
- <field number='477' name='DistribPaymentMethod' type='INT'>
- <value enum='1' description='CREST' />
- <value enum='10' description='BPAY' />
- <value enum='11' description='HIGHVALUECLEARINGSYSTEMHVACS' />
- <value enum='12' description='REINVESTINFUND' />
- <value enum='2' description='NSCC' />
- <value enum='3' description='EUROCLEAR' />
- <value enum='4' description='CLEARSTREAM' />
- <value enum='5' description='CHEQUE' />
- <value enum='6' description='TELEGRAPHICTRANSFER' />
- <value enum='7' description='FEDWIRE' />
- <value enum='8' description='DIRECTCREDITBECSBACS' />
- <value enum='9' description='ACHCREDIT' />
- </field>
- <field number='478' name='CashDistribCurr' type='CURRENCY' />
- <field number='479' name='CommCurrency' type='CURRENCY' />
- <field number='480' name='CancellationRights' type='CHAR'>
- <value enum='M' description='NOWAIVER' />
- <value enum='N' description='NOEXECONLY' />
- <value enum='O' description='NOINSTIT' />
- <value enum='Y' description='YES' />
- </field>
- <field number='481' name='MoneyLaunderingStatus' type='CHAR'>
- <value enum='1' description='EXBELOWLIM' />
- <value enum='2' description='EXCLIENTMONEYTYPE' />
- <value enum='3' description='EXAUTHCREDIT' />
- <value enum='N' description='NOTCHECKED' />
- <value enum='Y' description='PASSED' />
- </field>
- <field number='482' name='MailingInst' type='STRING' />
- <field number='483' name='TransBkdTime' type='UTCTIMESTAMP' />
- <field number='484' name='ExecPriceType' type='CHAR'>
- <value enum='B' description='BIDPRICE' />
- <value enum='C' description='CREATIONPRICE' />
- <value enum='D' description='CREATIONPRICEADJPCT' />
- <value enum='E' description='CREATIONPRICEADJAMT' />
- <value enum='O' description='OFFERPRICE' />
- <value enum='P' description='OFFERPRICEMINUSADJPCT' />
- <value enum='Q' description='OFFERPRICEMINUSADJAMT' />
- <value enum='S' description='SINGLEPRICE' />
- </field>
- <field number='485' name='ExecPriceAdjustment' type='FLOAT' />
- <field number='486' name='DateOfBirth' type='LOCALMKTDATE' />
- <field number='487' name='TradeReportTransType' type='INT'>
- <value enum='0' description='NEW' />
- <value enum='1' description='CANCEL' />
- <value enum='2' description='REPLACE' />
- <value enum='3' description='RELEASE' />
- <value enum='4' description='REVERSE' />
- </field>
- <field number='488' name='CardHolderName' type='STRING' />
- <field number='489' name='CardNumber' type='STRING' />
- <field number='490' name='CardExpDate' type='LOCALMKTDATE' />
- <field number='491' name='CardIssNum' type='STRING' />
- <field number='492' name='PaymentMethod' type='INT'>
- <value enum='1' description='CREST' />
- <value enum='10' description='DIRECTCREDITBECS' />
- <value enum='11' description='CREDITCARD' />
- <value enum='12' description='ACHDEBIT' />
- <value enum='13' description='ACHCREDIT' />
- <value enum='14' description='BPAY' />
- <value enum='15' description='HIGHVALUECLEARINGSYSTEMHVACS' />
- <value enum='2' description='NSCC' />
- <value enum='3' description='EUROCLEAR' />
- <value enum='4' description='CLEARSTREAM' />
- <value enum='5' description='CHEQUE' />
- <value enum='6' description='TELEGRAPHICTRANSFER' />
- <value enum='7' description='FEDWIRE' />
- <value enum='8' description='DEBITCARD' />
- <value enum='9' description='DIRECTDEBITBECS' />
- </field>
- <field number='493' name='RegistAcctType' type='STRING' />
- <field number='494' name='Designation' type='STRING' />
- <field number='495' name='TaxAdvantageType' type='INT'>
- <value enum='0' description='NONE' />
- <value enum='1' description='MAXIISAUK' />
- <value enum='10' description='EMPLOYEECURRENTYEARUS' />
- <value enum='11' description='EMPLOYERPRIORYEARUS' />
- <value enum='12' description='EMPLOYERCURRENTYEARUS' />
- <value enum='13' description='NONFUNDPROTOTYPEIRAUS' />
- <value enum='14' description='NONFUNDQUALIFIEDPLANUS' />
- <value enum='15' description='DEFINEDCONTRIBUTIONPLANUS' />
- <value enum='16' description='INDIVIDUALRETIREMENTACCOUNTUS' />
- <value enum='17' description='INDIVIDUALRETIREMENTACCOUNTROLLOVERUS' />
- <value enum='18' description='KEOGHUS' />
- <value enum='19' description='PROFITSHARINGPLANUS' />
- <value enum='2' description='TESSAUK' />
- <value enum='20' description='401KUS' />
- <value enum='21' description='SELFDIRECTEDIRAUS' />
- <value enum='22' description='403BUS' />
- <value enum='23' description='457US' />
- <value enum='24' description='ROTHIRAFUNDPROTOTYPEUS' />
- <value enum='25' description='ROTHIRANONPROTOTYPEUS' />
- <value enum='26' description='ROTHCONVERSIONIRAFUNDPROTOTYPEUS' />
- <value enum='27' description='ROTHCONVERSIONIRANONPROTOTYPEUS' />
- <value enum='28' description='EDUCATIONIRAFUNDPROTOTYPEUS' />
- <value enum='29' description='EDUCATIONIRANONPROTOTYPEUS' />
- <value enum='3' description='MINICASHISAUK' />
- <value enum='4' description='MINISTOCKSANDSHARESISAUK' />
- <value enum='5' description='MINIINSURANCEISAUK' />
- <value enum='6' description='CURRENTYEARPAYMENTUS' />
- <value enum='7' description='PRIORYEARPAYMENTUS' />
- <value enum='8' description='ASSETTRANSFERUS' />
- <value enum='9' description='EMPLOYEEPRIORYEARUS' />
- <value enum='999' description='OTHER' />
- </field>
- <field number='496' name='RegistRejReasonText' type='STRING' />
- <field number='497' name='FundRenewWaiv' type='CHAR'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='498' name='CashDistribAgentName' type='STRING' />
- <field number='499' name='CashDistribAgentCode' type='STRING' />
- <field number='500' name='CashDistribAgentAcctNumber' type='STRING' />
- <field number='501' name='CashDistribPayRef' type='STRING' />
- <field number='502' name='CashDistribAgentAcctName' type='STRING' />
- <field number='503' name='CardStartDate' type='LOCALMKTDATE' />
- <field number='504' name='PaymentDate' type='LOCALMKTDATE' />
- <field number='505' name='PaymentRemitterID' type='STRING' />
- <field number='506' name='RegistStatus' type='CHAR'>
- <value enum='A' description='ACCEPTED' />
- <value enum='H' description='HELD' />
- <value enum='N' description='REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING' />
- <value enum='R' description='REJECTED' />
- </field>
- <field number='507' name='RegistRejReasonCode' type='INT'>
- <value enum='1' description='INVALIDACCOUNTTYPE' />
- <value enum='10' description='INVALIDINVESTORIDSOURCE' />
- <value enum='11' description='INVALIDDATEOFBIRTH' />
- <value enum='12' description='INVALIDINVESTORCOUNTRYOFRESIDENCE' />
- <value enum='13' description='INVALIDNODISTRIBINSTNS' />
- <value enum='14' description='INVALIDDISTRIBPERCENTAGE' />
- <value enum='15' description='INVALIDDISTRIBPAYMENTMETHOD' />
- <value enum='16' description='INVALIDCASHDISTRIBAGENTACCTNAME' />
- <value enum='17' description='INVALIDCASHDISTRIBAGENTCODE' />
- <value enum='18' description='INVALIDCASHDISTRIBAGENTACCTNUM' />
- <value enum='2' description='INVALIDTAXEXEMPTTYPE' />
- <value enum='3' description='INVALIDOWNERSHIPTYPE' />
- <value enum='4' description='INVALIDNOREGDETLS' />
- <value enum='5' description='INVALIDREGSEQNO' />
- <value enum='6' description='INVALIDREGDTLS' />
- <value enum='7' description='INVALIDMAILINGDTLS' />
- <value enum='8' description='INVALIDMAILINGINST' />
- <value enum='9' description='INVALIDINVESTORID' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='508' name='RegistRefID' type='STRING' />
- <field number='509' name='RegistDtls' type='STRING' />
- <field number='510' name='NoDistribInsts' type='NUMINGROUP' />
- <field number='511' name='RegistEmail' type='STRING' />
- <field number='512' name='DistribPercentage' type='PERCENTAGE' />
- <field number='513' name='RegistID' type='STRING' />
- <field number='514' name='RegistTransType' type='CHAR'>
- <value enum='0' description='NEW' />
- <value enum='1' description='REPLACE' />
- <value enum='2' description='CANCEL' />
- </field>
- <field number='515' name='ExecValuationPoint' type='UTCTIMESTAMP' />
- <field number='516' name='OrderPercent' type='PERCENTAGE' />
- <field number='517' name='OwnershipType' type='CHAR'>
- <value enum='2' description='JOINT_TRUSTEES' />
- <value enum='J' description='JOINT_INVESTORS' />
- <value enum='T' description='TENANTS_IN_COMMON' />
- </field>
- <field number='518' name='NoContAmts' type='NUMINGROUP' />
- <field number='519' name='ContAmtType' type='INT'>
- <value enum='1' description='COMMISSIONAMT' />
- <value enum='10' description='EXITCHARGEPCT' />
- <value enum='11' description='FUNDBASEDRENEWALCOMM' />
- <value enum='12' description='PROJECTEDFUNDVALUE' />
- <value enum='13' description='FUNDBASEDRENEWALCOMMAMTORD' />
- <value enum='14' description='FUNDBASEDRENEWALCOMMAMTPROJ' />
- <value enum='15' description='NETSETTLEMENTAMOUNT' />
- <value enum='2' description='COMMISSIONPCT' />
- <value enum='3' description='INITIALCHARGEAMT' />
- <value enum='4' description='INITIALCHARGEPCT' />
- <value enum='5' description='DISCOUNTAMT' />
- <value enum='6' description='DISCOUNTPCT' />
- <value enum='7' description='DILUTIONLEVYAMT' />
- <value enum='8' description='DILUTIONLEVYPCT' />
- <value enum='9' description='EXITCHARGEAMT' />
- </field>
- <field number='520' name='ContAmtValue' type='FLOAT' />
- <field number='521' name='ContAmtCurr' type='CURRENCY' />
- <field number='522' name='OwnerType' type='INT'>
- <value enum='1' description='INDIVINVESTOR' />
- <value enum='10' description='NETWORKINGSUBACCT' />
- <value enum='11' description='NON_PROFITORG' />
- <value enum='12' description='CORPBODY' />
- <value enum='13' description='NOMINEE' />
- <value enum='2' description='PUBLICCOMPANY' />
- <value enum='3' description='PRIVATECOMPANY' />
- <value enum='4' description='INDIVTRUSTEE' />
- <value enum='5' description='COMPANYTRUSTEE' />
- <value enum='6' description='PENSIONPLAN' />
- <value enum='7' description='CUSTODIANMINORSACT' />
- <value enum='8' description='TRUSTS' />
- <value enum='9' description='FIDUCIARIES' />
- </field>
- <field number='523' name='PartySubID' type='STRING' />
- <field number='524' name='NestedPartyID' type='STRING' />
- <field number='525' name='NestedPartyIDSource' type='CHAR' />
- <field number='526' name='SecondaryClOrdID' type='STRING' />
- <field number='527' name='SecondaryExecID' type='STRING' />
- <field number='528' name='OrderCapacity' type='CHAR'>
- <value enum='A' description='AGENCY' />
- <value enum='G' description='PROPRIETARY' />
- <value enum='I' description='INDIVIDUAL' />
- <value enum='P' description='PRINCIPAL' />
