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authorMichael Mann <mmann78@netscape.net>2013-01-05 04:06:31 +0000
committerMichael Mann <mmann78@netscape.net>2013-01-05 04:06:31 +0000
commitbf8fce3a008e5fc3e9509ea91573919079d097a1 (patch)
tree1a5b40bd4df5ab290b63885b5da8e1343f826da6
parentb99199fcf8201f03d91fe754e8b6a3880f3abf3d (diff)
downloadwireshark-bf8fce3a008e5fc3e9509ea91573919079d097a1.tar.gz
Upgrade to FIX 5.0 fields
Bug 7853 (https://bugs.wireshark.org/bugzilla/show_bug.cgi?id=7853) FIX.xml is now based on FIX50SP2.xml with some fill in from 4x xml files (as determined by diff between "old" and "new" packet-fix.h) Included all FIX 5.0 field files from http://sourceforge.net/projects/quickfix/files/ svn path=/trunk/; revision=46944
Diffstat
-rw-r--r--epan/dissectors/packet-fix.c2
-rw-r--r--epan/dissectors/packet-fix.h13278
-rw-r--r--fix/FIX.xml17253
-rw-r--r--fix/FIX50.xml8272
-rw-r--r--fix/FIX50SP1.xml9629
-rw-r--r--fix/FIX50SP2.xml10541
-rw-r--r--fix/README3
7 files changed, 48632 insertions, 10346 deletions
diff --git a/epan/dissectors/packet-fix.c b/epan/dissectors/packet-fix.c
index 98600f5f37..79f5c88e4a 100644
--- a/epan/dissectors/packet-fix.c
+++ b/epan/dissectors/packet-fix.c
@@ -23,7 +23,7 @@
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
*
* Documentation: http://www.fixprotocol.org/
- * Fields and messages from http://www.quickfixengine.org/ xml
+ * Fields and messages from http://www.quickfixengine.org/ and http://sourceforge.net/projects/quickfix/files/ xml
*
*/
diff --git a/epan/dissectors/packet-fix.h b/epan/dissectors/packet-fix.h
index c290777257..05253c5256 100644
--- a/epan/dissectors/packet-fix.h
+++ b/epan/dissectors/packet-fix.h
@@ -12,131 +12,158 @@ typedef struct _fix_field {
const void *table;
} fix_field;
- static const string_string messages_val[] = {
- { "0", "Heartbeat" },
- { "A", "Logon" },
- { "1", "TestRequest" },
- { "2", "ResendRequest" },
- { "3", "Reject" },
- { "4", "SequenceReset" },
- { "5", "Logout" },
- { "j", "BusinessMessageReject" },
- { "BE", "UserRequest" },
- { "BF", "UserResponse" },
- { "7", "Advertisement" },
- { "6", "IndicationOfInterest" },
- { "B", "News" },
- { "C", "Email" },
- { "R", "QuoteRequest" },
- { "AJ", "QuoteResponse" },
- { "AG", "QuoteRequestReject" },
- { "AH", "RFQRequest" },
- { "S", "Quote" },
- { "Z", "QuoteCancel" },
- { "a", "QuoteStatusRequest" },
- { "AI", "QuoteStatusReport" },
- { "i", "MassQuote" },
- { "b", "MassQuoteAcknowledgement" },
- { "V", "MarketDataRequest" },
- { "W", "MarketDataSnapshotFullRefresh" },
- { "X", "MarketDataIncrementalRefresh" },
- { "Y", "MarketDataRequestReject" },
- { "c", "SecurityDefinitionRequest" },
- { "d", "SecurityDefinition" },
- { "v", "SecurityTypeRequest" },
- { "w", "SecurityTypes" },
- { "x", "SecurityListRequest" },
- { "y", "SecurityList" },
- { "z", "DerivativeSecurityListRequest" },
- { "AA", "DerivativeSecurityList" },
- { "e", "SecurityStatusRequest" },
- { "f", "SecurityStatus" },
- { "g", "TradingSessionStatusRequest" },
- { "h", "TradingSessionStatus" },
- { "D", "NewOrderSingle" },
- { "8", "ExecutionReport" },
- { "Q", "DontKnowTrade" },
- { "G", "OrderCancelReplaceRequest" },
- { "F", "OrderCancelRequest" },
- { "9", "OrderCancelReject" },
- { "H", "OrderStatusRequest" },
- { "q", "OrderMassCancelRequest" },
- { "r", "OrderMassCancelReport" },
- { "AF", "OrderMassStatusRequest" },
- { "s", "NewOrderCross" },
- { "t", "CrossOrderCancelReplaceRequest" },
- { "u", "CrossOrderCancelRequest" },
- { "AB", "NewOrderMultileg" },
- { "AC", "MultilegOrderCancelReplaceRequest" },
- { "k", "BidRequest" },
- { "l", "BidResponse" },
- { "E", "NewOrderList" },
- { "m", "ListStrikePrice" },
- { "N", "ListStatus" },
- { "L", "ListExecute" },
- { "K", "ListCancelRequest" },
- { "M", "ListStatusRequest" },
- { "J", "AllocationInstruction" },
- { "P", "AllocationInstructionAck" },
- { "AS", "AllocationReport" },
- { "AT", "AllocationReportAck" },
- { "AK", "Confirmation" },
- { "AU", "ConfirmationAck" },
- { "BH", "ConfirmationRequest" },
- { "T", "SettlementInstructions" },
- { "AV", "SettlementInstructionRequest" },
- { "AD", "TradeCaptureReportRequest" },
- { "AQ", "TradeCaptureReportRequestAck" },
- { "AE", "TradeCaptureReport" },
- { "AR", "TradeCaptureReportAck" },
- { "o", "RegistrationInstructions" },
- { "p", "RegistrationInstructionsResponse" },
- { "AL", "PositionMaintenanceRequest" },
- { "AM", "PositionMaintenanceReport" },
- { "AN", "RequestForPositions" },
- { "AO", "RequestForPositionsAck" },
- { "AP", "PositionReport" },
- { "AW", "AssignmentReport" },
- { "AX", "CollateralRequest" },
- { "AY", "CollateralAssignment" },
- { "AZ", "CollateralResponse" },
- { "BA", "CollateralReport" },
- { "BB", "CollateralInquiry" },
- { "BC", "NetworkStatusRequest" },
- { "BD", "NetworkStatusRequest" },
- { "BG", "CollateralInquiryAck" },
+
+ static const string_string messages_val[] = {
+ { "0", "Heartbeat" },
+ { "1", "TestRequest" },
+ { "2", "ResendRequest" },
+ { "3", "Reject" },
+ { "4", "SequenceReset" },
+ { "5", "Logout" },
+ { "6", "IOI" },
+ { "7", "Advertisement" },
+ { "8", "ExecutionReport" },
+ { "9", "OrderCancelReject" },
+ { "A", "Logon" },
+ { "B", "News" },
+ { "C", "Email" },
+ { "D", "NewOrderSingle" },
+ { "E", "NewOrderList" },
+ { "F", "OrderCancelRequest" },
+ { "G", "OrderCancelReplaceRequest" },
+ { "H", "OrderStatusRequest" },
+ { "J", "AllocationInstruction" },
+ { "K", "ListCancelRequest" },
+ { "L", "ListExecute" },
+ { "M", "ListStatusRequest" },
+ { "N", "ListStatus" },
+ { "P", "AllocationInstructionAck" },
+ { "Q", "DontKnowTrade" },
+ { "R", "QuoteRequest" },
+ { "S", "Quote" },
+ { "T", "SettlementInstructions" },
+ { "V", "MarketDataRequest" },
+ { "W", "MarketDataSnapshotFullRefresh" },
+ { "X", "MarketDataIncrementalRefresh" },
+ { "Y", "MarketDataRequestReject" },
+ { "Z", "QuoteCancel" },
+ { "a", "QuoteStatusRequest" },
+ { "b", "MassQuoteAcknowledgement" },
+ { "c", "SecurityDefinitionRequest" },
+ { "d", "SecurityDefinition" },
+ { "e", "SecurityStatusRequest" },
+ { "f", "SecurityStatus" },
+ { "g", "TradingSessionStatusRequest" },
+ { "h", "TradingSessionStatus" },
+ { "i", "MassQuote" },
+ { "j", "BusinessMessageReject" },
+ { "k", "BidRequest" },
+ { "l", "BidResponse" },
+ { "m", "ListStrikePrice" },
+ { "o", "RegistrationInstructions" },
+ { "p", "RegistrationInstructionsResponse" },
+ { "q", "OrderMassCancelRequest" },
+ { "r", "OrderMassCancelReport" },
+ { "s", "NewOrderCross" },
+ { "t", "CrossOrderCancelReplaceRequest" },
+ { "u", "CrossOrderCancelRequest" },
+ { "v", "SecurityTypeRequest" },
+ { "w", "SecurityTypes" },
+ { "x", "SecurityListRequest" },
+ { "y", "SecurityList" },
+ { "z", "DerivativeSecurityListRequest" },
+ { "AA", "DerivativeSecurityList" },
+ { "AB", "NewOrderMultileg" },
+ { "AC", "MultilegOrderCancelReplace" },
+ { "AD", "TradeCaptureReportRequest" },
+ { "AE", "TradeCaptureReport" },
+ { "AF", "OrderMassStatusRequest" },
+ { "AG", "QuoteRequestReject" },
+ { "AH", "RFQRequest" },
+ { "AI", "QuoteStatusReport" },
+ { "AJ", "QuoteResponse" },
+ { "AK", "Confirmation" },
+ { "AL", "PositionMaintenanceRequest" },
+ { "AM", "PositionMaintenanceReport" },
+ { "AN", "RequestForPositions" },
+ { "AO", "RequestForPositionsAck" },
+ { "AP", "PositionReport" },
+ { "AQ", "TradeCaptureReportRequestAck" },
+ { "AR", "TradeCaptureReportAck" },
+ { "AS", "AllocationReport" },
+ { "AT", "AllocationReportAck" },
+ { "AU", "ConfirmationAck" },
+ { "AV", "SettlementInstructionRequest" },
+ { "AW", "AssignmentReport" },
+ { "AX", "CollateralRequest" },
+ { "AY", "CollateralAssignment" },
+ { "AZ", "CollateralResponse" },
+ { "BA", "CollateralReport" },
+ { "BB", "CollateralInquiry" },
+ { "BC", "NetworkCounterpartySystemStatusRequest" },
+ { "BD", "NetworkCounterpartySystemStatusResponse" },
+ { "BE", "UserRequest" },
+ { "BF", "UserResponse" },
+ { "BG", "CollateralInquiryAck" },
+ { "BH", "ConfirmationRequest" },
+ { "BO", "ContraryIntentionReport" },
+ { "BP", "SecurityDefinitionUpdateReport" },
+ { "BK", "SecurityListUpdateReport" },
+ { "BL", "AdjustedPositionReport" },
+ { "BM", "AllocationInstructionAlert" },
+ { "BN", "ExecutionAcknowledgement" },
+ { "BJ", "TradingSessionList" },
+ { "BI", "TradingSessionListRequest" },
+ { "BQ", "SettlementObligationReport" },
+ { "BR", "DerivativeSecurityListUpdateReport" },
+ { "BS", "TradingSessionListUpdateReport" },
+ { "BT", "MarketDefinitionRequest" },
+ { "BU", "MarketDefinition" },
+ { "BV", "MarketDefinitionUpdateReport" },
+ { "BW", "ApplicationMessageRequest" },
+ { "BX", "ApplicationMessageRequestAck" },
+ { "BY", "ApplicationMessageReport" },
+ { "BZ", "OrderMassActionReport" },
+ { "CA", "OrderMassActionRequest" },
+ { "CB", "UserNotification" },
+ { "CC", "StreamAssignmentRequest" },
+ { "CD", "StreamAssignmentReport" },
+ { "CE", "StreamAssignmentReportACK" },
+ { "CF", "PartyDetailsListRequest" },
+ { "CG", "PartyDetailsListReport" },
{ "", NULL }
};
- static const value_string AdvSide_val[] = {
+ static const value_string AdvSide_val[] = {
{ 'B', "BUY" },
{ 'S', "SELL" },
- { 'X', "CROSS" },
{ 'T', "TRADE" },
+ { 'X', "CROSS" },
{ 0, NULL }
};
- static const string_string AdvTransType_val[] = {
- { "N", "NEW" },
+ static const string_string AdvTransType_val[] = {
{ "C", "CANCEL" },
+ { "N", "NEW" },
{ "R", "REPLACE" },
{ 0, NULL }
};
- static const value_string CommType_val[] = {
+ static const value_string CommType_val[] = {
{ '1', "PER UNIT" },
- { '2', "PERCENTAGE" },
+ { '2', "PERCENT" },
{ '3', "ABSOLUTE" },
{ '4', "PERCENTAGE WAIVED CASH DISCOUNT" },
{ '5', "PERCENTAGE WAIVED ENHANCED UNITS" },
- { '6', "POINTS PER BOND OR OR CONTRACT" },
+ { '6', "POINTS PER BOND OR CONTRACT" },
{ 0, NULL }
};
- static const value_string ExecInst_val[] = {
+ static const value_string ExecInst_val[] = {
+ { '0', "STAY ON OFFER SIDE" },
{ '1', "NOT HELD" },
{ '2', "WORK" },
{ '3', "GO ALONG" },
@@ -145,8 +172,7 @@ typedef struct _fix_field {
{ '6', "PARTICIPATE DONT INITIATE" },
{ '7', "STRICT SCALE" },
{ '8', "TRY TO SCALE" },
- { '9', "STAY ON BIDSIDE" },
- { '0', "STAY ON OFFERSIDE" },
+ { '9', "STAY ON BID SIDE" },
{ 'A', "NO CROSS" },
{ 'B', "OK TO CROSS" },
{ 'C', "CALL FIRST" },
@@ -159,7 +185,7 @@ typedef struct _fix_field {
{ 'J', "REINSTATE ON TRADING HALT" },
{ 'K', "CANCEL ON TRADING HALT" },
{ 'L', "LAST PEG" },
- { 'M', "MID PRICE" },
+ { 'M', "MID PRICE PEG" },
{ 'N', "NON NEGOTIABLE" },
{ 'O', "OPENING PEG" },
{ 'P', "MARKET PEG" },
@@ -178,11 +204,26 @@ typedef struct _fix_field {
{ 'c', "IGNORE PRICE VALIDITY CHECKS" },
{ 'd', "PEG TO LIMIT PRICE" },
{ 'e', "WORK TO TARGET STRATEGY" },
- { 0, NULL }
- };
-
-
- static const value_string ExecTransType_val[] = {
+ { 'f', "INTERMARKET SWEEP" },
+ { 'j', "SINGLE EXECUTION REQUESTED FOR BLOCK TRADE" },
+ { 'g', "EXTERNAL ROUTING ALLOWED" },
+ { 'h', "EXTERNAL ROUTING NOT ALLOWED" },
+ { 'i', "IMBALANCE ONLY" },
+ { 'k', "BEST EXECUTION" },
+ { 'l', "SUSPEND ON SYSTEM FAILURE" },
+ { 'm', "SUSPEND ON TRADING HALT" },
+ { 'n', "REINSTATE ON CONNECTION LOSS" },
+ { 'o', "CANCEL ON CONNECTION LOSS" },
+ { 'p', "SUSPEND ON CONNECTION LOSS" },
+ { 'q', "RELEASE FROM SUSPENSION" },
+ { 'r', "EXECUTE AS DELTA NEUTRAL USING VOLATILITY PROVIDED" },
+ { 's', "EXECUTE AS DURATION NEUTRAL" },
+ { 't', "EXECUTE AS FX NEUTRAL" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ExecTransType_val[] = {
{ '0', "NEW" },
{ '1', "CANCEL" },
{ '2', "CORRECT" },
@@ -191,15 +232,15 @@ typedef struct _fix_field {
};
- static const value_string HandlInst_val[] = {
- { '1', "AUTOMATED EXECUTION ORDER PRIVATE" },
- { '2', "AUTOMATED EXECUTION ORDER PUBLIC" },
- { '3', "MANUAL ORDER" },
+ static const value_string HandlInst_val[] = {
+ { '1', "AUTOMATED EXECUTION ORDER PRIVATE NO BROKER INTERVENTION" },
+ { '2', "AUTOMATED EXECUTION ORDER PUBLIC BROKER INTERVENTION OK" },
+ { '3', "MANUAL ORDER BEST EXECUTION" },
{ 0, NULL }
};
- static const string_string SecurityIDSource_val[] = {
+ static const string_string SecurityIDSource_val[] = {
{ "1", "CUSIP" },
{ "2", "SEDOL" },
{ "3", "QUIK" },
@@ -216,30 +257,43 @@ typedef struct _fix_field {
{ "E", "SICOVAM" },
{ "F", "BELGIAN" },
{ "G", "COMMON" },
- { "H", "CLEARING HOUSE CLEARING ORGANIZATION" },
+ { "H", "CLEARING HOUSE" },
{ "I", "ISDA FPML PRODUCT SPECIFICATION" },
- { "J", "OPTIONS PRICE REPORTING AUTHORITY" },
+ { "J", "OPTION PRICE REPORTING AUTHORITY" },
+ { "L", "LETTER OF CREDIT" },
+ { "K", "ISDA FPML PRODUCT URL" },
+ { "M", "MARKETPLACE ASSIGNED IDENTIFIER" },
{ 0, NULL }
};
- static const value_string IOIQltyInd_val[] = {
+ static const value_string IOIQltyInd_val[] = {
+ { 'H', "HIGH" },
{ 'L', "LOW" },
{ 'M', "MEDIUM" },
- { 'H', "HIGH" },
{ 0, NULL }
};
- static const value_string IOITransType_val[] = {
- { 'N', "NEW" },
+ static const string_string IOIQty_val[] = {
+ { "0", "1000000000" },
+ { "S", "SMALL" },
+ { "M", "MEDIUM" },
+ { "L", "LARGE" },
+ { "U", "UNDISCLOSED QUANTITY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string IOITransType_val[] = {
{ 'C', "CANCEL" },
+ { 'N', "NEW" },
{ 'R', "REPLACE" },
{ 0, NULL }
};
- static const value_string LastCapacity_val[] = {
+ static const value_string LastCapacity_val[] = {
{ '1', "AGENT" },
{ '2', "CROSS AS AGENT" },
{ '3', "CROSS AS PRINCIPAL" },
@@ -248,7 +302,7 @@ typedef struct _fix_field {
};
- static const string_string MsgType_val[] = {
+ static const string_string MsgType_val[] = {
{ "0", "HEARTBEAT" },
{ "1", "TEST REQUEST" },
{ "2", "RESEND REQUEST" },
@@ -260,8 +314,67 @@ typedef struct _fix_field {
{ "8", "EXECUTION REPORT" },
{ "9", "ORDER CANCEL REJECT" },
{ "A", "LOGON" },
+ { "AA", "DERIVATIVE SECURITY LIST" },
+ { "AB", "NEW ORDER MULTILEG" },
+ { "AC", "MULTILEG ORDER CANCEL REPLACE" },
+ { "AD", "TRADE CAPTURE REPORT REQUEST" },
+ { "AE", "TRADE CAPTURE REPORT" },
+ { "AF", "ORDER MASS STATUS REQUEST" },
+ { "AG", "QUOTE REQUEST REJECT" },
+ { "AH", "RFQ REQUEST" },
+ { "AI", "QUOTE STATUS REPORT" },
+ { "AJ", "QUOTE RESPONSE" },
+ { "AK", "CONFIRMATION" },
+ { "AL", "POSITION MAINTENANCE REQUEST" },
+ { "AM", "POSITION MAINTENANCE REPORT" },
+ { "AN", "REQUEST FOR POSITIONS" },
+ { "AO", "REQUEST FOR POSITIONS ACK" },
+ { "AP", "POSITION REPORT" },
+ { "AQ", "TRADE CAPTURE REPORT REQUEST ACK" },
+ { "AR", "TRADE CAPTURE REPORT ACK" },
+ { "AS", "ALLOCATION REPORT" },
+ { "AT", "ALLOCATION REPORT ACK" },
+ { "AU", "CONFIRMATION ACK" },
+ { "AV", "SETTLEMENT INSTRUCTION REQUEST" },
+ { "AW", "ASSIGNMENT REPORT" },
+ { "AX", "COLLATERAL REQUEST" },
+ { "AY", "COLLATERAL ASSIGNMENT" },
+ { "AZ", "COLLATERAL RESPONSE" },
{ "B", "NEWS" },
+ { "BA", "COLLATERAL REPORT" },
+ { "BB", "COLLATERAL INQUIRY" },
+ { "BC", "NETWORK STATUS REQUEST" },
+ { "BD", "NETWORK STATUS RESPONSE" },
+ { "BE", "USER REQUEST" },
+ { "BF", "USER RESPONSE" },
+ { "BG", "COLLATERAL INQUIRY ACK" },
+ { "BH", "CONFIRMATION REQUEST" },
+ { "BI", "TRADING SESSION LIST REQUEST" },
+ { "BJ", "TRADING SESSION LIST" },
+ { "BK", "SECURITY LIST UPDATE REPORT" },
+ { "BL", "ADJUSTED POSITION REPORT" },
+ { "BM", "ALLOCATION INSTRUCTION ALERT" },
+ { "BN", "EXECUTION ACKNOWLEDGEMENT" },
+ { "BO", "CONTRARY INTENTION REPORT" },
+ { "BP", "SECURITY DEFINITION UPDATE REPORT" },
+ { "BQ", "SETTLEMENT OBLIGATION REPORT" },
+ { "BR", "DERIVATIVE SECURITY LIST UPDATE REPORT" },
+ { "BS", "TRADING SESSION LIST UPDATE REPORT" },
+ { "BT", "MARKET DEFINITION REQUEST" },
+ { "BU", "MARKET DEFINITION" },
+ { "BV", "MARKET DEFINITION UPDATE REPORT" },
+ { "BW", "APPLICATION MESSAGE REQUEST" },
+ { "BX", "APPLICATION MESSAGE REQUEST ACK" },
+ { "BY", "APPLICATION MESSAGE REPORT" },
+ { "BZ", "ORDER MASS ACTION REPORT" },
{ "C", "EMAIL" },
+ { "CA", "ORDER MASS ACTION REQUEST" },
+ { "CB", "USER NOTIFICATION" },
+ { "CC", "STREAM ASSIGNMENT REQUEST" },
+ { "CD", "STREAM ASSIGNMENT REPORT" },
+ { "CE", "STREAM ASSIGNMENT REPORT ACK" },
+ { "CF", "PARTY DETAILS LIST REQUEST" },
+ { "CG", "PARTY DETAILS LIST REPORT" },
{ "D", "ORDER SINGLE" },
{ "E", "ORDER LIST" },
{ "F", "ORDER CANCEL REQUEST" },
@@ -308,45 +421,11 @@ typedef struct _fix_field {
{ "x", "SECURITY LIST REQUEST" },
{ "y", "SECURITY LIST" },
{ "z", "DERIVATIVE SECURITY LIST REQUEST" },
- { "AA", "DERIVATIVE SECURITY LIST" },
- { "AB", "NEW ORDER MULTILEG" },
- { "AC", "MULTILEG ORDER CANCEL REPLACE" },
- { "AD", "TRADE CAPTURE REPORT REQUEST" },
- { "AE", "TRADE CAPTURE REPORT" },
- { "AF", "ORDER MASS STATUS REQUEST" },
- { "AG", "QUOTE REQUEST REJECT" },
- { "AH", "RFQ REQUEST" },
- { "AI", "QUOTE STATUS REPORT" },
- { "AJ", "QUOTE RESPONSE" },
- { "AK", "CONFIRMATION" },
- { "AL", "POSITION MAINTENANCE REQUEST" },
- { "AM", "POSITION MAINTENANCE REPORT" },
- { "AN", "REQUEST FOR POSITIONS" },
- { "AO", "REQUEST FOR POSITIONS ACK" },
- { "AP", "POSITION REPORT" },
- { "AQ", "TRADE CAPTURE REPORT REQUEST ACK" },
- { "AR", "TRADE CAPTURE REPORT ACK" },
- { "AS", "ALLOCATION REPORT" },
- { "AT", "ALLOCATION REPORT ACK" },
- { "AU", "CONFIRMATION ACK" },
- { "AV", "SETTLEMENT INSTRUCTION REQUEST" },
- { "AW", "ASSIGNMENT REPORT" },
- { "AX", "COLLATERAL REQUEST" },
- { "AY", "COLLATERAL ASSIGNMENT" },
- { "AZ", "COLLATERAL RESPONSE" },
- { "BA", "COLLATERAL REPORT" },
- { "BB", "COLLATERAL INQUIRY" },
- { "BC", "NETWORK STATUS REQUEST" },
- { "BD", "NETWORK STATUS RESPONSE" },
- { "BE", "USER REQUEST" },
- { "BF", "USER RESPONSE" },
- { "BG", "COLLATERAL INQUIRY ACK" },
- { "BH", "CONFIRMATION REQUEST" },
{ 0, NULL }
};
- static const value_string OrdStatus_val[] = {
+ static const value_string OrdStatus_val[] = {
{ '0', "NEW" },
{ '1', "PARTIALLY FILLED" },
{ '2', "FILLED" },
@@ -366,7 +445,7 @@ typedef struct _fix_field {
};
- static const value_string OrdType_val[] = {
+ static const value_string OrdType_val[] = {
{ '1', "MARKET" },
{ '2', "LIMIT" },
{ '3', "STOP" },
@@ -386,43 +465,51 @@ typedef struct _fix_field {
{ 'H', "FOREX PREVIOUSLY QUOTED" },
{ 'I', "FUNARI" },
{ 'J', "MARKET IF TOUCHED" },
- { 'K', "MARKET WITH LEFTOVER AS LIMIT" },
+ { 'K', "MARKET WITH LEFT OVER AS LIMIT" },
{ 'L', "PREVIOUS FUND VALUATION POINT" },
{ 'M', "NEXT FUND VALUATION POINT" },
{ 'P', "PEGGED" },
+ { 'Q', "COUNTER ORDER SELECTION" },
{ 0, NULL }
};
- static const value_string Rule80A_val[] = {
+ static const value_string PossDupFlag_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string Rule80A_val[] = {
{ 'A', "AGENCY SINGLE ORDER" },
- { 'B', "SHORT EXEMPT TRANSACTION REFER TO A TYPE" },
- { 'C', "PROGRAM ORDER NON INDEX ARB FOR MEMBER FIRM" },
- { 'D', "PROGRAM ORDER INDEX ARB FOR MEMBER FIRM" },
+ { 'B', "SHORT EXEMPT TRANSACTION B" },
+ { 'C', "PROPRIETARY NON ALGORITHMIC PROGRAM TRADE" },
+ { 'D', "PROGRAM ORDER INDEX ARB FOR MEMBER FIRM ORG" },
{ 'E', "SHORT EXEMPT TRANSACTION FOR PRINCIPAL" },
- { 'F', "SHORT EXEMPT TRANSACTION REFER TO W TYPE" },
- { 'H', "SHORT EXEMPT TRANSACTION REFER TO I TYPE" },
- { 'I', "INDIVIDUAL INVESTOR" },
- { 'J', "PROGRAM ORDER INDEX ARB FOR INDIVIDUAL CUSTOMER" },
- { 'K', "PROGRAM ORDER NON INDEX ARB FOR INDIVIDUAL CUSTOMER" },
- { 'L', "SHORT EXEMPT AFFILIATED" },
+ { 'F', "SHORT EXEMPT TRANSACTION F" },
+ { 'H', "SHORT EXEMPT TRANSACTION H" },
+ { 'I', "INDIVIDUAL INVESTOR SINGLE ORDER" },
+ { 'J', "PROPRIETARY ALGORITHMIC PROGRAM TRADING" },
+ { 'K', "AGENCY ALGORITHMIC PROGRAM TRADING" },
+ { 'L', "SHORT EXEMPT TRANSACTION FOR MEMBER COMPETING MARKET MAKER AFFLIATED WITH THE FIRM CLEARING THE TRADE" },
{ 'M', "PROGRAM ORDER INDEX ARB FOR OTHER MEMBER" },
- { 'N', "PROGRAM ORDER NON INDEX ARB FOR OTHER MEMBER" },
- { 'O', "PROPRIETARY AFFILIATED" },
+ { 'N', "AGENT FOR OTHER MEMBER NON ALGORITHMIC PROGRAM TRADE" },
+ { 'O', "PROPRIETARY TRANSACTIONS FOR COMPETING MARKET MAKER THAT IS AFFILIATED WITH THE CLEARING MEMBER" },
{ 'P', "PRINCIPAL" },
- { 'R', "TRANSACTIONS NON MEMBER" },
+ { 'R', "TRANSACTIONS FOR THE ACCOUNT OF A NON MEMBER COMPTING MARKET MAKER" },
{ 'S', "SPECIALIST TRADES" },
- { 'T', "TRANSACTIONS UNAFFILIATED MEMBER" },
- { 'U', "PROGRAM ORDER INDEX ARB FOR OTHER AGENCY" },
+ { 'T', "TRANSACTIONS FOR THE ACCOUNT OF AN UNAFFILIATED MEMBERS COMPETING MARKET MAKER" },
+ { 'U', "AGENCY INDEX ARBITRAGE" },
{ 'W', "ALL OTHER ORDERS AS AGENT FOR OTHER MEMBER" },
- { 'X', "SHORT EXEMPT NOT AFFILIATED" },
- { 'Y', "PROGRAM ORDER NON INDEX ARB FOR OTHER AGENCY" },
- { 'Z', "SHORT EXEMPT NONMEMBER" },
+ { 'X', "SHORT EXEMPT TRANSACTION FOR MEMBER COMPETING MARKET MAKER NOT AFFILIATED WITH THE FIRM CLEARING THE TRADE" },
+ { 'Y', "AGENCY NON ALGORITHMIC PROGRAM TRADE" },
+ { 'Z', "SHORT EXEMPT TRANSACTION FOR NON MEMBER COMPETING MARKET MAKER" },
{ 0, NULL }
};
- static const value_string Side_val[] = {
+ static const value_string Side_val[] = {
{ '1', "BUY" },
{ '2', "SELL" },
{ '3', "BUY MINUS" },
@@ -443,7 +530,7 @@ typedef struct _fix_field {
};
- static const value_string TimeInForce_val[] = {
+ static const value_string TimeInForce_val[] = {
{ '0', "DAY" },
{ '1', "GOOD TILL CANCEL" },
{ '2', "AT THE OPENING" },
@@ -452,11 +539,13 @@ typedef struct _fix_field {
{ '5', "GOOD TILL CROSSING" },
{ '6', "GOOD TILL DATE" },
{ '7', "AT THE CLOSE" },
+ { '8', "GOOD THROUGH CROSSING" },
+ { '9', "AT CROSSING" },
{ 0, NULL }
};
- static const value_string Urgency_val[] = {
+ static const value_string Urgency_val[] = {
{ '0', "NORMAL" },
{ '1', "FLASH" },
{ '2', "BACKGROUND" },
@@ -464,46 +553,54 @@ typedef struct _fix_field {
};
- static const value_string SettlType_val[] = {
- { '0', "REGULAR" },
- { '1', "CASH" },
- { '2', "NEXT DAY" },
- { '3', "T PLUS 2" },
- { '4', "T PLUS 3" },
- { '5', "T PLUS 4" },
- { '6', "FUTURE" },
- { '7', "WHEN AND IF ISSUED" },
- { '8', "SELLERS OPTION" },
- { '9', "T PLUS 5" },
+ static const string_string SettlType_val[] = {
+ { "0", "REGULAR" },
+ { "1", "CASH" },
+ { "2", "NEXT DAY" },
+ { "3", "T PLUS 2" },
+ { "4", "T PLUS 3" },
+ { "5", "T PLUS 4" },
+ { "6", "FUTURE" },
+ { "7", "WHEN AND IF ISSUED" },
+ { "8", "SELLERS OPTION" },
+ { "9", "T PLUS 5" },
+ { "C", "FX SPOT NEXT SETTLEMENT" },
+ { "B", "BROKEN DATE" },
{ 0, NULL }
};
- static const string_string SymbolSfx_val[] = {
- { "WI", "WHEN ISSUED" },
- { "CD", "A EUCP WITH LUMP SUM INTEREST" },
+ static const string_string SymbolSfx_val[] = {
+ { "CD", "EUCP WITH LUMP SUM INTEREST RATHER THAN DISCOUNT PRICE" },
+ { "WI", "WHEN ISSUED FOR A SECURITY TO BE REISSUED UNDER AN OLD CUSIP OR ISIN" },
{ 0, NULL }
};
- static const value_string AllocTransType_val[] = {
+ static const value_string AllocTransType_val[] = {
{ '0', "NEW" },
{ '1', "REPLACE" },
{ '2', "CANCEL" },
+ { '3', "PRELIMINARY" },
+ { '4', "CALCULATED" },
+ { '5', "CALCULATED WITHOUT PRELIMINARY" },
+ { '6', "REVERSAL" },
{ 0, NULL }
};
- static const value_string PositionEffect_val[] = {
- { 'O', "OPEN" },
+ static const value_string PositionEffect_val[] = {
{ 'C', "CLOSE" },
- { 'R', "ROLLED" },
{ 'F', "FIFO" },
+ { 'O', "OPEN" },
+ { 'R', "ROLLED" },
+ { 'N', "CLOSE BUT NOTIFY ON OPEN" },
+ { 'D', "DEFAULT" },
{ 0, NULL }
};
- static const value_string ProcessCode_val[] = {
+ static const value_string ProcessCode_val[] = {
{ '0', "REGULAR" },
{ '1', "SOFT DOLLAR" },
{ '2', "STEP IN" },
@@ -515,33 +612,40 @@ typedef struct _fix_field {
};
- static const value_string AllocStatus_val[] = {
+ static const value_string AllocStatus_val[] = {
{ 0, "ACCEPTED" },
{ 1, "BLOCK LEVEL REJECT" },
{ 2, "ACCOUNT LEVEL REJECT" },
{ 3, "RECEIVED" },
{ 4, "INCOMPLETE" },
{ 5, "REJECTED BY INTERMEDIARY" },
+ { 6, "ALLOCATION PENDING" },
+ { 7, "REVERSED" },
{ 0, NULL }
};
- static const value_string AllocRejCode_val[] = {
+ static const value_string AllocRejCode_val[] = {
{ 0, "UNKNOWN ACCOUNT" },
{ 1, "INCORRECT QUANTITY" },
- { 2, "INCORRECT AVERAGE PRICE" },
+ { 10, "UNKNOWN OR STALE EXECID" },
+ { 11, "MISMATCHED DATA" },
+ { 12, "UNKNOWN CLORDID" },
+ { 13, "WAREHOUSE REQUEST REJECTED" },
+ { 2, "INCORRECT AVERAGEG PRICE" },
{ 3, "UNKNOWN EXECUTING BROKER MNEMONIC" },
{ 4, "COMMISSION DIFFERENCE" },
{ 5, "UNKNOWN ORDERID" },
{ 6, "UNKNOWN LISTID" },
- { 7, "OTHER" },
+ { 7, "OTHER 7" },
{ 8, "INCORRECT ALLOCATED QUANTITY" },
{ 9, "CALCULATION DIFFERENCE" },
+ { 99, "OTHER 99" },
{ 0, NULL }
};
- static const value_string EmailType_val[] = {
+ static const value_string EmailType_val[] = {
{ '0', "NEW" },
{ '1', "REPLY" },
{ '2', "ADMIN REPLY" },
@@ -549,34 +653,50 @@ typedef struct _fix_field {
};
- static const value_string EncryptMethod_val[] = {
- { 0, "NONE OTHER" },
- { 1, "PKCS" },
+ static const value_string PossResend_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string EncryptMethod_val[] = {
+ { 0, "NONE" },
+ { 1, "PKCS 1" },
{ 2, "DES" },
- { 3, "PKCS DES" },
- { 4, "PGP DES" },
- { 5, "PGP DES MD5" },
- { 6, "PEM DES MD5" },
+ { 3, "PKCS 3" },
+ { 4, "PGP 4" },
+ { 5, "PGP 5" },
+ { 6, "PEM" },
{ 0, NULL }
};
- static const value_string CxlRejReason_val[] = {
+ static const value_string CxlRejReason_val[] = {
{ 0, "TOO LATE TO CANCEL" },
{ 1, "UNKNOWN ORDER" },
- { 2, "BROKER EXCHANGE OPTION" },
+ { 2, "BROKER" },
{ 3, "ORDER ALREADY IN PENDING CANCEL OR PENDING REPLACE STATUS" },
{ 4, "UNABLE TO PROCESS ORDER MASS CANCEL REQUEST" },
- { 5, "ORIGORDMODTIME DID NOT MATCH LAST TRANSACTTIME OF ORDER" },
- { 6, "DUPLICATE CLORDID RECEIVED" },
+ { 5, "ORIGORDMODTIME" },
+ { 6, "DUPLICATE CLORDID" },
{ 99, "OTHER" },
+ { 18, "INVALID PRICE INCREMENT" },
+ { 7, "PRICE EXCEEDS CURRENT PRICE" },
+ { 8, "PRICE EXCEEDS CURRENT PRICE BAND" },
{ 0, NULL }
};
- static const value_string OrdRejReason_val[] = {
- { 0, "BROKER EXCHANGE OPTION" },
+ static const value_string OrdRejReason_val[] = {
+ { 0, "BROKER" },
{ 1, "UNKNOWN SYMBOL" },
+ { 10, "INVALID INVESTOR ID" },
+ { 11, "UNSUPPORTED ORDER CHARACTERISTIC" },
+ { 12, "SURVEILLENCE OPTION" },
+ { 13, "INCORRECT QUANTITY" },
+ { 14, "INCORRECT ALLOCATED QUANTITY" },
+ { 15, "UNKNOWN ACCOUNT" },
{ 2, "EXCHANGE CLOSED" },
{ 3, "ORDER EXCEEDS LIMIT" },
{ 4, "TOO LATE TO ENTER" },
@@ -585,18 +705,14 @@ typedef struct _fix_field {
{ 7, "DUPLICATE OF A VERBALLY COMMUNICATED ORDER" },
{ 8, "STALE ORDER" },
{ 9, "TRADE ALONG REQUIRED" },
- { 10, "INVALID INVESTOR ID" },
- { 11, "UNSUPPORTED ORDER CHARACTERISTIC" },
- { 12, "SURVEILLENCE OPTION" },
- { 13, "INCORRECT QUANTITY" },
- { 14, "INCORRECT ALLOCATED QUANTITY" },
- { 15, "UNKNOWN ACCOUNT" },
{ 99, "OTHER" },
+ { 18, "INVALID PRICE INCREMENT" },
+ { 16, "PRICE EXCEEDS CURRENT PRICE BAND" },
{ 0, NULL }
};
- static const value_string IOIQualifier_val[] = {
+ static const value_string IOIQualifier_val[] = {
{ 'A', "ALL OR NONE" },
{ 'B', "MARKET ON CLOSE" },
{ 'C', "AT THE CLOSE" },
@@ -611,7 +727,7 @@ typedef struct _fix_field {
{ 'S', "PORTFOLIO SHOWN" },
{ 'T', "THROUGH THE DAY" },
{ 'V', "VERSUS" },
- { 'W', "INDICATION WORKING AWAY" },
+ { 'W', "INDICATION" },
{ 'X', "CROSSING OPPORTUNITY" },
{ 'Y', "AT THE MIDPOINT" },
{ 'Z', "PRE OPEN" },
@@ -619,7 +735,35 @@ typedef struct _fix_field {
};
- static const value_string DKReason_val[] = {
+ static const value_string ReportToExch_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string LocateReqd_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ForexReq_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string GapFillFlag_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string DKReason_val[] = {
{ 'A', "UNKNOWN SYMBOL" },
{ 'B', "WRONG SIDE" },
{ 'C', "QUANTITY EXCEEDS ORDER" },
@@ -631,27 +775,46 @@ typedef struct _fix_field {
};
- static const value_string MiscFeeType_val[] = {
- { '1', "REGULATORY" },
- { '2', "TAX" },
- { '3', "LOCAL COMMISSION" },
- { '4', "EXCHANGE FEES" },
- { '5', "STAMP" },
- { '6', "LEVY" },
- { '7', "OTHER" },
- { '8', "MARKUP" },
- { '9', "CONSUMPTION TAX" },
+ static const value_string IOINaturalFlag_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const string_string MiscFeeType_val[] = {
+ { "1", "REGULATORY" },
+ { "10", "PER TRANSACTION" },
+ { "11", "CONVERSION" },
+ { "12", "AGENT" },
+ { "2", "TAX" },
+ { "3", "LOCAL COMMISSION" },
+ { "4", "EXCHANGE FEES" },
+ { "5", "STAMP" },
+ { "6", "LEVY" },
+ { "7", "OTHER" },
+ { "8", "MARKUP" },
+ { "9", "CONSUMPTION TAX" },
+ { "13", "TRANSFER FEE" },
+ { "14", "SECURITY LENDING" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ResetSeqNumFlag_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
{ 0, NULL }
};
- static const value_string ExecType_val[] = {
+ static const value_string ExecType_val[] = {
{ '0', "NEW" },
{ '1', "PARTIAL FILL" },
{ '2', "FILL" },
{ '3', "DONE FOR DAY" },
{ '4', "CANCELED" },
- { '5', "REPLACE" },
+ { '5', "REPLACED" },
{ '6', "PENDING CANCEL" },
{ '7', "STOPPED" },
{ '8', "REJECTED" },
@@ -665,36 +828,41 @@ typedef struct _fix_field {
{ 'G', "TRADE CORRECT" },
{ 'H', "TRADE CANCEL" },
{ 'I', "ORDER STATUS" },
+ { 'J', "TRADE IN A CLEARING HOLD" },
+ { 'K', "TRADE HAS BEEN RELEASED TO CLEARING" },
+ { 'L', "TRIGGERED OR ACTIVATED BY SYSTEM" },
{ 0, NULL }
};
- static const value_string SettlCurrFxRateCalc_val[] = {
+ static const value_string SettlCurrFxRateCalc_val[] = {
{ 'M', "MULTIPLY" },
{ 'D', "DIVIDE" },
{ 0, NULL }
};
- static const value_string SettlInstMode_val[] = {
+ static const value_string SettlInstMode_val[] = {
{ '0', "DEFAULT" },
{ '1', "STANDING INSTRUCTIONS PROVIDED" },
+ { '2', "SPECIFIC ALLOCATION ACCOUNT OVERRIDING" },
+ { '3', "SPECIFIC ALLOCATION ACCOUNT STANDING" },
{ '4', "SPECIFIC ORDER FOR A SINGLE ACCOUNT" },
{ '5', "REQUEST REJECT" },
{ 0, NULL }
};
- static const value_string SettlInstTransType_val[] = {
- { 'N', "NEW" },
+ static const value_string SettlInstTransType_val[] = {
{ 'C', "CANCEL" },
+ { 'N', "NEW" },
{ 'R', "REPLACE" },
{ 'T', "RESTATE" },
{ 0, NULL }
};
- static const value_string SettlInstSource_val[] = {
+ static const value_string SettlInstSource_val[] = {
{ '1', "BROKERS INSTRUCTIONS" },
{ '2', "INSTITUTIONS INSTRUCTIONS" },
{ '3', "INVESTOR" },
@@ -702,117 +870,142 @@ typedef struct _fix_field {
};
- static const string_string SettlLocation_val[] = {
+ static const string_string SettlLocation_val[] = {
{ "CED", "CEDEL" },
{ "DTC", "DEPOSITORY TRUST COMPANY" },
- { "EUR", "EUROCLEAR" },
+ { "EUR", "EURO CLEAR" },
{ "FED", "FEDERAL BOOK ENTRY" },
- { "PED", "PHYSICAL" },
- { "PTC", "PARTICIPANT TRUST COMPANY ISO COUNTRY" },
+ { "ISO_Country_Code", "LOCAL MARKET SETTLE LOCATION" },
+ { "PNY", "PHYSICAL" },
+ { "PTC", "PARTICIPANT TRUST COMPANY" },
{ 0, NULL }
};
- static const string_string SecurityType_val[] = {
- { "EUSUPRA", "EURO SUPRANATIONAL COUPONS" },
- { "FAC", "FEDERAL AGENCY COUPON" },
- { "FADN", "FEDERAL AGENCY DISCOUNT NOTE" },
- { "PEF", "PRIVATE EXPORT FUNDING" },
- { "SUPRA", "USD SUPRANATIONAL COUPONS" },
- { "FUT", "FUTURE" },
- { "OPT", "OPTION" },
- { "CORP", "CORPORATE BOND" },
- { "CPP", "CORPORATE PRIVATE PLACEMENT" },
- { "CB", "CONVERTIBLE BOND" },
- { "DUAL", "DUAL CURRENCY" },
- { "EUCORP", "EURO CORPORATE BOND" },
- { "XLINKD", "INDEXED LINKED" },
- { "STRUCT", "STRUCTURED NOTES" },
- { "YANK", "YANKEE CORPORATE BOND" },
- { "FOR", "FOREIGN EXCHANGE CONTRACT" },
- { "CS", "COMMON STOCK" },
- { "PS", "PREFERRED STOCK" },
- { "BRADY", "BRADY BOND" },
- { "EUSOV", "EURO SOVEREIGNS" },
- { "TBOND", "US TREASURY BOND" },
- { "TINT", "INTEREST STRIP FROM ANY BOND OR NOTE" },
- { "TIPS", "TREASURY INFLATION PROTECTED SECURITIES" },
- { "TCAL", "PRINCIPAL STRIP OF A CALLABLE BOND OR NOTE" },
- { "TPRN", "PRINCIPAL STRIP FROM A NON CALLABLE BOND OR NOTE" },
- { "TNOTE", "US TREASURY NOTE" },
- { "TBILL", "US TREASURY BILL" },
- { "REPO", "REPURCHASE" },
- { "FORWARD", "FORWARD" },
- { "BUYSELL", "BUY SELLBACK" },
- { "SECLOAN", "SECURITIES LOAN" },
- { "SECPLEDGE", "SECURITIES PLEDGE" },
- { "TERM", "TERM LOAN" },
- { "RVLV", "REVOLVER LOAN" },
- { "RVLVTRM", "REVOLVER TERM LOAN" },
- { "BRIDGE", "BRIDGE LOAN" },
- { "LOFC", "LETTER OF CREDIT" },
- { "SWING", "SWING LINE FACILITY" },
- { "DINP", "DEBTOR IN POSSESSION" },
- { "DEFLTED", "DEFAULTED" },
- { "WITHDRN", "WITHDRAWN" },
- { "REPLACD", "REPLACED" },
- { "MATURED", "MATURED" },
- { "AMENDED", "AMENDED AND RESTATED" },
- { "RETIRED", "RETIRED" },
+ static const string_string SecurityType_val[] = {
+ { "ABS", "ASSET BACKED SECURITIES" },
+ { "AMENDED", "AMENDED RESTATED" },
+ { "AN", "OTHER ANTICIPATION NOTES" },
{ "BA", "BANKERS ACCEPTANCE" },
{ "BN", "BANK NOTES" },
{ "BOX", "BILL OF EXCHANGES" },
+ { "BRADY", "BRADY BOND" },
+ { "BRIDGE", "BRIDGE LOAN" },
+ { "BUYSELL", "BUY SELLBACK" },
+ { "CB", "CONVERTIBLE BOND" },
{ "CD", "CERTIFICATE OF DEPOSIT" },
{ "CL", "CALL LOANS" },
+ { "CMBS", "CORP MORTGAGE BACKED SECURITIES" },
+ { "CMO", "COLLATERALIZED MORTGAGE OBLIGATION" },
+ { "COFO", "CERTIFICATE OF OBLIGATION" },
+ { "COFP", "CERTIFICATE OF PARTICIPATION" },
+ { "CORP", "CORPORATE BOND" },
{ "CP", "COMMERCIAL PAPER" },
+ { "CPP", "CORPORATE PRIVATE PLACEMENT" },
+ { "CS", "COMMON STOCK" },
+ { "DEFLTED", "DEFAULTED" },
+ { "DINP", "DEBTOR IN POSSESSION" },
{ "DN", "DEPOSIT NOTES" },
+ { "DUAL", "DUAL CURRENCY" },
{ "EUCD", "EURO CERTIFICATE OF DEPOSIT" },
+ { "EUCORP", "EURO CORPORATE BOND" },
{ "EUCP", "EURO COMMERCIAL PAPER" },
- { "LQN", "LIQUIDITY NOTE" },
- { "MTN", "MEDIUM TERM NOTES" },
- { "ONITE", "OVERNIGHT" },
- { "PN", "PROMISSORY NOTE" },
- { "PZFJ", "PLAZOS FIJOS" },
- { "STN", "SHORT TERM LOAN NOTE" },
- { "TD", "TIME DEPOSIT" },
- { "XCN", "EXTENDED COMM NOTE" },
- { "YCD", "YANKEE CERTIFICATE OF DEPOSIT" },
- { "ABS", "ASSET BACKED SECURITIES" },
- { "CMBS", "CORP MORTGAGE BACKED SECURITIES" },
- { "CMO", "COLLATERALIZED MORTGAGE OBLIGATION" },
+ { "EUSOV", "EURO SOVEREIGNS" },
+ { "EUSUPRA", "EURO SUPRANATIONAL COUPONS" },
+ { "FAC", "FEDERAL AGENCY COUPON" },
+ { "FADN", "FEDERAL AGENCY DISCOUNT NOTE" },
+ { "FOR", "FOREIGN EXCHANGE CONTRACT" },
+ { "FORWARD", "FORWARD" },
+ { "FUT", "FUTURE" },
+ { "GO", "GENERAL OBLIGATION BONDS" },
{ "IET", "IOETTE MORTGAGE" },
+ { "LOFC", "LETTER OF CREDIT" },
+ { "LQN", "LIQUIDITY NOTE" },
+ { "MATURED", "MATURED" },
{ "MBS", "MORTGAGE BACKED SECURITIES" },
+ { "MF", "MUTUAL FUND" },
{ "MIO", "MORTGAGE INTEREST ONLY" },
+ { "MLEG", "MULTILEG INSTRUMENT" },
{ "MPO", "MORTGAGE PRINCIPAL ONLY" },
{ "MPP", "MORTGAGE PRIVATE PLACEMENT" },
{ "MPT", "MISCELLANEOUS PASS THROUGH" },
- { "PFAND", "PFANDBRIEFE" },
- { "TBA", "TO BE ANNOUNCED" },
- { "AN", "OTHER ANTICIPATION NOTES" },
- { "COFO", "CERTIFICATE OF OBLIGATION" },
- { "COFP", "CERTIFICATE OF PARTICIPATION" },
- { "GO", "GENERAL OBLIGATION BONDS" },
{ "MT", "MANDATORY TENDER" },
+ { "MTN", "MEDIUM TERM NOTES" },
+ { "NONE", "NO SECURITY TYPE" },
+ { "ONITE", "OVERNIGHT" },
+ { "OPT", "OPTION" },
+ { "PEF", "PRIVATE EXPORT FUNDING" },
+ { "PFAND", "PFANDBRIEFE" },
+ { "PN", "PROMISSORY NOTE" },
+ { "PS", "PREFERRED STOCK" },
+ { "PZFJ", "PLAZOS FIJOS" },
{ "RAN", "REVENUE ANTICIPATION NOTE" },
+ { "REPLACD", "REPLACED" },
+ { "REPO", "REPURCHASE" },
+ { "RETIRED", "RETIRED" },
{ "REV", "REVENUE BONDS" },
+ { "RVLV", "REVOLVER LOAN" },
+ { "RVLVTRM", "REVOLVER TERM LOAN" },
+ { "SECLOAN", "SECURITIES LOAN" },
+ { "SECPLEDGE", "SECURITIES PLEDGE" },
{ "SPCLA", "SPECIAL ASSESSMENT" },
{ "SPCLO", "SPECIAL OBLIGATION" },
{ "SPCLT", "SPECIAL TAX" },
+ { "STN", "SHORT TERM LOAN NOTE" },
+ { "STRUCT", "STRUCTURED NOTES" },
+ { "SUPRA", "USD SUPRANATIONAL COUPONS" },
+ { "SWING", "SWING LINE FACILITY" },
{ "TAN", "TAX ANTICIPATION NOTE" },
{ "TAXA", "TAX ALLOCATION" },
+ { "TBA", "TO BE ANNOUNCED" },
+ { "TBILL", "US TREASURY BILL TBILL" },
+ { "TBOND", "US TREASURY BOND" },
+ { "TCAL", "PRINCIPAL STRIP OF A CALLABLE BOND OR NOTE" },
+ { "TD", "TIME DEPOSIT" },
{ "TECP", "TAX EXEMPT COMMERCIAL PAPER" },
- { "TRAN", "TAX AND REVENUE ANTICIPATION NOTE" },
+ { "TERM", "TERM LOAN" },
+ { "TINT", "INTEREST STRIP FROM ANY BOND OR NOTE" },
+ { "TIPS", "TREASURY INFLATION PROTECTED SECURITIES" },
+ { "TNOTE", "US TREASURY NOTE TNOTE" },
+ { "TPRN", "PRINCIPAL STRIP FROM A NON CALLABLE BOND OR NOTE" },
+ { "TRAN", "TAX REVENUE ANTICIPATION NOTE" },
+ { "UST", "US TREASURY NOTE UST" },
+ { "USTB", "US TREASURY BILL USTB" },
{ "VRDN", "VARIABLE RATE DEMAND NOTE" },
{ "WAR", "WARRANT" },
- { "MF", "MUTUAL FUND" },
- { "MLEG", "MULTI LEG INSTRUMENT" },
- { "NONE", "NO SECURITY TYPE" },
- { "?", "WILDCARD" },
- { 0, NULL }
- };
-
-
- static const value_string StandInstDbType_val[] = {
+ { "WITHDRN", "WITHDRAWN" },
+ { "?", "WILDCARD ENTRY FOR USE ON SECURITY DEFINITION REQUEST" },
+ { "XCN", "EXTENDED COMM NOTE" },
+ { "XLINKD", "INDEXED LINKED" },
+ { "YANK", "YANKEE CORPORATE BOND" },
+ { "YCD", "YANKEE CERTIFICATE OF DEPOSIT" },
+ { "OOP", "OPTIONS ON PHYSICAL" },
+ { "OOF", "OPTIONS ON FUTURES" },
+ { "CASH", "CASH" },
+ { "OOC", "OPTIONS ON COMBO" },
+ { "IRS", "INTEREST RATE SWAP" },
+ { "BDN", "BANK DEPOSITORY NOTE" },
+ { "CAMM", "CANADIAN MONEY MARKETS" },
+ { "CAN", "CANADIAN TREASURY NOTES" },
+ { "CTB", "CANADIAN TREASURY BILLS" },
+ { "CDS", "CREDIT DEFAULT SWAP" },
+ { "CMB", "CANADIAN MORTGAGE BONDS" },
+ { "EUFRN", "EURO CORPORATE FLOATING RATE NOTES" },
+ { "FRN", "US CORPORATE FLOATING RATE NOTES" },
+ { "PROV", "CANADIAN PROVINCIAL BONDS" },
+ { "SLQN", "SECURED LIQUIDITY NOTE" },
+ { "TB", "TREASURY BILL" },
+ { "TLQN", "TERM LIQUIDITY NOTE" },
+ { "TMCP", "TAXABLE MUNICIPAL CP" },
+ { "FXNDF", "NON DELIVERABLE FORWARD" },
+ { "FXSPOT", "FX SPOT" },
+ { "FXFWD", "FX FORWARD" },
+ { "FXSWAP", "FX SWAP" },
+ { 0, NULL }
+ };
+
+
+ static const value_string StandInstDbType_val[] = {
{ 0, "OTHER" },
{ 1, "DTC SID" },
{ 2, "THOMSON ALERT" },
@@ -822,44 +1015,51 @@ typedef struct _fix_field {
};
- static const value_string SettlDeliveryType_val[] = {
- { 0, "VERSUS PAYMENT" },
- { 1, "FREE" },
+ static const value_string SettlDeliveryType_val[] = {
+ { 0, "VERSUS PAYMENT DELIVER" },
+ { 1, "FREE DELIVER" },
{ 2, "TRI PARTY" },
{ 3, "HOLD IN CUSTODY" },
{ 0, NULL }
};
- static const value_string AllocLinkType_val[] = {
- { 0, "F X NETTING" },
- { 1, "F X SWAP" },
+ static const value_string AllocLinkType_val[] = {
+ { 0, "FX NETTING" },
+ { 1, "FX SWAP" },
{ 0, NULL }
};
- static const value_string PutOrCall_val[] = {
+ static const value_string PutOrCall_val[] = {
{ 0, "PUT" },
{ 1, "CALL" },
{ 0, NULL }
};
- static const value_string CoveredOrUncovered_val[] = {
+ static const value_string CoveredOrUncovered_val[] = {
{ 0, "COVERED" },
{ 1, "UNCOVERED" },
{ 0, NULL }
};
- static const value_string CustomerOrFirm_val[] = {
+ static const value_string CustomerOrFirm_val[] = {
{ 0, "CUSTOMER" },
{ 1, "FIRM" },
{ 0, NULL }
};
- static const value_string AllocHandlInst_val[] = {
+ static const value_string NotifyBrokerOfCredit_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string AllocHandlInst_val[] = {
{ 1, "MATCH" },
{ 2, "FORWARD" },
{ 3, "FORWARD AND MATCH" },
@@ -867,7 +1067,7 @@ typedef struct _fix_field {
};
- static const value_string RoutingType_val[] = {
+ static const value_string RoutingType_val[] = {
{ 1, "TARGET FIRM" },
{ 2, "TARGET LIST" },
{ 3, "BLOCK FIRM" },
@@ -876,47 +1076,52 @@ typedef struct _fix_field {
};
- static const value_string Benchmark_val[] = {
+ static const value_string Benchmark_val[] = {
{ '1', "CURVE" },
- { '2', "FIVEYR" },
+ { '2', "5YR" },
{ '3', "OLD5" },
- { '4', "TENYR" },
+ { '4', "10YR" },
{ '5', "OLD10" },
- { '6', "THIRTYYR" },
+ { '6', "30YR" },
{ '7', "OLD30" },
- { '8', "THREEMOLIBOR" },
- { '9', "SIXMOLIBOR" },
+ { '8', "3MOLIBOR" },
+ { '9', "6MOLIBOR" },
{ 0, NULL }
};
- static const string_string BenchmarkCurveName_val[] = {
- { "MuniAAA", "MUNIAAA" },
+ static const string_string BenchmarkCurveName_val[] = {
+ { "EONIA", "EONIA" },
+ { "EUREPO", "EUREPO" },
+ { "Euribor", "EURIBOR" },
{ "FutureSWAP", "FUTURESWAP" },
{ "LIBID", "LIBID" },
{ "LIBOR", "LIBOR" },
+ { "MuniAAA", "MUNIAAA" },
{ "OTHER", "OTHER" },
- { "SWAP", "SWAP" },
- { "Treasury", "TREASURY" },
- { "Euribor", "EURIBOR" },
{ "Pfandbriefe", "PFANDBRIEFE" },
- { "EONIA", "EONIA" },
{ "SONIA", "SONIA" },
- { "EUREPO", "EUREPO" },
+ { "SWAP", "SWAP" },
+ { "Treasury", "TREASURY" },
{ 0, NULL }
};
- static const string_string StipulationType_val[] = {
- { "AMT", "AMT" },
- { "AUTOREINV", "AUTO REINVESTMENT AT OR BETTER" },
+ static const string_string StipulationType_val[] = {
+ { "ABS", "ABSOLUTE PREPAYMENT SPEED" },
+ { "AMT", "ALTERNATIVE MINIMUM TAX" },
+ { "AUTOREINV", "AUTO REINVESTMENT AT RATE OR BETTER" },
{ "BANKQUAL", "BANK QUALIFIED" },
{ "BGNCON", "BARGAIN CONDITIONS" },
{ "COUPON", "COUPON RANGE" },
+ { "CPP", "CONSTANT PREPAYMENT PENALTY" },
+ { "CPR", "CONSTANT PREPAYMENT RATE" },
+ { "CPY", "CONSTANT PREPAYMENT YIELD" },
{ "CURRENCY", "ISO CURRENCY CODE" },
{ "CUSTOMDATE", "CUSTOM START END DATE" },
- { "GEOG", "GEOGRAPHICS AND PERCENT RANGE" },
+ { "GEOG", "GEOGRAPHICS AND RANGE" },
{ "HAIRCUT", "VALUATION DISCOUNT" },
+ { "HEP", "FINAL CPR OF HOME EQUITY PREPAYMENT CURVE" },
{ "INSURED", "INSURED" },
{ "ISSUE", "YEAR OR YEAR MONTH OF ISSUE" },
{ "ISSUER", "ISSUERS TICKER" },
@@ -927,25 +1132,31 @@ typedef struct _fix_field {
{ "MAT", "MATURITY YEAR AND MONTH" },
{ "MATURITY", "MATURITY RANGE" },
{ "MAXSUBS", "MAXIMUM SUBSTITUTIONS" },
- { "MINQTY", "MINIMUM QUANTITY" },
- { "MININCR", "MINIMUM INCREMENT" },
+ { "MHP", "PERCENT OF MANUFACTURED HOUSING PREPAYMENT CURVE" },
{ "MINDNOM", "MINIMUM DENOMINATION" },
+ { "MININCR", "MINIMUM INCREMENT" },
+ { "MINQTY", "MINIMUM QUANTITY" },
+ { "MPR", "MONTHLY PREPAYMENT RATE" },
{ "PAYFREQ", "PAYMENT FREQUENCY CALENDAR" },
{ "PIECES", "NUMBER OF PIECES" },
{ "PMAX", "POOLS MAXIMUM" },
- { "PPM", "POOLS PER MILLION" },
+ { "PPC", "PERCENT OF PROSPECTUS PREPAYMENT CURVE" },
{ "PPL", "POOLS PER LOT" },
+ { "PPM", "POOLS PER MILLION" },
{ "PPT", "POOLS PER TRADE" },
{ "PRICE", "PRICE RANGE" },
{ "PRICEFREQ", "PRICING FREQUENCY" },
{ "PROD", "PRODUCTION YEAR" },
{ "PROTECT", "CALL PROTECTION" },
+ { "PSA", "PERCENT OF BMA PREPAYMENT CURVE" },
{ "PURPOSE", "PURPOSE" },
{ "PXSOURCE", "BENCHMARK PRICE SOURCE" },
{ "RATING", "RATING SOURCE AND RANGE" },
+ { "REDEMPTION", "TYPE OF REDEMPTION" },
{ "RESTRICTED", "RESTRICTED" },
{ "SECTOR", "MARKET SECTOR" },
- { "SECTYPE", "SECURITYTYPE INCLUDED OR EXCLUDED" },
+ { "SECTYPE", "SECURITY TYPE INCLUDED OR EXCLUDED" },
+ { "SMM", "SINGLE MONTHLY MORTALITY" },
{ "STRUCT", "STRUCTURE" },
{ "SUBSFREQ", "SUBSTITUTIONS FREQUENCY" },
{ "SUBSLEFT", "SUBSTITUTIONS LEFT" },
@@ -957,21 +1168,31 @@ typedef struct _fix_field {
{ "WAM", "WEIGHTED AVERAGE MATURITY" },
{ "WHOLE", "WHOLE POOL" },
{ "YIELD", "YIELD RANGE" },
- { "SMM", "SINGLE MONTHLY MORTALITY" },
- { "CPR", "CONSTANT PREPAYMENT RATE" },
- { "CPY", "CONSTANT PREPAYMENT YIELD" },
- { "CPP", "CONSTANT PREPAYMENT PENALTY" },
- { "ABS", "ABSOLUTE PREPAYMENT SPEED" },
- { "MPR", "MONTHLY PREPAYMENT RATE" },
- { "PSA", "PERCENT OF BMA PREPAYMENT CURVE" },
- { "PPC", "PERCENT OF PROSPECTUS PREPAYMENT CURVE" },
- { "MHP", "PERCENT OF MANUFACTURED HOUSING PREPAYMENT CURVE" },
- { "HEP", "FINAL CPR OF HOME EQUITY PREPAYMENT CURVE" },
- { 0, NULL }
- };
-
-
- static const string_string StipulationValue_val[] = {
+ { "AVFICO", "AVERAGE FICO SCORE" },
+ { "AVSIZE", "AVERAGE LOAN SIZE" },
+ { "MAXBAL", "MAXIMUM LOAN BALANCE" },
+ { "POOL", "POOL IDENTIFIER" },
+ { "ROLLTYPE", "TYPE OF ROLL TRADE" },
+ { "REFTRADE", "REFERENCE TO ROLLING OR CLOSING TRADE" },
+ { "REFPRIN", "PRINCIPAL OF ROLLING OR CLOSING TRADE" },
+ { "REFINT", "INTEREST OF ROLLING OR CLOSING TRADE" },
+ { "AVAILQTY", "AVAILABLE OFFER QUANTITY TO BE SHOWN TO THE STREET" },
+ { "BROKERCREDIT", "BROKERS SALES CREDIT" },
+ { "INTERNALPX", "OFFER PRICE TO BE SHOWN TO INTERNAL BROKERS" },
+ { "INTERNALQTY", "OFFER QUANTITY TO BE SHOWN TO INTERNAL BROKERS" },
+ { "LEAVEQTY", "THE MINIMUM RESIDUAL OFFER QUANTITY" },
+ { "MAXORDQTY", "MAXIMUM ORDER SIZE" },
+ { "ORDRINCR", "ORDER QUANTITY INCREMENT" },
+ { "PRIMARY", "PRIMARY OR SECONDARY MARKET INDICATOR" },
+ { "SALESCREDITOVR", "BROKER SALES CREDIT OVERRIDE" },
+ { "TRADERCREDIT", "TRADERS CREDIT" },
+ { "DISCOUNT", "DISCOUNT RATE" },
+ { "YTM", "YIELD TO MATURITY" },
+ { 0, NULL }
+ };
+
+
+ static const string_string StipulationValue_val[] = {
{ "CD", "SPECIAL CUM DIVIDEND" },
{ "XD", "SPECIAL EX DIVIDEND" },
{ "CC", "SPECIAL CUM COUPON" },
@@ -990,19 +1211,19 @@ typedef struct _fix_field {
};
- static const string_string YieldType_val[] = {
+ static const string_string YieldType_val[] = {
{ "AFTERTAX", "AFTER TAX YIELD" },
{ "ANNUAL", "ANNUAL YIELD" },
{ "ATISSUE", "YIELD AT ISSUE" },
- { "AVGMATURITY", "YIELD TO AVERAGE MATURITY" },
+ { "AVGMATURITY", "YIELD TO AVG MATURITY" },
{ "BOOK", "BOOK YIELD" },
{ "CALL", "YIELD TO NEXT CALL" },
{ "CHANGE", "YIELD CHANGE SINCE CLOSE" },
{ "CLOSE", "CLOSING YIELD" },
{ "COMPOUND", "COMPOUND YIELD" },
{ "CURRENT", "CURRENT YIELD" },
+ { "GOVTEQUIV", "GVNT EQUIVALENT YIELD" },
{ "GROSS", "TRUE GROSS YIELD" },
- { "GOVTEQUIV", "GOVERNMENT EQUIVALENT YIELD" },
{ "INFLATION", "YIELD WITH INFLATION ASSUMPTION" },
{ "INVERSEFLOATER", "INVERSE FLOATER BOND YIELD" },
{ "LASTCLOSE", "MOST RECENT CLOSING YIELD" },
@@ -1014,9 +1235,9 @@ typedef struct _fix_field {
{ "MATURITY", "YIELD TO MATURITY" },
{ "NEXTREFUND", "YIELD TO NEXT REFUND" },
{ "OPENAVG", "OPEN AVERAGE YIELD" },
- { "PUT", "YIELD TO NEXT PUT" },
{ "PREVCLOSE", "PREVIOUS CLOSE YIELD" },
{ "PROCEEDS", "PROCEEDS YIELD" },
+ { "PUT", "YIELD TO NEXT PUT" },
{ "SEMIANNUAL", "SEMI ANNUAL YIELD" },
{ "SHORTAVGLIFE", "YIELD TO SHORTEST AVERAGE LIFE" },
{ "SIMPLE", "SIMPLE YIELD" },
@@ -1029,7 +1250,14 @@ typedef struct _fix_field {
};
- static const value_string SubscriptionRequestType_val[] = {
+ static const value_string TradedFlatSwitch_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string SubscriptionRequestType_val[] = {
{ '0', "SNAPSHOT" },
{ '1', "SNAPSHOT PLUS UPDATES" },
{ '2', "DISABLE PREVIOUS SNAPSHOT PLUS UPDATE REQUEST" },
@@ -1037,14 +1265,21 @@ typedef struct _fix_field {
};
- static const value_string MDUpdateType_val[] = {
+ static const value_string MDUpdateType_val[] = {
{ 0, "FULL REFRESH" },
{ 1, "INCREMENTAL REFRESH" },
{ 0, NULL }
};
- static const value_string MDEntryType_val[] = {
+ static const value_string AggregatedBook_val[] = {
+ { 'Y', "YES" },
+ { 'N', "NO" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MDEntryType_val[] = {
{ '0', "BID" },
{ '1', "OFFER" },
{ '2', "TRADE" },
@@ -1058,11 +1293,34 @@ typedef struct _fix_field {
{ 'A', "IMBALANCE" },
{ 'B', "TRADE VOLUME" },
{ 'C', "OPEN INTEREST" },
- { 0, NULL }
- };
-
-
- static const value_string TickDirection_val[] = {
+ { 'D', "COMPOSITE UNDERLYING PRICE" },
+ { 'E', "SIMULATED SELL PRICE" },
+ { 'F', "SIMULATED BUY PRICE" },
+ { 'G', "MARGIN RATE" },
+ { 'H', "MID PRICE" },
+ { 'J', "EMPTY BOOK" },
+ { 'K', "SETTLE HIGH PRICE" },
+ { 'L', "SETTLE LOW PRICE" },
+ { 'M', "PRIOR SETTLE PRICE" },
+ { 'N', "SESSION HIGH BID" },
+ { 'O', "SESSION LOW OFFER" },
+ { 'P', "EARLY PRICES" },
+ { 'Q', "AUCTION CLEARING PRICE" },
+ { 'S', "SWAP VALUE FACTOR" },
+ { 'R', "DAILY VALUE ADJUSTMENT FOR LONG POSITIONS" },
+ { 'T', "CUMULATIVE VALUE ADJUSTMENT FOR LONG POSITIONS" },
+ { 'U', "DAILY VALUE ADJUSTMENT FOR SHORT POSITIONS" },
+ { 'V', "CUMULATIVE VALUE ADJUSTMENT FOR SHORT POSITIONS" },
+ { 'Y', "RECOVERY RATE" },
+ { 'Z', "RECOVERY RATE FOR LONG" },
+ { 'a', "RECOVERY RATE FOR SHORT" },
+ { 'W', "FIXING PRICE" },
+ { 'X', "CASH RATE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TickDirection_val[] = {
{ '0', "PLUS TICK" },
{ '1', "ZERO PLUS TICK" },
{ '2', "MINUS TICK" },
@@ -1071,7 +1329,7 @@ typedef struct _fix_field {
};
- static const value_string QuoteCondition_val[] = {
+ static const value_string QuoteCondition_val[] = {
{ 'A', "OPEN ACTIVE" },
{ 'B', "CLOSED INACTIVE" },
{ 'C', "EXCHANGE BEST" },
@@ -1081,19 +1339,70 @@ typedef struct _fix_field {
{ 'G', "DEPTH" },
{ 'H', "FAST TRADING" },
{ 'I', "NON FIRM" },
- { 0, NULL }
- };
-
-
- static const value_string TradeCondition_val[] = {
- { 'A', "CASH MARKET" },
+ { 'L', "MANUAL SLOW QUOTE" },
+ { 'J', "OUTRIGHT PRICE" },
+ { 'K', "IMPLIED PRICE" },
+ { 'M', "DEPTH ON OFFER" },
+ { 'N', "DEPTH ON BID" },
+ { 'O', "CLOSING" },
+ { 'P', "NEWS DISSEMINATION" },
+ { 'Q', "TRADING RANGE" },
+ { 'R', "ORDER INFLUX" },
+ { 'S', "DUE TO RELATED" },
+ { 'T', "NEWS PENDING" },
+ { 'U', "ADDITIONAL INFO" },
+ { 'V', "ADDITIONAL INFO DUE TO RELATED" },
+ { 'W', "RESUME" },
+ { 'X', "VIEW OF COMMON" },
+ { 'Y', "VOLUME ALERT" },
+ { 'Z', "ORDER IMBALANCE" },
+ { 'a', "EQUIPMENT CHANGEOVER" },
+ { 'b', "NO OPEN" },
+ { 'c', "REGULAR ETH" },
+ { 'd', "AUTOMATIC EXECUTION" },
+ { 'e', "AUTOMATIC EXECUTION ETH" },
+ { 'f ', "FAST MARKET ETH" },
+ { 'g', "INACTIVE ETH" },
+ { 'h', "ROTATION" },
+ { 'i', "ROTATION ETH" },
+ { 'j', "HALT" },
+ { 'k', "HALT ETH" },
+ { 'l', "DUE TO NEWS DISSEMINATION" },
+ { 'm', "DUE TO NEWS PENDING" },
+ { 'n', "TRADING RESUME" },
+ { 'o', "OUT OF SEQUENCE" },
+ { 'p', "BID SPECIALIST" },
+ { 'q', "OFFER SPECIALIST" },
+ { 'r', "BID OFFER SPECIALIST" },
+ { 's', "END OF DAY SAM" },
+ { 't', "FORBIDDEN SAM" },
+ { 'u', "FROZEN SAM" },
+ { 'v', "PREOPENING SAM" },
+ { 'w', "OPENING SAM" },
+ { 'x', "OPEN SAM" },
+ { 'y', "SURVEILLANCE SAM" },
+ { 'z', "SUSPENDED SAM" },
+ { '0', "RESERVED SAM" },
+ { '1', "NO ACTIVE SAM" },
+ { '2', "RESTRICTED" },
+ { '3', "REST OF BOOK VWAP" },
+ { '4', "BETTER PRICES IN CONDITIONAL ORDERS" },
+ { '5', "MEDIAN PRICE" },
+ { '6', "FULL CURVE" },
+ { '7', "FLAT CURVE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TradeCondition_val[] = {
+ { 'A', "CASH" },
{ 'B', "AVERAGE PRICE TRADE" },
{ 'C', "CASH TRADE" },
- { 'D', "NEXT DAY MARKET" },
+ { 'D', "NEXT DAY" },
{ 'E', "OPENING REOPENING TRADE DETAIL" },
{ 'F', "INTRADAY TRADE DETAIL" },
- { 'G', "RULE127" },
- { 'H', "RULE155" },
+ { 'G', "RULE 127 TRADE" },
+ { 'H', "RULE 155 TRADE" },
{ 'I', "SOLD LAST" },
{ 'J', "NEXT DAY TRADE" },
{ 'K', "OPENED" },
@@ -1103,19 +1412,82 @@ typedef struct _fix_field {
{ 'P', "IMBALANCE MORE BUYERS" },
{ 'Q', "IMBALANCE MORE SELLERS" },
{ 'R', "OPENING PRICE" },
- { 0, NULL }
- };
-
-
- static const value_string MDUpdateAction_val[] = {
+ { 'S', "BARGAIN CONDITION" },
+ { 'T', "CONVERTED PRICE INDICATOR" },
+ { 'U', "EXCHANGE LAST" },
+ { 'V', "FINAL PRICE OF SESSION" },
+ { 'W', "EX PIT" },
+ { 'X', "CROSSED X" },
+ { 'Y', "TRADES RESULTING FROM MANUAL SLOW QUOTE" },
+ { 'Z', "TRADES RESULTING FROM INTERMARKET SWEEP" },
+ { '0', "CANCEL" },
+ { 'a', "VOLUME ONLY" },
+ { 'b', "DIRECT PLUS" },
+ { 'c', "ACQUISITION" },
+ { 'd', "BUNCHED" },
+ { 'e', "DISTRIBUTION" },
+ { 'f', "BUNCHED SALE" },
+ { 'g', "SPLIT TRADE" },
+ { 'h', "CANCEL STOPPED" },
+ { 'i', "CANCEL ETH" },
+ { 'j', "CANCEL STOPPED ETH" },
+ { 'k', "OUT OF SEQUENCE ETH" },
+ { 'l', "CANCEL LAST ETH" },
+ { 'm', "SOLD LAST SALE ETH" },
+ { 'n', "CANCEL LAST" },
+ { 'o', "SOLD LAST SALE" },
+ { 'p', "CANCEL OPEN" },
+ { 'q', "CANCEL OPEN ETH" },
+ { 'r', "OPENED SALE ETH" },
+ { 's', "CANCEL ONLY" },
+ { 't', "CANCEL ONLY ETH" },
+ { 'u', "LATE OPEN ETH" },
+ { 'v', "AUTO EXECUTION ETH" },
+ { 'w', "REOPEN" },
+ { 'x', "REOPEN ETH" },
+ { 'y', "ADJUSTED" },
+ { 'z', "ADJUSTED ETH" },
+ { 'AA', "SPREAD" },
+ { 'AB', "SPREAD ETH" },
+ { 'AC', "STRADDLE" },
+ { 'AD', "STRADDLE ETH" },
+ { 'AE', "STOPPED" },
+ { 'AF', "STOPPED ETH" },
+ { 'AG', "REGULAR ETH" },
+ { 'AH', "COMBO" },
+ { 'AI', "COMBO ETH" },
+ { 'AJ', "OFFICIAL CLOSING PRICE" },
+ { 'AK', "PRIOR REFERENCE PRICE" },
+ { 'AL', "STOPPED SOLD LAST" },
+ { 'AM', "STOPPED OUT OF SEQUENCE" },
+ { 'AN', "OFFICAL CLOSING PRICE" },
+ { 'AO', "CROSSED AO" },
+ { 'AP', "FAST MARKET" },
+ { 'AQ', "AUTOMATIC EXECUTION" },
+ { 'AR', "FORM T" },
+ { 'AS', "BASKET INDEX" },
+ { 'AT', "BURST BASKET" },
+ { '1', "IMPLIED TRADE" },
+ { 'AV', "OUTSIDE SPREAD" },
+ { '2', "MARKETPLACE ENTERED TRADE" },
+ { '3', "MULT ASSET CLASS MULTILEG TRADE" },
+ { '4', "MULTILEG TO MULTILEG TRADE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MDUpdateAction_val[] = {
{ '0', "NEW" },
{ '1', "CHANGE" },
{ '2', "DELETE" },
+ { '3', "DELETE THRU" },
+ { '4', "DELETE FROM" },
+ { '5', "OVERLAY" },
{ 0, NULL }
};
- static const value_string MDReqRejReason_val[] = {
+ static const value_string MDReqRejReason_val[] = {
{ '0', "UNKNOWN SYMBOL" },
{ '1', "DUPLICATE MDREQID" },
{ '2', "INSUFFICIENT BANDWIDTH" },
@@ -1129,20 +1501,21 @@ typedef struct _fix_field {
{ 'A', "UNSUPPORTED SCOPE" },
{ 'B', "UNSUPPORTED OPENCLOSESETTLEFLAG" },
{ 'C', "UNSUPPORTED MDIMPLICITDELETE" },
+ { 'D', "INSUFFICIENT CREDIT" },
{ 0, NULL }
};
- static const value_string DeleteReason_val[] = {
- { '0', "CANCELATION TRADE BUST" },
+ static const value_string DeleteReason_val[] = {
+ { '0', "CANCELLATION" },
{ '1', "ERROR" },
{ 0, NULL }
};
- static const value_string OpenCloseSettlFlag_val[] = {
- { '0', "DAILY OPEN CLOSE SETTLEMENT ENTRY" },
- { '1', "SESSION OPEN CLOSE SETTLEMENT ENTRY" },
+ static const value_string OpenCloseSettlFlag_val[] = {
+ { '0', "DAILY OPEN" },
+ { '1', "SESSION OPEN" },
{ '2', "DELIVERY SETTLEMENT ENTRY" },
{ '3', "EXPECTED ENTRY" },
{ '4', "ENTRY FROM PREVIOUS BUSINESS DAY" },
@@ -1151,26 +1524,51 @@ typedef struct _fix_field {
};
- static const value_string FinancialStatus_val[] = {
+ static const value_string FinancialStatus_val[] = {
{ '1', "BANKRUPT" },
{ '2', "PENDING DELISTING" },
+ { '3', "RESTRICTED" },
{ 0, NULL }
};
- static const value_string CorporateAction_val[] = {
+ static const value_string CorporateAction_val[] = {
{ 'A', "EX DIVIDEND" },
{ 'B', "EX DISTRIBUTION" },
{ 'C', "EX RIGHTS" },
{ 'D', "NEW" },
{ 'E', "EX INTEREST" },
- { 0, NULL }
- };
-
-
- static const value_string QuoteStatus_val[] = {
+ { 'F', "CASH DIVIDEND" },
+ { 'G', "STOCK DIVIDEND" },
+ { 'H', "NON INTEGER STOCK SPLIT" },
+ { 'I', "REVERSE STOCK SPLIT" },
+ { 'J', "STANDARD INTEGER STOCK SPLIT" },
+ { 'K', "POSITION CONSOLIDATION" },
+ { 'L', "LIQUIDATION REORGANIZATION" },
+ { 'M', "MERGER REORGANIZATION" },
+ { 'N', "RIGHTS OFFERING" },
+ { 'O', "SHAREHOLDER MEETING" },
+ { 'P', "SPINOFF" },
+ { 'Q', "TENDER OFFER" },
+ { 'R', "WARRANT" },
+ { 'S', "SPECIAL ACTION" },
+ { 'T', "SYMBOL CONVERSION" },
+ { 'U', "CUSIP" },
+ { 'V', "LEAP ROLLOVER" },
+ { 'W', "SUCCESSION EVENT" },
+ { 0, NULL }
+ };
+
+
+ static const value_string QuoteStatus_val[] = {
{ 0, "ACCEPTED" },
- { 1, "CANCELED FOR SYMBOL" },
+ { 1, "CANCEL FOR SYMBOL" },
+ { 10, "PENDING" },
+ { 11, "PASS" },
+ { 12, "LOCKED MARKET WARNING" },
+ { 13, "CROSS MARKET WARNING" },
+ { 14, "CANCELED DUE TO LOCK MARKET" },
+ { 15, "CANCELED DUE TO CROSS MARKET" },
{ 2, "CANCELED FOR SECURITY TYPE" },
{ 3, "CANCELED FOR UNDERLYING" },
{ 4, "CANCELED ALL" },
@@ -1179,28 +1577,31 @@ typedef struct _fix_field {
{ 7, "EXPIRED" },
{ 8, "QUERY" },
{ 9, "QUOTE NOT FOUND" },
- { 10, "PENDING" },
- { 11, "PASS" },
- { 12, "LOCKED MARKET WARNING" },
- { 13, "CROSS MARKET WARNING" },
- { 14, "CANCELED DUE TO LOCK MARKET" },
- { 15, "CANCELED DUE TO CROSS MARKET" },
+ { 16, "ACTIVE" },
+ { 17, "CANCELED" },
+ { 18, "UNSOLICITED QUOTE REPLENISHMENT" },
+ { 19, "PENDING END TRADE" },
+ { 20, "TOO LATE TO END" },
{ 0, NULL }
};
- static const value_string QuoteCancelType_val[] = {
- { 1, "CANCEL FOR SYMBOL" },
+ static const value_string QuoteCancelType_val[] = {
+ { 1, "CANCEL FOR ONE OR MORE SECURITIES" },
{ 2, "CANCEL FOR SECURITY TYPE" },
- { 3, "CANCEL FOR UNDERLYING SYMBOL" },
+ { 3, "CANCEL FOR UNDERLYING SECURITY" },
{ 4, "CANCEL ALL QUOTES" },
+ { 5, "CANCEL QUOTE SPECIFIED IN QUOTEID" },
+ { 6, "CANCEL BY QUOTETYPE" },
+ { 7, "CANCEL FOR SECURITY ISSUER" },
+ { 8, "CANCEL FOR ISSUER OF UNDERLYING SECURITY" },
{ 0, NULL }
};
- static const value_string QuoteRejectReason_val[] = {
+ static const value_string QuoteRejectReason_val[] = {
{ 1, "UNKNOWN SYMBOL" },
- { 2, "EXCHANGE CLOSED" },
+ { 2, "EXCHANGE" },
{ 3, "QUOTE REQUEST EXCEEDS LIMIT" },
{ 4, "TOO LATE TO ENTER" },
{ 5, "UNKNOWN QUOTE" },
@@ -1208,85 +1609,121 @@ typedef struct _fix_field {
{ 7, "INVALID BID ASK SPREAD" },
{ 8, "INVALID PRICE" },
{ 9, "NOT AUTHORIZED TO QUOTE SECURITY" },
+ { 99, "OTHER" },
+ { 10, "PRICE EXCEEDS CURRENT PRICE BAND" },
+ { 11, "QUOTE LOCKED" },
+ { 12, "INVALID OR UNKNOWN SECURITY ISSUER" },
+ { 13, "INVALID OR UNKNOWN ISSUER OF UNDERLYING SECURITY" },
{ 0, NULL }
};
- static const value_string QuoteResponseLevel_val[] = {
+ static const value_string QuoteResponseLevel_val[] = {
{ 0, "NO ACKNOWLEDGEMENT" },
{ 1, "ACKNOWLEDGE ONLY NEGATIVE OR ERRONEOUS QUOTES" },
- { 2, "ACKNOWLEDGE EACH QUOTE MESSAGES" },
+ { 2, "ACKNOWLEDGE EACH QUOTE MESSAGE" },
+ { 3, "SUMMARY ACKNOWLEDGEMENT" },
{ 0, NULL }
};
- static const value_string QuoteRequestType_val[] = {
+ static const value_string QuoteRequestType_val[] = {
{ 1, "MANUAL" },
{ 2, "AUTOMATIC" },
{ 0, NULL }
};
- static const value_string SecurityRequestType_val[] = {
+ static const value_string SecurityRequestType_val[] = {
{ 0, "REQUEST SECURITY IDENTITY AND SPECIFICATIONS" },
{ 1, "REQUEST SECURITY IDENTITY FOR THE SPECIFICATIONS PROVIDED" },
{ 2, "REQUEST LIST SECURITY TYPES" },
{ 3, "REQUEST LIST SECURITIES" },
+ { 4, "SYMBOL" },
+ { 5, "SECURITYTYPE AND OR CFICODE" },
+ { 6, "PRODUCT" },
+ { 7, "TRADINGSESSIONID" },
+ { 8, "ALL SECURITIES" },
+ { 9, "MARKETID OR MARKETID PLUS MARKETSEGMENTID" },
{ 0, NULL }
};
- static const value_string SecurityResponseType_val[] = {
+ static const value_string SecurityResponseType_val[] = {
{ 1, "ACCEPT SECURITY PROPOSAL AS IS" },
{ 2, "ACCEPT SECURITY PROPOSAL WITH REVISIONS AS INDICATED IN THE MESSAGE" },
{ 3, "LIST OF SECURITY TYPES RETURNED PER REQUEST" },
{ 4, "LIST OF SECURITIES RETURNED PER REQUEST" },
{ 5, "REJECT SECURITY PROPOSAL" },
- { 6, "CAN NOT MATCH SELECTION CRITERIA" },
+ { 6, "CANNOT MATCH SELECTION CRITERIA" },
+ { 0, NULL }
+ };
+
+
+ static const value_string UnsolicitedIndicator_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
{ 0, NULL }
};
- static const value_string SecurityTradingStatus_val[] = {
+ static const value_string SecurityTradingStatus_val[] = {
{ 1, "OPENING DELAY" },
- { 2, "TRADING HALT" },
- { 3, "RESUME" },
- { 4, "NO OPEN NO RESUME" },
- { 5, "PRICE INDICATION" },
- { 6, "TRADING RANGE INDICATION" },
- { 7, "MARKET IMBALANCE BUY" },
- { 8, "MARKET IMBALANCE SELL" },
- { 9, "MARKET ON CLOSE IMBALANCE BUY" },
{ 10, "MARKET ON CLOSE IMBALANCE SELL" },
- { 11, "NOT ASSIGNED" },
+ { 11, "11" },
{ 12, "NO MARKET IMBALANCE" },
{ 13, "NO MARKET ON CLOSE IMBALANCE" },
{ 14, "ITS PRE OPENING" },
{ 15, "NEW PRICE INDICATION" },
{ 16, "TRADE DISSEMINATION TIME" },
- { 17, "READY TO TRADE START OF SESSION" },
- { 18, "NOT AVAILABLE FOR TRADING END OF SESSION" },
+ { 17, "READY TO TRADE" },
+ { 18, "NOT AVAILABLE FOR TRADING" },
{ 19, "NOT TRADED ON THIS MARKET" },
+ { 2, "TRADING HALT" },
{ 20, "UNKNOWN OR INVALID" },
{ 21, "PRE OPEN" },
{ 22, "OPENING ROTATION" },
{ 23, "FAST MARKET" },
+ { 3, "RESUME" },
+ { 4, "NO OPEN" },
+ { 5, "PRICE INDICATION" },
+ { 6, "TRADING RANGE INDICATION" },
+ { 7, "MARKET IMBALANCE BUY" },
+ { 8, "MARKET IMBALANCE SELL" },
+ { 9, "MARKET ON CLOSE IMBALANCE BUY" },
+ { 24, "PRE CROSS" },
+ { 25, "CROSS" },
+ { 26, "POST CLOSE" },
{ 0, NULL }
};
- static const value_string HaltReason_val[] = {
- { 'I', "ORDER IMBALANCE" },
- { 'X', "EQUIPMENT CHANGEOVER" },
- { 'P', "NEWS PENDING" },
- { 'D', "NEWS DISSEMINATION" },
- { 'E', "ORDER INFLUX" },
- { 'M', "ADDITIONAL INFORMATION" },
+ static const value_string HaltReasonInt_val[] = {
+ { 0, "NEWS DISSEMINATION" },
+ { 1, "ORDER INFLUX" },
+ { 2, "ORDER IMBALANCE" },
+ { 3, "ADDITIONAL INFORMATION" },
+ { 4, "NEWS PENDING" },
+ { 5, "EQUIPMENT CHANGEOVER" },
{ 0, NULL }
};
- static const value_string Adjustment_val[] = {
+ static const value_string InViewOfCommon_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string DueToRelated_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string Adjustment_val[] = {
{ 1, "CANCEL" },
{ 2, "ERROR" },
{ 3, "CORRECTION" },
@@ -1294,7 +1731,18 @@ typedef struct _fix_field {
};
- static const value_string TradSesMethod_val[] = {
+ static const string_string TradingSessionID_val[] = {
+ { "1", "DAY" },
+ { "2", "HALFDAY" },
+ { "3", "MORNING" },
+ { "4", "AFTERNOON" },
+ { "5", "EVENING" },
+ { "6", "AFTER HOURS" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TradSesMethod_val[] = {
{ 1, "ELECTRONIC" },
{ 2, "OPEN OUTCRY" },
{ 3, "TWO PARTY" },
@@ -1302,7 +1750,7 @@ typedef struct _fix_field {
};
- static const value_string TradSesMode_val[] = {
+ static const value_string TradSesMode_val[] = {
{ 1, "TESTING" },
{ 2, "SIMULATED" },
{ 3, "PRODUCTION" },
@@ -1310,7 +1758,7 @@ typedef struct _fix_field {
};
- static const value_string TradSesStatus_val[] = {
+ static const value_string TradSesStatus_val[] = {
{ 0, "UNKNOWN" },
{ 1, "HALTED" },
{ 2, "OPEN" },
@@ -1322,7 +1770,7 @@ typedef struct _fix_field {
};
- static const string_string MessageEncoding_val[] = {
+ static const string_string MessageEncoding_val[] = {
{ "ISO-2022-JP", "ISO 2022 JP" },
{ "EUC-JP", "EUC JP" },
{ "SHIFT_JIS", "SHIFT JIS" },
@@ -1331,31 +1779,9 @@ typedef struct _fix_field {
};
- static const value_string QuoteEntryRejectReason_val[] = {
- { 1, "UNKNOWN SYMBOL" },
- { 2, "EXCHANGE CLOSED" },
- { 3, "QUOTE EXCEEDS LIMIT" },
- { 4, "TOO LATE TO ENTER" },
- { 5, "UNKNOWN QUOTE" },
- { 6, "DUPLICATE QUOTE" },
- { 7, "INVALID BID ASK SPREAD" },
- { 8, "INVALID PRICE" },
- { 9, "NOT AUTHORIZED TO QUOTE SECURITY" },
- { 0, NULL }
- };
-
-
- static const value_string SessionRejectReason_val[] = {
+ static const value_string SessionRejectReason_val[] = {
{ 0, "INVALID TAG NUMBER" },
{ 1, "REQUIRED TAG MISSING" },
- { 2, "TAG NOT DEFINED FOR THIS MESSAGE TYPE" },
- { 3, "UNDEFINED TAG" },
- { 4, "TAG SPECIFIED WITHOUT A VALUE" },
- { 5, "VALUE IS INCORRECT" },
- { 6, "INCORRECT DATA FORMAT FOR VALUE" },
- { 7, "DECRYPTION PROBLEM" },
- { 8, "SIGNATURE PROBLEM" },
- { 9, "COMPID PROBLEM" },
{ 10, "SENDINGTIME ACCURACY PROBLEM" },
{ 11, "INVALID MSGTYPE" },
{ 12, "XML VALIDATION ERROR" },
@@ -1364,34 +1790,53 @@ typedef struct _fix_field {
{ 15, "REPEATING GROUP FIELDS OUT OF ORDER" },
{ 16, "INCORRECT NUMINGROUP COUNT FOR REPEATING GROUP" },
{ 17, "NON DATA VALUE INCLUDES FIELD DELIMITER" },
+ { 2, "TAG NOT DEFINED FOR THIS MESSAGE TYPE" },
+ { 3, "UNDEFINED TAG" },
+ { 4, "TAG SPECIFIED WITHOUT A VALUE" },
+ { 5, "VALUE IS INCORRECT" },
+ { 6, "INCORRECT DATA FORMAT FOR VALUE" },
+ { 7, "DECRYPTION PROBLEM" },
+ { 8, "SIGNATURE PROBLEM" },
+ { 9, "COMPID PROBLEM" },
{ 99, "OTHER" },
+ { 18, "INVALID UNSUPPORTED APPLICATION VERSION" },
{ 0, NULL }
};
- static const value_string BidRequestTransType_val[] = {
- { 'N', "NEW" },
+ static const value_string BidRequestTransType_val[] = {