- <value enum='R' description='RISKLESSPRINCIPAL' />
- <value enum='W' description='AGENTOTHERMEMBER' />
- </field>
- <field number='529' name='OrderRestrictions' type='MULTIPLEVALUESTRING'>
- <value enum='1' description='PROGRAMTRADE' />
- <value enum='2' description='INDEXARBITRAGE' />
- <value enum='3' description='NON_INDEXARBITRAGE' />
- <value enum='4' description='COMPETINGMARKETMAKER' />
- <value enum='5' description='ACTMM' />
- <value enum='6' description='ACTMMDERIV' />
- <value enum='7' description='FORENTITY' />
- <value enum='8' description='EXMRKTPART' />
- <value enum='9' description='EXINTMRKTLINK' />
- <value enum='A' description='RISKARB' />
- </field>
- <field number='530' name='MassCancelRequestType' type='CHAR'>
- <value enum='1' description='CXLORDERSSECURITY' />
- <value enum='2' description='CXLORDERSUNDERLYINGSECURITY' />
- <value enum='3' description='CXLORDERSPRODUCT' />
- <value enum='4' description='CXLORDERSCFICODE' />
- <value enum='5' description='CXLORDERSSECURITYTYPE' />
- <value enum='6' description='CXLORDERSTRDSESSION' />
- <value enum='7' description='CXLALLORDERS' />
- </field>
- <field number='531' name='MassCancelResponse' type='CHAR'>
- <value enum='0' description='CXLREQREJ' />
- <value enum='1' description='CXLORDERSSECURITY' />
- <value enum='2' description='CXLORDERSUNDERLYINGSECURITY' />
- <value enum='3' description='CXLORDERSPRODUCT' />
- <value enum='4' description='CXLORDERSCFICODE' />
- <value enum='5' description='CXLORDERSSECURITYTYPE' />
- <value enum='6' description='CXLORDERSTRDSESSION' />
- <value enum='7' description='CXLALLORDERS' />
- </field>
- <field number='532' name='MassCancelRejectReason' type='INT'>
- <value enum='0' description='MASSCXLNOTSUPPORTED' />
- <value enum='1' description='INVALIDSECURITY' />
- <value enum='2' description='INVALIDUNDERLYING' />
- <value enum='3' description='INVALIDPRODUCT' />
- <value enum='4' description='INVALIDCFICODE' />
- <value enum='5' description='INVALIDSECURITYTYPE' />
- <value enum='6' description='INVALIDTRDSESSION' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='533' name='TotalAffectedOrders' type='INT' />
- <field number='534' name='NoAffectedOrders' type='INT' />
- <field number='535' name='AffectedOrderID' type='STRING' />
- <field number='536' name='AffectedSecondaryOrderID' type='STRING' />
- <field number='537' name='QuoteType' type='INT'>
- <value enum='0' description='INDICATIVE' />
- <value enum='1' description='TRADEABLE' />
- <value enum='2' description='RESTRICTEDTRADEABLE' />
- <value enum='3' description='COUNTER' />
- </field>
- <field number='538' name='NestedPartyRole' type='INT' />
- <field number='539' name='NoNestedPartyIDs' type='NUMINGROUP' />
- <field number='540' name='TotalAccruedInterestAmt' type='AMT' />
- <field number='541' name='MaturityDate' type='LOCALMKTDATE' />
- <field number='542' name='UnderlyingMaturityDate' type='LOCALMKTDATE' />
- <field number='543' name='InstrRegistry' type='STRING'>
- <value enum='BIC' description='CUSTODIAN' />
- <value enum='ISO' description='COUNTRY' />
- <value enum='ZZ' description='PHYSICAL' />
- </field>
- <field number='544' name='CashMargin' type='CHAR'>
- <value enum='1' description='CASH' />
- <value enum='2' description='MARGINOPEN' />
- <value enum='3' description='MARGINCLOSE' />
- </field>
- <field number='545' name='NestedPartySubID' type='STRING' />
- <field number='546' name='Scope' type='MULTIPLEVALUESTRING'>
- <value enum='1' description='LOCALMARKET' />
- <value enum='2' description='NATIONAL' />
- <value enum='3' description='GLOBAL' />
- </field>
- <field number='547' name='MDImplicitDelete' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='548' name='CrossID' type='STRING' />
- <field number='549' name='CrossType' type='INT'>
- <value enum='1' description='CROSSAON' />
- <value enum='2' description='CROSSIOC' />
- <value enum='3' description='CROSSONESIDE' />
- <value enum='4' description='CROSSSAMEPRICE' />
- </field>
- <field number='550' name='CrossPrioritization' type='INT'>
- <value enum='0' description='NONE' />
- <value enum='1' description='BUY_SIDE_PRIORITIZED' />
- <value enum='2' description='SELL_SIDE_PRIORITIZED' />
- </field>
- <field number='551' name='OrigCrossID' type='STRING' />
- <field number='552' name='NoSides' type='NUMINGROUP'>
- <value enum='1' description='ONESIDE' />
- <value enum='2' description='BOTHSIDES' />
- </field>
- <field number='553' name='Username' type='STRING' />
- <field number='554' name='Password' type='STRING' />
- <field number='555' name='NoLegs' type='NUMINGROUP' />
- <field number='556' name='LegCurrency' type='CURRENCY' />
- <field number='557' name='TotNoSecurityTypes' type='INT' />
- <field number='558' name='NoSecurityTypes' type='NUMINGROUP' />
- <field number='559' name='SecurityListRequestType' type='INT'>
- <value enum='0' description='SYMBOL' />
- <value enum='1' description='SECURITYTYPECFICODE' />
- <value enum='2' description='PRODUCT' />
- <value enum='3' description='TRADINGSESSIONID' />
- <value enum='4' description='ALLSECURITIES' />
- <value enum='5' description=' EXCHANGE' />
- </field>
- <field number='560' name='SecurityRequestResult' type='INT'>
- <value enum='0' description='VALIDREQ' />
- <value enum='1' description='INVALIDREQ' />
- <value enum='2' description='NOINSTRUMENTSFOUND' />
- <value enum='3' description='NOTAUTHORIZED' />
- <value enum='4' description='INSTRUMENTUNAVAILABLE' />
- <value enum='5' description='NOTSUPPORTED' />
- </field>
- <field number='561' name='RoundLot' type='QTY' />
- <field number='562' name='MinTradeVol' type='QTY' />
- <field number='563' name='MultiLegRptTypeReq' type='INT'>
- <value enum='0' description='REPORT_BY_MULITLEG_SECURITY_ONLY' />
- <value enum='1' description='REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY' />
- <value enum='2' description='REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY' />
- </field>
- <field number='564' name='LegPositionEffect' type='CHAR' />
- <field number='565' name='LegCoveredOrUncovered' type='INT' />
- <field number='566' name='LegPrice' type='PRICE' />
- <field number='567' name='TradSesStatusRejReason' type='INT'>
- <value enum='1' description='UNKNOWNTRADINGSESSIONID' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='568' name='TradeRequestID' type='STRING' />
- <field number='569' name='TradeRequestType' type='INT'>
- <value enum='0' description='ALLTRADES' />
- <value enum='1' description='MATCHEDTRADES' />
- <value enum='2' description='UNMATCHEDTRADES' />
- <value enum='3' description='UNREPORTEDTRADES' />
- <value enum='4' description='ADVISORIESMATCH' />
- </field>
- <field number='570' name='PreviouslyReported' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='571' name='TradeReportID' type='STRING' />
- <field number='572' name='TradeReportRefID' type='STRING' />
- <field number='573' name='MatchStatus' type='CHAR'>
- <value enum='0' description='COMPMATAFF' />
- <value enum='1' description='UNCOMPUNMATUNAFF' />
- <value enum='2' description='ADVALERT' />
- </field>
- <field number='574' name='MatchType' type='STRING'>
- <value enum='A1' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGESANDEXECUTIONTIME' />
- <value enum='A2' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGES' />
- <value enum='A3' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGESANDEXECUTIONTIME' />
- <value enum='A4' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGES' />
- <value enum='A5' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSEXECUTIONTIME' />
- <value enum='ACTM1' description='NASDAQACTM1MATCH' />
- <value enum='ACTM2' description='NASDAQACTM2MATCH' />
- <value enum='ACTM3' description='NASDAQACTACCEPTEDTRADE' />
- <value enum='ACTM4' description='NASDAQACTDEFAULTTRADE' />
- <value enum='ACTM5' description='NASDAQACTDEFAULTAFTERM2' />
- <value enum='ACTM6' description='NASDAQACTM6MATCH' />
- <value enum='ACTMT' description='NASDAQNONACT' />
- <value enum='AQ' description='COMPAREDRECORDSRESULTINGFROMSTAMPEDADVISORIESORSPECIALISTACCEPTSPAIROFFS' />
- <value enum='M1' description='EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORMINUSBADGESANDTIMES' />
- <value enum='M2' description='SUMMARIZEDMATCHMINUSBADGESANDTIMES' />
- <value enum='MT' description='OCSLOCKEDIN' />
- <value enum='S1' description='SUMMARIZEDMATCHUSINGA1' />
- <value enum='S2' description='SUMMARIZEDMATCHUSINGA2' />
- <value enum='S3' description='SUMMARIZEDMATCHUSINGA3' />
- <value enum='S4' description='SUMMARIZEDMATCHUSINGA4' />
- <value enum='S5' description='SUMMARIZEDMATCHUSINGA5' />
- </field>
- <field number='575' name='OddLot' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='576' name='NoClearingInstructions' type='NUMINGROUP' />
- <field number='577' name='ClearingInstruction' type='INT'>
- <value enum='0' description='PROCESSNORMALLY' />
- <value enum='1' description='EXCLUDEFROMALLNETTING' />
- <value enum='10' description='AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED' />
- <value enum='11' description='QUALIFIEDSERVICEREPRESENTATIVEQSR' />
- <value enum='12' description='CUSTOMERTRADE' />
- <value enum='13' description='SELFCLEARING' />
- <value enum='2' description='BILATERALNETTINGONLY' />
- <value enum='3' description='EXCLEARING' />
- <value enum='4' description='SPECIALTRADE' />
- <value enum='5' description='MULTILATERALNETTING' />
- <value enum='6' description='CLEARAGAINSTCENTRALCOUNTERPARTY' />
- <value enum='7' description='EXCLUDEFROMCENTRALCOUNTERPARTY' />
- <value enum='8' description='MANUALMODEPREPOSTINGANDORPREGIVEUP' />
- <value enum='9' description='AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED' />
- </field>
- <field number='578' name='TradeInputSource' type='STRING' />
- <field number='579' name='TradeInputDevice' type='STRING' />
- <field number='580' name='NoDates' type='INT' />
- <field number='581' name='AccountType' type='INT'>
- <value enum='1' description='ACCOUNTCUSTOMER' />
- <value enum='2' description='ACCOUNTNONCUSTOMER' />
- <value enum='3' description='HOUSETRADER' />
- <value enum='4' description='FLOORTRADER' />
- <value enum='6' description='ACCOUNTNONCUSTOMERCROSS' />
- <value enum='7' description='HOUSETRADERCROSS' />
- <value enum='8' description='JOINTBOACCT' />
- <value enum='300' description='ZJ' />
- <value enum='301' description='GD' />
- </field>
- <field number='582' name='CustOrderCapacity' type='INT'>
- <value enum='1' description='MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT' />
- <value enum='2' description='CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT' />