{ 'C', "CANCEL" },
+ { 'N', "NO" },
{ 0, NULL }
};
- static const value_string ExecRestatementReason_val[] = {
+ static const value_string SolicitedFlag_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ExecRestatementReason_val[] = {
{ 0, "GT CORPORATE ACTION" },
- { 1, "GT RENEWAL RESTATEMENT" },
+ { 1, "GT RENEWAL" },
+ { 10, "WAREHOUSE RECAP" },
{ 2, "VERBAL CHANGE" },
{ 3, "REPRICING OF ORDER" },
{ 4, "BROKER OPTION" },
{ 5, "PARTIAL DECLINE OF ORDERQTY" },
{ 6, "CANCEL ON TRADING HALT" },
{ 7, "CANCEL ON SYSTEM FAILURE" },
- { 8, "MARKET OPTION" },
+ { 8, "MARKET" },
{ 9, "CANCELED NOT BEST" },
+ { 99, "OTHER" },
+ { 11, "PEG REFRESH" },
{ 0, NULL }
};
- static const value_string BusinessRejectReason_val[] = {
+ static const value_string BusinessRejectReason_val[] = {
{ 0, "OTHER" },
{ 1, "UNKNOWN ID" },
{ 2, "UNKNOWN SECURITY" },
@@ -1400,18 +1845,19 @@ typedef struct _fix_field {
{ 5, "CONDITIONALLY REQUIRED FIELD MISSING" },
{ 6, "NOT AUTHORIZED" },
{ 7, "DELIVERTO FIRM NOT AVAILABLE AT THIS TIME" },
+ { 18, "INVALID PRICE INCREMENT" },
{ 0, NULL }
};
- static const value_string MsgDirection_val[] = {
- { 'S', "SEND" },
+ static const value_string MsgDirection_val[] = {
{ 'R', "RECEIVE" },
+ { 'S', "SEND" },
{ 0, NULL }
};
- static const value_string DiscretionInst_val[] = {
+ static const value_string DiscretionInst_val[] = {
{ '0', "RELATED TO DISPLAYED PRICE" },
{ '1', "RELATED TO MARKET PRICE" },
{ '2', "RELATED TO PRIMARY PRICE" },
@@ -1419,19 +1865,20 @@ typedef struct _fix_field {
{ '4', "RELATED TO MIDPOINT PRICE" },
{ '5', "RELATED TO LAST TRADE PRICE" },
{ '6', "RELATED TO VWAP" },
+ { '7', "AVERAGE PRICE GUARANTEE" },
{ 0, NULL }
};
- static const value_string BidType_val[] = {
- { 1, "NON DISCLOSED" },
- { 2, "DISCLOSED STYLE" },
+ static const value_string BidType_val[] = {
+ { 1, "NON DISCLOSED STYLE" },
+ { 2, "DISCLOSED SYTLE" },
{ 3, "NO BIDDING PROCESS" },
{ 0, NULL }
};
- static const value_string BidDescriptorType_val[] = {
+ static const value_string BidDescriptorType_val[] = {
{ 1, "SECTOR" },
{ 2, "COUNTRY" },
{ 3, "INDEX" },
@@ -1439,47 +1886,54 @@ typedef struct _fix_field {
};
- static const value_string SideValueInd_val[] = {
- { 1, "SIDEVALUE1" },
- { 2, "SIDEVALUE2" },
+ static const value_string SideValueInd_val[] = {
+ { 1, "SIDE VALUE 1" },
+ { 2, "SIDE VALUE 2" },
{ 0, NULL }
};
- static const value_string LiquidityIndType_val[] = {
- { 1, "FIVEDAY MOVING AVERAGE" },
- { 2, "TWENTYDAY MOVING AVERAGE" },
+ static const value_string LiquidityIndType_val[] = {
+ { 1, "5 DAY MOVING AVERAGE" },
+ { 2, "20 DAY MOVING AVERAGE" },
{ 3, "NORMAL MARKET SIZE" },
{ 4, "OTHER" },
{ 0, NULL }
};
- static const value_string ProgRptReqs_val[] = {
- { 1, "BUYSIDE EXPLICITLY REQUESTS STATUS USING STATUSREQUEST" },
- { 2, "SELLSIDE PERIODICALLY SENDS STATUS USING LISTSTATUS" },
+ static const value_string ExchangeForPhysical_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ProgRptReqs_val[] = {
+ { 1, "BUY SIDE EXPLICITLY REQUESTS STATUS USING STATUE REQUEST" },
+ { 2, "SELL SIDE PERIODICALLY SENDS STATUS USING LIST STATUS PERIOD OPTIONALLY SPECIFIED IN PROGRESSPERIOD" },
{ 3, "REAL TIME EXECUTION REPORTS" },
{ 0, NULL }
};
- static const value_string IncTaxInd_val[] = {
+ static const value_string IncTaxInd_val[] = {
{ 1, "NET" },
{ 2, "GROSS" },
{ 0, NULL }
};
- static const value_string BidTradeType_val[] = {
- { 'R', "RISK TRADE" },
- { 'G', "VWAP GUARANTEE" },
+ static const value_string BidTradeType_val[] = {
{ 'A', "AGENCY" },
+ { 'G', "VWAP GUARANTEE" },
{ 'J', "GUARANTEED CLOSE" },
+ { 'R', "RISK TRADE" },
{ 0, NULL }
};
- static const value_string BasisPxType_val[] = {
+ static const value_string BasisPxType_val[] = {
{ '2', "CLOSING PRICE AT MORNING SESSION" },
{ '3', "CLOSING PRICE" },
{ '4', "CURRENT PRICE" },
@@ -1497,8 +1951,10 @@ typedef struct _fix_field {
};
- static const value_string PriceType_val[] = {
+ static const value_string PriceType_val[] = {
{ 1, "PERCENTAGE" },
+ { 10, "FIXED CABINET TRADE PRICE" },
+ { 11, "VARIABLE CABINET TRADE PRICE" },
{ 2, "PER UNIT" },
{ 3, "FIXED AMOUNT" },
{ 4, "DISCOUNT" },
@@ -1507,41 +1963,48 @@ typedef struct _fix_field {
{ 7, "TED PRICE" },
{ 8, "TED YIELD" },
{ 9, "YIELD" },
+ { 13, "PRODUCT TICKS IN HALFS" },
+ { 14, "PRODUCT TICKS IN FOURTHS" },
+ { 15, "PRODUCT TICKS IN EIGHTS" },
+ { 16, "PRODUCT TICKS IN SIXTEENTHS" },
+ { 17, "PRODUCT TICKS IN THIRTY SECONDS" },
+ { 18, "PRODUCT TICKS IN SIXTY FORTHS" },
+ { 19, "PRODUCT TICKS IN ONE TWENTY EIGHTS" },
{ 0, NULL }
};
- static const value_string GTBookingInst_val[] = {
+ static const value_string GTBookingInst_val[] = {
{ 0, "BOOK OUT ALL TRADES ON DAY OF EXECUTION" },
- { 1, "ACCUMULATE EXECUTIONS UNTIL ORDER IS FILLED OR EXPIRES" },
- { 2, "ACCUMULATE UNTIL VERBALLY NOTIFIED OTHERWISE" },
+ { 1, "ACCUMULATE EXECTUIONS UNTIL FORDER IS FILLED OR EXPIRES" },
+ { 2, "ACCUMULATE UNTIL VERBALLLY NOTIFIED OTHERWISE" },
{ 0, NULL }
};
- static const value_string ListStatusType_val[] = {
+ static const value_string ListStatusType_val[] = {
{ 1, "ACK" },
{ 2, "RESPONSE" },
{ 3, "TIMED" },
- { 4, "EXECSTARTED" },
- { 5, "ALLDONE" },
+ { 4, "EXEC STARTED" },
+ { 5, "ALL DONE" },
{ 6, "ALERT" },
{ 0, NULL }
};
- static const value_string NetGrossInd_val[] = {
+ static const value_string NetGrossInd_val[] = {
{ 1, "NET" },
{ 2, "GROSS" },
{ 0, NULL }
};
- static const value_string ListOrderStatus_val[] = {
- { 1, "INBIDDINGPROCESS" },
- { 2, "RECEIVEDFOREXECUTION" },
+ static const value_string ListOrderStatus_val[] = {
+ { 1, "IN BIDDING PROCESS" },
+ { 2, "RECEIVED FOR EXECUTION" },
{ 3, "EXECUTING" },
- { 4, "CANCELING" },
+ { 4, "CANCELLING" },
{ 5, "ALERT" },
{ 6, "ALL DONE" },
{ 7, "REJECT" },
@@ -1549,24 +2012,24 @@ typedef struct _fix_field {
};
- static const value_string ListExecInstType_val[] = {
+ static const value_string ListExecInstType_val[] = {
{ '1', "IMMEDIATE" },
- { '2', "WAIT FOR EXECUTE INSTRUCTION" },
- { '3', "EXCHANGE SWITCH CIV ORDER SELL DRIVEN" },
- { '4', "EXCHANGE SWITCH CIV ORDER BUY DRIVEN CASH TOP UP" },
- { '5', "EXCHANGE SWITCH CIV ORDER BUY DRIVEN CASH WITHDRAW" },
+ { '2', "WAIT FOR EXECUT INSTRUCTION" },
+ { '3', "EXCHANGE SWITCH CIV ORDER 3" },
+ { '4', "EXCHANGE SWITCH CIV ORDER 4" },
+ { '5', "EXCHANGE SWITCH CIV ORDER 5" },
{ 0, NULL }
};
- static const value_string CxlRejResponseTo_val[] = {
+ static const value_string CxlRejResponseTo_val[] = {
{ '1', "ORDER CANCEL REQUEST" },
{ '2', "ORDER CANCEL REPLACE REQUEST" },
{ 0, NULL }
};
- static const value_string MultiLegReportingType_val[] = {
+ static const value_string MultiLegReportingType_val[] = {
{ '1', "SINGLE SECURITY" },
{ '2', "INDIVIDUAL LEG OF A MULTI LEG SECURITY" },
{ '3', "MULTI LEG SECURITY" },
@@ -1574,45 +2037,124 @@ typedef struct _fix_field {
};
- static const value_string PartyIDSource_val[] = {
- { 'B', "BIC" },
- { 'C', "GENERALLY ACCEPTED MARKET PARTICIPANT IDENTIFIER" },
- { 'D', "PROPRIETARY CUSTOM CODE" },
- { 'E', "ISO COUNTRY CODE" },
- { 'F', "SETTLEMENT ENTITY LOCATION" },
- { 'G', "MIC" },
- { 'H', "CSD PARTICIPANT MEMBER CODE" },
+ static const value_string PartyIDSource_val[] = {
{ '1', "KOREAN INVESTOR ID" },
{ '2', "TAIWANESE QUALIFIED FOREIGN INVESTOR ID QFII FID" },
- { '3', "TAIWANESE TRADING ACCOUNT" },
- { '4', "MALAYSIAN CENTRAL DEPOSITORY NUMBER" },
- { '5', "CHINESE B SHARE" },
+ { '3', "TAIWANESE TRADING ACCT" },
+ { '4', "MALAYSIAN CENTRAL DEPOSITORY" },
+ { '5', "CHINESE INVESTOR ID" },
{ '6', "UK NATIONAL INSURANCE OR PENSION NUMBER" },
{ '7', "US SOCIAL SECURITY NUMBER" },
- { '8', "US EMPLOYER IDENTIFICATION NUMBER" },
+ { '8', "US EMPLOYER OR TAX ID NUMBER" },
{ '9', "AUSTRALIAN BUSINESS NUMBER" },
{ 'A', "AUSTRALIAN TAX FILE NUMBER" },
- { 'I', "DIRECTED BROKER" },
+ { 'B', "BIC" },
+ { 'C', "GENERALLY ACCEPTED MARKET PARTICIPANT IDENTIFIER" },
+ { 'D', "PROPRIETARY" },
+ { 'E', "ISO COUNTRY CODE" },
+ { 'F', "SETTLEMENT ENTITY LOCATION" },
+ { 'G', "MIC" },
+ { 'H', "CSD PARTICIPANT MEMBER CODE" },
+ { 'I', "DIRECTED BROKER THREE CHARACTER ACRONYM AS DEFINED IN ISITC ETC BEST PRACTICE GUIDELINES DOCUMENT" },
{ 0, NULL }
};
- static const value_string PartyRole_val[] = {
+ static const value_string PartyRole_val[] = {
{ 1, "EXECUTING FIRM" },
+ { 10, "SETTLEMENT LOCATION" },
+ { 11, "ORDER ORIGINATION TRADER" },
+ { 12, "EXECUTING TRADER" },
+ { 13, "ORDER ORIGINATION FIRM" },
+ { 14, "GIVEUP CLEARING FIRM" },
+ { 15, "CORRESPONDANT CLEARING FIRM" },
+ { 16, "EXECUTING SYSTEM" },
+ { 17, "CONTRA FIRM" },
+ { 18, "CONTRA CLEARING FIRM" },
+ { 19, "SPONSORING FIRM" },
{ 2, "BROKER OF CREDIT" },
+ { 20, "UNDERLYING CONTRA FIRM" },
+ { 21, "CLEARING ORGANIZATION" },
+ { 22, "EXCHANGE" },
+ { 24, "CUSTOMER ACCOUNT" },
+ { 25, "CORRESPONDENT CLEARING ORGANIZATION" },
+ { 26, "CORRESPONDENT BROKER" },
+ { 27, "BUYER SELLER" },
+ { 28, "CUSTODIAN" },
+ { 29, "INTERMEDIARY" },
{ 3, "CLIENT ID" },
+ { 30, "AGENT" },
+ { 31, "SUB CUSTODIAN" },
+ { 32, "BENEFICIARY" },
+ { 33, "INTERESTED PARTY" },
+ { 34, "REGULATORY BODY" },
+ { 35, "LIQUIDITY PROVIDER" },
+ { 36, "ENTERING TRADER" },
+ { 37, "CONTRA TRADER" },
+ { 38, "POSITION ACCOUNT" },
{ 4, "CLEARING FIRM" },
{ 5, "INVESTOR ID" },
{ 6, "INTRODUCING FIRM" },
{ 7, "ENTERING FIRM" },
- { 8, "LOCATE LENDING FIRM" },
+ { 8, "LOCATE" },
{ 9, "FUND MANAGER CLIENT ID" },
- { 0, NULL }
- };
-
-
- static const value_string Product_val[] = {
+ { 60, "INTRODUCING BROKER" },
+ { 41, "CONTRA POSITION ACCOUNT" },
+ { 42, "CONTRA EXCHANGE" },
+ { 43, "INTERNAL CARRY ACCOUNT" },
+ { 44, "ORDER ENTRY OPERATOR ID" },
+ { 45, "SECONDARY ACCOUNT NUMBER" },
+ { 46, "FOREIGN FIRM" },
+ { 47, "THIRD PARTY ALLOCATION FIRM" },
+ { 48, "CLAIMING ACCOUNT" },
+ { 49, "ASSET MANAGER" },
+ { 50, "PLEDGOR ACCOUNT" },
+ { 51, "PLEDGEE ACCOUNT" },
+ { 52, "LARGE TRADER REPORTABLE ACCOUNT" },
+ { 53, "TRADER MNEMONIC" },
+ { 54, "SENDER LOCATION" },
+ { 55, "SESSION ID" },
+ { 56, "ACCEPTABLE COUNTERPARTY" },
+ { 57, "UNACCEPTABLE COUNTERPARTY" },
+ { 58, "ENTERING UNIT" },
+ { 59, "EXECUTING UNIT" },
+ { 39, "CONTRA INVESTOR ID" },
+ { 40, "TRANSFER TO FIRM" },
+ { 61, "QUOTE ORIGINATOR" },
+ { 62, "REPORT ORIGINATOR" },
+ { 63, "SYSTEMATIC INTERNALISER" },
+ { 64, "MULTILATERAL TRADING FACILITY" },
+ { 65, "REGULATED MARKET" },
+ { 66, "MARKET MAKER" },
+ { 67, "INVESTMENT FIRM" },
+ { 68, "HOST COMPETENT AUTHORITY" },
+ { 69, "HOME COMPETENT AUTHORITY" },
+ { 70, "COMPETENT AUTHORITY OF THE MOST RELEVANT MARKET IN TERMS OF LIQUIDITY" },
+ { 71, "COMPETENT AUTHORITY OF THE TRANSACTION" },
+ { 72, "REPORTING INTERMEDIARY" },
+ { 73, "EXECUTION VENUE" },
+ { 74, "MARKET DATA ENTRY ORIGINATOR" },
+ { 75, "LOCATION ID" },
+ { 76, "DESK ID" },
+ { 77, "MARKET DATA MARKET" },
+ { 78, "ALLOCATION ENTITY" },
+ { 79, "PRIME BROKER PROVIDING GENERAL TRADE SERVICES" },
+ { 80, "STEP OUT FIRM" },
+ { 81, "BROKERCLEARINGID" },
+ { 82, "CENTRAL REGISTRATION DEPOSITORY" },
+ { 83, "CLEARING ACCOUNT" },
+ { 84, "ACCEPTABLE SETTLING COUNTERPARTY" },
+ { 85, "UNACCEPTABLE SETTLING COUNTERPARTY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string Product_val[] = {
{ 1, "AGENCY" },
+ { 10, "MORTGAGE" },
+ { 11, "MUNICIPAL" },
+ { 12, "OTHER" },
+ { 13, "FINANCING" },
{ 2, "COMMODITY" },
{ 3, "CORPORATE" },
{ 4, "CURRENCY" },
@@ -1621,15 +2163,18 @@ typedef struct _fix_field {
{ 7, "INDEX" },
{ 8, "LOAN" },
{ 9, "MONEYMARKET" },
- { 10, "MORTGAGE" },
- { 11, "MUNICIPAL" },
- { 12, "OTHER" },
- { 13, "FINANCING" },
{ 0, NULL }
};
- static const value_string QuantityType_val[] = {
+ static const value_string TestMessageIndicator_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string QuantityType_val[] = {
{ 1, "SHARES" },
{ 2, "BONDS" },
{ 3, "CURRENTFACE" },
@@ -1642,7 +2187,7 @@ typedef struct _fix_field {
};
- static const value_string RoundingDirection_val[] = {
+ static const value_string RoundingDirection_val[] = {
{ '0', "ROUND TO NEAREST" },
{ '1', "ROUND DOWN" },
{ '2', "ROUND UP" },
@@ -1650,39 +2195,43 @@ typedef struct _fix_field {
};
- static const value_string DistribPaymentMethod_val[] = {
+ static const value_string DistribPaymentMethod_val[] = {
{ 1, "CREST" },
+ { 10, "BPAY" },
+ { 11, "HIGH VALUE CLEARING SYSTEM HVACS" },
+ { 12, "REINVEST IN FUND" },
{ 2, "NSCC" },
{ 3, "EUROCLEAR" },
{ 4, "CLEARSTREAM" },
{ 5, "CHEQUE" },
{ 6, "TELEGRAPHIC TRANSFER" },
- { 7, "FEDWIRE" },
+ { 7, "FED WIRE" },
{ 8, "DIRECT CREDIT" },
{ 9, "ACH CREDIT" },
{ 0, NULL }
};
- static const value_string CancellationRights_val[] = {
+ static const value_string CancellationRights_val[] = {
{ 'N', "NO EXECUTION ONLY" },
{ 'M', "NO WAIVER AGREEMENT" },
{ 'O', "NO INSTITUTIONAL" },
+ { 'Y', "YES" },
{ 0, NULL }
};
- static const value_string MoneyLaunderingStatus_val[] = {
- { 'Y', "PASSED" },
+ static const value_string MoneyLaunderingStatus_val[] = {
+ { '1', "EXEMPT 1" },
+ { '2', "EXEMPT 2" },
+ { '3', "EXEMPT 3" },
{ 'N', "NOT CHECKED" },
- { '1', "EXEMPT BELOW THE LIMIT" },
- { '2', "EXEMPT CLIENT MONEY TYPE EXEMPTION" },
- { '3', "EXEMPT AUTHORISED CREDIT OR FINANCIAL INSTITUTION" },
+ { 'Y', "PASSED" },
{ 0, NULL }
};
- static const value_string ExecPriceType_val[] = {
+ static const value_string ExecPriceType_val[] = {
{ 'B', "BID PRICE" },
{ 'C', "CREATION PRICE" },
{ 'D', "CREATION PRICE PLUS ADJUSTMENT PERCENT" },
@@ -1695,87 +2244,114 @@ typedef struct _fix_field {
};
- static const value_string TradeReportTransType_val[] = {
+ static const value_string TradeReportTransType_val[] = {
{ 0, "NEW" },
{ 1, "CANCEL" },
{ 2, "REPLACE" },
{ 3, "RELEASE" },
{ 4, "REVERSE" },
+ { 5, "CANCEL DUE TO BACK OUT OF TRADE" },
{ 0, NULL }
};
- static const value_string PaymentMethod_val[] = {
+ static const value_string PaymentMethod_val[] = {
{ 1, "CREST" },
+ { 10, "DIRECT CREDIT" },
+ { 11, "CREDIT CARD" },
+ { 12, "ACH DEBIT" },
+ { 13, "ACH CREDIT" },
+ { 14, "BPAY" },
+ { 15, "HIGH VALUE CLEARING SYSTEM" },
{ 2, "NSCC" },
{ 3, "EUROCLEAR" },
{ 4, "CLEARSTREAM" },
{ 5, "CHEQUE" },
{ 6, "TELEGRAPHIC TRANSFER" },
- { 7, "FEDWIRE" },
+ { 7, "FED WIRE" },
{ 8, "DEBIT CARD" },
{ 9, "DIRECT DEBIT" },
{ 0, NULL }
};
- static const value_string TaxAdvantageType_val[] = {
- { 0, "NONE" },
+ static const value_string TaxAdvantageType_val[] = {
+ { 0, "NONE NOT APPLICABLE" },
{ 1, "MAXI ISA" },
+ { 10, "EMPLOYEE 10" },
+ { 11, "EMPLOYER 11" },
+ { 12, "EMPLOYER 12" },
+ { 13, "NON FUND PROTOTYPE IRA" },
+ { 14, "NON FUND QUALIFIED PLAN" },
+ { 15, "DEFINED CONTRIBUTION PLAN" },
+ { 16, "INDIVIDUAL RETIREMENT ACCOUNT 16" },
+ { 17, "INDIVIDUAL RETIREMENT ACCOUNT 17" },
+ { 18, "KEOGH" },
+ { 19, "PROFIT SHARING PLAN" },
{ 2, "TESSA" },
+ { 20, "401" },
+ { 21, "SELF DIRECTED IRA" },
+ { 22, "403" },
+ { 23, "457" },
+ { 24, "ROTH IRA 24" },
+ { 25, "ROTH IRA 25" },
+ { 26, "ROTH CONVERSION IRA 26" },
+ { 27, "ROTH CONVERSION IRA 27" },
+ { 28, "EDUCATION IRA 28" },
+ { 29, "EDUCATION IRA 29" },
{ 3, "MINI CASH ISA" },
{ 4, "MINI STOCKS AND SHARES ISA" },
{ 5, "MINI INSURANCE ISA" },
{ 6, "CURRENT YEAR PAYMENT" },
{ 7, "PRIOR YEAR PAYMENT" },
{ 8, "ASSET TRANSFER" },
- { 9, "EMPLOYEE PRIOR YEAR" },
+ { 9, "EMPLOYEE 9" },
{ 999, "OTHER" },
{ 0, NULL }
};
- static const value_string FundRenewWaiv_val[] = {
- { 'Y', "YES" },
+ static const value_string FundRenewWaiv_val[] = {
{ 'N', "NO" },
+ { 'Y', "YES" },
{ 0, NULL }
};
- static const value_string RegistStatus_val[] = {
+ static const value_string RegistStatus_val[] = {
{ 'A', "ACCEPTED" },
- { 'R', "REJECTED" },
{ 'H', "HELD" },
{ 'N', "REMINDER" },
+ { 'R', "REJECTED" },
{ 0, NULL }
};
- static const value_string RegistRejReasonCode_val[] = {
+ static const value_string RegistRejReasonCode_val[] = {
{ 1, "INVALID UNACCEPTABLE ACCOUNT TYPE" },
- { 2, "INVALID UNACCEPTABLE TAX EXEMPT TYPE" },
- { 3, "INVALID UNACCEPTABLE OWNERSHIP TYPE" },
- { 4, "INVALID UNACCEPTABLE NO REG DETLS" },
- { 5, "INVALID UNACCEPTABLE REG SEQ NO" },
- { 6, "INVALID UNACCEPTABLE REG DTLS" },
- { 7, "INVALID UNACCEPTABLE MAILING DTLS" },
- { 8, "INVALID UNACCEPTABLE MAILING INST" },
- { 9, "INVALID UNACCEPTABLE INVESTOR ID" },
- { 10, "INVALID UNACCEPTABLE INVESTOR ID SOURCE" },
+ { 10, "INVALID UNACEEPTABLE INVESTOR ID SOURCE" },
{ 11, "INVALID UNACCEPTABLE DATE OF BIRTH" },
{ 12, "INVALID UNACCEPTABLE INVESTOR COUNTRY OF RESIDENCE" },
- { 13, "INVALID UNACCEPTABLE NODISTRIBINSTNS" },
+ { 13, "INVALID UNACCEPTABLE NO DISTRIB INSTNS" },
{ 14, "INVALID UNACCEPTABLE DISTRIB PERCENTAGE" },
{ 15, "INVALID UNACCEPTABLE DISTRIB PAYMENT METHOD" },
{ 16, "INVALID UNACCEPTABLE CASH DISTRIB AGENT ACCT NAME" },
{ 17, "INVALID UNACCEPTABLE CASH DISTRIB AGENT CODE" },
{ 18, "INVALID UNACCEPTABLE CASH DISTRIB AGENT ACCT NUM" },
+ { 2, "INVALID UNACCEPTABLE TAX EXEMPT TYPE" },
+ { 3, "INVALID UNACCEPTABLE OWNERSHIP TYPE" },
+ { 4, "INVALID UNACCEPTABLE NO REG DETAILS" },
+ { 5, "INVALID UNACCEPTABLE REG SEQ NO" },
+ { 6, "INVALID UNACCEPTABLE REG DETAILS" },
+ { 7, "INVALID UNACCEPTABLE MAILING DETAILS" },
+ { 8, "INVALID UNACCEPTABLE MAILING INSTRUCTIONS" },
+ { 9, "INVALID UNACCEPTABLE INVESTOR ID" },
{ 99, "OTHER" },
{ 0, NULL }
};
- static const value_string RegistTransType_val[] = {
+ static const value_string RegistTransType_val[] = {
{ '0', "NEW" },
{ '1', "REPLACE" },
{ '2', "CANCEL" },
@@ -1783,16 +2359,22 @@ typedef struct _fix_field {
};
- static const value_string OwnershipType_val[] = {
+ static const value_string OwnershipType_val[] = {
+ { '2', "JOINT TRUSTEES" },
{ 'J', "JOINT INVESTORS" },
{ 'T', "TENANTS IN COMMON" },
- { '2', "JOINT TRUSTEES" },
{ 0, NULL }
};
- static const value_string ContAmtType_val[] = {
+ static const value_string ContAmtType_val[] = {
{ 1, "COMMISSION AMOUNT" },
+ { 10, "EXIT CHARGE PERCENT" },
+ { 11, "FUND BASED RENEWAL COMMISSION PERCENT" },
+ { 12, "PROJECTED FUND VALUE" },
+ { 13, "FUND BASED RENEWAL COMMISSION AMOUNT 13" },
+ { 14, "FUND BASED RENEWAL COMMISSION AMOUNT 14" },
+ { 15, "NET SETTLEMENT AMOUNT" },
{ 2, "COMMISSION PERCENT" },
{ 3, "INITIAL CHARGE AMOUNT" },
{ 4, "INITIAL CHARGE PERCENT" },
@@ -1805,8 +2387,12 @@ typedef struct _fix_field {
};
- static const value_string OwnerType_val[] = {
+ static const value_string OwnerType_val[] = {
{ 1, "INDIVIDUAL INVESTOR" },
+ { 10, "NETWORKING SUB ACCOUNT" },
+ { 11, "NON PROFIT ORGANIZATION" },
+ { 12, "CORPORATE BODY" },
+ { 13, "NOMINEE" },
{ 2, "PUBLIC COMPANY" },
{ 3, "PRIVATE COMPANY" },
{ 4, "INDIVIDUAL TRUSTEE" },
@@ -1819,7 +2405,7 @@ typedef struct _fix_field {
};
- static const value_string OrderCapacity_val[] = {
+ static const value_string OrderCapacity_val[] = {
{ 'A', "AGENCY" },
{ 'G', "PROPRIETARY" },
{ 'I', "INDIVIDUAL" },
@@ -1830,7 +2416,7 @@ typedef struct _fix_field {
};
- static const value_string OrderRestrictions_val[] = {
+ static const value_string OrderRestrictions_val[] = {
{ '1', "PROGRAM TRADE" },
{ '2', "INDEX ARBITRAGE" },
{ '3', "NON INDEX ARBITRAGE" },
@@ -1841,11 +2427,16 @@ typedef struct _fix_field {
{ '8', "EXTERNAL MARKET PARTICIPANT" },
{ '9', "EXTERNAL INTER CONNECTED MARKET LINKAGE" },
{ 'A', "RISKLESS ARBITRAGE" },
+ { 'B', "ISSUER HOLDING" },
+ { 'C', "ISSUE PRICE STABILIZATION" },
+ { 'D', "NON ALGORITHMIC" },
+ { 'E', "ALGORITHMIC" },
+ { 'F', "CROSS" },
{ 0, NULL }
};
- static const value_string MassCancelRequestType_val[] = {
+ static const value_string MassCancelRequestType_val[] = {
{ '1', "CANCEL ORDERS FOR A SECURITY" },
{ '2', "CANCEL ORDERS FOR AN UNDERLYING SECURITY" },
{ '3', "CANCEL ORDERS FOR A PRODUCT" },
@@ -1853,11 +2444,16 @@ typedef struct _fix_field {
{ '5', "CANCEL ORDERS FOR A SECURITYTYPE" },
{ '6', "CANCEL ORDERS FOR A TRADING SESSION" },
{ '7', "CANCEL ALL ORDERS" },
+ { '8', "CANCEL ORDERS FOR A MARKET" },
+ { '9', "CANCEL ORDERS FOR A MARKET SEGMENT" },
+ { 'A', "CANCEL ORDERS FOR A SECURITY GROUP" },
+ { 'B', "CANCEL FOR SECURITY ISSUER" },
+ { 'C', "CANCEL FOR ISSUER OF UNDERLYING SECURITY" },
{ 0, NULL }
};
- static const value_string MassCancelResponse_val[] = {
+ static const value_string MassCancelResponse_val[] = {
{ '0', "CANCEL REQUEST REJECTED" },
{ '1', "CANCEL ORDERS FOR A SECURITY" },
{ '2', "CANCEL ORDERS FOR AN UNDERLYING SECURITY" },
@@ -1866,23 +2462,34 @@ typedef struct _fix_field {
{ '5', "CANCEL ORDERS FOR A SECURITYTYPE" },
{ '6', "CANCEL ORDERS FOR A TRADING SESSION" },
{ '7', "CANCEL ALL ORDERS" },
+ { '8', "CANCEL ORDERS FOR A MARKET" },
+ { '9', "CANCEL ORDERS FOR A MARKET SEGMENT" },
+ { 'A', "CANCEL ORDERS FOR A SECURITY GROUP" },
+ { 'B', "CANCEL ORDERS FOR A SECURITIES ISSUER" },
+ { 'C', "CANCEL ORDERS FOR ISSUER OF UNDERLYING SECURITY" },
{ 0, NULL }
};
- static const value_string MassCancelRejectReason_val[] = {
- { '0', "MASS CANCEL NOT SUPPORTED" },
- { '1', "INVALID OR UNKNOWN SECURITY" },
- { '2', "INVALID OR UNKNOWN UNDERLYING" },
- { '3', "INVALID OR UNKNOWN PRODUCT" },
- { '4', "INVALID OR UNKNOWN CFICODE" },
- { '5', "INVALID OR UNKNOWN SECURITY TYPE" },
- { '6', "INVALID OR UNKNOWN TRADING SESSION" },
+ static const value_string MassCancelRejectReason_val[] = {
+ { 0, "MASS CANCEL NOT SUPPORTED" },
+ { 1, "INVALID OR UNKNOWN SECURITY" },
+ { 2, "INVALID OR UNKOWN UNDERLYING SECURITY" },
+ { 3, "INVALID OR UNKNOWN PRODUCT" },
+ { 4, "INVALID OR UNKNOWN CFICODE" },
+ { 5, "INVALID OR UNKNOWN SECURITYTYPE" },
+ { 6, "INVALID OR UNKNOWN TRADING SESSION" },
+ { 99, "OTHER" },
+ { 7, "INVALID OR UNKNOWN MARKET" },
+ { 8, "INVALID OR UNKOWN MARKET SEGMENT" },
+ { 9, "INVALID OR UNKNOWN SECURITY GROUP" },
+ { 10, "INVALID OR UNKNOWN SECURITY ISSUER" },
+ { 11, "INVALID OR UNKNOWN ISSUER OF UNDERLYING SECURITY" },
{ 0, NULL }
};
- static const value_string QuoteType_val[] = {
+ static const value_string QuoteType_val[] = {
{ 0, "INDICATIVE" },
{ 1, "TRADEABLE" },
{ 2, "RESTRICTED TRADEABLE" },
@@ -1891,7 +2498,7 @@ typedef struct _fix_field {
};
- static const value_string CashMargin_val[] = {
+ static const value_string CashMargin_val[] = {
{ '1', "CASH" },
{ '2', "MARGIN OPEN" },
{ '3', "MARGIN CLOSE" },
@@ -1899,24 +2506,31 @@ typedef struct _fix_field {
};
- static const value_string Scope_val[] = {
- { '1', "LOCAL" },
+ static const value_string Scope_val[] = {
+ { '1', "LOCAL MARKET" },
{ '2', "NATIONAL" },
{ '3', "GLOBAL" },
{ 0, NULL }
};
- static const value_string CrossType_val[] = {
- { 1, "CROSS TRADE WHICH IS EXECUTED COMPLETELY OR NOT" },
- { 2, "CROSS TRADE WHICH IS EXECUTED PARTIALLY AND THE REST IS CANCELLED" },
- { 3, "CROSS TRADE WHICH IS PARTIALLY EXECUTED WITH THE UNFILLED PORTIONS REMAINING ACTIVE" },
- { 4, "CROSS TRADE IS EXECUTED WITH EXISTING ORDERS WITH THE SAME PRICE" },
+ static const value_string MDImplicitDelete_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
{ 0, NULL }
};
- static const value_string CrossPrioritization_val[] = {
+ static const value_string CrossType_val[] = {
+ { 1, "CROSS AON" },
+ { 2, "CROSS IOC" },
+ { 3, "CROSS ONE SIDE" },
+ { 4, "CROSS SAME PRICE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string CrossPrioritization_val[] = {
{ 0, "NONE" },
{ 1, "BUY SIDE IS PRIORITIZED" },
{ 2, "SELL SIDE IS PRIORITIZED" },
@@ -1924,24 +2538,25 @@ typedef struct _fix_field {
};
- static const value_string NoSides_val[] = {
+ static const value_string NoSides_val[] = {
{ '1', "ONE SIDE" },
{ '2', "BOTH SIDES" },
{ 0, NULL }
};
- static const value_string SecurityListRequestType_val[] = {
+ static const value_string SecurityListRequestType_val[] = {
{ 0, "SYMBOL" },
{ 1, "SECURITYTYPE AND OR CFICODE" },
{ 2, "PRODUCT" },
{ 3, "TRADINGSESSIONID" },
{ 4, "ALL SECURITIES" },
+ { 5, "MARKETID OR MARKETID PLUS MARKETSEGMENTID" },
{ 0, NULL }
};
- static const value_string SecurityRequestResult_val[] = {
+ static const value_string SecurityRequestResult_val[] = {
{ 0, "VALID REQUEST" },
{ 1, "INVALID OR UNSUPPORTED REQUEST" },
{ 2, "NO INSTRUMENTS FOUND THAT MATCH SELECTION CRITERIA" },
@@ -1952,7 +2567,7 @@ typedef struct _fix_field {
};
- static const value_string MultiLegRptTypeReq_val[] = {
+ static const value_string MultiLegRptTypeReq_val[] = {
{ 0, "REPORT BY MULITLEG SECURITY ONLY" },
{ 1, "REPORT BY MULTILEG SECURITY AND BY INSTRUMENT LEGS BELONGING TO THE MULTILEG SECURITY" },
{ 2, "REPORT BY INSTRUMENT LEGS BELONGING TO THE MULTILEG SECURITY ONLY" },
@@ -1960,13 +2575,14 @@ typedef struct _fix_field {
};
- static const value_string TradSesStatusRejReason_val[] = {
+ static const value_string TradSesStatusRejReason_val[] = {
{ 1, "UNKNOWN OR INVALID TRADINGSESSIONID" },
+ { 99, "OTHER" },
{ 0, NULL }
};
- static const value_string TradeRequestType_val[] = {
+ static const value_string TradeRequestType_val[] = {
{ 0, "ALL TRADES" },
{ 1, "MATCHED TRADES MATCHING CRITERIA PROVIDED ON REQUEST" },
{ 2, "UNMATCHED TRADES THAT MATCH CRITERIA" },
@@ -1976,7 +2592,14 @@ typedef struct _fix_field {
};
- static const value_string MatchStatus_val[] = {
+ static const value_string PreviouslyReported_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MatchStatus_val[] = {
{ '0', "COMPARED MATCHED OR AFFIRMED" },
{ '1', "UNCOMPARED UNMATCHED OR UNAFFIRMED" },
{ '2', "ADVISORY OR ALERT" },
@@ -1984,9 +2607,51 @@ typedef struct _fix_field {
};
- static const value_string ClearingInstruction_val[] = {
+ static const string_string MatchType_val[] = {
+ { "A1", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADE TYPE AND SPECIAL TRADE INDICATOR PLUS FOUR BADGES AND EXECUTION TIME" },
+ { "A2", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADE TYPE AND SPECIAL TRADE INDICATOR PLUS FOUR BADGES" },
+ { "A3", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADE TYPE AND SPECIAL TRADE INDICATOR PLUS TWO BADGES AND EXECUTION TIME" },
+ { "A4", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADE TYPE AND SPECIAL TRADE INDICATOR PLUS TWO BADGES" },
+ { "A5", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADETYPE AND SPECIAL TRADE INDICATOR PLUS EXECUTION TIME" },
+ { "M3", "ACT ACCEPTED TRADE" },
+ { "M4", "ACT DEFAULT TRADE" },
+ { "M5", "ACT DEFAULT AFTER M2" },
+ { "M6", "ACT M6 MATCH" },
+ { "AQ", "COMPARED RECORDS RESULTING FROM STAMPED ADVISORIES OR SPECIALIST ACCEPTS PAIR OFFS" },
+ { "M1", "EXACT MATCH ON TRADE DATE STOCK SYMBOL QUANTITY PRICE TRADE TYPE AND SPECIAL TRADE INDICATOR MINUS BADGES AND TIMES ACT M1 MATCH" },
+ { "M2", "SUMMARIZED MATCH MINUS BADGES AND TIMES ACT M2 MATCH" },
+ { "MT", "OCS LOCKED IN NON ACT" },
+ { "S1", "SUMMARIZED MATCH USING A1 EXACT MATCH CRITERIA EXCEPT QUANTITY IS SUMMARIED" },
+ { "S2", "SUMMARIZED MATCH USING A2 EXACT MATCH CRITERIA EXCEPT QUANTITY IS SUMMARIZED" },
+ { "S3", "SUMMARIZED MATCH USING A3 EXACT MATCH CRITERIA EXCEPT QUANTITY IS SUMMARIZED" },
+ { "S4", "SUMMARIZED MATCH USING A4 EXACT MATCH CRITERIA EXCEPT QUANTITY IS SUMMARIZED" },
+ { "S5", "SUMMARIZED MATCH USING A5 EXACT MATCH CRITERIA EXCEPT QUANTITY IS SUMMARIZED" },
+ { "1", "ONE PARTY TRADE REPORT" },
+ { "2", "TWO PARTY TRADE REPORT" },
+ { "3", "CONFIRMED TRADE REPORT" },
+ { "4", "AUTO MATCH" },
+ { "5", "CROSS AUCTION" },
+ { "6", "COUNTER ORDER SELECTION" },
+ { "7", "CALL AUCTION" },
+ { "8", "ISSUING BUY BACK AUCTION" },
+ { 0, NULL }
+ };
+
+
+ static const value_string OddLot_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ClearingInstruction_val[] = {
{ 0, "PROCESS NORMALLY" },
{ 1, "EXCLUDE FROM ALL NETTING" },
+ { 10, "AUTOMATIC GIVE UP MODE" },
+ { 11, "QUALIFIED SERVICE REPRESENTATIVE QSR" },
+ { 12, "CUSTOMER TRADE" },
+ { 13, "SELF CLEARING" },
{ 2, "BILATERAL NETTING ONLY" },
{ 3, "EX CLEARING" },
{ 4, "SPECIAL TRADE" },
@@ -1999,19 +2664,19 @@ typedef struct _fix_field {
};
- static const value_string AccountType_val[] = {
- { 1, "ACCOUNT IS CARRIED ON CUSTOMER SIDE OF BOOKS" },
+ static const value_string AccountType_val[] = {
+ { 1, "ACCOUNT IS CARRIED ON CUSTOMER SIDE OF THE BOOKS" },
{ 2, "ACCOUNT IS CARRIED ON NON CUSTOMER SIDE OF BOOKS" },
{ 3, "HOUSE TRADER" },
{ 4, "FLOOR TRADER" },
{ 6, "ACCOUNT IS CARRIED ON NON CUSTOMER SIDE OF BOOKS AND IS CROSS MARGINED" },
{ 7, "ACCOUNT IS HOUSE TRADER AND IS CROSS MARGINED" },
- { 8, "JOINT BACKOFFICE ACCOUNT" },
+ { 8, "JOINT BACK OFFICE ACCOUNT" },
{ 0, NULL }
};
- static const value_string CustOrderCapacity_val[] = {
+ static const value_string CustOrderCapacity_val[] = {
{ 1, "MEMBER TRADING FOR THEIR OWN ACCOUNT" },
{ 2, "CLEARING FIRM TRADING FOR ITS PROPRIETARY ACCOUNT" },
{ 3, "MEMBER TRADING FOR ANOTHER MEMBER" },
@@ -2020,7 +2685,7 @@ typedef struct _fix_field {
};
- static const value_string MassStatusReqType_val[] = {
+ static const value_string MassStatusReqType_val[] = {
{ 1, "STATUS FOR ORDERS FOR A SECURITY" },
{ 2, "STATUS FOR ORDERS FOR AN UNDERLYING SECURITY" },
{ 3, "STATUS FOR ORDERS FOR A PRODUCT" },
@@ -2029,11 +2694,13 @@ typedef struct _fix_field {
{ 6, "STATUS FOR ORDERS FOR A TRADING SESSION" },
{ 7, "STATUS FOR ALL ORDERS" },
{ 8, "STATUS FOR ORDERS FOR A PARTYID" },
+ { 9, "STATUS FOR SECURITY ISSUER" },
+ { 10, "STATUS FOR ISSUER OF UNDERLYING SECURITY" },
{ 0, NULL }
};
- static const value_string DayBookingInst_val[] = {
+ static const value_string DayBookingInst_val[] = {
{ '0', "CAN TRIGGER BOOKING WITHOUT REFERENCE TO THE ORDER INITIATOR" },
{ '1', "SPEAK WITH ORDER INITIATOR BEFORE BOOKING" },
{ '2', "ACCUMULATE" },
@@ -2041,7 +2708,7 @@ typedef struct _fix_field {
};
- static const value_string BookingUnit_val[] = {
+ static const value_string BookingUnit_val[] = {
{ '0', "EACH PARTIAL EXECUTION IS A BOOKABLE UNIT" },
{ '1', "AGGREGATE PARTIAL EXECUTIONS ON THIS ORDER AND BOOK ONE TRADE PER ORDER" },
{ '2', "AGGREGATE EXECUTIONS FOR THIS SYMBOL SIDE AND SETTLEMENT DATE" },
@@ -2049,44 +2716,85 @@ typedef struct _fix_field {
};
- static const value_string PreallocMethod_val[] = {
+ static const value_string PreallocMethod_val[] = {
{ '0', "PRO RATA" },
{ '1', "DO NOT PRO RATA" },
{ 0, NULL }
};
- static const value_string AllocType_val[] = {
+ static const string_string TradingSessionSubID_val[] = {
+ { "1", "PRE TRADING" },
+ { "2", "OPENING OR OPENING AUCTION" },
+ { "3", "3" },
+ { "4", "CLOSING OR CLOSING AUCTION" },
+ { "5", "POST TRADING" },
+ { "6", "INTRADAY AUCTION" },
+ { "7", "QUIESCENT" },
+ { 0, NULL }
+ };
+
+
+ static const value_string AllocType_val[] = {
{ 1, "CALCULATED" },
{ 2, "PRELIMINARY" },
- { 5, "READY TO BOOK SINGLE ORDER" },
+ { 3, "SELLSIDE CALCULATED USING PRELIMINARY" },
+ { 4, "SELLSIDE CALCULATED WITHOUT PRELIMINARY" },
+ { 5, "READY TO BOOK" },
+ { 6, "BUYSIDE READY TO BOOK" },
{ 7, "WAREHOUSE INSTRUCTION" },
{ 8, "REQUEST TO INTERMEDIARY" },
+ { 9, "ACCEPT" },
+ { 10, "REJECT" },
+ { 11, "ACCEPT PENDING" },
+ { 12, "INCOMPLETE GROUP" },
+ { 13, "COMPLETE GROUP" },
+ { 14, "REVERSAL PENDING" },
{ 0, NULL }
};
- static const string_string ClearingFeeIndicator_val[] = {
+ static const string_string ClearingFeeIndicator_val[] = {
+ { "1", "1ST YEAR DELEGATE TRADING FOR OWN ACCOUNT" },
+ { "2", "2ND YEAR DELEGATE TRADING FOR OWN ACCOUNT" },
+ { "3", "3RD YEAR DELEGATE TRADING FOR OWN ACCOUNT" },
+ { "4", "4TH YEAR DELEGATE TRADING FOR OWN ACCOUNT" },
+ { "5", "5TH YEAR DELEGATE TRADING FOR OWN ACCOUNT" },
+ { "9", "6TH YEAR DELEGATE TRADING FOR OWN ACCOUNT" },
{ "B", "CBOE MEMBER" },
{ "C", "NON MEMBER AND CUSTOMER" },
{ "E", "EQUITY MEMBER AND CLEARING MEMBER" },
{ "F", "FULL AND ASSOCIATE MEMBER TRADING FOR OWN ACCOUNT AND AS FLOOR BROKERS" },
- { "H", "FIRMS 106H AND 106J" },
+ { "H", "106H AND 106J FIRMS" },
{ "I", "GIM IDEM AND COM MEMBERSHIP INTEREST HOLDERS" },
- { "L", "LESSEE AND 106F EMPLOYEES" },
+ { "L", "LESSEE 106F EMPLOYEES" },
{ "M", "ALL OTHER OWNERSHIP TYPES" },
{ 0, NULL }
};
- static const value_string PriorityIndicator_val[] = {
+ static const value_string WorkingIndicator_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string PriorityIndicator_val[] = {
{ 0, "PRIORITY UNCHANGED" },
{ 1, "LOST PRIORITY AS RESULT OF ORDER CHANGE" },
{ 0, NULL }
};
- static const value_string SecDefStatus_val[] = {
+ static const value_string LegalConfirm_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string SecDefStatus_val[] = {
{ 0, "PENDING APPROVAL" },
{ 1, "APPROVED" },
{ 2, "REJECTED" },
@@ -2096,9 +2804,10 @@ typedef struct _fix_field {
};
- static const value_string QuoteRequestRejectReason_val[] = {
+ static const value_string QuoteRequestRejectReason_val[] = {
{ 1, "UNKNOWN SYMBOL" },
- { 2, "EXCHANGE CLOSED" },
+ { 10, "PASS" },
+ { 2, "EXCHANGE" },
{ 3, "QUOTE REQUEST EXCEEDS LIMIT" },
{ 4, "TOO LATE TO ENTER" },
{ 5, "INVALID PRICE" },
@@ -2106,21 +2815,24 @@ typedef struct _fix_field {
{ 7, "NO MATCH FOR INQUIRY" },
{ 8, "NO MARKET FOR INSTRUMENT" },
{ 9, "NO INVENTORY" },
+ { 99, "OTHER" },
+ { 11, "INSUFFICIENT CREDIT" },
{ 0, NULL }
};
- static const value_string AcctIDSource_val[] = {
+ static const value_string AcctIDSource_val[] = {
{ 1, "BIC" },
{ 2, "SID CODE" },
{ 3, "TFM" },
{ 4, "OMGEO" },
{ 5, "DTCC CODE" },
+ { 99, "OTHER" },
{ 0, NULL }
};
- static const value_string ConfirmStatus_val[] = {
+ static const value_string ConfirmStatus_val[] = {
{ 1, "RECEIVED" },
{ 2, "MISMATCHED ACCOUNT" },
{ 3, "MISSING SETTLEMENT INSTRUCTIONS" },
@@ -2130,7 +2842,7 @@ typedef struct _fix_field {
};
- static const value_string ConfirmTransType_val[] = {
+ static const value_string ConfirmTransType_val[] = {
{ 0, "NEW" },
{ 1, "REPLACE" },
{ 2, "CANCEL" },
@@ -2138,14 +2850,14 @@ typedef struct _fix_field {
};
- static const value_string DeliveryForm_val[] = {
- { 1, "BOOKENTRY" },
+ static const value_string DeliveryForm_val[] = {
+ { 1, "BOOK ENTRY" },
{ 2, "BEARER" },
{ 0, NULL }
};
- static const value_string LegSwapType_val[] = {
+ static const value_string LegSwapType_val[] = {
{ 1, "PAR FOR PAR" },
{ 2, "MODIFIED DURATION" },
{ 4, "RISK" },
@@ -2154,13 +2866,14 @@ typedef struct _fix_field {
};
- static const value_string QuotePriceType_val[] = {
+ static const value_string QuotePriceType_val[] = {
{ 1, "PERCENT" },
+ { 10, "YIELD" },
{ 2, "PER SHARE" },
{ 3, "FIXED AMOUNT" },
{ 4, "DISCOUNT" },
{ 5, "PREMIUM" },
- { 6, "BASIS POINTS RELATIVE TO BENCHMARK" },
+ { 6, "SPREAD" },
{ 7, "TED PRICE" },
{ 8, "TED YIELD" },
{ 9, "YIELD SPREAD" },
@@ -2168,42 +2881,52 @@ typedef struct _fix_field {
};
- static const value_string QuoteRespType_val[] = {
+ static const value_string QuoteRespType_val[] = {
{ 1, "HIT LIFT" },
{ 2, "COUNTER" },
{ 3, "EXPIRED" },
{ 4, "COVER" },
{ 5, "DONE AWAY" },
{ 6, "PASS" },
+ { 7, "END TRADE" },
+ { 8, "TIMED OUT" },
{ 0, NULL }
};
- static const string_string PosType_val[] = {
- { "TQ", "TRANSACTION QUANTITY" },
+ static const string_string PosType_val[] = {
+ { "ALC", "ALLOCATION TRADE QTY" },
+ { "AS", "OPTION ASSIGNMENT" },
+ { "ASF", "AS OF TRADE QTY" },
+ { "DLV", "DELIVERY QTY" },
+ { "ETR", "ELECTRONIC TRADE QTY" },
+ { "EX", "OPTION EXERCISE QTY" },
+ { "FIN", "END OF DAY QTY" },
{ "IAS", "INTRA SPREAD QTY" },
{ "IES", "INTER SPREAD QTY" },
- { "FIN", "END OF DAY QTY" },
+ { "PA", "ADJUSTMENT QTY" },
+ { "PIT", "PIT TRADE QTY" },
{ "SOD", "START OF DAY QTY" },
- { "EX", "OPTION EXERCISE QTY" },
- { "AS", "OPTION ASSIGNMENT" },
- { "TX", "TRANSACTION FROM EXERCISE" },
+ { "SPL", "INTEGRAL SPLIT" },
{ "TA", "TRANSACTION FROM ASSIGNMENT" },
- { "PIT", "PIT TRADE QTY" },
- { "TRF", "TRANSFER TRADE QTY" },
- { "ETR", "ELECTRONIC TRADE QTY" },
- { "ALC", "ALLOCATION TRADE QTY" },
- { "PA", "ADJUSTMENT QTY" },
- { "ASF", "AS OF TRADE QTY" },
- { "DLV", "DELIVERY QTY" },
{ "TOT", "TOTAL TRANSACTION QTY" },
+ { "TQ", "TRANSACTION QUANTITY" },
+ { "TRF", "TRANSFER TRADE QTY" },
+ { "TX", "TRANSACTION FROM EXERCISE" },
{ "XM", "CROSS MARGIN QTY" },
- { "SPL", "INTEGRAL SPLIT" },
+ { "RCV", "RECEIVE QUANTITY" },
+ { "CAA", "CORPORATE ACTION ADJUSTMENT" },
+ { "DN", "DELIVERY NOTICE QTY" },
+ { "EP", "EXCHANGE FOR PHYSICAL QTY" },
+ { "PNTN", "PRIVATELY NEGOTIATED TRADE QTY" },
+ { "DLT", "NET DELTA QTY" },
+ { "CEA", "CREDIT EVENT ADJUSTMENT" },
+ { "SEA", "SUCCESSION EVENT ADJUSTMENT" },
{ 0, NULL }
};
- static const value_string PosQtyStatus_val[] = {
+ static const value_string PosQtyStatus_val[] = {
{ 0, "SUBMITTED" },
{ 1, "ACCEPTED" },
{ 2, "REJECTED" },
@@ -2211,38 +2934,59 @@ typedef struct _fix_field {
};
- static const string_string PosAmtType_val[] = {
+ static const string_string PosAmtType_val[] = {
+ { "CASH", "CASH AMOUNT" },
+ { "CRES", "CASH RESIDUAL AMOUNT" },
{ "FMTM", "FINAL MARK TO MARKET AMOUNT" },
{ "IMTM", "INCREMENTAL MARK TO MARKET AMOUNT" },
- { "TVAR", "TRADE VARIATION AMOUNT" },
- { "SMTM", "START OF DAY MARK TO MARKET AMOUNT" },
{ "PREM", "PREMIUM AMOUNT" },
- { "CRES", "CASH RESIDUAL AMOUNT" },
- { "CASH", "CASH AMOUNT" },
+ { "SMTM", "START OF DAY MARK TO MARKET AMOUNT" },
+ { "TVAR", "TRADE VARIATION AMOUNT" },
{ "VADJ", "VALUE ADJUSTED AMOUNT" },
+ { "SETL", "SETTLEMENT VALUE" },
+ { "ICPN", "INITIAL TRADE COUPON AMOUNT" },
+ { "ACPN", "ACCRUED COUPON AMOUNT" },
+ { "CPN", "COUPON AMOUNT" },
+ { "IACPN", "INCREMENTAL ACCRUED COUPON" },
+ { "CMTM", "COLLATERALIZED MARK TO MARKET" },
+ { "ICMTM", "INCREMENTAL COLLATERALIZED MARK TO MARKET" },
+ { "DLV", "COMPENSATION AMOUNT" },
+ { "BANK", "TOTAL BANKED AMOUNT" },
+ { "COLAT", "TOTAL COLLATERALIZED AMOUNT" },
{ 0, NULL }
};
- static const value_string PosTransType_val[] = {
+ static const value_string PosTransType_val[] = {
{ 1, "EXERCISE" },
{ 2, "DO NOT EXERCISE" },
{ 3, "POSITION ADJUSTMENT" },
{ 4, "POSITION CHANGE SUBMISSION MARGIN DISPOSITION" },
{ 5, "PLEDGE" },
+ { 6, "LARGE TRADER SUBMISSION" },
{ 0, NULL }
};
- static const value_string PosMaintAction_val[] = {
+ static const value_string PosMaintAction_val[] = {
{ 1, "NEW" },
{ 2, "REPLACE" },
{ 3, "CANCEL" },
+ { 4, "REVERSE" },
{ 0, NULL }
};
- static const value_string AdjustmentType_val[] = {
+ static const string_string SettlSessID_val[] = {
+ { "ITD", "INTRADAY" },
+ { "RTH", "REGULAR TRADING HOURS" },
+ { "ETH", "ELECTRONIC TRADING HOURS" },
+ { "EOD", "END OF DAY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string AdjustmentType_val[] = {
{ 0, "PROCESS REQUEST AS MARGIN DISPOSITION" },
{ 1, "DELTA PLUS" },
{ 2, "DELTA MINUS" },
@@ -2251,7 +2995,7 @@ typedef struct _fix_field {
};
- static const value_string PosMaintStatus_val[] = {
+ static const value_string PosMaintStatus_val[] = {
{ 0, "ACCEPTED" },
{ 1, "ACCEPTED WITH WARNINGS" },
{ 2, "REJECTED" },
@@ -2261,30 +3005,34 @@ typedef struct _fix_field {
};
- static const value_string PosMaintResult_val[] = {
- { 0, "SUCCESSFUL COMPLETION NO WARNINGS OR ERRORS" },
+ static const value_string PosMaintResult_val[] = {
+ { 0, "SUCCESSFUL COMPLETION" },
{ 1, "REJECTED" },
+ { 99, "OTHER" },
{ 0, NULL }
};
- static const value_string PosReqType_val[] = {
+ static const value_string PosReqType_val[] = {
{ 0, "POSITIONS" },
{ 1, "TRADES" },
{ 2, "EXERCISES" },
{ 3, "ASSIGNMENTS" },
+ { 4, "SETTLEMENT ACTIVITY" },
+ { 5, "BACKOUT MESSAGE" },
+ { 6, "DELTA POSITIONS" },
{ 0, NULL }
};
- static const value_string ResponseTransportType_val[] = {
+ static const value_string ResponseTransportType_val[] = {
{ 0, "INBAND" },
{ 1, "OUT OF BAND" },
{ 0, NULL }
};
- static const value_string PosReqResult_val[] = {
+ static const value_string PosReqResult_val[] = {
{ 0, "VALID REQUEST" },
{ 1, "INVALID OR UNSUPPORTED REQUEST" },
{ 2, "NO POSITIONS FOUND THAT MATCH CRITERIA" },
@@ -2295,7 +3043,7 @@ typedef struct _fix_field {
};
- static const value_string PosReqStatus_val[] = {
+ static const value_string PosReqStatus_val[] = {
{ 0, "COMPLETED" },
{ 1, "COMPLETED WITH WARNINGS" },
{ 2, "REJECTED" },
@@ -2303,28 +3051,28 @@ typedef struct _fix_field {
};
- static const value_string SettlPriceType_val[] = {
+ static const value_string SettlPriceType_val[] = {
{ 1, "FINAL" },
{ 2, "THEORETICAL" },
{ 0, NULL }
};
- static const value_string AssignmentMethod_val[] = {
+ static const value_string AssignmentMethod_val[] = {
+ { 'P', "PRO RATA" },
{ 'R', "RANDOM" },
- { 'P', "PRORATA" },
{ 0, NULL }
};
- static const value_string ExerciseMethod_val[] = {
+ static const value_string ExerciseMethod_val[] = {
{ 'A', "AUTOMATIC" },
{ 'M', "MANUAL" },
{ 0, NULL }
};
- static const value_string TradeRequestResult_val[] = {
+ static const value_string TradeRequestResult_val[] = {
{ 0, "SUCCESSFUL" },
{ 1, "INVALID OR UNKNOWN INSTRUMENT" },
{ 2, "INVALID TYPE OF TRADE REQUESTED" },
@@ -2332,12 +3080,13 @@ typedef struct _fix_field {
{ 4, "INVALID TRANSPORT TYPE REQUESTED" },
{ 5, "INVALID DESTINATION REQUESTED" },
{ 8, "TRADEREQUESTTYPE NOT SUPPORTED" },
- { 9, "UNAUTHORIZED FOR TRADE CAPTURE REPORT REQUEST" },
+ { 9, "NOT AUTHORIZED" },
+ { 99, "OTHER" },
{ 0, NULL }
};
- static const value_string TradeRequestStatus_val[] = {
+ static const value_string TradeRequestStatus_val[] = {
{ 0, "ACCEPTED" },
{ 1, "COMPLETED" },
{ 2, "REJECTED" },
@@ -2345,35 +3094,38 @@ typedef struct _fix_field {
};
- static const value_string TradeReportRejectReason_val[] = {
+ static const value_string TradeReportRejectReason_val[] = {
{ 0, "SUCCESSFUL" },
- { 1, "INVALID PARTY INFORMATION" },
+ { 1, "INVALID PARTY ONFORMATION" },
{ 2, "UNKNOWN INSTRUMENT" },
{ 3, "UNAUTHORIZED TO REPORT TRADES" },
{ 4, "INVALID TRADE TYPE" },
+ { 99, "OTHER" },
{ 0, NULL }
};
- static const value_string SideMultiLegReportingType_val[] = {
+ static const value_string SideMultiLegReportingType_val[] = {
{ 1, "SINGLE SECURITY" },
- { 2, "INDIVIDUAL LEG OF A MULTI LEG SECURITY" },
- { 3, "MULTI LEG SECURITY" },
+ { 2, "INDIVIDUAL LEG OF A MULTILEG SECURITY" },
+ { 3, "MULTILEG SECURITY" },
{ 0, NULL }
};
- static const value_string TrdRegTimestampType_val[] = {
+ static const value_string TrdRegTimestampType_val[] = {
{ 1, "EXECUTION TIME" },
{ 2, "TIME IN" },
{ 3, "TIME OUT" },
{ 4, "BROKER RECEIPT" },
{ 5, "BROKER EXECUTION" },
+ { 6, "DESK RECEIPT" },
+ { 7, "SUBMISSION TO CLEARING" },
{ 0, NULL }
};
- static const value_string ConfirmType_val[] = {
+ static const value_string ConfirmType_val[] = {
{ 1, "STATUS" },
{ 2, "CONFIRMATION" },
{ 3, "CONFIRMATION REQUEST REJECTED" },
@@ -2381,14 +3133,15 @@ typedef struct _fix_field {
};
- static const value_string ConfirmRejReason_val[] = {
+ static const value_string ConfirmRejReason_val[] = {
{ 1, "MISMATCHED ACCOUNT" },
{ 2, "MISSING SETTLEMENT INSTRUCTIONS" },
+ { 99, "OTHER" },
{ 0, NULL }
};
- static const value_string BookingType_val[] = {
+ static const value_string BookingType_val[] = {
{ 0, "REGULAR BOOKING" },
{ 1, "CFD" },
{ 2, "TOTAL RETURN SWAP" },
@@ -2396,7 +3149,7 @@ typedef struct _fix_field {
};
- static const value_string AllocSettlInstType_val[] = {
+ static const value_string AllocSettlInstType_val[] = {
{ 0, "USE DEFAULT INSTRUCTIONS" },
{ 1, "DERIVE FROM PARAMETERS PROVIDED" },
{ 2, "FULL DETAILS PROVIDED" },
@@ -2406,14 +3159,14 @@ typedef struct _fix_field {
};
- static const value_string DlvyInstType_val[] = {
- { 'S', "SECURITIES" },
+ static const value_string DlvyInstType_val[] = {
{ 'C', "CASH" },
+ { 'S', "SECURITIES" },
{ 0, NULL }
};
- static const value_string TerminationType_val[] = {
+ static const value_string TerminationType_val[] = {
{ 1, "OVERNIGHT" },
{ 2, "TERM" },
{ 3, "FLEXIBLE" },
@@ -2422,43 +3175,89 @@ typedef struct _fix_field {
};
- static const value_string SettlInstReqRejCode_val[] = {
+ static const value_string SettlInstReqRejCode_val[] = {
{ 0, "UNABLE TO PROCESS REQUEST" },
{ 1, "UNKNOWN ACCOUNT" },
{ 2, "NO MATCHING SETTLEMENT INSTRUCTIONS FOUND" },
+ { 99, "OTHER" },
{ 0, NULL }
};
- static const value_string AllocReportType_val[] = {
+ static const value_string AllocReportType_val[] = {
{ 3, "SELLSIDE CALCULATED USING PRELIMINARY" },
{ 4, "SELLSIDE CALCULATED WITHOUT PRELIMINARY" },
{ 5, "WAREHOUSE RECAP" },
{ 8, "REQUEST TO INTERMEDIARY" },
+ { 2, "PRELIMINARY REQUEST TO INTERMEDIARY" },
+ { 9, "ACCEPT" },
+ { 10, "REJECT" },
+ { 11, "ACCEPT PENDING" },
+ { 12, "COMPLETE" },
+ { 14, "REVERSE PENDING" },
{ 0, NULL }
};
- static const value_string AllocCancReplaceReason_val[] = {
+ static const value_string AllocCancReplaceReason_val[] = {
{ 1, "ORIGINAL DETAILS INCOMPLETE INCORRECT" },
{ 2, "CHANGE IN UNDERLYING ORDER DETAILS" },
+ { 99, "OTHER" },
{ 0, NULL }
};
- static const value_string AllocAccountType_val[] = {
- { 1, "ACCOUNT IS CARRIED ON CUSTOMER SIDE OF BOOKS" },
+ static const value_string AllocAccountType_val[] = {
+ { 1, "ACCOUNT IS CARRIED PN CUSTOMER SIDE OF BOOKS" },
{ 2, "ACCOUNT IS CARRIED ON NON CUSTOMER SIDE OF BOOKS" },
{ 3, "HOUSE TRADER" },
{ 4, "FLOOR TRADER" },
{ 6, "ACCOUNT IS CARRIED ON NON CUSTOMER SIDE OF BOOKS AND IS CROSS MARGINED" },
{ 7, "ACCOUNT IS HOUSE TRADER AND IS CROSS MARGINED" },
- { 8, "JOINT BACKOFFICE ACCOUNT" },
+ { 8, "JOINT BACK OFFICE ACCOUNT" },
{ 0, NULL }
};
- static const value_string AllocIntermedReqType_val[] = {
+ static const value_string PartySubIDType_val[] = {
+ { 1, "FIRM" },
+ { 10, "SECURITIES ACCOUNT NUMBER" },
+ { 11, "REGISTRATION NUMBER" },
+ { 12, "REGISTERED ADDRESS 12" },
+ { 13, "REGULATORY STATUS" },
+ { 14, "REGISTRATION NAME" },
+ { 15, "CASH ACCOUNT NUMBER" },
+ { 16, "BIC" },
+ { 17, "CSD PARTICIPANT MEMBER CODE" },
+ { 18, "REGISTERED ADDRESS 18" },
+ { 19, "FUND ACCOUNT NAME" },
+ { 2, "PERSON" },
+ { 20, "TELEX NUMBER" },
+ { 21, "FAX NUMBER" },
+ { 22, "SECURITIES ACCOUNT NAME" },
+ { 23, "CASH ACCOUNT NAME" },
+ { 24, "DEPARTMENT" },
+ { 25, "LOCATION DESK" },
+ { 26, "POSITION ACCOUNT TYPE" },
+ { 3, "SYSTEM" },
+ { 4, "APPLICATION" },
+ { 5, "FULL LEGAL NAME OF FIRM" },
+ { 6, "POSTAL ADDRESS" },
+ { 7, "PHONE NUMBER" },
+ { 8, "EMAIL ADDRESS" },
+ { 9, "CONTACT NAME" },
+ { 27, "SECURITY LOCATE ID" },
+ { 28, "MARKET MAKER" },
+ { 29, "ELIGIBLE COUNTERPARTY" },
+ { 30, "PROFESSIONAL CLIENT" },
+ { 31, "LOCATION" },
+ { 32, "EXECUTION VENUE" },
+ { 33, "CURRENCY DELIVERY IDENTIFIER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string AllocIntermedReqType_val[] = {
{ 1, "PENDING ACCEPT" },
{ 2, "PENDING RELEASE" },
{ 3, "PENDING REVERSAL" },
@@ -2469,7 +3268,7 @@ typedef struct _fix_field {
};
- static const value_string ApplQueueResolution_val[] = {
+ static const value_string ApplQueueResolution_val[] = {
{ 0, "NO ACTION TAKEN" },
{ 1, "QUEUE FLUSHED" },
{ 2, "OVERLAY LAST" },
@@ -2478,7 +3277,7 @@ typedef struct _fix_field {
};
- static const value_string ApplQueueAction_val[] = {
+ static const value_string ApplQueueAction_val[] = {
{ 0, "NO ACTION TAKEN" },
{ 1, "QUEUE FLUSHED" },
{ 2, "OVERLAY LAST" },
@@ -2487,32 +3286,37 @@ typedef struct _fix_field {
};
- static const value_string AvgPxIndicator_val[] = {
+ static const value_string AvgPxIndicator_val[] = {
{ 0, "NO AVERAGE PRICING" },
{ 1, "TRADE IS PART OF AN AVERAGE PRICE GROUP IDENTIFIED BY THE TRADELINKID" },
- { 2, "LAST TRADE IN THE AVERAGE PRICE GROUP IDENTIFIED BY THE TRADELINKID" },
+ { 2, "LAST TRADE IS THE AVERAGE PRICE GROUP IDENTIFIED BY THE TRADELINKID" },
{ 0, NULL }
};
- static const value_string TradeAllocIndicator_val[] = {
+ static const value_string TradeAllocIndicator_val[] = {
{ 0, "ALLOCATION NOT REQUIRED" },
{ 1, "ALLOCATION REQUIRED" },
{ 2, "USE ALLOCATION PROVIDED WITH THE TRADE" },
+ { 3, "ALLOCATION GIVE UP EXECUTOR" },
+ { 4, "ALLOCATION FROM EXECUTOR" },
+ { 5, "ALLOCATION TO CLAIM ACCOUNT" },
{ 0, NULL }
};
- static const value_string ExpirationCycle_val[] = {
+ static const value_string ExpirationCycle_val[] = {
{ 0, "EXPIRE ON TRADING SESSION CLOSE" },
{ 1, "EXPIRE ON TRADING SESSION OPEN" },
+ { 2, "TRADING ELIGIBILITY EXPIRATION SPECIFIED IN THE DATE AND TIME FIELDS EVENTDATE" },
{ 0, NULL }
};
- static const value_string TrdType_val[] = {
+ static const value_string TrdType_val[] = {
{ 0, "REGULAR TRADE" },
- { 1, "BLOCK TRADE" },
+ { 1, "BLOCK TRADE 1" },
+ { 10, "AFTER HOURS TRADE" },
{ 2, "EFP" },
{ 3, "TRANSFER" },
{ 4, "LATE TRADE" },
@@ -2521,27 +3325,114 @@ typedef struct _fix_field {
{ 7, "BUNCHED TRADE" },
{ 8, "LATE BUNCHED TRADE" },
{ 9, "PRIOR REFERENCE PRICE TRADE" },
- { 0, NULL }
- };
-
-
- static const value_string PegMoveType_val[] = {
+ { 11, "EXCHANGE FOR RISK" },
+ { 12, "EXCHANGE FOR SWAP" },
+ { 13, "EXCHANGE OF FUTURES FOR" },
+ { 14, "EXCHANGE OF OPTIONS FOR OPTIONS" },
+ { 15, "TRADING AT SETTLEMENT" },
+ { 16, "ALL OR NONE" },
+ { 17, "FUTURES LARGE ORDER EXECUTION" },
+ { 18, "EXCHANGE OF FUTURES FOR FUTURES" },
+ { 19, "OPTION INTERIM TRADE" },
+ { 20, "OPTION CABINET TRADE" },
+ { 22, "PRIVATELY NEGOTIATED TRADES" },
+ { 23, "SUBSTITUTION OF FUTURES FOR FORWARDS" },
+ { 24, "ERROR TRADE" },
+ { 25, "SPECIAL CUM DIVIDEND" },
+ { 26, "SPECIAL EX DIVIDEND" },
+ { 27, "SPECIAL CUM COUPON" },
+ { 28, "SPECIAL EX COUPON" },
+ { 29, "CASH SETTLEMENT" },
+ { 30, "SPECIAL PRICE" },
+ { 31, "GUARANTEED DELIVERY" },
+ { 32, "SPECIAL CUM RIGHTS" },
+ { 33, "SPECIAL EX RIGHTS" },
+ { 34, "SPECIAL CUM CAPITAL REPAYMENTS" },
+ { 35, "SPECIAL EX CAPITAL REPAYMENTS" },
+ { 36, "SPECIAL CUM BONUS" },
+ { 37, "SPECIAL EX BONUS" },
+ { 38, "BLOCK TRADE 38" },
+ { 39, "WORKED PRINCIPAL TRADE" },
+ { 40, "BLOCK TRADES" },
+ { 41, "NAME CHANGE" },
+ { 42, "PORTFOLIO TRANSFER" },
+ { 43, "PROROGATION BUY" },
+ { 44, "PROROGATION SELL" },
+ { 45, "OPTION EXERCISE" },
+ { 46, "DELTA NEUTRAL TRANSACTION" },
+ { 47, "FINANCING TRANSACTION" },
+ { 48, "NON STANDARD SETTLEMENT" },
+ { 49, "DERIVATIVE RELATED TRANSACTION" },
+ { 50, "PORTFOLIO TRADE" },
+ { 51, "VOLUME WEIGHTED AVERAGE TRADE" },
+ { 52, "EXCHANGE GRANTED TRADE" },
+ { 53, "REPURCHASE AGREEMENT" },
+ { 54, "OTC" },
+ { 55, "EXCHANGE BASIS FACILITY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TrdSubType_val[] = {
+ { 0, "CMTA" },
+ { 1, "INTERNAL TRANSFER OR ADJUSTMENT" },
+ { 2, "EXTERNAL TRANSFER OR TRANSFER OF ACCOUNT" },
+ { 3, "REJECT FOR SUBMITTING SIDE" },
+ { 4, "ADVISORY FOR CONTRA SIDE" },
+ { 5, "OFFSET DUE TO AN ALLOCATION" },
+ { 6, "ONSET DUE TO AN ALLOCATION" },
+ { 7, "DIFFERENTIAL SPREAD" },
+ { 8, "IMPLIED SPREAD LEG EXECUTED AGAINST AN OUTRIGHT" },
+ { 9, "TRANSACTION FROM EXERCISE" },
+ { 10, "TRANSACTION FROM ASSIGNMENT" },
+ { 11, "ACATS" },
+ { 14, "AI" },
+ { 15, "B" },
+ { 16, "K" },
+ { 17, "LC" },
+ { 18, "M" },
+ { 19, "N" },
+ { 20, "NM" },
+ { 21, "NR" },
+ { 22, "P" },
+ { 23, "PA" },
+ { 24, "PC" },
+ { 25, "PN" },
+ { 26, "R" },
+ { 27, "RO" },
+ { 28, "RT" },
+ { 29, "SW" },
+ { 30, "T" },
+ { 31, "WN" },
+ { 32, "WT" },
+ { 33, "OFF HOURS TRADE" },
+ { 34, "ON HOURS TRADE" },
+ { 35, "OTC QUOTE" },
+ { 36, "CONVERTED SWAP" },
+ { 37, "CROSSED TRADE" },
+ { 38, "INTERIM PROTECTED TRADE" },
+ { 39, "LARGE IN SCALE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string PegMoveType_val[] = {
{ 0, "FLOATING" },
{ 1, "FIXED" },
{ 0, NULL }
};
- static const value_string PegOffsetType_val[] = {
+ static const value_string PegOffsetType_val[] = {
{ 0, "PRICE" },
{ 1, "BASIS POINTS" },
{ 2, "TICKS" },
- { 3, "PRICE TIER LEVEL" },
+ { 3, "PRICE TIER" },
{ 0, NULL }
};
- static const value_string PegLimitType_val[] = {
+ static const value_string PegLimitType_val[] = {
{ 0, "OR BETTER" },
{ 1, "STRICT" },
{ 2, "OR WORSE" },
@@ -2549,14 +3440,14 @@ typedef struct _fix_field {
};
- static const value_string PegRoundDirection_val[] = {
+ static const value_string PegRoundDirection_val[] = {
{ 1, "MORE AGGRESSIVE" },
{ 2, "MORE PASSIVE" },
{ 0, NULL }
};
- static const value_string PegScope_val[] = {
+ static const value_string PegScope_val[] = {
{ 1, "LOCAL" },
{ 2, "NATIONAL" },
{ 3, "GLOBAL" },
@@ -2565,23 +3456,23 @@ typedef struct _fix_field {
};
- static const value_string DiscretionMoveType_val[] = {
+ static const value_string DiscretionMoveType_val[] = {
{ 0, "FLOATING" },
{ 1, "FIXED" },
{ 0, NULL }
};
- static const value_string DiscretionOffsetType_val[] = {
+ static const value_string DiscretionOffsetType_val[] = {
{ 0, "PRICE" },
{ 1, "BASIS POINTS" },
{ 2, "TICKS" },
- { 3, "PRICE TIER LEVEL" },
+ { 3, "PRICE TIER" },
{ 0, NULL }
};
- static const value_string DiscretionLimitType_val[] = {
+ static const value_string DiscretionLimitType_val[] = {
{ 0, "OR BETTER" },
{ 1, "STRICT" },
{ 2, "OR WORSE" },
@@ -2589,14 +3480,14 @@ typedef struct _fix_field {
};
- static const value_string DiscretionRoundDirection_val[] = {
+ static const value_string DiscretionRoundDirection_val[] = {
{ 1, "MORE AGGRESSIVE" },
{ 2, "MORE PASSIVE" },
{ 0, NULL }
};
- static const value_string DiscretionScope_val[] = {
+ static const value_string DiscretionScope_val[] = {
{ 1, "LOCAL" },
{ 2, "NATIONAL" },
{ 3, "GLOBAL" },
@@ -2605,64 +3496,118 @@ typedef struct _fix_field {
};
- static const value_string LastLiquidityInd_val[] = {
+ static const value_string TargetStrategy_val[] = {
+ { 1, "VWAP" },
+ { 2, "PARTICIPATE" },
+ { 3, "MININIZE MARKET IMPACT" },
+ { 0, NULL }
+ };
+
+
+ static const value_string LastLiquidityInd_val[] = {
{ 1, "ADDED LIQUIDITY" },
{ 2, "REMOVED LIQUIDITY" },
{ 3, "LIQUIDITY ROUTED OUT" },
+ { 4, "AUCTION" },
{ 0, NULL }
};
- static const value_string ShortSaleReason_val[] = {
+ static const value_string PublishTrdIndicator_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ShortSaleReason_val[] = {
{ 0, "DEALER SOLD SHORT" },
{ 1, "DEALER SOLD SHORT EXEMPT" },
{ 2, "SELLING CUSTOMER SOLD SHORT" },
{ 3, "SELLING CUSTOMER SOLD SHORT EXEMPT" },
- { 4, "QUALIFED SERVICE REPRESENTATIVE OR AUTOMATIC GIVEUP CONTRA SIDE SOLD SHORT" },
+ { 4, "QUALIFIED SERVICE REPRESENTATIVE" },
{ 5, "QSR OR AGU CONTRA SIDE SOLD SHORT EXEMPT" },
{ 0, NULL }
};
- static const value_string QtyType_val[] = {
+ static const value_string QtyType_val[] = {
{ 0, "UNITS" },
{ 1, "CONTRACTS" },
+ { 2, "UNITS OF MEASURE PER TIME UNIT" },
{ 0, NULL }
};
- static const value_string TradeReportType_val[] = {
+ static const value_string TradeReportType_val[] = {
{ 0, "SUBMIT" },
- { 1, "ALLEGED" },
+ { 1, "ALLEGED 1" },
{ 2, "ACCEPT" },
{ 3, "DECLINE" },
{ 4, "ADDENDUM" },
{ 5, "NO WAS" },
{ 6, "TRADE REPORT CANCEL" },
- { 7, "LOCKED IN TRADE BREAK" },
+ { 7, "7" },
+ { 8, "DEFAULTED" },
+ { 9, "INVALID CMTA" },
+ { 10, "PENDED" },
+ { 11, "ALLEGED NEW" },
+ { 12, "ALLEGED ADDENDUM" },
+ { 13, "ALLEGED NO WAS" },
+ { 14, "ALLEGED TRADE REPORT CANCEL" },
+ { 15, "ALLEGED 15" },
{ 0, NULL }
};
- static const value_string AllocNoOrdersType_val[] = {
+ static const value_string AllocNoOrdersType_val[] = {
{ 0, "NOT SPECIFIED" },
{ 1, "EXPLICIT LIST PROVIDED" },
{ 0, NULL }
};
- static const value_string EventType_val[] = {
+ static const value_string EventType_val[] = {
{ 1, "PUT" },
{ 2, "CALL" },
{ 3, "TENDER" },
{ 4, "SINKING FUND CALL" },
- { 0, NULL }
- };
-
-
- static const value_string InstrAttribType_val[] = {
+ { 99, "OTHER" },
+ { 5, "ACTIVATION" },
+ { 6, "INACTIVIATION" },
+ { 7, "LAST ELIGIBLE TRADE DATE" },
+ { 8, "SWAP START DATE" },
+ { 9, "SWAP END DATE" },
+ { 11, "SWAP NEXT START DATE" },
+ { 10, "SWAP ROLL DATE" },
+ { 12, "SWAP NEXT ROLL DATE" },
+ { 13, "FIRST DELIVERY DATE" },
+ { 14, "LAST DELIVERY DATE" },
+ { 15, "INITIAL INVENTORY DUE DATE" },
+ { 16, "FINAL INVENTORY DUE DATE" },
+ { 17, "FIRST INTENT DATE" },
+ { 18, "LAST INTENT DATE" },
+ { 19, "POSITION REMOVAL DATE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string InstrAttribType_val[] = {
{ 1, "FLAT" },
+ { 10, "ORIGINAL ISSUE DISCOUNT" },
+ { 11, "CALLABLE PUTTABLE" },
+ { 12, "ESCROWED TO MATURITY" },
+ { 13, "ESCROWED TO REDEMPTION DATE" },
+ { 14, "PRE REFUNDED" },
+ { 15, "IN DEFAULT" },
+ { 16, "UNRATED" },
+ { 17, "TAXABLE" },
+ { 18, "INDEXED" },
+ { 19, "SUBJECT TO ALTERNATIVE MINIMUM TAX" },
{ 2, "ZERO COUPON" },
+ { 20, "ORIGINAL ISSUE DISCOUNT PRICE SUPPLY PRICE IN THE INSTRATTRIBVALUE" },
+ { 21, "CALLABLE BELOW MATURITY VALUE" },
+ { 22, "CALLABLE WITHOUT NOTICE BY MAIL TO HOLDER UNLESS REGISTERED" },
{ 3, "INTEREST BEARING" },
{ 4, "NO PERIODIC PAYMENTS" },
{ 5, "VARIABLE RATE" },
@@ -2670,11 +3615,27 @@ typedef struct _fix_field {
{ 7, "STEPPED COUPON" },
{ 8, "COUPON PERIOD" },
{ 9, "WHEN AND IF ISSUED" },
+ { 99, "TEXT SUPPLY THE TEXT OF THE ATTRIBUTE OR DISCLAIMER IN THE INSTRATTRIBVALUE" },
+ { 23, "PRICE TICK RULES FOR SECURITY" },
+ { 24, "TRADE TYPE ELIGIBILITY DETAILS FOR SECURITY" },
+ { 25, "INSTRUMENT DENOMINATOR" },
+ { 26, "INSTRUMENT NUMERATOR" },
+ { 27, "INSTRUMENT PRICE PRECISION" },
+ { 28, "INSTRUMENT STRIKE PRICE" },
+ { 29, "TRADEABLE INDICATOR" },
{ 0, NULL }
};
- static const value_string MiscFeeBasis_val[] = {
+ static const value_string CPProgram_val[] = {
+ { 1, "3" },
+ { 2, "4" },
+ { 99, "OTHER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MiscFeeBasis_val[] = {
{ 0, "ABSOLUTE" },
{ 1, "PER UNIT" },
{ 2, "PERCENTAGE" },
@@ -2682,7 +3643,14 @@ typedef struct _fix_field {
};
- static const value_string CollAsgnReason_val[] = {
+ static const value_string LastFragment_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string CollAsgnReason_val[] = {
{ 0, "INITIAL" },
{ 1, "SCHEDULED" },
{ 2, "TIME WARNING" },
@@ -2695,10 +3663,10 @@ typedef struct _fix_field {
};
- static const value_string CollInquiryQualifier_val[] = {
- { 0, "TRADEDATE" },
+ static const value_string CollInquiryQualifier_val[] = {
+ { 0, "TRADE DATE" },
{ 1, "GC INSTRUMENT" },
- { 2, "COLLATERALINSTRUMENT" },
+ { 2, "COLLATERAL INSTRUMENT" },
{ 3, "SUBSTITUTION ELIGIBLE" },
{ 4, "NOT ASSIGNED" },
{ 5, "PARTIALLY ASSIGNED" },
@@ -2708,7 +3676,7 @@ typedef struct _fix_field {
};
- static const value_string CollAsgnTransType_val[] = {
+ static const value_string CollAsgnTransType_val[] = {
{ 0, "NEW" },
{ 1, "REPLACE" },
{ 2, "CANCEL" },
@@ -2718,7 +3686,7 @@ typedef struct _fix_field {
};
- static const value_string CollAsgnRespType_val[] = {
+ static const value_string CollAsgnRespType_val[] = {
{ 0, "RECEIVED" },
{ 1, "ACCEPTED" },
{ 2, "DECLINED" },
@@ -2727,18 +3695,19 @@ typedef struct _fix_field {
};
- static const value_string CollAsgnRejectReason_val[] = {
+ static const value_string CollAsgnRejectReason_val[] = {
{ 0, "UNKNOWN DEAL" },
{ 1, "UNKNOWN OR INVALID INSTRUMENT" },
{ 2, "UNAUTHORIZED TRANSACTION" },
{ 3, "INSUFFICIENT COLLATERAL" },
{ 4, "INVALID TYPE OF COLLATERAL" },
{ 5, "EXCESSIVE SUBSTITUTION" },
+ { 99, "OTHER" },
{ 0, NULL }
};
- static const value_string CollStatus_val[] = {
+ static const value_string CollStatus_val[] = {
{ 0, "UNASSIGNED" },
{ 1, "PARTIALLY ASSIGNED" },
{ 2, "ASSIGNMENT PROPOSED" },
@@ -2748,76 +3717,86 @@ typedef struct _fix_field {
};
- static const value_string DeliveryType_val[] = {
- { 0, "VERSUS PAYMENT" },
- { 1, "FREE" },
+ static const value_string LastRptRequested_val[] = {
+ { 'N', "NO" },
+ { 'Y', "YES" },
+ { 0, NULL }
+ };
+
+
+ static const value_string DeliveryType_val[] = {
+ { 0, "VERSUS PAYMENT DELIVER" },
+ { 1, "FREE DELIVER" },
{ 2, "TRI PARTY" },
{ 3, "HOLD IN CUSTODY" },
{ 0, NULL }
};
- static const value_string UserRequestType_val[] = {
- { 1, "LOGONUSER" },
- { 2, "LOGOFFUSER" },
- { 3, "CHANGEPASSWORDFORUSER" },
+ static const value_string UserRequestType_val[] = {
+ { 1, "LOG ON USER" },
+ { 2, "LOG OFF USER" },
+ { 3, "CHANGE PASSWORD FOR USER" },
{ 4, "REQUEST INDIVIDUAL USER STATUS" },
{ 0, NULL }
};
- static const value_string UserStatus_val[] = {
+ static const value_string UserStatus_val[] = {
{ 1, "LOGGED IN" },
{ 2, "NOT LOGGED IN" },
{ 3, "USER NOT RECOGNISED" },
{ 4, "PASSWORD INCORRECT" },
{ 5, "PASSWORD CHANGED" },
{ 6, "OTHER" },
+ { 7, "FORCED USER LOGOUT BY EXCHANGE" },
+ { 8, "SESSION SHUTDOWN WARNING" },
{ 0, NULL }
};
- static const value_string StatusValue_val[] = {
+ static const value_string StatusValue_val[] = {
{ 1, "CONNECTED" },
- { 2, "NOT CONNECTED DOWN EXPECTED UP" },
- { 3, "NOT CONNECTED DOWN EXPECTED DOWN" },
+ { 2, "NOT CONNECTED 2" },
+ { 3, "NOT CONNECTED 3" },
{ 4, "IN PROCESS" },
{ 0, NULL }
};
- static const value_string NetworkRequestType_val[] = {
+ static const value_string NetworkRequestType_val[] = {
{ 1, "SNAPSHOT" },
{ 2, "SUBSCRIBE" },
{ 4, "STOP SUBSCRIBING" },
- { 8, "LEVEL OF DETAIL" },
+ { 8, "LEVEL OF DETAIL THEN NOCOMPIDS BECOMES REQUIRED" },
{ 0, NULL }
};
- static const value_string NetworkStatusResponseType_val[] = {
+ static const value_string NetworkStatusResponseType_val[] = {
{ 1, "FULL" },
{ 2, "INCREMENTAL UPDATE" },
{ 0, NULL }
};
- static const value_string TrdRptStatus_val[] = {
+ static const value_string TrdRptStatus_val[] = {
{ 0, "ACCEPTED" },
{ 1, "REJECTED" },
+ { 3, "ACCEPTED WITH ERRORS" },
{ 0, NULL }
};
- static const value_string AffirmStatus_val[] = {
+ static const value_string AffirmStatus_val[] = {
{ 1, "RECEIVED" },
- { 2, "CONFIRM REJECTED" },
+ { 2, "CONFIRM REJECTED IE NOT AFFIRMED" },
{ 3, "AFFIRMED" },
{ 0, NULL }
};
- static const value_string CollAction_val[] = {
+ static const value_string CollAction_val[] = {
{ 0, "RETAIN" },
{ 1, "ADD" },
{ 2, "REMOVE" },
@@ -2825,7 +3804,7 @@ typedef struct _fix_field {
};
- static const value_string CollInquiryStatus_val[] = {
+ static const value_string CollInquiryStatus_val[] = {
{ 0, "ACCEPTED" },
{ 1, "ACCEPTED WITH WARNINGS" },
{ 2, "COMPLETED" },
@@ -2835,7 +3814,7 @@ typedef struct _fix_field {
};
- static const value_string CollInquiryResult_val[] = {
+ static const value_string CollInquiryResult_val[] = {
{ 0, "SUCCESSFUL" },
{ 1, "INVALID OR UNKNOWN INSTRUMENT" },
{ 2, "INVALID OR UNKNOWN COLLATERAL TYPE" },
@@ -2851,5734 +3830,10775 @@ typedef struct _fix_field {
};
-static fix_field fix_fields[] = {
+ static const value_string StrategyParameterType_val[] = {
+ { 1, "INT" },
+ { 2, "LENGTH" },
+ { 3, "NUMINGROUP" },
+ { 4, "SEQNUM" },
+ { 5, "TAGNUM" },
+ { 6, "FLOAT" },
+ { 7, "QTY" },
+ { 8, "PRICE" },
+ { 9, "PRICEOFFSET" },
+ { 10, "AMT" },
+ { 11, "PERCENTAGE" },
+ { 12, "CHAR" },
+ { 13, "BOOLEAN" },
+ { 14, "STRING" },
+ { 15, "MULTIPLECHARVALUE" },
+ { 16, "CURRENCY" },
+ { 17, "EXCHANGE" },
+ { 18, "MONTHYEAR" },
+ { 19, "UTCTIMESTAMP" },
+ { 20, "UTCTIMEONLY" },
+ { 21, "LOCALMKTDATE" },
+ { 22, "UTCDATEONLY" },
+ { 23, "DATA" },
+ { 24, "MULTIPLESTRINGVALUE" },
+ { 25, "COUNTRY" },
+ { 26, "LANGUAGE" },
+ { 27, "TZTIMEONLY" },
+ { 28, "TZTIMESTAMP" },
+ { 29, "TENOR" },
+ { 0, NULL }
+ };
- { 1, -1, 0, NULL }, /* Account */
- { 2, -1, 0, NULL }, /* AdvId */
- { 3, -1, 0, NULL }, /* AdvRefID */
- { 4, -1, 2 , AdvSide_val },
- { 5, -1, 1 , AdvTransType_val },
- { 6, -1, 0, NULL }, /* AvgPx */
- { 7, -1, 0, NULL }, /* BeginSeqNo */
- { 8, -1, 0, NULL }, /* BeginString */
- { 9, -1, 0, NULL }, /* BodyLength */
- { 10, -1, 0, NULL }, /* CheckSum */
- { 11, -1, 0, NULL }, /* ClOrdID */
- { 12, -1, 0, NULL }, /* Commission */
- { 13, -1, 2 , CommType_val },
- { 14, -1, 0, NULL }, /* CumQty */
- { 15, -1, 0, NULL }, /* Currency */
- { 16, -1, 0, NULL }, /* EndSeqNo */
- { 17, -1, 0, NULL }, /* ExecID */
- { 18, -1, 2 , ExecInst_val },
- { 19, -1, 0, NULL }, /* ExecRefID */
- { 20, -1, 2 , ExecTransType_val },