- <value enum='3' description='MEMBER_TRADING_FOR_ANOTHER_MEMBER' />
- <value enum='4' description='ALL_OTHER' />
- </field>
- <field number='583' name='ClOrdLinkID' type='STRING' />
- <field number='584' name='MassStatusReqID' type='STRING' />
- <field number='585' name='MassStatusReqType' type='INT'>
- <value enum='1' description='STATUSSECURITY' />
- <value enum='2' description='STATUSUNDERLYINGSECURITY' />
- <value enum='3' description='STATUSPRODUCT' />
- <value enum='4' description='STATUSCFICODE' />
- <value enum='5' description='STATUSSECURITYTYPE' />
- <value enum='6' description='STATUSTRDSESSION' />
- <value enum='7' description='STATUSALLORDERS' />
- <value enum='8' description='STATUSPARTYID' />
- </field>
- <field number='586' name='OrigOrdModTime' type='UTCTIMESTAMP' />
- <field number='587' name='LegSettlType' type='CHAR' />
- <field number='588' name='LegSettlDate' type='LOCALMKTDATE' />
- <field number='589' name='DayBookingInst' type='CHAR'>
- <value enum='0' description='CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO' />
- <value enum='1' description='SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST' />
- <value enum='2' description='ACCUMULATE' />
- </field>
- <field number='590' name='BookingUnit' type='CHAR'>
- <value enum='0' description='EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT' />
- <value enum='1' description='AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER' />
- <value enum='2' description='AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE' />
- </field>
- <field number='591' name='PreallocMethod' type='CHAR'>
- <value enum='0' description='PRORATA' />
- <value enum='1' description='DO_NOT_PRORATA_DISCUSS_FIRST' />
- </field>
- <field number='592' name='UnderlyingCountryOfIssue' type='COUNTRY' />
- <field number='593' name='UnderlyingStateOrProvinceOfIssue' type='STRING' />
- <field number='594' name='UnderlyingLocaleOfIssue' type='STRING' />
- <field number='595' name='UnderlyingInstrRegistry' type='STRING' />
- <field number='596' name='LegCountryOfIssue' type='COUNTRY' />
- <field number='597' name='LegStateOrProvinceOfIssue' type='STRING' />
- <field number='598' name='LegLocaleOfIssue' type='STRING' />
- <field number='599' name='LegInstrRegistry' type='STRING' />
- <field number='600' name='LegSymbol' type='STRING' />
- <field number='601' name='LegSymbolSfx' type='STRING' />
- <field number='602' name='LegSecurityID' type='STRING' />
- <field number='603' name='LegSecurityIDSource' type='STRING' />
- <field number='604' name='NoLegSecurityAltID' type='STRING' />
- <field number='605' name='LegSecurityAltID' type='STRING' />
- <field number='606' name='LegSecurityAltIDSource' type='STRING' />
- <field number='607' name='LegProduct' type='INT' />
- <field number='608' name='LegCFICode' type='STRING' />
- <field number='609' name='LegSecurityType' type='STRING' />
- <field number='610' name='LegMaturityMonthYear' type='MONTHYEAR' />
- <field number='611' name='LegMaturityDate' type='LOCALMKTDATE' />
- <field number='612' name='LegStrikePrice' type='PRICE' />
- <field number='613' name='LegOptAttribute' type='CHAR' />
- <field number='614' name='LegContractMultiplier' type='FLOAT' />
- <field number='615' name='LegCouponRate' type='PERCENTAGE' />
- <field number='616' name='LegSecurityExchange' type='EXCHANGE' />
- <field number='617' name='LegIssuer' type='STRING' />
- <field number='618' name='EncodedLegIssuerLen' type='LENGTH' />
- <field number='619' name='EncodedLegIssuer' type='DATA' />
- <field number='620' name='LegSecurityDesc' type='STRING' />
- <field number='621' name='EncodedLegSecurityDescLen' type='LENGTH' />
- <field number='622' name='EncodedLegSecurityDesc' type='DATA' />
- <field number='623' name='LegRatioQty' type='FLOAT' />
- <field number='624' name='LegSide' type='CHAR' />
- <field number='625' name='TradingSessionSubID' type='STRING' />
- <field number='626' name='AllocType' type='INT'>
- <value enum='1' description='BUYSIDECALC' />
- <value enum='2' description='BUYSIDEPRELIM' />
- <value enum='3' description='SELLSIDECALC' />
- <value enum='4' description='SELLSIDECALCWITHOUTPRELIM' />
- <value enum='5' description='BUYSIDEREADYTOBOOKSINGLE' />
- <value enum='6' description='BUYSIDEREADYTOBOOKCOMBINED' />
- <value enum='7' description='WAREHOUSEINSTRUCTION' />
- <value enum='8' description='REQUESTTOINTERMEDIARY' />
- </field>
- <field number='627' name='NoHops' type='NUMINGROUP' />
- <field number='628' name='HopCompID' type='STRING' />
- <field number='629' name='HopSendingTime' type='UTCTIMESTAMP' />
- <field number='630' name='HopRefID' type='SEQNUM' />
- <field number='631' name='MidPx' type='PRICE' />
- <field number='632' name='BidYield' type='PERCENTAGE' />
- <field number='633' name='MidYield' type='PERCENTAGE' />
- <field number='634' name='OfferYield' type='PERCENTAGE' />
- <field number='635' name='ClearingFeeIndicator' type='STRING'>
- <value enum='1' description='1STYEARDELEGATE' />
- <value enum='2' description='2NDYEARDELEGATE' />
- <value enum='3' description='3RDYEARDELEGATE' />
- <value enum='4' description='4THYEARDELEGATE' />
- <value enum='5' description='5THYEARDELEGATE' />
- <value enum='9' description='6THYEARDELEGATE' />
- <value enum='B' description='CBOEMEMBER' />
- <value enum='C' description='NONMEMBERCUSTOMER' />
- <value enum='E' description='EQUITYCLEARINGMEMBER' />
- <value enum='F' description='FULLASSOCIATEMEMBER' />
- <value enum='H' description='106H106J' />
- <value enum='I' description='GIMIDEMCOMMEMBERSHIP' />
- <value enum='L' description='LESSEE106F' />
- <value enum='M' description='ALLOTHERS' />
- </field>
- <field number='636' name='WorkingIndicator' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='637' name='LegLastPx' type='PRICE' />
- <field number='638' name='PriorityIndicator' type='INT'>
- <value enum='0' description='PRIORITYUNCHANGED' />
- <value enum='1' description='LOSTPRIORITY' />
- </field>
- <field number='639' name='PriceImprovement' type='PRICEOFFSET' />
- <field number='640' name='Price2' type='PRICE' />
- <field number='641' name='LastForwardPoints2' type='PRICEOFFSET' />
- <field number='642' name='BidForwardPoints2' type='PRICEOFFSET' />
- <field number='643' name='OfferForwardPoints2' type='PRICEOFFSET' />
- <field number='644' name='RFQReqID' type='STRING' />
- <field number='645' name='MktBidPx' type='PRICE' />
- <field number='646' name='MktOfferPx' type='PRICE' />
- <field number='647' name='MinBidSize' type='QTY' />
- <field number='648' name='MinOfferSize' type='QTY' />
- <field number='649' name='QuoteStatusReqID' type='STRING' />
- <field number='650' name='LegalConfirm' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='651' name='UnderlyingLastPx' type='PRICE' />
- <field number='652' name='UnderlyingLastQty' type='QTY' />
- <field number='653' name='SecDefStatus' type='INT'>
- <value enum='0' description='PENDINGAPPROVAL' />
- <value enum='1' description='APPROVEDACCEPTED' />
- <value enum='2' description='REJECTED' />
- <value enum='3' description='UNAUTHORIZEDREQUEST' />
- <value enum='4' description='INVALIDDEFINITIONREQUEST' />
- </field>
- <field number='654' name='LegRefID' type='STRING' />
- <field number='655' name='ContraLegRefID' type='STRING' />
- <field number='656' name='SettlCurrBidFxRate' type='FLOAT' />
- <field number='657' name='SettlCurrOfferFxRate' type='FLOAT' />
- <field number='658' name='QuoteRequestRejectReason' type='INT'>
- <value enum='1' description='UNKNOWNSYM' />
- <value enum='10' description='PASS' />
- <value enum='2' description='EXCHANGECLOSED' />
- <value enum='3' description='QUOTEREQUESTEXLIMIT' />
- <value enum='4' description='TOOLATE' />
- <value enum='5' description='INVPRICE' />
- <value enum='6' description='NOTAUTHTOREQQUOTE' />
- <value enum='7' description='NOMATCHFORINQUIRY' />
- <value enum='8' description='NOMARKETFORINSTRUMENT' />
- <value enum='9' description='NOINVENTORY' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='659' name='SideComplianceID' type='STRING' />
- <field number='660' name='AcctIDSource' type='INT'>
- <value enum='1' description='BIC' />
- <value enum='2' description='SIDCODE' />
- <value enum='3' description='TFMGSPTA' />
- <value enum='4' description='OMGEOALERTID' />
- <value enum='5' description='DTCCCODE' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='661' name='AllocAcctIDSource' type='INT' />
- <field number='662' name='BenchmarkPrice' type='PRICE' />
- <field number='663' name='BenchmarkPriceType' type='INT' />
- <field number='664' name='ConfirmID' type='STRING' />
- <field number='665' name='ConfirmStatus' type='INT'>
- <value enum='1' description='RECEIVED' />
- <value enum='2' description='MISMATCHEDACCOUNT' />
- <value enum='3' description='MISSINGSETTLEMENTINSTRUCTIONS' />
- <value enum='4' description='CONFIRMED' />
- <value enum='5' description='REQUESTREJECTED' />
- </field>
- <field number='666' name='ConfirmTransType' type='INT'>
- <value enum='0' description='NEW' />
- <value enum='1' description='REPLACE' />
- <value enum='2' description='CANCEL' />
- </field>
- <field number='667' name='ContractSettlMonth' type='MONTHYEAR' />
- <field number='668' name='DeliveryForm' type='INT'>
- <value enum='1' description='BOOKENTRY' />
- <value enum='2' description='BEARER' />
- </field>
- <field number='669' name='LastParPx' type='PRICE' />
- <field number='670' name='NoLegAllocs' type='NUMINGROUP' />
- <field number='671' name='LegAllocAccount' type='STRING' />
- <field number='672' name='LegIndividualAllocID' type='STRING' />
- <field number='673' name='LegAllocQty' type='QTY' />
- <field number='674' name='LegAllocAcctIDSource' type='STRING' />
- <field number='675' name='LegSettlCurrency' type='CURRENCY' />
- <field number='676' name='LegBenchmarkCurveCurrency' type='CURRENCY' />
- <field number='677' name='LegBenchmarkCurveName' type='STRING' />
- <field number='678' name='LegBenchmarkCurvePoint' type='STRING' />
- <field number='679' name='LegBenchmarkPrice' type='PRICE' />
- <field number='680' name='LegBenchmarkPriceType' type='INT' />
- <field number='681' name='LegBidPx' type='PRICE' />
- <field number='682' name='LegIOIQty' type='STRING' />
- <field number='683' name='NoLegStipulations' type='NUMINGROUP' />
- <field number='684' name='LegOfferPx' type='PRICE' />
- <field number='685' name='LegOrderQty' type='QTY' />
- <field number='686' name='LegPriceType' type='INT' />
- <field number='687' name='LegQty' type='QTY' />