- { 21, -1, 2 , HandlInst_val },
- { 22, -1, 1 , SecurityIDSource_val },
- { 23, -1, 0, NULL }, /* IOIid */
- { 24, -1, 0, NULL }, /* IOIOthSvc */
- { 25, -1, 2 , IOIQltyInd_val },
- { 26, -1, 0, NULL }, /* IOIRefID */
- { 27, -1, 0, NULL }, /* IOIQty */
- { 28, -1, 2 , IOITransType_val },
- { 29, -1, 2 , LastCapacity_val },
- { 30, -1, 0, NULL }, /* LastMkt */
- { 31, -1, 0, NULL }, /* LastPx */
- { 32, -1, 0, NULL }, /* LastQty */
- { 33, -1, 0, NULL }, /* LinesOfText */
- { 34, -1, 0, NULL }, /* MsgSeqNum */
- { 35, -1, 1 , MsgType_val },
- { 36, -1, 0, NULL }, /* NewSeqNo */
- { 37, -1, 0, NULL }, /* OrderID */
- { 38, -1, 0, NULL }, /* OrderQty */
- { 39, -1, 2 , OrdStatus_val },
- { 40, -1, 2 , OrdType_val },
- { 41, -1, 0, NULL }, /* OrigClOrdID */
- { 42, -1, 0, NULL }, /* OrigTime */
- { 43, -1, 0, NULL }, /* PossDupFlag */
- { 44, -1, 0, NULL }, /* Price */
- { 45, -1, 0, NULL }, /* RefSeqNum */
- { 46, -1, 0, NULL }, /* RelatdSym */
- { 47, -1, 2 , Rule80A_val },
- { 48, -1, 0, NULL }, /* SecurityID */
- { 49, -1, 0, NULL }, /* SenderCompID */
- { 50, -1, 0, NULL }, /* SenderSubID */
- { 51, -1, 0, NULL }, /* SendingDate */
- { 52, -1, 0, NULL }, /* SendingTime */
- { 53, -1, 0, NULL }, /* Quantity */
- { 54, -1, 2 , Side_val },
- { 55, -1, 0, NULL }, /* Symbol */
- { 56, -1, 0, NULL }, /* TargetCompID */
- { 57, -1, 0, NULL }, /* TargetSubID */
- { 58, -1, 0, NULL }, /* Text */
- { 59, -1, 2 , TimeInForce_val },
- { 60, -1, 0, NULL }, /* TransactTime */
- { 61, -1, 2 , Urgency_val },
- { 62, -1, 0, NULL }, /* ValidUntilTime */
- { 63, -1, 2 , SettlType_val },
- { 64, -1, 0, NULL }, /* SettlDate */
- { 65, -1, 1 , SymbolSfx_val },
- { 66, -1, 0, NULL }, /* ListID */
- { 67, -1, 0, NULL }, /* ListSeqNo */
- { 68, -1, 0, NULL }, /* TotNoOrders */
- { 69, -1, 0, NULL }, /* ListExecInst */
- { 70, -1, 0, NULL }, /* AllocID */
- { 71, -1, 2 , AllocTransType_val },
- { 72, -1, 0, NULL }, /* RefAllocID */
- { 73, -1, 0, NULL }, /* NoOrders */
- { 74, -1, 0, NULL }, /* AvgPxPrecision */
- { 75, -1, 0, NULL }, /* TradeDate */
- { 76, -1, 0, NULL }, /* ExecBroker */
- { 77, -1, 2 , PositionEffect_val },
- { 78, -1, 0, NULL }, /* NoAllocs */
- { 79, -1, 0, NULL }, /* AllocAccount */
- { 80, -1, 0, NULL }, /* AllocQty */
- { 81, -1, 2 , ProcessCode_val },
- { 82, -1, 0, NULL }, /* NoRpts */
- { 83, -1, 0, NULL }, /* RptSeq */
- { 84, -1, 0, NULL }, /* CxlQty */
- { 85, -1, 0, NULL }, /* NoDlvyInst */
- { 86, -1, 0, NULL }, /* DlvyInst */
- { 87, -1, 0 , AllocStatus_val },
- { 88, -1, 0 , AllocRejCode_val },
- { 89, -1, 0, NULL }, /* Signature */
- { 90, -1, 0, NULL }, /* SecureDataLen */
- { 91, -1, 0, NULL }, /* SecureData */
- { 92, -1, 0, NULL }, /* BrokerOfCredit */
- { 93, -1, 0, NULL }, /* SignatureLength */
- { 94, -1, 2 , EmailType_val },
- { 95, -1, 0, NULL }, /* RawDataLength */
- { 96, -1, 0, NULL }, /* RawData */
- { 97, -1, 0, NULL }, /* PossResend */
- { 98, -1, 0 , EncryptMethod_val },
- { 99, -1, 0, NULL }, /* StopPx */
- { 100, -1, 0, NULL }, /* ExDestination */
- { 102, -1, 0 , CxlRejReason_val },
- { 103, -1, 0 , OrdRejReason_val },
- { 104, -1, 2 , IOIQualifier_val },
- { 105, -1, 0, NULL }, /* WaveNo */
- { 106, -1, 0, NULL }, /* Issuer */
- { 107, -1, 0, NULL }, /* SecurityDesc */
- { 108, -1, 0, NULL }, /* HeartBtInt */
- { 109, -1, 0, NULL }, /* ClientID */
- { 110, -1, 0, NULL }, /* MinQty */
- { 111, -1, 0, NULL }, /* MaxFloor */
- { 112, -1, 0, NULL }, /* TestReqID */
- { 113, -1, 0, NULL }, /* ReportToExch */
- { 114, -1, 0, NULL }, /* LocateReqd */
- { 115, -1, 0, NULL }, /* OnBehalfOfCompID */
- { 116, -1, 0, NULL }, /* OnBehalfOfSubID */
- { 117, -1, 0, NULL }, /* QuoteID */
- { 118, -1, 0, NULL }, /* NetMoney */
- { 119, -1, 0, NULL }, /* SettlCurrAmt */
- { 120, -1, 0, NULL }, /* SettlCurrency */
- { 121, -1, 0, NULL }, /* ForexReq */
- { 122, -1, 0, NULL }, /* OrigSendingTime */
- { 123, -1, 0, NULL }, /* GapFillFlag */
- { 124, -1, 0, NULL }, /* NoExecs */
- { 125, -1, 0, NULL }, /* CxlType */
- { 126, -1, 0, NULL }, /* ExpireTime */
- { 127, -1, 2 , DKReason_val },
- { 128, -1, 0, NULL }, /* DeliverToCompID */
- { 129, -1, 0, NULL }, /* DeliverToSubID */
- { 130, -1, 0, NULL }, /* IOINaturalFlag */
- { 131, -1, 0, NULL }, /* QuoteReqID */
- { 132, -1, 0, NULL }, /* BidPx */
- { 133, -1, 0, NULL }, /* OfferPx */
- { 134, -1, 0, NULL }, /* BidSize */
- { 135, -1, 0, NULL }, /* OfferSize */
- { 136, -1, 0, NULL }, /* NoMiscFees */
- { 137, -1, 0, NULL }, /* MiscFeeAmt */
- { 138, -1, 0, NULL }, /* MiscFeeCurr */
- { 139, -1, 2 , MiscFeeType_val },
- { 140, -1, 0, NULL }, /* PrevClosePx */
- { 141, -1, 0, NULL }, /* ResetSeqNumFlag */
- { 142, -1, 0, NULL }, /* SenderLocationID */
- { 143, -1, 0, NULL }, /* TargetLocationID */
- { 144, -1, 0, NULL }, /* OnBehalfOfLocationID */
- { 145, -1, 0, NULL }, /* DeliverToLocationID */
- { 146, -1, 0, NULL }, /* NoRelatedSym */
- { 147, -1, 0, NULL }, /* Subject */
- { 148, -1, 0, NULL }, /* Headline */
- { 149, -1, 0, NULL }, /* URLLink */
- { 150, -1, 2 , ExecType_val },
- { 151, -1, 0, NULL }, /* LeavesQty */
- { 152, -1, 0, NULL }, /* CashOrderQty */
- { 153, -1, 0, NULL }, /* AllocAvgPx */
- { 154, -1, 0, NULL }, /* AllocNetMoney */
- { 155, -1, 0, NULL }, /* SettlCurrFxRate */
- { 156, -1, 2 , SettlCurrFxRateCalc_val },
- { 157, -1, 0, NULL }, /* NumDaysInterest */
- { 158, -1, 0, NULL }, /* AccruedInterestRate */
- { 159, -1, 0, NULL }, /* AccruedInterestAmt */
- { 160, -1, 2 , SettlInstMode_val },
- { 161, -1, 0, NULL }, /* AllocText */
- { 162, -1, 0, NULL }, /* SettlInstID */
- { 163, -1, 2 , SettlInstTransType_val },
- { 164, -1, 0, NULL }, /* EmailThreadID */
- { 165, -1, 2 , SettlInstSource_val },
- { 166, -1, 1 , SettlLocation_val },
- { 167, -1, 1 , SecurityType_val },
- { 168, -1, 0, NULL }, /* EffectiveTime */
- { 169, -1, 0 , StandInstDbType_val },
- { 170, -1, 0, NULL }, /* StandInstDbName */
- { 171, -1, 0, NULL }, /* StandInstDbID */
- { 172, -1, 0 , SettlDeliveryType_val },
- { 173, -1, 0, NULL }, /* SettlDepositoryCode */
- { 174, -1, 0, NULL }, /* SettlBrkrCode */
- { 175, -1, 0, NULL }, /* SettlInstCode */
- { 176, -1, 0, NULL }, /* SecuritySettlAgentName */
- { 177, -1, 0, NULL }, /* SecuritySettlAgentCode */
- { 178, -1, 0, NULL }, /* SecuritySettlAgentAcctNum */
- { 179, -1, 0, NULL }, /* SecuritySettlAgentAcctName */
- { 180, -1, 0, NULL }, /* SecuritySettlAgentContactName */
- { 181, -1, 0, NULL }, /* SecuritySettlAgentContactPhone */
- { 182, -1, 0, NULL }, /* CashSettlAgentName */
- { 183, -1, 0, NULL }, /* CashSettlAgentCode */
- { 184, -1, 0, NULL }, /* CashSettlAgentAcctNum */
- { 185, -1, 0, NULL }, /* CashSettlAgentAcctName */
- { 186, -1, 0, NULL }, /* CashSettlAgentContactName */
- { 187, -1, 0, NULL }, /* CashSettlAgentContactPhone */
- { 188, -1, 0, NULL }, /* BidSpotRate */
- { 189, -1, 0, NULL }, /* BidForwardPoints */
- { 190, -1, 0, NULL }, /* OfferSpotRate */
- { 191, -1, 0, NULL }, /* OfferForwardPoints */
- { 192, -1, 0, NULL }, /* OrderQty2 */
- { 193, -1, 0, NULL }, /* SettlDate2 */
- { 194, -1, 0, NULL }, /* LastSpotRate */
- { 195, -1, 0, NULL }, /* LastForwardPoints */
- { 196, -1, 0, NULL }, /* AllocLinkID */
- { 197, -1, 0 , AllocLinkType_val },
- { 198, -1, 0, NULL }, /* SecondaryOrderID */
- { 199, -1, 0, NULL }, /* NoIOIQualifiers */
- { 200, -1, 0, NULL }, /* MaturityMonthYear */
- { 201, -1, 0 , PutOrCall_val },
- { 202, -1, 0, NULL }, /* StrikePrice */
- { 203, -1, 0 , CoveredOrUncovered_val },
- { 204, -1, 0 , CustomerOrFirm_val },
- { 205, -1, 0, NULL }, /* MaturityDay */
- { 206, -1, 0, NULL }, /* OptAttribute */
- { 207, -1, 0, NULL }, /* SecurityExchange */
- { 208, -1, 0, NULL }, /* NotifyBrokerOfCredit */
- { 209, -1, 0 , AllocHandlInst_val },
- { 210, -1, 0, NULL }, /* MaxShow */
- { 211, -1, 0, NULL }, /* PegOffsetValue */
- { 212, -1, 0, NULL }, /* XmlDataLen */
- { 213, -1, 0, NULL }, /* XmlData */
- { 214, -1, 0, NULL }, /* SettlInstRefID */
- { 215, -1, 0, NULL }, /* NoRoutingIDs */
- { 216, -1, 0 , RoutingType_val },
- { 217, -1, 0, NULL }, /* RoutingID */
- { 218, -1, 0, NULL }, /* Spread */
- { 219, -1, 2 , Benchmark_val },
- { 220, -1, 0, NULL }, /* BenchmarkCurveCurrency */
- { 221, -1, 1 , BenchmarkCurveName_val },
- { 222, -1, 0, NULL }, /* BenchmarkCurvePoint */
- { 223, -1, 0, NULL }, /* CouponRate */
- { 224, -1, 0, NULL }, /* CouponPaymentDate */
- { 225, -1, 0, NULL }, /* IssueDate */
- { 226, -1, 0, NULL }, /* RepurchaseTerm */
- { 227, -1, 0, NULL }, /* RepurchaseRate */
- { 228, -1, 0, NULL }, /* Factor */
- { 229, -1, 0, NULL }, /* TradeOriginationDate */
- { 230, -1, 0, NULL }, /* ExDate */
- { 231, -1, 0, NULL }, /* ContractMultiplier */
- { 232, -1, 0, NULL }, /* NoStipulations */
- { 233, -1, 1 , StipulationType_val },
- { 234, -1, 1 , StipulationValue_val },
- { 235, -1, 1 , YieldType_val },
- { 236, -1, 0, NULL }, /* Yield */
- { 237, -1, 0, NULL }, /* TotalTakedown */
- { 238, -1, 0, NULL }, /* Concession */
- { 239, -1, 0, NULL }, /* RepoCollateralSecurityType */
- { 240, -1, 0, NULL }, /* RedemptionDate */
- { 241, -1, 0, NULL }, /* UnderlyingCouponPaymentDate */
- { 242, -1, 0, NULL }, /* UnderlyingIssueDate */
- { 243, -1, 0, NULL }, /* UnderlyingRepoCollateralSecurityType */
- { 244, -1, 0, NULL }, /* UnderlyingRepurchaseTerm */
- { 245, -1, 0, NULL }, /* UnderlyingRepurchaseRate */
- { 246, -1, 0, NULL }, /* UnderlyingFactor */
- { 247, -1, 0, NULL }, /* UnderlyingRedemptionDate */
- { 248, -1, 0, NULL }, /* LegCouponPaymentDate */
- { 249, -1, 0, NULL }, /* LegIssueDate */
- { 250, -1, 0, NULL }, /* LegRepoCollateralSecurityType */
- { 251, -1, 0, NULL }, /* LegRepurchaseTerm */
- { 252, -1, 0, NULL }, /* LegRepurchaseRate */
- { 253, -1, 0, NULL }, /* LegFactor */
- { 254, -1, 0, NULL }, /* LegRedemptionDate */
- { 255, -1, 0, NULL }, /* CreditRating */
- { 256, -1, 0, NULL }, /* UnderlyingCreditRating */
- { 257, -1, 0, NULL }, /* LegCreditRating */
- { 258, -1, 0, NULL }, /* TradedFlatSwitch */
- { 259, -1, 0, NULL }, /* BasisFeatureDate */
- { 260, -1, 0, NULL }, /* BasisFeaturePrice */
- { 262, -1, 0, NULL }, /* MDReqID */
- { 263, -1, 2 , SubscriptionRequestType_val },
- { 264, -1, 0, NULL }, /* MarketDepth */
- { 265, -1, 0 , MDUpdateType_val },
- { 266, -1, 0, NULL }, /* AggregatedBook */
- { 267, -1, 0, NULL }, /* NoMDEntryTypes */
- { 268, -1, 0, NULL }, /* NoMDEntries */
- { 269, -1, 2 , MDEntryType_val },
- { 270, -1, 0, NULL }, /* MDEntryPx */
- { 271, -1, 0, NULL }, /* MDEntrySize */
- { 272, -1, 0, NULL }, /* MDEntryDate */
- { 273, -1, 0, NULL }, /* MDEntryTime */
- { 274, -1, 2 , TickDirection_val },
- { 275, -1, 0, NULL }, /* MDMkt */
- { 276, -1, 2 , QuoteCondition_val },
- { 277, -1, 2 , TradeCondition_val },
- { 278, -1, 0, NULL }, /* MDEntryID */
- { 279, -1, 2 , MDUpdateAction_val },
- { 280, -1, 0, NULL }, /* MDEntryRefID */
- { 281, -1, 2 , MDReqRejReason_val },
- { 282, -1, 0, NULL }, /* MDEntryOriginator */
- { 283, -1, 0, NULL }, /* LocationID */
- { 284, -1, 0, NULL }, /* DeskID */
- { 285, -1, 2 , DeleteReason_val },
- { 286, -1, 2 , OpenCloseSettlFlag_val },
- { 287, -1, 0, NULL }, /* SellerDays */
- { 288, -1, 0, NULL }, /* MDEntryBuyer */
- { 289, -1, 0, NULL }, /* MDEntrySeller */
- { 290, -1, 0, NULL }, /* MDEntryPositionNo */
- { 291, -1, 2 , FinancialStatus_val },
- { 292, -1, 2 , CorporateAction_val },
- { 293, -1, 0, NULL }, /* DefBidSize */
- { 294, -1, 0, NULL }, /* DefOfferSize */
- { 295, -1, 0, NULL }, /* NoQuoteEntries */
- { 296, -1, 0, NULL }, /* NoQuoteSets */
- { 297, -1, 0 , QuoteStatus_val },
- { 298, -1, 0 , QuoteCancelType_val },
- { 299, -1, 0, NULL }, /* QuoteEntryID */
- { 300, -1, 0 , QuoteRejectReason_val },
- { 301, -1, 0 , QuoteResponseLevel_val },
- { 302, -1, 0, NULL }, /* QuoteSetID */
- { 303, -1, 0 , QuoteRequestType_val },
- { 304, -1, 0, NULL }, /* TotNoQuoteEntries */
- { 305, -1, 0, NULL }, /* UnderlyingSecurityIDSource */
- { 306, -1, 0, NULL }, /* UnderlyingIssuer */
- { 307, -1, 0, NULL }, /* UnderlyingSecurityDesc */
- { 308, -1, 0, NULL }, /* UnderlyingSecurityExchange */
- { 309, -1, 0, NULL }, /* UnderlyingSecurityID */
- { 310, -1, 0, NULL }, /* UnderlyingSecurityType */
- { 311, -1, 0, NULL }, /* UnderlyingSymbol */
- { 312, -1, 0, NULL }, /* UnderlyingSymbolSfx */
- { 313, -1, 0, NULL }, /* UnderlyingMaturityMonthYear */
- { 314, -1, 0, NULL }, /* UnderlyingMaturityDay */
- { 315, -1, 0, NULL }, /* UnderlyingPutOrCall */
- { 316, -1, 0, NULL }, /* UnderlyingStrikePrice */
- { 317, -1, 0, NULL }, /* UnderlyingOptAttribute */
- { 318, -1, 0, NULL }, /* UnderlyingCurrency */
- { 319, -1, 0, NULL }, /* RatioQty */
- { 320, -1, 0, NULL }, /* SecurityReqID */
- { 321, -1, 0 , SecurityRequestType_val },
- { 322, -1, 0, NULL }, /* SecurityResponseID */
- { 323, -1, 0 , SecurityResponseType_val },
- { 324, -1, 0, NULL }, /* SecurityStatusReqID */
- { 325, -1, 0, NULL }, /* UnsolicitedIndicator */
- { 326, -1, 0 , SecurityTradingStatus_val },
- { 327, -1, 2 , HaltReason_val },
- { 328, -1, 0, NULL }, /* InViewOfCommon */
- { 329, -1, 0, NULL }, /* DueToRelated */
- { 330, -1, 0, NULL }, /* BuyVolume */
- { 331, -1, 0, NULL }, /* SellVolume */
- { 332, -1, 0, NULL }, /* HighPx */
- { 333, -1, 0, NULL }, /* LowPx */
- { 334, -1, 0 , Adjustment_val },
- { 335, -1, 0, NULL }, /* TradSesReqID */
- { 336, -1, 0, NULL }, /* TradingSessionID */
- { 337, -1, 0, NULL }, /* ContraTrader */
- { 338, -1, 0 , TradSesMethod_val },
- { 339, -1, 0 , TradSesMode_val },
- { 340, -1, 0 , TradSesStatus_val },
- { 341, -1, 0, NULL }, /* TradSesStartTime */
- { 342, -1, 0, NULL }, /* TradSesOpenTime */
- { 343, -1, 0, NULL }, /* TradSesPreCloseTime */
- { 344, -1, 0, NULL }, /* TradSesCloseTime */
- { 345, -1, 0, NULL }, /* TradSesEndTime */
- { 346, -1, 0, NULL }, /* NumberOfOrders */
- { 347, -1, 1 , MessageEncoding_val },
- { 348, -1, 0, NULL }, /* EncodedIssuerLen */
- { 349, -1, 0, NULL }, /* EncodedIssuer */
- { 350, -1, 0, NULL }, /* EncodedSecurityDescLen */
- { 351, -1, 0, NULL }, /* EncodedSecurityDesc */
- { 352, -1, 0, NULL }, /* EncodedListExecInstLen */
- { 353, -1, 0, NULL }, /* EncodedListExecInst */
- { 354, -1, 0, NULL }, /* EncodedTextLen */
- { 355, -1, 0, NULL }, /* EncodedText */
- { 356, -1, 0, NULL }, /* EncodedSubjectLen */
- { 357, -1, 0, NULL }, /* EncodedSubject */
- { 358, -1, 0, NULL }, /* EncodedHeadlineLen */
- { 359, -1, 0, NULL }, /* EncodedHeadline */
- { 360, -1, 0, NULL }, /* EncodedAllocTextLen */
- { 361, -1, 0, NULL }, /* EncodedAllocText */
- { 362, -1, 0, NULL }, /* EncodedUnderlyingIssuerLen */
- { 363, -1, 0, NULL }, /* EncodedUnderlyingIssuer */
- { 364, -1, 0, NULL }, /* EncodedUnderlyingSecurityDescLen */
- { 365, -1, 0, NULL }, /* EncodedUnderlyingSecurityDesc */
- { 366, -1, 0, NULL }, /* AllocPrice */
- { 367, -1, 0, NULL }, /* QuoteSetValidUntilTime */
- { 368, -1, 0 , QuoteEntryRejectReason_val },
- { 369, -1, 0, NULL }, /* LastMsgSeqNumProcessed */
- { 370, -1, 0, NULL }, /* OnBehalfOfSendingTime */
- { 371, -1, 0, NULL }, /* RefTagID */
- { 372, -1, 0, NULL }, /* RefMsgType */
- { 373, -1, 0 , SessionRejectReason_val },
- { 374, -1, 2 , BidRequestTransType_val },
- { 375, -1, 0, NULL }, /* ContraBroker */
- { 376, -1, 0, NULL }, /* ComplianceID */
- { 377, -1, 0, NULL }, /* SolicitedFlag */
- { 378, -1, 0 , ExecRestatementReason_val },
- { 379, -1, 0, NULL }, /* BusinessRejectRefID */
- { 380, -1, 0 , BusinessRejectReason_val },
- { 381, -1, 0, NULL }, /* GrossTradeAmt */
- { 382, -1, 0, NULL }, /* NoContraBrokers */
- { 383, -1, 0, NULL }, /* MaxMessageSize */
- { 384, -1, 0, NULL }, /* NoMsgTypes */
- { 385, -1, 2 , MsgDirection_val },
- { 386, -1, 0, NULL }, /* NoTradingSessions */
- { 387, -1, 0, NULL }, /* TotalVolumeTraded */
- { 388, -1, 2 , DiscretionInst_val },
- { 389, -1, 0, NULL }, /* DiscretionOffsetValue */
- { 390, -1, 0, NULL }, /* BidID */
- { 391, -1, 0, NULL }, /* ClientBidID */
- { 392, -1, 0, NULL }, /* ListName */
- { 393, -1, 0, NULL }, /* TotNoRelatedSym */
- { 394, -1, 0 , BidType_val },
- { 395, -1, 0, NULL }, /* NumTickets */
- { 396, -1, 0, NULL }, /* SideValue1 */
- { 397, -1, 0, NULL }, /* SideValue2 */
- { 398, -1, 0, NULL }, /* NoBidDescriptors */
- { 399, -1, 0 , BidDescriptorType_val },
- { 400, -1, 0, NULL }, /* BidDescriptor */
- { 401, -1, 0 , SideValueInd_val },
- { 402, -1, 0, NULL }, /* LiquidityPctLow */
- { 403, -1, 0, NULL }, /* LiquidityPctHigh */
- { 404, -1, 0, NULL }, /* LiquidityValue */
- { 405, -1, 0, NULL }, /* EFPTrackingError */
- { 406, -1, 0, NULL }, /* FairValue */
- { 407, -1, 0, NULL }, /* OutsideIndexPct */
- { 408, -1, 0, NULL }, /* ValueOfFutures */
- { 409, -1, 0 , LiquidityIndType_val },
- { 410, -1, 0, NULL }, /* WtAverageLiquidity */
- { 411, -1, 0, NULL }, /* ExchangeForPhysical */
- { 412, -1, 0, NULL }, /* OutMainCntryUIndex */
- { 413, -1, 0, NULL }, /* CrossPercent */
- { 414, -1, 0 , ProgRptReqs_val },
- { 415, -1, 0, NULL }, /* ProgPeriodInterval */
- { 416, -1, 0 , IncTaxInd_val },
- { 417, -1, 0, NULL }, /* NumBidders */
- { 418, -1, 2 , BidTradeType_val },
- { 419, -1, 2 , BasisPxType_val },
- { 420, -1, 0, NULL }, /* NoBidComponents */
- { 421, -1, 0, NULL }, /* Country */
- { 422, -1, 0, NULL }, /* TotNoStrikes */
- { 423, -1, 0 , PriceType_val },
- { 424, -1, 0, NULL }, /* DayOrderQty */
- { 425, -1, 0, NULL }, /* DayCumQty */
- { 426, -1, 0, NULL }, /* DayAvgPx */
- { 427, -1, 0 , GTBookingInst_val },
- { 428, -1, 0, NULL }, /* NoStrikes */
- { 429, -1, 0 , ListStatusType_val },
- { 430, -1, 0 , NetGrossInd_val },
- { 431, -1, 0 , ListOrderStatus_val },
- { 432, -1, 0, NULL }, /* ExpireDate */
- { 433, -1, 2 , ListExecInstType_val },
- { 434, -1, 2 , CxlRejResponseTo_val },
- { 435, -1, 0, NULL }, /* UnderlyingCouponRate */
- { 436, -1, 0, NULL }, /* UnderlyingContractMultiplier */
- { 437, -1, 0, NULL }, /* ContraTradeQty */
- { 438, -1, 0, NULL }, /* ContraTradeTime */
- { 439, -1, 0, NULL }, /* ClearingFirm */
- { 440, -1, 0, NULL }, /* ClearingAccount */
- { 441, -1, 0, NULL }, /* LiquidityNumSecurities */
- { 442, -1, 2 , MultiLegReportingType_val },
- { 443, -1, 0, NULL }, /* StrikeTime */
- { 444, -1, 0, NULL }, /* ListStatusText */
- { 445, -1, 0, NULL }, /* EncodedListStatusTextLen */
- { 446, -1, 0, NULL }, /* EncodedListStatusText */
- { 447, -1, 2 , PartyIDSource_val },
- { 448, -1, 0, NULL }, /* PartyID */
- { 449, -1, 0, NULL }, /* TotalVolumeTradedDate */
- { 450, -1, 0, NULL }, /* TotalVolumeTradedTime */
- { 451, -1, 0, NULL }, /* NetChgPrevDay */
- { 452, -1, 0 , PartyRole_val },
- { 453, -1, 0, NULL }, /* NoPartyIDs */
- { 454, -1, 0, NULL }, /* NoSecurityAltID */
- { 455, -1, 0, NULL }, /* SecurityAltID */
- { 456, -1, 0, NULL }, /* SecurityAltIDSource */
- { 457, -1, 0, NULL }, /* NoUnderlyingSecurityAltID */
- { 458, -1, 0, NULL }, /* UnderlyingSecurityAltID */
- { 459, -1, 0, NULL }, /* UnderlyingSecurityAltIDSource */
- { 460, -1, 0 , Product_val },
- { 461, -1, 0, NULL }, /* CFICode */
- { 462, -1, 0, NULL }, /* UnderlyingProduct */
- { 463, -1, 0, NULL }, /* UnderlyingCFICode */
- { 464, -1, 0, NULL }, /* TestMessageIndicator */
- { 465, -1, 0 , QuantityType_val },
- { 466, -1, 0, NULL }, /* BookingRefID */
- { 467, -1, 0, NULL }, /* IndividualAllocID */
- { 468, -1, 2 , RoundingDirection_val },
- { 469, -1, 0, NULL }, /* RoundingModulus */
- { 470, -1, 0, NULL }, /* CountryOfIssue */
- { 471, -1, 0, NULL }, /* StateOrProvinceOfIssue */
- { 472, -1, 0, NULL }, /* LocaleOfIssue */
- { 473, -1, 0, NULL }, /* NoRegistDtls */
- { 474, -1, 0, NULL }, /* MailingDtls */
- { 475, -1, 0, NULL }, /* InvestorCountryOfResidence */
- { 476, -1, 0, NULL }, /* PaymentRef */
- { 477, -1, 0 , DistribPaymentMethod_val },
- { 478, -1, 0, NULL }, /* CashDistribCurr */
- { 479, -1, 0, NULL }, /* CommCurrency */
- { 480, -1, 2 , CancellationRights_val },
- { 481, -1, 2 , MoneyLaunderingStatus_val },
- { 482, -1, 0, NULL }, /* MailingInst */
- { 483, -1, 0, NULL }, /* TransBkdTime */
- { 484, -1, 2 , ExecPriceType_val },
- { 485, -1, 0, NULL }, /* ExecPriceAdjustment */
- { 486, -1, 0, NULL }, /* DateOfBirth */
- { 487, -1, 0 , TradeReportTransType_val },
- { 488, -1, 0, NULL }, /* CardHolderName */
- { 489, -1, 0, NULL }, /* CardNumber */
- { 490, -1, 0, NULL }, /* CardExpDate */
- { 491, -1, 0, NULL }, /* CardIssNum */
- { 492, -1, 0 , PaymentMethod_val },
- { 493, -1, 0, NULL }, /* RegistAcctType */
- { 494, -1, 0, NULL }, /* Designation */
- { 495, -1, 0 , TaxAdvantageType_val },
- { 496, -1, 0, NULL }, /* RegistRejReasonText */
- { 497, -1, 2 , FundRenewWaiv_val },
- { 498, -1, 0, NULL }, /* CashDistribAgentName */
- { 499, -1, 0, NULL }, /* CashDistribAgentCode */
- { 500, -1, 0, NULL }, /* CashDistribAgentAcctNumber */
- { 501, -1, 0, NULL }, /* CashDistribPayRef */
- { 502, -1, 0, NULL }, /* CashDistribAgentAcctName */
- { 503, -1, 0, NULL }, /* CardStartDate */
- { 504, -1, 0, NULL }, /* PaymentDate */
- { 505, -1, 0, NULL }, /* PaymentRemitterID */
- { 506, -1, 2 , RegistStatus_val },
- { 507, -1, 0 , RegistRejReasonCode_val },
- { 508, -1, 0, NULL }, /* RegistRefID */
- { 509, -1, 0, NULL }, /* RegistDtls */
- { 510, -1, 0, NULL }, /* NoDistribInsts */
- { 511, -1, 0, NULL }, /* RegistEmail */
- { 512, -1, 0, NULL }, /* DistribPercentage */
- { 513, -1, 0, NULL }, /* RegistID */
- { 514, -1, 2 , RegistTransType_val },
- { 515, -1, 0, NULL }, /* ExecValuationPoint */
- { 516, -1, 0, NULL }, /* OrderPercent */
- { 517, -1, 2 , OwnershipType_val },
- { 518, -1, 0, NULL }, /* NoContAmts */
- { 519, -1, 0 , ContAmtType_val },
- { 520, -1, 0, NULL }, /* ContAmtValue */
- { 521, -1, 0, NULL }, /* ContAmtCurr */
- { 522, -1, 0 , OwnerType_val },
- { 523, -1, 0, NULL }, /* PartySubID */
- { 524, -1, 0, NULL }, /* NestedPartyID */
- { 525, -1, 0, NULL }, /* NestedPartyIDSource */
- { 526, -1, 0, NULL }, /* SecondaryClOrdID */
- { 527, -1, 0, NULL }, /* SecondaryExecID */
- { 528, -1, 2 , OrderCapacity_val },
- { 529, -1, 2 , OrderRestrictions_val },
- { 530, -1, 2 , MassCancelRequestType_val },
- { 531, -1, 2 , MassCancelResponse_val },
- { 532, -1, 2 , MassCancelRejectReason_val },
- { 533, -1, 0, NULL }, /* TotalAffectedOrders */
- { 534, -1, 0, NULL }, /* NoAffectedOrders */
- { 535, -1, 0, NULL }, /* AffectedOrderID */
- { 536, -1, 0, NULL }, /* AffectedSecondaryOrderID */
- { 537, -1, 0 , QuoteType_val },
- { 538, -1, 0, NULL }, /* NestedPartyRole */
- { 539, -1, 0, NULL }, /* NoNestedPartyIDs */
- { 540, -1, 0, NULL }, /* TotalAccruedInterestAmt */
- { 541, -1, 0, NULL }, /* MaturityDate */
- { 542, -1, 0, NULL }, /* UnderlyingMaturityDate */
- { 543, -1, 0, NULL }, /* InstrRegistry */
- { 544, -1, 2 , CashMargin_val },
- { 545, -1, 0, NULL }, /* NestedPartySubID */
- { 546, -1, 2 , Scope_val },
- { 547, -1, 0, NULL }, /* MDImplicitDelete */
- { 548, -1, 0, NULL }, /* CrossID */
- { 549, -1, 0 , CrossType_val },
- { 550, -1, 0 , CrossPrioritization_val },
- { 551, -1, 0, NULL }, /* OrigCrossID */
- { 552, -1, 2 , NoSides_val },
- { 553, -1, 0, NULL }, /* Username */
- { 554, -1, 0, NULL }, /* Password */
- { 555, -1, 0, NULL }, /* NoLegs */
- { 556, -1, 0, NULL }, /* LegCurrency */
- { 557, -1, 0, NULL }, /* TotNoSecurityTypes */
- { 558, -1, 0, NULL }, /* NoSecurityTypes */
- { 559, -1, 0 , SecurityListRequestType_val },
- { 560, -1, 0 , SecurityRequestResult_val },
- { 561, -1, 0, NULL }, /* RoundLot */
- { 562, -1, 0, NULL }, /* MinTradeVol */
- { 563, -1, 0 , MultiLegRptTypeReq_val },
- { 564, -1, 0, NULL }, /* LegPositionEffect */
- { 565, -1, 0, NULL }, /* LegCoveredOrUncovered */
- { 566, -1, 0, NULL }, /* LegPrice */
- { 567, -1, 0 , TradSesStatusRejReason_val },
- { 568, -1, 0, NULL }, /* TradeRequestID */
- { 569, -1, 0 , TradeRequestType_val },
- { 570, -1, 0, NULL }, /* PreviouslyReported */
- { 571, -1, 0, NULL }, /* TradeReportID */
- { 572, -1, 0, NULL }, /* TradeReportRefID */
- { 573, -1, 2 , MatchStatus_val },
- { 574, -1, 0, NULL }, /* MatchType */
- { 575, -1, 0, NULL }, /* OddLot */
- { 576, -1, 0, NULL }, /* NoClearingInstructions */
- { 577, -1, 0 , ClearingInstruction_val },
- { 578, -1, 0, NULL }, /* TradeInputSource */
- { 579, -1, 0, NULL }, /* TradeInputDevice */
- { 580, -1, 0, NULL }, /* NoDates */
- { 581, -1, 0 , AccountType_val },
- { 582, -1, 0 , CustOrderCapacity_val },
- { 583, -1, 0, NULL }, /* ClOrdLinkID */
- { 584, -1, 0, NULL }, /* MassStatusReqID */
- { 585, -1, 0 , MassStatusReqType_val },
- { 586, -1, 0, NULL }, /* OrigOrdModTime */
- { 587, -1, 0, NULL }, /* LegSettlType */
- { 588, -1, 0, NULL }, /* LegSettlDate */
- { 589, -1, 2 , DayBookingInst_val },
- { 590, -1, 2 , BookingUnit_val },
- { 591, -1, 2 , PreallocMethod_val },
- { 592, -1, 0, NULL }, /* UnderlyingCountryOfIssue */
- { 593, -1, 0, NULL }, /* UnderlyingStateOrProvinceOfIssue */
- { 594, -1, 0, NULL }, /* UnderlyingLocaleOfIssue */
- { 595, -1, 0, NULL }, /* UnderlyingInstrRegistry */
- { 596, -1, 0, NULL }, /* LegCountryOfIssue */
- { 597, -1, 0, NULL }, /* LegStateOrProvinceOfIssue */
- { 598, -1, 0, NULL }, /* LegLocaleOfIssue */
- { 599, -1, 0, NULL }, /* LegInstrRegistry */
- { 600, -1, 0, NULL }, /* LegSymbol */
- { 601, -1, 0, NULL }, /* LegSymbolSfx */
- { 602, -1, 0, NULL }, /* LegSecurityID */
- { 603, -1, 0, NULL }, /* LegSecurityIDSource */
- { 604, -1, 0, NULL }, /* NoLegSecurityAltID */
- { 605, -1, 0, NULL }, /* LegSecurityAltID */
- { 606, -1, 0, NULL }, /* LegSecurityAltIDSource */
- { 607, -1, 0, NULL }, /* LegProduct */
- { 608, -1, 0, NULL }, /* LegCFICode */
- { 609, -1, 0, NULL }, /* LegSecurityType */
- { 610, -1, 0, NULL }, /* LegMaturityMonthYear */
- { 611, -1, 0, NULL }, /* LegMaturityDate */
- { 612, -1, 0, NULL }, /* LegStrikePrice */
- { 613, -1, 0, NULL }, /* LegOptAttribute */
- { 614, -1, 0, NULL }, /* LegContractMultiplier */
- { 615, -1, 0, NULL }, /* LegCouponRate */
- { 616, -1, 0, NULL }, /* LegSecurityExchange */
- { 617, -1, 0, NULL }, /* LegIssuer */
- { 618, -1, 0, NULL }, /* EncodedLegIssuerLen */
- { 619, -1, 0, NULL }, /* EncodedLegIssuer */
- { 620, -1, 0, NULL }, /* LegSecurityDesc */
- { 621, -1, 0, NULL }, /* EncodedLegSecurityDescLen */
- { 622, -1, 0, NULL }, /* EncodedLegSecurityDesc */
- { 623, -1, 0, NULL }, /* LegRatioQty */
- { 624, -1, 0, NULL }, /* LegSide */
- { 625, -1, 0, NULL }, /* TradingSessionSubID */
- { 626, -1, 0 , AllocType_val },
- { 627, -1, 0, NULL }, /* NoHops */
- { 628, -1, 0, NULL }, /* HopCompID */
- { 629, -1, 0, NULL }, /* HopSendingTime */
- { 630, -1, 0, NULL }, /* HopRefID */
- { 631, -1, 0, NULL }, /* MidPx */
- { 632, -1, 0, NULL }, /* BidYield */
- { 633, -1, 0, NULL }, /* MidYield */
- { 634, -1, 0, NULL }, /* OfferYield */
- { 635, -1, 1 , ClearingFeeIndicator_val },
- { 636, -1, 0, NULL }, /* WorkingIndicator */
- { 637, -1, 0, NULL }, /* LegLastPx */
- { 638, -1, 0 , PriorityIndicator_val },
- { 639, -1, 0, NULL }, /* PriceImprovement */
- { 640, -1, 0, NULL }, /* Price2 */
- { 641, -1, 0, NULL }, /* LastForwardPoints2 */
- { 642, -1, 0, NULL }, /* BidForwardPoints2 */
- { 643, -1, 0, NULL }, /* OfferForwardPoints2 */
- { 644, -1, 0, NULL }, /* RFQReqID */
- { 645, -1, 0, NULL }, /* MktBidPx */
- { 646, -1, 0, NULL }, /* MktOfferPx */
- { 647, -1, 0, NULL }, /* MinBidSize */
- { 648, -1, 0, NULL }, /* MinOfferSize */
- { 649, -1, 0, NULL }, /* QuoteStatusReqID */
- { 650, -1, 0, NULL }, /* LegalConfirm */
- { 651, -1, 0, NULL }, /* UnderlyingLastPx */
- { 652, -1, 0, NULL }, /* UnderlyingLastQty */
- { 653, -1, 0 , SecDefStatus_val },
- { 654, -1, 0, NULL }, /* LegRefID */
- { 655, -1, 0, NULL }, /* ContraLegRefID */
- { 656, -1, 0, NULL }, /* SettlCurrBidFxRate */
- { 657, -1, 0, NULL }, /* SettlCurrOfferFxRate */
- { 658, -1, 0 , QuoteRequestRejectReason_val },
- { 659, -1, 0, NULL }, /* SideComplianceID */
- { 660, -1, 0 , AcctIDSource_val },
- { 661, -1, 0, NULL }, /* AllocAcctIDSource */
- { 662, -1, 0, NULL }, /* BenchmarkPrice */
- { 663, -1, 0, NULL }, /* BenchmarkPriceType */
- { 664, -1, 0, NULL }, /* ConfirmID */
- { 665, -1, 0 , ConfirmStatus_val },
- { 666, -1, 0 , ConfirmTransType_val },
- { 667, -1, 0, NULL }, /* ContractSettlMonth */
- { 668, -1, 0 , DeliveryForm_val },
- { 669, -1, 0, NULL }, /* LastParPx */
- { 670, -1, 0, NULL }, /* NoLegAllocs */
- { 671, -1, 0, NULL }, /* LegAllocAccount */
- { 672, -1, 0, NULL }, /* LegIndividualAllocID */
- { 673, -1, 0, NULL }, /* LegAllocQty */
- { 674, -1, 0, NULL }, /* LegAllocAcctIDSource */
- { 675, -1, 0, NULL }, /* LegSettlCurrency */
- { 676, -1, 0, NULL }, /* LegBenchmarkCurveCurrency */
- { 677, -1, 0, NULL }, /* LegBenchmarkCurveName */
- { 678, -1, 0, NULL }, /* LegBenchmarkCurvePoint */
- { 679, -1, 0, NULL }, /* LegBenchmarkPrice */
- { 680, -1, 0, NULL }, /* LegBenchmarkPriceType */
- { 681, -1, 0, NULL }, /* LegBidPx */
- { 682, -1, 0, NULL }, /* LegIOIQty */
- { 683, -1, 0, NULL }, /* NoLegStipulations */
- { 684, -1, 0, NULL }, /* LegOfferPx */
- { 685, -1, 0, NULL }, /* LegOrderQty */
- { 686, -1, 0, NULL }, /* LegPriceType */
- { 687, -1, 0, NULL }, /* LegQty */
- { 688, -1, 0, NULL }, /* LegStipulationType */
- { 689, -1, 0, NULL }, /* LegStipulationValue */
- { 690, -1, 0 , LegSwapType_val },
- { 691, -1, 0, NULL }, /* Pool */
- { 692, -1, 0 , QuotePriceType_val },
- { 693, -1, 0, NULL }, /* QuoteRespID */
- { 694, -1, 0 , QuoteRespType_val },
- { 695, -1, 0, NULL }, /* QuoteQualifier */
- { 696, -1, 0, NULL }, /* YieldRedemptionDate */
- { 697, -1, 0, NULL }, /* YieldRedemptionPrice */
- { 698, -1, 0, NULL }, /* YieldRedemptionPriceType */
- { 699, -1, 0, NULL }, /* BenchmarkSecurityID */
- { 700, -1, 0, NULL }, /* ReversalIndicator */
- { 701, -1, 0, NULL }, /* YieldCalcDate */
- { 702, -1, 0, NULL }, /* NoPositions */
- { 703, -1, 1 , PosType_val },
- { 704, -1, 0, NULL }, /* LongQty */
- { 705, -1, 0, NULL }, /* ShortQty */
- { 706, -1, 0 , PosQtyStatus_val },
- { 707, -1, 1 , PosAmtType_val },
- { 708, -1, 0, NULL }, /* PosAmt */
- { 709, -1, 0 , PosTransType_val },
- { 710, -1, 0, NULL }, /* PosReqID */
- { 711, -1, 0, NULL }, /* NoUnderlyings */
- { 712, -1, 0 , PosMaintAction_val },
- { 713, -1, 0, NULL }, /* OrigPosReqRefID */
- { 714, -1, 0, NULL }, /* PosMaintRptRefID */
- { 715, -1, 0, NULL }, /* ClearingBusinessDate */
- { 716, -1, 0, NULL }, /* SettlSessID */
- { 717, -1, 0, NULL }, /* SettlSessSubID */
- { 718, -1, 0 , AdjustmentType_val },
- { 719, -1, 0, NULL }, /* ContraryInstructionIndicator */
- { 720, -1, 0, NULL }, /* PriorSpreadIndicator */
- { 721, -1, 0, NULL }, /* PosMaintRptID */
- { 722, -1, 0 , PosMaintStatus_val },
- { 723, -1, 0 , PosMaintResult_val },
- { 724, -1, 0 , PosReqType_val },
- { 725, -1, 0 , ResponseTransportType_val },
- { 726, -1, 0, NULL }, /* ResponseDestination */
- { 727, -1, 0, NULL }, /* TotalNumPosReports */
- { 728, -1, 0 , PosReqResult_val },
- { 729, -1, 0 , PosReqStatus_val },
- { 730, -1, 0, NULL }, /* SettlPrice */
- { 731, -1, 0 , SettlPriceType_val },
- { 732, -1, 0, NULL }, /* UnderlyingSettlPrice */
- { 733, -1, 0, NULL }, /* UnderlyingSettlPriceType */
- { 734, -1, 0, NULL }, /* PriorSettlPrice */
- { 735, -1, 0, NULL }, /* NoQuoteQualifiers */
- { 736, -1, 0, NULL }, /* AllocSettlCurrency */
- { 737, -1, 0, NULL }, /* AllocSettlCurrAmt */
- { 738, -1, 0, NULL }, /* InterestAtMaturity */
- { 739, -1, 0, NULL }, /* LegDatedDate */
- { 740, -1, 0, NULL }, /* LegPool */
- { 741, -1, 0, NULL }, /* AllocInterestAtMaturity */
- { 742, -1, 0, NULL }, /* AllocAccruedInterestAmt */
- { 743, -1, 0, NULL }, /* DeliveryDate */
- { 744, -1, 2 , AssignmentMethod_val },
- { 745, -1, 0, NULL }, /* AssignmentUnit */
- { 746, -1, 0, NULL }, /* OpenInterest */
- { 747, -1, 2 , ExerciseMethod_val },
- { 748, -1, 0, NULL }, /* TotNumTradeReports */
- { 749, -1, 0 , TradeRequestResult_val },
- { 750, -1, 0 , TradeRequestStatus_val },
- { 751, -1, 0 , TradeReportRejectReason_val },
- { 752, -1, 0 , SideMultiLegReportingType_val },
- { 753, -1, 0, NULL }, /* NoPosAmt */
- { 754, -1, 0, NULL }, /* AutoAcceptIndicator */
- { 755, -1, 0, NULL }, /* AllocReportID */
- { 756, -1, 0, NULL }, /* NoNested2PartyIDs */
- { 757, -1, 0, NULL }, /* Nested2PartyID */
- { 758, -1, 0, NULL }, /* Nested2PartyIDSource */
- { 759, -1, 0, NULL }, /* Nested2PartyRole */
- { 760, -1, 0, NULL }, /* Nested2PartySubID */
- { 761, -1, 0, NULL }, /* BenchmarkSecurityIDSource */
- { 762, -1, 0, NULL }, /* SecuritySubType */
- { 763, -1, 0, NULL }, /* UnderlyingSecuritySubType */
- { 764, -1, 0, NULL }, /* LegSecuritySubType */
- { 765, -1, 0, NULL }, /* AllowableOneSidednessPct */
- { 766, -1, 0, NULL }, /* AllowableOneSidednessValue */
- { 767, -1, 0, NULL }, /* AllowableOneSidednessCurr */
- { 768, -1, 0, NULL }, /* NoTrdRegTimestamps */
- { 769, -1, 0, NULL }, /* TrdRegTimestamp */
- { 770, -1, 0 , TrdRegTimestampType_val },
- { 771, -1, 0, NULL }, /* TrdRegTimestampOrigin */
- { 772, -1, 0, NULL }, /* ConfirmRefID */
- { 773, -1, 0 , ConfirmType_val },
- { 774, -1, 0 , ConfirmRejReason_val },
- { 775, -1, 0 , BookingType_val },
- { 776, -1, 0, NULL }, /* IndividualAllocRejCode */
- { 777, -1, 0, NULL }, /* SettlInstMsgID */
- { 778, -1, 0, NULL }, /* NoSettlInst */
- { 779, -1, 0, NULL }, /* LastUpdateTime */
- { 780, -1, 0 , AllocSettlInstType_val },
- { 781, -1, 0, NULL }, /* NoSettlPartyIDs */
- { 782, -1, 0, NULL }, /* SettlPartyID */
- { 783, -1, 0, NULL }, /* SettlPartyIDSource */
- { 784, -1, 0, NULL }, /* SettlPartyRole */
- { 785, -1, 0, NULL }, /* SettlPartySubID */
- { 786, -1, 0, NULL }, /* SettlPartySubIDType */
- { 787, -1, 2 , DlvyInstType_val },
- { 788, -1, 0 , TerminationType_val },
- { 789, -1, 0, NULL }, /* NextExpectedMsgSeqNum */
- { 790, -1, 0, NULL }, /* OrdStatusReqID */
- { 791, -1, 0, NULL }, /* SettlInstReqID */
- { 792, -1, 0 , SettlInstReqRejCode_val },
- { 793, -1, 0, NULL }, /* SecondaryAllocID */
- { 794, -1, 0 , AllocReportType_val },
- { 795, -1, 0, NULL }, /* AllocReportRefID */
- { 796, -1, 0 , AllocCancReplaceReason_val },
- { 797, -1, 0, NULL }, /* CopyMsgIndicator */
- { 798, -1, 0 , AllocAccountType_val },
- { 799, -1, 0, NULL }, /* OrderAvgPx */
- { 800, -1, 0, NULL }, /* OrderBookingQty */
- { 801, -1, 0, NULL }, /* NoSettlPartySubIDs */
- { 802, -1, 0, NULL }, /* NoPartySubIDs */
- { 803, -1, 0, NULL }, /* PartySubIDType */
- { 804, -1, 0, NULL }, /* NoNestedPartySubIDs */
- { 805, -1, 0, NULL }, /* NestedPartySubIDType */
- { 806, -1, 0, NULL }, /* NoNested2PartySubIDs */
- { 807, -1, 0, NULL }, /* Nested2PartySubIDType */
- { 808, -1, 0 , AllocIntermedReqType_val },
- { 810, -1, 0, NULL }, /* UnderlyingPx */
- { 811, -1, 0, NULL }, /* PriceDelta */
- { 812, -1, 0, NULL }, /* ApplQueueMax */
- { 813, -1, 0, NULL }, /* ApplQueueDepth */
- { 814, -1, 0 , ApplQueueResolution_val },
- { 815, -1, 0 , ApplQueueAction_val },
- { 816, -1, 0, NULL }, /* NoAltMDSource */
- { 817, -1, 0, NULL }, /* AltMDSourceID */
- { 818, -1, 0, NULL }, /* SecondaryTradeReportID */
- { 819, -1, 0 , AvgPxIndicator_val },
- { 820, -1, 0, NULL }, /* TradeLinkID */
- { 821, -1, 0, NULL }, /* OrderInputDevice */
- { 822, -1, 0, NULL }, /* UnderlyingTradingSessionID */
- { 823, -1, 0, NULL }, /* UnderlyingTradingSessionSubID */
- { 824, -1, 0, NULL }, /* TradeLegRefID */
- { 825, -1, 0, NULL }, /* ExchangeRule */
- { 826, -1, 0 , TradeAllocIndicator_val },
- { 827, -1, 0 , ExpirationCycle_val },
- { 828, -1, 0 , TrdType_val },
- { 829, -1, 0, NULL }, /* TrdSubType */
- { 830, -1, 0, NULL }, /* TransferReason */
- { 831, -1, 0, NULL }, /* AsgnReqID */
- { 832, -1, 0, NULL }, /* TotNumAssignmentReports */
- { 833, -1, 0, NULL }, /* AsgnRptID */
- { 834, -1, 0, NULL }, /* ThresholdAmount */
- { 835, -1, 0 , PegMoveType_val },
- { 836, -1, 0 , PegOffsetType_val },
- { 837, -1, 0 , PegLimitType_val },
- { 838, -1, 0 , PegRoundDirection_val },
- { 839, -1, 0, NULL }, /* PeggedPrice */
- { 840, -1, 0 , PegScope_val },
- { 841, -1, 0 , DiscretionMoveType_val },
- { 842, -1, 0 , DiscretionOffsetType_val },
- { 843, -1, 0 , DiscretionLimitType_val },
- { 844, -1, 0 , DiscretionRoundDirection_val },
- { 845, -1, 0, NULL }, /* DiscretionPrice */
- { 846, -1, 0 , DiscretionScope_val },
- { 847, -1, 0, NULL }, /* TargetStrategy */
- { 848, -1, 0, NULL }, /* TargetStrategyParameters */
- { 849, -1, 0, NULL }, /* ParticipationRate */
- { 850, -1, 0, NULL }, /* TargetStrategyPerformance */
- { 851, -1, 0 , LastLiquidityInd_val },
- { 852, -1, 0, NULL }, /* PublishTrdIndicator */
- { 853, -1, 0 , ShortSaleReason_val },
- { 854, -1, 0 , QtyType_val },
- { 855, -1, 0, NULL }, /* SecondaryTrdType */
- { 856, -1, 0 , TradeReportType_val },
- { 857, -1, 0 , AllocNoOrdersType_val },
- { 858, -1, 0, NULL }, /* SharedCommission */
- { 859, -1, 0, NULL }, /* ConfirmReqID */
- { 860, -1, 0, NULL }, /* AvgParPx */
- { 861, -1, 0, NULL }, /* ReportedPx */
- { 862, -1, 0, NULL }, /* NoCapacities */
- { 863, -1, 0, NULL }, /* OrderCapacityQty */
- { 864, -1, 0, NULL }, /* NoEvents */
- { 865, -1, 0 , EventType_val },
- { 866, -1, 0, NULL }, /* EventDate */
- { 867, -1, 0, NULL }, /* EventPx */
- { 868, -1, 0, NULL }, /* EventText */
- { 869, -1, 0, NULL }, /* PctAtRisk */
- { 870, -1, 0, NULL }, /* NoInstrAttrib */
- { 871, -1, 0 , InstrAttribType_val },
- { 872, -1, 0, NULL }, /* InstrAttribValue */
- { 873, -1, 0, NULL }, /* DatedDate */
- { 874, -1, 0, NULL }, /* InterestAccrualDate */
- { 875, -1, 0, NULL }, /* CPProgram */
- { 876, -1, 0, NULL }, /* CPRegType */
- { 877, -1, 0, NULL }, /* UnderlyingCPProgram */
- { 878, -1, 0, NULL }, /* UnderlyingCPRegType */
- { 879, -1, 0, NULL }, /* UnderlyingQty */
- { 880, -1, 0, NULL }, /* TrdMatchID */
- { 881, -1, 0, NULL }, /* SecondaryTradeReportRefID */
- { 882, -1, 0, NULL }, /* UnderlyingDirtyPrice */
- { 883, -1, 0, NULL }, /* UnderlyingEndPrice */
- { 884, -1, 0, NULL }, /* UnderlyingStartValue */
- { 885, -1, 0, NULL }, /* UnderlyingCurrentValue */
- { 886, -1, 0, NULL }, /* UnderlyingEndValue */
- { 887, -1, 0, NULL }, /* NoUnderlyingStips */
- { 888, -1, 0, NULL }, /* UnderlyingStipType */
- { 889, -1, 0, NULL }, /* UnderlyingStipValue */
- { 890, -1, 0, NULL }, /* MaturityNetMoney */
- { 891, -1, 0 , MiscFeeBasis_val },
- { 892, -1, 0, NULL }, /* TotNoAllocs */
- { 893, -1, 0, NULL }, /* LastFragment */
- { 894, -1, 0, NULL }, /* CollReqID */
- { 895, -1, 0 , CollAsgnReason_val },
- { 896, -1, 0 , CollInquiryQualifier_val },
- { 897, -1, 0, NULL }, /* NoTrades */
- { 898, -1, 0, NULL }, /* MarginRatio */
- { 899, -1, 0, NULL }, /* MarginExcess */
- { 900, -1, 0, NULL }, /* TotalNetValue */
- { 901, -1, 0, NULL }, /* CashOutstanding */
- { 902, -1, 0, NULL }, /* CollAsgnID */
- { 903, -1, 0 , CollAsgnTransType_val },
- { 904, -1, 0, NULL }, /* CollRespID */
- { 905, -1, 0 , CollAsgnRespType_val },
- { 906, -1, 0 , CollAsgnRejectReason_val },
- { 907, -1, 0, NULL }, /* CollAsgnRefID */
- { 908, -1, 0, NULL }, /* CollRptID */
- { 909, -1, 0, NULL }, /* CollInquiryID */
- { 910, -1, 0 , CollStatus_val },
- { 911, -1, 0, NULL }, /* TotNumReports */
- { 912, -1, 0, NULL }, /* LastRptRequested */
- { 913, -1, 0, NULL }, /* AgreementDesc */
- { 914, -1, 0, NULL }, /* AgreementID */
- { 915, -1, 0, NULL }, /* AgreementDate */
- { 916, -1, 0, NULL }, /* StartDate */
- { 917, -1, 0, NULL }, /* EndDate */
- { 918, -1, 0, NULL }, /* AgreementCurrency */
- { 919, -1, 0 , DeliveryType_val },
- { 920, -1, 0, NULL }, /* EndAccruedInterestAmt */
- { 921, -1, 0, NULL }, /* StartCash */
- { 922, -1, 0, NULL }, /* EndCash */
- { 923, -1, 0, NULL }, /* UserRequestID */
- { 924, -1, 0 , UserRequestType_val },
- { 925, -1, 0, NULL }, /* NewPassword */
- { 926, -1, 0 , UserStatus_val },
- { 927, -1, 0, NULL }, /* UserStatusText */
- { 928, -1, 0 , StatusValue_val },
- { 929, -1, 0, NULL }, /* StatusText */
- { 930, -1, 0, NULL }, /* RefCompID */
- { 931, -1, 0, NULL }, /* RefSubID */
- { 932, -1, 0, NULL }, /* NetworkResponseID */
- { 933, -1, 0, NULL }, /* NetworkRequestID */
- { 934, -1, 0, NULL }, /* LastNetworkResponseID */
- { 935, -1, 0 , NetworkRequestType_val },
- { 936, -1, 0, NULL }, /* NoCompIDs */
- { 937, -1, 0 , NetworkStatusResponseType_val },
- { 938, -1, 0, NULL }, /* NoCollInquiryQualifier */
- { 939, -1, 0 , TrdRptStatus_val },
- { 940, -1, 0 , AffirmStatus_val },
- { 941, -1, 0, NULL }, /* UnderlyingStrikeCurrency */
- { 942, -1, 0, NULL }, /* LegStrikeCurrency */
- { 943, -1, 0, NULL }, /* TimeBracket */
- { 944, -1, 0 , CollAction_val },
- { 945, -1, 0 , CollInquiryStatus_val },
- { 946, -1, 0 , CollInquiryResult_val },
- { 947, -1, 0, NULL }, /* StrikeCurrency */
- { 948, -1, 0, NULL }, /* NoNested3PartyIDs */
- { 949, -1, 0, NULL }, /* Nested3PartyID */
- { 950, -1, 0, NULL }, /* Nested3PartyIDSource */
- { 951, -1, 0, NULL }, /* Nested3PartyRole */
- { 952, -1, 0, NULL }, /* NoNested3PartySubIDs */
- { 953, -1, 0, NULL }, /* Nested3PartySubID */
- { 954, -1, 0, NULL }, /* Nested3PartySubIDType */
- { 955, -1, 0, NULL }, /* LegContractSettlMonth */
- { 956, -1, 0, NULL }, /* LegInterestAccrualDate */
- };
-static hf_register_info hf_FIX[] = {
+ static const string_string SecurityStatus_val[] = {
+ { "1", "ACTIVE" },
+ { "2", "INACTIVE" },
+ { 0, NULL }
+ };
+
+
+ static const string_string UnderlyingCashType_val[] = {
+ { "FIXED", "FIXED" },
+ { "DIFF", "DIFF" },
+ { 0, NULL }
+ };
+
+
+ static const value_string UnderlyingSettlementType_val[] = {
+ { 2, "T PLUS 1" },
+ { 4, "T PLUS 3" },
+ { 5, "T PLUS 4" },
+ { 0, NULL }
+ };
+
+
+ static const value_string SecurityUpdateAction_val[] = {
+ { 'A', "ADD" },
+ { 'D', "DELETE" },
+ { 'M', "MODIFY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ExpirationQtyType_val[] = {
+ { 1, "AUTO EXERCISE" },
+ { 2, "NON AUTO EXERCISE" },
+ { 3, "FINAL WILL BE EXERCISED" },
+ { 4, "CONTRARY INTENTION" },
+ { 5, "DIFFERENCE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string IndividualAllocType_val[] = {
+ { 1, "SUB ALLOCATE" },
+ { 2, "THIRD PARTY ALLOCATION" },
+ { 0, NULL }
+ };
+
+
+ static const string_string UnitOfMeasure_val[] = {
+ { "MWh", "MEGAWATT HOURS" },
+ { "MMBtu", "ONE MILLION BTU" },
+ { "Bbl", "BARRELS" },
+ { "Gal", "GALLONS" },
+ { "t", "METRIC TONS" },
+ { "tn", "TONS" },
+ { "MMbbl", "MILLION BARRELS" },
+ { "lbs", "POUNDS" },
+ { "oz_tr", "TROY OUNCES" },
+ { "USD", "US DOLLARS" },
+ { "Bcf", "BILLION CUBIC FEET" },
+ { "Bu", "BUSHELS" },
+ { "Alw", "ALLOWANCES" },
+ { 0, NULL }
+ };
+
+
+ static const string_string TimeUnit_val[] = {
+ { "S", "SECOND" },
+ { "Min", "MINUTE" },
+ { "H", "HOUR" },
+ { "D", "DAY" },
+ { "Wk", "WEEK" },
+ { "Mo", "MONTH" },
+ { "Yr", "YEAR" },
+ { 0, NULL }
+ };
+
+
+ static const value_string AllocMethod_val[] = {
+ { 1, "AUTOMATIC" },
+ { 2, "GUARANTOR" },
+ { 3, "MANUAL" },
+ { 0, NULL }
+ };
+
+
+ static const value_string AsOfIndicator_val[] = {
+ { '0', "FALSE" },
+ { '1', "TRUE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MDBookType_val[] = {
+ { 1, "TOP OF BOOK" },
+ { 2, "PRICE DEPTH" },
+ { 3, "ORDER DEPTH" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MDOriginType_val[] = {
+ { 0, "BOOK" },
+ { 1, "OFF BOOK" },
+ { 2, "CROSS" },
+ { 0, NULL }
+ };
+
+
+ static const value_string CustOrderHandlingInst_val[] = {
+ { 'ADD', "ADD ON ORDER" },
+ { 'AON', "ALL OR NONE" },
+ { 'CNH', "CASH NOT HELD" },
+ { 'DIR', "DIRECTED ORDER" },
+ { 'E.W', "EXCHANGE FOR PHYSICAL TRANSACTION" },
+ { 'FOK', "FILL OR KILL" },
+ { 'IO', "IMBALANCE ONLY" },
+ { 'IOC', "IMMEDIATE OR CANCEL" },
+ { 'LOO', "LIMIT ON OPEN" },
+ { 'LOC', "LIMIT ON CLOSE" },
+ { 'MAO', "MARKET AT OPEN" },
+ { 'MAC', "MARKET AT CLOSE" },
+ { 'MOO', "MARKET ON OPEN" },
+ { 'MOC', "MARKET ON CLOSE" },
+ { 'MQT', "MINIMUM QUANTITY" },
+ { 'NH', "NOT HELD" },
+ { 'OVD', "OVER THE DAY" },
+ { 'PEG', "PEGGED" },
+ { 'RSV', "RESERVE SIZE ORDER" },
+ { 'S.W', "STOP STOCK TRANSACTION" },
+ { 'SCL', "SCALE" },
+ { 'TMO', "TIME ORDER" },
+ { 'TS', "TRAILING STOP" },
+ { 'WRK', "WORK" },
+ { 0, NULL }
+ };
+
+
+ static const value_string OrderHandlingInstSource_val[] = {
+ { 1, "NASD OATS" },
+ { 0, NULL }
+ };
+
+
+ static const string_string DeskType_val[] = {
+ { "A", "AGENCY" },
+ { "AR", "ARBITRAGE" },
+ { "D", "DERIVATIVES" },
+ { "IN", "INTERNATIONAL" },
+ { "IS", "INSTITUTIONAL" },
+ { "O", "OTHER" },
+ { "PF", "PREFERRED TRADING" },
+ { "PR", "PROPRIETARY" },
+ { "PT", "PROGRAM TRADING" },
+ { "S", "SALES" },
+ { "T", "TRADING" },
+ { 0, NULL }
+ };
+
+
+ static const value_string DeskTypeSource_val[] = {
+ { 1, "NASD OATS" },
+ { 0, NULL }
+ };
+
+
+ static const value_string DeskOrderHandlingInst_val[] = {
+ { 'ADD', "ADD ON ORDER" },
+ { 'AON', "ALL OR NONE" },
+ { 'CNH', "CASH NOT HELD" },
+ { 'DIR', "DIRECTED ORDER" },
+ { 'E.W', "EXCHANGE FOR PHYSICAL TRANSACTION" },
+ { 'FOK', "FILL OR KILL" },
+ { 'IO', "IMBALANCE ONLY" },
+ { 'IOC', "IMMEDIATE OR CANCEL" },
+ { 'LOO', "LIMIT ON OPEN" },
+ { 'LOC', "LIMIT ON CLOSE" },
+ { 'MAO', "MARKET AT OPEN" },
+ { 'MAC', "MARKET AT CLOSE" },
+ { 'MOO', "MARKET ON OPEN" },
+ { 'MOC', "MARKET ON CLOSE" },
+ { 'MQT', "MINIMUM QUANTITY" },
+ { 'NH', "NOT HELD" },
+ { 'OVD', "OVER THE DAY" },
+ { 'PEG', "PEGGED" },
+ { 'RSV', "RESERVE SIZE ORDER" },
+ { 'S.W', "STOP STOCK TRANSACTION" },
+ { 'SCL', "SCALE" },
+ { 'TMO', "TIME ORDER" },
+ { 'TS', "TRAILING STOP" },
+ { 'WRK', "WORK" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ExecAckStatus_val[] = {
+ { '0', "RECEIVED NOT YET PROCESSED" },
+ { '1', "ACCEPTED" },
+ { '2', "DONT KNOW" },
+ { 0, NULL }
+ };
+
+
+ static const value_string CollApplType_val[] = {
+ { 0, "SPECIFIC DEPOSIT" },
+ { 1, "GENERAL" },
+ { 0, NULL }
+ };
+
+
+ static const value_string UnderlyingFXRateCalc_val[] = {
+ { 'M', "MULTIPLY" },
+ { 'D', "DIVIDE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string AllocPositionEffect_val[] = {
+ { 'O', "OPEN" },
+ { 'C', "CLOSE" },
+ { 'R', "ROLLED" },
+ { 'F', "FIFO" },
+ { 0, NULL }
+ };
+
+
+ static const value_string DealingCapacity_val[] = {
+ { 'A', "AGENT" },
+ { 'P', "PRINCIPAL" },
+ { 'R', "RISKLESS PRINCIPAL" },
+ { 0, NULL }
+ };
+
+
+ static const value_string AggressorIndicator_val[] = {
+ { 'Y', "YES" },
+ { 'N', "NO" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MDQuoteType_val[] = {
+ { 0, "INDICATIVE" },
+ { 1, "TRADEABLE" },
+ { 2, "RESTRICTED TRADEABLE" },
+ { 3, "COUNTER" },
+ { 4, "INDICATIVE AND TRADEABLE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string RefOrderIDSource_val[] = {
+ { '0', "SECONDARYORDERID" },
+ { '1', "ORDERID" },
+ { '2', "MDENTRYID" },
+ { '3', "QUOTEENTRYID" },
+ { '4', "ORIGINAL ORDER ID" },
+ { 0, NULL }
+ };
+
+
+ static const value_string DisplayWhen_val[] = {
+ { '1', "IMMEDIATE" },
+ { '2', "EXHAUST" },
+ { 0, NULL }
+ };
+
+
+ static const value_string DisplayMethod_val[] = {
+ { '1', "INITIAL" },
+ { '2', "NEW" },
+ { '3', "RANDOM" },
+ { '4', "UNDISCLOSED" },
+ { 0, NULL }
+ };
+
+
+ static const value_string PriceProtectionScope_val[] = {
+ { '0', "NONE" },
+ { '1', "LOCAL" },
+ { '2', "NATIONAL" },
+ { '3', "GLOBAL" },
+ { 0, NULL }
+ };
+
+
+ static const value_string LotType_val[] = {
+ { '1', "ODD LOT" },
+ { '2', "ROUND LOT" },
+ { '3', "BLOCK LOT" },
+ { '4', "ROUND LOT BASED UPON UNITOFMEASURE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string PegPriceType_val[] = {
+ { 1, "LAST PEG" },
+ { 2, "MID PRICE PEG" },
+ { 3, "OPENING PEG" },
+ { 4, "MARKET PEG" },
+ { 5, "PRIMARY PEG" },
+ { 7, "PEG TO VWAP" },
+ { 8, "TRAILING STOP PEG" },
+ { 9, "PEG TO LIMIT PRICE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TriggerType_val[] = {
+ { '1', "PARTIAL EXECUTION" },
+ { '2', "SPECIFIED TRADING SESSION" },
+ { '3', "NEXT AUCTION" },
+ { '4', "PRICE MOVEMENT" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TriggerAction_val[] = {
+ { '1', "ACTIVATE" },
+ { '2', "MODIFY" },
+ { '3', "CANCEL" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TriggerPriceType_val[] = {
+ { '1', "BEST OFFER" },
+ { '2', "LAST TRADE" },
+ { '3', "BEST BID" },
+ { '4', "BEST BID OR LAST TRADE" },
+ { '5', "BEST OFFER OR LAST TRADE" },
+ { '6', "BEST MID" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TriggerPriceTypeScope_val[] = {
+ { '0', "NONE" },
+ { '1', "LOCAL" },
+ { '2', "NATIONAL" },
+ { '3', "GLOBAL" },
+ { 0, NULL }
+ };
+
- { &fix_fields[0].hf_id,
+ static const value_string TriggerPriceDirection_val[] = {
+ { 'U', "TRIGGER IF THE PRICE OF THE SPECIFIED TYPE GOES UP TO OR THROUGH THE SPECIFIED TRIGGER PRICE" },
+ { 'D', "TRIGGER IF THE PRICE OF THE SPECIFIED TYPE GOES DOWN TO OR THROUGH THE SPECIFIED TRIGGER PRICE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TriggerOrderType_val[] = {
+ { '1', "MARKET" },
+ { '2', "LIMIT" },
+ { 0, NULL }
+ };
+
+
+ static const value_string OrderCategory_val[] = {
+ { '1', "ORDER" },
+ { '2', "QUOTE" },
+ { '3', "PRIVATELY NEGOTIATED TRADE" },
+ { '4', "MULTILEG ORDER" },
+ { '5', "LINKED ORDER" },
+ { '6', "QUOTE REQUEST" },
+ { '7', "IMPLIED ORDER" },
+ { '8', "CROSS ORDER" },
+ { '9', "STREAMING PRICE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TradeHandlingInstr_val[] = {
+ { '0', "TRADE CONFIRMATION" },
+ { '1', "TWO PARTY REPORT" },
+ { '2', "ONE PARTY REPORT FOR MATCHING" },
+ { '3', "ONE PARTY REPORT FOR PASS THROUGH" },
+ { '4', "AUTOMATED FLOOR ORDER ROUTING" },
+ { '5', "TWO PARTY REPORT FOR CLAIM" },
+ { 0, NULL }
+ };
+
+
+ static const string_string ApplVerID_val[] = {
+ { "0", "FIX27" },
+ { "1", "FIX30" },
+ { "2", "FIX40" },
+ { "3", "FIX41" },
+ { "4", "FIX42" },
+ { "5", "FIX43" },
+ { "6", "FIX44" },
+ { "7", "FIX50" },
+ { "8", "FIX50SP1" },
+ { "9", "FIX50SP2" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ExDestinationIDSource_val[] = {
+ { 'B', "BIC" },
+ { 'C', "GENERALLY ACCEPTED MARKET PARTICIPANT IDENTIFIER" },
+ { 'D', "PROPRIETARY" },
+ { 'E', "ISO COUNTRY CODE" },
+ { 'G', "MIC" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ImpliedMarketIndicator_val[] = {
+ { 0, "NOT IMPLIED" },
+ { 1, "IMPLIED IN" },
+ { 2, "IMPLIED OUT" },
+ { 3, "BOTH IMPLIED IN AND IMPLIED OUT" },
+ { 0, NULL }
+ };
+
+
+ static const value_string SettlObligMode_val[] = {
+ { 1, "PRELIMINARY" },
+ { 2, "FINAL" },
+ { 0, NULL }
+ };
+
+
+ static const value_string SettlObligTransType_val[] = {
+ { 'C', "CANCEL" },
+ { 'N', "NEW" },
+ { 'R', "REPLACE" },
+ { 'T', "RESTATE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string SettlObligSource_val[] = {
+ { '1', "INSTRUCTIONS OF BROKER" },
+ { '2', "INSTRUCTIONS FOR INSTITUTION" },
+ { '3', "INVESTOR" },
+ { 0, NULL }
+ };
+
+
+ static const value_string QuoteEntryStatus_val[] = {
+ { 0, "ACCEPTED" },
+ { 5, "REJECTED" },
+ { 6, "REMOVED FROM MARKET" },
+ { 7, "EXPIRED" },
+ { 12, "LOCKED MARKET WARNING" },
+ { 13, "CROSS MARKET WARNING" },
+ { 14, "CANCELED DUE TO LOCK MARKET" },
+ { 15, "CANCELED DUE TO CROSS MARKET" },
+ { 16, "ACTIVE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string RespondentType_val[] = {
+ { 1, "ALL MARKET PARTICIPANTS" },
+ { 2, "SPECIFIED MARKET PARTICIPANTS" },
+ { 3, "ALL MARKET MAKERS" },
+ { 4, "PRIMARY MARKET MAKER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string SecurityTradingEvent_val[] = {
+ { 1, "ORDER IMBALANCE AUCTION IS EXTENDED" },
+ { 2, "TRADING RESUMES" },
+ { 3, "PRICE VOLATILITY INTERRUPTION" },
+ { 4, "CHANGE OF TRADING SESSION" },
+ { 5, "CHANGE OF TRADING SUBSESSION" },
+ { 6, "CHANGE OF SECURITY TRADING STATUS" },
+ { 7, "CHANGE OF BOOK TYPE" },
+ { 8, "CHANGE OF MARKET DEPTH" },
+ { 0, NULL }
+ };
+
+
+ static const value_string StatsType_val[] = {
+ { 1, "EXCHANGE LAST" },
+ { 2, "HIGH" },
+ { 3, "AVERAGE PRICE" },
+ { 4, "TURNOVER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MDSecSizeType_val[] = {
+ { 1, "CUSTOMER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string SettlMethod_val[] = {
+ { 'C', "CASH SETTLEMENT REQUIRED" },
+ { 'P', "PHYSICAL SETTLEMENT REQUIRED" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ExerciseStyle_val[] = {
+ { 0, "EUROPEAN" },
+ { 1, "AMERICAN" },
+ { 2, "BERMUDA" },
+ { 0, NULL }
+ };
+
+
+ static const string_string PriceQuoteMethod_val[] = {
+ { "STD", "STANDARD" },
+ { "INX", "INDEX" },
+ { "INT", "INTEREST RATE INDEX" },
+ { "PCTPAR", "PERCENT OF PAR" },
+ { 0, NULL }
+ };
+
+
+ static const string_string ValuationMethod_val[] = {
+ { "EQTY", "PREMIUM STYLE" },
+ { "FUT", "FUTURES STYLE MARK TO MARKET" },
+ { "FUTDA", "FUTURES STYLE WITH AN ATTACHED CASH ADJUSTMENT" },
+ { "CDS", "CDS STYLE COLLATERALIZATION OF MARKET TO MARKET AND COUPON" },
+ { "CDSD", "CDS IN DELIVERY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ListMethod_val[] = {
+ { 0, "PRE LISTED ONLY" },
+ { 1, "USER REQUESTED" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TickRuleType_val[] = {
+ { 0, "REGULAR" },
+ { 1, "VARIABLE" },
+ { 2, "FIXED" },
+ { 3, "TRADED AS A SPREAD LEG" },
+ { 4, "SETTLED AS A SPREAD LEG" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MaturityMonthYearIncrementUnits_val[] = {
+ { 0, "MONTHS" },
+ { 1, "DAYS" },
+ { 2, "WEEKS" },
+ { 3, "YEARS" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MaturityMonthYearFormat_val[] = {
+ { 0, "YEARMONTH ONLY" },
+ { 1, "YEARMONTHDAY" },
+ { 2, "YEARMONTHWEEK" },
+ { 0, NULL }
+ };
+
+
+ static const value_string PriceLimitType_val[] = {
+ { 0, "PRICE" },
+ { 1, "TICKS" },
+ { 2, "PERCENTAGE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string DerivativeSecurityListRequestType_val[] = {
+ { 0, "SYMBOL" },
+ { 1, "SECURITYTYPE AND OR CFICODE" },
+ { 2, "PRODUCT" },
+ { 3, "TRADINGSESSIONID" },
+ { 4, "ALL SECURITIES" },
+ { 5, "UNDELYINGSYMBOL" },
+ { 6, "UNDERLYING SECURITYTYPE AND OR CFICODE" },
+ { 7, "UNDERLYING PRODUCT" },
+ { 8, "MARKETID OR MARKETID PLUS MARKETSEGMENTID" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ApplReqType_val[] = {
+ { 0, "RETRANSMISSION OF APPLICATION MESSAGES FOR THE SPECIFIED APPLICATIONS" },
+ { 1, "SUBSCRIPTION TO THE SPECIFIED APPLICATIONS" },
+ { 2, "REQUEST FOR THE LAST APPLLASTSEQNUM PUBLISHED FOR THE SPECIFIED APPLICATIONS" },
+ { 3, "REQUEST VALID SET OF APPLICATIONS" },
+ { 4, "UNSUBSCRIBE TO THE SPECIFIED APPLICATIONS" },
+ { 5, "CANCEL RETRANSMISSION" },
+ { 6, "CANCEL RETRANSMISSION AND UNSUBSCRIBE TO THE SPECIFIED APPLICATIONS" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ApplResponseType_val[] = {
+ { 0, "REQUEST SUCCESSFULLY PROCESSED" },
+ { 1, "APPLICATION DOES NOT EXIST" },
+ { 2, "MESSAGES NOT AVAILABLE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ApplResponseError_val[] = {
+ { 0, "APPLICATION DOES NOT EXIST" },
+ { 1, "MESSAGES REQUESTED ARE NOT AVAILABLE" },
+ { 2, "USER NOT AUTHORIZED FOR APPLICATION" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TradSesEvent_val[] = {
+ { 0, "TRADING RESUMES" },
+ { 1, "CHANGE OF TRADING SESSION" },
+ { 2, "CHANGE OF TRADING SUBSESSION" },
+ { 3, "CHANGE OF TRADING STATUS" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MassActionType_val[] = {
+ { 1, "SUSPEND ORDERS" },
+ { 2, "RELEASE ORDERS FROM SUSPENSION" },
+ { 3, "CANCEL ORDERS" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MassActionScope_val[] = {
+ { 1, "ALL ORDERS FOR A SECURITY" },
+ { 2, "ALL ORDERS FOR AN UNDERLYING SECURITY" },
+ { 3, "ALL ORDERS FOR A PRODUCT" },
+ { 4, "ALL ORDERS FOR A CFICODE" },
+ { 5, "ALL ORDERS FOR A SECURITYTYPE" },
+ { 6, "ALL ORDERS FOR A TRADING SESSION" },
+ { 7, "ALL ORDERS" },
+ { 8, "ALL ORDERS FOR A MARKET" },
+ { 9, "ALL ORDERS FOR A MARKET SEGMENT" },
+ { 10, "ALL ORDERS FOR A SECURITY GROUP" },
+ { 11, "CANCEL FOR SECURITY ISSUER" },
+ { 12, "CANCEL FOR ISSUER OF UNDERLYING SECURITY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MassActionResponse_val[] = {
+ { 0, "REJECTED" },
+ { 1, "ACCEPTED" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MassActionRejectReason_val[] = {
+ { 0, "MASS ACTION NOT SUPPORTED" },
+ { 1, "INVALID OR UNKNOWN SECURITY" },
+ { 2, "INVALID OR UNKNOWN UNDERLYING SECURITY" },
+ { 3, "INVALID OR UNKNOWN PRODUCT" },
+ { 4, "INVALID OR UNKNOWN CFICODE" },
+ { 5, "INVALID OR UNKNOWN SECURITYTYPE" },
+ { 6, "INVALID OR UNKNOWN TRADING SESSION" },
+ { 7, "INVALID OR UNKNOWN MARKET" },
+ { 8, "INVALID OR UNKNOWN MARKET SEGMENT" },
+ { 9, "INVALID OR UNKNOWN SECURITY GROUP" },
+ { 99, "OTHER" },
+ { 10, "INVALID OR UNKNOWN SECURITY ISSUER" },
+ { 11, "INVALID OR UNKNOWN ISSUER OF UNDERLYING SECURITY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MultilegModel_val[] = {
+ { 0, "PREDEFINED MULTILEG SECURITY" },
+ { 1, "USER DEFINED MULTLEG SECURITY" },
+ { 2, "USER DEFINED NON SECURITIZED MULTILEG" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MultilegPriceMethod_val[] = {
+ { 0, "NET PRICE" },
+ { 1, "REVERSED NET PRICE" },
+ { 2, "YIELD DIFFERENCE" },
+ { 3, "INDIVIDUAL" },
+ { 4, "CONTRACT WEIGHTED AVERAGE PRICE" },
+ { 5, "MULTIPLIED PRICE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ContingencyType_val[] = {
+ { 1, "ONE CANCELS THE OTHER" },
+ { 2, "ONE TRIGGERS THE OTHER" },
+ { 3, "ONE UPDATES THE OTHER 3" },
+ { 4, "ONE UPDATES THE OTHER 4" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ListRejectReason_val[] = {
+ { 0, "BROKER" },
+ { 2, "EXCHANGE CLOSED" },
+ { 4, "TOO LATE TO ENTER" },
+ { 5, "UNKNOWN ORDER" },
+ { 6, "DUPLICATE ORDER" },
+ { 11, "UNSUPPORTED ORDER CHARACTERISTIC" },
+ { 99, "OTHER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string TradePublishIndicator_val[] = {
+ { 0, "DO NOT PUBLISH TRADE" },
+ { 1, "PUBLISH TRADE" },
+ { 2, "DEFERRED PUBLICATION" },
+ { 0, NULL }
+ };
+
+
+ static const value_string MarketUpdateAction_val[] = {
+ { 'A', "ADD" },
+ { 'D', "DELETE" },
+ { 'M', "MODIFY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string SessionStatus_val[] = {
+ { 0, "SESSION ACTIVE" },
+ { 1, "SESSION PASSWORD CHANGED" },
+ { 2, "SESSION PASSWORD DUE TO EXPIRE" },
+ { 3, "NEW SESSION PASSWORD DOES NOT COMPLY WITH POLICY" },
+ { 4, "SESSION LOGOUT COMPLETE" },
+ { 5, "INVALID USERNAME OR PASSWORD" },
+ { 6, "ACCOUNT LOCKED" },
+ { 7, "LOGONS ARE NOT ALLOWED AT THIS TIME" },
+ { 8, "PASSWORD EXPIRED" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ApplReportType_val[] = {
+ { 0, "RESET APPLSEQNUM TO NEW VALUE SPECIFIED IN APPLNEWSEQNUM" },
+ { 1, "REPORTS THAT THE LAST MESSAGE HAS BEEN SENT FOR THE APPLIDS REFER TO REFAPPLLASTSEQNUM" },
+ { 2, "HEARTBEAT MESSAGE INDICATING THAT APPLICATION IDENTIFIED BY REFAPPLID" },
+ { 3, "APPLICATION MESSAGE RE SEND COMPLETED" },
+ { 0, NULL }
+ };
+
+
+ static const value_string OrderDelayUnit_val[] = {
+ { 0, "SECONDS" },
+ { 1, "TENTHS OF A SECOND" },
+ { 2, "HUNDREDTHS OF A SECOND" },
+ { 3, "MILLISECONDS" },
+ { 4, "MICROSECONDS" },
+ { 5, "NANOSECONDS" },
+ { 10, "MINUTES" },
+ { 11, "HOURS" },
+ { 12, "DAYS" },
+ { 13, "WEEKS" },
+ { 14, "MONTHS" },
+ { 15, "YEARS" },
+ { 0, NULL }
+ };
+
+
+ static const value_string VenueType_val[] = {
+ { 'E', "ELECTRONIC" },
+ { 'P', "PIT" },
+ { 'X', "EX PIT" },
+ { 0, NULL }
+ };
+
+
+ static const value_string RefOrdIDReason_val[] = {
+ { 0, "GTC FROM PREVIOUS DAY" },
+ { 1, "PARTIAL FILL REMAINING" },
+ { 2, "ORDER CHANGED" },
+ { 0, NULL }
+ };
+
+
+ static const value_string OrigCustOrderCapacity_val[] = {
+ { 1, "MEMBER TRADING FOR THEIR OWN ACCOUNT" },
+ { 2, "CLEARING FIRM TRADING FOR ITS PROPRIETARY ACCOUNT" },
+ { 3, "MEMBER TRADING FOR ANOTHER MEMBER" },
+ { 4, "ALL OTHER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ModelType_val[] = {
+ { 0, "UTILITY PROVIDED STANDARD MODEL" },
+ { 1, "PROPRIETARY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ContractMultiplierUnit_val[] = {
+ { 0, "SHARES" },
+ { 1, "HOURS" },
+ { 2, "DAYS" },
+ { 0, NULL }
+ };
+
+
+ static const value_string FlowScheduleType_val[] = {
+ { 0, "NERC EASTERN OFF PEAK" },
+ { 1, "NERC WESTERN OFF PEAK" },
+ { 2, "NERC CALENDAR ALL DAYS IN MONTH" },
+ { 3, "NERC EASTERN PEAK" },
+ { 4, "NERC WESTERN PEAK" },
+ { 0, NULL }
+ };
+
+
+ static const value_string RateSource_val[] = {
+ { 0, "BLOOMBERG" },
+ { 1, "REUTERS" },
+ { 2, "TELERATE" },
+ { 99, "OTHER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string RateSourceType_val[] = {
+ { 0, "PRIMARY" },
+ { 1, "SECONDARY" },
+ { 0, NULL }
+ };
+
+
+ static const string_string RestructuringType_val[] = {
+ { "FR", "FULL RESTRUCTURING" },
+ { "MR", "MODIFIED RESTRUCTURING" },
+ { "MM", "MODIFIED MOD RESTRUCTURING" },
+ { "XR", "NO RESTRUCTURING SPECIFIED" },
+ { 0, NULL }
+ };
+
+
+ static const string_string Seniority_val[] = {
+ { "SD", "SENIOR SECURED" },
+ { "SR", "SENIOR" },
+ { "SB", "SUBORDINATED" },
+ { 0, NULL }
+ };
+
+
+ static const value_string SecurityListType_val[] = {
+ { 1, "INDUSTRY CLASSIFICATION" },
+ { 2, "TRADING LIST" },
+ { 3, "MARKET" },
+ { 4, "NEWSPAPER LIST" },
+ { 0, NULL }
+ };
+
+
+ static const value_string SecurityListTypeSource_val[] = {
+ { 1, "ICB" },
+ { 2, "NAICS" },
+ { 3, "GICS" },
+ { 0, NULL }
+ };
+
+
+ static const value_string NewsCategory_val[] = {
+ { 0, "COMPANY NEWS" },
+ { 1, "MARKETPLACE NEWS" },
+ { 2, "FINANCIAL MARKET NEWS" },
+ { 3, "TECHNICAL NEWS" },
+ { 99, "OTHER NEWS" },
+ { 0, NULL }
+ };
+
+
+ static const value_string NewsRefType_val[] = {
+ { 0, "REPLACEMENT" },
+ { 1, "OTHER LANGUAGE" },
+ { 2, "COMPLIMENTARY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string StrikePriceDeterminationMethod_val[] = {
+ { 1, "FIXED STRIKE" },
+ { 2, "STRIKE SET AT EXPIRATION TO UNDERLYING OR OTHER VALUE" },
+ { 3, "STRIKE SET TO AVERAGE OF UNDERLYING SETTLEMENT PRICE ACROSS THE LIFE OF THE OPTION" },
+ { 4, "STRIKE SET TO OPTIMAL VALUE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string StrikePriceBoundaryMethod_val[] = {
+ { 1, "LESS THAN UNDERLYING PRICE IS IN THE MONEY" },
+ { 2, "LESS THAN OR EQUAL TO THE UNDERLYING PRICE IS IN THE MONEY" },
+ { 3, "EQUAL TO THE UNDERLYING PRICE IS IN THE MONEY" },
+ { 4, "GREATER THAN OR EQUAL TO UNDERLYING PRICE IS IN THE MONEY" },
+ { 5, "GREATER THAN UNDERLYING IS IN THE MONEY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string UnderlyingPriceDeterminationMethod_val[] = {
+ { 1, "REGULAR" },
+ { 2, "SPECIAL REFERENCE" },
+ { 3, "OPTIMAL VALUE" },
+ { 4, "AVERAGE VALUE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string OptPayoutType_val[] = {
+ { 1, "VANILLA" },
+ { 2, "CAPPED" },
+ { 3, "BINARY" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ComplexEventType_val[] = {
+ { 1, "CAPPED" },
+ { 2, "TRIGGER" },
+ { 3, "KNOCK IN UP" },
+ { 4, "KOCK IN DOWN" },
+ { 5, "KNOCK OUT UP" },
+ { 6, "KNOCK OUT DOWN" },
+ { 7, "UNDERLYING" },
+ { 8, "RESET BARRIER" },
+ { 9, "ROLLING BARRIER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ComplexEventPriceBoundaryMethod_val[] = {
+ { 1, "LESS THAN COMPLEXEVENTPRICE" },
+ { 2, "LESS THAN OR EQUAL TO COMPLEXEVENTPRICE" },
+ { 3, "EQUAL TO COMPLEXEVENTPRICE" },
+ { 4, "GREATER THAN OR EQUAL TO COMPLEXEVENTPRICE" },
+ { 5, "GREATER THAN COMPLEXEVENTPRICE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ComplexEventPriceTimeType_val[] = {
+ { 1, "EXPIRATION" },
+ { 2, "IMMEDIATE" },
+ { 3, "SPECIFIED DATE TIME" },
+ { 0, NULL }
+ };
+
+
+ static const value_string ComplexEventCondition_val[] = {
+ { 1, "AND" },
+ { 2, "OR" },
+ { 0, NULL }
+ };
+
+
+ static const value_string StreamAsgnReqType_val[] = {
+ { 1, "STREAM ASSIGNMENT FOR NEW CUSTOMER" },
+ { 2, "STREAM ASSIGNMENT FOR EXISTING CUSTOMER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string StreamAsgnRejReason_val[] = {
+ { 0, "UNKNOWN CLIENT" },
+ { 1, "EXCEEDS MAXIMUM SIZE" },
+ { 2, "UNKNOWN OR INVALID CURRENCY PAIR" },
+ { 3, "NO AVAILABLE STREAM" },
+ { 99, "OTHER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string StreamAsgnAckType_val[] = {
+ { 0, "ASSIGNMENT ACCEPTED" },
+ { 1, "ASSIGNMENT REJECTED" },
+ { 0, NULL }
+ };
+
+
+ static const value_string PartyListResponseType_val[] = {
+ { 0, "RETURN ALL AVAILABLE INFORMATION ON PARTIES AND RELATED PARTIES" },
+ { 1, "RETURN ONLY PARTY INFORMATION" },
+ { 2, "INCLUDE INFORMATION ON RELATED PARTIES" },
+ { 3, "INCLUDE RISK LIMIT INFORMATION" },
+ { 0, NULL }
+ };
+
+
+ static const value_string PartyDetailsRequestResult_val[] = {
+ { 0, "VALID REQUEST" },
+ { 1, "INVALID OR UNSUPPORTED REQUEST" },
+ { 2, "NO PARTIES OR PARTY DETAILS FOUND THAT MATCH SELECTION CRITERIA" },
+ { 3, "UNSUPPORTED PARTYLISTRESPONSETYPE" },
+ { 4, "NOT AUTHORIZED TO RETRIEVE PARTIES OR PARTY DETAILS DATA" },
+ { 5, "PARTIES OR PARTY DETAILS DATA TEMPORARILY UNAVAILABLE" },
+ { 6, "REQUEST FOR PARTIES DATA NOT SUPPORTED" },
+ { 99, "OTHER" },
+ { 0, NULL }
+ };
+
+
+ static const value_string PartyRelationship_val[] = {
+ { 0, "IS ALSO" },
+ { 1, "CLEARS FOR" },
+ { 2, "CLEARS THROUGH" },
+ { 3, "TRADES FOR" },
+ { 4, "TRADES THROUGH" },
+ { 5, "SPONSORS" },
+ { 6, "SPONSORED THROUGH" },
+ { 7, "PROVIDES GUARANTEE FOR" },
+ { 8, "IS GUARANTEED BY" },
+ { 9, "MEMBER OF" },
+ { 10, "HAS MEMBERS" },
+ { 11, "PROVIDES MARKETPLACE FOR" },
+ { 12, "PARTICIPANT OF MARKETPLACE" },
+ { 13, "CARRIES POSITIONS FOR" },
+ { 14, "POSTS TRADES TO" },
+ { 15, "ENTERS TRADES FOR" },
+ { 16, "ENTERS TRADES THROUGH" },
+ { 17, "PROVIDES QUOTES TO" },
+ { 18, "REQUESTS QUOTES FROM" },
+ { 19, "INVESTS FOR" },
+ { 20, "INVESTS THROUGH" },
+ { 21, "BROKERS TRADES FOR" },
+ { 22, "BROKERS TRADES THROUGH" },
+ { 23, "PROVIDES TRADING SERVICES FOR" },
+ { 24, "USES TRADING SERVICES OF" },
+ { 25, "APPROVES OF" },
+ { 26, "APPROVED BY" },
+ { 27, "PARENT FIRM FOR" },
+ { 28, "SUBSIDIARY OF" },
+ { 29, "REGULATORY OWNER OF" },
+ { 30, "OWNED BY 30" },
+ { 31, "CONTROLS" },
+ { 32, "IS CONTROLLED BY" },
+ { 33, "LEGAL" },
+ { 34, "OWNED BY 34" },
+ { 35, "BENEFICIAL OWNER OF" },
+ { 36, "OWNED BY 36" },
+ { 0, NULL }
+ };
+
+
+ static const value_string RiskLimitType_val[] = {
+ { 1, "GROSS LIMIT" },
+ { 2, "NET LIMIT" },
+ { 3, "EXPOSURE" },
+ { 4, "LONG LIMIT" },
+ { 5, "SHORT LIMIT" },
+ { 0, NULL }
+ };
+
+
+ static const value_string RiskInstrumentOperator_val[] = {
+ { 1, "INCLUDE" },
+ { 2, "EXCLUDE" },
+ { 0, NULL }
+ };
+
+
+ static const value_string StreamAsgnType_val[] = {
+ { 1, "ASSIGNMENT" },
+ { 2, "REJECTED" },
+ { 3, "TERMINATE UNASSIGN" },
+ { 0, NULL }
+ };
+
+static fix_field fix_fields[] = {
+
+ { 1, -1, 0, NULL }, /* Account */
+ { 2, -1, 0, NULL }, /* AdvId */
+ { 3, -1, 0, NULL }, /* AdvRefID */
+ { 4, -1, 2 , AdvSide_val },
+ { 5, -1, 1 , AdvTransType_val },
+ { 6, -1, 0, NULL }, /* AvgPx */
+ { 7, -1, 0, NULL }, /* BeginSeqNo */
+ { 8, -1, 0, NULL }, /* BeginString */
+ { 9, -1, 0, NULL }, /* BodyLength */
+ { 10, -1, 0, NULL }, /* CheckSum */
+ { 11, -1, 0, NULL }, /* ClOrdID */
+ { 12, -1, 0, NULL }, /* Commission */
+ { 13, -1, 2 , CommType_val },
+ { 14, -1, 0, NULL }, /* CumQty */
+ { 15, -1, 0, NULL }, /* Currency */
+ { 16, -1, 0, NULL }, /* EndSeqNo */
+ { 17, -1, 0, NULL }, /* ExecID */
+ { 18, -1, 2 , ExecInst_val },
+ { 19, -1, 0, NULL }, /* ExecRefID */
+ { 20, -1, 2 , ExecTransType_val },
+ { 21, -1, 2 , HandlInst_val },
+ { 22, -1, 1 , SecurityIDSource_val },
+ { 23, -1, 0, NULL }, /* IOIID */
+ { 24, -1, 0, NULL }, /* IOIOthSvc */
+ { 25, -1, 2 , IOIQltyInd_val },
+ { 26, -1, 0, NULL }, /* IOIRefID */
+ { 27, -1, 1 , IOIQty_val },
+ { 28, -1, 2 , IOITransType_val },
+ { 29, -1, 2 , LastCapacity_val },
+ { 30, -1, 0, NULL }, /* LastMkt */
+ { 31, -1, 0, NULL }, /* LastPx */
+ { 32, -1, 0, NULL }, /* LastQty */
+ { 33, -1, 0, NULL }, /* NoLinesOfText */
+ { 34, -1, 0, NULL }, /* MsgSeqNum */
+ { 35, -1, 1 , MsgType_val },
+ { 36, -1, 0, NULL }, /* NewSeqNo */
+ { 37, -1, 0, NULL }, /* OrderID */
+ { 38, -1, 0, NULL }, /* OrderQty */
+ { 39, -1, 2 , OrdStatus_val },
+ { 40, -1, 2 , OrdType_val },
+ { 41, -1, 0, NULL }, /* OrigClOrdID */
+ { 42, -1, 0, NULL }, /* OrigTime */
+ { 43, -1, 2 , PossDupFlag_val },
+ { 44, -1, 0, NULL }, /* Price */
+ { 45, -1, 0, NULL }, /* RefSeqNum */
+ { 46, -1, 0, NULL }, /* RelatdSym */
+ { 47, -1, 2 , Rule80A_val },
+ { 48, -1, 0, NULL }, /* SecurityID */
+ { 49, -1, 0, NULL }, /* SenderCompID */
+ { 50, -1, 0, NULL }, /* SenderSubID */
+ { 51, -1, 0, NULL }, /* SendingDate */
+ { 52, -1, 0, NULL }, /* SendingTime */
+ { 53, -1, 0, NULL }, /* Quantity */
+ { 54, -1, 2 , Side_val },
+ { 55, -1, 0, NULL }, /* Symbol */
+ { 56, -1, 0, NULL }, /* TargetCompID */
+ { 57, -1, 0, NULL }, /* TargetSubID */
+ { 58, -1, 0, NULL }, /* Text */
+ { 59, -1, 2 , TimeInForce_val },
+ { 60, -1, 0, NULL }, /* TransactTime */
+ { 61, -1, 2 , Urgency_val },
+ { 62, -1, 0, NULL }, /* ValidUntilTime */
+ { 63, -1, 1 , SettlType_val },
+ { 64, -1, 0, NULL }, /* SettlDate */
+ { 65, -1, 1 , SymbolSfx_val },
+ { 66, -1, 0, NULL }, /* ListID */
+ { 67, -1, 0, NULL }, /* ListSeqNo */
+ { 68, -1, 0, NULL }, /* TotNoOrders */
+ { 69, -1, 0, NULL }, /* ListExecInst */
+ { 70, -1, 0, NULL }, /* AllocID */
+ { 71, -1, 2 , AllocTransType_val },
+ { 72, -1, 0, NULL }, /* RefAllocID */
+ { 73, -1, 0, NULL }, /* NoOrders */
+ { 74, -1, 0, NULL }, /* AvgPxPrecision */
+ { 75, -1, 0, NULL }, /* TradeDate */
+ { 76, -1, 0, NULL }, /* ExecBroker */
+ { 77, -1, 2 , PositionEffect_val },
+ { 78, -1, 0, NULL }, /* NoAllocs */
+ { 79, -1, 0, NULL }, /* AllocAccount */
+ { 80, -1, 0, NULL }, /* AllocQty */
+ { 81, -1, 2 , ProcessCode_val },
+ { 82, -1, 0, NULL }, /* NoRpts */
+ { 83, -1, 0, NULL }, /* RptSeq */
+ { 84, -1, 0, NULL }, /* CxlQty */
+ { 85, -1, 0, NULL }, /* NoDlvyInst */
+ { 86, -1, 0, NULL }, /* DlvyInst */
+ { 87, -1, 0 , AllocStatus_val },
+ { 88, -1, 0 , AllocRejCode_val },
+ { 89, -1, 0, NULL }, /* Signature */
+ { 90, -1, 0, NULL }, /* SecureDataLen */
+ { 91, -1, 0, NULL }, /* SecureData */
+ { 92, -1, 0, NULL }, /* BrokerOfCredit */
+ { 93, -1, 0, NULL }, /* SignatureLength */
+ { 94, -1, 2 , EmailType_val },
+ { 95, -1, 0, NULL }, /* RawDataLength */
+ { 96, -1, 0, NULL }, /* RawData */
+ { 97, -1, 2 , PossResend_val },
+ { 98, -1, 0 , EncryptMethod_val },
+ { 99, -1, 0, NULL }, /* StopPx */
+ { 100, -1, 0, NULL }, /* ExDestination */
+ { 102, -1, 0 , CxlRejReason_val },
+ { 103, -1, 0 , OrdRejReason_val },
+ { 104, -1, 2 , IOIQualifier_val },
+ { 105, -1, 0, NULL }, /* WaveNo */
+ { 106, -1, 0, NULL }, /* Issuer */
+ { 107, -1, 0, NULL }, /* SecurityDesc */
+ { 108, -1, 0, NULL }, /* HeartBtInt */
+ { 109, -1, 0, NULL }, /* ClientID */
+ { 110, -1, 0, NULL }, /* MinQty */
+ { 111, -1, 0, NULL }, /* MaxFloor */
+ { 112, -1, 0, NULL }, /* TestReqID */
+ { 113, -1, 2 , ReportToExch_val },
+ { 114, -1, 2 , LocateReqd_val },
+ { 115, -1, 0, NULL }, /* OnBehalfOfCompID */
+ { 116, -1, 0, NULL }, /* OnBehalfOfSubID */
+ { 117, -1, 0, NULL }, /* QuoteID */
+ { 118, -1, 0, NULL }, /* NetMoney */
+ { 119, -1, 0, NULL }, /* SettlCurrAmt */
+ { 120, -1, 0, NULL }, /* SettlCurrency */
+ { 121, -1, 2 , ForexReq_val },
+ { 122, -1, 0, NULL }, /* OrigSendingTime */
+ { 123, -1, 2 , GapFillFlag_val },
+ { 124, -1, 0, NULL }, /* NoExecs */
+ { 125, -1, 0, NULL }, /* CxlType */
+ { 126, -1, 0, NULL }, /* ExpireTime */
+ { 127, -1, 2 , DKReason_val },
+ { 128, -1, 0, NULL }, /* DeliverToCompID */
+ { 129, -1, 0, NULL }, /* DeliverToSubID */
+ { 130, -1, 2 , IOINaturalFlag_val },
+ { 131, -1, 0, NULL }, /* QuoteReqID */
+ { 132, -1, 0, NULL }, /* BidPx */
+ { 133, -1, 0, NULL }, /* OfferPx */
+ { 134, -1, 0, NULL }, /* BidSize */
+ { 135, -1, 0, NULL }, /* OfferSize */
+ { 136, -1, 0, NULL }, /* NoMiscFees */
+ { 137, -1, 0, NULL }, /* MiscFeeAmt */
+ { 138, -1, 0, NULL }, /* MiscFeeCurr */
+ { 139, -1, 1 , MiscFeeType_val },
+ { 140, -1, 0, NULL }, /* PrevClosePx */
+ { 141, -1, 2 , ResetSeqNumFlag_val },
+ { 142, -1, 0, NULL }, /* SenderLocationID */
+ { 143, -1, 0, NULL }, /* TargetLocationID */
+ { 144, -1, 0, NULL }, /* OnBehalfOfLocationID */
+ { 145, -1, 0, NULL }, /* DeliverToLocationID */
+ { 146, -1, 0, NULL }, /* NoRelatedSym */
+ { 147, -1, 0, NULL }, /* Subject */
+ { 148, -1, 0, NULL }, /* Headline */
+ { 149, -1, 0, NULL }, /* URLLink */
+ { 150, -1, 2 , ExecType_val },
+ { 151, -1, 0, NULL }, /* LeavesQty */
+ { 152, -1, 0, NULL }, /* CashOrderQty */
+ { 153, -1, 0, NULL }, /* AllocAvgPx */
+ { 154, -1, 0, NULL }, /* AllocNetMoney */
+ { 155, -1, 0, NULL }, /* SettlCurrFxRate */
+ { 156, -1, 2 , SettlCurrFxRateCalc_val },
+ { 157, -1, 0, NULL }, /* NumDaysInterest */
+ { 158, -1, 0, NULL }, /* AccruedInterestRate */
+ { 159, -1, 0, NULL }, /* AccruedInterestAmt */
+ { 160, -1, 2 , SettlInstMode_val },
+ { 161, -1, 0, NULL }, /* AllocText */
+ { 162, -1, 0, NULL }, /* SettlInstID */
+ { 163, -1, 2 , SettlInstTransType_val },
+ { 164, -1, 0, NULL }, /* EmailThreadID */
+ { 165, -1, 2 , SettlInstSource_val },
+ { 166, -1, 1 , SettlLocation_val },
+ { 167, -1, 1 , SecurityType_val },
+ { 168, -1, 0, NULL }, /* EffectiveTime */
+ { 169, -1, 0 , StandInstDbType_val },
+ { 170, -1, 0, NULL }, /* StandInstDbName */
+ { 171, -1, 0, NULL }, /* StandInstDbID */
+ { 172, -1, 0 , SettlDeliveryType_val },
+ { 173, -1, 0, NULL }, /* SettlDepositoryCode */
+ { 174, -1, 0, NULL }, /* SettlBrkrCode */
+ { 175, -1, 0, NULL }, /* SettlInstCode */
+ { 176, -1, 0, NULL }, /* SecuritySettlAgentName */
+ { 177, -1, 0, NULL }, /* SecuritySettlAgentCode */
+ { 178, -1, 0, NULL }, /* SecuritySettlAgentAcctNum */
+ { 179, -1, 0, NULL }, /* SecuritySettlAgentAcctName */
+ { 180, -1, 0, NULL }, /* SecuritySettlAgentContactName */
+ { 181, -1, 0, NULL }, /* SecuritySettlAgentContactPhone */
+ { 182, -1, 0, NULL }, /* CashSettlAgentName */
+ { 183, -1, 0, NULL }, /* CashSettlAgentCode */
+ { 184, -1, 0, NULL }, /* CashSettlAgentAcctNum */
+ { 185, -1, 0, NULL }, /* CashSettlAgentAcctName */
+ { 186, -1, 0, NULL }, /* CashSettlAgentContactName */
+ { 187, -1, 0, NULL }, /* CashSettlAgentContactPhone */
+ { 188, -1, 0, NULL }, /* BidSpotRate */
+ { 189, -1, 0, NULL }, /* BidForwardPoints */
+ { 190, -1, 0, NULL }, /* OfferSpotRate */
+ { 191, -1, 0, NULL }, /* OfferForwardPoints */
+ { 192, -1, 0, NULL }, /* OrderQty2 */
+ { 193, -1, 0, NULL }, /* SettlDate2 */
+ { 194, -1, 0, NULL }, /* LastSpotRate */
+ { 195, -1, 0, NULL }, /* LastForwardPoints */
+ { 196, -1, 0, NULL }, /* AllocLinkID */
+ { 197, -1, 0 , AllocLinkType_val },
+ { 198, -1, 0, NULL }, /* SecondaryOrderID */
+ { 199, -1, 0, NULL }, /* NoIOIQualifiers */
+ { 200, -1, 0, NULL }, /* MaturityMonthYear */
+ { 201, -1, 0 , PutOrCall_val },
+ { 202, -1, 0, NULL }, /* StrikePrice */
+ { 203, -1, 0 , CoveredOrUncovered_val },
+ { 204, -1, 0 , CustomerOrFirm_val },
+ { 205, -1, 0, NULL }, /* MaturityDay */
+ { 206, -1, 0, NULL }, /* OptAttribute */
+ { 207, -1, 0, NULL }, /* SecurityExchange */
+ { 208, -1, 2 , NotifyBrokerOfCredit_val },
+ { 209, -1, 0 , AllocHandlInst_val },
+ { 210, -1, 0, NULL }, /* MaxShow */
+ { 211, -1, 0, NULL }, /* PegOffsetValue */
+ { 212, -1, 0, NULL }, /* XmlDataLen */
+ { 213, -1, 0, NULL }, /* XmlData */
+ { 214, -1, 0, NULL }, /* SettlInstRefID */
+ { 215, -1, 0, NULL }, /* NoRoutingIDs */
+ { 216, -1, 0 , RoutingType_val },
+ { 217, -1, 0, NULL }, /* RoutingID */
+ { 218, -1, 0, NULL }, /* Spread */
+ { 219, -1, 2 , Benchmark_val },
+ { 220, -1, 0, NULL }, /* BenchmarkCurveCurrency */
+ { 221, -1, 1 , BenchmarkCurveName_val },
+ { 222, -1, 0, NULL }, /* BenchmarkCurvePoint */
+ { 223, -1, 0, NULL }, /* CouponRate */
+ { 224, -1, 0, NULL }, /* CouponPaymentDate */
+ { 225, -1, 0, NULL }, /* IssueDate */
+ { 226, -1, 0, NULL }, /* RepurchaseTerm */
+ { 227, -1, 0, NULL }, /* RepurchaseRate */
+ { 228, -1, 0, NULL }, /* Factor */
+ { 229, -1, 0, NULL }, /* TradeOriginationDate */
+ { 230, -1, 0, NULL }, /* ExDate */
+ { 231, -1, 0, NULL }, /* ContractMultiplier */
+ { 232, -1, 0, NULL }, /* NoStipulations */
+ { 233, -1, 1 , StipulationType_val },
+ { 234, -1, 1 , StipulationValue_val },
+ { 235, -1, 1 , YieldType_val },
+ { 236, -1, 0, NULL }, /* Yield */
+ { 237, -1, 0, NULL }, /* TotalTakedown */
+ { 238, -1, 0, NULL }, /* Concession */
+ { 239, -1, 0, NULL }, /* RepoCollateralSecurityType */
+ { 240, -1, 0, NULL }, /* RedemptionDate */
+ { 241, -1, 0, NULL }, /* UnderlyingCouponPaymentDate */
+ { 242, -1, 0, NULL }, /* UnderlyingIssueDate */
+ { 243, -1, 0, NULL }, /* UnderlyingRepoCollateralSecurityType */
+ { 244, -1, 0, NULL }, /* UnderlyingRepurchaseTerm */
+ { 245, -1, 0, NULL }, /* UnderlyingRepurchaseRate */
+ { 246, -1, 0, NULL }, /* UnderlyingFactor */
+ { 247, -1, 0, NULL }, /* UnderlyingRedemptionDate */
+ { 248, -1, 0, NULL }, /* LegCouponPaymentDate */
+ { 249, -1, 0, NULL }, /* LegIssueDate */
+ { 250, -1, 0, NULL }, /* LegRepoCollateralSecurityType */
+ { 251, -1, 0, NULL }, /* LegRepurchaseTerm */
+ { 252, -1, 0, NULL }, /* LegRepurchaseRate */
+ { 253, -1, 0, NULL }, /* LegFactor */
+ { 254, -1, 0, NULL }, /* LegRedemptionDate */
+ { 255, -1, 0, NULL }, /* CreditRating */
+ { 256, -1, 0, NULL }, /* UnderlyingCreditRating */
+ { 257, -1, 0, NULL }, /* LegCreditRating */
+ { 258, -1, 2 , TradedFlatSwitch_val },
+ { 259, -1, 0, NULL }, /* BasisFeatureDate */
+ { 260, -1, 0, NULL }, /* BasisFeaturePrice */
+ { 262, -1, 0, NULL }, /* MDReqID */
+ { 263, -1, 2 , SubscriptionRequestType_val },
+ { 264, -1, 0, NULL }, /* MarketDepth */
+ { 265, -1, 0 , MDUpdateType_val },
+ { 266, -1, 2 , AggregatedBook_val },
+ { 267, -1, 0, NULL }, /* NoMDEntryTypes */
+ { 268, -1, 0, NULL }, /* NoMDEntries */
+ { 269, -1, 2 , MDEntryType_val },
+ { 270, -1, 0, NULL }, /* MDEntryPx */
+ { 271, -1, 0, NULL }, /* MDEntrySize */
+ { 272, -1, 0, NULL }, /* MDEntryDate */
+ { 273, -1, 0, NULL }, /* MDEntryTime */
+ { 274, -1, 2 , TickDirection_val },
+ { 275, -1, 0, NULL }, /* MDMkt */
+ { 276, -1, 2 , QuoteCondition_val },
+ { 277, -1, 2 , TradeCondition_val },
+ { 278, -1, 0, NULL }, /* MDEntryID */
+ { 279, -1, 2 , MDUpdateAction_val },
+ { 280, -1, 0, NULL }, /* MDEntryRefID */
+ { 281, -1, 2 , MDReqRejReason_val },
+ { 282, -1, 0, NULL }, /* MDEntryOriginator */
+ { 283, -1, 0, NULL }, /* LocationID */
+ { 284, -1, 0, NULL }, /* DeskID */
+ { 285, -1, 2 , DeleteReason_val },
+ { 286, -1, 2 , OpenCloseSettlFlag_val },
+ { 287, -1, 0, NULL }, /* SellerDays */
+ { 288, -1, 0, NULL }, /* MDEntryBuyer */
+ { 289, -1, 0, NULL }, /* MDEntrySeller */
+ { 290, -1, 0, NULL }, /* MDEntryPositionNo */
+ { 291, -1, 2 , FinancialStatus_val },
+ { 292, -1, 2 , CorporateAction_val },
+ { 293, -1, 0, NULL }, /* DefBidSize */
+ { 294, -1, 0, NULL }, /* DefOfferSize */
+ { 295, -1, 0, NULL }, /* NoQuoteEntries */
+ { 296, -1, 0, NULL }, /* NoQuoteSets */
+ { 297, -1, 0 , QuoteStatus_val },
+ { 298, -1, 0 , QuoteCancelType_val },
+ { 299, -1, 0, NULL }, /* QuoteEntryID */
+ { 300, -1, 0 , QuoteRejectReason_val },
+ { 301, -1, 0 , QuoteResponseLevel_val },
+ { 302, -1, 0, NULL }, /* QuoteSetID */
+ { 303, -1, 0 , QuoteRequestType_val },
+ { 304, -1, 0, NULL }, /* TotNoQuoteEntries */
+ { 305, -1, 0, NULL }, /* UnderlyingSecurityIDSource */
+ { 306, -1, 0, NULL }, /* UnderlyingIssuer */
+ { 307, -1, 0, NULL }, /* UnderlyingSecurityDesc */
+ { 308, -1, 0, NULL }, /* UnderlyingSecurityExchange */
+ { 309, -1, 0, NULL }, /* UnderlyingSecurityID */
+ { 310, -1, 0, NULL }, /* UnderlyingSecurityType */
+ { 311, -1, 0, NULL }, /* UnderlyingSymbol */
+ { 312, -1, 0, NULL }, /* UnderlyingSymbolSfx */
+ { 313, -1, 0, NULL }, /* UnderlyingMaturityMonthYear */
+ { 314, -1, 0, NULL }, /* UnderlyingMaturityDay */
+ { 315, -1, 0, NULL }, /* UnderlyingPutOrCall */
+ { 316, -1, 0, NULL }, /* UnderlyingStrikePrice */
+ { 317, -1, 0, NULL }, /* UnderlyingOptAttribute */
+ { 318, -1, 0, NULL }, /* UnderlyingCurrency */
+ { 319, -1, 0, NULL }, /* RatioQty */
+ { 320, -1, 0, NULL }, /* SecurityReqID */
+ { 321, -1, 0 , SecurityRequestType_val },
+ { 322, -1, 0, NULL }, /* SecurityResponseID */
+ { 323, -1, 0 , SecurityResponseType_val },
+ { 324, -1, 0, NULL }, /* SecurityStatusReqID */
+ { 325, -1, 2 , UnsolicitedIndicator_val },
+ { 326, -1, 0 , SecurityTradingStatus_val },
+ { 327, -1, 0 , HaltReasonInt_val },
+ { 328, -1, 2 , InViewOfCommon_val },
+ { 329, -1, 2 , DueToRelated_val },
+ { 330, -1, 0, NULL }, /* BuyVolume */
+ { 331, -1, 0, NULL }, /* SellVolume */
+ { 332, -1, 0, NULL }, /* HighPx */
+ { 333, -1, 0, NULL }, /* LowPx */
+ { 334, -1, 0 , Adjustment_val },
+ { 335, -1, 0, NULL }, /* TradSesReqID */
+ { 336, -1, 1 , TradingSessionID_val },
+ { 337, -1, 0, NULL }, /* ContraTrader */
+ { 338, -1, 0 , TradSesMethod_val },
+ { 339, -1, 0 , TradSesMode_val },
+ { 340, -1, 0 , TradSesStatus_val },
+ { 341, -1, 0, NULL }, /* TradSesStartTime */
+ { 342, -1, 0, NULL }, /* TradSesOpenTime */
+ { 343, -1, 0, NULL }, /* TradSesPreCloseTime */
+ { 344, -1, 0, NULL }, /* TradSesCloseTime */
+ { 345, -1, 0, NULL }, /* TradSesEndTime */
+ { 346, -1, 0, NULL }, /* NumberOfOrders */
+ { 347, -1, 1 , MessageEncoding_val },
+ { 348, -1, 0, NULL }, /* EncodedIssuerLen */
+ { 349, -1, 0, NULL }, /* EncodedIssuer */
+ { 350, -1, 0, NULL }, /* EncodedSecurityDescLen */
+ { 351, -1, 0, NULL }, /* EncodedSecurityDesc */
+ { 352, -1, 0, NULL }, /* EncodedListExecInstLen */
+ { 353, -1, 0, NULL }, /* EncodedListExecInst */
+ { 354, -1, 0, NULL }, /* EncodedTextLen */
+ { 355, -1, 0, NULL }, /* EncodedText */
+ { 356, -1, 0, NULL }, /* EncodedSubjectLen */
+ { 357, -1, 0, NULL }, /* EncodedSubject */
+ { 358, -1, 0, NULL }, /* EncodedHeadlineLen */
+ { 359, -1, 0, NULL }, /* EncodedHeadline */
+ { 360, -1, 0, NULL }, /* EncodedAllocTextLen */
+ { 361, -1, 0, NULL }, /* EncodedAllocText */
+ { 362, -1, 0, NULL }, /* EncodedUnderlyingIssuerLen */
+ { 363, -1, 0, NULL }, /* EncodedUnderlyingIssuer */
+ { 364, -1, 0, NULL }, /* EncodedUnderlyingSecurityDescLen */
+ { 365, -1, 0, NULL }, /* EncodedUnderlyingSecurityDesc */
+ { 366, -1, 0, NULL }, /* AllocPrice */
+ { 367, -1, 0, NULL }, /* QuoteSetValidUntilTime */
+ { 368, -1, 0, NULL }, /* QuoteEntryRejectReason */
+ { 369, -1, 0, NULL }, /* LastMsgSeqNumProcessed */
+ { 370, -1, 0, NULL }, /* OnBehalfOfSendingTime */
+ { 371, -1, 0, NULL }, /* RefTagID */
+ { 372, -1, 0, NULL }, /* RefMsgType */
+ { 373, -1, 0 , SessionRejectReason_val },
+ { 374, -1, 2 , BidRequestTransType_val },
+ { 375, -1, 0, NULL }, /* ContraBroker */
+ { 376, -1, 0, NULL }, /* ComplianceID */
+ { 377, -1, 2 , SolicitedFlag_val },
+ { 378, -1, 0 , ExecRestatementReason_val },
+ { 379, -1, 0, NULL }, /* BusinessRejectRefID */
+ { 380, -1, 0 , BusinessRejectReason_val },
+ { 381, -1, 0, NULL }, /* GrossTradeAmt */
+ { 382, -1, 0, NULL }, /* NoContraBrokers */
+ { 383, -1, 0, NULL }, /* MaxMessageSize */
+ { 384, -1, 0, NULL }, /* NoMsgTypes */
+ { 385, -1, 2 , MsgDirection_val },
+ { 386, -1, 0, NULL }, /* NoTradingSessions */
+ { 387, -1, 0, NULL }, /* TotalVolumeTraded */
+ { 388, -1, 2 , DiscretionInst_val },
+ { 389, -1, 0, NULL }, /* DiscretionOffsetValue */
+ { 390, -1, 0, NULL }, /* BidID */
+ { 391, -1, 0, NULL }, /* ClientBidID */
+ { 392, -1, 0, NULL }, /* ListName */
+ { 393, -1, 0, NULL }, /* TotNoRelatedSym */
+ { 394, -1, 0 , BidType_val },
+ { 395, -1, 0, NULL }, /* NumTickets */
+ { 396, -1, 0, NULL }, /* SideValue1 */
+ { 397, -1, 0, NULL }, /* SideValue2 */
+ { 398, -1, 0, NULL }, /* NoBidDescriptors */
+ { 399, -1, 0 , BidDescriptorType_val },
+ { 400, -1, 0, NULL }, /* BidDescriptor */
+ { 401, -1, 0 , SideValueInd_val },
+ { 402, -1, 0, NULL }, /* LiquidityPctLow */
+ { 403, -1, 0, NULL }, /* LiquidityPctHigh */
+ { 404, -1, 0, NULL }, /* LiquidityValue */
+ { 405, -1, 0, NULL }, /* EFPTrackingError */
+ { 406, -1, 0, NULL }, /* FairValue */
+ { 407, -1, 0, NULL }, /* OutsideIndexPct */
+ { 408, -1, 0, NULL }, /* ValueOfFutures */
+ { 409, -1, 0 , LiquidityIndType_val },
+ { 410, -1, 0, NULL }, /* WtAverageLiquidity */
+ { 411, -1, 2 , ExchangeForPhysical_val },
+ { 412, -1, 0, NULL }, /* OutMainCntryUIndex */
+ { 413, -1, 0, NULL }, /* CrossPercent */
+ { 414, -1, 0 , ProgRptReqs_val },
+ { 415, -1, 0, NULL }, /* ProgPeriodInterval */
+ { 416, -1, 0 , IncTaxInd_val },
+ { 417, -1, 0, NULL }, /* NumBidders */
+ { 418, -1, 2 , BidTradeType_val },
+ { 419, -1, 2 , BasisPxType_val },
+ { 420, -1, 0, NULL }, /* NoBidComponents */
+ { 421, -1, 0, NULL }, /* Country */
+ { 422, -1, 0, NULL }, /* TotNoStrikes */
+ { 423, -1, 0 , PriceType_val },
+ { 424, -1, 0, NULL }, /* DayOrderQty */
+ { 425, -1, 0, NULL }, /* DayCumQty */
+ { 426, -1, 0, NULL }, /* DayAvgPx */
+ { 427, -1, 0 , GTBookingInst_val },
+ { 428, -1, 0, NULL }, /* NoStrikes */
+ { 429, -1, 0 , ListStatusType_val },
+ { 430, -1, 0 , NetGrossInd_val },
+ { 431, -1, 0 , ListOrderStatus_val },
+ { 432, -1, 0, NULL }, /* ExpireDate */
+ { 433, -1, 2 , ListExecInstType_val },
+ { 434, -1, 2 , CxlRejResponseTo_val },
+ { 435, -1, 0, NULL }, /* UnderlyingCouponRate */
+ { 436, -1, 0, NULL }, /* UnderlyingContractMultiplier */
+ { 437, -1, 0, NULL }, /* ContraTradeQty */
+ { 438, -1, 0, NULL }, /* ContraTradeTime */
+ { 439, -1, 0, NULL }, /* ClearingFirm */
+ { 440, -1, 0, NULL }, /* ClearingAccount */
+ { 441, -1, 0, NULL }, /* LiquidityNumSecurities */
+ { 442, -1, 2 , MultiLegReportingType_val },
+ { 443, -1, 0, NULL }, /* StrikeTime */
+ { 444, -1, 0, NULL }, /* ListStatusText */
+ { 445, -1, 0, NULL }, /* EncodedListStatusTextLen */
+ { 446, -1, 0, NULL }, /* EncodedListStatusText */
+ { 447, -1, 2 , PartyIDSource_val },
+ { 448, -1, 0, NULL }, /* PartyID */
+ { 449, -1, 0, NULL }, /* TotalVolumeTradedDate */
+ { 450, -1, 0, NULL }, /* TotalVolumeTradedTime */
+ { 451, -1, 0, NULL }, /* NetChgPrevDay */
+ { 452, -1, 0 , PartyRole_val },
+ { 453, -1, 0, NULL }, /* NoPartyIDs */
+ { 454, -1, 0, NULL }, /* NoSecurityAltID */
+ { 455, -1, 0, NULL }, /* SecurityAltID */
+ { 456, -1, 0, NULL }, /* SecurityAltIDSource */
+ { 457, -1, 0, NULL }, /* NoUnderlyingSecurityAltID */
+ { 458, -1, 0, NULL }, /* UnderlyingSecurityAltID */
+ { 459, -1, 0, NULL }, /* UnderlyingSecurityAltIDSource */
+ { 460, -1, 0 , Product_val },
+ { 461, -1, 0, NULL }, /* CFICode */
+ { 462, -1, 0, NULL }, /* UnderlyingProduct */
+ { 463, -1, 0, NULL }, /* UnderlyingCFICode */
+ { 464, -1, 2 , TestMessageIndicator_val },
+ { 465, -1, 0 , QuantityType_val },
+ { 466, -1, 0, NULL }, /* BookingRefID */
+ { 467, -1, 0, NULL }, /* IndividualAllocID */
+ { 468, -1, 2 , RoundingDirection_val },
+ { 469, -1, 0, NULL }, /* RoundingModulus */
+ { 470, -1, 0, NULL }, /* CountryOfIssue */
+ { 471, -1, 0, NULL }, /* StateOrProvinceOfIssue */
+ { 472, -1, 0, NULL }, /* LocaleOfIssue */
+ { 473, -1, 0, NULL }, /* NoRegistDtls */
+ { 474, -1, 0, NULL }, /* MailingDtls */
+ { 475, -1, 0, NULL }, /* InvestorCountryOfResidence */
+ { 476, -1, 0, NULL }, /* PaymentRef */
+ { 477, -1, 0 , DistribPaymentMethod_val },
+ { 478, -1, 0, NULL }, /* CashDistribCurr */
+ { 479, -1, 0, NULL }, /* CommCurrency */
+ { 480, -1, 2 , CancellationRights_val },
+ { 481, -1, 2 , MoneyLaunderingStatus_val },
+ { 482, -1, 0, NULL }, /* MailingInst */
+ { 483, -1, 0, NULL }, /* TransBkdTime */
+ { 484, -1, 2 , ExecPriceType_val },
+ { 485, -1, 0, NULL }, /* ExecPriceAdjustment */
+ { 486, -1, 0, NULL }, /* DateOfBirth */
+ { 487, -1, 0 , TradeReportTransType_val },
+ { 488, -1, 0, NULL }, /* CardHolderName */
+ { 489, -1, 0, NULL }, /* CardNumber */
+ { 490, -1, 0, NULL }, /* CardExpDate */
+ { 491, -1, 0, NULL }, /* CardIssNum */
+ { 492, -1, 0 , PaymentMethod_val },
+ { 493, -1, 0, NULL }, /* RegistAcctType */
+ { 494, -1, 0, NULL }, /* Designation */
+ { 495, -1, 0 , TaxAdvantageType_val },
+ { 496, -1, 0, NULL }, /* RegistRejReasonText */
+ { 497, -1, 2 , FundRenewWaiv_val },
+ { 498, -1, 0, NULL }, /* CashDistribAgentName */
+ { 499, -1, 0, NULL }, /* CashDistribAgentCode */
+ { 500, -1, 0, NULL }, /* CashDistribAgentAcctNumber */
+ { 501, -1, 0, NULL }, /* CashDistribPayRef */
+ { 502, -1, 0, NULL }, /* CashDistribAgentAcctName */
+ { 503, -1, 0, NULL }, /* CardStartDate */
+ { 504, -1, 0, NULL }, /* PaymentDate */
+ { 505, -1, 0, NULL }, /* PaymentRemitterID */
+ { 506, -1, 2 , RegistStatus_val },
+ { 507, -1, 0 , RegistRejReasonCode_val },
+ { 508, -1, 0, NULL }, /* RegistRefID */
+ { 509, -1, 0, NULL }, /* RegistDtls */
+ { 510, -1, 0, NULL }, /* NoDistribInsts */
+ { 511, -1, 0, NULL }, /* RegistEmail */
+ { 512, -1, 0, NULL }, /* DistribPercentage */
+ { 513, -1, 0, NULL }, /* RegistID */
+ { 514, -1, 2 , RegistTransType_val },
+ { 515, -1, 0, NULL }, /* ExecValuationPoint */
+ { 516, -1, 0, NULL }, /* OrderPercent */
+ { 517, -1, 2 , OwnershipType_val },
+ { 518, -1, 0, NULL }, /* NoContAmts */
+ { 519, -1, 0 , ContAmtType_val },
+ { 520, -1, 0, NULL }, /* ContAmtValue */
+ { 521, -1, 0, NULL }, /* ContAmtCurr */
+ { 522, -1, 0 , OwnerType_val },
+ { 523, -1, 0, NULL }, /* PartySubID */
+ { 524, -1, 0, NULL }, /* NestedPartyID */
+ { 525, -1, 0, NULL }, /* NestedPartyIDSource */
+ { 526, -1, 0, NULL }, /* SecondaryClOrdID */
+ { 527, -1, 0, NULL }, /* SecondaryExecID */
+ { 528, -1, 2 , OrderCapacity_val },
+ { 529, -1, 2 , OrderRestrictions_val },
+ { 530, -1, 2 , MassCancelRequestType_val },
+ { 531, -1, 2 , MassCancelResponse_val },
+ { 532, -1, 0 , MassCancelRejectReason_val },
+ { 533, -1, 0, NULL }, /* TotalAffectedOrders */
+ { 534, -1, 0, NULL }, /* NoAffectedOrders */
+ { 535, -1, 0, NULL }, /* AffectedOrderID */
+ { 536, -1, 0, NULL }, /* AffectedSecondaryOrderID */
+ { 537, -1, 0 , QuoteType_val },
+ { 538, -1, 0, NULL }, /* NestedPartyRole */
+ { 539, -1, 0, NULL }, /* NoNestedPartyIDs */
+ { 540, -1, 0, NULL }, /* TotalAccruedInterestAmt */
+ { 541, -1, 0, NULL }, /* MaturityDate */
+ { 542, -1, 0, NULL }, /* UnderlyingMaturityDate */
+ { 543, -1, 0, NULL }, /* InstrRegistry */
+ { 544, -1, 2 , CashMargin_val },
+ { 545, -1, 0, NULL }, /* NestedPartySubID */
+ { 546, -1, 2 , Scope_val },
+ { 547, -1, 2 , MDImplicitDelete_val },
+ { 548, -1, 0, NULL }, /* CrossID */
+ { 549, -1, 0 , CrossType_val },
+ { 550, -1, 0 , CrossPrioritization_val },
+ { 551, -1, 0, NULL }, /* OrigCrossID */
+ { 552, -1, 2 , NoSides_val },
+ { 553, -1, 0, NULL }, /* Username */
+ { 554, -1, 0, NULL }, /* Password */
+ { 555, -1, 0, NULL }, /* NoLegs */
+ { 556, -1, 0, NULL }, /* LegCurrency */
+ { 557, -1, 0, NULL }, /* TotNoSecurityTypes */
+ { 558, -1, 0, NULL }, /* NoSecurityTypes */
+ { 559, -1, 0 , SecurityListRequestType_val },
+ { 560, -1, 0 , SecurityRequestResult_val },
+ { 561, -1, 0, NULL }, /* RoundLot */
+ { 562, -1, 0, NULL }, /* MinTradeVol */
+ { 563, -1, 0 , MultiLegRptTypeReq_val },
+ { 564, -1, 0, NULL }, /* LegPositionEffect */
+ { 565, -1, 0, NULL }, /* LegCoveredOrUncovered */
+ { 566, -1, 0, NULL }, /* LegPrice */
+ { 567, -1, 0 , TradSesStatusRejReason_val },
+ { 568, -1, 0, NULL }, /* TradeRequestID */
+ { 569, -1, 0 , TradeRequestType_val },
+ { 570, -1, 2 , PreviouslyReported_val },
+ { 571, -1, 0, NULL }, /* TradeReportID */
+ { 572, -1, 0, NULL }, /* TradeReportRefID */
+ { 573, -1, 2 , MatchStatus_val },
+ { 574, -1, 1 , MatchType_val },
+ { 575, -1, 2 , OddLot_val },
+ { 576, -1, 0, NULL }, /* NoClearingInstructions */
+ { 577, -1, 0 , ClearingInstruction_val },
+ { 578, -1, 0, NULL }, /* TradeInputSource */
+ { 579, -1, 0, NULL }, /* TradeInputDevice */
+ { 580, -1, 0, NULL }, /* NoDates */
+ { 581, -1, 0 , AccountType_val },
+ { 582, -1, 0 , CustOrderCapacity_val },
+ { 583, -1, 0, NULL }, /* ClOrdLinkID */
+ { 584, -1, 0, NULL }, /* MassStatusReqID */
+ { 585, -1, 0 , MassStatusReqType_val },
+ { 586, -1, 0, NULL }, /* OrigOrdModTime */
+ { 587, -1, 0, NULL }, /* LegSettlType */
+ { 588, -1, 0, NULL }, /* LegSettlDate */
+ { 589, -1, 2 , DayBookingInst_val },
+ { 590, -1, 2 , BookingUnit_val },
+ { 591, -1, 2 , PreallocMethod_val },
+ { 592, -1, 0, NULL }, /* UnderlyingCountryOfIssue */
+ { 593, -1, 0, NULL }, /* UnderlyingStateOrProvinceOfIssue */
+ { 594, -1, 0, NULL }, /* UnderlyingLocaleOfIssue */
+ { 595, -1, 0, NULL }, /* UnderlyingInstrRegistry */
+ { 596, -1, 0, NULL }, /* LegCountryOfIssue */
+ { 597, -1, 0, NULL }, /* LegStateOrProvinceOfIssue */
+ { 598, -1, 0, NULL }, /* LegLocaleOfIssue */
+ { 599, -1, 0, NULL }, /* LegInstrRegistry */
+ { 600, -1, 0, NULL }, /* LegSymbol */
+ { 601, -1, 0, NULL }, /* LegSymbolSfx */
+ { 602, -1, 0, NULL }, /* LegSecurityID */
+ { 603, -1, 0, NULL }, /* LegSecurityIDSource */
+ { 604, -1, 0, NULL }, /* NoLegSecurityAltID */
+ { 605, -1, 0, NULL }, /* LegSecurityAltID */
+ { 606, -1, 0, NULL }, /* LegSecurityAltIDSource */
+ { 607, -1, 0, NULL }, /* LegProduct */
+ { 608, -1, 0, NULL }, /* LegCFICode */
+ { 609, -1, 0, NULL }, /* LegSecurityType */
+ { 610, -1, 0, NULL }, /* LegMaturityMonthYear */
+ { 611, -1, 0, NULL }, /* LegMaturityDate */
+ { 612, -1, 0, NULL }, /* LegStrikePrice */
+ { 613, -1, 0, NULL }, /* LegOptAttribute */
+ { 614, -1, 0, NULL }, /* LegContractMultiplier */
+ { 615, -1, 0, NULL }, /* LegCouponRate */
+ { 616, -1, 0, NULL }, /* LegSecurityExchange */
+ { 617, -1, 0, NULL }, /* LegIssuer */
+ { 618, -1, 0, NULL }, /* EncodedLegIssuerLen */
+ { 619, -1, 0, NULL }, /* EncodedLegIssuer */
+ { 620, -1, 0, NULL }, /* LegSecurityDesc */
+ { 621, -1, 0, NULL }, /* EncodedLegSecurityDescLen */
+ { 622, -1, 0, NULL }, /* EncodedLegSecurityDesc */
+ { 623, -1, 0, NULL }, /* LegRatioQty */
+ { 624, -1, 0, NULL }, /* LegSide */
+ { 625, -1, 1 , TradingSessionSubID_val },
+ { 626, -1, 0 , AllocType_val },
+ { 627, -1, 0, NULL }, /* NoHops */
+ { 628, -1, 0, NULL }, /* HopCompID */
+ { 629, -1, 0, NULL }, /* HopSendingTime */
+ { 630, -1, 0, NULL }, /* HopRefID */
+ { 631, -1, 0, NULL }, /* MidPx */
+ { 632, -1, 0, NULL }, /* BidYield */
+ { 633, -1, 0, NULL }, /* MidYield */
+ { 634, -1, 0, NULL }, /* OfferYield */
+ { 635, -1, 1 , ClearingFeeIndicator_val },
+ { 636, -1, 2 , WorkingIndicator_val },
+ { 637, -1, 0, NULL }, /* LegLastPx */
+ { 638, -1, 0 , PriorityIndicator_val },
+ { 639, -1, 0, NULL }, /* PriceImprovement */
+ { 640, -1, 0, NULL }, /* Price2 */
+ { 641, -1, 0, NULL }, /* LastForwardPoints2 */
+ { 642, -1, 0, NULL }, /* BidForwardPoints2 */
+ { 643, -1, 0, NULL }, /* OfferForwardPoints2 */
+ { 644, -1, 0, NULL }, /* RFQReqID */
+ { 645, -1, 0, NULL }, /* MktBidPx */
+ { 646, -1, 0, NULL }, /* MktOfferPx */
+ { 647, -1, 0, NULL }, /* MinBidSize */
+ { 648, -1, 0, NULL }, /* MinOfferSize */
+ { 649, -1, 0, NULL }, /* QuoteStatusReqID */
+ { 650, -1, 2 , LegalConfirm_val },
+ { 651, -1, 0, NULL }, /* UnderlyingLastPx */
+ { 652, -1, 0, NULL }, /* UnderlyingLastQty */
+ { 653, -1, 0 , SecDefStatus_val },
+ { 654, -1, 0, NULL }, /* LegRefID */
+ { 655, -1, 0, NULL }, /* ContraLegRefID */
+ { 656, -1, 0, NULL }, /* SettlCurrBidFxRate */
+ { 657, -1, 0, NULL }, /* SettlCurrOfferFxRate */
+ { 658, -1, 0 , QuoteRequestRejectReason_val },
+ { 659, -1, 0, NULL }, /* SideComplianceID */
+ { 660, -1, 0 , AcctIDSource_val },
+ { 661, -1, 0, NULL }, /* AllocAcctIDSource */
+ { 662, -1, 0, NULL }, /* BenchmarkPrice */
+ { 663, -1, 0, NULL }, /* BenchmarkPriceType */
+ { 664, -1, 0, NULL }, /* ConfirmID */
+ { 665, -1, 0 , ConfirmStatus_val },
+ { 666, -1, 0 , ConfirmTransType_val },
+ { 667, -1, 0, NULL }, /* ContractSettlMonth */
+ { 668, -1, 0 , DeliveryForm_val },
+ { 669, -1, 0, NULL }, /* LastParPx */
+ { 670, -1, 0, NULL }, /* NoLegAllocs */
+ { 671, -1, 0, NULL }, /* LegAllocAccount */
+ { 672, -1, 0, NULL }, /* LegIndividualAllocID */
+ { 673, -1, 0, NULL }, /* LegAllocQty */
+ { 674, -1, 0, NULL }, /* LegAllocAcctIDSource */
+ { 675, -1, 0, NULL }, /* LegSettlCurrency */
+ { 676, -1, 0, NULL }, /* LegBenchmarkCurveCurrency */
+ { 677, -1, 0, NULL }, /* LegBenchmarkCurveName */
+ { 678, -1, 0, NULL }, /* LegBenchmarkCurvePoint */
+ { 679, -1, 0, NULL }, /* LegBenchmarkPrice */
+ { 680, -1, 0, NULL }, /* LegBenchmarkPriceType */
+ { 681, -1, 0, NULL }, /* LegBidPx */
+ { 682, -1, 0, NULL }, /* LegIOIQty */
+ { 683, -1, 0, NULL }, /* NoLegStipulations */
+ { 684, -1, 0, NULL }, /* LegOfferPx */
+ { 685, -1, 0, NULL }, /* LegOrderQty */
+ { 686, -1, 0, NULL }, /* LegPriceType */
+ { 687, -1, 0, NULL }, /* LegQty */
+ { 688, -1, 0, NULL }, /* LegStipulationType */
+ { 689, -1, 0, NULL }, /* LegStipulationValue */
+ { 690, -1, 0 , LegSwapType_val },
+ { 691, -1, 0, NULL }, /* Pool */
+ { 692, -1, 0 , QuotePriceType_val },
+ { 693, -1, 0, NULL }, /* QuoteRespID */
+ { 694, -1, 0 , QuoteRespType_val },
+ { 695, -1, 0, NULL }, /* QuoteQualifier */
+ { 696, -1, 0, NULL }, /* YieldRedemptionDate */
+ { 697, -1, 0, NULL }, /* YieldRedemptionPrice */
+ { 698, -1, 0, NULL }, /* YieldRedemptionPriceType */
+ { 699, -1, 0, NULL }, /* BenchmarkSecurityID */
+ { 700, -1, 0, NULL }, /* ReversalIndicator */
+ { 701, -1, 0, NULL }, /* YieldCalcDate */
+ { 702, -1, 0, NULL }, /* NoPositions */
+ { 703, -1, 1 , PosType_val },
+ { 704, -1, 0, NULL }, /* LongQty */
+ { 705, -1, 0, NULL }, /* ShortQty */
+ { 706, -1, 0 , PosQtyStatus_val },
+ { 707, -1, 1 , PosAmtType_val },
+ { 708, -1, 0, NULL }, /* PosAmt */
+ { 709, -1, 0 , PosTransType_val },
+ { 710, -1, 0, NULL }, /* PosReqID */
+ { 711, -1, 0, NULL }, /* NoUnderlyings */
+ { 712, -1, 0 , PosMaintAction_val },
+ { 713, -1, 0, NULL }, /* OrigPosReqRefID */
+ { 714, -1, 0, NULL }, /* PosMaintRptRefID */
+ { 715, -1, 0, NULL }, /* ClearingBusinessDate */
+ { 716, -1, 1 , SettlSessID_val },
+ { 717, -1, 0, NULL }, /* SettlSessSubID */
+ { 718, -1, 0 , AdjustmentType_val },
+ { 719, -1, 0, NULL }, /* ContraryInstructionIndicator */
+ { 720, -1, 0, NULL }, /* PriorSpreadIndicator */
+ { 721, -1, 0, NULL }, /* PosMaintRptID */
+ { 722, -1, 0 , PosMaintStatus_val },
+ { 723, -1, 0 , PosMaintResult_val },
+ { 724, -1, 0 , PosReqType_val },
+ { 725, -1, 0 , ResponseTransportType_val },
+ { 726, -1, 0, NULL }, /* ResponseDestination */
+ { 727, -1, 0, NULL }, /* TotalNumPosReports */
+ { 728, -1, 0 , PosReqResult_val },
+ { 729, -1, 0 , PosReqStatus_val },
+ { 730, -1, 0, NULL }, /* SettlPrice */
+ { 731, -1, 0 , SettlPriceType_val },
+ { 732, -1, 0, NULL }, /* UnderlyingSettlPrice */
+ { 733, -1, 0, NULL }, /* UnderlyingSettlPriceType */
+ { 734, -1, 0, NULL }, /* PriorSettlPrice */
+ { 735, -1, 0, NULL }, /* NoQuoteQualifiers */
+ { 736, -1, 0, NULL }, /* AllocSettlCurrency */
+ { 737, -1, 0, NULL }, /* AllocSettlCurrAmt */
+ { 738, -1, 0, NULL }, /* InterestAtMaturity */
+ { 739, -1, 0, NULL }, /* LegDatedDate */
+ { 740, -1, 0, NULL }, /* LegPool */
+ { 741, -1, 0, NULL }, /* AllocInterestAtMaturity */
+ { 742, -1, 0, NULL }, /* AllocAccruedInterestAmt */
+ { 743, -1, 0, NULL }, /* DeliveryDate */
+ { 744, -1, 2 , AssignmentMethod_val },
+ { 745, -1, 0, NULL }, /* AssignmentUnit */
+ { 746, -1, 0, NULL }, /* OpenInterest */
+ { 747, -1, 2 , ExerciseMethod_val },
+ { 748, -1, 0, NULL }, /* TotNumTradeReports */
+ { 749, -1, 0 , TradeRequestResult_val },
+ { 750, -1, 0 , TradeRequestStatus_val },
+ { 751, -1, 0 , TradeReportRejectReason_val },
+ { 752, -1, 0 , SideMultiLegReportingType_val },
+ { 753, -1, 0, NULL }, /* NoPosAmt */
+ { 754, -1, 0, NULL }, /* AutoAcceptIndicator */
+ { 755, -1, 0, NULL }, /* AllocReportID */
+ { 756, -1, 0, NULL }, /* NoNested2PartyIDs */
+ { 757, -1, 0, NULL }, /* Nested2PartyID */
+ { 758, -1, 0, NULL }, /* Nested2PartyIDSource */
+ { 759, -1, 0, NULL }, /* Nested2PartyRole */
+ { 760, -1, 0, NULL }, /* Nested2PartySubID */
+ { 761, -1, 0, NULL }, /* BenchmarkSecurityIDSource */
+ { 762, -1, 0, NULL }, /* SecuritySubType */
+ { 763, -1, 0, NULL }, /* UnderlyingSecuritySubType */
+ { 764, -1, 0, NULL }, /* LegSecuritySubType */
+ { 765, -1, 0, NULL }, /* AllowableOneSidednessPct */
+ { 766, -1, 0, NULL }, /* AllowableOneSidednessValue */
+ { 767, -1, 0, NULL }, /* AllowableOneSidednessCurr */
+ { 768, -1, 0, NULL }, /* NoTrdRegTimestamps */
+ { 769, -1, 0, NULL }, /* TrdRegTimestamp */
+ { 770, -1, 0 , TrdRegTimestampType_val },
+ { 771, -1, 0, NULL }, /* TrdRegTimestampOrigin */
+ { 772, -1, 0, NULL }, /* ConfirmRefID */
+ { 773, -1, 0 , ConfirmType_val },
+ { 774, -1, 0 , ConfirmRejReason_val },
+ { 775, -1, 0 , BookingType_val },
+ { 776, -1, 0, NULL }, /* IndividualAllocRejCode */
+ { 777, -1, 0, NULL }, /* SettlInstMsgID */
+ { 778, -1, 0, NULL }, /* NoSettlInst */
+ { 779, -1, 0, NULL }, /* LastUpdateTime */
+ { 780, -1, 0 , AllocSettlInstType_val },
+ { 781, -1, 0, NULL }, /* NoSettlPartyIDs */
+ { 782, -1, 0, NULL }, /* SettlPartyID */
+ { 783, -1, 0, NULL }, /* SettlPartyIDSource */
+ { 784, -1, 0, NULL }, /* SettlPartyRole */
+ { 785, -1, 0, NULL }, /* SettlPartySubID */
+ { 786, -1, 0, NULL }, /* SettlPartySubIDType */
+ { 787, -1, 2 , DlvyInstType_val },
+ { 788, -1, 0 , TerminationType_val },
+ { 789, -1, 0, NULL }, /* NextExpectedMsgSeqNum */
+ { 790, -1, 0, NULL }, /* OrdStatusReqID */
+ { 791, -1, 0, NULL }, /* SettlInstReqID */
+ { 792, -1, 0 , SettlInstReqRejCode_val },
+ { 793, -1, 0, NULL }, /* SecondaryAllocID */
+ { 794, -1, 0 , AllocReportType_val },
+ { 795, -1, 0, NULL }, /* AllocReportRefID */
+ { 796, -1, 0 , AllocCancReplaceReason_val },
+ { 797, -1, 0, NULL }, /* CopyMsgIndicator */
+ { 798, -1, 0 , AllocAccountType_val },
+ { 799, -1, 0, NULL }, /* OrderAvgPx */
+ { 800, -1, 0, NULL }, /* OrderBookingQty */
+ { 801, -1, 0, NULL }, /* NoSettlPartySubIDs */
+ { 802, -1, 0, NULL }, /* NoPartySubIDs */
+ { 803, -1, 0 , PartySubIDType_val },
+ { 804, -1, 0, NULL }, /* NoNestedPartySubIDs */
+ { 805, -1, 0, NULL }, /* NestedPartySubIDType */
+ { 806, -1, 0, NULL }, /* NoNested2PartySubIDs */
+ { 807, -1, 0, NULL }, /* Nested2PartySubIDType */
+ { 808, -1, 0 , AllocIntermedReqType_val },
+ { 810, -1, 0, NULL }, /* UnderlyingPx */
+ { 811, -1, 0, NULL }, /* PriceDelta */
+ { 812, -1, 0, NULL }, /* ApplQueueMax */
+ { 813, -1, 0, NULL }, /* ApplQueueDepth */
+ { 814, -1, 0 , ApplQueueResolution_val },
+ { 815, -1, 0 , ApplQueueAction_val },
+ { 816, -1, 0, NULL }, /* NoAltMDSource */
+ { 817, -1, 0, NULL }, /* AltMDSourceID */
+ { 818, -1, 0, NULL }, /* SecondaryTradeReportID */
+ { 819, -1, 0 , AvgPxIndicator_val },
+ { 820, -1, 0, NULL }, /* TradeLinkID */
+ { 821, -1, 0, NULL }, /* OrderInputDevice */
+ { 822, -1, 0, NULL }, /* UnderlyingTradingSessionID */
+ { 823, -1, 0, NULL }, /* UnderlyingTradingSessionSubID */
+ { 824, -1, 0, NULL }, /* TradeLegRefID */
+ { 825, -1, 0, NULL }, /* ExchangeRule */
+ { 826, -1, 0 , TradeAllocIndicator_val },
+ { 827, -1, 0 , ExpirationCycle_val },
+ { 828, -1, 0 , TrdType_val },
+ { 829, -1, 0 , TrdSubType_val },
+ { 830, -1, 0, NULL }, /* TransferReason */
+ { 831, -1, 0, NULL }, /* AsgnReqID */
+ { 832, -1, 0, NULL }, /* TotNumAssignmentReports */
+ { 833, -1, 0, NULL }, /* AsgnRptID */
+ { 834, -1, 0, NULL }, /* ThresholdAmount */
+ { 835, -1, 0 , PegMoveType_val },
+ { 836, -1, 0 , PegOffsetType_val },
+ { 837, -1, 0 , PegLimitType_val },
+ { 838, -1, 0 , PegRoundDirection_val },
+ { 839, -1, 0, NULL }, /* PeggedPrice */
+ { 840, -1, 0 , PegScope_val },
+ { 841, -1, 0 , DiscretionMoveType_val },
+ { 842, -1, 0 , DiscretionOffsetType_val },
+ { 843, -1, 0 , DiscretionLimitType_val },
+ { 844, -1, 0 , DiscretionRoundDirection_val },
+ { 845, -1, 0, NULL }, /* DiscretionPrice */
+ { 846, -1, 0 , DiscretionScope_val },
+ { 847, -1, 0 , TargetStrategy_val },
+ { 848, -1, 0, NULL }, /* TargetStrategyParameters */
+ { 849, -1, 0, NULL }, /* ParticipationRate */
+ { 850, -1, 0, NULL }, /* TargetStrategyPerformance */
+ { 851, -1, 0 , LastLiquidityInd_val },
+ { 852, -1, 2 , PublishTrdIndicator_val },
+ { 853, -1, 0 , ShortSaleReason_val },
+ { 854, -1, 0 , QtyType_val },
+ { 855, -1, 0, NULL }, /* SecondaryTrdType */
+ { 856, -1, 0 , TradeReportType_val },
+ { 857, -1, 0 , AllocNoOrdersType_val },
+ { 858, -1, 0, NULL }, /* SharedCommission */
+ { 859, -1, 0, NULL }, /* ConfirmReqID */
+ { 860, -1, 0, NULL }, /* AvgParPx */
+ { 861, -1, 0, NULL }, /* ReportedPx */
+ { 862, -1, 0, NULL }, /* NoCapacities */
+ { 863, -1, 0, NULL }, /* OrderCapacityQty */
+ { 864, -1, 0, NULL }, /* NoEvents */
+ { 865, -1, 0 , EventType_val },
+ { 866, -1, 0, NULL }, /* EventDate */
+ { 867, -1, 0, NULL }, /* EventPx */
+ { 868, -1, 0, NULL }, /* EventText */
+ { 869, -1, 0, NULL }, /* PctAtRisk */
+ { 870, -1, 0, NULL }, /* NoInstrAttrib */
+ { 871, -1, 0 , InstrAttribType_val },
+ { 872, -1, 0, NULL }, /* InstrAttribValue */
+ { 873, -1, 0, NULL }, /* DatedDate */
+ { 874, -1, 0, NULL }, /* InterestAccrualDate */
+ { 875, -1, 0 , CPProgram_val },
+ { 876, -1, 0, NULL }, /* CPRegType */
+ { 877, -1, 0, NULL }, /* UnderlyingCPProgram */
+ { 878, -1, 0, NULL }, /* UnderlyingCPRegType */
+ { 879, -1, 0, NULL }, /* UnderlyingQty */
+ { 880, -1, 0, NULL }, /* TrdMatchID */
+ { 881, -1, 0, NULL }, /* SecondaryTradeReportRefID */
+ { 882, -1, 0, NULL }, /* UnderlyingDirtyPrice */
+ { 883, -1, 0, NULL }, /* UnderlyingEndPrice */
+ { 884, -1, 0, NULL }, /* UnderlyingStartValue */
+ { 885, -1, 0, NULL }, /* UnderlyingCurrentValue */
+ { 886, -1, 0, NULL }, /* UnderlyingEndValue */
+ { 887, -1, 0, NULL }, /* NoUnderlyingStips */
+ { 888, -1, 0, NULL }, /* UnderlyingStipType */
+ { 889, -1, 0, NULL }, /* UnderlyingStipValue */
+ { 890, -1, 0, NULL }, /* MaturityNetMoney */
+ { 891, -1, 0 , MiscFeeBasis_val },
+ { 892, -1, 0, NULL }, /* TotNoAllocs */
+ { 893, -1, 2 , LastFragment_val },
+ { 894, -1, 0, NULL }, /* CollReqID */
+ { 895, -1, 0 , CollAsgnReason_val },
+ { 896, -1, 0 , CollInquiryQualifier_val },
+ { 897, -1, 0, NULL }, /* NoTrades */
+ { 898, -1, 0, NULL }, /* MarginRatio */
+ { 899, -1, 0, NULL }, /* MarginExcess */
+ { 900, -1, 0, NULL }, /* TotalNetValue */
+ { 901, -1, 0, NULL }, /* CashOutstanding */
+ { 902, -1, 0, NULL }, /* CollAsgnID */
+ { 903, -1, 0 , CollAsgnTransType_val },
+ { 904, -1, 0, NULL }, /* CollRespID */
+ { 905, -1, 0 , CollAsgnRespType_val },
+ { 906, -1, 0 , CollAsgnRejectReason_val },
+ { 907, -1, 0, NULL }, /* CollAsgnRefID */
+ { 908, -1, 0, NULL }, /* CollRptID */
+ { 909, -1, 0, NULL }, /* CollInquiryID */
+ { 910, -1, 0 , CollStatus_val },
+ { 911, -1, 0, NULL }, /* TotNumReports */
+ { 912, -1, 2 , LastRptRequested_val },
+ { 913, -1, 0, NULL }, /* AgreementDesc */
+ { 914, -1, 0, NULL }, /* AgreementID */
+ { 915, -1, 0, NULL }, /* AgreementDate */
+ { 916, -1, 0, NULL }, /* StartDate */
+ { 917, -1, 0, NULL }, /* EndDate */
+ { 918, -1, 0, NULL }, /* AgreementCurrency */
+ { 919, -1, 0 , DeliveryType_val },
+ { 920, -1, 0, NULL }, /* EndAccruedInterestAmt */
+ { 921, -1, 0, NULL }, /* StartCash */
+ { 922, -1, 0, NULL }, /* EndCash */
+ { 923, -1, 0, NULL }, /* UserRequestID */
+ { 924, -1, 0 , UserRequestType_val },
+ { 925, -1, 0, NULL }, /* NewPassword */
+ { 926, -1, 0 , UserStatus_val },
+ { 927, -1, 0, NULL }, /* UserStatusText */
+ { 928, -1, 0 , StatusValue_val },
+ { 929, -1, 0, NULL }, /* StatusText */
+ { 930, -1, 0, NULL }, /* RefCompID */
+ { 931, -1, 0, NULL }, /* RefSubID */
+ { 932, -1, 0, NULL }, /* NetworkResponseID */
+ { 933, -1, 0, NULL }, /* NetworkRequestID */
+ { 934, -1, 0, NULL }, /* LastNetworkResponseID */
+ { 935, -1, 0 , NetworkRequestType_val },
+ { 936, -1, 0, NULL }, /* NoCompIDs */
+ { 937, -1, 0 , NetworkStatusResponseType_val },
+ { 938, -1, 0, NULL }, /* NoCollInquiryQualifier */
+ { 939, -1, 0 , TrdRptStatus_val },
+ { 940, -1, 0 , AffirmStatus_val },
+ { 941, -1, 0, NULL }, /* UnderlyingStrikeCurrency */
+ { 942, -1, 0, NULL }, /* LegStrikeCurrency */
+ { 943, -1, 0, NULL }, /* TimeBracket */
+ { 944, -1, 0 , CollAction_val },
+ { 945, -1, 0 , CollInquiryStatus_val },
+ { 946, -1, 0 , CollInquiryResult_val },
+ { 947, -1, 0, NULL }, /* StrikeCurrency */
+ { 948, -1, 0, NULL }, /* NoNested3PartyIDs */
+ { 949, -1, 0, NULL }, /* Nested3PartyID */
+ { 950, -1, 0, NULL }, /* Nested3PartyIDSource */
+ { 951, -1, 0, NULL }, /* Nested3PartyRole */
+ { 952, -1, 0, NULL }, /* NoNested3PartySubIDs */
+ { 953, -1, 0, NULL }, /* Nested3PartySubID */
+ { 954, -1, 0, NULL }, /* Nested3PartySubIDType */
+ { 955, -1, 0, NULL }, /* LegContractSettlMonth */
+ { 956, -1, 0, NULL }, /* LegInterestAccrualDate */
+ { 957, -1, 0, NULL }, /* NoStrategyParameters */
+ { 958, -1, 0, NULL }, /* StrategyParameterName */
+ { 959, -1, 0 , StrategyParameterType_val },
+ { 960, -1, 0, NULL }, /* StrategyParameterValue */
+ { 961, -1, 0, NULL }, /* HostCrossID */
+ { 962, -1, 0, NULL }, /* SideTimeInForce */
+ { 963, -1, 0, NULL }, /* MDReportID */
+ { 964, -1, 0, NULL }, /* SecurityReportID */
+ { 965, -1, 1 , SecurityStatus_val },
+ { 966, -1, 0, NULL }, /* SettleOnOpenFlag */
+ { 967, -1, 0, NULL }, /* StrikeMultiplier */
+ { 968, -1, 0, NULL }, /* StrikeValue */
+ { 969, -1, 0, NULL }, /* MinPriceIncrement */
+ { 970, -1, 0, NULL }, /* PositionLimit */
+ { 971, -1, 0, NULL }, /* NTPositionLimit */
+ { 972, -1, 0, NULL }, /* UnderlyingAllocationPercent */
+ { 973, -1, 0, NULL }, /* UnderlyingCashAmount */
+ { 974, -1, 1 , UnderlyingCashType_val },
+ { 975, -1, 0 , UnderlyingSettlementType_val },
+ { 976, -1, 0, NULL }, /* QuantityDate */
+ { 977, -1, 0, NULL }, /* ContIntRptID */
+ { 978, -1, 0, NULL }, /* LateIndicator */
+ { 979, -1, 0, NULL }, /* InputSource */
+ { 980, -1, 2 , SecurityUpdateAction_val },
+ { 981, -1, 0, NULL }, /* NoExpiration */
+ { 982, -1, 0 , ExpirationQtyType_val },
+ { 983, -1, 0, NULL }, /* ExpQty */
+ { 984, -1, 0, NULL }, /* NoUnderlyingAmounts */
+ { 985, -1, 0, NULL }, /* UnderlyingPayAmount */
+ { 986, -1, 0, NULL }, /* UnderlyingCollectAmount */
+ { 987, -1, 0, NULL }, /* UnderlyingSettlementDate */
+ { 988, -1, 0, NULL }, /* UnderlyingSettlementStatus */
+ { 989, -1, 0, NULL }, /* SecondaryIndividualAllocID */
+ { 990, -1, 0, NULL }, /* LegReportID */
+ { 991, -1, 0, NULL }, /* RndPx */
+ { 992, -1, 0 , IndividualAllocType_val },
+ { 993, -1, 0, NULL }, /* AllocCustomerCapacity */
+ { 994, -1, 0, NULL }, /* TierCode */
+ { 996, -1, 1 , UnitOfMeasure_val },
+ { 997, -1, 1 , TimeUnit_val },
+ { 998, -1, 0, NULL }, /* UnderlyingUnitOfMeasure */
+ { 999, -1, 0, NULL }, /* LegUnitOfMeasure */
+ { 1000, -1, 0, NULL }, /* UnderlyingTimeUnit */
+ { 1001, -1, 0, NULL }, /* LegTimeUnit */
+ { 1002, -1, 0 , AllocMethod_val },
+ { 1003, -1, 0, NULL }, /* TradeID */
+ { 1005, -1, 0, NULL }, /* SideTradeReportID */
+ { 1006, -1, 0, NULL }, /* SideFillStationCd */
+ { 1007, -1, 0, NULL }, /* SideReasonCd */
+ { 1008, -1, 0, NULL }, /* SideTrdSubTyp */
+ { 1009, -1, 0, NULL }, /* SideLastQty */
+ { 1011, -1, 0, NULL }, /* MessageEventSource */
+ { 1012, -1, 0, NULL }, /* SideTrdRegTimestamp */
+ { 1013, -1, 0, NULL }, /* SideTrdRegTimestampType */
+ { 1014, -1, 0, NULL }, /* SideTrdRegTimestampSrc */
+ { 1015, -1, 2 , AsOfIndicator_val },
+ { 1016, -1, 0, NULL }, /* NoSideTrdRegTS */
+ { 1017, -1, 0, NULL }, /* LegOptionRatio */
+ { 1018, -1, 0, NULL }, /* NoInstrumentParties */
+ { 1019, -1, 0, NULL }, /* InstrumentPartyID */
+ { 1020, -1, 0, NULL }, /* TradeVolume */
+ { 1021, -1, 0 , MDBookType_val },
+ { 1022, -1, 0, NULL }, /* MDFeedType */
+ { 1023, -1, 0, NULL }, /* MDPriceLevel */
+ { 1024, -1, 0 , MDOriginType_val },
+ { 1025, -1, 0, NULL }, /* FirstPx */
+ { 1026, -1, 0, NULL }, /* MDEntrySpotRate */
+ { 1027, -1, 0, NULL }, /* MDEntryForwardPoints */
+ { 1028, -1, 0, NULL }, /* ManualOrderIndicator */
+ { 1029, -1, 0, NULL }, /* CustDirectedOrder */
+ { 1030, -1, 0, NULL }, /* ReceivedDeptID */
+ { 1031, -1, 2 , CustOrderHandlingInst_val },
+ { 1032, -1, 0 , OrderHandlingInstSource_val },
+ { 1033, -1, 1 , DeskType_val },
+ { 1034, -1, 0 , DeskTypeSource_val },
+ { 1035, -1, 2 , DeskOrderHandlingInst_val },
+ { 1036, -1, 2 , ExecAckStatus_val },
+ { 1037, -1, 0, NULL }, /* UnderlyingDeliveryAmount */
+ { 1038, -1, 0, NULL }, /* UnderlyingCapValue */
+ { 1039, -1, 0, NULL }, /* UnderlyingSettlMethod */
+ { 1040, -1, 0, NULL }, /* SecondaryTradeID */
+ { 1041, -1, 0, NULL }, /* FirmTradeID */
+ { 1042, -1, 0, NULL }, /* SecondaryFirmTradeID */
+ { 1043, -1, 0 , CollApplType_val },
+ { 1044, -1, 0, NULL }, /* UnderlyingAdjustedQuantity */
+ { 1045, -1, 0, NULL }, /* UnderlyingFXRate */
+ { 1046, -1, 2 , UnderlyingFXRateCalc_val },
+ { 1047, -1, 2 , AllocPositionEffect_val },
+ { 1048, -1, 2 , DealingCapacity_val },
+ { 1049, -1, 0, NULL }, /* InstrmtAssignmentMethod */
+ { 1050, -1, 0, NULL }, /* InstrumentPartyIDSource */
+ { 1051, -1, 0, NULL }, /* InstrumentPartyRole */
+ { 1052, -1, 0, NULL }, /* NoInstrumentPartySubIDs */
+ { 1053, -1, 0, NULL }, /* InstrumentPartySubID */
+ { 1054, -1, 0, NULL }, /* InstrumentPartySubIDType */
+ { 1055, -1, 0, NULL }, /* PositionCurrency */
+ { 1056, -1, 0, NULL }, /* CalculatedCcyLastQty */
+ { 1057, -1, 2 , AggressorIndicator_val },
+ { 1058, -1, 0, NULL }, /* NoUndlyInstrumentParties */
+ { 1059, -1, 0, NULL }, /* UnderlyingInstrumentPartyID */
+ { 1060, -1, 0, NULL }, /* UnderlyingInstrumentPartyIDSource */
+ { 1061, -1, 0, NULL }, /* UnderlyingInstrumentPartyRole */
+ { 1062, -1, 0, NULL }, /* NoUndlyInstrumentPartySubIDs */
+ { 1063, -1, 0, NULL }, /* UnderlyingInstrumentPartySubID */
+ { 1064, -1, 0, NULL }, /* UnderlyingInstrumentPartySubIDType */
+ { 1065, -1, 0, NULL }, /* BidSwapPoints */
+ { 1066, -1, 0, NULL }, /* OfferSwapPoints */
+ { 1067, -1, 0, NULL }, /* LegBidForwardPoints */
+ { 1068, -1, 0, NULL }, /* LegOfferForwardPoints */
+ { 1069, -1, 0, NULL }, /* SwapPoints */
+ { 1070, -1, 0 , MDQuoteType_val },
+ { 1071, -1, 0, NULL }, /* LastSwapPoints */
+ { 1072, -1, 0, NULL }, /* SideGrossTradeAmt */
+ { 1073, -1, 0, NULL }, /* LegLastForwardPoints */
+ { 1074, -1, 0, NULL }, /* LegCalculatedCcyLastQty */
+ { 1075, -1, 0, NULL }, /* LegGrossTradeAmt */
+ { 1079, -1, 0, NULL }, /* MaturityTime */
+ { 1080, -1, 0, NULL }, /* RefOrderID */
+ { 1081, -1, 2 , RefOrderIDSource_val },
+ { 1082, -1, 0, NULL }, /* SecondaryDisplayQty */
+ { 1083, -1, 2 , DisplayWhen_val },
+ { 1084, -1, 2 , DisplayMethod_val },
+ { 1085, -1, 0, NULL }, /* DisplayLowQty */
+ { 1086, -1, 0, NULL }, /* DisplayHighQty */
+ { 1087, -1, 0, NULL }, /* DisplayMinIncr */
+ { 1088, -1, 0, NULL }, /* RefreshQty */
+ { 1089, -1, 0, NULL }, /* MatchIncrement */
+ { 1090, -1, 0, NULL }, /* MaxPriceLevels */
+ { 1091, -1, 0, NULL }, /* PreTradeAnonymity */
+ { 1092, -1, 2 , PriceProtectionScope_val },
+ { 1093, -1, 2 , LotType_val },
+ { 1094, -1, 0 , PegPriceType_val },
+ { 1095, -1, 0, NULL }, /* PeggedRefPrice */
+ { 1096, -1, 0, NULL }, /* PegSecurityIDSource */
+ { 1097, -1, 0, NULL }, /* PegSecurityID */
+ { 1098, -1, 0, NULL }, /* PegSymbol */
+ { 1099, -1, 0, NULL }, /* PegSecurityDesc */
+ { 1100, -1, 2 , TriggerType_val },
+ { 1101, -1, 2 , TriggerAction_val },
+ { 1102, -1, 0, NULL }, /* TriggerPrice */
+ { 1103, -1, 0, NULL }, /* TriggerSymbol */
+ { 1104, -1, 0, NULL }, /* TriggerSecurityID */
+ { 1105, -1, 0, NULL }, /* TriggerSecurityIDSource */
+ { 1106, -1, 0, NULL }, /* TriggerSecurityDesc */
+ { 1107, -1, 2 , TriggerPriceType_val },
+ { 1108, -1, 2 , TriggerPriceTypeScope_val },
+ { 1109, -1, 2 , TriggerPriceDirection_val },
+ { 1110, -1, 0, NULL }, /* TriggerNewPrice */
+ { 1111, -1, 2 , TriggerOrderType_val },
+ { 1112, -1, 0, NULL }, /* TriggerNewQty */
+ { 1113, -1, 0, NULL }, /* TriggerTradingSessionID */
+ { 1114, -1, 0, NULL }, /* TriggerTradingSessionSubID */
+ { 1115, -1, 2 , OrderCategory_val },
+ { 1116, -1, 0, NULL }, /* NoRootPartyIDs */
+ { 1117, -1, 0, NULL }, /* RootPartyID */
+ { 1118, -1, 0, NULL }, /* RootPartyIDSource */
+ { 1119, -1, 0, NULL }, /* RootPartyRole */
+ { 1120, -1, 0, NULL }, /* NoRootPartySubIDs */
+ { 1121, -1, 0, NULL }, /* RootPartySubID */
+ { 1122, -1, 0, NULL }, /* RootPartySubIDType */
+ { 1123, -1, 2 , TradeHandlingInstr_val },
+ { 1124, -1, 0, NULL }, /* OrigTradeHandlingInstr */
+ { 1125, -1, 0, NULL }, /* OrigTradeDate */
+ { 1126, -1, 0, NULL }, /* OrigTradeID */
+ { 1127, -1, 0, NULL }, /* OrigSecondaryTradeID */
+ { 1128, -1, 1 , ApplVerID_val },
+ { 1129, -1, 0, NULL }, /* CstmApplVerID */
+ { 1130, -1, 0, NULL }, /* RefApplVerID */
+ { 1131, -1, 0, NULL }, /* RefCstmApplVerID */
+ { 1132, -1, 0, NULL }, /* TZTransactTime */
+ { 1133, -1, 2 , ExDestinationIDSource_val },
+ { 1134, -1, 0, NULL }, /* ReportedPxDiff */
+ { 1135, -1, 0, NULL }, /* RptSys */
+ { 1136, -1, 0, NULL }, /* AllocClearingFeeIndicator */
+ { 1137, -1, 0, NULL }, /* DefaultApplVerID */
+ { 1138, -1, 0, NULL }, /* DisplayQty */
+ { 1139, -1, 0, NULL }, /* ExchangeSpecialInstructions */
+ { 1140, -1, 0, NULL }, /* MaxTradeVol */
+ { 1141, -1, 0, NULL }, /* NoMDFeedTypes */
+ { 1142, -1, 0, NULL }, /* MatchAlgorithm */
+ { 1143, -1, 0, NULL }, /* MaxPriceVariation */
+ { 1144, -1, 0 , ImpliedMarketIndicator_val },
+ { 1145, -1, 0, NULL }, /* EventTime */
+ { 1146, -1, 0, NULL }, /* MinPriceIncrementAmount */
+ { 1147, -1, 0, NULL }, /* UnitOfMeasureQty */
+ { 1148, -1, 0, NULL }, /* LowLimitPrice */
+ { 1149, -1, 0, NULL }, /* HighLimitPrice */
+ { 1150, -1, 0, NULL }, /* TradingReferencePrice */
+ { 1151, -1, 0, NULL }, /* SecurityGroup */
+ { 1152, -1, 0, NULL }, /* LegNumber */
+ { 1153, -1, 0, NULL }, /* SettlementCycleNo */
+ { 1154, -1, 0, NULL }, /* SideCurrency */
+ { 1155, -1, 0, NULL }, /* SideSettlCurrency */
+ { 1156, -1, 0, NULL }, /* ApplExtID */
+ { 1157, -1, 0, NULL }, /* CcyAmt */
+ { 1158, -1, 0, NULL }, /* NoSettlDetails */
+ { 1159, -1, 0 , SettlObligMode_val },
+ { 1160, -1, 0, NULL }, /* SettlObligMsgID */
+ { 1161, -1, 0, NULL }, /* SettlObligID */
+ { 1162, -1, 2 , SettlObligTransType_val },
+ { 1163, -1, 0, NULL }, /* SettlObligRefID */
+ { 1164, -1, 2 , SettlObligSource_val },
+ { 1165, -1, 0, NULL }, /* NoSettlOblig */
+ { 1166, -1, 0, NULL }, /* QuoteMsgID */
+ { 1167, -1, 0 , QuoteEntryStatus_val },
+ { 1168, -1, 0, NULL }, /* TotNoCxldQuotes */
+ { 1169, -1, 0, NULL }, /* TotNoAccQuotes */
+ { 1170, -1, 0, NULL }, /* TotNoRejQuotes */
+ { 1171, -1, 0, NULL }, /* PrivateQuote */
+ { 1172, -1, 0 , RespondentType_val },
+ { 1173, -1, 0, NULL }, /* MDSubBookType */
+ { 1174, -1, 0 , SecurityTradingEvent_val },
+ { 1175, -1, 0, NULL }, /* NoStatsIndicators */
+ { 1176, -1, 0 , StatsType_val },
+ { 1177, -1, 0, NULL }, /* NoOfSecSizes */
+ { 1178, -1, 0 , MDSecSizeType_val },
+ { 1179, -1, 0, NULL }, /* MDSecSize */
+ { 1180, -1, 0, NULL }, /* ApplID */
+ { 1181, -1, 0, NULL }, /* ApplSeqNum */
+ { 1182, -1, 0, NULL }, /* ApplBegSeqNum */
+ { 1183, -1, 0, NULL }, /* ApplEndSeqNum */
+ { 1184, -1, 0, NULL }, /* SecurityXMLLen */
+ { 1185, -1, 0, NULL }, /* SecurityXML */
+ { 1186, -1, 0, NULL }, /* SecurityXMLSchema */
+ { 1187, -1, 0, NULL }, /* RefreshIndicator */
+ { 1188, -1, 0, NULL }, /* Volatility */
+ { 1189, -1, 0, NULL }, /* TimeToExpiration */
+ { 1190, -1, 0, NULL }, /* RiskFreeRate */
+ { 1191, -1, 0, NULL }, /* PriceUnitOfMeasure */
+ { 1192, -1, 0, NULL }, /* PriceUnitOfMeasureQty */
+ { 1193, -1, 2 , SettlMethod_val },
+ { 1194, -1, 0 , ExerciseStyle_val },
+ { 1195, -1, 0, NULL }, /* OptPayoutAmount */
+ { 1196, -1, 1 , PriceQuoteMethod_val },
+ { 1197, -1, 1 , ValuationMethod_val },
+ { 1198, -1, 0 , ListMethod_val },
+ { 1199, -1, 0, NULL }, /* CapPrice */
+ { 1200, -1, 0, NULL }, /* FloorPrice */
+ { 1201, -1, 0, NULL }, /* NoStrikeRules */
+ { 1202, -1, 0, NULL }, /* StartStrikePxRange */
+ { 1203, -1, 0, NULL }, /* EndStrikePxRange */
+ { 1204, -1, 0, NULL }, /* StrikeIncrement */
+ { 1205, -1, 0, NULL }, /* NoTickRules */
+ { 1206, -1, 0, NULL }, /* StartTickPriceRange */
+ { 1207, -1, 0, NULL }, /* EndTickPriceRange */
+ { 1208, -1, 0, NULL }, /* TickIncrement */
+ { 1209, -1, 0 , TickRuleType_val },
+ { 1210, -1, 0, NULL }, /* NestedInstrAttribType */
+ { 1211, -1, 0, NULL }, /* NestedInstrAttribValue */
+ { 1212, -1, 0, NULL }, /* LegMaturityTime */
+ { 1213, -1, 0, NULL }, /* UnderlyingMaturityTime */
+ { 1214, -1, 0, NULL }, /* DerivativeSymbol */
+ { 1215, -1, 0, NULL }, /* DerivativeSymbolSfx */
+ { 1216, -1, 0, NULL }, /* DerivativeSecurityID */
+ { 1217, -1, 0, NULL }, /* DerivativeSecurityIDSource */
+ { 1218, -1, 0, NULL }, /* NoDerivativeSecurityAltID */
+ { 1219, -1, 0, NULL }, /* DerivativeSecurityAltID */
+ { 1220, -1, 0, NULL }, /* DerivativeSecurityAltIDSource */
+ { 1221, -1, 0, NULL }, /* SecondaryLowLimitPrice */
+ { 1222, -1, 0, NULL }, /* MaturityRuleID */
+ { 1223, -1, 0, NULL }, /* StrikeRuleID */
+ { 1224, -1, 0, NULL }, /* LegUnitOfMeasureQty */
+ { 1225, -1, 0, NULL }, /* DerivativeOptPayAmount */
+ { 1226, -1, 0, NULL }, /* EndMaturityMonthYear */
+ { 1227, -1, 0, NULL }, /* ProductComplex */
+ { 1228, -1, 0, NULL }, /* DerivativeProductComplex */
+ { 1229, -1, 0, NULL }, /* MaturityMonthYearIncrement */
+ { 1230, -1, 0, NULL }, /* SecondaryHighLimitPrice */
+ { 1231, -1, 0, NULL }, /* MinLotSize */
+ { 1232, -1, 0, NULL }, /* NoExecInstRules */
+ { 1234, -1, 0, NULL }, /* NoLotTypeRules */
+ { 1235, -1, 0, NULL }, /* NoMatchRules */
+ { 1236, -1, 0, NULL }, /* NoMaturityRules */
+ { 1237, -1, 0, NULL }, /* NoOrdTypeRules */
+ { 1239, -1, 0, NULL }, /* NoTimeInForceRules */
+ { 1240, -1, 0, NULL }, /* SecondaryTradingReferencePrice */
+ { 1241, -1, 0, NULL }, /* StartMaturityMonthYear */
+ { 1242, -1, 0, NULL }, /* FlexProductEligibilityIndicator */
+ { 1243, -1, 0, NULL }, /* DerivFlexProductEligibilityIndicator */
+ { 1244, -1, 0, NULL }, /* FlexibleIndicator */
+ { 1245, -1, 0, NULL }, /* TradingCurrency */
+ { 1246, -1, 0, NULL }, /* DerivativeProduct */
+ { 1247, -1, 0, NULL }, /* DerivativeSecurityGroup */
+ { 1248, -1, 0, NULL }, /* DerivativeCFICode */
+ { 1249, -1, 0, NULL }, /* DerivativeSecurityType */
+ { 1250, -1, 0, NULL }, /* DerivativeSecuritySubType */
+ { 1251, -1, 0, NULL }, /* DerivativeMaturityMonthYear */
+ { 1252, -1, 0, NULL }, /* DerivativeMaturityDate */
+ { 1253, -1, 0, NULL }, /* DerivativeMaturityTime */
+ { 1254, -1, 0, NULL }, /* DerivativeSettleOnOpenFlag */
+ { 1255, -1, 0, NULL }, /* DerivativeInstrmtAssignmentMethod */
+ { 1256, -1, 0, NULL }, /* DerivativeSecurityStatus */
+ { 1257, -1, 0, NULL }, /* DerivativeInstrRegistry */
+ { 1258, -1, 0, NULL }, /* DerivativeCountryOfIssue */
+ { 1259, -1, 0, NULL }, /* DerivativeStateOrProvinceOfIssue */
+ { 1260, -1, 0, NULL }, /* DerivativeLocaleOfIssue */
+ { 1261, -1, 0, NULL }, /* DerivativeStrikePrice */
+ { 1262, -1, 0, NULL }, /* DerivativeStrikeCurrency */
+ { 1263, -1, 0, NULL }, /* DerivativeStrikeMultiplier */
+ { 1264, -1, 0, NULL }, /* DerivativeStrikeValue */
+ { 1265, -1, 0, NULL }, /* DerivativeOptAttribute */
+ { 1266, -1, 0, NULL }, /* DerivativeContractMultiplier */
+ { 1267, -1, 0, NULL }, /* DerivativeMinPriceIncrement */
+ { 1268, -1, 0, NULL }, /* DerivativeMinPriceIncrementAmount */
+ { 1269, -1, 0, NULL }, /* DerivativeUnitOfMeasure */
+ { 1270, -1, 0, NULL }, /* DerivativeUnitOfMeasureQty */
+ { 1271, -1, 0, NULL }, /* DerivativeTimeUnit */
+ { 1272, -1, 0, NULL }, /* DerivativeSecurityExchange */
+ { 1273, -1, 0, NULL }, /* DerivativePositionLimit */
+ { 1274, -1, 0, NULL }, /* DerivativeNTPositionLimit */
+ { 1275, -1, 0, NULL }, /* DerivativeIssuer */
+ { 1276, -1, 0, NULL }, /* DerivativeIssueDate */
+ { 1277, -1, 0, NULL }, /* DerivativeEncodedIssuerLen */
+ { 1278, -1, 0, NULL }, /* DerivativeEncodedIssuer */
+ { 1279, -1, 0, NULL }, /* DerivativeSecurityDesc */
+ { 1280, -1, 0, NULL }, /* DerivativeEncodedSecurityDescLen */
+ { 1281, -1, 0, NULL }, /* DerivativeEncodedSecurityDesc */
+ { 1282, -1, 0, NULL }, /* DerivativeSecurityXMLLen */
+ { 1283, -1, 0, NULL }, /* DerivativeSecurityXML */
+ { 1284, -1, 0, NULL }, /* DerivativeSecurityXMLSchema */
+ { 1285, -1, 0, NULL }, /* DerivativeContractSettlMonth */
+ { 1286, -1, 0, NULL }, /* NoDerivativeEvents */
+ { 1287, -1, 0, NULL }, /* DerivativeEventType */
+ { 1288, -1, 0, NULL }, /* DerivativeEventDate */
+ { 1289, -1, 0, NULL }, /* DerivativeEventTime */
+ { 1290, -1, 0, NULL }, /* DerivativeEventPx */
+ { 1291, -1, 0, NULL }, /* DerivativeEventText */
+ { 1292, -1, 0, NULL }, /* NoDerivativeInstrumentParties */
+ { 1293, -1, 0, NULL }, /* DerivativeInstrumentPartyID */
+ { 1294, -1, 0, NULL }, /* DerivativeInstrumentPartyIDSource */
+ { 1295, -1, 0, NULL }, /* DerivativeInstrumentPartyRole */
+ { 1296, -1, 0, NULL }, /* NoDerivativeInstrumentPartySubIDs */
+ { 1297, -1, 0, NULL }, /* DerivativeInstrumentPartySubID */
+ { 1298, -1, 0, NULL }, /* DerivativeInstrumentPartySubIDType */
+ { 1299, -1, 0, NULL }, /* DerivativeExerciseStyle */
+ { 1300, -1, 0, NULL }, /* MarketSegmentID */
+ { 1301, -1, 0, NULL }, /* MarketID */
+ { 1302, -1, 0 , MaturityMonthYearIncrementUnits_val },
+ { 1303, -1, 0 , MaturityMonthYearFormat_val },
+ { 1304, -1, 0, NULL }, /* StrikeExerciseStyle */
+ { 1305, -1, 0, NULL }, /* SecondaryPriceLimitType */
+ { 1306, -1, 0 , PriceLimitType_val },
+ { 1307, -1, 0 , DerivativeSecurityListRequestType_val },
+ { 1308, -1, 0, NULL }, /* ExecInstValue */
+ { 1309, -1, 0, NULL }, /* NoTradingSessionRules */
+ { 1310, -1, 0, NULL }, /* NoMarketSegments */
+ { 1311, -1, 0, NULL }, /* NoDerivativeInstrAttrib */
+ { 1312, -1, 0, NULL }, /* NoNestedInstrAttrib */
+ { 1313, -1, 0, NULL }, /* DerivativeInstrAttribType */
+ { 1314, -1, 0, NULL }, /* DerivativeInstrAttribValue */
+ { 1315, -1, 0, NULL }, /* DerivativePriceUnitOfMeasure */
+ { 1316, -1, 0, NULL }, /* DerivativePriceUnitOfMeasureQty */
+ { 1317, -1, 0, NULL }, /* DerivativeSettlMethod */
+ { 1318, -1, 0, NULL }, /* DerivativePriceQuoteMethod */
+ { 1319, -1, 0, NULL }, /* DerivativeValuationMethod */
+ { 1320, -1, 0, NULL }, /* DerivativeListMethod */
+ { 1321, -1, 0, NULL }, /* DerivativeCapPrice */
+ { 1322, -1, 0, NULL }, /* DerivativeFloorPrice */
+ { 1323, -1, 0, NULL }, /* DerivativePutOrCall */
+ { 1324, -1, 0, NULL }, /* ListUpdateAction */
+ { 1325, -1, 0, NULL }, /* ParentMktSegmID */
+ { 1326, -1, 0, NULL }, /* TradingSessionDesc */
+ { 1327, -1, 0, NULL }, /* TradSesUpdateAction */
+ { 1328, -1, 0, NULL }, /* RejectText */
+ { 1329, -1, 0, NULL }, /* FeeMultiplier */
+ { 1330, -1, 0, NULL }, /* UnderlyingLegSymbol */
+ { 1331, -1, 0, NULL }, /* UnderlyingLegSymbolSfx */
+ { 1332, -1, 0, NULL }, /* UnderlyingLegSecurityID */