- <field number='688' name='LegStipulationType' type='STRING' />
- <field number='689' name='LegStipulationValue' type='STRING' />
- <field number='690' name='LegSwapType' type='INT'>
- <value enum='1' description='PARFORPAR' />
- <value enum='2' description='MODIFIEDDURATION' />
- <value enum='4' description='RISK' />
- <value enum='5' description='PROCEEDS' />
- </field>
- <field number='691' name='Pool' type='STRING' />
- <field number='692' name='QuotePriceType' type='INT'>
- <value enum='1' description='PERCENT' />
- <value enum='10' description='YIELD' />
- <value enum='2' description='PERSHARE' />
- <value enum='3' description='FIXEDAMOUNT' />
- <value enum='4' description='DISCOUNT' />
- <value enum='5' description='PREMIUM' />
- <value enum='6' description='BASISPOINTSRELATIVETOBENCHMARK' />
- <value enum='7' description='TEDPRICE' />
- <value enum='8' description='TEDYIELD' />
- <value enum='9' description='YIELDSPREADSWAPS' />
- </field>
- <field number='693' name='QuoteRespID' type='STRING' />
- <field number='694' name='QuoteRespType' type='INT'>
- <value enum='1' description='HITLIFT' />
- <value enum='2' description='COUNTER' />
- <value enum='3' description='EXPIRED' />
- <value enum='4' description='COVER' />
- <value enum='5' description='DONEAWAY' />
- <value enum='6' description='PASS' />
- </field>
- <field number='695' name='QuoteQualifier' type='CHAR' />
- <field number='696' name='YieldRedemptionDate' type='LOCALMKTDATE' />
- <field number='697' name='YieldRedemptionPrice' type='PRICE' />
- <field number='698' name='YieldRedemptionPriceType' type='INT' />
- <field number='699' name='BenchmarkSecurityID' type='STRING' />
- <field number='700' name='ReversalIndicator' type='BOOLEAN' />
- <field number='701' name='YieldCalcDate' type='LOCALMKTDATE' />
- <field number='702' name='NoPositions' type='NUMINGROUP' />
- <field number='703' name='PosType' type='STRING'>
- <value enum='ALC' description='ALLOCATIONTRADEQTY' />
- <value enum='AS' description='OPTIONASSIGNMENT' />
- <value enum='ASF' description='ASOFTRADEQTY' />
- <value enum='DLV' description='DELIVERYQTY' />
- <value enum='ETR' description='ELECTRONICTRADEQTY' />
- <value enum='EX' description='OPTIONEXERCISEQTY' />
- <value enum='FIN' description='ENDOFDAYQTY' />
- <value enum='IAS' description='INTRASPREADQTY' />
- <value enum='IES' description='INTERSPREADQTY' />
- <value enum='PA' description='ADJUSTMENTQTY' />
- <value enum='PIT' description='PITTRADEQTY' />
- <value enum='SOD' description='STARTOFDAYQTY' />
- <value enum='SPL' description='INTEGRALSPLIT' />
- <value enum='TA' description='TRANSACTIONFROMASSIGNMENT' />
- <value enum='TOT' description='TOTALTRANSACTIONQTY' />
- <value enum='TQ' description='TRANSACTIONQUANTITY' />
- <value enum='TRF' description='TRANSFERTRADEQTY' />
- <value enum='TX' description='TRANSACTIONFROMEXERCISE' />
- <value enum='XM' description='CROSSMARGINQTY' />
- </field>
- <field number='704' name='LongQty' type='QTY' />
- <field number='705' name='ShortQty' type='QTY' />
- <field number='706' name='PosQtyStatus' type='INT'>
- <value enum='0' description='SUBMITTED' />
- <value enum='1' description='ACCEPTED' />
- <value enum='2' description='REJECTED' />
- </field>
- <field number='707' name='PosAmtType' type='STRING'>
- <value enum='CASH' description='CASHAMOUNTCORPORATEEVENT' />
- <value enum='CRES' description='CASHRESIDUALAMOUNT' />
- <value enum='FMTM' description='FINALMARKTOMARKETAMOUNT' />
- <value enum='IMTM' description='INCREMENTALMARKTOMARKETAMOUNT' />
- <value enum='PREM' description='PREMIUMAMOUNT' />
- <value enum='SMTM' description='STARTOFDAYMARKTOMARKETAMOUNT' />
- <value enum='TVAR' description='TRADEVARIATIONAMOUNT' />
- <value enum='VADJ' description='VALUEADJUSTEDAMOUNT' />
- <value enum='FF' description='FaShengJinE' />
- <value enum='FB' description='ZiJinYuE' />
- <value enum='OB' description='ZiJinYuEs' />
- <value enum='AOB' description='ZiJinYuEq' />
- <value enum='FE' description='FE' />
- <value enum='FT' description='FT' />
- <value enum='FINR' description='FINR' />
- <value enum='FINFR' description='FINFR' />
- <value enum='SLOR' description='SLOR' />
- <value enum='SLOFR' description='SLOFR' />
- <value enum='AP' description='AP' />
- </field>
- <field number='708' name='PosAmt' type='AMT' />
- <field number='709' name='PosTransType' type='INT'>
- <value enum='1' description='EXERCISE' />
- <value enum='2' description='DONOTEXERCISE' />
- <value enum='3' description='POSITIONADJUSTMENT' />
- <value enum='4' description='POSITIONCHANGESUBMISSIONMARGINDISPOSITION' />
- <value enum='5' description='PLEDGE' />
- <value enum='7' description='YH2ZQ' />
- <value enum='8' description='ZQ2YH' />
- <value enum='100' description='YH2ZQ' />
- <value enum='101' description='ZQ2YH' />
- <value enum='200' description='XJHK' />
- <value enum='201' description='XQHQ' />
- <value enum='102' description='XQHQ' />
- <value enum='210' description='210' />
- <value enum='300' description='fund_stransfer_VIP2guitai' />
- <value enum='301' description='fund_stransfer' />
- <value enum='302' description='stock_stransfer_VIP2guitai' />
- <value enum='303' description='stock_stransfer' />
- </field>
- <field number='710' name='PosReqID' type='STRING' />
- <field number='711' name='NoUnderlyings' type='NUMINGROUP' />
- <field number='712' name='PosMaintAction' type='INT'>
- <value enum='1' description='NEW' />
- <value enum='2' description='REPLACE' />
- <value enum='3' description='CANCEL' />
- </field>
- <field number='713' name='OrigPosReqRefID' type='STRING' />
- <field number='714' name='PosMaintRptRefID' type='STRING' />
- <field number='715' name='ClearingBusinessDate' type='LOCALMKTDATE' />
- <field number='716' name='SettlSessID' type='STRING' />
- <field number='717' name='SettlSessSubID' type='STRING' />
- <field number='718' name='AdjustmentType' type='INT'>
- <value enum='0' description='PROCESSREQUESTASMARGINDISPOSITION' />
- <value enum='1' description='DELTAPLUS' />
- <value enum='2' description='DELTAMINUS' />
- <value enum='3' description='FINAL' />
- </field>
- <field number='719' name='ContraryInstructionIndicator' type='BOOLEAN' />
- <field number='720' name='PriorSpreadIndicator' type='BOOLEAN' />
- <field number='721' name='PosMaintRptID' type='STRING' />
- <field number='722' name='PosMaintStatus' type='INT'>
- <value enum='0' description='ACCEPTED' />
- <value enum='1' description='ACCEPTEDWITHWARNINGS' />
- <value enum='2' description='REJECTED' />
- <value enum='3' description='COMPLETED' />
- <value enum='4' description='COMPLETEDWITHWARNINGS' />
- </field>
- <field number='723' name='PosMaintResult' type='INT'>
- <value enum='0' description='SUCCESSFULCOMPLETION' />
- <value enum='1' description='REJECTED' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='724' name='PosReqType' type='INT'>
- <value enum='0' description='gf' />
- <value enum='1' description='TRADES' />
- <value enum='2' description='EXERCISES' />
- <value enum='3' description='ASSIGNMENTS' />
- <!--value enum='5' description='bank' />
- <value enum='7' description='YZZZ' /-->
- <value enum='9' description='zj' />
- <value enum='100' description='yzzz' />
- <value enum='103' description='zjls' />
- <value enum='104' description='xyzc' />
- <value enum='105' description='xyhy' />
- <value enum='106' description='bdzq' />
- <value enum='200' description='zrt1' />
- <value enum='201' description='zrt2' />
- <value enum='203' description='zrt3' />
- <value enum='204' description='zrt4' />
- <!--value enum='13' description='yhye' />
- <value enum='12' description='xyzc' /-->
- <!--value enum='200' description='xyzc' />
- <value enum='201' description='xyzc' />
- <value enum='100' description='xyzc' />
- <value enum='101' description='xyzc' />
- <value enum='103' description='xyzc' />
- <value enum='104' description='XYZC' />
- <value enum='105' description='HYCX' /-->
- </field>
- <field number='725' name='ResponseTransportType' type='INT'>
- <value enum='0' description='INBAND' />
- <value enum='1' description='OUTOFBAND' />
- </field>
- <field number='726' name='ResponseDestination' type='STRING' />
- <field number='727' name='TotalNumPosReports' type='INT' />
- <field number='728' name='PosReqResult' type='INT'>
- <value enum='0' description='VALIDREQUEST' />
- <value enum='1' description='INVALIDORUNSUPPORTEDREQUEST' />
- <value enum='2' description='NOPOSITIONSFOUNDTHATMATCHCRITERIA' />
- <value enum='3' description='NOTAUTHORIZEDTOREQUESTPOSITIONS' />
- <value enum='4' description='REQUESTFORPOSITIONNOTSUPPORTED' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='729' name='PosReqStatus' type='INT'>
- <value enum='0' description='COMPLETED' />
- <value enum='1' description='COMPLETEDWITHWARNINGS' />
- <value enum='2' description='REJECTED' />
- <value enum='101' description='WeiBao' />
- <value enum='102' description='YiBao' />
- </field>
- <field number='730' name='SettlPrice' type='PRICE' />
- <field number='731' name='SettlPriceType' type='INT'>
- <value enum='1' description='FINAL' />
- <value enum='2' description='THEORETICAL' />
- </field>
- <field number='732' name='UnderlyingSettlPrice' type='PRICE' />
- <field number='733' name='UnderlyingSettlPriceType' type='INT' />
- <field number='734' name='PriorSettlPrice' type='PRICE' />
- <field number='735' name='NoQuoteQualifiers' type='NUMINGROUP' />
- <field number='736' name='AllocSettlCurrency' type='CURRENCY' />
- <field number='737' name='AllocSettlCurrAmt' type='AMT' />
- <field number='738' name='InterestAtMaturity' type='AMT' />
- <field number='739' name='LegDatedDate' type='LOCALMKTDATE' />
- <field number='740' name='LegPool' type='STRING' />
- <field number='741' name='AllocInterestAtMaturity' type='AMT' />
- <field number='742' name='AllocAccruedInterestAmt' type='AMT' />
- <field number='743' name='DeliveryDate' type='LOCALMKTDATE' />
- <field number='744' name='AssignmentMethod' type='CHAR'>
- <value enum='P' description='PRORATA' />
- <value enum='R' description='RANDOM' />
- </field>
- <field number='745' name='AssignmentUnit' type='QTY' />
- <field number='746' name='OpenInterest' type='AMT' />
- <field number='747' name='ExerciseMethod' type='CHAR'>
- <value enum='A' description='AUTOMATIC' />
- <value enum='M' description='MANUAL' />
- </field>
- <field number='748' name='TotNumTradeReports' type='INT' />
- <field number='749' name='TradeRequestResult' type='INT'>
- <value enum='0' description='SUCCESSFUL' />
- <value enum='1' description='INVALIDORUNKNOWNINSTRUMENT' />