+ { 1333, -1, 0, NULL }, /* UnderlyingLegSecurityIDSource */
+ { 1334, -1, 0, NULL }, /* NoUnderlyingLegSecurityAltID */
+ { 1335, -1, 0, NULL }, /* UnderlyingLegSecurityAltID */
+ { 1336, -1, 0, NULL }, /* UnderlyingLegSecurityAltIDSource */
+ { 1337, -1, 0, NULL }, /* UnderlyingLegSecurityType */
+ { 1338, -1, 0, NULL }, /* UnderlyingLegSecuritySubType */
+ { 1339, -1, 0, NULL }, /* UnderlyingLegMaturityMonthYear */
+ { 1340, -1, 0, NULL }, /* UnderlyingLegStrikePrice */
+ { 1341, -1, 0, NULL }, /* UnderlyingLegSecurityExchange */
+ { 1342, -1, 0, NULL }, /* NoOfLegUnderlyings */
+ { 1343, -1, 0, NULL }, /* UnderlyingLegPutOrCall */
+ { 1344, -1, 0, NULL }, /* UnderlyingLegCFICode */
+ { 1345, -1, 0, NULL }, /* UnderlyingLegMaturityDate */
+ { 1346, -1, 0, NULL }, /* ApplReqID */
+ { 1347, -1, 0 , ApplReqType_val },
+ { 1348, -1, 0 , ApplResponseType_val },
+ { 1349, -1, 0, NULL }, /* ApplTotalMessageCount */
+ { 1350, -1, 0, NULL }, /* ApplLastSeqNum */
+ { 1351, -1, 0, NULL }, /* NoApplIDs */
+ { 1352, -1, 0, NULL }, /* ApplResendFlag */
+ { 1353, -1, 0, NULL }, /* ApplResponseID */
+ { 1354, -1, 0 , ApplResponseError_val },
+ { 1355, -1, 0, NULL }, /* RefApplID */
+ { 1356, -1, 0, NULL }, /* ApplReportID */
+ { 1357, -1, 0, NULL }, /* RefApplLastSeqNum */
+ { 1358, -1, 0, NULL }, /* LegPutOrCall */
+ { 1359, -1, 0, NULL }, /* EncodedSymbolLen */
+ { 1360, -1, 0, NULL }, /* EncodedSymbol */
+ { 1361, -1, 0, NULL }, /* TotNoFills */
+ { 1362, -1, 0, NULL }, /* NoFills */
+ { 1363, -1, 0, NULL }, /* FillExecID */
+ { 1364, -1, 0, NULL }, /* FillPx */
+ { 1365, -1, 0, NULL }, /* FillQty */
+ { 1366, -1, 0, NULL }, /* LegAllocID */
+ { 1367, -1, 0, NULL }, /* LegAllocSettlCurrency */
+ { 1368, -1, 0 , TradSesEvent_val },
+ { 1369, -1, 0, NULL }, /* MassActionReportID */
+ { 1370, -1, 0, NULL }, /* NoNotAffectedOrders */
+ { 1371, -1, 0, NULL }, /* NotAffectedOrderID */
+ { 1372, -1, 0, NULL }, /* NotAffOrigClOrdID */
+ { 1373, -1, 0 , MassActionType_val },
+ { 1374, -1, 0 , MassActionScope_val },
+ { 1375, -1, 0 , MassActionResponse_val },
+ { 1376, -1, 0 , MassActionRejectReason_val },
+ { 1377, -1, 0 , MultilegModel_val },
+ { 1378, -1, 0 , MultilegPriceMethod_val },
+ { 1379, -1, 0, NULL }, /* LegVolatility */
+ { 1380, -1, 0, NULL }, /* DividendYield */
+ { 1381, -1, 0, NULL }, /* LegDividendYield */
+ { 1382, -1, 0, NULL }, /* CurrencyRatio */
+ { 1383, -1, 0, NULL }, /* LegCurrencyRatio */
+ { 1384, -1, 0, NULL }, /* LegExecInst */
+ { 1385, -1, 0 , ContingencyType_val },
+ { 1386, -1, 0 , ListRejectReason_val },
+ { 1387, -1, 0, NULL }, /* NoTrdRepIndicators */
+ { 1388, -1, 0, NULL }, /* TrdRepPartyRole */
+ { 1389, -1, 0, NULL }, /* TrdRepIndicator */
+ { 1390, -1, 0 , TradePublishIndicator_val },
+ { 1391, -1, 0, NULL }, /* UnderlyingLegOptAttribute */
+ { 1392, -1, 0, NULL }, /* UnderlyingLegSecurityDesc */
+ { 1393, -1, 0, NULL }, /* MarketReqID */
+ { 1394, -1, 0, NULL }, /* MarketReportID */
+ { 1395, -1, 2 , MarketUpdateAction_val },
+ { 1396, -1, 0, NULL }, /* MarketSegmentDesc */
+ { 1397, -1, 0, NULL }, /* EncodedMktSegmDescLen */
+ { 1398, -1, 0, NULL }, /* EncodedMktSegmDesc */
+ { 1399, -1, 0, NULL }, /* ApplNewSeqNum */
+ { 1400, -1, 0, NULL }, /* EncryptedPasswordMethod */
+ { 1401, -1, 0, NULL }, /* EncryptedPasswordLen */
+ { 1402, -1, 0, NULL }, /* EncryptedPassword */
+ { 1403, -1, 0, NULL }, /* EncryptedNewPasswordLen */
+ { 1404, -1, 0, NULL }, /* EncryptedNewPassword */
+ { 1405, -1, 0, NULL }, /* UnderlyingLegMaturityTime */
+ { 1406, -1, 0, NULL }, /* RefApplExtID */
+ { 1407, -1, 0, NULL }, /* DefaultApplExtID */
+ { 1408, -1, 0, NULL }, /* DefaultCstmApplVerID */
+ { 1409, -1, 0 , SessionStatus_val },
+ { 1410, -1, 0, NULL }, /* DefaultVerIndicator */
+ { 1411, -1, 0, NULL }, /* Nested4PartySubIDType */
+ { 1412, -1, 0, NULL }, /* Nested4PartySubID */
+ { 1413, -1, 0, NULL }, /* NoNested4PartySubIDs */
+ { 1414, -1, 0, NULL }, /* NoNested4PartyIDs */
+ { 1415, -1, 0, NULL }, /* Nested4PartyID */
+ { 1416, -1, 0, NULL }, /* Nested4PartyIDSource */
+ { 1417, -1, 0, NULL }, /* Nested4PartyRole */
+ { 1418, -1, 0, NULL }, /* LegLastQty */
+ { 1419, -1, 0, NULL }, /* UnderlyingExerciseStyle */
+ { 1420, -1, 0, NULL }, /* LegExerciseStyle */
+ { 1421, -1, 0, NULL }, /* LegPriceUnitOfMeasure */
+ { 1422, -1, 0, NULL }, /* LegPriceUnitOfMeasureQty */
+ { 1423, -1, 0, NULL }, /* UnderlyingUnitOfMeasureQty */
+ { 1424, -1, 0, NULL }, /* UnderlyingPriceUnitOfMeasure */
+ { 1425, -1, 0, NULL }, /* UnderlyingPriceUnitOfMeasureQty */
+ { 1426, -1, 0 , ApplReportType_val },
+ { 1427, -1, 0, NULL }, /* SideExecID */
+ { 1428, -1, 0, NULL }, /* OrderDelay */
+ { 1429, -1, 0 , OrderDelayUnit_val },
+ { 1430, -1, 2 , VenueType_val },
+ { 1431, -1, 0 , RefOrdIDReason_val },
+ { 1432, -1, 0 , OrigCustOrderCapacity_val },
+ { 1433, -1, 0, NULL }, /* RefApplReqID */
+ { 1434, -1, 0 , ModelType_val },
+ { 1435, -1, 0 , ContractMultiplierUnit_val },
+ { 1436, -1, 0, NULL }, /* LegContractMultiplierUnit */
+ { 1437, -1, 0, NULL }, /* UnderlyingContractMultiplierUnit */
+ { 1438, -1, 0, NULL }, /* DerivativeContractMultiplierUnit */
+ { 1439, -1, 0 , FlowScheduleType_val },
+ { 1440, -1, 0, NULL }, /* LegFlowScheduleType */
+ { 1441, -1, 0, NULL }, /* UnderlyingFlowScheduleType */
+ { 1442, -1, 0, NULL }, /* DerivativeFlowScheduleType */
+ { 1443, -1, 0, NULL }, /* FillLiquidityInd */
+ { 1444, -1, 0, NULL }, /* SideLiquidityInd */
+ { 1445, -1, 0, NULL }, /* NoRateSources */
+ { 1446, -1, 0 , RateSource_val },
+ { 1447, -1, 0 , RateSourceType_val },
+ { 1448, -1, 0, NULL }, /* ReferencePage */
+ { 1449, -1, 1 , RestructuringType_val },
+ { 1450, -1, 1 , Seniority_val },
+ { 1451, -1, 0, NULL }, /* NotionalPercentageOutstanding */
+ { 1452, -1, 0, NULL }, /* OriginalNotionalPercentageOutstanding */
+ { 1453, -1, 0, NULL }, /* UnderlyingRestructuringType */
+ { 1454, -1, 0, NULL }, /* UnderlyingSeniority */
+ { 1455, -1, 0, NULL }, /* UnderlyingNotionalPercentageOutstanding */
+ { 1456, -1, 0, NULL }, /* UnderlyingOriginalNotionalPercentageOutstanding */
+ { 1457, -1, 0, NULL }, /* AttachmentPoint */
+ { 1458, -1, 0, NULL }, /* DetachmentPoint */
+ { 1459, -1, 0, NULL }, /* UnderlyingAttachmentPoint */
+ { 1460, -1, 0, NULL }, /* UnderlyingDetachmentPoint */
+ { 1461, -1, 0, NULL }, /* NoTargetPartyIDs */
+ { 1462, -1, 0, NULL }, /* TargetPartyID */
+ { 1463, -1, 0, NULL }, /* TargetPartyIDSource */
+ { 1464, -1, 0, NULL }, /* TargetPartyRole */
+ { 1465, -1, 0, NULL }, /* SecurityListID */
+ { 1466, -1, 0, NULL }, /* SecurityListRefID */
+ { 1467, -1, 0, NULL }, /* SecurityListDesc */
+ { 1468, -1, 0, NULL }, /* EncodedSecurityListDescLen */
+ { 1469, -1, 0, NULL }, /* EncodedSecurityListDesc */
+ { 1470, -1, 0 , SecurityListType_val },
+ { 1471, -1, 0 , SecurityListTypeSource_val },
+ { 1472, -1, 0, NULL }, /* NewsID */
+ { 1473, -1, 0 , NewsCategory_val },
+ { 1474, -1, 0, NULL }, /* LanguageCode */
+ { 1475, -1, 0, NULL }, /* NoNewsRefIDs */
+ { 1476, -1, 0, NULL }, /* NewsRefID */
+ { 1477, -1, 0 , NewsRefType_val },
+ { 1478, -1, 0 , StrikePriceDeterminationMethod_val },
+ { 1479, -1, 0 , StrikePriceBoundaryMethod_val },
+ { 1480, -1, 0, NULL }, /* StrikePriceBoundaryPrecision */
+ { 1481, -1, 0 , UnderlyingPriceDeterminationMethod_val },
+ { 1482, -1, 0 , OptPayoutType_val },
+ { 1483, -1, 0, NULL }, /* NoComplexEvents */
+ { 1484, -1, 0 , ComplexEventType_val },
+ { 1485, -1, 0, NULL }, /* ComplexOptPayoutAmount */
+ { 1486, -1, 0, NULL }, /* ComplexEventPrice */
+ { 1487, -1, 0 , ComplexEventPriceBoundaryMethod_val },
+ { 1488, -1, 0, NULL }, /* ComplexEventPriceBoundaryPrecision */
+ { 1489, -1, 0 , ComplexEventPriceTimeType_val },
+ { 1490, -1, 0 , ComplexEventCondition_val },
+ { 1491, -1, 0, NULL }, /* NoComplexEventDates */
+ { 1492, -1, 0, NULL }, /* ComplexEventStartDate */
+ { 1493, -1, 0, NULL }, /* ComplexEventEndDate */
+ { 1494, -1, 0, NULL }, /* NoComplexEventTimes */
+ { 1495, -1, 0, NULL }, /* ComplexEventStartTime */
+ { 1496, -1, 0, NULL }, /* ComplexEventEndTime */
+ { 1497, -1, 0, NULL }, /* StreamAsgnReqID */
+ { 1498, -1, 0 , StreamAsgnReqType_val },
+ { 1499, -1, 0, NULL }, /* NoAsgnReqs */
+ { 1500, -1, 0, NULL }, /* MDStreamID */
+ { 1501, -1, 0, NULL }, /* StreamAsgnRptID */
+ { 1502, -1, 0 , StreamAsgnRejReason_val },
+ { 1503, -1, 0 , StreamAsgnAckType_val },
+ { 1504, -1, 0, NULL }, /* RelSymTransactTime */
+ { 1505, -1, 0, NULL }, /* PartyDetailsListRequestID */
+ { 1506, -1, 0, NULL }, /* NoPartyListResponseTypes */
+ { 1507, -1, 0 , PartyListResponseType_val },
+ { 1508, -1, 0, NULL }, /* NoRequestedPartyRoles */
+ { 1509, -1, 0, NULL }, /* RequestedPartyRole */
+ { 1510, -1, 0, NULL }, /* PartyDetailsListReportID */
+ { 1511, -1, 0 , PartyDetailsRequestResult_val },
+ { 1512, -1, 0, NULL }, /* TotNoPartyList */
+ { 1513, -1, 0, NULL }, /* NoPartyList */
+ { 1514, -1, 0, NULL }, /* NoPartyRelationships */
+ { 1515, -1, 0 , PartyRelationship_val },
+ { 1516, -1, 0, NULL }, /* NoPartyAltIDs */
+ { 1517, -1, 0, NULL }, /* PartyAltID */
+ { 1518, -1, 0, NULL }, /* PartyAltIDSource */
+ { 1519, -1, 0, NULL }, /* NoPartyAltSubIDs */
+ { 1520, -1, 0, NULL }, /* PartyAltSubID */
+ { 1521, -1, 0, NULL }, /* PartyAltSubIDType */
+ { 1522, -1, 0, NULL }, /* NoContextPartyIDs */
+ { 1523, -1, 0, NULL }, /* ContextPartyID */
+ { 1524, -1, 0, NULL }, /* ContextPartyIDSource */
+ { 1525, -1, 0, NULL }, /* ContextPartyRole */
+ { 1526, -1, 0, NULL }, /* NoContextPartySubIDs */
+ { 1527, -1, 0, NULL }, /* ContextPartySubID */
+ { 1528, -1, 0, NULL }, /* ContextPartySubIDType */
+ { 1529, -1, 0, NULL }, /* NoRiskLimits */
+ { 1530, -1, 0 , RiskLimitType_val },
+ { 1531, -1, 0, NULL }, /* RiskLimitAmount */
+ { 1532, -1, 0, NULL }, /* RiskLimitCurrency */
+ { 1533, -1, 0, NULL }, /* RiskLimitPlatform */
+ { 1534, -1, 0, NULL }, /* NoRiskInstruments */
+ { 1535, -1, 0 , RiskInstrumentOperator_val },
+ { 1536, -1, 0, NULL }, /* RiskSymbol */
+ { 1537, -1, 0, NULL }, /* RiskSymbolSfx */
+ { 1538, -1, 0, NULL }, /* RiskSecurityID */
+ { 1539, -1, 0, NULL }, /* RiskSecurityIDSource */
+ { 1540, -1, 0, NULL }, /* NoRiskSecurityAltID */
+ { 1541, -1, 0, NULL }, /* RiskSecurityAltID */
+ { 1542, -1, 0, NULL }, /* RiskSecurityAltIDSource */
+ { 1543, -1, 0, NULL }, /* RiskProduct */
+ { 1544, -1, 0, NULL }, /* RiskProductComplex */
+ { 1545, -1, 0, NULL }, /* RiskSecurityGroup */
+ { 1546, -1, 0, NULL }, /* RiskCFICode */
+ { 1547, -1, 0, NULL }, /* RiskSecurityType */
+ { 1548, -1, 0, NULL }, /* RiskSecuritySubType */
+ { 1549, -1, 0, NULL }, /* RiskMaturityMonthYear */
+ { 1550, -1, 0, NULL }, /* RiskMaturityTime */
+ { 1551, -1, 0, NULL }, /* RiskRestructuringType */
+ { 1552, -1, 0, NULL }, /* RiskSeniority */
+ { 1553, -1, 0, NULL }, /* RiskPutOrCall */
+ { 1554, -1, 0, NULL }, /* RiskFlexibleIndicator */
+ { 1555, -1, 0, NULL }, /* RiskCouponRate */
+ { 1556, -1, 0, NULL }, /* RiskSecurityDesc */
+ { 1557, -1, 0, NULL }, /* RiskInstrumentSettlType */
+ { 1558, -1, 0, NULL }, /* RiskInstrumentMultiplier */
+ { 1559, -1, 0, NULL }, /* NoRiskWarningLevels */
+ { 1560, -1, 0, NULL }, /* RiskWarningLevelPercent */
+ { 1561, -1, 0, NULL }, /* RiskWarningLevelName */
+ { 1562, -1, 0, NULL }, /* NoRelatedPartyIDs */
+ { 1563, -1, 0, NULL }, /* RelatedPartyID */
+ { 1564, -1, 0, NULL }, /* RelatedPartyIDSource */
+ { 1565, -1, 0, NULL }, /* RelatedPartyRole */
+ { 1566, -1, 0, NULL }, /* NoRelatedPartySubIDs */
+ { 1567, -1, 0, NULL }, /* RelatedPartySubID */
+ { 1568, -1, 0, NULL }, /* RelatedPartySubIDType */
+ { 1569, -1, 0, NULL }, /* NoRelatedPartyAltIDs */
+ { 1570, -1, 0, NULL }, /* RelatedPartyAltID */
+ { 1571, -1, 0, NULL }, /* RelatedPartyAltIDSource */
+ { 1572, -1, 0, NULL }, /* NoRelatedPartyAltSubIDs */
+ { 1573, -1, 0, NULL }, /* RelatedPartyAltSubID */
+ { 1574, -1, 0, NULL }, /* RelatedPartyAltSubIDType */
+ { 1575, -1, 0, NULL }, /* NoRelatedContextPartyIDs */
+ { 1576, -1, 0, NULL }, /* RelatedContextPartyID */
+ { 1577, -1, 0, NULL }, /* RelatedContextPartyIDSource */
+ { 1578, -1, 0, NULL }, /* RelatedContextPartyRole */
+ { 1579, -1, 0, NULL }, /* NoRelatedContextPartySubIDs */
+ { 1580, -1, 0, NULL }, /* RelatedContextPartySubID */
+ { 1581, -1, 0, NULL }, /* RelatedContextPartySubIDType */
+ { 1582, -1, 0, NULL }, /* NoRelationshipRiskLimits */
+ { 1583, -1, 0, NULL }, /* RelationshipRiskLimitType */
+ { 1584, -1, 0, NULL }, /* RelationshipRiskLimitAmount */
+ { 1585, -1, 0, NULL }, /* RelationshipRiskLimitCurrency */
+ { 1586, -1, 0, NULL }, /* RelationshipRiskLimitPlatform */
+ { 1587, -1, 0, NULL }, /* NoRelationshipRiskInstruments */
+ { 1588, -1, 0, NULL }, /* RelationshipRiskInstrumentOperator */
+ { 1589, -1, 0, NULL }, /* RelationshipRiskSymbol */
+ { 1590, -1, 0, NULL }, /* RelationshipRiskSymbolSfx */
+ { 1591, -1, 0, NULL }, /* RelationshipRiskSecurityID */
+ { 1592, -1, 0, NULL }, /* RelationshipRiskSecurityIDSource */
+ { 1593, -1, 0, NULL }, /* NoRelationshipRiskSecurityAltID */
+ { 1594, -1, 0, NULL }, /* RelationshipRiskSecurityAltID */
+ { 1595, -1, 0, NULL }, /* RelationshipRiskSecurityAltIDSource */
+ { 1596, -1, 0, NULL }, /* RelationshipRiskProduct */
+ { 1597, -1, 0, NULL }, /* RelationshipRiskProductComplex */
+ { 1598, -1, 0, NULL }, /* RelationshipRiskSecurityGroup */
+ { 1599, -1, 0, NULL }, /* RelationshipRiskCFICode */
+ { 1600, -1, 0, NULL }, /* RelationshipRiskSecurityType */
+ { 1601, -1, 0, NULL }, /* RelationshipRiskSecuritySubType */
+ { 1602, -1, 0, NULL }, /* RelationshipRiskMaturityMonthYear */
+ { 1603, -1, 0, NULL }, /* RelationshipRiskMaturityTime */
+ { 1604, -1, 0, NULL }, /* RelationshipRiskRestructuringType */
+ { 1605, -1, 0, NULL }, /* RelationshipRiskSeniority */
+ { 1606, -1, 0, NULL }, /* RelationshipRiskPutOrCall */
+ { 1607, -1, 0, NULL }, /* RelationshipRiskFlexibleIndicator */
+ { 1608, -1, 0, NULL }, /* RelationshipRiskCouponRate */
+ { 1609, -1, 0, NULL }, /* RelationshipRiskSecurityExchange */
+ { 1610, -1, 0, NULL }, /* RelationshipRiskSecurityDesc */
+ { 1611, -1, 0, NULL }, /* RelationshipRiskInstrumentSettlType */
+ { 1612, -1, 0, NULL }, /* RelationshipRiskInstrumentMultiplier */
+ { 1613, -1, 0, NULL }, /* NoRelationshipRiskWarningLevels */
+ { 1614, -1, 0, NULL }, /* RelationshipRiskWarningLevelPercent */
+ { 1615, -1, 0, NULL }, /* RelationshipRiskWarningLevelName */
+ { 1616, -1, 0, NULL }, /* RiskSecurityExchange */
+ { 1617, -1, 0 , StreamAsgnType_val },
+ { 1618, -1, 0, NULL }, /* RelationshipRiskEncodedSecurityDescLen */
+ { 1619, -1, 0, NULL }, /* RelationshipRiskEncodedSecurityDesc */
+ { 1620, -1, 0, NULL }, /* RiskEncodedSecurityDescLen */
+ { 1621, -1, 0, NULL }, /* RiskEncodedSecurityDesc */
+ };
+
+ static hf_register_info hf_FIX[] = {
+
+ { &fix_fields[0].hf_id,
{ "Account (1)", "fix.Account",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[1].hf_id,
+ },
+ { &fix_fields[1].hf_id,
{ "AdvId (2)", "fix.AdvId",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[2].hf_id,
+ },
+ { &fix_fields[2].hf_id,
{ "AdvRefID (3)", "fix.AdvRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[3].hf_id,
+ },
+ { &fix_fields[3].hf_id,
{ "AdvSide (4)", "fix.AdvSide",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[4].hf_id,
+ },
+ { &fix_fields[4].hf_id,
{ "AdvTransType (5)", "fix.AdvTransType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[5].hf_id,
+ },
+ { &fix_fields[5].hf_id,
{ "AvgPx (6)", "fix.AvgPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[6].hf_id,
+ },
+ { &fix_fields[6].hf_id,
{ "BeginSeqNo (7)", "fix.BeginSeqNo",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[7].hf_id,
+ },
+ { &fix_fields[7].hf_id,
{ "BeginString (8)", "fix.BeginString",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[8].hf_id,
+ },
+ { &fix_fields[8].hf_id,
{ "BodyLength (9)", "fix.BodyLength",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[9].hf_id,
+ },
+ { &fix_fields[9].hf_id,
{ "CheckSum (10)", "fix.CheckSum",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[10].hf_id,
+ },
+ { &fix_fields[10].hf_id,
{ "ClOrdID (11)", "fix.ClOrdID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[11].hf_id,
+ },
+ { &fix_fields[11].hf_id,
{ "Commission (12)", "fix.Commission",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[12].hf_id,
+ },
+ { &fix_fields[12].hf_id,
{ "CommType (13)", "fix.CommType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[13].hf_id,
+ },
+ { &fix_fields[13].hf_id,
{ "CumQty (14)", "fix.CumQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[14].hf_id,
+ },
+ { &fix_fields[14].hf_id,
{ "Currency (15)", "fix.Currency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[15].hf_id,
+ },
+ { &fix_fields[15].hf_id,
{ "EndSeqNo (16)", "fix.EndSeqNo",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[16].hf_id,
+ },
+ { &fix_fields[16].hf_id,
{ "ExecID (17)", "fix.ExecID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[17].hf_id,
+ },
+ { &fix_fields[17].hf_id,
{ "ExecInst (18)", "fix.ExecInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[18].hf_id,
+ },
+ { &fix_fields[18].hf_id,
{ "ExecRefID (19)", "fix.ExecRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[19].hf_id,
+ },
+ { &fix_fields[19].hf_id,
{ "ExecTransType (20)", "fix.ExecTransType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[20].hf_id,
+ },
+ { &fix_fields[20].hf_id,
{ "HandlInst (21)", "fix.HandlInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[21].hf_id,
+ },
+ { &fix_fields[21].hf_id,
{ "SecurityIDSource (22)", "fix.SecurityIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[22].hf_id,
- { "IOIid (23)", "fix.IOIid",
+ },
+ { &fix_fields[22].hf_id,
+ { "IOIID (23)", "fix.IOIID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[23].hf_id,
+ },
+ { &fix_fields[23].hf_id,
{ "IOIOthSvc (24)", "fix.IOIOthSvc",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[24].hf_id,
+ },
+ { &fix_fields[24].hf_id,
{ "IOIQltyInd (25)", "fix.IOIQltyInd",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[25].hf_id,
+ },
+ { &fix_fields[25].hf_id,
{ "IOIRefID (26)", "fix.IOIRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[26].hf_id,
+ },
+ { &fix_fields[26].hf_id,
{ "IOIQty (27)", "fix.IOIQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[27].hf_id,
+ },
+ { &fix_fields[27].hf_id,
{ "IOITransType (28)", "fix.IOITransType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[28].hf_id,
+ },
+ { &fix_fields[28].hf_id,
{ "LastCapacity (29)", "fix.LastCapacity",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[29].hf_id,
+ },
+ { &fix_fields[29].hf_id,
{ "LastMkt (30)", "fix.LastMkt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[30].hf_id,
+ },
+ { &fix_fields[30].hf_id,
{ "LastPx (31)", "fix.LastPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[31].hf_id,
+ },
+ { &fix_fields[31].hf_id,
{ "LastQty (32)", "fix.LastQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[32].hf_id,
- { "LinesOfText (33)", "fix.LinesOfText",
+ },
+ { &fix_fields[32].hf_id,
+ { "NoLinesOfText (33)", "fix.NoLinesOfText",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[33].hf_id,
+ },
+ { &fix_fields[33].hf_id,
{ "MsgSeqNum (34)", "fix.MsgSeqNum",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[34].hf_id,
+ },
+ { &fix_fields[34].hf_id,
{ "MsgType (35)", "fix.MsgType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[35].hf_id,
+ },
+ { &fix_fields[35].hf_id,
{ "NewSeqNo (36)", "fix.NewSeqNo",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[36].hf_id,
+ },
+ { &fix_fields[36].hf_id,
{ "OrderID (37)", "fix.OrderID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[37].hf_id,
+ },
+ { &fix_fields[37].hf_id,
{ "OrderQty (38)", "fix.OrderQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[38].hf_id,
+ },
+ { &fix_fields[38].hf_id,
{ "OrdStatus (39)", "fix.OrdStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[39].hf_id,
+ },
+ { &fix_fields[39].hf_id,
{ "OrdType (40)", "fix.OrdType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[40].hf_id,
+ },
+ { &fix_fields[40].hf_id,
{ "OrigClOrdID (41)", "fix.OrigClOrdID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[41].hf_id,
+ },
+ { &fix_fields[41].hf_id,
{ "OrigTime (42)", "fix.OrigTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[42].hf_id,
+ },
+ { &fix_fields[42].hf_id,
{ "PossDupFlag (43)", "fix.PossDupFlag",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[43].hf_id,
+ },
+ { &fix_fields[43].hf_id,
{ "Price (44)", "fix.Price",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[44].hf_id,
+ },
+ { &fix_fields[44].hf_id,
{ "RefSeqNum (45)", "fix.RefSeqNum",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[45].hf_id,
+ },
+ { &fix_fields[45].hf_id,
{ "RelatdSym (46)", "fix.RelatdSym",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[46].hf_id,
+ },
+ { &fix_fields[46].hf_id,
{ "Rule80A (47)", "fix.Rule80A",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[47].hf_id,
+ },
+ { &fix_fields[47].hf_id,
{ "SecurityID (48)", "fix.SecurityID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[48].hf_id,
+ },
+ { &fix_fields[48].hf_id,
{ "SenderCompID (49)", "fix.SenderCompID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[49].hf_id,
+ },
+ { &fix_fields[49].hf_id,
{ "SenderSubID (50)", "fix.SenderSubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[50].hf_id,
+ },
+ { &fix_fields[50].hf_id,
{ "SendingDate (51)", "fix.SendingDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[51].hf_id,
+ },
+ { &fix_fields[51].hf_id,
{ "SendingTime (52)", "fix.SendingTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[52].hf_id,
+ },
+ { &fix_fields[52].hf_id,
{ "Quantity (53)", "fix.Quantity",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[53].hf_id,
+ },
+ { &fix_fields[53].hf_id,
{ "Side (54)", "fix.Side",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[54].hf_id,
+ },
+ { &fix_fields[54].hf_id,
{ "Symbol (55)", "fix.Symbol",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[55].hf_id,
+ },
+ { &fix_fields[55].hf_id,
{ "TargetCompID (56)", "fix.TargetCompID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[56].hf_id,
+ },
+ { &fix_fields[56].hf_id,
{ "TargetSubID (57)", "fix.TargetSubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[57].hf_id,
+ },
+ { &fix_fields[57].hf_id,
{ "Text (58)", "fix.Text",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[58].hf_id,
+ },
+ { &fix_fields[58].hf_id,
{ "TimeInForce (59)", "fix.TimeInForce",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[59].hf_id,
+ },
+ { &fix_fields[59].hf_id,
{ "TransactTime (60)", "fix.TransactTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[60].hf_id,
+ },
+ { &fix_fields[60].hf_id,
{ "Urgency (61)", "fix.Urgency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[61].hf_id,
+ },
+ { &fix_fields[61].hf_id,
{ "ValidUntilTime (62)", "fix.ValidUntilTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[62].hf_id,
+ },
+ { &fix_fields[62].hf_id,
{ "SettlType (63)", "fix.SettlType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[63].hf_id,
+ },
+ { &fix_fields[63].hf_id,
{ "SettlDate (64)", "fix.SettlDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[64].hf_id,
+ },
+ { &fix_fields[64].hf_id,
{ "SymbolSfx (65)", "fix.SymbolSfx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[65].hf_id,
+ },
+ { &fix_fields[65].hf_id,
{ "ListID (66)", "fix.ListID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[66].hf_id,
+ },
+ { &fix_fields[66].hf_id,
{ "ListSeqNo (67)", "fix.ListSeqNo",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[67].hf_id,
+ },
+ { &fix_fields[67].hf_id,
{ "TotNoOrders (68)", "fix.TotNoOrders",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[68].hf_id,
+ },
+ { &fix_fields[68].hf_id,
{ "ListExecInst (69)", "fix.ListExecInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[69].hf_id,
+ },
+ { &fix_fields[69].hf_id,
{ "AllocID (70)", "fix.AllocID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[70].hf_id,
+ },
+ { &fix_fields[70].hf_id,
{ "AllocTransType (71)", "fix.AllocTransType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[71].hf_id,
+ },
+ { &fix_fields[71].hf_id,
{ "RefAllocID (72)", "fix.RefAllocID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[72].hf_id,
+ },
+ { &fix_fields[72].hf_id,
{ "NoOrders (73)", "fix.NoOrders",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[73].hf_id,
+ },
+ { &fix_fields[73].hf_id,
{ "AvgPxPrecision (74)", "fix.AvgPxPrecision",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[74].hf_id,
+ },
+ { &fix_fields[74].hf_id,
{ "TradeDate (75)", "fix.TradeDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[75].hf_id,
+ },
+ { &fix_fields[75].hf_id,
{ "ExecBroker (76)", "fix.ExecBroker",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[76].hf_id,
+ },
+ { &fix_fields[76].hf_id,
{ "PositionEffect (77)", "fix.PositionEffect",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[77].hf_id,
+ },
+ { &fix_fields[77].hf_id,
{ "NoAllocs (78)", "fix.NoAllocs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[78].hf_id,
+ },
+ { &fix_fields[78].hf_id,
{ "AllocAccount (79)", "fix.AllocAccount",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[79].hf_id,
+ },
+ { &fix_fields[79].hf_id,
{ "AllocQty (80)", "fix.AllocQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[80].hf_id,
+ },
+ { &fix_fields[80].hf_id,
{ "ProcessCode (81)", "fix.ProcessCode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[81].hf_id,
+ },
+ { &fix_fields[81].hf_id,
{ "NoRpts (82)", "fix.NoRpts",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[82].hf_id,
+ },
+ { &fix_fields[82].hf_id,
{ "RptSeq (83)", "fix.RptSeq",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[83].hf_id,
+ },
+ { &fix_fields[83].hf_id,
{ "CxlQty (84)", "fix.CxlQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[84].hf_id,
+ },
+ { &fix_fields[84].hf_id,
{ "NoDlvyInst (85)", "fix.NoDlvyInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[85].hf_id,
+ },
+ { &fix_fields[85].hf_id,
{ "DlvyInst (86)", "fix.DlvyInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[86].hf_id,
+ },
+ { &fix_fields[86].hf_id,
{ "AllocStatus (87)", "fix.AllocStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[87].hf_id,
+ },
+ { &fix_fields[87].hf_id,
{ "AllocRejCode (88)", "fix.AllocRejCode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[88].hf_id,
+ },
+ { &fix_fields[88].hf_id,
{ "Signature (89)", "fix.Signature",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[89].hf_id,
+ },
+ { &fix_fields[89].hf_id,
{ "SecureDataLen (90)", "fix.SecureDataLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[90].hf_id,
+ },
+ { &fix_fields[90].hf_id,
{ "SecureData (91)", "fix.SecureData",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[91].hf_id,
+ },
+ { &fix_fields[91].hf_id,
{ "BrokerOfCredit (92)", "fix.BrokerOfCredit",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[92].hf_id,
+ },
+ { &fix_fields[92].hf_id,
{ "SignatureLength (93)", "fix.SignatureLength",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[93].hf_id,
+ },
+ { &fix_fields[93].hf_id,
{ "EmailType (94)", "fix.EmailType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[94].hf_id,
+ },
+ { &fix_fields[94].hf_id,
{ "RawDataLength (95)", "fix.RawDataLength",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[95].hf_id,
+ },
+ { &fix_fields[95].hf_id,
{ "RawData (96)", "fix.RawData",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[96].hf_id,
+ },
+ { &fix_fields[96].hf_id,
{ "PossResend (97)", "fix.PossResend",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[97].hf_id,
+ },
+ { &fix_fields[97].hf_id,
{ "EncryptMethod (98)", "fix.EncryptMethod",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[98].hf_id,
+ },
+ { &fix_fields[98].hf_id,
{ "StopPx (99)", "fix.StopPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[99].hf_id,
+ },
+ { &fix_fields[99].hf_id,
{ "ExDestination (100)", "fix.ExDestination",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[100].hf_id,
+ },
+ { &fix_fields[100].hf_id,
{ "CxlRejReason (102)", "fix.CxlRejReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[101].hf_id,
+ },
+ { &fix_fields[101].hf_id,
{ "OrdRejReason (103)", "fix.OrdRejReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[102].hf_id,
+ },
+ { &fix_fields[102].hf_id,
{ "IOIQualifier (104)", "fix.IOIQualifier",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[103].hf_id,
+ },
+ { &fix_fields[103].hf_id,
{ "WaveNo (105)", "fix.WaveNo",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[104].hf_id,
+ },
+ { &fix_fields[104].hf_id,
{ "Issuer (106)", "fix.Issuer",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[105].hf_id,
+ },
+ { &fix_fields[105].hf_id,
{ "SecurityDesc (107)", "fix.SecurityDesc",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[106].hf_id,
+ },
+ { &fix_fields[106].hf_id,
{ "HeartBtInt (108)", "fix.HeartBtInt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[107].hf_id,
+ },
+ { &fix_fields[107].hf_id,
{ "ClientID (109)", "fix.ClientID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[108].hf_id,
+ },
+ { &fix_fields[108].hf_id,
{ "MinQty (110)", "fix.MinQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[109].hf_id,
+ },
+ { &fix_fields[109].hf_id,
{ "MaxFloor (111)", "fix.MaxFloor",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[110].hf_id,
+ },
+ { &fix_fields[110].hf_id,
{ "TestReqID (112)", "fix.TestReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[111].hf_id,
+ },
+ { &fix_fields[111].hf_id,
{ "ReportToExch (113)", "fix.ReportToExch",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[112].hf_id,
+ },
+ { &fix_fields[112].hf_id,
{ "LocateReqd (114)", "fix.LocateReqd",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[113].hf_id,
+ },
+ { &fix_fields[113].hf_id,
{ "OnBehalfOfCompID (115)", "fix.OnBehalfOfCompID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[114].hf_id,
+ },
+ { &fix_fields[114].hf_id,
{ "OnBehalfOfSubID (116)", "fix.OnBehalfOfSubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[115].hf_id,
+ },
+ { &fix_fields[115].hf_id,
{ "QuoteID (117)", "fix.QuoteID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[116].hf_id,
+ },
+ { &fix_fields[116].hf_id,
{ "NetMoney (118)", "fix.NetMoney",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[117].hf_id,
+ },
+ { &fix_fields[117].hf_id,
{ "SettlCurrAmt (119)", "fix.SettlCurrAmt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[118].hf_id,
+ },
+ { &fix_fields[118].hf_id,
{ "SettlCurrency (120)", "fix.SettlCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[119].hf_id,
+ },
+ { &fix_fields[119].hf_id,
{ "ForexReq (121)", "fix.ForexReq",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[120].hf_id,
+ },
+ { &fix_fields[120].hf_id,
{ "OrigSendingTime (122)", "fix.OrigSendingTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[121].hf_id,
+ },
+ { &fix_fields[121].hf_id,
{ "GapFillFlag (123)", "fix.GapFillFlag",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[122].hf_id,
+ },
+ { &fix_fields[122].hf_id,
{ "NoExecs (124)", "fix.NoExecs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[123].hf_id,
+ },
+ { &fix_fields[123].hf_id,
{ "CxlType (125)", "fix.CxlType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[124].hf_id,
+ },
+ { &fix_fields[124].hf_id,
{ "ExpireTime (126)", "fix.ExpireTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[125].hf_id,
+ },
+ { &fix_fields[125].hf_id,
{ "DKReason (127)", "fix.DKReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[126].hf_id,
+ },
+ { &fix_fields[126].hf_id,
{ "DeliverToCompID (128)", "fix.DeliverToCompID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[127].hf_id,
+ },
+ { &fix_fields[127].hf_id,
{ "DeliverToSubID (129)", "fix.DeliverToSubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[128].hf_id,
+ },
+ { &fix_fields[128].hf_id,
{ "IOINaturalFlag (130)", "fix.IOINaturalFlag",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[129].hf_id,
+ },
+ { &fix_fields[129].hf_id,
{ "QuoteReqID (131)", "fix.QuoteReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[130].hf_id,
+ },
+ { &fix_fields[130].hf_id,
{ "BidPx (132)", "fix.BidPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[131].hf_id,
+ },
+ { &fix_fields[131].hf_id,
{ "OfferPx (133)", "fix.OfferPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[132].hf_id,
+ },
+ { &fix_fields[132].hf_id,
{ "BidSize (134)", "fix.BidSize",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[133].hf_id,
+ },
+ { &fix_fields[133].hf_id,
{ "OfferSize (135)", "fix.OfferSize",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[134].hf_id,
+ },
+ { &fix_fields[134].hf_id,
{ "NoMiscFees (136)", "fix.NoMiscFees",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[135].hf_id,
+ },
+ { &fix_fields[135].hf_id,
{ "MiscFeeAmt (137)", "fix.MiscFeeAmt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[136].hf_id,
+ },
+ { &fix_fields[136].hf_id,
{ "MiscFeeCurr (138)", "fix.MiscFeeCurr",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[137].hf_id,
+ },
+ { &fix_fields[137].hf_id,
{ "MiscFeeType (139)", "fix.MiscFeeType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[138].hf_id,
+ },
+ { &fix_fields[138].hf_id,
{ "PrevClosePx (140)", "fix.PrevClosePx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[139].hf_id,
+ },
+ { &fix_fields[139].hf_id,
{ "ResetSeqNumFlag (141)", "fix.ResetSeqNumFlag",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[140].hf_id,
+ },
+ { &fix_fields[140].hf_id,
{ "SenderLocationID (142)", "fix.SenderLocationID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[141].hf_id,
+ },
+ { &fix_fields[141].hf_id,
{ "TargetLocationID (143)", "fix.TargetLocationID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[142].hf_id,
+ },
+ { &fix_fields[142].hf_id,
{ "OnBehalfOfLocationID (144)", "fix.OnBehalfOfLocationID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[143].hf_id,
+ },
+ { &fix_fields[143].hf_id,
{ "DeliverToLocationID (145)", "fix.DeliverToLocationID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[144].hf_id,
+ },
+ { &fix_fields[144].hf_id,
{ "NoRelatedSym (146)", "fix.NoRelatedSym",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[145].hf_id,
+ },
+ { &fix_fields[145].hf_id,
{ "Subject (147)", "fix.Subject",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[146].hf_id,
+ },
+ { &fix_fields[146].hf_id,
{ "Headline (148)", "fix.Headline",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[147].hf_id,
+ },
+ { &fix_fields[147].hf_id,
{ "URLLink (149)", "fix.URLLink",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[148].hf_id,
+ },
+ { &fix_fields[148].hf_id,
{ "ExecType (150)", "fix.ExecType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[149].hf_id,
+ },
+ { &fix_fields[149].hf_id,
{ "LeavesQty (151)", "fix.LeavesQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[150].hf_id,
+ },
+ { &fix_fields[150].hf_id,
{ "CashOrderQty (152)", "fix.CashOrderQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[151].hf_id,
+ },
+ { &fix_fields[151].hf_id,
{ "AllocAvgPx (153)", "fix.AllocAvgPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[152].hf_id,
+ },
+ { &fix_fields[152].hf_id,
{ "AllocNetMoney (154)", "fix.AllocNetMoney",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[153].hf_id,
+ },
+ { &fix_fields[153].hf_id,
{ "SettlCurrFxRate (155)", "fix.SettlCurrFxRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[154].hf_id,
+ },
+ { &fix_fields[154].hf_id,
{ "SettlCurrFxRateCalc (156)", "fix.SettlCurrFxRateCalc",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[155].hf_id,
+ },
+ { &fix_fields[155].hf_id,
{ "NumDaysInterest (157)", "fix.NumDaysInterest",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[156].hf_id,
+ },
+ { &fix_fields[156].hf_id,
{ "AccruedInterestRate (158)", "fix.AccruedInterestRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[157].hf_id,
+ },
+ { &fix_fields[157].hf_id,
{ "AccruedInterestAmt (159)", "fix.AccruedInterestAmt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[158].hf_id,
+ },
+ { &fix_fields[158].hf_id,
{ "SettlInstMode (160)", "fix.SettlInstMode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[159].hf_id,
+ },
+ { &fix_fields[159].hf_id,
{ "AllocText (161)", "fix.AllocText",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[160].hf_id,
+ },
+ { &fix_fields[160].hf_id,
{ "SettlInstID (162)", "fix.SettlInstID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[161].hf_id,
+ },
+ { &fix_fields[161].hf_id,
{ "SettlInstTransType (163)", "fix.SettlInstTransType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[162].hf_id,
+ },
+ { &fix_fields[162].hf_id,
{ "EmailThreadID (164)", "fix.EmailThreadID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[163].hf_id,
+ },
+ { &fix_fields[163].hf_id,
{ "SettlInstSource (165)", "fix.SettlInstSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[164].hf_id,
+ },
+ { &fix_fields[164].hf_id,
{ "SettlLocation (166)", "fix.SettlLocation",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[165].hf_id,
+ },
+ { &fix_fields[165].hf_id,
{ "SecurityType (167)", "fix.SecurityType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[166].hf_id,
+ },
+ { &fix_fields[166].hf_id,
{ "EffectiveTime (168)", "fix.EffectiveTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[167].hf_id,
+ },
+ { &fix_fields[167].hf_id,
{ "StandInstDbType (169)", "fix.StandInstDbType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[168].hf_id,
+ },
+ { &fix_fields[168].hf_id,
{ "StandInstDbName (170)", "fix.StandInstDbName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[169].hf_id,
+ },
+ { &fix_fields[169].hf_id,
{ "StandInstDbID (171)", "fix.StandInstDbID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[170].hf_id,
+ },
+ { &fix_fields[170].hf_id,
{ "SettlDeliveryType (172)", "fix.SettlDeliveryType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[171].hf_id,
+ },
+ { &fix_fields[171].hf_id,
{ "SettlDepositoryCode (173)", "fix.SettlDepositoryCode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[172].hf_id,
+ },
+ { &fix_fields[172].hf_id,
{ "SettlBrkrCode (174)", "fix.SettlBrkrCode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[173].hf_id,
+ },
+ { &fix_fields[173].hf_id,
{ "SettlInstCode (175)", "fix.SettlInstCode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[174].hf_id,
+ },
+ { &fix_fields[174].hf_id,
{ "SecuritySettlAgentName (176)", "fix.SecuritySettlAgentName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[175].hf_id,
+ },
+ { &fix_fields[175].hf_id,
{ "SecuritySettlAgentCode (177)", "fix.SecuritySettlAgentCode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[176].hf_id,
+ },
+ { &fix_fields[176].hf_id,
{ "SecuritySettlAgentAcctNum (178)", "fix.SecuritySettlAgentAcctNum",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[177].hf_id,
+ },
+ { &fix_fields[177].hf_id,
{ "SecuritySettlAgentAcctName (179)", "fix.SecuritySettlAgentAcctName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[178].hf_id,
+ },
+ { &fix_fields[178].hf_id,
{ "SecuritySettlAgentContactName (180)", "fix.SecuritySettlAgentContactName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[179].hf_id,
+ },
+ { &fix_fields[179].hf_id,
{ "SecuritySettlAgentContactPhone (181)", "fix.SecuritySettlAgentContactPhone",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[180].hf_id,
+ },
+ { &fix_fields[180].hf_id,
{ "CashSettlAgentName (182)", "fix.CashSettlAgentName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[181].hf_id,
+ },
+ { &fix_fields[181].hf_id,
{ "CashSettlAgentCode (183)", "fix.CashSettlAgentCode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[182].hf_id,
+ },
+ { &fix_fields[182].hf_id,
{ "CashSettlAgentAcctNum (184)", "fix.CashSettlAgentAcctNum",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[183].hf_id,
+ },
+ { &fix_fields[183].hf_id,
{ "CashSettlAgentAcctName (185)", "fix.CashSettlAgentAcctName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[184].hf_id,
+ },
+ { &fix_fields[184].hf_id,
{ "CashSettlAgentContactName (186)", "fix.CashSettlAgentContactName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[185].hf_id,
+ },
+ { &fix_fields[185].hf_id,
{ "CashSettlAgentContactPhone (187)", "fix.CashSettlAgentContactPhone",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[186].hf_id,
+ },
+ { &fix_fields[186].hf_id,
{ "BidSpotRate (188)", "fix.BidSpotRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[187].hf_id,
+ },
+ { &fix_fields[187].hf_id,
{ "BidForwardPoints (189)", "fix.BidForwardPoints",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[188].hf_id,
+ },
+ { &fix_fields[188].hf_id,
{ "OfferSpotRate (190)", "fix.OfferSpotRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[189].hf_id,
+ },
+ { &fix_fields[189].hf_id,
{ "OfferForwardPoints (191)", "fix.OfferForwardPoints",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[190].hf_id,
+ },
+ { &fix_fields[190].hf_id,
{ "OrderQty2 (192)", "fix.OrderQty2",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[191].hf_id,
+ },
+ { &fix_fields[191].hf_id,
{ "SettlDate2 (193)", "fix.SettlDate2",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[192].hf_id,
+ },
+ { &fix_fields[192].hf_id,
{ "LastSpotRate (194)", "fix.LastSpotRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[193].hf_id,
+ },
+ { &fix_fields[193].hf_id,
{ "LastForwardPoints (195)", "fix.LastForwardPoints",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[194].hf_id,
+ },
+ { &fix_fields[194].hf_id,
{ "AllocLinkID (196)", "fix.AllocLinkID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[195].hf_id,
+ },
+ { &fix_fields[195].hf_id,
{ "AllocLinkType (197)", "fix.AllocLinkType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[196].hf_id,
+ },
+ { &fix_fields[196].hf_id,
{ "SecondaryOrderID (198)", "fix.SecondaryOrderID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[197].hf_id,
+ },
+ { &fix_fields[197].hf_id,
{ "NoIOIQualifiers (199)", "fix.NoIOIQualifiers",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[198].hf_id,
+ },
+ { &fix_fields[198].hf_id,
{ "MaturityMonthYear (200)", "fix.MaturityMonthYear",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[199].hf_id,
+ },
+ { &fix_fields[199].hf_id,
{ "PutOrCall (201)", "fix.PutOrCall",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[200].hf_id,
+ },
+ { &fix_fields[200].hf_id,
{ "StrikePrice (202)", "fix.StrikePrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[201].hf_id,
+ },
+ { &fix_fields[201].hf_id,
{ "CoveredOrUncovered (203)", "fix.CoveredOrUncovered",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[202].hf_id,
+ },
+ { &fix_fields[202].hf_id,
{ "CustomerOrFirm (204)", "fix.CustomerOrFirm",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[203].hf_id,
+ },
+ { &fix_fields[203].hf_id,
{ "MaturityDay (205)", "fix.MaturityDay",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[204].hf_id,
+ },
+ { &fix_fields[204].hf_id,
{ "OptAttribute (206)", "fix.OptAttribute",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[205].hf_id,
+ },
+ { &fix_fields[205].hf_id,
{ "SecurityExchange (207)", "fix.SecurityExchange",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[206].hf_id,
+ },
+ { &fix_fields[206].hf_id,
{ "NotifyBrokerOfCredit (208)", "fix.NotifyBrokerOfCredit",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[207].hf_id,
+ },
+ { &fix_fields[207].hf_id,
{ "AllocHandlInst (209)", "fix.AllocHandlInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[208].hf_id,
+ },
+ { &fix_fields[208].hf_id,
{ "MaxShow (210)", "fix.MaxShow",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[209].hf_id,
+ },
+ { &fix_fields[209].hf_id,
{ "PegOffsetValue (211)", "fix.PegOffsetValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[210].hf_id,
+ },
+ { &fix_fields[210].hf_id,
{ "XmlDataLen (212)", "fix.XmlDataLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[211].hf_id,
+ },
+ { &fix_fields[211].hf_id,
{ "XmlData (213)", "fix.XmlData",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[212].hf_id,
+ },
+ { &fix_fields[212].hf_id,
{ "SettlInstRefID (214)", "fix.SettlInstRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[213].hf_id,
+ },
+ { &fix_fields[213].hf_id,
{ "NoRoutingIDs (215)", "fix.NoRoutingIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[214].hf_id,
+ },
+ { &fix_fields[214].hf_id,
{ "RoutingType (216)", "fix.RoutingType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[215].hf_id,
+ },
+ { &fix_fields[215].hf_id,
{ "RoutingID (217)", "fix.RoutingID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[216].hf_id,
+ },
+ { &fix_fields[216].hf_id,
{ "Spread (218)", "fix.Spread",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[217].hf_id,
+ },
+ { &fix_fields[217].hf_id,
{ "Benchmark (219)", "fix.Benchmark",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[218].hf_id,
+ },
+ { &fix_fields[218].hf_id,
{ "BenchmarkCurveCurrency (220)", "fix.BenchmarkCurveCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[219].hf_id,
+ },
+ { &fix_fields[219].hf_id,
{ "BenchmarkCurveName (221)", "fix.BenchmarkCurveName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[220].hf_id,
+ },
+ { &fix_fields[220].hf_id,
{ "BenchmarkCurvePoint (222)", "fix.BenchmarkCurvePoint",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[221].hf_id,
+ },
+ { &fix_fields[221].hf_id,
{ "CouponRate (223)", "fix.CouponRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[222].hf_id,
+ },
+ { &fix_fields[222].hf_id,
{ "CouponPaymentDate (224)", "fix.CouponPaymentDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[223].hf_id,
+ },
+ { &fix_fields[223].hf_id,
{ "IssueDate (225)", "fix.IssueDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[224].hf_id,
+ },
+ { &fix_fields[224].hf_id,
{ "RepurchaseTerm (226)", "fix.RepurchaseTerm",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[225].hf_id,
+ },
+ { &fix_fields[225].hf_id,
{ "RepurchaseRate (227)", "fix.RepurchaseRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[226].hf_id,
+ },
+ { &fix_fields[226].hf_id,
{ "Factor (228)", "fix.Factor",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[227].hf_id,
+ },
+ { &fix_fields[227].hf_id,
{ "TradeOriginationDate (229)", "fix.TradeOriginationDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[228].hf_id,
+ },
+ { &fix_fields[228].hf_id,
{ "ExDate (230)", "fix.ExDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[229].hf_id,
+ },
+ { &fix_fields[229].hf_id,
{ "ContractMultiplier (231)", "fix.ContractMultiplier",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[230].hf_id,
+ },
+ { &fix_fields[230].hf_id,
{ "NoStipulations (232)", "fix.NoStipulations",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[231].hf_id,
+ },
+ { &fix_fields[231].hf_id,
{ "StipulationType (233)", "fix.StipulationType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[232].hf_id,
+ },
+ { &fix_fields[232].hf_id,
{ "StipulationValue (234)", "fix.StipulationValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[233].hf_id,
+ },
+ { &fix_fields[233].hf_id,
{ "YieldType (235)", "fix.YieldType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[234].hf_id,
+ },
+ { &fix_fields[234].hf_id,
{ "Yield (236)", "fix.Yield",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[235].hf_id,
+ },
+ { &fix_fields[235].hf_id,
{ "TotalTakedown (237)", "fix.TotalTakedown",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[236].hf_id,
+ },
+ { &fix_fields[236].hf_id,
{ "Concession (238)", "fix.Concession",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[237].hf_id,
+ },
+ { &fix_fields[237].hf_id,
{ "RepoCollateralSecurityType (239)", "fix.RepoCollateralSecurityType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[238].hf_id,
+ },
+ { &fix_fields[238].hf_id,
{ "RedemptionDate (240)", "fix.RedemptionDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[239].hf_id,
+ },
+ { &fix_fields[239].hf_id,
{ "UnderlyingCouponPaymentDate (241)", "fix.UnderlyingCouponPaymentDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[240].hf_id,
+ },
+ { &fix_fields[240].hf_id,
{ "UnderlyingIssueDate (242)", "fix.UnderlyingIssueDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[241].hf_id,
+ },
+ { &fix_fields[241].hf_id,
{ "UnderlyingRepoCollateralSecurityType (243)", "fix.UnderlyingRepoCollateralSecurityType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[242].hf_id,
+ },
+ { &fix_fields[242].hf_id,
{ "UnderlyingRepurchaseTerm (244)", "fix.UnderlyingRepurchaseTerm",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[243].hf_id,
+ },
+ { &fix_fields[243].hf_id,
{ "UnderlyingRepurchaseRate (245)", "fix.UnderlyingRepurchaseRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[244].hf_id,
+ },
+ { &fix_fields[244].hf_id,
{ "UnderlyingFactor (246)", "fix.UnderlyingFactor",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[245].hf_id,
+ },
+ { &fix_fields[245].hf_id,
{ "UnderlyingRedemptionDate (247)", "fix.UnderlyingRedemptionDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[246].hf_id,
+ },
+ { &fix_fields[246].hf_id,
{ "LegCouponPaymentDate (248)", "fix.LegCouponPaymentDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[247].hf_id,
+ },
+ { &fix_fields[247].hf_id,
{ "LegIssueDate (249)", "fix.LegIssueDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[248].hf_id,
+ },
+ { &fix_fields[248].hf_id,
{ "LegRepoCollateralSecurityType (250)", "fix.LegRepoCollateralSecurityType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[249].hf_id,
+ },
+ { &fix_fields[249].hf_id,
{ "LegRepurchaseTerm (251)", "fix.LegRepurchaseTerm",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[250].hf_id,
+ },
+ { &fix_fields[250].hf_id,
{ "LegRepurchaseRate (252)", "fix.LegRepurchaseRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[251].hf_id,
+ },
+ { &fix_fields[251].hf_id,
{ "LegFactor (253)", "fix.LegFactor",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[252].hf_id,
+ },
+ { &fix_fields[252].hf_id,
{ "LegRedemptionDate (254)", "fix.LegRedemptionDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[253].hf_id,
+ },
+ { &fix_fields[253].hf_id,
{ "CreditRating (255)", "fix.CreditRating",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[254].hf_id,
+ },
+ { &fix_fields[254].hf_id,
{ "UnderlyingCreditRating (256)", "fix.UnderlyingCreditRating",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[255].hf_id,
+ },
+ { &fix_fields[255].hf_id,
{ "LegCreditRating (257)", "fix.LegCreditRating",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[256].hf_id,
+ },
+ { &fix_fields[256].hf_id,
{ "TradedFlatSwitch (258)", "fix.TradedFlatSwitch",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[257].hf_id,
+ },
+ { &fix_fields[257].hf_id,
{ "BasisFeatureDate (259)", "fix.BasisFeatureDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[258].hf_id,
+ },
+ { &fix_fields[258].hf_id,
{ "BasisFeaturePrice (260)", "fix.BasisFeaturePrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[259].hf_id,
+ },
+ { &fix_fields[259].hf_id,
{ "MDReqID (262)", "fix.MDReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[260].hf_id,
+ },
+ { &fix_fields[260].hf_id,
{ "SubscriptionRequestType (263)", "fix.SubscriptionRequestType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[261].hf_id,
+ },
+ { &fix_fields[261].hf_id,
{ "MarketDepth (264)", "fix.MarketDepth",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[262].hf_id,
+ },
+ { &fix_fields[262].hf_id,
{ "MDUpdateType (265)", "fix.MDUpdateType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[263].hf_id,
+ },
+ { &fix_fields[263].hf_id,
{ "AggregatedBook (266)", "fix.AggregatedBook",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[264].hf_id,
+ },
+ { &fix_fields[264].hf_id,
{ "NoMDEntryTypes (267)", "fix.NoMDEntryTypes",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[265].hf_id,
+ },
+ { &fix_fields[265].hf_id,
{ "NoMDEntries (268)", "fix.NoMDEntries",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[266].hf_id,
+ },
+ { &fix_fields[266].hf_id,
{ "MDEntryType (269)", "fix.MDEntryType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[267].hf_id,
+ },
+ { &fix_fields[267].hf_id,
{ "MDEntryPx (270)", "fix.MDEntryPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[268].hf_id,
+ },
+ { &fix_fields[268].hf_id,
{ "MDEntrySize (271)", "fix.MDEntrySize",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[269].hf_id,
+ },
+ { &fix_fields[269].hf_id,
{ "MDEntryDate (272)", "fix.MDEntryDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[270].hf_id,
+ },
+ { &fix_fields[270].hf_id,
{ "MDEntryTime (273)", "fix.MDEntryTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[271].hf_id,
+ },
+ { &fix_fields[271].hf_id,
{ "TickDirection (274)", "fix.TickDirection",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[272].hf_id,
+ },
+ { &fix_fields[272].hf_id,
{ "MDMkt (275)", "fix.MDMkt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[273].hf_id,
+ },
+ { &fix_fields[273].hf_id,
{ "QuoteCondition (276)", "fix.QuoteCondition",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[274].hf_id,
+ },
+ { &fix_fields[274].hf_id,
{ "TradeCondition (277)", "fix.TradeCondition",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[275].hf_id,
+ },
+ { &fix_fields[275].hf_id,
{ "MDEntryID (278)", "fix.MDEntryID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[276].hf_id,
+ },
+ { &fix_fields[276].hf_id,
{ "MDUpdateAction (279)", "fix.MDUpdateAction",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[277].hf_id,
+ },
+ { &fix_fields[277].hf_id,
{ "MDEntryRefID (280)", "fix.MDEntryRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[278].hf_id,
+ },
+ { &fix_fields[278].hf_id,
{ "MDReqRejReason (281)", "fix.MDReqRejReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[279].hf_id,
+ },
+ { &fix_fields[279].hf_id,
{ "MDEntryOriginator (282)", "fix.MDEntryOriginator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[280].hf_id,
+ },
+ { &fix_fields[280].hf_id,
{ "LocationID (283)", "fix.LocationID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[281].hf_id,
+ },
+ { &fix_fields[281].hf_id,
{ "DeskID (284)", "fix.DeskID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[282].hf_id,
+ },
+ { &fix_fields[282].hf_id,
{ "DeleteReason (285)", "fix.DeleteReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[283].hf_id,
+ },
+ { &fix_fields[283].hf_id,
{ "OpenCloseSettlFlag (286)", "fix.OpenCloseSettlFlag",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[284].hf_id,
+ },
+ { &fix_fields[284].hf_id,
{ "SellerDays (287)", "fix.SellerDays",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[285].hf_id,
+ },
+ { &fix_fields[285].hf_id,
{ "MDEntryBuyer (288)", "fix.MDEntryBuyer",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[286].hf_id,
+ },
+ { &fix_fields[286].hf_id,
{ "MDEntrySeller (289)", "fix.MDEntrySeller",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[287].hf_id,
+ },
+ { &fix_fields[287].hf_id,
{ "MDEntryPositionNo (290)", "fix.MDEntryPositionNo",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[288].hf_id,
+ },
+ { &fix_fields[288].hf_id,
{ "FinancialStatus (291)", "fix.FinancialStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[289].hf_id,
+ },
+ { &fix_fields[289].hf_id,
{ "CorporateAction (292)", "fix.CorporateAction",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[290].hf_id,
+ },
+ { &fix_fields[290].hf_id,
{ "DefBidSize (293)", "fix.DefBidSize",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[291].hf_id,
+ },
+ { &fix_fields[291].hf_id,
{ "DefOfferSize (294)", "fix.DefOfferSize",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[292].hf_id,
+ },
+ { &fix_fields[292].hf_id,
{ "NoQuoteEntries (295)", "fix.NoQuoteEntries",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[293].hf_id,
+ },
+ { &fix_fields[293].hf_id,
{ "NoQuoteSets (296)", "fix.NoQuoteSets",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[294].hf_id,
+ },
+ { &fix_fields[294].hf_id,
{ "QuoteStatus (297)", "fix.QuoteStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[295].hf_id,
+ },
+ { &fix_fields[295].hf_id,
{ "QuoteCancelType (298)", "fix.QuoteCancelType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[296].hf_id,
+ },
+ { &fix_fields[296].hf_id,
{ "QuoteEntryID (299)", "fix.QuoteEntryID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[297].hf_id,
+ },
+ { &fix_fields[297].hf_id,
{ "QuoteRejectReason (300)", "fix.QuoteRejectReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[298].hf_id,
+ },
+ { &fix_fields[298].hf_id,
{ "QuoteResponseLevel (301)", "fix.QuoteResponseLevel",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[299].hf_id,
+ },
+ { &fix_fields[299].hf_id,
{ "QuoteSetID (302)", "fix.QuoteSetID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[300].hf_id,
+ },
+ { &fix_fields[300].hf_id,
{ "QuoteRequestType (303)", "fix.QuoteRequestType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[301].hf_id,
+ },
+ { &fix_fields[301].hf_id,
{ "TotNoQuoteEntries (304)", "fix.TotNoQuoteEntries",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[302].hf_id,
+ },
+ { &fix_fields[302].hf_id,
{ "UnderlyingSecurityIDSource (305)", "fix.UnderlyingSecurityIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[303].hf_id,
+ },
+ { &fix_fields[303].hf_id,
{ "UnderlyingIssuer (306)", "fix.UnderlyingIssuer",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[304].hf_id,
+ },
+ { &fix_fields[304].hf_id,
{ "UnderlyingSecurityDesc (307)", "fix.UnderlyingSecurityDesc",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[305].hf_id,
+ },
+ { &fix_fields[305].hf_id,
{ "UnderlyingSecurityExchange (308)", "fix.UnderlyingSecurityExchange",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[306].hf_id,
+ },
+ { &fix_fields[306].hf_id,
{ "UnderlyingSecurityID (309)", "fix.UnderlyingSecurityID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[307].hf_id,
+ },
+ { &fix_fields[307].hf_id,
{ "UnderlyingSecurityType (310)", "fix.UnderlyingSecurityType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[308].hf_id,
+ },
+ { &fix_fields[308].hf_id,
{ "UnderlyingSymbol (311)", "fix.UnderlyingSymbol",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[309].hf_id,
+ },
+ { &fix_fields[309].hf_id,
{ "UnderlyingSymbolSfx (312)", "fix.UnderlyingSymbolSfx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[310].hf_id,
+ },
+ { &fix_fields[310].hf_id,
{ "UnderlyingMaturityMonthYear (313)", "fix.UnderlyingMaturityMonthYear",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[311].hf_id,
+ },
+ { &fix_fields[311].hf_id,
{ "UnderlyingMaturityDay (314)", "fix.UnderlyingMaturityDay",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[312].hf_id,
+ },
+ { &fix_fields[312].hf_id,
{ "UnderlyingPutOrCall (315)", "fix.UnderlyingPutOrCall",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[313].hf_id,
+ },
+ { &fix_fields[313].hf_id,
{ "UnderlyingStrikePrice (316)", "fix.UnderlyingStrikePrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[314].hf_id,
+ },
+ { &fix_fields[314].hf_id,
{ "UnderlyingOptAttribute (317)", "fix.UnderlyingOptAttribute",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[315].hf_id,
+ },
+ { &fix_fields[315].hf_id,
{ "UnderlyingCurrency (318)", "fix.UnderlyingCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[316].hf_id,
+ },
+ { &fix_fields[316].hf_id,
{ "RatioQty (319)", "fix.RatioQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[317].hf_id,
+ },
+ { &fix_fields[317].hf_id,
{ "SecurityReqID (320)", "fix.SecurityReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[318].hf_id,
+ },
+ { &fix_fields[318].hf_id,
{ "SecurityRequestType (321)", "fix.SecurityRequestType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[319].hf_id,
+ },
+ { &fix_fields[319].hf_id,
{ "SecurityResponseID (322)", "fix.SecurityResponseID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[320].hf_id,
+ },
+ { &fix_fields[320].hf_id,
{ "SecurityResponseType (323)", "fix.SecurityResponseType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[321].hf_id,
+ },
+ { &fix_fields[321].hf_id,
{ "SecurityStatusReqID (324)", "fix.SecurityStatusReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[322].hf_id,
+ },
+ { &fix_fields[322].hf_id,
{ "UnsolicitedIndicator (325)", "fix.UnsolicitedIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[323].hf_id,
+ },
+ { &fix_fields[323].hf_id,
{ "SecurityTradingStatus (326)", "fix.SecurityTradingStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[324].hf_id,
- { "HaltReason (327)", "fix.HaltReason",
+ },
+ { &fix_fields[324].hf_id,
+ { "HaltReasonInt (327)", "fix.HaltReasonInt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[325].hf_id,
+ },
+ { &fix_fields[325].hf_id,
{ "InViewOfCommon (328)", "fix.InViewOfCommon",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[326].hf_id,
+ },
+ { &fix_fields[326].hf_id,
{ "DueToRelated (329)", "fix.DueToRelated",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[327].hf_id,
+ },
+ { &fix_fields[327].hf_id,
{ "BuyVolume (330)", "fix.BuyVolume",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[328].hf_id,
+ },
+ { &fix_fields[328].hf_id,
{ "SellVolume (331)", "fix.SellVolume",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[329].hf_id,
+ },
+ { &fix_fields[329].hf_id,
{ "HighPx (332)", "fix.HighPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[330].hf_id,
+ },
+ { &fix_fields[330].hf_id,
{ "LowPx (333)", "fix.LowPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[331].hf_id,
+ },
+ { &fix_fields[331].hf_id,
{ "Adjustment (334)", "fix.Adjustment",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[332].hf_id,
+ },
+ { &fix_fields[332].hf_id,
{ "TradSesReqID (335)", "fix.TradSesReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[333].hf_id,
+ },
+ { &fix_fields[333].hf_id,
{ "TradingSessionID (336)", "fix.TradingSessionID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[334].hf_id,
+ },
+ { &fix_fields[334].hf_id,
{ "ContraTrader (337)", "fix.ContraTrader",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[335].hf_id,
+ },
+ { &fix_fields[335].hf_id,
{ "TradSesMethod (338)", "fix.TradSesMethod",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[336].hf_id,
+ },
+ { &fix_fields[336].hf_id,
{ "TradSesMode (339)", "fix.TradSesMode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[337].hf_id,
+ },
+ { &fix_fields[337].hf_id,
{ "TradSesStatus (340)", "fix.TradSesStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[338].hf_id,
+ },
+ { &fix_fields[338].hf_id,
{ "TradSesStartTime (341)", "fix.TradSesStartTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[339].hf_id,
+ },
+ { &fix_fields[339].hf_id,
{ "TradSesOpenTime (342)", "fix.TradSesOpenTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[340].hf_id,
+ },
+ { &fix_fields[340].hf_id,
{ "TradSesPreCloseTime (343)", "fix.TradSesPreCloseTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[341].hf_id,
+ },
+ { &fix_fields[341].hf_id,
{ "TradSesCloseTime (344)", "fix.TradSesCloseTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[342].hf_id,
+ },
+ { &fix_fields[342].hf_id,
{ "TradSesEndTime (345)", "fix.TradSesEndTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[343].hf_id,
+ },
+ { &fix_fields[343].hf_id,
{ "NumberOfOrders (346)", "fix.NumberOfOrders",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[344].hf_id,
+ },
+ { &fix_fields[344].hf_id,
{ "MessageEncoding (347)", "fix.MessageEncoding",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[345].hf_id,
+ },
+ { &fix_fields[345].hf_id,
{ "EncodedIssuerLen (348)", "fix.EncodedIssuerLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[346].hf_id,
+ },
+ { &fix_fields[346].hf_id,
{ "EncodedIssuer (349)", "fix.EncodedIssuer",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[347].hf_id,
+ },
+ { &fix_fields[347].hf_id,
{ "EncodedSecurityDescLen (350)", "fix.EncodedSecurityDescLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[348].hf_id,
+ },
+ { &fix_fields[348].hf_id,
{ "EncodedSecurityDesc (351)", "fix.EncodedSecurityDesc",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[349].hf_id,
+ },
+ { &fix_fields[349].hf_id,
{ "EncodedListExecInstLen (352)", "fix.EncodedListExecInstLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[350].hf_id,
+ },
+ { &fix_fields[350].hf_id,
{ "EncodedListExecInst (353)", "fix.EncodedListExecInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[351].hf_id,
+ },
+ { &fix_fields[351].hf_id,
{ "EncodedTextLen (354)", "fix.EncodedTextLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[352].hf_id,
+ },
+ { &fix_fields[352].hf_id,
{ "EncodedText (355)", "fix.EncodedText",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[353].hf_id,
+ },
+ { &fix_fields[353].hf_id,
{ "EncodedSubjectLen (356)", "fix.EncodedSubjectLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[354].hf_id,
+ },
+ { &fix_fields[354].hf_id,
{ "EncodedSubject (357)", "fix.EncodedSubject",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[355].hf_id,
+ },
+ { &fix_fields[355].hf_id,
{ "EncodedHeadlineLen (358)", "fix.EncodedHeadlineLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[356].hf_id,
+ },
+ { &fix_fields[356].hf_id,
{ "EncodedHeadline (359)", "fix.EncodedHeadline",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[357].hf_id,
+ },
+ { &fix_fields[357].hf_id,
{ "EncodedAllocTextLen (360)", "fix.EncodedAllocTextLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[358].hf_id,
+ },
+ { &fix_fields[358].hf_id,
{ "EncodedAllocText (361)", "fix.EncodedAllocText",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[359].hf_id,
+ },
+ { &fix_fields[359].hf_id,
{ "EncodedUnderlyingIssuerLen (362)", "fix.EncodedUnderlyingIssuerLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[360].hf_id,
+ },
+ { &fix_fields[360].hf_id,
{ "EncodedUnderlyingIssuer (363)", "fix.EncodedUnderlyingIssuer",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[361].hf_id,
+ },
+ { &fix_fields[361].hf_id,
{ "EncodedUnderlyingSecurityDescLen (364)", "fix.EncodedUnderlyingSecurityDescLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[362].hf_id,
+ },
+ { &fix_fields[362].hf_id,
{ "EncodedUnderlyingSecurityDesc (365)", "fix.EncodedUnderlyingSecurityDesc",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[363].hf_id,
+ },
+ { &fix_fields[363].hf_id,
{ "AllocPrice (366)", "fix.AllocPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[364].hf_id,
+ },
+ { &fix_fields[364].hf_id,
{ "QuoteSetValidUntilTime (367)", "fix.QuoteSetValidUntilTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[365].hf_id,
+ },
+ { &fix_fields[365].hf_id,
{ "QuoteEntryRejectReason (368)", "fix.QuoteEntryRejectReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[366].hf_id,
+ },
+ { &fix_fields[366].hf_id,
{ "LastMsgSeqNumProcessed (369)", "fix.LastMsgSeqNumProcessed",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[367].hf_id,
+ },
+ { &fix_fields[367].hf_id,
{ "OnBehalfOfSendingTime (370)", "fix.OnBehalfOfSendingTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[368].hf_id,
+ },
+ { &fix_fields[368].hf_id,
{ "RefTagID (371)", "fix.RefTagID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[369].hf_id,
+ },
+ { &fix_fields[369].hf_id,
{ "RefMsgType (372)", "fix.RefMsgType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[370].hf_id,
+ },
+ { &fix_fields[370].hf_id,
{ "SessionRejectReason (373)", "fix.SessionRejectReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[371].hf_id,
+ },
+ { &fix_fields[371].hf_id,
{ "BidRequestTransType (374)", "fix.BidRequestTransType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[372].hf_id,
+ },
+ { &fix_fields[372].hf_id,
{ "ContraBroker (375)", "fix.ContraBroker",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[373].hf_id,
+ },
+ { &fix_fields[373].hf_id,
{ "ComplianceID (376)", "fix.ComplianceID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[374].hf_id,
+ },
+ { &fix_fields[374].hf_id,
{ "SolicitedFlag (377)", "fix.SolicitedFlag",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[375].hf_id,
+ },
+ { &fix_fields[375].hf_id,
{ "ExecRestatementReason (378)", "fix.ExecRestatementReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[376].hf_id,
+ },
+ { &fix_fields[376].hf_id,
{ "BusinessRejectRefID (379)", "fix.BusinessRejectRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[377].hf_id,
+ },
+ { &fix_fields[377].hf_id,
{ "BusinessRejectReason (380)", "fix.BusinessRejectReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[378].hf_id,
+ },
+ { &fix_fields[378].hf_id,
{ "GrossTradeAmt (381)", "fix.GrossTradeAmt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[379].hf_id,
+ },
+ { &fix_fields[379].hf_id,
{ "NoContraBrokers (382)", "fix.NoContraBrokers",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[380].hf_id,
+ },
+ { &fix_fields[380].hf_id,
{ "MaxMessageSize (383)", "fix.MaxMessageSize",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[381].hf_id,
+ },
+ { &fix_fields[381].hf_id,
{ "NoMsgTypes (384)", "fix.NoMsgTypes",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[382].hf_id,
+ },
+ { &fix_fields[382].hf_id,
{ "MsgDirection (385)", "fix.MsgDirection",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[383].hf_id,
+ },
+ { &fix_fields[383].hf_id,
{ "NoTradingSessions (386)", "fix.NoTradingSessions",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[384].hf_id,
+ },
+ { &fix_fields[384].hf_id,
{ "TotalVolumeTraded (387)", "fix.TotalVolumeTraded",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[385].hf_id,
+ },
+ { &fix_fields[385].hf_id,
{ "DiscretionInst (388)", "fix.DiscretionInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[386].hf_id,
+ },
+ { &fix_fields[386].hf_id,
{ "DiscretionOffsetValue (389)", "fix.DiscretionOffsetValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[387].hf_id,
+ },
+ { &fix_fields[387].hf_id,
{ "BidID (390)", "fix.BidID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[388].hf_id,
+ },
+ { &fix_fields[388].hf_id,
{ "ClientBidID (391)", "fix.ClientBidID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[389].hf_id,
+ },
+ { &fix_fields[389].hf_id,
{ "ListName (392)", "fix.ListName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[390].hf_id,
+ },
+ { &fix_fields[390].hf_id,
{ "TotNoRelatedSym (393)", "fix.TotNoRelatedSym",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[391].hf_id,
+ },
+ { &fix_fields[391].hf_id,
{ "BidType (394)", "fix.BidType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[392].hf_id,
+ },
+ { &fix_fields[392].hf_id,
{ "NumTickets (395)", "fix.NumTickets",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[393].hf_id,
+ },
+ { &fix_fields[393].hf_id,
{ "SideValue1 (396)", "fix.SideValue1",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[394].hf_id,
+ },
+ { &fix_fields[394].hf_id,
{ "SideValue2 (397)", "fix.SideValue2",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[395].hf_id,
+ },
+ { &fix_fields[395].hf_id,
{ "NoBidDescriptors (398)", "fix.NoBidDescriptors",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[396].hf_id,
+ },
+ { &fix_fields[396].hf_id,
{ "BidDescriptorType (399)", "fix.BidDescriptorType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[397].hf_id,
+ },
+ { &fix_fields[397].hf_id,
{ "BidDescriptor (400)", "fix.BidDescriptor",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[398].hf_id,
+ },
+ { &fix_fields[398].hf_id,
{ "SideValueInd (401)", "fix.SideValueInd",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[399].hf_id,
+ },
+ { &fix_fields[399].hf_id,
{ "LiquidityPctLow (402)", "fix.LiquidityPctLow",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[400].hf_id,
+ },
+ { &fix_fields[400].hf_id,
{ "LiquidityPctHigh (403)", "fix.LiquidityPctHigh",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[401].hf_id,
+ },
+ { &fix_fields[401].hf_id,
{ "LiquidityValue (404)", "fix.LiquidityValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[402].hf_id,
+ },
+ { &fix_fields[402].hf_id,
{ "EFPTrackingError (405)", "fix.EFPTrackingError",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[403].hf_id,
+ },
+ { &fix_fields[403].hf_id,
{ "FairValue (406)", "fix.FairValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[404].hf_id,
+ },
+ { &fix_fields[404].hf_id,
{ "OutsideIndexPct (407)", "fix.OutsideIndexPct",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[405].hf_id,
+ },
+ { &fix_fields[405].hf_id,
{ "ValueOfFutures (408)", "fix.ValueOfFutures",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[406].hf_id,
+ },
+ { &fix_fields[406].hf_id,
{ "LiquidityIndType (409)", "fix.LiquidityIndType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[407].hf_id,
+ },
+ { &fix_fields[407].hf_id,
{ "WtAverageLiquidity (410)", "fix.WtAverageLiquidity",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[408].hf_id,
+ },
+ { &fix_fields[408].hf_id,
{ "ExchangeForPhysical (411)", "fix.ExchangeForPhysical",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[409].hf_id,
+ },
+ { &fix_fields[409].hf_id,
{ "OutMainCntryUIndex (412)", "fix.OutMainCntryUIndex",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[410].hf_id,
+ },
+ { &fix_fields[410].hf_id,
{ "CrossPercent (413)", "fix.CrossPercent",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[411].hf_id,
+ },
+ { &fix_fields[411].hf_id,
{ "ProgRptReqs (414)", "fix.ProgRptReqs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[412].hf_id,
+ },
+ { &fix_fields[412].hf_id,
{ "ProgPeriodInterval (415)", "fix.ProgPeriodInterval",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[413].hf_id,
+ },
+ { &fix_fields[413].hf_id,
{ "IncTaxInd (416)", "fix.IncTaxInd",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[414].hf_id,
+ },
+ { &fix_fields[414].hf_id,
{ "NumBidders (417)", "fix.NumBidders",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[415].hf_id,
+ },
+ { &fix_fields[415].hf_id,
{ "BidTradeType (418)", "fix.BidTradeType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[416].hf_id,
+ },
+ { &fix_fields[416].hf_id,
{ "BasisPxType (419)", "fix.BasisPxType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[417].hf_id,
+ },
+ { &fix_fields[417].hf_id,
{ "NoBidComponents (420)", "fix.NoBidComponents",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[418].hf_id,
+ },
+ { &fix_fields[418].hf_id,
{ "Country (421)", "fix.Country",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[419].hf_id,
+ },
+ { &fix_fields[419].hf_id,
{ "TotNoStrikes (422)", "fix.TotNoStrikes",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[420].hf_id,
+ },
+ { &fix_fields[420].hf_id,
{ "PriceType (423)", "fix.PriceType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[421].hf_id,
+ },
+ { &fix_fields[421].hf_id,
{ "DayOrderQty (424)", "fix.DayOrderQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[422].hf_id,
+ },
+ { &fix_fields[422].hf_id,
{ "DayCumQty (425)", "fix.DayCumQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[423].hf_id,
+ },
+ { &fix_fields[423].hf_id,
{ "DayAvgPx (426)", "fix.DayAvgPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[424].hf_id,
+ },
+ { &fix_fields[424].hf_id,
{ "GTBookingInst (427)", "fix.GTBookingInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[425].hf_id,
+ },
+ { &fix_fields[425].hf_id,
{ "NoStrikes (428)", "fix.NoStrikes",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[426].hf_id,
+ },
+ { &fix_fields[426].hf_id,
{ "ListStatusType (429)", "fix.ListStatusType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[427].hf_id,
+ },
+ { &fix_fields[427].hf_id,
{ "NetGrossInd (430)", "fix.NetGrossInd",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[428].hf_id,
+ },
+ { &fix_fields[428].hf_id,
{ "ListOrderStatus (431)", "fix.ListOrderStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[429].hf_id,
+ },
+ { &fix_fields[429].hf_id,
{ "ExpireDate (432)", "fix.ExpireDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[430].hf_id,
+ },
+ { &fix_fields[430].hf_id,
{ "ListExecInstType (433)", "fix.ListExecInstType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[431].hf_id,
+ },
+ { &fix_fields[431].hf_id,
{ "CxlRejResponseTo (434)", "fix.CxlRejResponseTo",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[432].hf_id,
+ },
+ { &fix_fields[432].hf_id,
{ "UnderlyingCouponRate (435)", "fix.UnderlyingCouponRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[433].hf_id,
+ },
+ { &fix_fields[433].hf_id,
{ "UnderlyingContractMultiplier (436)", "fix.UnderlyingContractMultiplier",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[434].hf_id,
+ },
+ { &fix_fields[434].hf_id,
{ "ContraTradeQty (437)", "fix.ContraTradeQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[435].hf_id,
+ },
+ { &fix_fields[435].hf_id,
{ "ContraTradeTime (438)", "fix.ContraTradeTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[436].hf_id,
+ },
+ { &fix_fields[436].hf_id,
{ "ClearingFirm (439)", "fix.ClearingFirm",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[437].hf_id,
+ },
+ { &fix_fields[437].hf_id,
{ "ClearingAccount (440)", "fix.ClearingAccount",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[438].hf_id,
+ },
+ { &fix_fields[438].hf_id,
{ "LiquidityNumSecurities (441)", "fix.LiquidityNumSecurities",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[439].hf_id,
+ },
+ { &fix_fields[439].hf_id,
{ "MultiLegReportingType (442)", "fix.MultiLegReportingType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[440].hf_id,
+ },
+ { &fix_fields[440].hf_id,
{ "StrikeTime (443)", "fix.StrikeTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[441].hf_id,
+ },
+ { &fix_fields[441].hf_id,
{ "ListStatusText (444)", "fix.ListStatusText",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[442].hf_id,
+ },
+ { &fix_fields[442].hf_id,
{ "EncodedListStatusTextLen (445)", "fix.EncodedListStatusTextLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[443].hf_id,
+ },
+ { &fix_fields[443].hf_id,
{ "EncodedListStatusText (446)", "fix.EncodedListStatusText",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[444].hf_id,
+ },
+ { &fix_fields[444].hf_id,
{ "PartyIDSource (447)", "fix.PartyIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[445].hf_id,
+ },
+ { &fix_fields[445].hf_id,
{ "PartyID (448)", "fix.PartyID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[446].hf_id,
+ },
+ { &fix_fields[446].hf_id,
{ "TotalVolumeTradedDate (449)", "fix.TotalVolumeTradedDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[447].hf_id,
+ },
+ { &fix_fields[447].hf_id,
{ "TotalVolumeTradedTime (450)", "fix.TotalVolumeTradedTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[448].hf_id,
+ },
+ { &fix_fields[448].hf_id,
{ "NetChgPrevDay (451)", "fix.NetChgPrevDay",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[449].hf_id,
+ },
+ { &fix_fields[449].hf_id,
{ "PartyRole (452)", "fix.PartyRole",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[450].hf_id,
+ },
+ { &fix_fields[450].hf_id,
{ "NoPartyIDs (453)", "fix.NoPartyIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[451].hf_id,
+ },
+ { &fix_fields[451].hf_id,
{ "NoSecurityAltID (454)", "fix.NoSecurityAltID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[452].hf_id,
+ },
+ { &fix_fields[452].hf_id,
{ "SecurityAltID (455)", "fix.SecurityAltID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[453].hf_id,
+ },
+ { &fix_fields[453].hf_id,
{ "SecurityAltIDSource (456)", "fix.SecurityAltIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[454].hf_id,
+ },
+ { &fix_fields[454].hf_id,
{ "NoUnderlyingSecurityAltID (457)", "fix.NoUnderlyingSecurityAltID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[455].hf_id,
+ },
+ { &fix_fields[455].hf_id,
{ "UnderlyingSecurityAltID (458)", "fix.UnderlyingSecurityAltID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[456].hf_id,
+ },
+ { &fix_fields[456].hf_id,
{ "UnderlyingSecurityAltIDSource (459)", "fix.UnderlyingSecurityAltIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[457].hf_id,
+ },
+ { &fix_fields[457].hf_id,
{ "Product (460)", "fix.Product",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[458].hf_id,
+ },
+ { &fix_fields[458].hf_id,
{ "CFICode (461)", "fix.CFICode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[459].hf_id,
+ },
+ { &fix_fields[459].hf_id,
{ "UnderlyingProduct (462)", "fix.UnderlyingProduct",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[460].hf_id,
+ },
+ { &fix_fields[460].hf_id,
{ "UnderlyingCFICode (463)", "fix.UnderlyingCFICode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[461].hf_id,
+ },
+ { &fix_fields[461].hf_id,
{ "TestMessageIndicator (464)", "fix.TestMessageIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[462].hf_id,
+ },
+ { &fix_fields[462].hf_id,
{ "QuantityType (465)", "fix.QuantityType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[463].hf_id,
+ },
+ { &fix_fields[463].hf_id,
{ "BookingRefID (466)", "fix.BookingRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[464].hf_id,
+ },
+ { &fix_fields[464].hf_id,
{ "IndividualAllocID (467)", "fix.IndividualAllocID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[465].hf_id,
+ },
+ { &fix_fields[465].hf_id,
{ "RoundingDirection (468)", "fix.RoundingDirection",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[466].hf_id,
+ },
+ { &fix_fields[466].hf_id,
{ "RoundingModulus (469)", "fix.RoundingModulus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[467].hf_id,
+ },
+ { &fix_fields[467].hf_id,
{ "CountryOfIssue (470)", "fix.CountryOfIssue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[468].hf_id,
+ },
+ { &fix_fields[468].hf_id,
{ "StateOrProvinceOfIssue (471)", "fix.StateOrProvinceOfIssue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[469].hf_id,
+ },
+ { &fix_fields[469].hf_id,
{ "LocaleOfIssue (472)", "fix.LocaleOfIssue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[470].hf_id,
+ },
+ { &fix_fields[470].hf_id,
{ "NoRegistDtls (473)", "fix.NoRegistDtls",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[471].hf_id,
+ },
+ { &fix_fields[471].hf_id,
{ "MailingDtls (474)", "fix.MailingDtls",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[472].hf_id,
+ },
+ { &fix_fields[472].hf_id,
{ "InvestorCountryOfResidence (475)", "fix.InvestorCountryOfResidence",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[473].hf_id,
+ },
+ { &fix_fields[473].hf_id,
{ "PaymentRef (476)", "fix.PaymentRef",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[474].hf_id,
+ },
+ { &fix_fields[474].hf_id,
{ "DistribPaymentMethod (477)", "fix.DistribPaymentMethod",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[475].hf_id,
+ },
+ { &fix_fields[475].hf_id,
{ "CashDistribCurr (478)", "fix.CashDistribCurr",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[476].hf_id,
+ },
+ { &fix_fields[476].hf_id,
{ "CommCurrency (479)", "fix.CommCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[477].hf_id,
+ },
+ { &fix_fields[477].hf_id,
{ "CancellationRights (480)", "fix.CancellationRights",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[478].hf_id,
+ },
+ { &fix_fields[478].hf_id,
{ "MoneyLaunderingStatus (481)", "fix.MoneyLaunderingStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[479].hf_id,
+ },
+ { &fix_fields[479].hf_id,
{ "MailingInst (482)", "fix.MailingInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[480].hf_id,
+ },
+ { &fix_fields[480].hf_id,
{ "TransBkdTime (483)", "fix.TransBkdTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[481].hf_id,
+ },
+ { &fix_fields[481].hf_id,
{ "ExecPriceType (484)", "fix.ExecPriceType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[482].hf_id,
+ },
+ { &fix_fields[482].hf_id,
{ "ExecPriceAdjustment (485)", "fix.ExecPriceAdjustment",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[483].hf_id,
+ },
+ { &fix_fields[483].hf_id,
{ "DateOfBirth (486)", "fix.DateOfBirth",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[484].hf_id,
+ },
+ { &fix_fields[484].hf_id,
{ "TradeReportTransType (487)", "fix.TradeReportTransType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[485].hf_id,
+ },
+ { &fix_fields[485].hf_id,
{ "CardHolderName (488)", "fix.CardHolderName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[486].hf_id,
+ },
+ { &fix_fields[486].hf_id,
{ "CardNumber (489)", "fix.CardNumber",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[487].hf_id,
+ },
+ { &fix_fields[487].hf_id,
{ "CardExpDate (490)", "fix.CardExpDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[488].hf_id,
+ },
+ { &fix_fields[488].hf_id,
{ "CardIssNum (491)", "fix.CardIssNum",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[489].hf_id,
+ },
+ { &fix_fields[489].hf_id,
{ "PaymentMethod (492)", "fix.PaymentMethod",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[490].hf_id,
+ },
+ { &fix_fields[490].hf_id,
{ "RegistAcctType (493)", "fix.RegistAcctType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[491].hf_id,
+ },
+ { &fix_fields[491].hf_id,
{ "Designation (494)", "fix.Designation",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[492].hf_id,
+ },
+ { &fix_fields[492].hf_id,
{ "TaxAdvantageType (495)", "fix.TaxAdvantageType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[493].hf_id,
+ },
+ { &fix_fields[493].hf_id,
{ "RegistRejReasonText (496)", "fix.RegistRejReasonText",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[494].hf_id,
+ },
+ { &fix_fields[494].hf_id,
{ "FundRenewWaiv (497)", "fix.FundRenewWaiv",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[495].hf_id,
+ },
+ { &fix_fields[495].hf_id,
{ "CashDistribAgentName (498)", "fix.CashDistribAgentName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[496].hf_id,
+ },
+ { &fix_fields[496].hf_id,
{ "CashDistribAgentCode (499)", "fix.CashDistribAgentCode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[497].hf_id,
+ },
+ { &fix_fields[497].hf_id,
{ "CashDistribAgentAcctNumber (500)", "fix.CashDistribAgentAcctNumber",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[498].hf_id,
+ },
+ { &fix_fields[498].hf_id,
{ "CashDistribPayRef (501)", "fix.CashDistribPayRef",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[499].hf_id,
+ },
+ { &fix_fields[499].hf_id,
{ "CashDistribAgentAcctName (502)", "fix.CashDistribAgentAcctName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[500].hf_id,
+ },
+ { &fix_fields[500].hf_id,
{ "CardStartDate (503)", "fix.CardStartDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[501].hf_id,
+ },
+ { &fix_fields[501].hf_id,
{ "PaymentDate (504)", "fix.PaymentDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[502].hf_id,
+ },
+ { &fix_fields[502].hf_id,
{ "PaymentRemitterID (505)", "fix.PaymentRemitterID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[503].hf_id,
+ },
+ { &fix_fields[503].hf_id,
{ "RegistStatus (506)", "fix.RegistStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[504].hf_id,
+ },
+ { &fix_fields[504].hf_id,
{ "RegistRejReasonCode (507)", "fix.RegistRejReasonCode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[505].hf_id,
+ },
+ { &fix_fields[505].hf_id,
{ "RegistRefID (508)", "fix.RegistRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[506].hf_id,
+ },
+ { &fix_fields[506].hf_id,
{ "RegistDtls (509)", "fix.RegistDtls",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[507].hf_id,
+ },
+ { &fix_fields[507].hf_id,
{ "NoDistribInsts (510)", "fix.NoDistribInsts",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[508].hf_id,
+ },
+ { &fix_fields[508].hf_id,
{ "RegistEmail (511)", "fix.RegistEmail",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[509].hf_id,
+ },
+ { &fix_fields[509].hf_id,
{ "DistribPercentage (512)", "fix.DistribPercentage",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[510].hf_id,
+ },
+ { &fix_fields[510].hf_id,
{ "RegistID (513)", "fix.RegistID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[511].hf_id,
+ },
+ { &fix_fields[511].hf_id,
{ "RegistTransType (514)", "fix.RegistTransType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[512].hf_id,
+ },
+ { &fix_fields[512].hf_id,
{ "ExecValuationPoint (515)", "fix.ExecValuationPoint",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[513].hf_id,
+ },
+ { &fix_fields[513].hf_id,
{ "OrderPercent (516)", "fix.OrderPercent",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[514].hf_id,
+ },
+ { &fix_fields[514].hf_id,
{ "OwnershipType (517)", "fix.OwnershipType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[515].hf_id,
+ },
+ { &fix_fields[515].hf_id,
{ "NoContAmts (518)", "fix.NoContAmts",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[516].hf_id,
+ },
+ { &fix_fields[516].hf_id,
{ "ContAmtType (519)", "fix.ContAmtType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[517].hf_id,
+ },
+ { &fix_fields[517].hf_id,
{ "ContAmtValue (520)", "fix.ContAmtValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[518].hf_id,
+ },
+ { &fix_fields[518].hf_id,
{ "ContAmtCurr (521)", "fix.ContAmtCurr",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[519].hf_id,
+ },
+ { &fix_fields[519].hf_id,
{ "OwnerType (522)", "fix.OwnerType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[520].hf_id,
+ },
+ { &fix_fields[520].hf_id,
{ "PartySubID (523)", "fix.PartySubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[521].hf_id,
+ },
+ { &fix_fields[521].hf_id,
{ "NestedPartyID (524)", "fix.NestedPartyID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[522].hf_id,
+ },
+ { &fix_fields[522].hf_id,
{ "NestedPartyIDSource (525)", "fix.NestedPartyIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[523].hf_id,
+ },
+ { &fix_fields[523].hf_id,
{ "SecondaryClOrdID (526)", "fix.SecondaryClOrdID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[524].hf_id,
+ },
+ { &fix_fields[524].hf_id,
{ "SecondaryExecID (527)", "fix.SecondaryExecID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[525].hf_id,
+ },
+ { &fix_fields[525].hf_id,
{ "OrderCapacity (528)", "fix.OrderCapacity",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[526].hf_id,
+ },
+ { &fix_fields[526].hf_id,
{ "OrderRestrictions (529)", "fix.OrderRestrictions",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[527].hf_id,
+ },
+ { &fix_fields[527].hf_id,
{ "MassCancelRequestType (530)", "fix.MassCancelRequestType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[528].hf_id,
+ },
+ { &fix_fields[528].hf_id,
{ "MassCancelResponse (531)", "fix.MassCancelResponse",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[529].hf_id,
+ },
+ { &fix_fields[529].hf_id,
{ "MassCancelRejectReason (532)", "fix.MassCancelRejectReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[530].hf_id,
+ },
+ { &fix_fields[530].hf_id,
{ "TotalAffectedOrders (533)", "fix.TotalAffectedOrders",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[531].hf_id,
+ },
+ { &fix_fields[531].hf_id,
{ "NoAffectedOrders (534)", "fix.NoAffectedOrders",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[532].hf_id,
+ },
+ { &fix_fields[532].hf_id,
{ "AffectedOrderID (535)", "fix.AffectedOrderID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[533].hf_id,
+ },
+ { &fix_fields[533].hf_id,
{ "AffectedSecondaryOrderID (536)", "fix.AffectedSecondaryOrderID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[534].hf_id,
+ },
+ { &fix_fields[534].hf_id,
{ "QuoteType (537)", "fix.QuoteType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[535].hf_id,
+ },
+ { &fix_fields[535].hf_id,
{ "NestedPartyRole (538)", "fix.NestedPartyRole",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[536].hf_id,
+ },
+ { &fix_fields[536].hf_id,
{ "NoNestedPartyIDs (539)", "fix.NoNestedPartyIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[537].hf_id,
+ },
+ { &fix_fields[537].hf_id,
{ "TotalAccruedInterestAmt (540)", "fix.TotalAccruedInterestAmt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[538].hf_id,
+ },
+ { &fix_fields[538].hf_id,
{ "MaturityDate (541)", "fix.MaturityDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[539].hf_id,
+ },
+ { &fix_fields[539].hf_id,
{ "UnderlyingMaturityDate (542)", "fix.UnderlyingMaturityDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[540].hf_id,
+ },
+ { &fix_fields[540].hf_id,
{ "InstrRegistry (543)", "fix.InstrRegistry",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[541].hf_id,
+ },
+ { &fix_fields[541].hf_id,
{ "CashMargin (544)", "fix.CashMargin",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[542].hf_id,
+ },
+ { &fix_fields[542].hf_id,
{ "NestedPartySubID (545)", "fix.NestedPartySubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[543].hf_id,
+ },
+ { &fix_fields[543].hf_id,
{ "Scope (546)", "fix.Scope",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[544].hf_id,
+ },
+ { &fix_fields[544].hf_id,
{ "MDImplicitDelete (547)", "fix.MDImplicitDelete",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[545].hf_id,
+ },
+ { &fix_fields[545].hf_id,
{ "CrossID (548)", "fix.CrossID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[546].hf_id,
+ },
+ { &fix_fields[546].hf_id,
{ "CrossType (549)", "fix.CrossType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[547].hf_id,
+ },
+ { &fix_fields[547].hf_id,
{ "CrossPrioritization (550)", "fix.CrossPrioritization",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[548].hf_id,
+ },
+ { &fix_fields[548].hf_id,
{ "OrigCrossID (551)", "fix.OrigCrossID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[549].hf_id,
+ },
+ { &fix_fields[549].hf_id,
{ "NoSides (552)", "fix.NoSides",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[550].hf_id,
+ },
+ { &fix_fields[550].hf_id,
{ "Username (553)", "fix.Username",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[551].hf_id,
+ },
+ { &fix_fields[551].hf_id,
{ "Password (554)", "fix.Password",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[552].hf_id,
+ },
+ { &fix_fields[552].hf_id,
{ "NoLegs (555)", "fix.NoLegs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[553].hf_id,
+ },
+ { &fix_fields[553].hf_id,
{ "LegCurrency (556)", "fix.LegCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[554].hf_id,
+ },
+ { &fix_fields[554].hf_id,
{ "TotNoSecurityTypes (557)", "fix.TotNoSecurityTypes",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[555].hf_id,
+ },
+ { &fix_fields[555].hf_id,
{ "NoSecurityTypes (558)", "fix.NoSecurityTypes",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[556].hf_id,
+ },
+ { &fix_fields[556].hf_id,
{ "SecurityListRequestType (559)", "fix.SecurityListRequestType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[557].hf_id,
+ },
+ { &fix_fields[557].hf_id,
{ "SecurityRequestResult (560)", "fix.SecurityRequestResult",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[558].hf_id,
+ },
+ { &fix_fields[558].hf_id,
{ "RoundLot (561)", "fix.RoundLot",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[559].hf_id,
+ },
+ { &fix_fields[559].hf_id,
{ "MinTradeVol (562)", "fix.MinTradeVol",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[560].hf_id,
+ },
+ { &fix_fields[560].hf_id,
{ "MultiLegRptTypeReq (563)", "fix.MultiLegRptTypeReq",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[561].hf_id,
+ },
+ { &fix_fields[561].hf_id,
{ "LegPositionEffect (564)", "fix.LegPositionEffect",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[562].hf_id,
+ },
+ { &fix_fields[562].hf_id,
{ "LegCoveredOrUncovered (565)", "fix.LegCoveredOrUncovered",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[563].hf_id,
+ },
+ { &fix_fields[563].hf_id,
{ "LegPrice (566)", "fix.LegPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[564].hf_id,
+ },
+ { &fix_fields[564].hf_id,
{ "TradSesStatusRejReason (567)", "fix.TradSesStatusRejReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[565].hf_id,
+ },
+ { &fix_fields[565].hf_id,
{ "TradeRequestID (568)", "fix.TradeRequestID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[566].hf_id,
+ },
+ { &fix_fields[566].hf_id,
{ "TradeRequestType (569)", "fix.TradeRequestType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[567].hf_id,
+ },
+ { &fix_fields[567].hf_id,
{ "PreviouslyReported (570)", "fix.PreviouslyReported",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[568].hf_id,
+ },
+ { &fix_fields[568].hf_id,
{ "TradeReportID (571)", "fix.TradeReportID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[569].hf_id,
+ },
+ { &fix_fields[569].hf_id,
{ "TradeReportRefID (572)", "fix.TradeReportRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[570].hf_id,
+ },
+ { &fix_fields[570].hf_id,
{ "MatchStatus (573)", "fix.MatchStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[571].hf_id,
+ },
+ { &fix_fields[571].hf_id,
{ "MatchType (574)", "fix.MatchType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[572].hf_id,
+ },
+ { &fix_fields[572].hf_id,
{ "OddLot (575)", "fix.OddLot",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[573].hf_id,
+ },
+ { &fix_fields[573].hf_id,
{ "NoClearingInstructions (576)", "fix.NoClearingInstructions",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[574].hf_id,
+ },
+ { &fix_fields[574].hf_id,
{ "ClearingInstruction (577)", "fix.ClearingInstruction",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[575].hf_id,
+ },
+ { &fix_fields[575].hf_id,
{ "TradeInputSource (578)", "fix.TradeInputSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[576].hf_id,
+ },
+ { &fix_fields[576].hf_id,
{ "TradeInputDevice (579)", "fix.TradeInputDevice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[577].hf_id,
+ },
+ { &fix_fields[577].hf_id,
{ "NoDates (580)", "fix.NoDates",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[578].hf_id,
+ },
+ { &fix_fields[578].hf_id,
{ "AccountType (581)", "fix.AccountType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[579].hf_id,
+ },
+ { &fix_fields[579].hf_id,
{ "CustOrderCapacity (582)", "fix.CustOrderCapacity",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[580].hf_id,
+ },
+ { &fix_fields[580].hf_id,
{ "ClOrdLinkID (583)", "fix.ClOrdLinkID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[581].hf_id,
+ },
+ { &fix_fields[581].hf_id,
{ "MassStatusReqID (584)", "fix.MassStatusReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[582].hf_id,
+ },
+ { &fix_fields[582].hf_id,
{ "MassStatusReqType (585)", "fix.MassStatusReqType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[583].hf_id,
+ },
+ { &fix_fields[583].hf_id,
{ "OrigOrdModTime (586)", "fix.OrigOrdModTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[584].hf_id,
+ },
+ { &fix_fields[584].hf_id,
{ "LegSettlType (587)", "fix.LegSettlType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[585].hf_id,
+ },
+ { &fix_fields[585].hf_id,
{ "LegSettlDate (588)", "fix.LegSettlDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[586].hf_id,
+ },
+ { &fix_fields[586].hf_id,
{ "DayBookingInst (589)", "fix.DayBookingInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[587].hf_id,
+ },
+ { &fix_fields[587].hf_id,
{ "BookingUnit (590)", "fix.BookingUnit",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[588].hf_id,
+ },
+ { &fix_fields[588].hf_id,
{ "PreallocMethod (591)", "fix.PreallocMethod",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[589].hf_id,
+ },
+ { &fix_fields[589].hf_id,
{ "UnderlyingCountryOfIssue (592)", "fix.UnderlyingCountryOfIssue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[590].hf_id,
+ },
+ { &fix_fields[590].hf_id,
{ "UnderlyingStateOrProvinceOfIssue (593)", "fix.UnderlyingStateOrProvinceOfIssue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[591].hf_id,
+ },
+ { &fix_fields[591].hf_id,
{ "UnderlyingLocaleOfIssue (594)", "fix.UnderlyingLocaleOfIssue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[592].hf_id,
+ },
+ { &fix_fields[592].hf_id,
{ "UnderlyingInstrRegistry (595)", "fix.UnderlyingInstrRegistry",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[593].hf_id,
+ },
+ { &fix_fields[593].hf_id,
{ "LegCountryOfIssue (596)", "fix.LegCountryOfIssue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[594].hf_id,
+ },
+ { &fix_fields[594].hf_id,
{ "LegStateOrProvinceOfIssue (597)", "fix.LegStateOrProvinceOfIssue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[595].hf_id,
+ },
+ { &fix_fields[595].hf_id,
{ "LegLocaleOfIssue (598)", "fix.LegLocaleOfIssue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[596].hf_id,
+ },
+ { &fix_fields[596].hf_id,
{ "LegInstrRegistry (599)", "fix.LegInstrRegistry",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[597].hf_id,
+ },
+ { &fix_fields[597].hf_id,
{ "LegSymbol (600)", "fix.LegSymbol",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[598].hf_id,
+ },
+ { &fix_fields[598].hf_id,
{ "LegSymbolSfx (601)", "fix.LegSymbolSfx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[599].hf_id,
+ },
+ { &fix_fields[599].hf_id,
{ "LegSecurityID (602)", "fix.LegSecurityID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[600].hf_id,
+ },
+ { &fix_fields[600].hf_id,
{ "LegSecurityIDSource (603)", "fix.LegSecurityIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[601].hf_id,
+ },
+ { &fix_fields[601].hf_id,
{ "NoLegSecurityAltID (604)", "fix.NoLegSecurityAltID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[602].hf_id,
+ },
+ { &fix_fields[602].hf_id,
{ "LegSecurityAltID (605)", "fix.LegSecurityAltID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[603].hf_id,
+ },
+ { &fix_fields[603].hf_id,
{ "LegSecurityAltIDSource (606)", "fix.LegSecurityAltIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[604].hf_id,
+ },
+ { &fix_fields[604].hf_id,
{ "LegProduct (607)", "fix.LegProduct",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[605].hf_id,
+ },
+ { &fix_fields[605].hf_id,
{ "LegCFICode (608)", "fix.LegCFICode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[606].hf_id,
+ },
+ { &fix_fields[606].hf_id,
{ "LegSecurityType (609)", "fix.LegSecurityType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[607].hf_id,
+ },
+ { &fix_fields[607].hf_id,
{ "LegMaturityMonthYear (610)", "fix.LegMaturityMonthYear",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[608].hf_id,
+ },
+ { &fix_fields[608].hf_id,
{ "LegMaturityDate (611)", "fix.LegMaturityDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[609].hf_id,
+ },
+ { &fix_fields[609].hf_id,
{ "LegStrikePrice (612)", "fix.LegStrikePrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[610].hf_id,
+ },
+ { &fix_fields[610].hf_id,
{ "LegOptAttribute (613)", "fix.LegOptAttribute",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[611].hf_id,
+ },
+ { &fix_fields[611].hf_id,
{ "LegContractMultiplier (614)", "fix.LegContractMultiplier",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[612].hf_id,
+ },
+ { &fix_fields[612].hf_id,
{ "LegCouponRate (615)", "fix.LegCouponRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[613].hf_id,
+ },
+ { &fix_fields[613].hf_id,
{ "LegSecurityExchange (616)", "fix.LegSecurityExchange",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[614].hf_id,
+ },
+ { &fix_fields[614].hf_id,
{ "LegIssuer (617)", "fix.LegIssuer",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[615].hf_id,
+ },
+ { &fix_fields[615].hf_id,
{ "EncodedLegIssuerLen (618)", "fix.EncodedLegIssuerLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[616].hf_id,
+ },
+ { &fix_fields[616].hf_id,
{ "EncodedLegIssuer (619)", "fix.EncodedLegIssuer",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[617].hf_id,
+ },
+ { &fix_fields[617].hf_id,
{ "LegSecurityDesc (620)", "fix.LegSecurityDesc",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[618].hf_id,
+ },
+ { &fix_fields[618].hf_id,
{ "EncodedLegSecurityDescLen (621)", "fix.EncodedLegSecurityDescLen",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[619].hf_id,
+ },
+ { &fix_fields[619].hf_id,
{ "EncodedLegSecurityDesc (622)", "fix.EncodedLegSecurityDesc",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[620].hf_id,
+ },
+ { &fix_fields[620].hf_id,
{ "LegRatioQty (623)", "fix.LegRatioQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[621].hf_id,
+ },
+ { &fix_fields[621].hf_id,
{ "LegSide (624)", "fix.LegSide",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[622].hf_id,
+ },
+ { &fix_fields[622].hf_id,
{ "TradingSessionSubID (625)", "fix.TradingSessionSubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[623].hf_id,
+ },
+ { &fix_fields[623].hf_id,
{ "AllocType (626)", "fix.AllocType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[624].hf_id,
+ },
+ { &fix_fields[624].hf_id,
{ "NoHops (627)", "fix.NoHops",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[625].hf_id,
+ },
+ { &fix_fields[625].hf_id,
{ "HopCompID (628)", "fix.HopCompID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[626].hf_id,
+ },
+ { &fix_fields[626].hf_id,
{ "HopSendingTime (629)", "fix.HopSendingTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[627].hf_id,
+ },
+ { &fix_fields[627].hf_id,
{ "HopRefID (630)", "fix.HopRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[628].hf_id,
+ },
+ { &fix_fields[628].hf_id,
{ "MidPx (631)", "fix.MidPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[629].hf_id,
+ },
+ { &fix_fields[629].hf_id,
{ "BidYield (632)", "fix.BidYield",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[630].hf_id,
+ },
+ { &fix_fields[630].hf_id,
{ "MidYield (633)", "fix.MidYield",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[631].hf_id,
+ },
+ { &fix_fields[631].hf_id,
{ "OfferYield (634)", "fix.OfferYield",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[632].hf_id,
+ },
+ { &fix_fields[632].hf_id,
{ "ClearingFeeIndicator (635)", "fix.ClearingFeeIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[633].hf_id,
+ },
+ { &fix_fields[633].hf_id,
{ "WorkingIndicator (636)", "fix.WorkingIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[634].hf_id,
+ },
+ { &fix_fields[634].hf_id,
{ "LegLastPx (637)", "fix.LegLastPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[635].hf_id,
+ },
+ { &fix_fields[635].hf_id,
{ "PriorityIndicator (638)", "fix.PriorityIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[636].hf_id,
+ },
+ { &fix_fields[636].hf_id,
{ "PriceImprovement (639)", "fix.PriceImprovement",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[637].hf_id,
+ },
+ { &fix_fields[637].hf_id,
{ "Price2 (640)", "fix.Price2",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[638].hf_id,
+ },
+ { &fix_fields[638].hf_id,
{ "LastForwardPoints2 (641)", "fix.LastForwardPoints2",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[639].hf_id,
+ },
+ { &fix_fields[639].hf_id,
{ "BidForwardPoints2 (642)", "fix.BidForwardPoints2",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[640].hf_id,
+ },
+ { &fix_fields[640].hf_id,
{ "OfferForwardPoints2 (643)", "fix.OfferForwardPoints2",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[641].hf_id,
+ },
+ { &fix_fields[641].hf_id,
{ "RFQReqID (644)", "fix.RFQReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[642].hf_id,
+ },
+ { &fix_fields[642].hf_id,
{ "MktBidPx (645)", "fix.MktBidPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[643].hf_id,
+ },
+ { &fix_fields[643].hf_id,
{ "MktOfferPx (646)", "fix.MktOfferPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[644].hf_id,
+ },
+ { &fix_fields[644].hf_id,
{ "MinBidSize (647)", "fix.MinBidSize",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[645].hf_id,
+ },
+ { &fix_fields[645].hf_id,
{ "MinOfferSize (648)", "fix.MinOfferSize",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[646].hf_id,
+ },
+ { &fix_fields[646].hf_id,
{ "QuoteStatusReqID (649)", "fix.QuoteStatusReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[647].hf_id,
+ },
+ { &fix_fields[647].hf_id,
{ "LegalConfirm (650)", "fix.LegalConfirm",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[648].hf_id,
+ },
+ { &fix_fields[648].hf_id,
{ "UnderlyingLastPx (651)", "fix.UnderlyingLastPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[649].hf_id,
+ },
+ { &fix_fields[649].hf_id,
{ "UnderlyingLastQty (652)", "fix.UnderlyingLastQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[650].hf_id,
+ },
+ { &fix_fields[650].hf_id,
{ "SecDefStatus (653)", "fix.SecDefStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[651].hf_id,
+ },
+ { &fix_fields[651].hf_id,
{ "LegRefID (654)", "fix.LegRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[652].hf_id,
+ },
+ { &fix_fields[652].hf_id,
{ "ContraLegRefID (655)", "fix.ContraLegRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[653].hf_id,
+ },
+ { &fix_fields[653].hf_id,
{ "SettlCurrBidFxRate (656)", "fix.SettlCurrBidFxRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[654].hf_id,
+ },
+ { &fix_fields[654].hf_id,
{ "SettlCurrOfferFxRate (657)", "fix.SettlCurrOfferFxRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[655].hf_id,
+ },
+ { &fix_fields[655].hf_id,
{ "QuoteRequestRejectReason (658)", "fix.QuoteRequestRejectReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[656].hf_id,
+ },
+ { &fix_fields[656].hf_id,
{ "SideComplianceID (659)", "fix.SideComplianceID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[657].hf_id,
+ },
+ { &fix_fields[657].hf_id,
{ "AcctIDSource (660)", "fix.AcctIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[658].hf_id,
+ },
+ { &fix_fields[658].hf_id,
{ "AllocAcctIDSource (661)", "fix.AllocAcctIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[659].hf_id,
+ },
+ { &fix_fields[659].hf_id,
{ "BenchmarkPrice (662)", "fix.BenchmarkPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[660].hf_id,
+ },
+ { &fix_fields[660].hf_id,
{ "BenchmarkPriceType (663)", "fix.BenchmarkPriceType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[661].hf_id,
+ },
+ { &fix_fields[661].hf_id,
{ "ConfirmID (664)", "fix.ConfirmID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[662].hf_id,
+ },
+ { &fix_fields[662].hf_id,
{ "ConfirmStatus (665)", "fix.ConfirmStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[663].hf_id,
+ },
+ { &fix_fields[663].hf_id,
{ "ConfirmTransType (666)", "fix.ConfirmTransType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[664].hf_id,
+ },
+ { &fix_fields[664].hf_id,
{ "ContractSettlMonth (667)", "fix.ContractSettlMonth",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[665].hf_id,
+ },
+ { &fix_fields[665].hf_id,
{ "DeliveryForm (668)", "fix.DeliveryForm",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[666].hf_id,
+ },
+ { &fix_fields[666].hf_id,
{ "LastParPx (669)", "fix.LastParPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[667].hf_id,
+ },
+ { &fix_fields[667].hf_id,
{ "NoLegAllocs (670)", "fix.NoLegAllocs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[668].hf_id,
+ },
+ { &fix_fields[668].hf_id,
{ "LegAllocAccount (671)", "fix.LegAllocAccount",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[669].hf_id,
+ },
+ { &fix_fields[669].hf_id,
{ "LegIndividualAllocID (672)", "fix.LegIndividualAllocID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[670].hf_id,
+ },
+ { &fix_fields[670].hf_id,
{ "LegAllocQty (673)", "fix.LegAllocQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[671].hf_id,
+ },
+ { &fix_fields[671].hf_id,
{ "LegAllocAcctIDSource (674)", "fix.LegAllocAcctIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[672].hf_id,
+ },
+ { &fix_fields[672].hf_id,
{ "LegSettlCurrency (675)", "fix.LegSettlCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[673].hf_id,
+ },
+ { &fix_fields[673].hf_id,
{ "LegBenchmarkCurveCurrency (676)", "fix.LegBenchmarkCurveCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[674].hf_id,
+ },
+ { &fix_fields[674].hf_id,
{ "LegBenchmarkCurveName (677)", "fix.LegBenchmarkCurveName",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[675].hf_id,
+ },
+ { &fix_fields[675].hf_id,
{ "LegBenchmarkCurvePoint (678)", "fix.LegBenchmarkCurvePoint",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[676].hf_id,
+ },
+ { &fix_fields[676].hf_id,
{ "LegBenchmarkPrice (679)", "fix.LegBenchmarkPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[677].hf_id,
+ },
+ { &fix_fields[677].hf_id,
{ "LegBenchmarkPriceType (680)", "fix.LegBenchmarkPriceType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[678].hf_id,
+ },
+ { &fix_fields[678].hf_id,
{ "LegBidPx (681)", "fix.LegBidPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[679].hf_id,
+ },
+ { &fix_fields[679].hf_id,
{ "LegIOIQty (682)", "fix.LegIOIQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[680].hf_id,
+ },
+ { &fix_fields[680].hf_id,
{ "NoLegStipulations (683)", "fix.NoLegStipulations",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[681].hf_id,
+ },
+ { &fix_fields[681].hf_id,
{ "LegOfferPx (684)", "fix.LegOfferPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[682].hf_id,
+ },
+ { &fix_fields[682].hf_id,
{ "LegOrderQty (685)", "fix.LegOrderQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[683].hf_id,
+ },
+ { &fix_fields[683].hf_id,
{ "LegPriceType (686)", "fix.LegPriceType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[684].hf_id,
+ },
+ { &fix_fields[684].hf_id,
{ "LegQty (687)", "fix.LegQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[685].hf_id,
+ },
+ { &fix_fields[685].hf_id,
{ "LegStipulationType (688)", "fix.LegStipulationType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[686].hf_id,
+ },
+ { &fix_fields[686].hf_id,
{ "LegStipulationValue (689)", "fix.LegStipulationValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[687].hf_id,
+ },
+ { &fix_fields[687].hf_id,
{ "LegSwapType (690)", "fix.LegSwapType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[688].hf_id,
+ },
+ { &fix_fields[688].hf_id,
{ "Pool (691)", "fix.Pool",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[689].hf_id,
+ },
+ { &fix_fields[689].hf_id,
{ "QuotePriceType (692)", "fix.QuotePriceType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[690].hf_id,
+ },
+ { &fix_fields[690].hf_id,
{ "QuoteRespID (693)", "fix.QuoteRespID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[691].hf_id,
+ },
+ { &fix_fields[691].hf_id,
{ "QuoteRespType (694)", "fix.QuoteRespType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[692].hf_id,
+ },
+ { &fix_fields[692].hf_id,
{ "QuoteQualifier (695)", "fix.QuoteQualifier",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[693].hf_id,
+ },
+ { &fix_fields[693].hf_id,
{ "YieldRedemptionDate (696)", "fix.YieldRedemptionDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[694].hf_id,
+ },
+ { &fix_fields[694].hf_id,
{ "YieldRedemptionPrice (697)", "fix.YieldRedemptionPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[695].hf_id,
+ },
+ { &fix_fields[695].hf_id,
{ "YieldRedemptionPriceType (698)", "fix.YieldRedemptionPriceType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[696].hf_id,
+ },
+ { &fix_fields[696].hf_id,
{ "BenchmarkSecurityID (699)", "fix.BenchmarkSecurityID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[697].hf_id,
+ },
+ { &fix_fields[697].hf_id,
{ "ReversalIndicator (700)", "fix.ReversalIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[698].hf_id,
+ },
+ { &fix_fields[698].hf_id,
{ "YieldCalcDate (701)", "fix.YieldCalcDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[699].hf_id,
+ },
+ { &fix_fields[699].hf_id,
{ "NoPositions (702)", "fix.NoPositions",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[700].hf_id,
+ },
+ { &fix_fields[700].hf_id,
{ "PosType (703)", "fix.PosType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[701].hf_id,
+ },
+ { &fix_fields[701].hf_id,
{ "LongQty (704)", "fix.LongQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[702].hf_id,
+ },
+ { &fix_fields[702].hf_id,
{ "ShortQty (705)", "fix.ShortQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[703].hf_id,
+ },
+ { &fix_fields[703].hf_id,
{ "PosQtyStatus (706)", "fix.PosQtyStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[704].hf_id,
+ },
+ { &fix_fields[704].hf_id,
{ "PosAmtType (707)", "fix.PosAmtType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[705].hf_id,
+ },
+ { &fix_fields[705].hf_id,
{ "PosAmt (708)", "fix.PosAmt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[706].hf_id,
+ },
+ { &fix_fields[706].hf_id,
{ "PosTransType (709)", "fix.PosTransType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[707].hf_id,
+ },
+ { &fix_fields[707].hf_id,
{ "PosReqID (710)", "fix.PosReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[708].hf_id,
+ },
+ { &fix_fields[708].hf_id,
{ "NoUnderlyings (711)", "fix.NoUnderlyings",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[709].hf_id,
+ },
+ { &fix_fields[709].hf_id,
{ "PosMaintAction (712)", "fix.PosMaintAction",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[710].hf_id,
+ },
+ { &fix_fields[710].hf_id,
{ "OrigPosReqRefID (713)", "fix.OrigPosReqRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[711].hf_id,
+ },
+ { &fix_fields[711].hf_id,
{ "PosMaintRptRefID (714)", "fix.PosMaintRptRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[712].hf_id,
+ },
+ { &fix_fields[712].hf_id,
{ "ClearingBusinessDate (715)", "fix.ClearingBusinessDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[713].hf_id,
+ },
+ { &fix_fields[713].hf_id,
{ "SettlSessID (716)", "fix.SettlSessID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[714].hf_id,
+ },
+ { &fix_fields[714].hf_id,
{ "SettlSessSubID (717)", "fix.SettlSessSubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[715].hf_id,
+ },
+ { &fix_fields[715].hf_id,
{ "AdjustmentType (718)", "fix.AdjustmentType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[716].hf_id,
+ },
+ { &fix_fields[716].hf_id,
{ "ContraryInstructionIndicator (719)", "fix.ContraryInstructionIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[717].hf_id,
+ },
+ { &fix_fields[717].hf_id,
{ "PriorSpreadIndicator (720)", "fix.PriorSpreadIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[718].hf_id,
+ },
+ { &fix_fields[718].hf_id,
{ "PosMaintRptID (721)", "fix.PosMaintRptID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[719].hf_id,
+ },
+ { &fix_fields[719].hf_id,
{ "PosMaintStatus (722)", "fix.PosMaintStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[720].hf_id,
+ },
+ { &fix_fields[720].hf_id,
{ "PosMaintResult (723)", "fix.PosMaintResult",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[721].hf_id,
+ },
+ { &fix_fields[721].hf_id,
{ "PosReqType (724)", "fix.PosReqType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[722].hf_id,
+ },
+ { &fix_fields[722].hf_id,
{ "ResponseTransportType (725)", "fix.ResponseTransportType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[723].hf_id,
+ },
+ { &fix_fields[723].hf_id,
{ "ResponseDestination (726)", "fix.ResponseDestination",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[724].hf_id,
+ },
+ { &fix_fields[724].hf_id,
{ "TotalNumPosReports (727)", "fix.TotalNumPosReports",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[725].hf_id,
+ },
+ { &fix_fields[725].hf_id,
{ "PosReqResult (728)", "fix.PosReqResult",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[726].hf_id,
+ },
+ { &fix_fields[726].hf_id,
{ "PosReqStatus (729)", "fix.PosReqStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[727].hf_id,
+ },
+ { &fix_fields[727].hf_id,
{ "SettlPrice (730)", "fix.SettlPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[728].hf_id,
+ },
+ { &fix_fields[728].hf_id,
{ "SettlPriceType (731)", "fix.SettlPriceType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[729].hf_id,
+ },
+ { &fix_fields[729].hf_id,
{ "UnderlyingSettlPrice (732)", "fix.UnderlyingSettlPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[730].hf_id,
+ },
+ { &fix_fields[730].hf_id,
{ "UnderlyingSettlPriceType (733)", "fix.UnderlyingSettlPriceType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[731].hf_id,
+ },
+ { &fix_fields[731].hf_id,
{ "PriorSettlPrice (734)", "fix.PriorSettlPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[732].hf_id,
+ },
+ { &fix_fields[732].hf_id,
{ "NoQuoteQualifiers (735)", "fix.NoQuoteQualifiers",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[733].hf_id,
+ },
+ { &fix_fields[733].hf_id,
{ "AllocSettlCurrency (736)", "fix.AllocSettlCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[734].hf_id,
+ },
+ { &fix_fields[734].hf_id,
{ "AllocSettlCurrAmt (737)", "fix.AllocSettlCurrAmt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[735].hf_id,
+ },
+ { &fix_fields[735].hf_id,
{ "InterestAtMaturity (738)", "fix.InterestAtMaturity",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[736].hf_id,
+ },
+ { &fix_fields[736].hf_id,
{ "LegDatedDate (739)", "fix.LegDatedDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[737].hf_id,
+ },
+ { &fix_fields[737].hf_id,
{ "LegPool (740)", "fix.LegPool",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[738].hf_id,
+ },
+ { &fix_fields[738].hf_id,
{ "AllocInterestAtMaturity (741)", "fix.AllocInterestAtMaturity",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[739].hf_id,
+ },
+ { &fix_fields[739].hf_id,
{ "AllocAccruedInterestAmt (742)", "fix.AllocAccruedInterestAmt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[740].hf_id,
+ },
+ { &fix_fields[740].hf_id,
{ "DeliveryDate (743)", "fix.DeliveryDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[741].hf_id,
+ },
+ { &fix_fields[741].hf_id,
{ "AssignmentMethod (744)", "fix.AssignmentMethod",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[742].hf_id,
+ },
+ { &fix_fields[742].hf_id,
{ "AssignmentUnit (745)", "fix.AssignmentUnit",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[743].hf_id,
+ },
+ { &fix_fields[743].hf_id,
{ "OpenInterest (746)", "fix.OpenInterest",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[744].hf_id,
+ },
+ { &fix_fields[744].hf_id,
{ "ExerciseMethod (747)", "fix.ExerciseMethod",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[745].hf_id,
+ },
+ { &fix_fields[745].hf_id,
{ "TotNumTradeReports (748)", "fix.TotNumTradeReports",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[746].hf_id,
+ },
+ { &fix_fields[746].hf_id,
{ "TradeRequestResult (749)", "fix.TradeRequestResult",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[747].hf_id,
+ },
+ { &fix_fields[747].hf_id,
{ "TradeRequestStatus (750)", "fix.TradeRequestStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[748].hf_id,
+ },
+ { &fix_fields[748].hf_id,
{ "TradeReportRejectReason (751)", "fix.TradeReportRejectReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[749].hf_id,
+ },
+ { &fix_fields[749].hf_id,
{ "SideMultiLegReportingType (752)", "fix.SideMultiLegReportingType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[750].hf_id,
+ },
+ { &fix_fields[750].hf_id,
{ "NoPosAmt (753)", "fix.NoPosAmt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[751].hf_id,
+ },
+ { &fix_fields[751].hf_id,
{ "AutoAcceptIndicator (754)", "fix.AutoAcceptIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[752].hf_id,
+ },
+ { &fix_fields[752].hf_id,
{ "AllocReportID (755)", "fix.AllocReportID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[753].hf_id,
+ },
+ { &fix_fields[753].hf_id,
{ "NoNested2PartyIDs (756)", "fix.NoNested2PartyIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[754].hf_id,
+ },
+ { &fix_fields[754].hf_id,
{ "Nested2PartyID (757)", "fix.Nested2PartyID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[755].hf_id,
+ },
+ { &fix_fields[755].hf_id,
{ "Nested2PartyIDSource (758)", "fix.Nested2PartyIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[756].hf_id,
+ },
+ { &fix_fields[756].hf_id,
{ "Nested2PartyRole (759)", "fix.Nested2PartyRole",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[757].hf_id,
+ },
+ { &fix_fields[757].hf_id,
{ "Nested2PartySubID (760)", "fix.Nested2PartySubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[758].hf_id,
+ },
+ { &fix_fields[758].hf_id,
{ "BenchmarkSecurityIDSource (761)", "fix.BenchmarkSecurityIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[759].hf_id,
+ },
+ { &fix_fields[759].hf_id,
{ "SecuritySubType (762)", "fix.SecuritySubType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[760].hf_id,
+ },
+ { &fix_fields[760].hf_id,
{ "UnderlyingSecuritySubType (763)", "fix.UnderlyingSecuritySubType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[761].hf_id,
+ },
+ { &fix_fields[761].hf_id,
{ "LegSecuritySubType (764)", "fix.LegSecuritySubType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[762].hf_id,
+ },
+ { &fix_fields[762].hf_id,
{ "AllowableOneSidednessPct (765)", "fix.AllowableOneSidednessPct",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[763].hf_id,
+ },
+ { &fix_fields[763].hf_id,
{ "AllowableOneSidednessValue (766)", "fix.AllowableOneSidednessValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[764].hf_id,
+ },
+ { &fix_fields[764].hf_id,
{ "AllowableOneSidednessCurr (767)", "fix.AllowableOneSidednessCurr",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[765].hf_id,
+ },
+ { &fix_fields[765].hf_id,
{ "NoTrdRegTimestamps (768)", "fix.NoTrdRegTimestamps",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[766].hf_id,
+ },
+ { &fix_fields[766].hf_id,
{ "TrdRegTimestamp (769)", "fix.TrdRegTimestamp",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[767].hf_id,
+ },
+ { &fix_fields[767].hf_id,
{ "TrdRegTimestampType (770)", "fix.TrdRegTimestampType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[768].hf_id,
+ },
+ { &fix_fields[768].hf_id,
{ "TrdRegTimestampOrigin (771)", "fix.TrdRegTimestampOrigin",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[769].hf_id,
+ },
+ { &fix_fields[769].hf_id,
{ "ConfirmRefID (772)", "fix.ConfirmRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[770].hf_id,
+ },
+ { &fix_fields[770].hf_id,