- <value enum='2' description='INVALIDTYPEOFTRADEREQUESTED' />
- <value enum='3' description='INVALIDPARTIES' />
- <value enum='4' description='INVALIDTRANSPORTTYPEREQUESTED' />
- <value enum='5' description='INVALIDDESTINATIONREQUESTED' />
- <value enum='8' description='TRADEREQUESTTYPENOTSUPPORTED' />
- <value enum='9' description='UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='750' name='TradeRequestStatus' type='INT'>
- <value enum='0' description='ACCEPTED' />
- <value enum='1' description='COMPLETED' />
- <value enum='2' description='REJECTED' />
- </field>
- <field number='751' name='TradeReportRejectReason' type='INT'>
- <value enum='0' description='SUCCESSFULDEFAULT' />
- <value enum='1' description='INVALIDPARTYINFORMATION' />
- <value enum='2' description='UNKNOWNINSTRUMENT' />
- <value enum='3' description='UNAUTHORIZEDTOREPORTTRADES' />
- <value enum='4' description='INVALIDTRADETYPE' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='752' name='SideMultiLegReportingType' type='INT'>
- <value enum='1' description='SINGLESECURITY' />
- <value enum='2' description='INDIVIDUALLEGOFAMULTILEGSECURITY' />
- <value enum='3' description='MULTILEGSECURITY' />
- </field>
- <field number='753' name='NoPosAmt' type='NUMINGROUP' />
- <field number='754' name='AutoAcceptIndicator' type='BOOLEAN' />
- <field number='755' name='AllocReportID' type='STRING' />
- <field number='756' name='NoNested2PartyIDs' type='NUMINGROUP' />
- <field number='757' name='Nested2PartyID' type='STRING' />
- <field number='758' name='Nested2PartyIDSource' type='CHAR' />
- <field number='759' name='Nested2PartyRole' type='INT' />
- <field number='760' name='Nested2PartySubID' type='STRING' />
- <field number='761' name='BenchmarkSecurityIDSource' type='STRING' />
- <field number='762' name='SecuritySubType' type='STRING' />
- <field number='763' name='UnderlyingSecuritySubType' type='STRING' />
- <field number='764' name='LegSecuritySubType' type='STRING' />
- <field number='765' name='AllowableOneSidednessPct' type='PERCENTAGE' />
- <field number='766' name='AllowableOneSidednessValue' type='AMT' />
- <field number='767' name='AllowableOneSidednessCurr' type='CURRENCY' />
- <field number='768' name='NoTrdRegTimestamps' type='NUMINGROUP' />
- <field number='769' name='TrdRegTimestamp' type='UTCTIMESTAMP' />
- <field number='770' name='TrdRegTimestampType' type='INT'>
- <value enum='1' description='EXECUTIONTIME' />
- <value enum='2' description='TIMEIN' />
- <value enum='3' description='TIMEOUT' />
- <value enum='4' description='BROKERRECEIPT' />
- <value enum='5' description='BROKEREXECUTION' />
- </field>
- <field number='771' name='TrdRegTimestampOrigin' type='STRING' />
- <field number='772' name='ConfirmRefID' type='STRING' />
- <field number='773' name='ConfirmType' type='INT'>
- <value enum='1' description='STATUS' />
- <value enum='2' description='CONFIRMATION' />
- <value enum='3' description='CONFIRMATIONREQUESTREJECTED' />
- </field>
- <field number='774' name='ConfirmRejReason' type='INT'>
- <value enum='1' description='MISMATCHEDACCOUNT' />
- <value enum='2' description='MISSINGSETTLEMENTINSTRUCTIONS' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='775' name='BookingType' type='INT'>
- <value enum='0' description='REGULARBOOKING' />
- <value enum='1' description='CFDCONTRACTFORDIFFERENCE' />
- <value enum='2' description='TOTALRETURNSWAP' />
- </field>
- <field number='776' name='IndividualAllocRejCode' type='INT' />
- <field number='777' name='SettlInstMsgID' type='STRING' />
- <field number='778' name='NoSettlInst' type='NUMINGROUP' />
- <field number='779' name='LastUpdateTime' type='UTCTIMESTAMP' />
- <field number='780' name='AllocSettlInstType' type='INT'>
- <value enum='0' description='USEDEFAULTINSTRUCTIONS' />
- <value enum='1' description='DERIVEFROMPARAMETERSPROVIDED' />
- <value enum='2' description='FULLDETAILSPROVIDED' />
- <value enum='3' description='SSIDBIDSPROVIDED' />
- <value enum='4' description='PHONEFORINSTRUCTIONS' />
- </field>
- <field number='781' name='NoSettlPartyIDs' type='NUMINGROUP' />
- <field number='782' name='SettlPartyID' type='STRING' />
- <field number='783' name='SettlPartyIDSource' type='CHAR' />
- <field number='784' name='SettlPartyRole' type='INT' />
- <field number='785' name='SettlPartySubID' type='STRING' />
- <field number='786' name='SettlPartySubIDType' type='INT' />
- <field number='787' name='DlvyInstType' type='CHAR'>
- <value enum='C' description='CASH' />
- <value enum='S' description='SECURITIES' />
- </field>
- <field number='788' name='TerminationType' type='INT'>
- <value enum='1' description='OVERNIGHT' />
- <value enum='2' description='TERM' />
- <value enum='3' description='FLEXIBLE' />
- <value enum='4' description='OPEN' />
- </field>
- <field number='789' name='NextExpectedMsgSeqNum' type='SEQNUM' />
- <field number='790' name='OrdStatusReqID' type='STRING' />
- <field number='791' name='SettlInstReqID' type='STRING' />
- <field number='792' name='SettlInstReqRejCode' type='INT'>
- <value enum='0' description='UNABLETOPROCESSREQUEST' />
- <value enum='1' description='UNKNOWNACCOUNT' />
- <value enum='2' description='NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='793' name='SecondaryAllocID' type='STRING' />
- <field number='794' name='AllocReportType' type='INT'>
- <value enum='3' description='SELLSIDECALCULATEDUSINGPRELIMINARY' />
- <value enum='4' description='SELLSIDECALCULATEDWITHOUTPRELIMINARY' />
- <value enum='5' description='WAREHOUSERECAP' />
- <value enum='8' description='REQUESTTOINTERMEDIARY' />
- </field>
- <field number='795' name='AllocReportRefID' type='STRING' />
- <field number='796' name='AllocCancReplaceReason' type='INT'>
- <value enum='1' description='ORIGINALDETAILSINCORRECT' />
- <value enum='2' description='CHANGEINUNDERLYINGORDERDETAILS' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='797' name='CopyMsgIndicator' type='BOOLEAN' />
- <field number='798' name='AllocAccountType' type='INT'>
- <value enum='1' description='ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS' />
- <value enum='2' description='ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS' />
- <value enum='3' description='HOUSETRADER' />
- <value enum='4' description='FLOORTRADER' />
- <value enum='6' description='ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED' />
- <value enum='7' description='ACCOUNTISHOUSETRADERANDISCROSSMARGINED' />
- <value enum='8' description='JBO' />
- </field>
- <field number='799' name='OrderAvgPx' type='PRICE' />
- <field number='800' name='OrderBookingQty' type='QTY' />
- <field number='801' name='NoSettlPartySubIDs' type='NUMINGROUP' />
- <field number='802' name='NoPartySubIDs' type='NUMINGROUP' />
- <field number='803' name='PartySubIDType' type='INT'>
- <value enum='1' description='FIRM' />
- <value enum='10' description='SECURITIESACCOUNTNUMBER' />
- <value enum='11' description='REGISTRATIONNUMBER' />
- <value enum='12' description='REGISTEREDADDRESS_12' />
- <value enum='13' description='REGULATORYSTATUS' />
- <value enum='14' description='REGISTRATIONNAME' />
- <value enum='15' description='CASHACCOUNT' />
- <value enum='16' description='BIC' />
- <value enum='17' description='CSDPARTICIPANTMEMBERCODE' />
- <value enum='18' description='REGISTEREDADDRESS_18' />
- <value enum='19' description='FUNDACCOUNTNAME' />
- <value enum='2' description='PERSON' />
- <value enum='20' description='TELEXNUMBER' />
- <value enum='21' description='FAXNUMBER' />
- <value enum='22' description='SECURITIESACCOUNTNAME' />
- <value enum='23' description='CASHACCOUNTNAME' />
- <value enum='24' description='DEPARTMENT' />
- <value enum='25' description='LOCATIONDESK' />
- <value enum='26' description='POSITIONACCOUNTTYPE' />
- <value enum='3' description='SYSTEM' />
- <value enum='4' description='APPLICATION' />
- <value enum='4000' description='RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES' />
- <value enum='5' description='FULLLEGALNAMEOFFIRM' />
- <value enum='6' description='POSTALADDRESS' />
- <value enum='7' description='PHONENUMBER' />
- <value enum='8' description='EMAILADDRESS' />
- <value enum='9' description='CONTACTNAME' />
- </field>
- <field number='804' name='NoNestedPartySubIDs' type='NUMINGROUP' />
- <field number='805' name='NestedPartySubIDType' type='INT' />
- <field number='806' name='NoNested2PartySubIDs' type='NUMINGROUP' />
- <field number='807' name='Nested2PartySubIDType' type='INT' />
- <field number='808' name='AllocIntermedReqType' type='INT'>
- <value enum='1' description='PENDINGACCEPT' />
- <value enum='2' description='PENDINGRELEASE' />
- <value enum='3' description='PENDINGREVERSAL' />
- <value enum='4' description='ACCEPT' />
- <value enum='5' description='BLOCKLEVELREJECT' />
- <value enum='6' description='ACCOUNTLEVELREJECT' />
- </field>
- <field number='810' name='UnderlyingPx' type='PRICE' />
- <field number='811' name='PriceDelta' type='FLOAT' />
- <field number='812' name='ApplQueueMax' type='INT' />
- <field number='813' name='ApplQueueDepth' type='INT' />
- <field number='814' name='ApplQueueResolution' type='INT'>
- <value enum='0' description='NOACTIONTAKEN' />
- <value enum='1' description='QUEUEFLUSHED' />
- <value enum='2' description='OVERLAYLAST' />
- <value enum='3' description='ENDSESSION' />
- </field>
- <field number='815' name='ApplQueueAction' type='INT'>
- <value enum='0' description='NOACTIONTAKEN' />
- <value enum='1' description='QUEUEFLUSHED' />
- <value enum='2' description='OVERLAYLAST' />
- <value enum='3' description='ENDSESSION' />
- </field>
- <field number='816' name='NoAltMDSource' type='NUMINGROUP' />
- <field number='817' name='AltMDSourceID' type='STRING' />
- <field number='818' name='SecondaryTradeReportID' type='STRING' />
- <field number='819' name='AvgPxIndicator' type='INT'>
- <value enum='0' description='NOAVERAGEPRICING' />
- <value enum='1' description='TRADEAVERAGEPRICEGROUP' />
- <value enum='2' description='LASTTRADEAVERAGEPRICEGROUP' />
- </field>
- <field number='820' name='TradeLinkID' type='STRING' />
- <field number='821' name='OrderInputDevice' type='STRING' />
- <field number='822' name='UnderlyingTradingSessionID' type='STRING' />
- <field number='823' name='UnderlyingTradingSessionSubID' type='STRING' />
- <field number='824' name='TradeLegRefID' type='STRING' />
- <field number='825' name='ExchangeRule' type='STRING' />
- <field number='826' name='TradeAllocIndicator' type='INT'>
- <value enum='0' description='ALLOCATIONNOTREQUIRED' />