{ "ConfirmType (773)", "fix.ConfirmType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[771].hf_id,
+ },
+ { &fix_fields[771].hf_id,
{ "ConfirmRejReason (774)", "fix.ConfirmRejReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[772].hf_id,
+ },
+ { &fix_fields[772].hf_id,
{ "BookingType (775)", "fix.BookingType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[773].hf_id,
+ },
+ { &fix_fields[773].hf_id,
{ "IndividualAllocRejCode (776)", "fix.IndividualAllocRejCode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[774].hf_id,
+ },
+ { &fix_fields[774].hf_id,
{ "SettlInstMsgID (777)", "fix.SettlInstMsgID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[775].hf_id,
+ },
+ { &fix_fields[775].hf_id,
{ "NoSettlInst (778)", "fix.NoSettlInst",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[776].hf_id,
+ },
+ { &fix_fields[776].hf_id,
{ "LastUpdateTime (779)", "fix.LastUpdateTime",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[777].hf_id,
+ },
+ { &fix_fields[777].hf_id,
{ "AllocSettlInstType (780)", "fix.AllocSettlInstType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[778].hf_id,
+ },
+ { &fix_fields[778].hf_id,
{ "NoSettlPartyIDs (781)", "fix.NoSettlPartyIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[779].hf_id,
+ },
+ { &fix_fields[779].hf_id,
{ "SettlPartyID (782)", "fix.SettlPartyID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[780].hf_id,
+ },
+ { &fix_fields[780].hf_id,
{ "SettlPartyIDSource (783)", "fix.SettlPartyIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[781].hf_id,
+ },
+ { &fix_fields[781].hf_id,
{ "SettlPartyRole (784)", "fix.SettlPartyRole",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[782].hf_id,
+ },
+ { &fix_fields[782].hf_id,
{ "SettlPartySubID (785)", "fix.SettlPartySubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[783].hf_id,
+ },
+ { &fix_fields[783].hf_id,
{ "SettlPartySubIDType (786)", "fix.SettlPartySubIDType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[784].hf_id,
+ },
+ { &fix_fields[784].hf_id,
{ "DlvyInstType (787)", "fix.DlvyInstType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[785].hf_id,
+ },
+ { &fix_fields[785].hf_id,
{ "TerminationType (788)", "fix.TerminationType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[786].hf_id,
+ },
+ { &fix_fields[786].hf_id,
{ "NextExpectedMsgSeqNum (789)", "fix.NextExpectedMsgSeqNum",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[787].hf_id,
+ },
+ { &fix_fields[787].hf_id,
{ "OrdStatusReqID (790)", "fix.OrdStatusReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[788].hf_id,
+ },
+ { &fix_fields[788].hf_id,
{ "SettlInstReqID (791)", "fix.SettlInstReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[789].hf_id,
+ },
+ { &fix_fields[789].hf_id,
{ "SettlInstReqRejCode (792)", "fix.SettlInstReqRejCode",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[790].hf_id,
+ },
+ { &fix_fields[790].hf_id,
{ "SecondaryAllocID (793)", "fix.SecondaryAllocID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[791].hf_id,
+ },
+ { &fix_fields[791].hf_id,
{ "AllocReportType (794)", "fix.AllocReportType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[792].hf_id,
+ },
+ { &fix_fields[792].hf_id,
{ "AllocReportRefID (795)", "fix.AllocReportRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[793].hf_id,
+ },
+ { &fix_fields[793].hf_id,
{ "AllocCancReplaceReason (796)", "fix.AllocCancReplaceReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[794].hf_id,
+ },
+ { &fix_fields[794].hf_id,
{ "CopyMsgIndicator (797)", "fix.CopyMsgIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[795].hf_id,
+ },
+ { &fix_fields[795].hf_id,
{ "AllocAccountType (798)", "fix.AllocAccountType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[796].hf_id,
+ },
+ { &fix_fields[796].hf_id,
{ "OrderAvgPx (799)", "fix.OrderAvgPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[797].hf_id,
+ },
+ { &fix_fields[797].hf_id,
{ "OrderBookingQty (800)", "fix.OrderBookingQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[798].hf_id,
+ },
+ { &fix_fields[798].hf_id,
{ "NoSettlPartySubIDs (801)", "fix.NoSettlPartySubIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[799].hf_id,
+ },
+ { &fix_fields[799].hf_id,
{ "NoPartySubIDs (802)", "fix.NoPartySubIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[800].hf_id,
+ },
+ { &fix_fields[800].hf_id,
{ "PartySubIDType (803)", "fix.PartySubIDType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[801].hf_id,
+ },
+ { &fix_fields[801].hf_id,
{ "NoNestedPartySubIDs (804)", "fix.NoNestedPartySubIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[802].hf_id,
+ },
+ { &fix_fields[802].hf_id,
{ "NestedPartySubIDType (805)", "fix.NestedPartySubIDType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[803].hf_id,
+ },
+ { &fix_fields[803].hf_id,
{ "NoNested2PartySubIDs (806)", "fix.NoNested2PartySubIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[804].hf_id,
+ },
+ { &fix_fields[804].hf_id,
{ "Nested2PartySubIDType (807)", "fix.Nested2PartySubIDType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[805].hf_id,
+ },
+ { &fix_fields[805].hf_id,
{ "AllocIntermedReqType (808)", "fix.AllocIntermedReqType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[806].hf_id,
+ },
+ { &fix_fields[806].hf_id,
{ "UnderlyingPx (810)", "fix.UnderlyingPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[807].hf_id,
+ },
+ { &fix_fields[807].hf_id,
{ "PriceDelta (811)", "fix.PriceDelta",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[808].hf_id,
+ },
+ { &fix_fields[808].hf_id,
{ "ApplQueueMax (812)", "fix.ApplQueueMax",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[809].hf_id,
+ },
+ { &fix_fields[809].hf_id,
{ "ApplQueueDepth (813)", "fix.ApplQueueDepth",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[810].hf_id,
+ },
+ { &fix_fields[810].hf_id,
{ "ApplQueueResolution (814)", "fix.ApplQueueResolution",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[811].hf_id,
+ },
+ { &fix_fields[811].hf_id,
{ "ApplQueueAction (815)", "fix.ApplQueueAction",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[812].hf_id,
+ },
+ { &fix_fields[812].hf_id,
{ "NoAltMDSource (816)", "fix.NoAltMDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[813].hf_id,
+ },
+ { &fix_fields[813].hf_id,
{ "AltMDSourceID (817)", "fix.AltMDSourceID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[814].hf_id,
+ },
+ { &fix_fields[814].hf_id,
{ "SecondaryTradeReportID (818)", "fix.SecondaryTradeReportID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[815].hf_id,
+ },
+ { &fix_fields[815].hf_id,
{ "AvgPxIndicator (819)", "fix.AvgPxIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[816].hf_id,
+ },
+ { &fix_fields[816].hf_id,
{ "TradeLinkID (820)", "fix.TradeLinkID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[817].hf_id,
+ },
+ { &fix_fields[817].hf_id,
{ "OrderInputDevice (821)", "fix.OrderInputDevice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[818].hf_id,
+ },
+ { &fix_fields[818].hf_id,
{ "UnderlyingTradingSessionID (822)", "fix.UnderlyingTradingSessionID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[819].hf_id,
+ },
+ { &fix_fields[819].hf_id,
{ "UnderlyingTradingSessionSubID (823)", "fix.UnderlyingTradingSessionSubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[820].hf_id,
+ },
+ { &fix_fields[820].hf_id,
{ "TradeLegRefID (824)", "fix.TradeLegRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[821].hf_id,
+ },
+ { &fix_fields[821].hf_id,
{ "ExchangeRule (825)", "fix.ExchangeRule",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[822].hf_id,
+ },
+ { &fix_fields[822].hf_id,
{ "TradeAllocIndicator (826)", "fix.TradeAllocIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[823].hf_id,
+ },
+ { &fix_fields[823].hf_id,
{ "ExpirationCycle (827)", "fix.ExpirationCycle",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[824].hf_id,
+ },
+ { &fix_fields[824].hf_id,
{ "TrdType (828)", "fix.TrdType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[825].hf_id,
+ },
+ { &fix_fields[825].hf_id,
{ "TrdSubType (829)", "fix.TrdSubType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[826].hf_id,
+ },
+ { &fix_fields[826].hf_id,
{ "TransferReason (830)", "fix.TransferReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[827].hf_id,
+ },
+ { &fix_fields[827].hf_id,
{ "AsgnReqID (831)", "fix.AsgnReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[828].hf_id,
+ },
+ { &fix_fields[828].hf_id,
{ "TotNumAssignmentReports (832)", "fix.TotNumAssignmentReports",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[829].hf_id,
+ },
+ { &fix_fields[829].hf_id,
{ "AsgnRptID (833)", "fix.AsgnRptID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[830].hf_id,
+ },
+ { &fix_fields[830].hf_id,
{ "ThresholdAmount (834)", "fix.ThresholdAmount",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[831].hf_id,
+ },
+ { &fix_fields[831].hf_id,
{ "PegMoveType (835)", "fix.PegMoveType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[832].hf_id,
+ },
+ { &fix_fields[832].hf_id,
{ "PegOffsetType (836)", "fix.PegOffsetType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[833].hf_id,
+ },
+ { &fix_fields[833].hf_id,
{ "PegLimitType (837)", "fix.PegLimitType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[834].hf_id,
+ },
+ { &fix_fields[834].hf_id,
{ "PegRoundDirection (838)", "fix.PegRoundDirection",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[835].hf_id,
+ },
+ { &fix_fields[835].hf_id,
{ "PeggedPrice (839)", "fix.PeggedPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[836].hf_id,
+ },
+ { &fix_fields[836].hf_id,
{ "PegScope (840)", "fix.PegScope",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[837].hf_id,
+ },
+ { &fix_fields[837].hf_id,
{ "DiscretionMoveType (841)", "fix.DiscretionMoveType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[838].hf_id,
+ },
+ { &fix_fields[838].hf_id,
{ "DiscretionOffsetType (842)", "fix.DiscretionOffsetType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[839].hf_id,
+ },
+ { &fix_fields[839].hf_id,
{ "DiscretionLimitType (843)", "fix.DiscretionLimitType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[840].hf_id,
+ },
+ { &fix_fields[840].hf_id,
{ "DiscretionRoundDirection (844)", "fix.DiscretionRoundDirection",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[841].hf_id,
+ },
+ { &fix_fields[841].hf_id,
{ "DiscretionPrice (845)", "fix.DiscretionPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[842].hf_id,
+ },
+ { &fix_fields[842].hf_id,
{ "DiscretionScope (846)", "fix.DiscretionScope",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[843].hf_id,
+ },
+ { &fix_fields[843].hf_id,
{ "TargetStrategy (847)", "fix.TargetStrategy",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[844].hf_id,
+ },
+ { &fix_fields[844].hf_id,
{ "TargetStrategyParameters (848)", "fix.TargetStrategyParameters",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[845].hf_id,
+ },
+ { &fix_fields[845].hf_id,
{ "ParticipationRate (849)", "fix.ParticipationRate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[846].hf_id,
+ },
+ { &fix_fields[846].hf_id,
{ "TargetStrategyPerformance (850)", "fix.TargetStrategyPerformance",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[847].hf_id,
+ },
+ { &fix_fields[847].hf_id,
{ "LastLiquidityInd (851)", "fix.LastLiquidityInd",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[848].hf_id,
+ },
+ { &fix_fields[848].hf_id,
{ "PublishTrdIndicator (852)", "fix.PublishTrdIndicator",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[849].hf_id,
+ },
+ { &fix_fields[849].hf_id,
{ "ShortSaleReason (853)", "fix.ShortSaleReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[850].hf_id,
+ },
+ { &fix_fields[850].hf_id,
{ "QtyType (854)", "fix.QtyType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[851].hf_id,
+ },
+ { &fix_fields[851].hf_id,
{ "SecondaryTrdType (855)", "fix.SecondaryTrdType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[852].hf_id,
+ },
+ { &fix_fields[852].hf_id,
{ "TradeReportType (856)", "fix.TradeReportType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[853].hf_id,
+ },
+ { &fix_fields[853].hf_id,
{ "AllocNoOrdersType (857)", "fix.AllocNoOrdersType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[854].hf_id,
+ },
+ { &fix_fields[854].hf_id,
{ "SharedCommission (858)", "fix.SharedCommission",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[855].hf_id,
+ },
+ { &fix_fields[855].hf_id,
{ "ConfirmReqID (859)", "fix.ConfirmReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[856].hf_id,
+ },
+ { &fix_fields[856].hf_id,
{ "AvgParPx (860)", "fix.AvgParPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[857].hf_id,
+ },
+ { &fix_fields[857].hf_id,
{ "ReportedPx (861)", "fix.ReportedPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[858].hf_id,
+ },
+ { &fix_fields[858].hf_id,
{ "NoCapacities (862)", "fix.NoCapacities",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[859].hf_id,
+ },
+ { &fix_fields[859].hf_id,
{ "OrderCapacityQty (863)", "fix.OrderCapacityQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[860].hf_id,
+ },
+ { &fix_fields[860].hf_id,
{ "NoEvents (864)", "fix.NoEvents",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[861].hf_id,
+ },
+ { &fix_fields[861].hf_id,
{ "EventType (865)", "fix.EventType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[862].hf_id,
+ },
+ { &fix_fields[862].hf_id,
{ "EventDate (866)", "fix.EventDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[863].hf_id,
+ },
+ { &fix_fields[863].hf_id,
{ "EventPx (867)", "fix.EventPx",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[864].hf_id,
+ },
+ { &fix_fields[864].hf_id,
{ "EventText (868)", "fix.EventText",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[865].hf_id,
+ },
+ { &fix_fields[865].hf_id,
{ "PctAtRisk (869)", "fix.PctAtRisk",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[866].hf_id,
+ },
+ { &fix_fields[866].hf_id,
{ "NoInstrAttrib (870)", "fix.NoInstrAttrib",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[867].hf_id,
+ },
+ { &fix_fields[867].hf_id,
{ "InstrAttribType (871)", "fix.InstrAttribType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[868].hf_id,
+ },
+ { &fix_fields[868].hf_id,
{ "InstrAttribValue (872)", "fix.InstrAttribValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[869].hf_id,
+ },
+ { &fix_fields[869].hf_id,
{ "DatedDate (873)", "fix.DatedDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[870].hf_id,
+ },
+ { &fix_fields[870].hf_id,
{ "InterestAccrualDate (874)", "fix.InterestAccrualDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[871].hf_id,
+ },
+ { &fix_fields[871].hf_id,
{ "CPProgram (875)", "fix.CPProgram",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[872].hf_id,
+ },
+ { &fix_fields[872].hf_id,
{ "CPRegType (876)", "fix.CPRegType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[873].hf_id,
+ },
+ { &fix_fields[873].hf_id,
{ "UnderlyingCPProgram (877)", "fix.UnderlyingCPProgram",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[874].hf_id,
+ },
+ { &fix_fields[874].hf_id,
{ "UnderlyingCPRegType (878)", "fix.UnderlyingCPRegType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[875].hf_id,
+ },
+ { &fix_fields[875].hf_id,
{ "UnderlyingQty (879)", "fix.UnderlyingQty",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[876].hf_id,
+ },
+ { &fix_fields[876].hf_id,
{ "TrdMatchID (880)", "fix.TrdMatchID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[877].hf_id,
+ },
+ { &fix_fields[877].hf_id,
{ "SecondaryTradeReportRefID (881)", "fix.SecondaryTradeReportRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[878].hf_id,
+ },
+ { &fix_fields[878].hf_id,
{ "UnderlyingDirtyPrice (882)", "fix.UnderlyingDirtyPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[879].hf_id,
+ },
+ { &fix_fields[879].hf_id,
{ "UnderlyingEndPrice (883)", "fix.UnderlyingEndPrice",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[880].hf_id,
+ },
+ { &fix_fields[880].hf_id,
{ "UnderlyingStartValue (884)", "fix.UnderlyingStartValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[881].hf_id,
+ },
+ { &fix_fields[881].hf_id,
{ "UnderlyingCurrentValue (885)", "fix.UnderlyingCurrentValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[882].hf_id,
+ },
+ { &fix_fields[882].hf_id,
{ "UnderlyingEndValue (886)", "fix.UnderlyingEndValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[883].hf_id,
+ },
+ { &fix_fields[883].hf_id,
{ "NoUnderlyingStips (887)", "fix.NoUnderlyingStips",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[884].hf_id,
+ },
+ { &fix_fields[884].hf_id,
{ "UnderlyingStipType (888)", "fix.UnderlyingStipType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[885].hf_id,
+ },
+ { &fix_fields[885].hf_id,
{ "UnderlyingStipValue (889)", "fix.UnderlyingStipValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[886].hf_id,
+ },
+ { &fix_fields[886].hf_id,
{ "MaturityNetMoney (890)", "fix.MaturityNetMoney",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[887].hf_id,
+ },
+ { &fix_fields[887].hf_id,
{ "MiscFeeBasis (891)", "fix.MiscFeeBasis",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[888].hf_id,
+ },
+ { &fix_fields[888].hf_id,
{ "TotNoAllocs (892)", "fix.TotNoAllocs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[889].hf_id,
+ },
+ { &fix_fields[889].hf_id,
{ "LastFragment (893)", "fix.LastFragment",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[890].hf_id,
+ },
+ { &fix_fields[890].hf_id,
{ "CollReqID (894)", "fix.CollReqID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[891].hf_id,
+ },
+ { &fix_fields[891].hf_id,
{ "CollAsgnReason (895)", "fix.CollAsgnReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[892].hf_id,
+ },
+ { &fix_fields[892].hf_id,
{ "CollInquiryQualifier (896)", "fix.CollInquiryQualifier",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[893].hf_id,
+ },
+ { &fix_fields[893].hf_id,
{ "NoTrades (897)", "fix.NoTrades",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[894].hf_id,
+ },
+ { &fix_fields[894].hf_id,
{ "MarginRatio (898)", "fix.MarginRatio",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[895].hf_id,
+ },
+ { &fix_fields[895].hf_id,
{ "MarginExcess (899)", "fix.MarginExcess",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[896].hf_id,
+ },
+ { &fix_fields[896].hf_id,
{ "TotalNetValue (900)", "fix.TotalNetValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[897].hf_id,
+ },
+ { &fix_fields[897].hf_id,
{ "CashOutstanding (901)", "fix.CashOutstanding",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[898].hf_id,
+ },
+ { &fix_fields[898].hf_id,
{ "CollAsgnID (902)", "fix.CollAsgnID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[899].hf_id,
+ },
+ { &fix_fields[899].hf_id,
{ "CollAsgnTransType (903)", "fix.CollAsgnTransType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[900].hf_id,
+ },
+ { &fix_fields[900].hf_id,
{ "CollRespID (904)", "fix.CollRespID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[901].hf_id,
+ },
+ { &fix_fields[901].hf_id,
{ "CollAsgnRespType (905)", "fix.CollAsgnRespType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[902].hf_id,
+ },
+ { &fix_fields[902].hf_id,
{ "CollAsgnRejectReason (906)", "fix.CollAsgnRejectReason",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[903].hf_id,
+ },
+ { &fix_fields[903].hf_id,
{ "CollAsgnRefID (907)", "fix.CollAsgnRefID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[904].hf_id,
+ },
+ { &fix_fields[904].hf_id,
{ "CollRptID (908)", "fix.CollRptID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[905].hf_id,
+ },
+ { &fix_fields[905].hf_id,
{ "CollInquiryID (909)", "fix.CollInquiryID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[906].hf_id,
+ },
+ { &fix_fields[906].hf_id,
{ "CollStatus (910)", "fix.CollStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[907].hf_id,
+ },
+ { &fix_fields[907].hf_id,
{ "TotNumReports (911)", "fix.TotNumReports",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[908].hf_id,
+ },
+ { &fix_fields[908].hf_id,
{ "LastRptRequested (912)", "fix.LastRptRequested",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[909].hf_id,
+ },
+ { &fix_fields[909].hf_id,
{ "AgreementDesc (913)", "fix.AgreementDesc",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[910].hf_id,
+ },
+ { &fix_fields[910].hf_id,
{ "AgreementID (914)", "fix.AgreementID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[911].hf_id,
+ },
+ { &fix_fields[911].hf_id,
{ "AgreementDate (915)", "fix.AgreementDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[912].hf_id,
+ },
+ { &fix_fields[912].hf_id,
{ "StartDate (916)", "fix.StartDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[913].hf_id,
+ },
+ { &fix_fields[913].hf_id,
{ "EndDate (917)", "fix.EndDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[914].hf_id,
+ },
+ { &fix_fields[914].hf_id,
{ "AgreementCurrency (918)", "fix.AgreementCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[915].hf_id,
+ },
+ { &fix_fields[915].hf_id,
{ "DeliveryType (919)", "fix.DeliveryType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[916].hf_id,
+ },
+ { &fix_fields[916].hf_id,
{ "EndAccruedInterestAmt (920)", "fix.EndAccruedInterestAmt",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[917].hf_id,
+ },
+ { &fix_fields[917].hf_id,
{ "StartCash (921)", "fix.StartCash",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[918].hf_id,
+ },
+ { &fix_fields[918].hf_id,
{ "EndCash (922)", "fix.EndCash",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[919].hf_id,
+ },
+ { &fix_fields[919].hf_id,
{ "UserRequestID (923)", "fix.UserRequestID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[920].hf_id,
+ },
+ { &fix_fields[920].hf_id,
{ "UserRequestType (924)", "fix.UserRequestType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[921].hf_id,
+ },
+ { &fix_fields[921].hf_id,
{ "NewPassword (925)", "fix.NewPassword",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[922].hf_id,
+ },
+ { &fix_fields[922].hf_id,
{ "UserStatus (926)", "fix.UserStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[923].hf_id,
+ },
+ { &fix_fields[923].hf_id,
{ "UserStatusText (927)", "fix.UserStatusText",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[924].hf_id,
+ },
+ { &fix_fields[924].hf_id,
{ "StatusValue (928)", "fix.StatusValue",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[925].hf_id,
+ },
+ { &fix_fields[925].hf_id,
{ "StatusText (929)", "fix.StatusText",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[926].hf_id,
+ },
+ { &fix_fields[926].hf_id,
{ "RefCompID (930)", "fix.RefCompID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[927].hf_id,
+ },
+ { &fix_fields[927].hf_id,
{ "RefSubID (931)", "fix.RefSubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[928].hf_id,
+ },
+ { &fix_fields[928].hf_id,
{ "NetworkResponseID (932)", "fix.NetworkResponseID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[929].hf_id,
+ },
+ { &fix_fields[929].hf_id,
{ "NetworkRequestID (933)", "fix.NetworkRequestID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[930].hf_id,
+ },
+ { &fix_fields[930].hf_id,
{ "LastNetworkResponseID (934)", "fix.LastNetworkResponseID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[931].hf_id,
+ },
+ { &fix_fields[931].hf_id,
{ "NetworkRequestType (935)", "fix.NetworkRequestType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[932].hf_id,
+ },
+ { &fix_fields[932].hf_id,
{ "NoCompIDs (936)", "fix.NoCompIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[933].hf_id,
+ },
+ { &fix_fields[933].hf_id,
{ "NetworkStatusResponseType (937)", "fix.NetworkStatusResponseType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[934].hf_id,
+ },
+ { &fix_fields[934].hf_id,
{ "NoCollInquiryQualifier (938)", "fix.NoCollInquiryQualifier",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[935].hf_id,
+ },
+ { &fix_fields[935].hf_id,
{ "TrdRptStatus (939)", "fix.TrdRptStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[936].hf_id,
+ },
+ { &fix_fields[936].hf_id,
{ "AffirmStatus (940)", "fix.AffirmStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[937].hf_id,
+ },
+ { &fix_fields[937].hf_id,
{ "UnderlyingStrikeCurrency (941)", "fix.UnderlyingStrikeCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[938].hf_id,
+ },
+ { &fix_fields[938].hf_id,
{ "LegStrikeCurrency (942)", "fix.LegStrikeCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[939].hf_id,
+ },
+ { &fix_fields[939].hf_id,
{ "TimeBracket (943)", "fix.TimeBracket",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[940].hf_id,
+ },
+ { &fix_fields[940].hf_id,
{ "CollAction (944)", "fix.CollAction",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[941].hf_id,
+ },
+ { &fix_fields[941].hf_id,
{ "CollInquiryStatus (945)", "fix.CollInquiryStatus",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[942].hf_id,
+ },
+ { &fix_fields[942].hf_id,
{ "CollInquiryResult (946)", "fix.CollInquiryResult",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[943].hf_id,
+ },
+ { &fix_fields[943].hf_id,
{ "StrikeCurrency (947)", "fix.StrikeCurrency",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[944].hf_id,
+ },
+ { &fix_fields[944].hf_id,
{ "NoNested3PartyIDs (948)", "fix.NoNested3PartyIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[945].hf_id,
+ },
+ { &fix_fields[945].hf_id,
{ "Nested3PartyID (949)", "fix.Nested3PartyID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[946].hf_id,
+ },
+ { &fix_fields[946].hf_id,
{ "Nested3PartyIDSource (950)", "fix.Nested3PartyIDSource",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[947].hf_id,
+ },
+ { &fix_fields[947].hf_id,
{ "Nested3PartyRole (951)", "fix.Nested3PartyRole",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[948].hf_id,
+ },
+ { &fix_fields[948].hf_id,
{ "NoNested3PartySubIDs (952)", "fix.NoNested3PartySubIDs",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[949].hf_id,
+ },
+ { &fix_fields[949].hf_id,
{ "Nested3PartySubID (953)", "fix.Nested3PartySubID",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[950].hf_id,
+ },
+ { &fix_fields[950].hf_id,
{ "Nested3PartySubIDType (954)", "fix.Nested3PartySubIDType",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[951].hf_id,
+ },
+ { &fix_fields[951].hf_id,
{ "LegContractSettlMonth (955)", "fix.LegContractSettlMonth",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
- },
- { &fix_fields[952].hf_id,
+ },
+ { &fix_fields[952].hf_id,
{ "LegInterestAccrualDate (956)", "fix.LegInterestAccrualDate",
FT_STRING, BASE_NONE, NULL, 0x00,
NULL, HFILL }
+ },
+ { &fix_fields[953].hf_id,
+ { "NoStrategyParameters (957)", "fix.NoStrategyParameters",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[954].hf_id,
+ { "StrategyParameterName (958)", "fix.StrategyParameterName",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[955].hf_id,
+ { "StrategyParameterType (959)", "fix.StrategyParameterType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[956].hf_id,
+ { "StrategyParameterValue (960)", "fix.StrategyParameterValue",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[957].hf_id,
+ { "HostCrossID (961)", "fix.HostCrossID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[958].hf_id,
+ { "SideTimeInForce (962)", "fix.SideTimeInForce",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[959].hf_id,
+ { "MDReportID (963)", "fix.MDReportID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[960].hf_id,
+ { "SecurityReportID (964)", "fix.SecurityReportID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[961].hf_id,
+ { "SecurityStatus (965)", "fix.SecurityStatus",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[962].hf_id,
+ { "SettleOnOpenFlag (966)", "fix.SettleOnOpenFlag",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[963].hf_id,
+ { "StrikeMultiplier (967)", "fix.StrikeMultiplier",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[964].hf_id,
+ { "StrikeValue (968)", "fix.StrikeValue",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[965].hf_id,
+ { "MinPriceIncrement (969)", "fix.MinPriceIncrement",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[966].hf_id,
+ { "PositionLimit (970)", "fix.PositionLimit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[967].hf_id,
+ { "NTPositionLimit (971)", "fix.NTPositionLimit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[968].hf_id,
+ { "UnderlyingAllocationPercent (972)", "fix.UnderlyingAllocationPercent",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[969].hf_id,
+ { "UnderlyingCashAmount (973)", "fix.UnderlyingCashAmount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[970].hf_id,
+ { "UnderlyingCashType (974)", "fix.UnderlyingCashType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[971].hf_id,
+ { "UnderlyingSettlementType (975)", "fix.UnderlyingSettlementType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[972].hf_id,
+ { "QuantityDate (976)", "fix.QuantityDate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[973].hf_id,
+ { "ContIntRptID (977)", "fix.ContIntRptID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[974].hf_id,
+ { "LateIndicator (978)", "fix.LateIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[975].hf_id,
+ { "InputSource (979)", "fix.InputSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[976].hf_id,
+ { "SecurityUpdateAction (980)", "fix.SecurityUpdateAction",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[977].hf_id,
+ { "NoExpiration (981)", "fix.NoExpiration",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[978].hf_id,
+ { "ExpirationQtyType (982)", "fix.ExpirationQtyType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[979].hf_id,
+ { "ExpQty (983)", "fix.ExpQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[980].hf_id,
+ { "NoUnderlyingAmounts (984)", "fix.NoUnderlyingAmounts",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[981].hf_id,
+ { "UnderlyingPayAmount (985)", "fix.UnderlyingPayAmount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[982].hf_id,
+ { "UnderlyingCollectAmount (986)", "fix.UnderlyingCollectAmount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[983].hf_id,
+ { "UnderlyingSettlementDate (987)", "fix.UnderlyingSettlementDate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[984].hf_id,
+ { "UnderlyingSettlementStatus (988)", "fix.UnderlyingSettlementStatus",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[985].hf_id,
+ { "SecondaryIndividualAllocID (989)", "fix.SecondaryIndividualAllocID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[986].hf_id,
+ { "LegReportID (990)", "fix.LegReportID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[987].hf_id,
+ { "RndPx (991)", "fix.RndPx",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[988].hf_id,
+ { "IndividualAllocType (992)", "fix.IndividualAllocType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[989].hf_id,
+ { "AllocCustomerCapacity (993)", "fix.AllocCustomerCapacity",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[990].hf_id,
+ { "TierCode (994)", "fix.TierCode",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[991].hf_id,
+ { "UnitOfMeasure (996)", "fix.UnitOfMeasure",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[992].hf_id,
+ { "TimeUnit (997)", "fix.TimeUnit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[993].hf_id,
+ { "UnderlyingUnitOfMeasure (998)", "fix.UnderlyingUnitOfMeasure",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[994].hf_id,
+ { "LegUnitOfMeasure (999)", "fix.LegUnitOfMeasure",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[995].hf_id,
+ { "UnderlyingTimeUnit (1000)", "fix.UnderlyingTimeUnit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[996].hf_id,
+ { "LegTimeUnit (1001)", "fix.LegTimeUnit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[997].hf_id,
+ { "AllocMethod (1002)", "fix.AllocMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[998].hf_id,
+ { "TradeID (1003)", "fix.TradeID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[999].hf_id,
+ { "SideTradeReportID (1005)", "fix.SideTradeReportID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1000].hf_id,
+ { "SideFillStationCd (1006)", "fix.SideFillStationCd",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1001].hf_id,
+ { "SideReasonCd (1007)", "fix.SideReasonCd",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1002].hf_id,
+ { "SideTrdSubTyp (1008)", "fix.SideTrdSubTyp",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1003].hf_id,
+ { "SideLastQty (1009)", "fix.SideLastQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1004].hf_id,
+ { "MessageEventSource (1011)", "fix.MessageEventSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1005].hf_id,
+ { "SideTrdRegTimestamp (1012)", "fix.SideTrdRegTimestamp",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1006].hf_id,
+ { "SideTrdRegTimestampType (1013)", "fix.SideTrdRegTimestampType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1007].hf_id,
+ { "SideTrdRegTimestampSrc (1014)", "fix.SideTrdRegTimestampSrc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1008].hf_id,
+ { "AsOfIndicator (1015)", "fix.AsOfIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1009].hf_id,
+ { "NoSideTrdRegTS (1016)", "fix.NoSideTrdRegTS",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1010].hf_id,
+ { "LegOptionRatio (1017)", "fix.LegOptionRatio",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1011].hf_id,
+ { "NoInstrumentParties (1018)", "fix.NoInstrumentParties",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1012].hf_id,
+ { "InstrumentPartyID (1019)", "fix.InstrumentPartyID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1013].hf_id,
+ { "TradeVolume (1020)", "fix.TradeVolume",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1014].hf_id,
+ { "MDBookType (1021)", "fix.MDBookType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1015].hf_id,
+ { "MDFeedType (1022)", "fix.MDFeedType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1016].hf_id,
+ { "MDPriceLevel (1023)", "fix.MDPriceLevel",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1017].hf_id,
+ { "MDOriginType (1024)", "fix.MDOriginType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1018].hf_id,
+ { "FirstPx (1025)", "fix.FirstPx",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1019].hf_id,
+ { "MDEntrySpotRate (1026)", "fix.MDEntrySpotRate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1020].hf_id,
+ { "MDEntryForwardPoints (1027)", "fix.MDEntryForwardPoints",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1021].hf_id,
+ { "ManualOrderIndicator (1028)", "fix.ManualOrderIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1022].hf_id,
+ { "CustDirectedOrder (1029)", "fix.CustDirectedOrder",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1023].hf_id,
+ { "ReceivedDeptID (1030)", "fix.ReceivedDeptID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1024].hf_id,
+ { "CustOrderHandlingInst (1031)", "fix.CustOrderHandlingInst",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1025].hf_id,
+ { "OrderHandlingInstSource (1032)", "fix.OrderHandlingInstSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1026].hf_id,
+ { "DeskType (1033)", "fix.DeskType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1027].hf_id,
+ { "DeskTypeSource (1034)", "fix.DeskTypeSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1028].hf_id,
+ { "DeskOrderHandlingInst (1035)", "fix.DeskOrderHandlingInst",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1029].hf_id,
+ { "ExecAckStatus (1036)", "fix.ExecAckStatus",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1030].hf_id,
+ { "UnderlyingDeliveryAmount (1037)", "fix.UnderlyingDeliveryAmount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1031].hf_id,
+ { "UnderlyingCapValue (1038)", "fix.UnderlyingCapValue",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1032].hf_id,
+ { "UnderlyingSettlMethod (1039)", "fix.UnderlyingSettlMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1033].hf_id,
+ { "SecondaryTradeID (1040)", "fix.SecondaryTradeID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1034].hf_id,
+ { "FirmTradeID (1041)", "fix.FirmTradeID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1035].hf_id,
+ { "SecondaryFirmTradeID (1042)", "fix.SecondaryFirmTradeID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1036].hf_id,
+ { "CollApplType (1043)", "fix.CollApplType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1037].hf_id,
+ { "UnderlyingAdjustedQuantity (1044)", "fix.UnderlyingAdjustedQuantity",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1038].hf_id,
+ { "UnderlyingFXRate (1045)", "fix.UnderlyingFXRate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1039].hf_id,
+ { "UnderlyingFXRateCalc (1046)", "fix.UnderlyingFXRateCalc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1040].hf_id,
+ { "AllocPositionEffect (1047)", "fix.AllocPositionEffect",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1041].hf_id,
+ { "DealingCapacity (1048)", "fix.DealingCapacity",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1042].hf_id,
+ { "InstrmtAssignmentMethod (1049)", "fix.InstrmtAssignmentMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1043].hf_id,
+ { "InstrumentPartyIDSource (1050)", "fix.InstrumentPartyIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1044].hf_id,
+ { "InstrumentPartyRole (1051)", "fix.InstrumentPartyRole",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1045].hf_id,
+ { "NoInstrumentPartySubIDs (1052)", "fix.NoInstrumentPartySubIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1046].hf_id,
+ { "InstrumentPartySubID (1053)", "fix.InstrumentPartySubID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1047].hf_id,
+ { "InstrumentPartySubIDType (1054)", "fix.InstrumentPartySubIDType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1048].hf_id,
+ { "PositionCurrency (1055)", "fix.PositionCurrency",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1049].hf_id,
+ { "CalculatedCcyLastQty (1056)", "fix.CalculatedCcyLastQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1050].hf_id,
+ { "AggressorIndicator (1057)", "fix.AggressorIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1051].hf_id,
+ { "NoUndlyInstrumentParties (1058)", "fix.NoUndlyInstrumentParties",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1052].hf_id,
+ { "UnderlyingInstrumentPartyID (1059)", "fix.UnderlyingInstrumentPartyID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1053].hf_id,
+ { "UnderlyingInstrumentPartyIDSource (1060)", "fix.UnderlyingInstrumentPartyIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1054].hf_id,
+ { "UnderlyingInstrumentPartyRole (1061)", "fix.UnderlyingInstrumentPartyRole",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1055].hf_id,
+ { "NoUndlyInstrumentPartySubIDs (1062)", "fix.NoUndlyInstrumentPartySubIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1056].hf_id,
+ { "UnderlyingInstrumentPartySubID (1063)", "fix.UnderlyingInstrumentPartySubID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1057].hf_id,
+ { "UnderlyingInstrumentPartySubIDType (1064)", "fix.UnderlyingInstrumentPartySubIDType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1058].hf_id,
+ { "BidSwapPoints (1065)", "fix.BidSwapPoints",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1059].hf_id,
+ { "OfferSwapPoints (1066)", "fix.OfferSwapPoints",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1060].hf_id,
+ { "LegBidForwardPoints (1067)", "fix.LegBidForwardPoints",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1061].hf_id,
+ { "LegOfferForwardPoints (1068)", "fix.LegOfferForwardPoints",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1062].hf_id,
+ { "SwapPoints (1069)", "fix.SwapPoints",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1063].hf_id,
+ { "MDQuoteType (1070)", "fix.MDQuoteType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1064].hf_id,
+ { "LastSwapPoints (1071)", "fix.LastSwapPoints",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1065].hf_id,
+ { "SideGrossTradeAmt (1072)", "fix.SideGrossTradeAmt",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1066].hf_id,
+ { "LegLastForwardPoints (1073)", "fix.LegLastForwardPoints",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1067].hf_id,
+ { "LegCalculatedCcyLastQty (1074)", "fix.LegCalculatedCcyLastQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1068].hf_id,
+ { "LegGrossTradeAmt (1075)", "fix.LegGrossTradeAmt",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1069].hf_id,
+ { "MaturityTime (1079)", "fix.MaturityTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1070].hf_id,
+ { "RefOrderID (1080)", "fix.RefOrderID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1071].hf_id,
+ { "RefOrderIDSource (1081)", "fix.RefOrderIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1072].hf_id,
+ { "SecondaryDisplayQty (1082)", "fix.SecondaryDisplayQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1073].hf_id,
+ { "DisplayWhen (1083)", "fix.DisplayWhen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1074].hf_id,
+ { "DisplayMethod (1084)", "fix.DisplayMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1075].hf_id,
+ { "DisplayLowQty (1085)", "fix.DisplayLowQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1076].hf_id,
+ { "DisplayHighQty (1086)", "fix.DisplayHighQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1077].hf_id,
+ { "DisplayMinIncr (1087)", "fix.DisplayMinIncr",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1078].hf_id,
+ { "RefreshQty (1088)", "fix.RefreshQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1079].hf_id,
+ { "MatchIncrement (1089)", "fix.MatchIncrement",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1080].hf_id,
+ { "MaxPriceLevels (1090)", "fix.MaxPriceLevels",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1081].hf_id,
+ { "PreTradeAnonymity (1091)", "fix.PreTradeAnonymity",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1082].hf_id,
+ { "PriceProtectionScope (1092)", "fix.PriceProtectionScope",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1083].hf_id,
+ { "LotType (1093)", "fix.LotType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1084].hf_id,
+ { "PegPriceType (1094)", "fix.PegPriceType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1085].hf_id,
+ { "PeggedRefPrice (1095)", "fix.PeggedRefPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1086].hf_id,
+ { "PegSecurityIDSource (1096)", "fix.PegSecurityIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1087].hf_id,
+ { "PegSecurityID (1097)", "fix.PegSecurityID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1088].hf_id,
+ { "PegSymbol (1098)", "fix.PegSymbol",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1089].hf_id,
+ { "PegSecurityDesc (1099)", "fix.PegSecurityDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1090].hf_id,
+ { "TriggerType (1100)", "fix.TriggerType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1091].hf_id,
+ { "TriggerAction (1101)", "fix.TriggerAction",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1092].hf_id,
+ { "TriggerPrice (1102)", "fix.TriggerPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1093].hf_id,
+ { "TriggerSymbol (1103)", "fix.TriggerSymbol",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1094].hf_id,
+ { "TriggerSecurityID (1104)", "fix.TriggerSecurityID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1095].hf_id,
+ { "TriggerSecurityIDSource (1105)", "fix.TriggerSecurityIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1096].hf_id,
+ { "TriggerSecurityDesc (1106)", "fix.TriggerSecurityDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1097].hf_id,
+ { "TriggerPriceType (1107)", "fix.TriggerPriceType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1098].hf_id,
+ { "TriggerPriceTypeScope (1108)", "fix.TriggerPriceTypeScope",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1099].hf_id,
+ { "TriggerPriceDirection (1109)", "fix.TriggerPriceDirection",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1100].hf_id,
+ { "TriggerNewPrice (1110)", "fix.TriggerNewPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1101].hf_id,
+ { "TriggerOrderType (1111)", "fix.TriggerOrderType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1102].hf_id,
+ { "TriggerNewQty (1112)", "fix.TriggerNewQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1103].hf_id,
+ { "TriggerTradingSessionID (1113)", "fix.TriggerTradingSessionID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1104].hf_id,
+ { "TriggerTradingSessionSubID (1114)", "fix.TriggerTradingSessionSubID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1105].hf_id,
+ { "OrderCategory (1115)", "fix.OrderCategory",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1106].hf_id,
+ { "NoRootPartyIDs (1116)", "fix.NoRootPartyIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1107].hf_id,
+ { "RootPartyID (1117)", "fix.RootPartyID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1108].hf_id,
+ { "RootPartyIDSource (1118)", "fix.RootPartyIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1109].hf_id,
+ { "RootPartyRole (1119)", "fix.RootPartyRole",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1110].hf_id,
+ { "NoRootPartySubIDs (1120)", "fix.NoRootPartySubIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1111].hf_id,
+ { "RootPartySubID (1121)", "fix.RootPartySubID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1112].hf_id,
+ { "RootPartySubIDType (1122)", "fix.RootPartySubIDType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1113].hf_id,
+ { "TradeHandlingInstr (1123)", "fix.TradeHandlingInstr",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1114].hf_id,
+ { "OrigTradeHandlingInstr (1124)", "fix.OrigTradeHandlingInstr",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1115].hf_id,
+ { "OrigTradeDate (1125)", "fix.OrigTradeDate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1116].hf_id,
+ { "OrigTradeID (1126)", "fix.OrigTradeID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1117].hf_id,
+ { "OrigSecondaryTradeID (1127)", "fix.OrigSecondaryTradeID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1118].hf_id,
+ { "ApplVerID (1128)", "fix.ApplVerID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1119].hf_id,
+ { "CstmApplVerID (1129)", "fix.CstmApplVerID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1120].hf_id,
+ { "RefApplVerID (1130)", "fix.RefApplVerID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1121].hf_id,
+ { "RefCstmApplVerID (1131)", "fix.RefCstmApplVerID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1122].hf_id,
+ { "TZTransactTime (1132)", "fix.TZTransactTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1123].hf_id,
+ { "ExDestinationIDSource (1133)", "fix.ExDestinationIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1124].hf_id,
+ { "ReportedPxDiff (1134)", "fix.ReportedPxDiff",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1125].hf_id,
+ { "RptSys (1135)", "fix.RptSys",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1126].hf_id,
+ { "AllocClearingFeeIndicator (1136)", "fix.AllocClearingFeeIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1127].hf_id,
+ { "DefaultApplVerID (1137)", "fix.DefaultApplVerID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1128].hf_id,
+ { "DisplayQty (1138)", "fix.DisplayQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1129].hf_id,
+ { "ExchangeSpecialInstructions (1139)", "fix.ExchangeSpecialInstructions",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1130].hf_id,
+ { "MaxTradeVol (1140)", "fix.MaxTradeVol",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1131].hf_id,
+ { "NoMDFeedTypes (1141)", "fix.NoMDFeedTypes",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1132].hf_id,
+ { "MatchAlgorithm (1142)", "fix.MatchAlgorithm",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1133].hf_id,
+ { "MaxPriceVariation (1143)", "fix.MaxPriceVariation",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1134].hf_id,
+ { "ImpliedMarketIndicator (1144)", "fix.ImpliedMarketIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1135].hf_id,
+ { "EventTime (1145)", "fix.EventTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1136].hf_id,
+ { "MinPriceIncrementAmount (1146)", "fix.MinPriceIncrementAmount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1137].hf_id,
+ { "UnitOfMeasureQty (1147)", "fix.UnitOfMeasureQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1138].hf_id,
+ { "LowLimitPrice (1148)", "fix.LowLimitPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1139].hf_id,
+ { "HighLimitPrice (1149)", "fix.HighLimitPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1140].hf_id,
+ { "TradingReferencePrice (1150)", "fix.TradingReferencePrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1141].hf_id,
+ { "SecurityGroup (1151)", "fix.SecurityGroup",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1142].hf_id,
+ { "LegNumber (1152)", "fix.LegNumber",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1143].hf_id,
+ { "SettlementCycleNo (1153)", "fix.SettlementCycleNo",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1144].hf_id,
+ { "SideCurrency (1154)", "fix.SideCurrency",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1145].hf_id,
+ { "SideSettlCurrency (1155)", "fix.SideSettlCurrency",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1146].hf_id,
+ { "ApplExtID (1156)", "fix.ApplExtID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1147].hf_id,
+ { "CcyAmt (1157)", "fix.CcyAmt",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1148].hf_id,
+ { "NoSettlDetails (1158)", "fix.NoSettlDetails",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1149].hf_id,
+ { "SettlObligMode (1159)", "fix.SettlObligMode",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1150].hf_id,
+ { "SettlObligMsgID (1160)", "fix.SettlObligMsgID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1151].hf_id,
+ { "SettlObligID (1161)", "fix.SettlObligID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1152].hf_id,
+ { "SettlObligTransType (1162)", "fix.SettlObligTransType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1153].hf_id,
+ { "SettlObligRefID (1163)", "fix.SettlObligRefID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1154].hf_id,
+ { "SettlObligSource (1164)", "fix.SettlObligSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1155].hf_id,
+ { "NoSettlOblig (1165)", "fix.NoSettlOblig",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1156].hf_id,
+ { "QuoteMsgID (1166)", "fix.QuoteMsgID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1157].hf_id,
+ { "QuoteEntryStatus (1167)", "fix.QuoteEntryStatus",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1158].hf_id,
+ { "TotNoCxldQuotes (1168)", "fix.TotNoCxldQuotes",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1159].hf_id,
+ { "TotNoAccQuotes (1169)", "fix.TotNoAccQuotes",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1160].hf_id,
+ { "TotNoRejQuotes (1170)", "fix.TotNoRejQuotes",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1161].hf_id,
+ { "PrivateQuote (1171)", "fix.PrivateQuote",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1162].hf_id,
+ { "RespondentType (1172)", "fix.RespondentType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1163].hf_id,
+ { "MDSubBookType (1173)", "fix.MDSubBookType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1164].hf_id,
+ { "SecurityTradingEvent (1174)", "fix.SecurityTradingEvent",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1165].hf_id,
+ { "NoStatsIndicators (1175)", "fix.NoStatsIndicators",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1166].hf_id,
+ { "StatsType (1176)", "fix.StatsType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1167].hf_id,
+ { "NoOfSecSizes (1177)", "fix.NoOfSecSizes",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1168].hf_id,
+ { "MDSecSizeType (1178)", "fix.MDSecSizeType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1169].hf_id,
+ { "MDSecSize (1179)", "fix.MDSecSize",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1170].hf_id,
+ { "ApplID (1180)", "fix.ApplID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1171].hf_id,
+ { "ApplSeqNum (1181)", "fix.ApplSeqNum",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1172].hf_id,
+ { "ApplBegSeqNum (1182)", "fix.ApplBegSeqNum",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1173].hf_id,
+ { "ApplEndSeqNum (1183)", "fix.ApplEndSeqNum",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1174].hf_id,
+ { "SecurityXMLLen (1184)", "fix.SecurityXMLLen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1175].hf_id,
+ { "SecurityXML (1185)", "fix.SecurityXML",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1176].hf_id,
+ { "SecurityXMLSchema (1186)", "fix.SecurityXMLSchema",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1177].hf_id,
+ { "RefreshIndicator (1187)", "fix.RefreshIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1178].hf_id,
+ { "Volatility (1188)", "fix.Volatility",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1179].hf_id,
+ { "TimeToExpiration (1189)", "fix.TimeToExpiration",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1180].hf_id,
+ { "RiskFreeRate (1190)", "fix.RiskFreeRate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1181].hf_id,
+ { "PriceUnitOfMeasure (1191)", "fix.PriceUnitOfMeasure",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1182].hf_id,
+ { "PriceUnitOfMeasureQty (1192)", "fix.PriceUnitOfMeasureQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1183].hf_id,
+ { "SettlMethod (1193)", "fix.SettlMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1184].hf_id,
+ { "ExerciseStyle (1194)", "fix.ExerciseStyle",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1185].hf_id,
+ { "OptPayoutAmount (1195)", "fix.OptPayoutAmount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1186].hf_id,
+ { "PriceQuoteMethod (1196)", "fix.PriceQuoteMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1187].hf_id,
+ { "ValuationMethod (1197)", "fix.ValuationMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1188].hf_id,
+ { "ListMethod (1198)", "fix.ListMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1189].hf_id,
+ { "CapPrice (1199)", "fix.CapPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1190].hf_id,
+ { "FloorPrice (1200)", "fix.FloorPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1191].hf_id,
+ { "NoStrikeRules (1201)", "fix.NoStrikeRules",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1192].hf_id,
+ { "StartStrikePxRange (1202)", "fix.StartStrikePxRange",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1193].hf_id,
+ { "EndStrikePxRange (1203)", "fix.EndStrikePxRange",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1194].hf_id,
+ { "StrikeIncrement (1204)", "fix.StrikeIncrement",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1195].hf_id,
+ { "NoTickRules (1205)", "fix.NoTickRules",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1196].hf_id,
+ { "StartTickPriceRange (1206)", "fix.StartTickPriceRange",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1197].hf_id,
+ { "EndTickPriceRange (1207)", "fix.EndTickPriceRange",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1198].hf_id,
+ { "TickIncrement (1208)", "fix.TickIncrement",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1199].hf_id,
+ { "TickRuleType (1209)", "fix.TickRuleType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1200].hf_id,
+ { "NestedInstrAttribType (1210)", "fix.NestedInstrAttribType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1201].hf_id,
+ { "NestedInstrAttribValue (1211)", "fix.NestedInstrAttribValue",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1202].hf_id,
+ { "LegMaturityTime (1212)", "fix.LegMaturityTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1203].hf_id,
+ { "UnderlyingMaturityTime (1213)", "fix.UnderlyingMaturityTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1204].hf_id,
+ { "DerivativeSymbol (1214)", "fix.DerivativeSymbol",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1205].hf_id,
+ { "DerivativeSymbolSfx (1215)", "fix.DerivativeSymbolSfx",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1206].hf_id,
+ { "DerivativeSecurityID (1216)", "fix.DerivativeSecurityID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1207].hf_id,
+ { "DerivativeSecurityIDSource (1217)", "fix.DerivativeSecurityIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1208].hf_id,
+ { "NoDerivativeSecurityAltID (1218)", "fix.NoDerivativeSecurityAltID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1209].hf_id,
+ { "DerivativeSecurityAltID (1219)", "fix.DerivativeSecurityAltID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1210].hf_id,
+ { "DerivativeSecurityAltIDSource (1220)", "fix.DerivativeSecurityAltIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1211].hf_id,
+ { "SecondaryLowLimitPrice (1221)", "fix.SecondaryLowLimitPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1212].hf_id,
+ { "MaturityRuleID (1222)", "fix.MaturityRuleID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1213].hf_id,
+ { "StrikeRuleID (1223)", "fix.StrikeRuleID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1214].hf_id,
+ { "LegUnitOfMeasureQty (1224)", "fix.LegUnitOfMeasureQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1215].hf_id,
+ { "DerivativeOptPayAmount (1225)", "fix.DerivativeOptPayAmount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1216].hf_id,
+ { "EndMaturityMonthYear (1226)", "fix.EndMaturityMonthYear",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1217].hf_id,
+ { "ProductComplex (1227)", "fix.ProductComplex",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1218].hf_id,
+ { "DerivativeProductComplex (1228)", "fix.DerivativeProductComplex",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1219].hf_id,
+ { "MaturityMonthYearIncrement (1229)", "fix.MaturityMonthYearIncrement",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1220].hf_id,
+ { "SecondaryHighLimitPrice (1230)", "fix.SecondaryHighLimitPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1221].hf_id,
+ { "MinLotSize (1231)", "fix.MinLotSize",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1222].hf_id,
+ { "NoExecInstRules (1232)", "fix.NoExecInstRules",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1223].hf_id,
+ { "NoLotTypeRules (1234)", "fix.NoLotTypeRules",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1224].hf_id,
+ { "NoMatchRules (1235)", "fix.NoMatchRules",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1225].hf_id,
+ { "NoMaturityRules (1236)", "fix.NoMaturityRules",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1226].hf_id,
+ { "NoOrdTypeRules (1237)", "fix.NoOrdTypeRules",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1227].hf_id,
+ { "NoTimeInForceRules (1239)", "fix.NoTimeInForceRules",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1228].hf_id,
+ { "SecondaryTradingReferencePrice (1240)", "fix.SecondaryTradingReferencePrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1229].hf_id,
+ { "StartMaturityMonthYear (1241)", "fix.StartMaturityMonthYear",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1230].hf_id,
+ { "FlexProductEligibilityIndicator (1242)", "fix.FlexProductEligibilityIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1231].hf_id,
+ { "DerivFlexProductEligibilityIndicator (1243)", "fix.DerivFlexProductEligibilityIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1232].hf_id,
+ { "FlexibleIndicator (1244)", "fix.FlexibleIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1233].hf_id,
+ { "TradingCurrency (1245)", "fix.TradingCurrency",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1234].hf_id,
+ { "DerivativeProduct (1246)", "fix.DerivativeProduct",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1235].hf_id,
+ { "DerivativeSecurityGroup (1247)", "fix.DerivativeSecurityGroup",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1236].hf_id,
+ { "DerivativeCFICode (1248)", "fix.DerivativeCFICode",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1237].hf_id,
+ { "DerivativeSecurityType (1249)", "fix.DerivativeSecurityType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1238].hf_id,
+ { "DerivativeSecuritySubType (1250)", "fix.DerivativeSecuritySubType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1239].hf_id,
+ { "DerivativeMaturityMonthYear (1251)", "fix.DerivativeMaturityMonthYear",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1240].hf_id,
+ { "DerivativeMaturityDate (1252)", "fix.DerivativeMaturityDate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1241].hf_id,
+ { "DerivativeMaturityTime (1253)", "fix.DerivativeMaturityTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1242].hf_id,
+ { "DerivativeSettleOnOpenFlag (1254)", "fix.DerivativeSettleOnOpenFlag",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1243].hf_id,
+ { "DerivativeInstrmtAssignmentMethod (1255)", "fix.DerivativeInstrmtAssignmentMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1244].hf_id,
+ { "DerivativeSecurityStatus (1256)", "fix.DerivativeSecurityStatus",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1245].hf_id,
+ { "DerivativeInstrRegistry (1257)", "fix.DerivativeInstrRegistry",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1246].hf_id,
+ { "DerivativeCountryOfIssue (1258)", "fix.DerivativeCountryOfIssue",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1247].hf_id,
+ { "DerivativeStateOrProvinceOfIssue (1259)", "fix.DerivativeStateOrProvinceOfIssue",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1248].hf_id,
+ { "DerivativeLocaleOfIssue (1260)", "fix.DerivativeLocaleOfIssue",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1249].hf_id,
+ { "DerivativeStrikePrice (1261)", "fix.DerivativeStrikePrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1250].hf_id,
+ { "DerivativeStrikeCurrency (1262)", "fix.DerivativeStrikeCurrency",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1251].hf_id,
+ { "DerivativeStrikeMultiplier (1263)", "fix.DerivativeStrikeMultiplier",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1252].hf_id,
+ { "DerivativeStrikeValue (1264)", "fix.DerivativeStrikeValue",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1253].hf_id,
+ { "DerivativeOptAttribute (1265)", "fix.DerivativeOptAttribute",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1254].hf_id,
+ { "DerivativeContractMultiplier (1266)", "fix.DerivativeContractMultiplier",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1255].hf_id,