- <value enum='1' description='ALLOCATIONREQUIREDALLOCATIONINFORMATIONNOTPROVIDED' />
- <value enum='2' description='USEALLOCATIONPROVIDEDWITHTHETRADE' />
- </field>
- <field number='827' name='ExpirationCycle' type='INT'>
- <value enum='0' description='EXPIREONTRADINGSESSIONCLOSE' />
- <value enum='1' description='EXPIREONTRADINGSESSIONOPEN' />
- </field>
- <field number='828' name='TrdType' type='INT'>
- <value enum='0' description='REGULARTRADE' />
- <value enum='1' description='BLOCKTRADE' />
- <value enum='10' description='AFTERHOURSTRADE' />
- <value enum='2' description='EFP' />
- <value enum='3' description='TRANSFER' />
- <value enum='4' description='LATETRADE' />
- <value enum='5' description='TTRADE' />
- <value enum='6' description='WEIGHTEDAVERAGEPRICETRADE' />
- <value enum='7' description='BUNCHEDTRADE' />
- <value enum='8' description='LATEBUNCHEDTRADE' />
- <value enum='9' description='PRIORREFERENCEPRICETRADE' />
- </field>
- <field number='829' name='TrdSubType' type='INT' />
- <field number='830' name='TransferReason' type='STRING' />
- <field number='831' name='AsgnReqID' type='STRING' />
- <field number='832' name='TotNumAssignmentReports' type='INT' />
- <field number='833' name='AsgnRptID' type='STRING' />
- <field number='834' name='ThresholdAmount' type='PRICEOFFSET' />
- <field number='835' name='PegMoveType' type='INT'>
- <value enum='0' description='FLOATING' />
- <value enum='1' description='FIXED' />
- </field>
- <field number='836' name='PegOffsetType' type='INT'>
- <value enum='0' description='PRICE' />
- <value enum='1' description='BASISPOINTS' />
- <value enum='2' description='TICKS' />
- <value enum='3' description='PRICETIERLEVEL' />
- </field>
- <field number='837' name='PegLimitType' type='INT'>
- <value enum='0' description='ORBETTER' />
- <value enum='1' description='STRICT' />
- <value enum='2' description='ORWORSE' />
- </field>
- <field number='838' name='PegRoundDirection' type='INT'>
- <value enum='1' description='MOREAGGRESSIVE' />
- <value enum='2' description='MOREPASSIVE' />
- </field>
- <field number='839' name='PeggedPrice' type='PRICE' />
- <field number='840' name='PegScope' type='INT'>
- <value enum='1' description='LOCALEXCHANGEECNATS' />
- <value enum='2' description='NATIONAL' />
- <value enum='3' description='GLOBAL' />
- <value enum='4' description='NATIONALEXCLUDINGLOCAL' />
- </field>
- <field number='841' name='DiscretionMoveType' type='INT'>
- <value enum='0' description='FLOATING' />
- <value enum='1' description='FIXED' />
- </field>
- <field number='842' name='DiscretionOffsetType' type='INT'>
- <value enum='0' description='PRICE' />
- <value enum='1' description='BASISPOINTS' />
- <value enum='2' description='TICKS' />
- <value enum='3' description='PRICETIERLEVEL' />
- </field>
- <field number='843' name='DiscretionLimitType' type='INT'>
- <value enum='0' description='ORBETTER' />
- <value enum='1' description='STRICT' />
- <value enum='2' description='ORWORSE' />
- </field>
- <field number='844' name='DiscretionRoundDirection' type='INT'>
- <value enum='1' description='MOREAGGRESSIVE' />
- <value enum='2' description='MOREPASSIVE' />
- </field>
- <field number='845' name='DiscretionPrice' type='PRICE' />
- <field number='846' name='DiscretionScope' type='INT'>
- <value enum='1' description='LOCALEXCHANGEECNATS' />
- <value enum='2' description='NATIONAL' />
- <value enum='3' description='GLOBAL' />
- <value enum='4' description='NATIONALEXCLUDINGLOCAL' />
- </field>
- <field number='847' name='TargetStrategy' type='INT'>
- <value enum='1' description='VWAP' />
- <value enum='1000' description='RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES' />
- <value enum='2' description='PARTICIPATE' />
- <value enum='3' description='MININIZEMARKETIMPACT' />
- </field>
- <field number='848' name='TargetStrategyParameters' type='STRING' />
- <field number='849' name='ParticipationRate' type='PERCENTAGE' />
- <field number='850' name='TargetStrategyPerformance' type='FLOAT' />
- <field number='851' name='LastLiquidityInd' type='INT'>
- <value enum='1' description='ADDEDLIQUIDITY' />
- <value enum='2' description='REMOVEDLIQUIDITY' />
- <value enum='3' description='LIQUIDITYROUTEDOUT' />
- </field>
- <field number='852' name='PublishTrdIndicator' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='853' name='ShortSaleReason' type='INT'>
- <value enum='0' description='DEALERSOLDSHORT' />
- <value enum='1' description='DEALERSOLDSHORTEXEMPT' />
- <value enum='2' description='SELLINGCUSTOMERSOLDSHORT' />
- <value enum='3' description='SELLINGCUSTOMERSOLDSHORTEXEMPT' />
- <value enum='4' description='QSRORAGUCONTRASIDESOLDSHORT' />
- <value enum='5' description='QSRORAGUCONTRASIDESOLDSHORTEXEMPT' />
- </field>
- <field number='854' name='QtyType' type='INT'>
- <value enum='0' description='UNITS' />
- <value enum='1' description='CONTRACTS' />
- </field>
- <field number='855' name='SecondaryTrdType' type='INT' />
- <field number='856' name='TradeReportType' type='INT'>
- <value enum='0' description='SUBMIT' />
- <value enum='1' description='ALLEGED' />
- <value enum='2' description='ACCEPT' />
- <value enum='3' description='DECLINE' />
- <value enum='4' description='ADDENDUM' />
- <value enum='5' description='NOWAS' />
- <value enum='6' description='TRADEREPORTCANCEL' />
- <value enum='7' description='LOCKEDINTRADEBREAK' />
- </field>
- <field number='857' name='AllocNoOrdersType' type='INT'>
- <value enum='0' description='NOTSPECIFIED' />
- <value enum='1' description='EXPLICITLISTPROVIDED' />
- </field>
- <field number='858' name='SharedCommission' type='AMT' />
- <field number='859' name='ConfirmReqID' type='STRING' />
- <field number='860' name='AvgParPx' type='PRICE' />
- <field number='861' name='ReportedPx' type='PRICE' />
- <field number='862' name='NoCapacities' type='NUMINGROUP' />
- <field number='863' name='OrderCapacityQty' type='QTY' />
- <field number='864' name='NoEvents' type='NUMINGROUP' />
- <field number='865' name='EventType' type='INT'>
- <value enum='1' description='PUT' />
- <value enum='2' description='CALL' />
- <value enum='3' description='TENDER' />
- <value enum='4' description='SINKINGFUNDCALL' />
- <value enum='99' description='OTHER' />
- <value enum='160022' description='YHZQ' />
- <value enum='160021' description='YHZC' />
- </field>
- <field number='866' name='EventDate' type='LOCALMKTDATE' />
- <field number='867' name='EventPx' type='PRICE' />
- <field number='868' name='EventText' type='STRING' />
- <field number='869' name='PctAtRisk' type='PERCENTAGE' />
- <field number='870' name='NoInstrAttrib' type='NUMINGROUP' />
- <field number='871' name='InstrAttribType' type='INT'>
- <value enum='1' description='FLAT' />
- <value enum='10' description='ORIGINALISSUEDISCOUNT' />
- <value enum='11' description='CALLABLEPUTTABLE' />
- <value enum='12' description='ESCROWEDTOMATURITY' />
- <value enum='13' description='ESCROWEDTOREDEMPTIONDATE' />
- <value enum='14' description='PREREFUNDED' />
- <value enum='15' description='INDEFAULT' />
- <value enum='16' description='UNRATED' />
- <value enum='17' description='TAXABLE' />
- <value enum='18' description='INDEXED' />
- <value enum='19' description='SUBJECTTOALTERNATIVEMINIMUMTAX' />
- <value enum='2' description='ZEROCOUPON' />
- <value enum='20' description='ORIGINALISSUEDISCOUNTPRICE' />
- <value enum='21' description='CALLABLEBELOWMATURITYVALUE' />
- <value enum='22' description='CALLABLEWITHOUTNOTICEBYMAILTOHOLDERUNLESSREGISTERED' />
- <value enum='3' description='INTERESTBEARING' />
- <value enum='4' description='NOPERIODICPAYMENTS' />
- <value enum='5' description='VARIABLERATE' />
- <value enum='6' description='LESSFEEFORPUT' />
- <value enum='7' description='STEPPEDCOUPON' />
- <value enum='8' description='COUPONPERIOD' />
- <value enum='9' description='WHENISSUED' />
- <value enum='99' description='TEXT' />
- </field>
- <field number='872' name='InstrAttribValue' type='STRING' />
- <field number='873' name='DatedDate' type='LOCALMKTDATE' />
- <field number='874' name='InterestAccrualDate' type='LOCALMKTDATE' />
- <field number='875' name='CPProgram' type='INT'>
- <value enum='1' description='3A3' />
- <value enum='2' description='42' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='876' name='CPRegType' type='STRING' />
- <field number='877' name='UnderlyingCPProgram' type='STRING' />
- <field number='878' name='UnderlyingCPRegType' type='STRING' />
- <field number='879' name='UnderlyingQty' type='QTY' />
- <field number='880' name='TrdMatchID' type='STRING' />
- <field number='881' name='SecondaryTradeReportRefID' type='STRING' />
- <field number='882' name='UnderlyingDirtyPrice' type='PRICE' />
- <field number='883' name='UnderlyingEndPrice' type='PRICE' />
- <field number='884' name='UnderlyingStartValue' type='AMT' />
- <field number='885' name='UnderlyingCurrentValue' type='AMT' />
- <field number='886' name='UnderlyingEndValue' type='AMT' />
- <field number='887' name='NoUnderlyingStips' type='NUMINGROUP' />
- <field number='888' name='UnderlyingStipType' type='STRING' />
- <field number='889' name='UnderlyingStipValue' type='STRING' />
- <field number='890' name='MaturityNetMoney' type='AMT' />
- <field number='891' name='MiscFeeBasis' type='INT'>
- <value enum='0' description='ABSOLUTE' />
- <value enum='1' description='PERUNIT' />
- <value enum='2' description='PERCENTAGE' />
- </field>
- <field number='892' name='TotNoAllocs' type='INT' />
- <field number='893' name='LastFragment' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
- <field number='894' name='CollReqID' type='STRING' />
- <field number='895' name='CollAsgnReason' type='INT'>
- <value enum='0' description='INITIAL' />
- <value enum='1' description='SCHEDULED' />
- <value enum='2' description='TIMEWARNING' />
- <value enum='3' description='MARGINDEFICIENCY' />
- <value enum='4' description='MARGINEXCESS' />
- <value enum='5' description='FORWARDCOLLATERALDEMAND' />
- <value enum='6' description='EVENTOFDEFAULT' />
- <value enum='7' description='ADVERSETAXEVENT' />
- </field>
- <field number='896' name='CollInquiryQualifier' type='INT'>
- <value enum='0' description='TRADEDATE' />
- <value enum='1' description='GCINSTRUMENT' />
- <value enum='2' description='COLLATERALINSTRUMENT' />
- <value enum='3' description='SUBSTITUTIONELIGIBLE' />
- <value enum='4' description='NOTASSIGNED' />
- <value enum='5' description='PARTIALLYASSIGNED' />
- <value enum='6' description='FULLYASSIGNED' />
- <value enum='7' description='OUTSTANDINGTRADES' />
- </field>
- <field number='897' name='NoTrades' type='NUMINGROUP' />
- <field number='898' name='MarginRatio' type='PERCENTAGE' />
- <field number='899' name='MarginExcess' type='AMT' />
- <field number='900' name='TotalNetValue' type='AMT' />
- <field number='901' name='CashOutstanding' type='AMT' />
- <field number='902' name='CollAsgnID' type='STRING' />
- <field number='903' name='CollAsgnTransType' type='INT'>
- <value enum='0' description='NEW' />
- <value enum='1' description='REPLACE' />
- <value enum='2' description='CANCEL' />
- <value enum='3' description='RELEASE' />
- <value enum='4' description='REVERSE' />
- </field>
- <field number='904' name='CollRespID' type='STRING' />
- <field number='905' name='CollAsgnRespType' type='INT'>
- <value enum='0' description='RECEIVED' />
- <value enum='1' description='ACCEPTED' />
- <value enum='2' description='DECLINED' />
- <value enum='3' description='REJECTED' />
- </field>
- <field number='906' name='CollAsgnRejectReason' type='INT'>
- <value enum='0' description='UNKNOWNDEAL' />
- <value enum='1' description='UNKNOWNORINVALIDINSTRUMENT' />
- <value enum='2' description='UNAUTHORIZEDTRANSACTION' />
- <value enum='3' description='INSUFFICIENTCOLLATERAL' />
- <value enum='4' description='INVALIDTYPEOFCOLLATERAL' />
- <value enum='5' description='EXCESSIVESUBSTITUTION' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='907' name='CollAsgnRefID' type='STRING' />
- <field number='908' name='CollRptID' type='STRING' />
- <field number='909' name='CollInquiryID' type='STRING' />
- <field number='910' name='CollStatus' type='INT'>
- <value enum='0' description='UNASSIGNED' />
- <value enum='1' description='PARTIALLYASSIGNED' />
- <value enum='2' description='ASSIGNMENTPROPOSED' />
- <value enum='3' description='ASSIGNEDACCEPTED' />
- <value enum='4' description='CHALLENGED' />
- </field>
- <field number='911' name='TotNumReports' type='INT' />
- <field number='912' name='LastRptRequested' type='BOOLEAN'>
- <value enum='N' description='NO' />
- <value enum='Y' description='YES' />
- </field>
-
-
- <field number='913' name='AgreementDesc' type='STRING' />
- <field number='914' name='AgreementID' type='STRING' />
- <field number='915' name='AgreementDate' type='LOCALMKTDATE' />
- <field number='916' name='StartDate' type='LOCALMKTDATE' />
- <field number='917' name='EndDate' type='LOCALMKTDATE' />
- <field number='918' name='AgreementCurrency' type='CURRENCY' />
- <field number='919' name='DeliveryType' type='INT'>
- <value enum='0' description='VERSUSPAYMENT' />
- <value enum='1' description='FREE' />
- <value enum='2' description='TRIPARTY' />
- <value enum='3' description='HOLDINCUSTODY' />
- </field>
- <field number='920' name='EndAccruedInterestAmt' type='AMT' />
- <field number='921' name='StartCash' type='AMT' />
- <field number='922' name='EndCash' type='AMT' />
- <field number='923' name='UserRequestID' type='STRING' />
- <field number='924' name='UserRequestType' type='INT'>
- <value enum='1' description='LOGONUSER' />
- <value enum='2' description='LOGOFFUSER' />
- <value enum='3' description='CHANGEPASSWORDFORUSER' />
- <value enum='4' description='REQUESTINDIVIDUALUSERSTATUS' />
- </field>
- <field number='925' name='NewPassword' type='STRING' />
- <field number='926' name='UserStatus' type='INT'>
- <value enum='1' description='LOGGEDIN' />
- <value enum='2' description='NOTLOGGEDIN' />
- <value enum='3' description='USERNOTRECOGNISED' />
- <value enum='4' description='PASSWORDINCORRECT' />
- <value enum='5' description='PASSWORDCHANGED' />
- <value enum='6' description='OTHER' />
- </field>
- <field number='927' name='UserStatusText' type='STRING' />
- <field number='928' name='StatusValue' type='INT'>
- <value enum='1' description='CONNECTED' />
- <value enum='2' description='NOTCONNECTEDDOWNEXPECTEDUP' />
- <value enum='3' description='NOTCONNECTEDDOWNEXPECTEDDOWN' />
- <value enum='4' description='INPROCESS' />
- </field>
- <field number='929' name='StatusText' type='STRING' />
- <field number='930' name='RefCompID' type='STRING' />
- <field number='931' name='RefSubID' type='STRING' />
- <field number='932' name='NetworkResponseID' type='STRING' />
- <field number='933' name='NetworkRequestID' type='STRING' />
- <field number='934' name='LastNetworkResponseID' type='STRING' />
- <field number='935' name='NetworkRequestType' type='INT'>
- <value enum='1' description='SNAPSHOT' />
- <value enum='2' description='SUBSCRIBE' />
- <value enum='4' description='STOPSUBSCRIBING' />
- <value enum='8' description='LEVELOFDETAIL' />
- </field>
- <field number='936' name='NoCompIDs' type='NUMINGROUP' />
- <field number='937' name='NetworkStatusResponseType' type='INT'>
- <value enum='1' description='FULL' />
- <value enum='2' description='INCREMENTALUPDATE' />
- </field>
- <field number='938' name='NoCollInquiryQualifier' type='NUMINGROUP' />
- <field number='939' name='TrdRptStatus' type='INT'>
- <value enum='0' description='ACCEPTED' />
- <value enum='1' description='REJECTED' />
- </field>
- <field number='940' name='AffirmStatus' type='INT'>
- <value enum='1' description='RECEIVED' />
- <value enum='2' description='CONFIRMREJECTED' />
- <value enum='3' description='AFFIRMED' />
- </field>
- <field number='941' name='UnderlyingStrikeCurrency' type='CURRENCY' />
- <field number='942' name='LegStrikeCurrency' type='CURRENCY' />
- <field number='943' name='TimeBracket' type='STRING' />
- <field number='944' name='CollAction' type='INT'>
- <value enum='0' description='RETAIN' />
- <value enum='1' description='ADD' />
- <value enum='2' description='REMOVE' />
- </field>
- <field number='945' name='CollInquiryStatus' type='INT'>
- <value enum='0' description='ACCEPTED' />
- <value enum='1' description='ACCEPTEDWITHWARNINGS' />
- <value enum='2' description='COMPLETED' />
- <value enum='3' description='COMPLETEDWITHWARNINGS' />
- <value enum='4' description='REJECTED' />
- </field>
- <field number='946' name='CollInquiryResult' type='INT'>
- <value enum='0' description='SUCCESSFUL' />
- <value enum='1' description='INVALIDORUNKNOWNINSTRUMENT' />
- <value enum='2' description='INVALIDORUNKNOWNCOLLATERALTYPE' />
- <value enum='3' description='INVALIDPARTIES' />
- <value enum='4' description='INVALIDTRANSPORTTYPEREQUESTED' />
- <value enum='5' description='INVALIDDESTINATIONREQUESTED' />
- <value enum='6' description='NOCOLLATERALFOUNDFORTHETRADESPECIFIED' />
- <value enum='7' description='NOCOLLATERALFOUNDFORTHEORDERSPECIFIED' />
- <value enum='8' description='COLLATERALINQUIRYTYPENOTSUPPORTED' />
- <value enum='9' description='UNAUTHORIZEDFORCOLLATERALINQUIRY' />
- <value enum='99' description='OTHER' />
- </field>
- <field number='947' name='StrikeCurrency' type='CURRENCY' />
- <field number='948' name='NoNested3PartyIDs' type='NUMINGROUP' />
- <field number='949' name='Nested3PartyID' type='STRING' />
- <field number='950' name='Nested3PartyIDSource' type='CHAR' />
- <field number='951' name='Nested3PartyRole' type='INT' />
- <field number='952' name='NoNested3PartySubIDs' type='NUMINGROUP' />
- <field number='953' name='Nested3PartySubID' type='STRING' />
- <field number='954' name='Nested3PartySubIDType' type='INT' />
- <field number='955' name='LegContractSettlMonth' type='MONTHYEAR' />
- <field number='956' name='LegInterestAccrualDate' type='LOCALMKTDATE' />
- <field number='1023' name='MDPriceLevel' type='INT' />
-
-
- <field number='1145' name='EventTime' type='UTCTIMESTAMP' />
- <field number='22000' name='NoUAccount' type='NUMINGROUP' />
- <field number='21001' name='MFType' type='CHAR' />
- <field number='21000' name='LifeStatus' type='STRING' />
- <field number='21002' name='ContractSno' type='STRING' />
- <field number='21003' name='Compactstatus' type='STRING' />
- <field number='21004' name='FundPassword' type='STRING' />
- <field number='6066' name='AccountPassword' type='STRING' />
- <field number='22004' name='PosbusinessType' type='INT' />
- <field number='22100' name='CashgroupProp' type='INT' />
- <field number='22101' name='RefbusiCode' type='STRING' />
- <field number='1079' name='MaturityTime' type='STRING' />
-
- <field number='22001' name='MinConfirmAmount' type='PRICE' />
- <field number='22002' name='MinConfirmBalance' type='PRICE' />
- <field number='22115' name='EnRefTerm' type='STRING' />
- <field number='22116' name='CbpconferId' type='STRING' />
- <field number='22110' name='PromiseType' type='STRING' />
- <field number='22111' name='CompactTerm' type='STRING' />
- <field number='22112' name='PostponeFlag' type='STRING' />
- <field number='22113' name='PostponeTimes' type='STRING' />
- <field number='22114' name='OriAllotNo' type='STRING' />
- <field number='22125' name='WithdrawFlag' type='STRING' />
- <field number='22107' name='RefTerm' type='STRING' />
- <field number='22109' name='RefpreapplyStatus' type='STRING' />
- <field number='22102' name='CsfcCompactId' type='STRING' />
- <field number='22108' name='RefType' type='STRING' />
- <field number='22119' name='RefStatus' type='STRING' />
- <field number='22121' name='PhysicalDays' type='STRING' />
- <field number='22120' name='DealFlag' type='STRING' />
- <field number='22105' name='SloStatus' type='STRING' />
- <field number='22123' name='PreendStatus' type='STRING' />
- <field number='22124' name='RefCompactType' type='STRING' />
-
- <field number='30001' name='SeatNo' type='STRING' />
- <field number='30002' name='StockAccountCrdt' type='STRING' />
- <field number='30003' name='SeatNoCrdt' type='STRING' />
- <field number='30004' name='MarketIndex' type='PRICE' />
-
- <field number='22126' name='SideStr' type='STRING' />
- <field number='22127' name='SymbolStr' type='STRING' />
- <field number='22128' name='OrderQtyStr' type='STRING' />
- <field number='22129' name='PriceStr' type='STRING' />
- <field number='22130' name='SecurityExchangeStr' type='STRING' />
- <field number='22145' name='CurrencyStr' type='STRING' />
- <field number='22146' name='SecurityTypeStr' type='STRING' />
- <field number='22131' name='AccountStr' type='STRING' />
- <field number='22132' name='EntrustNum' type='STRING' />
- <field number='22144' name='EntrustCount' type='STRING' />
- <field number='22137' name='EntrustNoStr' type='STRING' />
-
- <field number='22133' name='SuccessNum' type='INT' />
- <field number='22134' name='FailNum' type='INT' />
- <field number='22135' name='EntrustResult' type='INT' />
- <field number='22136' name='EntrustErrinfoStr' type='STRING' />
-
- <field number='22138' name='ReportNoStr' type='STRING' />
- <field number='22139' name='SeatNoStr' type='STRING' />
- <field number='22140' name='EntrustTimeStr' type='STRING' />
-
- <field number='22141' name='EntrustNoOldStr' type='STRING' />
- <field number='22143' name='EntrustStatusStr' type='STRING' />
-
-
-
- <field number="969" name="MinPriceIncrement" type="PRICE"/>
- <field number="5001" name="Offset" type="CHAR">
- <value enum="1" description="FUTU_OPEN_POSITION"/>
- <value enum="2" description="FUTU_CLOSE_POSITION"/>
- <value enum="4" description="FUTU_CLOSE_POSITION_PRESENT_DAY"/>
- </field>
- <field number="5002" name="AmountPerHand" type="Qty"/>
- <field number="5003" name="PriceUnit" type="CHAR">
- <value enum="1" description="BY_HAND"/>
- <value enum="2" description="BY_UNIT"/>
- </field>
- <field number="5004" name="OpenMinQty" type="Qty"/>
- <field number="5005" name="CloseMinQty" type="Qty"/>
- <field number="5006" name="HedgeFlag" type="CHAR">
- <value enum="0" description="SPECULATION"/>
- <value enum="1" description="HEDGE"/>
- </field>
- <field number="5007" name="ForceCloseFlag" type="CHAR">
- <value enum="0" description="NOT_FORCIBLY_CLOSE"/>
- <value enum="1" description="MARGIN_LESS"/>
- <value enum="2" description="CUSTOMER_POSITION_LIMIT_EXCEEDED"/>
- <value enum="3" description="MEMBER_POSITION_LIMIT_EXCEEDED"/>
- <value enum="4" description="HELD_POSITION_IS_NOT_INTEGER"/>
- <value enum="5" description="VIOLATION_OF_TRADING_RULES"/>
- <value enum="6" description="OTHER"/>
- </field>
- <field number="5008" name="TradSesCurrTime" type="UTCTIMESTAMP" />
- <field number="5009" name="ExchangeCurrTime" type="UTCTIMESTAMP" />
- <field number="5010" name="BusinessTime" type="STRING"/>
- <field number="5011" name="PosResponseID" type="STRING"/>>
- <field number="5012" name="TradingCode" type="STRING"/>
- <field number="5014" name="TotNoRelatedPos" type="INT"/>
- <field number="5015" name="NoRelatedPos" type="INT"/>
- <field number="5016" name="LastestPrice" type="Qty"/>
- <field number="5017" name="TdPositons" type="Qty"/>
- <field number="5018" name="HisPositions" type="Qty"/>
- <field number="5019" name="TotCanUsedPositons" type="Qty"/>
- <field number="5020" name="TotalPositions" type="Qty"/>
- <field number="5021" name="OpenPositionAvgPx" type="Qty"/>
- <field number="5022" name="PositionMargin" type="Qty"/>
- <field number="5023" name="HoldProfit" type="Qty"/>
- <field number="5024" name="FloatingProfit" type="Qty"/>
- <field number="5025" name="FundsReqID" type="STRING"/>
- <field number="5026" name="FundsReqResult" type="CHAR">
- <value enum="0" description="OK"/>
- <value enum="1" description="FAIL"/>
- <value enum="2" description="EMPTY"/>
- </field>
- <field number="5027" name="NoRelatedFunds" type="INT"/>
- <field number="5028" name="CurrentBalance" type="Qty"/>
- <field number="5029" name="PreCurrentBalance" type="Qty"/>
- <field number="5030" name="EnableBalance" type="Qty"/>
- <field number="5031" name="FetchBalance" type="Qty"/>
- <field number="5032" name="FrozenBalance" type="Qty"/>
- <field number="5033" name="RealHoldBalanceA" type="Qty"/>
- <field number="5034" name="HoldProfitFloat" type="Qty"/>
- <field number="5035" name="PreRightsBalance" type="Qty"/>
- <field number="5036" name="RightsBalance" type="Qty"/>
- <field number="5037" name="InterestBalance" type="Qty"/>
- <field number="5039" name="RightsBalanceFloat" type="Qty"/>
- <field number="5040" name="RealDrop" type="Qty"/>
- <field number="5041" name="RealDropFloat" type="Qty"/>
- <field number="5042" name="FrozenFare" type="Qty"/>
- <field number="5043" name="HoldBalance" type="Qty"/>
- <field number="5044" name="PreHoldBalance" type="Qty"/>
- <field number="5045" name="RealDropBalanceA" type="Qty"/>
- <field number="5046" name="RealDropBalanceB" type="Qty"/>
- <field number="5047" name="RealHoldBalanceB" type="Qty"/>
- <field number="5048" name="FrozenOpenFare" type="Qty"/>
- <field number="5049" name="FrozenDropFareA" type="Qty"/>
- <field number="5050" name="FrozenDropFareB" type="Qty"/>
- <field number="5051" name="BailBalance" type="Qty"/>
- <field number="5052" name="ExchBailBalance" type="Qty"/>
- <field number="5053" name="FutuImpawnBalance" type="Qty"/>
- <field number="5054" name="ClientRisk" type="Qty"/>
- <field number="5055" name="ExchRisk" type="Qty"/>
- <field number="5056" name="NewHoldBalance" type="Qty"/>
- <field number="5057" name="OldHoldBalance" type="Qty"/>
- <field number="5058" name="UnFrozenBalance" type="Qty"/>
- <field number="5059" name="ExchEnableBalance" type="Qty"/>
- <field number="5060" name="EntrustReqID" type="STRING"/>
- <field number="5061" name="BusinessType" type="CHAR">
- <value enum="0" description="Entrust"/>
- <value enum="1" description="Query"/>
- <value enum="2" description="Cancellation"/>
- <value enum="3" description="make up a single"/>
- <value enum="4" description="Filled"/>
- <value enum="5" description="Waste a single"/>
- <value enum="6" description="chedanbudan"/>
- </field>
- <field number="5062" name="EntrustResponseID" type="STRING"/>
- <field number="5063" name="EntrustReqResult" type="INT">
- <value enum="0" description="Valid request"/>
- <value enum="1" description="Invalid or unsupported request"/>
- <value enum="2" description="No instruments found that match selection criteria"/>
- <value enum="4" description="Request not supported"/>
- <value enum="99" description="other"/>
- </field>
- <field number="5064" name="CustomerName" type="STRING"/>
- <field number="5065" name="SecondCode" type="STRING"/>
- <field number="5066" name="FurealReqType" type="CHAR">
- <value enum="0" description="Detail"/>
- <value enum="1" description="Group by OrderID,SecurityExchange,TradingCode,Symbol,OffSet,Side,BusinessType,ForceCloseFlag"/>
- <value enum="2" description="Group by OrderID,SecurityExchange,TradingCode,Symbol,OffSet,Side,BusinessType,LastPx"/>
- <value enum="3" description="Group by SecurityExchange,TradingCode,Symbol,OffSet,Side,BusinessType"/>
- </field>
- <field number="5067" name="SerialNo" type="INT"/>
- <field number="5068" name="CancelQty" type="Qty"/>
- <field number="5069" name="TradeTime" type="STRING"/>
- <field number="5070" name="OrdReportTime" type="STRING"/>
- <field number="5071" name="ConfirmNo" type="STRING"/>
- <field number="5072" name="ArbitrageCode" type="STRING"/>
- <field number="5073" name="ErrorMessage" type="STRING"/>
- <field number="5074" name="BusinessBalance" type="Qty"/>
- <field number="5075" name="ProfitPoint" type="INT"/>
- <field number="5076" name="FundsResponseID" type="STRING"/>
- <field number="5077" name="WeaveType" type="CHAR"/>
- <field number="5078" name="FurealReqID" type="STRING"/>
- <field number="5079" name="VolumeInForce" type="CHAR">
- <value enum="0" description="No Volume"/>
- <value enum="1" description="FillOrKill"/>
- <value enum="2" description="ImmediateOrCancel"/>
- <value enum="3" description="Any Volume"/>
- <value enum="4" description="Maximum Volume"/>
- </field>
- <field number="5080" name="FutuReportNo" type="STRING"/>
- <field number="5081" name="FurealResponseID" type="STRING"/>
- <field number="5082" name="FurealReqResult" type="INT">
- <value enum="0" description="Valid request"/>
- <value enum="1" description="Invalid or unsupported request"/>
- <value enum="2" description="No instruments found that match selection criteria"/>
- <value enum="4" description="Request not supported"/>
- <value enum="99" description="other"/>
- </field>
- <field number="5083" name="ReportUnit" type="CHAR">
- <value enum="1" description="By hand"/>
- <value enum="2" description="By UNIT"/>
- </field>
- <field number="5087" name="MaxAmountOfMarket" type="Qty"/>
- <field number="5088" name="MaxAmountOfLimited" type="Qty"/>
- <field number="5089" name="OpenBailRatio" type="Qty"/>
- <field number="5090" name="OpenBailBalance" type="Qty"/>
- <field number="5091" name="DropBailRatio" type="Qty"/>
- <field number="5092" name="DropBailBalance" type="Qty"/>
- <field number="5093" name="DeliverBailRatio" type="Qty"/>
- <field number="5094" name="DeliverBailBalance" type="Qty"/>
- <field number="5095" name="DropcuBailRatio" type="Qty"/>
- <field number="5096" name="DropcuBailBalance" type="Qty"/>
- <field number="5097" name="BankReqID" type="STRING"/>
- <field number="5098" name="BankReqResult" type="INT">
- <value enum="0" description="Valid request"/>
- <value enum="1" description="Invalid or unsupported request"/>
- <value enum="2" description="No instruments found that match selection criteria"/>
- <value enum="4" description="Request not supported"/>
- <value enum="99" description="other"/>
- </field>
- <field number="5099" name="NoRelatedBank" type="NumInGroup"/>
- <field number="5100" name="BankID" type="STRING"/>
- <field number="5101" name="BankName" type="STRING"/>
- <field number="5102" name="BankAccount" type="STRING"/>
- <field number="5103" name="TransReqID" type="STRING"/>
- <field number="5104" name="NoRelatedPwd" type="NumInGroup"/>
- <field number="5105" name="PwdType" type="CHAR">
- <value enum="1" description="Trans password"/>
- <value enum="2" description="Funds password"/>
- <value enum="3" description="Bank password"/>
- </field>
- <field number="5106" name="TransType" type="STRING">
- <value enum="01" description="B2F"/>
- <value enum="02" description="F2B"/>
- <value enum="03" description="F-Balance"/>
- <value enum="04" description="B-Balance"/>
- <value enum="05" description="Reverse B2F"/>
- <value enum="06" description="Reverse F2B"/>
- <value enum="09" description="Check Funds"/>
- <value enum="13" description="Open Account"/>
- <value enum="14" description="Cancel Account"/>
- </field>
- <field number="5107" name="OccurTotal" type="Qty"/>
- <field number="5108" name="SourceSide" type="CHAR">
- <value enum="0" description="Futures"/>
- <value enum="1" description="Bank"/>
- <value enum="2" description="Each other"/>
- </field>
- <field number="5109" name="TransStatus" type="CHAR">
- <value enum="0" description="Accept bidding"/>
- <value enum="1" description="New"/>
- <value enum="2" description="Success"/>
- <value enum="3" description="Reject"/>
- <value enum="4" description="Pending Cancel"/>
- <value enum="5" description="Canceled"/>
- <value enum="7" description="Pending Reverse"/>
- <value enum="8" description="Reversed"/>
- <value enum="P" description="Pending New"/>
- </field>
- <field number="5110" name="BankAccStatus" type="CHAR">
- <value enum="0" description="Normal"/>
- <value enum="1" description="Freeze"/>
- <value enum="2" description="Report the loss"/>
- <value enum="3" description="Canceled"/>
- </field>
-
- </fields>
- </fix>
|