+ { "DerivativeMinPriceIncrement (1267)", "fix.DerivativeMinPriceIncrement",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1256].hf_id,
+ { "DerivativeMinPriceIncrementAmount (1268)", "fix.DerivativeMinPriceIncrementAmount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1257].hf_id,
+ { "DerivativeUnitOfMeasure (1269)", "fix.DerivativeUnitOfMeasure",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1258].hf_id,
+ { "DerivativeUnitOfMeasureQty (1270)", "fix.DerivativeUnitOfMeasureQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1259].hf_id,
+ { "DerivativeTimeUnit (1271)", "fix.DerivativeTimeUnit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1260].hf_id,
+ { "DerivativeSecurityExchange (1272)", "fix.DerivativeSecurityExchange",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1261].hf_id,
+ { "DerivativePositionLimit (1273)", "fix.DerivativePositionLimit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1262].hf_id,
+ { "DerivativeNTPositionLimit (1274)", "fix.DerivativeNTPositionLimit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1263].hf_id,
+ { "DerivativeIssuer (1275)", "fix.DerivativeIssuer",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1264].hf_id,
+ { "DerivativeIssueDate (1276)", "fix.DerivativeIssueDate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1265].hf_id,
+ { "DerivativeEncodedIssuerLen (1277)", "fix.DerivativeEncodedIssuerLen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1266].hf_id,
+ { "DerivativeEncodedIssuer (1278)", "fix.DerivativeEncodedIssuer",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1267].hf_id,
+ { "DerivativeSecurityDesc (1279)", "fix.DerivativeSecurityDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1268].hf_id,
+ { "DerivativeEncodedSecurityDescLen (1280)", "fix.DerivativeEncodedSecurityDescLen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1269].hf_id,
+ { "DerivativeEncodedSecurityDesc (1281)", "fix.DerivativeEncodedSecurityDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1270].hf_id,
+ { "DerivativeSecurityXMLLen (1282)", "fix.DerivativeSecurityXMLLen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1271].hf_id,
+ { "DerivativeSecurityXML (1283)", "fix.DerivativeSecurityXML",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1272].hf_id,
+ { "DerivativeSecurityXMLSchema (1284)", "fix.DerivativeSecurityXMLSchema",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1273].hf_id,
+ { "DerivativeContractSettlMonth (1285)", "fix.DerivativeContractSettlMonth",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1274].hf_id,
+ { "NoDerivativeEvents (1286)", "fix.NoDerivativeEvents",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1275].hf_id,
+ { "DerivativeEventType (1287)", "fix.DerivativeEventType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1276].hf_id,
+ { "DerivativeEventDate (1288)", "fix.DerivativeEventDate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1277].hf_id,
+ { "DerivativeEventTime (1289)", "fix.DerivativeEventTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1278].hf_id,
+ { "DerivativeEventPx (1290)", "fix.DerivativeEventPx",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1279].hf_id,
+ { "DerivativeEventText (1291)", "fix.DerivativeEventText",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1280].hf_id,
+ { "NoDerivativeInstrumentParties (1292)", "fix.NoDerivativeInstrumentParties",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1281].hf_id,
+ { "DerivativeInstrumentPartyID (1293)", "fix.DerivativeInstrumentPartyID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1282].hf_id,
+ { "DerivativeInstrumentPartyIDSource (1294)", "fix.DerivativeInstrumentPartyIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1283].hf_id,
+ { "DerivativeInstrumentPartyRole (1295)", "fix.DerivativeInstrumentPartyRole",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1284].hf_id,
+ { "NoDerivativeInstrumentPartySubIDs (1296)", "fix.NoDerivativeInstrumentPartySubIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1285].hf_id,
+ { "DerivativeInstrumentPartySubID (1297)", "fix.DerivativeInstrumentPartySubID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1286].hf_id,
+ { "DerivativeInstrumentPartySubIDType (1298)", "fix.DerivativeInstrumentPartySubIDType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1287].hf_id,
+ { "DerivativeExerciseStyle (1299)", "fix.DerivativeExerciseStyle",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1288].hf_id,
+ { "MarketSegmentID (1300)", "fix.MarketSegmentID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1289].hf_id,
+ { "MarketID (1301)", "fix.MarketID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1290].hf_id,
+ { "MaturityMonthYearIncrementUnits (1302)", "fix.MaturityMonthYearIncrementUnits",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1291].hf_id,
+ { "MaturityMonthYearFormat (1303)", "fix.MaturityMonthYearFormat",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1292].hf_id,
+ { "StrikeExerciseStyle (1304)", "fix.StrikeExerciseStyle",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1293].hf_id,
+ { "SecondaryPriceLimitType (1305)", "fix.SecondaryPriceLimitType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1294].hf_id,
+ { "PriceLimitType (1306)", "fix.PriceLimitType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1295].hf_id,
+ { "DerivativeSecurityListRequestType (1307)", "fix.DerivativeSecurityListRequestType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1296].hf_id,
+ { "ExecInstValue (1308)", "fix.ExecInstValue",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1297].hf_id,
+ { "NoTradingSessionRules (1309)", "fix.NoTradingSessionRules",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1298].hf_id,
+ { "NoMarketSegments (1310)", "fix.NoMarketSegments",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1299].hf_id,
+ { "NoDerivativeInstrAttrib (1311)", "fix.NoDerivativeInstrAttrib",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1300].hf_id,
+ { "NoNestedInstrAttrib (1312)", "fix.NoNestedInstrAttrib",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1301].hf_id,
+ { "DerivativeInstrAttribType (1313)", "fix.DerivativeInstrAttribType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1302].hf_id,
+ { "DerivativeInstrAttribValue (1314)", "fix.DerivativeInstrAttribValue",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1303].hf_id,
+ { "DerivativePriceUnitOfMeasure (1315)", "fix.DerivativePriceUnitOfMeasure",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1304].hf_id,
+ { "DerivativePriceUnitOfMeasureQty (1316)", "fix.DerivativePriceUnitOfMeasureQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1305].hf_id,
+ { "DerivativeSettlMethod (1317)", "fix.DerivativeSettlMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1306].hf_id,
+ { "DerivativePriceQuoteMethod (1318)", "fix.DerivativePriceQuoteMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1307].hf_id,
+ { "DerivativeValuationMethod (1319)", "fix.DerivativeValuationMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1308].hf_id,
+ { "DerivativeListMethod (1320)", "fix.DerivativeListMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1309].hf_id,
+ { "DerivativeCapPrice (1321)", "fix.DerivativeCapPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1310].hf_id,
+ { "DerivativeFloorPrice (1322)", "fix.DerivativeFloorPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1311].hf_id,
+ { "DerivativePutOrCall (1323)", "fix.DerivativePutOrCall",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1312].hf_id,
+ { "ListUpdateAction (1324)", "fix.ListUpdateAction",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1313].hf_id,
+ { "ParentMktSegmID (1325)", "fix.ParentMktSegmID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1314].hf_id,
+ { "TradingSessionDesc (1326)", "fix.TradingSessionDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1315].hf_id,
+ { "TradSesUpdateAction (1327)", "fix.TradSesUpdateAction",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1316].hf_id,
+ { "RejectText (1328)", "fix.RejectText",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1317].hf_id,
+ { "FeeMultiplier (1329)", "fix.FeeMultiplier",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1318].hf_id,
+ { "UnderlyingLegSymbol (1330)", "fix.UnderlyingLegSymbol",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1319].hf_id,
+ { "UnderlyingLegSymbolSfx (1331)", "fix.UnderlyingLegSymbolSfx",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1320].hf_id,
+ { "UnderlyingLegSecurityID (1332)", "fix.UnderlyingLegSecurityID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1321].hf_id,
+ { "UnderlyingLegSecurityIDSource (1333)", "fix.UnderlyingLegSecurityIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1322].hf_id,
+ { "NoUnderlyingLegSecurityAltID (1334)", "fix.NoUnderlyingLegSecurityAltID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1323].hf_id,
+ { "UnderlyingLegSecurityAltID (1335)", "fix.UnderlyingLegSecurityAltID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1324].hf_id,
+ { "UnderlyingLegSecurityAltIDSource (1336)", "fix.UnderlyingLegSecurityAltIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1325].hf_id,
+ { "UnderlyingLegSecurityType (1337)", "fix.UnderlyingLegSecurityType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1326].hf_id,
+ { "UnderlyingLegSecuritySubType (1338)", "fix.UnderlyingLegSecuritySubType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1327].hf_id,
+ { "UnderlyingLegMaturityMonthYear (1339)", "fix.UnderlyingLegMaturityMonthYear",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1328].hf_id,
+ { "UnderlyingLegStrikePrice (1340)", "fix.UnderlyingLegStrikePrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1329].hf_id,
+ { "UnderlyingLegSecurityExchange (1341)", "fix.UnderlyingLegSecurityExchange",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1330].hf_id,
+ { "NoOfLegUnderlyings (1342)", "fix.NoOfLegUnderlyings",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1331].hf_id,
+ { "UnderlyingLegPutOrCall (1343)", "fix.UnderlyingLegPutOrCall",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1332].hf_id,
+ { "UnderlyingLegCFICode (1344)", "fix.UnderlyingLegCFICode",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1333].hf_id,
+ { "UnderlyingLegMaturityDate (1345)", "fix.UnderlyingLegMaturityDate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1334].hf_id,
+ { "ApplReqID (1346)", "fix.ApplReqID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1335].hf_id,
+ { "ApplReqType (1347)", "fix.ApplReqType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1336].hf_id,
+ { "ApplResponseType (1348)", "fix.ApplResponseType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1337].hf_id,
+ { "ApplTotalMessageCount (1349)", "fix.ApplTotalMessageCount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1338].hf_id,
+ { "ApplLastSeqNum (1350)", "fix.ApplLastSeqNum",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1339].hf_id,
+ { "NoApplIDs (1351)", "fix.NoApplIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1340].hf_id,
+ { "ApplResendFlag (1352)", "fix.ApplResendFlag",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1341].hf_id,
+ { "ApplResponseID (1353)", "fix.ApplResponseID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1342].hf_id,
+ { "ApplResponseError (1354)", "fix.ApplResponseError",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1343].hf_id,
+ { "RefApplID (1355)", "fix.RefApplID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1344].hf_id,
+ { "ApplReportID (1356)", "fix.ApplReportID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1345].hf_id,
+ { "RefApplLastSeqNum (1357)", "fix.RefApplLastSeqNum",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1346].hf_id,
+ { "LegPutOrCall (1358)", "fix.LegPutOrCall",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1347].hf_id,
+ { "EncodedSymbolLen (1359)", "fix.EncodedSymbolLen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1348].hf_id,
+ { "EncodedSymbol (1360)", "fix.EncodedSymbol",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1349].hf_id,
+ { "TotNoFills (1361)", "fix.TotNoFills",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1350].hf_id,
+ { "NoFills (1362)", "fix.NoFills",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1351].hf_id,
+ { "FillExecID (1363)", "fix.FillExecID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1352].hf_id,
+ { "FillPx (1364)", "fix.FillPx",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1353].hf_id,
+ { "FillQty (1365)", "fix.FillQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1354].hf_id,
+ { "LegAllocID (1366)", "fix.LegAllocID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1355].hf_id,
+ { "LegAllocSettlCurrency (1367)", "fix.LegAllocSettlCurrency",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1356].hf_id,
+ { "TradSesEvent (1368)", "fix.TradSesEvent",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1357].hf_id,
+ { "MassActionReportID (1369)", "fix.MassActionReportID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1358].hf_id,
+ { "NoNotAffectedOrders (1370)", "fix.NoNotAffectedOrders",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1359].hf_id,
+ { "NotAffectedOrderID (1371)", "fix.NotAffectedOrderID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1360].hf_id,
+ { "NotAffOrigClOrdID (1372)", "fix.NotAffOrigClOrdID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1361].hf_id,
+ { "MassActionType (1373)", "fix.MassActionType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1362].hf_id,
+ { "MassActionScope (1374)", "fix.MassActionScope",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1363].hf_id,
+ { "MassActionResponse (1375)", "fix.MassActionResponse",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1364].hf_id,
+ { "MassActionRejectReason (1376)", "fix.MassActionRejectReason",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1365].hf_id,
+ { "MultilegModel (1377)", "fix.MultilegModel",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1366].hf_id,
+ { "MultilegPriceMethod (1378)", "fix.MultilegPriceMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1367].hf_id,
+ { "LegVolatility (1379)", "fix.LegVolatility",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1368].hf_id,
+ { "DividendYield (1380)", "fix.DividendYield",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1369].hf_id,
+ { "LegDividendYield (1381)", "fix.LegDividendYield",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1370].hf_id,
+ { "CurrencyRatio (1382)", "fix.CurrencyRatio",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1371].hf_id,
+ { "LegCurrencyRatio (1383)", "fix.LegCurrencyRatio",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1372].hf_id,
+ { "LegExecInst (1384)", "fix.LegExecInst",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1373].hf_id,
+ { "ContingencyType (1385)", "fix.ContingencyType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1374].hf_id,
+ { "ListRejectReason (1386)", "fix.ListRejectReason",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1375].hf_id,
+ { "NoTrdRepIndicators (1387)", "fix.NoTrdRepIndicators",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1376].hf_id,
+ { "TrdRepPartyRole (1388)", "fix.TrdRepPartyRole",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1377].hf_id,
+ { "TrdRepIndicator (1389)", "fix.TrdRepIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1378].hf_id,
+ { "TradePublishIndicator (1390)", "fix.TradePublishIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1379].hf_id,
+ { "UnderlyingLegOptAttribute (1391)", "fix.UnderlyingLegOptAttribute",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1380].hf_id,
+ { "UnderlyingLegSecurityDesc (1392)", "fix.UnderlyingLegSecurityDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1381].hf_id,
+ { "MarketReqID (1393)", "fix.MarketReqID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1382].hf_id,
+ { "MarketReportID (1394)", "fix.MarketReportID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1383].hf_id,
+ { "MarketUpdateAction (1395)", "fix.MarketUpdateAction",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1384].hf_id,
+ { "MarketSegmentDesc (1396)", "fix.MarketSegmentDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1385].hf_id,
+ { "EncodedMktSegmDescLen (1397)", "fix.EncodedMktSegmDescLen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1386].hf_id,
+ { "EncodedMktSegmDesc (1398)", "fix.EncodedMktSegmDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1387].hf_id,
+ { "ApplNewSeqNum (1399)", "fix.ApplNewSeqNum",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1388].hf_id,
+ { "EncryptedPasswordMethod (1400)", "fix.EncryptedPasswordMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1389].hf_id,
+ { "EncryptedPasswordLen (1401)", "fix.EncryptedPasswordLen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1390].hf_id,
+ { "EncryptedPassword (1402)", "fix.EncryptedPassword",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1391].hf_id,
+ { "EncryptedNewPasswordLen (1403)", "fix.EncryptedNewPasswordLen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1392].hf_id,
+ { "EncryptedNewPassword (1404)", "fix.EncryptedNewPassword",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1393].hf_id,
+ { "UnderlyingLegMaturityTime (1405)", "fix.UnderlyingLegMaturityTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1394].hf_id,
+ { "RefApplExtID (1406)", "fix.RefApplExtID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1395].hf_id,
+ { "DefaultApplExtID (1407)", "fix.DefaultApplExtID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1396].hf_id,
+ { "DefaultCstmApplVerID (1408)", "fix.DefaultCstmApplVerID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1397].hf_id,
+ { "SessionStatus (1409)", "fix.SessionStatus",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1398].hf_id,
+ { "DefaultVerIndicator (1410)", "fix.DefaultVerIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1399].hf_id,
+ { "Nested4PartySubIDType (1411)", "fix.Nested4PartySubIDType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1400].hf_id,
+ { "Nested4PartySubID (1412)", "fix.Nested4PartySubID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1401].hf_id,
+ { "NoNested4PartySubIDs (1413)", "fix.NoNested4PartySubIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1402].hf_id,
+ { "NoNested4PartyIDs (1414)", "fix.NoNested4PartyIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1403].hf_id,
+ { "Nested4PartyID (1415)", "fix.Nested4PartyID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1404].hf_id,
+ { "Nested4PartyIDSource (1416)", "fix.Nested4PartyIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1405].hf_id,
+ { "Nested4PartyRole (1417)", "fix.Nested4PartyRole",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1406].hf_id,
+ { "LegLastQty (1418)", "fix.LegLastQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1407].hf_id,
+ { "UnderlyingExerciseStyle (1419)", "fix.UnderlyingExerciseStyle",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1408].hf_id,
+ { "LegExerciseStyle (1420)", "fix.LegExerciseStyle",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1409].hf_id,
+ { "LegPriceUnitOfMeasure (1421)", "fix.LegPriceUnitOfMeasure",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1410].hf_id,
+ { "LegPriceUnitOfMeasureQty (1422)", "fix.LegPriceUnitOfMeasureQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1411].hf_id,
+ { "UnderlyingUnitOfMeasureQty (1423)", "fix.UnderlyingUnitOfMeasureQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1412].hf_id,
+ { "UnderlyingPriceUnitOfMeasure (1424)", "fix.UnderlyingPriceUnitOfMeasure",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1413].hf_id,
+ { "UnderlyingPriceUnitOfMeasureQty (1425)", "fix.UnderlyingPriceUnitOfMeasureQty",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1414].hf_id,
+ { "ApplReportType (1426)", "fix.ApplReportType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1415].hf_id,
+ { "SideExecID (1427)", "fix.SideExecID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1416].hf_id,
+ { "OrderDelay (1428)", "fix.OrderDelay",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1417].hf_id,
+ { "OrderDelayUnit (1429)", "fix.OrderDelayUnit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1418].hf_id,
+ { "VenueType (1430)", "fix.VenueType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1419].hf_id,
+ { "RefOrdIDReason (1431)", "fix.RefOrdIDReason",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1420].hf_id,
+ { "OrigCustOrderCapacity (1432)", "fix.OrigCustOrderCapacity",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1421].hf_id,
+ { "RefApplReqID (1433)", "fix.RefApplReqID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1422].hf_id,
+ { "ModelType (1434)", "fix.ModelType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1423].hf_id,
+ { "ContractMultiplierUnit (1435)", "fix.ContractMultiplierUnit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1424].hf_id,
+ { "LegContractMultiplierUnit (1436)", "fix.LegContractMultiplierUnit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1425].hf_id,
+ { "UnderlyingContractMultiplierUnit (1437)", "fix.UnderlyingContractMultiplierUnit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1426].hf_id,
+ { "DerivativeContractMultiplierUnit (1438)", "fix.DerivativeContractMultiplierUnit",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1427].hf_id,
+ { "FlowScheduleType (1439)", "fix.FlowScheduleType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1428].hf_id,
+ { "LegFlowScheduleType (1440)", "fix.LegFlowScheduleType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1429].hf_id,
+ { "UnderlyingFlowScheduleType (1441)", "fix.UnderlyingFlowScheduleType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1430].hf_id,
+ { "DerivativeFlowScheduleType (1442)", "fix.DerivativeFlowScheduleType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1431].hf_id,
+ { "FillLiquidityInd (1443)", "fix.FillLiquidityInd",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1432].hf_id,
+ { "SideLiquidityInd (1444)", "fix.SideLiquidityInd",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1433].hf_id,
+ { "NoRateSources (1445)", "fix.NoRateSources",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1434].hf_id,
+ { "RateSource (1446)", "fix.RateSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1435].hf_id,
+ { "RateSourceType (1447)", "fix.RateSourceType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1436].hf_id,
+ { "ReferencePage (1448)", "fix.ReferencePage",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1437].hf_id,
+ { "RestructuringType (1449)", "fix.RestructuringType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1438].hf_id,
+ { "Seniority (1450)", "fix.Seniority",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1439].hf_id,
+ { "NotionalPercentageOutstanding (1451)", "fix.NotionalPercentageOutstanding",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1440].hf_id,
+ { "OriginalNotionalPercentageOutstanding (1452)", "fix.OriginalNotionalPercentageOutstanding",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1441].hf_id,
+ { "UnderlyingRestructuringType (1453)", "fix.UnderlyingRestructuringType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1442].hf_id,
+ { "UnderlyingSeniority (1454)", "fix.UnderlyingSeniority",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1443].hf_id,
+ { "UnderlyingNotionalPercentageOutstanding (1455)", "fix.UnderlyingNotionalPercentageOutstanding",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1444].hf_id,
+ { "UnderlyingOriginalNotionalPercentageOutstanding (1456)", "fix.UnderlyingOriginalNotionalPercentageOutstanding",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1445].hf_id,
+ { "AttachmentPoint (1457)", "fix.AttachmentPoint",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1446].hf_id,
+ { "DetachmentPoint (1458)", "fix.DetachmentPoint",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1447].hf_id,
+ { "UnderlyingAttachmentPoint (1459)", "fix.UnderlyingAttachmentPoint",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1448].hf_id,
+ { "UnderlyingDetachmentPoint (1460)", "fix.UnderlyingDetachmentPoint",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1449].hf_id,
+ { "NoTargetPartyIDs (1461)", "fix.NoTargetPartyIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1450].hf_id,
+ { "TargetPartyID (1462)", "fix.TargetPartyID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1451].hf_id,
+ { "TargetPartyIDSource (1463)", "fix.TargetPartyIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1452].hf_id,
+ { "TargetPartyRole (1464)", "fix.TargetPartyRole",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1453].hf_id,
+ { "SecurityListID (1465)", "fix.SecurityListID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1454].hf_id,
+ { "SecurityListRefID (1466)", "fix.SecurityListRefID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1455].hf_id,
+ { "SecurityListDesc (1467)", "fix.SecurityListDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1456].hf_id,
+ { "EncodedSecurityListDescLen (1468)", "fix.EncodedSecurityListDescLen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1457].hf_id,
+ { "EncodedSecurityListDesc (1469)", "fix.EncodedSecurityListDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1458].hf_id,
+ { "SecurityListType (1470)", "fix.SecurityListType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1459].hf_id,
+ { "SecurityListTypeSource (1471)", "fix.SecurityListTypeSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1460].hf_id,
+ { "NewsID (1472)", "fix.NewsID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1461].hf_id,
+ { "NewsCategory (1473)", "fix.NewsCategory",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1462].hf_id,
+ { "LanguageCode (1474)", "fix.LanguageCode",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1463].hf_id,
+ { "NoNewsRefIDs (1475)", "fix.NoNewsRefIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1464].hf_id,
+ { "NewsRefID (1476)", "fix.NewsRefID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1465].hf_id,
+ { "NewsRefType (1477)", "fix.NewsRefType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1466].hf_id,
+ { "StrikePriceDeterminationMethod (1478)", "fix.StrikePriceDeterminationMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1467].hf_id,
+ { "StrikePriceBoundaryMethod (1479)", "fix.StrikePriceBoundaryMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1468].hf_id,
+ { "StrikePriceBoundaryPrecision (1480)", "fix.StrikePriceBoundaryPrecision",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1469].hf_id,
+ { "UnderlyingPriceDeterminationMethod (1481)", "fix.UnderlyingPriceDeterminationMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1470].hf_id,
+ { "OptPayoutType (1482)", "fix.OptPayoutType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1471].hf_id,
+ { "NoComplexEvents (1483)", "fix.NoComplexEvents",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1472].hf_id,
+ { "ComplexEventType (1484)", "fix.ComplexEventType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1473].hf_id,
+ { "ComplexOptPayoutAmount (1485)", "fix.ComplexOptPayoutAmount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1474].hf_id,
+ { "ComplexEventPrice (1486)", "fix.ComplexEventPrice",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1475].hf_id,
+ { "ComplexEventPriceBoundaryMethod (1487)", "fix.ComplexEventPriceBoundaryMethod",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1476].hf_id,
+ { "ComplexEventPriceBoundaryPrecision (1488)", "fix.ComplexEventPriceBoundaryPrecision",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1477].hf_id,
+ { "ComplexEventPriceTimeType (1489)", "fix.ComplexEventPriceTimeType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1478].hf_id,
+ { "ComplexEventCondition (1490)", "fix.ComplexEventCondition",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1479].hf_id,
+ { "NoComplexEventDates (1491)", "fix.NoComplexEventDates",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1480].hf_id,
+ { "ComplexEventStartDate (1492)", "fix.ComplexEventStartDate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1481].hf_id,
+ { "ComplexEventEndDate (1493)", "fix.ComplexEventEndDate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1482].hf_id,
+ { "NoComplexEventTimes (1494)", "fix.NoComplexEventTimes",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1483].hf_id,
+ { "ComplexEventStartTime (1495)", "fix.ComplexEventStartTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1484].hf_id,
+ { "ComplexEventEndTime (1496)", "fix.ComplexEventEndTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1485].hf_id,
+ { "StreamAsgnReqID (1497)", "fix.StreamAsgnReqID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1486].hf_id,
+ { "StreamAsgnReqType (1498)", "fix.StreamAsgnReqType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1487].hf_id,
+ { "NoAsgnReqs (1499)", "fix.NoAsgnReqs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1488].hf_id,
+ { "MDStreamID (1500)", "fix.MDStreamID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1489].hf_id,
+ { "StreamAsgnRptID (1501)", "fix.StreamAsgnRptID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1490].hf_id,
+ { "StreamAsgnRejReason (1502)", "fix.StreamAsgnRejReason",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1491].hf_id,
+ { "StreamAsgnAckType (1503)", "fix.StreamAsgnAckType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1492].hf_id,
+ { "RelSymTransactTime (1504)", "fix.RelSymTransactTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1493].hf_id,
+ { "PartyDetailsListRequestID (1505)", "fix.PartyDetailsListRequestID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1494].hf_id,
+ { "NoPartyListResponseTypes (1506)", "fix.NoPartyListResponseTypes",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1495].hf_id,
+ { "PartyListResponseType (1507)", "fix.PartyListResponseType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1496].hf_id,
+ { "NoRequestedPartyRoles (1508)", "fix.NoRequestedPartyRoles",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1497].hf_id,
+ { "RequestedPartyRole (1509)", "fix.RequestedPartyRole",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1498].hf_id,
+ { "PartyDetailsListReportID (1510)", "fix.PartyDetailsListReportID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1499].hf_id,
+ { "PartyDetailsRequestResult (1511)", "fix.PartyDetailsRequestResult",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1500].hf_id,
+ { "TotNoPartyList (1512)", "fix.TotNoPartyList",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1501].hf_id,
+ { "NoPartyList (1513)", "fix.NoPartyList",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1502].hf_id,
+ { "NoPartyRelationships (1514)", "fix.NoPartyRelationships",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1503].hf_id,
+ { "PartyRelationship (1515)", "fix.PartyRelationship",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1504].hf_id,
+ { "NoPartyAltIDs (1516)", "fix.NoPartyAltIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1505].hf_id,
+ { "PartyAltID (1517)", "fix.PartyAltID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1506].hf_id,
+ { "PartyAltIDSource (1518)", "fix.PartyAltIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1507].hf_id,
+ { "NoPartyAltSubIDs (1519)", "fix.NoPartyAltSubIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1508].hf_id,
+ { "PartyAltSubID (1520)", "fix.PartyAltSubID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1509].hf_id,
+ { "PartyAltSubIDType (1521)", "fix.PartyAltSubIDType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1510].hf_id,
+ { "NoContextPartyIDs (1522)", "fix.NoContextPartyIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1511].hf_id,
+ { "ContextPartyID (1523)", "fix.ContextPartyID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1512].hf_id,
+ { "ContextPartyIDSource (1524)", "fix.ContextPartyIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1513].hf_id,
+ { "ContextPartyRole (1525)", "fix.ContextPartyRole",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1514].hf_id,
+ { "NoContextPartySubIDs (1526)", "fix.NoContextPartySubIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1515].hf_id,
+ { "ContextPartySubID (1527)", "fix.ContextPartySubID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1516].hf_id,
+ { "ContextPartySubIDType (1528)", "fix.ContextPartySubIDType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1517].hf_id,
+ { "NoRiskLimits (1529)", "fix.NoRiskLimits",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1518].hf_id,
+ { "RiskLimitType (1530)", "fix.RiskLimitType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1519].hf_id,
+ { "RiskLimitAmount (1531)", "fix.RiskLimitAmount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1520].hf_id,
+ { "RiskLimitCurrency (1532)", "fix.RiskLimitCurrency",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1521].hf_id,
+ { "RiskLimitPlatform (1533)", "fix.RiskLimitPlatform",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1522].hf_id,
+ { "NoRiskInstruments (1534)", "fix.NoRiskInstruments",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1523].hf_id,
+ { "RiskInstrumentOperator (1535)", "fix.RiskInstrumentOperator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1524].hf_id,
+ { "RiskSymbol (1536)", "fix.RiskSymbol",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1525].hf_id,
+ { "RiskSymbolSfx (1537)", "fix.RiskSymbolSfx",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1526].hf_id,
+ { "RiskSecurityID (1538)", "fix.RiskSecurityID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1527].hf_id,
+ { "RiskSecurityIDSource (1539)", "fix.RiskSecurityIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1528].hf_id,
+ { "NoRiskSecurityAltID (1540)", "fix.NoRiskSecurityAltID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1529].hf_id,
+ { "RiskSecurityAltID (1541)", "fix.RiskSecurityAltID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1530].hf_id,
+ { "RiskSecurityAltIDSource (1542)", "fix.RiskSecurityAltIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1531].hf_id,
+ { "RiskProduct (1543)", "fix.RiskProduct",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1532].hf_id,
+ { "RiskProductComplex (1544)", "fix.RiskProductComplex",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1533].hf_id,
+ { "RiskSecurityGroup (1545)", "fix.RiskSecurityGroup",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1534].hf_id,
+ { "RiskCFICode (1546)", "fix.RiskCFICode",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1535].hf_id,
+ { "RiskSecurityType (1547)", "fix.RiskSecurityType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1536].hf_id,
+ { "RiskSecuritySubType (1548)", "fix.RiskSecuritySubType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1537].hf_id,
+ { "RiskMaturityMonthYear (1549)", "fix.RiskMaturityMonthYear",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1538].hf_id,
+ { "RiskMaturityTime (1550)", "fix.RiskMaturityTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1539].hf_id,
+ { "RiskRestructuringType (1551)", "fix.RiskRestructuringType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1540].hf_id,
+ { "RiskSeniority (1552)", "fix.RiskSeniority",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1541].hf_id,
+ { "RiskPutOrCall (1553)", "fix.RiskPutOrCall",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1542].hf_id,
+ { "RiskFlexibleIndicator (1554)", "fix.RiskFlexibleIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1543].hf_id,
+ { "RiskCouponRate (1555)", "fix.RiskCouponRate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1544].hf_id,
+ { "RiskSecurityDesc (1556)", "fix.RiskSecurityDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1545].hf_id,
+ { "RiskInstrumentSettlType (1557)", "fix.RiskInstrumentSettlType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1546].hf_id,
+ { "RiskInstrumentMultiplier (1558)", "fix.RiskInstrumentMultiplier",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1547].hf_id,
+ { "NoRiskWarningLevels (1559)", "fix.NoRiskWarningLevels",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1548].hf_id,
+ { "RiskWarningLevelPercent (1560)", "fix.RiskWarningLevelPercent",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1549].hf_id,
+ { "RiskWarningLevelName (1561)", "fix.RiskWarningLevelName",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1550].hf_id,
+ { "NoRelatedPartyIDs (1562)", "fix.NoRelatedPartyIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1551].hf_id,
+ { "RelatedPartyID (1563)", "fix.RelatedPartyID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1552].hf_id,
+ { "RelatedPartyIDSource (1564)", "fix.RelatedPartyIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1553].hf_id,
+ { "RelatedPartyRole (1565)", "fix.RelatedPartyRole",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1554].hf_id,
+ { "NoRelatedPartySubIDs (1566)", "fix.NoRelatedPartySubIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1555].hf_id,
+ { "RelatedPartySubID (1567)", "fix.RelatedPartySubID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1556].hf_id,
+ { "RelatedPartySubIDType (1568)", "fix.RelatedPartySubIDType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1557].hf_id,
+ { "NoRelatedPartyAltIDs (1569)", "fix.NoRelatedPartyAltIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1558].hf_id,
+ { "RelatedPartyAltID (1570)", "fix.RelatedPartyAltID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1559].hf_id,
+ { "RelatedPartyAltIDSource (1571)", "fix.RelatedPartyAltIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1560].hf_id,
+ { "NoRelatedPartyAltSubIDs (1572)", "fix.NoRelatedPartyAltSubIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1561].hf_id,
+ { "RelatedPartyAltSubID (1573)", "fix.RelatedPartyAltSubID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1562].hf_id,
+ { "RelatedPartyAltSubIDType (1574)", "fix.RelatedPartyAltSubIDType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1563].hf_id,
+ { "NoRelatedContextPartyIDs (1575)", "fix.NoRelatedContextPartyIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1564].hf_id,
+ { "RelatedContextPartyID (1576)", "fix.RelatedContextPartyID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1565].hf_id,
+ { "RelatedContextPartyIDSource (1577)", "fix.RelatedContextPartyIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1566].hf_id,
+ { "RelatedContextPartyRole (1578)", "fix.RelatedContextPartyRole",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1567].hf_id,
+ { "NoRelatedContextPartySubIDs (1579)", "fix.NoRelatedContextPartySubIDs",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1568].hf_id,
+ { "RelatedContextPartySubID (1580)", "fix.RelatedContextPartySubID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1569].hf_id,
+ { "RelatedContextPartySubIDType (1581)", "fix.RelatedContextPartySubIDType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1570].hf_id,
+ { "NoRelationshipRiskLimits (1582)", "fix.NoRelationshipRiskLimits",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1571].hf_id,
+ { "RelationshipRiskLimitType (1583)", "fix.RelationshipRiskLimitType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1572].hf_id,
+ { "RelationshipRiskLimitAmount (1584)", "fix.RelationshipRiskLimitAmount",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1573].hf_id,
+ { "RelationshipRiskLimitCurrency (1585)", "fix.RelationshipRiskLimitCurrency",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1574].hf_id,
+ { "RelationshipRiskLimitPlatform (1586)", "fix.RelationshipRiskLimitPlatform",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1575].hf_id,
+ { "NoRelationshipRiskInstruments (1587)", "fix.NoRelationshipRiskInstruments",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1576].hf_id,
+ { "RelationshipRiskInstrumentOperator (1588)", "fix.RelationshipRiskInstrumentOperator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1577].hf_id,
+ { "RelationshipRiskSymbol (1589)", "fix.RelationshipRiskSymbol",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1578].hf_id,
+ { "RelationshipRiskSymbolSfx (1590)", "fix.RelationshipRiskSymbolSfx",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1579].hf_id,
+ { "RelationshipRiskSecurityID (1591)", "fix.RelationshipRiskSecurityID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1580].hf_id,
+ { "RelationshipRiskSecurityIDSource (1592)", "fix.RelationshipRiskSecurityIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1581].hf_id,
+ { "NoRelationshipRiskSecurityAltID (1593)", "fix.NoRelationshipRiskSecurityAltID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1582].hf_id,
+ { "RelationshipRiskSecurityAltID (1594)", "fix.RelationshipRiskSecurityAltID",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1583].hf_id,
+ { "RelationshipRiskSecurityAltIDSource (1595)", "fix.RelationshipRiskSecurityAltIDSource",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1584].hf_id,
+ { "RelationshipRiskProduct (1596)", "fix.RelationshipRiskProduct",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1585].hf_id,
+ { "RelationshipRiskProductComplex (1597)", "fix.RelationshipRiskProductComplex",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1586].hf_id,
+ { "RelationshipRiskSecurityGroup (1598)", "fix.RelationshipRiskSecurityGroup",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1587].hf_id,
+ { "RelationshipRiskCFICode (1599)", "fix.RelationshipRiskCFICode",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1588].hf_id,
+ { "RelationshipRiskSecurityType (1600)", "fix.RelationshipRiskSecurityType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1589].hf_id,
+ { "RelationshipRiskSecuritySubType (1601)", "fix.RelationshipRiskSecuritySubType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1590].hf_id,
+ { "RelationshipRiskMaturityMonthYear (1602)", "fix.RelationshipRiskMaturityMonthYear",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1591].hf_id,
+ { "RelationshipRiskMaturityTime (1603)", "fix.RelationshipRiskMaturityTime",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1592].hf_id,
+ { "RelationshipRiskRestructuringType (1604)", "fix.RelationshipRiskRestructuringType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1593].hf_id,
+ { "RelationshipRiskSeniority (1605)", "fix.RelationshipRiskSeniority",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1594].hf_id,
+ { "RelationshipRiskPutOrCall (1606)", "fix.RelationshipRiskPutOrCall",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1595].hf_id,
+ { "RelationshipRiskFlexibleIndicator (1607)", "fix.RelationshipRiskFlexibleIndicator",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1596].hf_id,
+ { "RelationshipRiskCouponRate (1608)", "fix.RelationshipRiskCouponRate",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1597].hf_id,
+ { "RelationshipRiskSecurityExchange (1609)", "fix.RelationshipRiskSecurityExchange",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1598].hf_id,
+ { "RelationshipRiskSecurityDesc (1610)", "fix.RelationshipRiskSecurityDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1599].hf_id,
+ { "RelationshipRiskInstrumentSettlType (1611)", "fix.RelationshipRiskInstrumentSettlType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1600].hf_id,
+ { "RelationshipRiskInstrumentMultiplier (1612)", "fix.RelationshipRiskInstrumentMultiplier",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1601].hf_id,
+ { "NoRelationshipRiskWarningLevels (1613)", "fix.NoRelationshipRiskWarningLevels",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1602].hf_id,
+ { "RelationshipRiskWarningLevelPercent (1614)", "fix.RelationshipRiskWarningLevelPercent",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1603].hf_id,
+ { "RelationshipRiskWarningLevelName (1615)", "fix.RelationshipRiskWarningLevelName",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1604].hf_id,
+ { "RiskSecurityExchange (1616)", "fix.RiskSecurityExchange",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1605].hf_id,
+ { "StreamAsgnType (1617)", "fix.StreamAsgnType",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1606].hf_id,
+ { "RelationshipRiskEncodedSecurityDescLen (1618)", "fix.RelationshipRiskEncodedSecurityDescLen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1607].hf_id,
+ { "RelationshipRiskEncodedSecurityDesc (1619)", "fix.RelationshipRiskEncodedSecurityDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1608].hf_id,
+ { "RiskEncodedSecurityDescLen (1620)", "fix.RiskEncodedSecurityDescLen",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
+ },
+ { &fix_fields[1609].hf_id,
+ { "RiskEncodedSecurityDesc (1621)", "fix.RiskEncodedSecurityDesc",
+ FT_STRING, BASE_NONE, NULL, 0x00,
+ NULL, HFILL }
},
};
-#define FIX_40 140
-#define FIX_41 211
-#define FIX_42 446
-#define FIX_43 659
-#define FIX_44 956
diff --git a/fix/FIX.xml b/fix/FIX.xml
index 87dc3d6244..2bb7148dd4 100644
--- a/fix/FIX.xml
+++ b/fix/FIX.xml
@@ -1,6784 +1,10607 @@
-<fix major="4" minor="4">
- <header>
- <field name="BeginString" required="Y" />
- <field name="BodyLength" required="Y" />
- <field name="MsgType" required="Y" />
- <field name="SenderCompID" required="Y" />
- <field name="TargetCompID" required="Y" />
- <field name="OnBehalfOfCompID" required="N" />
- <field name="DeliverToCompID" required="N" />
- <field name="SecureDataLen" required="N" />
- <field name="SecureData" required="N" />
- <field name="MsgSeqNum" required="Y" />
- <field name="SenderSubID" required="N" />
- <field name="SenderLocationID" required="N" />
- <field name="TargetSubID" required="N" />
- <field name="TargetLocationID" required="N" />
- <field name="OnBehalfOfSubID" required="N" />
- <field name="OnBehalfOfLocationID" required="N" />
- <field name="DeliverToSubID" required="N" />
- <field name="DeliverToLocationID" required="N" />
- <field name="PossDupFlag" required="N" />
- <field name="PossResend" required="N" />
- <field name="SendingTime" required="Y" />
- <field name="OrigSendingTime" required="N" />
- <field name="XmlDataLen" required="N" />
- <field name="XmlData" required="N" />
- <field name="MessageEncoding" required="N" />
- <field name="LastMsgSeqNumProcessed" required="N" />
- <group name="NoHops" required="N">
- <field name="HopCompID" required="N" />
- <field name="HopSendingTime" required="N" />
- <field name="HopRefID" required="N" />
- </group>
- </header>
- <trailer>
- <field name="SignatureLength" required="N" />
- <field name="Signature" required="N" />
- <field name="CheckSum" required="Y" />
- </trailer>
- <messages>
- <message name="Heartbeat" msgtype="0" msgcat="admin">
- <field name="TestReqID" required="N" />
- </message>
- <message name="Logon" msgtype="A" msgcat="admin">
- <field name="EncryptMethod" required="Y" />
- <field name="HeartBtInt" required="Y" />
- <field name="RawDataLength" required="N" />
- <field name="RawData" required="N" />
- <field name="ResetSeqNumFlag" required="N" />
- <field name="NextExpectedMsgSeqNum" required="N" />
- <field name="MaxMessageSize" required="N" />
- <group name="NoMsgTypes" required="N">
- <field name="RefMsgType" required="N" />
- <field name="MsgDirection" required="N" />
- </group>
- <field name="TestMessageIndicator" required="N" />
- <field name="Username" required="N" />
- <field name="Password" required="N" />
- </message>
- <message name="TestRequest" msgtype="1" msgcat="admin">
- <field name="TestReqID" required="Y" />
- </message>
- <message name="ResendRequest" msgtype="2" msgcat="admin">
- <field name="BeginSeqNo" required="Y" />
- <field name="EndSeqNo" required="Y" />
- </message>
- <message name="Reject" msgtype="3" msgcat="admin">
- <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" msgtype="4" msgcat="admin">
- <field name="GapFillFlag" required="N" />
- <field name="NewSeqNo" required="Y" />
- </message>
- <message name="Logout" msgtype="5" msgcat="admin">
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </message>
- <message name="BusinessMessageReject" msgtype="j" msgcat="app">
- <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="UserRequest" msgtype="BE" msgcat="app">
- <field name="UserRequestID" required="Y" />
- <field name="UserRequestType" required="Y" />
- <field name="Username" required="Y" />
- <field name="Password" required="N" />
- <field name="NewPassword" required="N" />
- <field name="RawDataLength" required="N" />
- <field name="RawData" required="N" />
- </message>
- <message name="UserResponse" msgtype="BF" msgcat="app">
- <field name="UserRequestID" required="Y" />
- <field name="Username" required="Y" />
- <field name="UserStatus" required="N" />
- <field name="UserStatusText" required="N" />
- </message>
- <message name="Advertisement" msgtype="7" msgcat="app">
- <field name="AdvId" required="Y" />
- <field name="AdvTransType" required="Y" />
- <field name="AdvRefID" required="N" />
- <component name="Instrument" required="Y" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="Y" />
- </group>
- <field name="AdvSide" required="Y" />
- <field name="Quantity" required="Y" />
- <field name="QtyType" required="N" />
- <field name="Price" required="N" />
- <field name="Currency" required="N" />
- <field name="TradeDate" required="N" />
- <field name="TransactTime" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="URLLink" required="N" />
- <field name="LastMkt" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </message>
- <message name="IndicationOfInterest" msgtype="6" msgcat="app">
- <field name="IOIid" required="Y" />
- <field name="IOITransType" required="Y" />
- <field name="IOIRefID" required="N" />
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="Side" required="Y" />
- <field name="QtyType" required="N" />
- <component name="OrderQtyData" required="N" />
- <field name="IOIQty" required="Y" />
- <field name="Currency" required="N" />
- <component name="Stipulations" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- <field name="LegIOIQty" required="N" />
- <component name="LegStipulations" required="N" />
- </group>
- <field name="PriceType" required="N" />
- <field name="Price" required="N" />
- <field name="ValidUntilTime" required="N" />
- <field name="IOIQltyInd" required="N" />
- <field name="IOINaturalFlag" required="N" />
- <group name="NoIOIQualifiers" required="N">
- <field name="IOIQualifier" required="N" />
- </group>
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="TransactTime" required="N" />
- <field name="URLLink" required="N" />
- <group name="NoRoutingIDs" required="N">
- <field name="RoutingType" required="N" />
- <field name="RoutingID" required="N" />
- </group>
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="YieldData" required="N" />
- </message>
- <message name="News" msgtype="B" msgcat="app">
- <field name="OrigTime" required="N" />
- <field name="Urgency" required="N" />
- <field name="Headline" required="Y" />
- <field name="EncodedHeadlineLen" required="N" />
- <field name="EncodedHeadline" required="N" />
- <group name="NoRoutingIDs" required="N">
- <field name="RoutingType" required="N" />
- <field name="RoutingID" required="N" />
- </group>
- <group name="NoRelatedSym" required="N">
- <component name="Instrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="LinesOfText" 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" msgtype="C" msgcat="app">
- <field name="EmailThreadID" required="Y" />
- <field name="EmailType" required="Y" />
- <field name="OrigTime" required="N" />
- <field name="Subject" required="Y" />
- <field name="EncodedSubjectLen" required="N" />
- <field name="EncodedSubject" required="N" />
- <group name="NoRoutingIDs" required="N">
- <field name="RoutingType" required="N" />
- <field name="RoutingID" required="N" />
- </group>
- <group name="NoRelatedSym" required="N">
- <component name="Instrument" required="N" />
- </group>
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="OrderID" required="N" />
- <field name="ClOrdID" required="N" />
- <group name="LinesOfText" 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="QuoteRequest" msgtype="R" msgcat="app">
- <field name="QuoteReqID" required="Y" />
- <field name="RFQReqID" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="OrderCapacity" required="N" />
- <group name="NoRelatedSym" required="Y">
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="PrevClosePx" required="N" />
- <field name="QuoteRequestType" required="N" />
- <field name="QuoteType" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="Side" required="N" />
- <field name="QtyType" required="N" />
- <component name="OrderQtyData" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="SettlDate2" required="N" />
- <field name="OrderQty2" required="N" />
- <field name="Currency" required="N" />
- <component name="Stipulations" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- <field name="LegQty" required="N" />
- <field name="LegSwapType" required="N" />
- <field name="LegSettlType" required="N" />
- <field name="LegSettlDate" required="N" />
- <component name="LegStipulations" required="N" />
- <component name="NestedParties" required="N" />
- <component name="LegBenchmarkCurveData" required="N" />
- </group>
- <group name="NoQuoteQualifiers" required="N">
- <field name="QuoteQualifier" required="N" />
- </group>
- <field name="QuotePriceType" required="N" />
- <field name="OrdType" required="N" />
- <field name="ValidUntilTime" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="TransactTime" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <field name="PriceType" required="N" />
- <field name="Price" required="N" />
- <field name="Price2" required="N" />
- <component name="YieldData" required="N" />
- <component name="Parties" required="N" />
- </group>
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </message>
- <message name="QuoteResponse" msgtype="AJ" msgcat="app">
- <field name="QuoteRespID" required="Y" />
- <field name="QuoteID" required="N" />
- <field name="QuoteRespType" required="Y" />
- <field name="ClOrdID" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="IOIid" required="N" />
- <field name="QuoteType" required="N" />
- <group name="NoQuoteQualifiers" required="N">
- <field name="QuoteQualifier" required="N" />
- </group>
- <component name="Parties" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="Side" required="N" />
- <component name="OrderQtyData" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="SettlDate2" required="N" />
- <field name="OrderQty2" required="N" />
- <field name="Currency" required="N" />
- <component name="Stipulations" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- <field name="LegQty" required="N" />
- <field name="LegSwapType" required="N" />
- <field name="LegSettlType" required="N" />
- <field name="LegSettlDate" required="N" />
- <component name="LegStipulations" required="N" />
- <component name="NestedParties" required="N" />
- <field name="LegPriceType" required="N" />
- <field name="LegBidPx" required="N" />
- <field name="LegOfferPx" required="N" />
- <component name="LegBenchmarkCurveData" required="N" />
- </group>
- <field name="BidPx" required="N" />
- <field name="OfferPx" required="N" />
- <field name="MktBidPx" required="N" />
- <field name="MktOfferPx" required="N" />
- <field name="MinBidSize" required="N" />
- <field name="BidSize" required="N" />
- <field name="MinOfferSize" required="N" />
- <field name="OfferSize" required="N" />
- <field name="ValidUntilTime" required="N" />
- <field name="BidSpotRate" required="N" />
- <field name="OfferSpotRate" required="N" />
- <field name="BidForwardPoints" required="N" />
- <field name="OfferForwardPoints" required="N" />
- <field name="MidPx" required="N" />
- <field name="BidYield" required="N" />
- <field name="MidYield" required="N" />
- <field name="OfferYield" required="N" />
- <field name="TransactTime" required="N" />
- <field name="OrdType" required="N" />
- <field name="BidForwardPoints2" required="N" />
- <field name="OfferForwardPoints2" required="N" />
- <field name="SettlCurrBidFxRate" required="N" />
- <field name="SettlCurrOfferFxRate" required="N" />
- <field name="SettlCurrFxRateCalc" required="N" />
- <field name="Commission" required="N" />
- <field name="CommType" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="ExDestination" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="Price" required="N" />
- <field name="PriceType" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="YieldData" required="N" />
- </message>
- <message name="QuoteRequestReject" msgtype="AG" msgcat="app">
- <field name="QuoteReqID" required="Y" />
- <field name="RFQReqID" required="N" />
- <field name="QuoteRequestRejectReason" required="Y" />
- <group name="NoRelatedSym" required="Y">
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="PrevClosePx" required="N" />
- <field name="QuoteRequestType" required="N" />
- <field name="QuoteType" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="Side" required="N" />
- <field name="QtyType" required="N" />
- <component name="OrderQtyData" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="SettlDate2" required="N" />
- <field name="OrderQty2" required="N" />
- <field name="Currency" required="N" />
- <component name="Stipulations" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- <field name="LegQty" required="N" />
- <field name="LegSwapType" required="N" />
- <field name="LegSettlType" required="N" />
- <field name="LegSettlDate" required="N" />
- <component name="LegStipulations" required="N" />
- <component name="NestedParties" required="N" />
- <component name="LegBenchmarkCurveData" required="N" />
- </group>
- </group>
- <group name="NoQuoteQualifiers" required="N">
- <field name="QuoteQualifier" required="N" />
- </group>
- <field name="QuotePriceType" required="N" />
- <field name="OrdType" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="TransactTime" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <field name="PriceType" required="N" />
- <field name="Price" required="N" />
- <field name="Price2" required="N" />
- <component name="YieldData" required="N" />
- <component name="Parties" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </message>
- <message name="RFQRequest" msgtype="AH" msgcat="app">
- <field name="RFQReqID" required="Y" />
- <group name="NoRelatedSym" required="Y">
- <component name="Instrument" required="Y" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="PrevClosePx" required="N" />
- <field name="QuoteRequestType" required="N" />
- <field name="QuoteType" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <field name="SubscriptionRequestType" required="N" />
- </message>
- <message name="Quote" msgtype="S" msgcat="app">
- <field name="QuoteReqID" required="N" />
- <field name="QuoteID" required="Y" />
- <field name="QuoteRespID" required="N" />
- <field name="QuoteType" required="N" />
- <group name="NoQuoteQualifiers" required="N">
- <field name="QuoteQualifier" required="N" />
- </group>
- <field name="QuoteResponseLevel" required="N" />
- <component name="Parties" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="Side" required="N" />
- <component name="OrderQtyData" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="SettlDate2" required="N" />
- <field name="OrderQty2" required="N" />
- <field name="Currency" required="N" />
- <component name="Stipulations" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- <field name="LegQty" required="N" />
- <field name="LegSwapType" required="N" />
- <field name="LegSettlType" required="N" />
- <field name="LegSettlDate" required="N" />
- <component name="LegStipulations" required="N" />
- <component name="NestedParties" required="N" />
- <field name="LegPriceType" required="N" />
- <field name="LegBidPx" required="N" />
- <field name="LegOfferPx" required="N" />
- <component name="LegBenchmarkCurveData" required="N" />
- </group>
- <field name="BidPx" required="N" />
- <field name="OfferPx" required="N" />
- <field name="MktBidPx" required="N" />
- <field name="MktOfferPx" required="N" />
- <field name="MinBidSize" required="N" />
- <field name="BidSize" required="N" />
- <field name="MinOfferSize" required="N" />
- <field name="OfferSize" required="N" />
- <field name="ValidUntilTime" required="N" />
- <field name="BidSpotRate" required="N" />
- <field name="OfferSpotRate" required="N" />
- <field name="BidForwardPoints" required="N" />
- <field name="OfferForwardPoints" required="N" />
- <field name="MidPx" required="N" />
- <field name="BidYield" required="N" />
- <field name="MidYield" required="N" />
- <field name="OfferYield" required="N" />
- <field name="TransactTime" required="N" />
- <field name="OrdType" required="N" />
- <field name="BidForwardPoints2" required="N" />
- <field name="OfferForwardPoints2" required="N" />
- <field name="SettlCurrBidFxRate" required="N" />
- <field name="SettlCurrOfferFxRate" required="N" />
- <field name="SettlCurrFxRateCalc" required="N" />
- <field name="CommType" required="N" />
- <field name="Commission" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="ExDestination" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="PriceType" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="YieldData" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </message>
- <message name="QuoteCancel" msgtype="Z" msgcat="app">
- <field name="QuoteReqID" required="N" />
- <field name="QuoteID" required="Y" />
- <field name="QuoteCancelType" required="Y" />
- <field name="QuoteResponseLevel" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <group name="NoQuoteEntries" required="N">
- <component name="Instrument" required="N" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- </group>
- </message>
- <message name="QuoteStatusRequest" msgtype="a" msgcat="app">
- <field name="QuoteStatusReqID" required="N" />
- <field name="QuoteID" required="N" />
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="SubscriptionRequestType" required="N" />
- </message>
- <message name="QuoteStatusReport" msgtype="AI" msgcat="app">
- <field name="QuoteStatusReqID" required="N" />
- <field name="QuoteReqID" required="N" />
- <field name="QuoteID" required="Y" />
- <field name="QuoteRespID" required="N" />
- <field name="QuoteType" required="N" />
- <component name="Parties" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="Side" required="N" />
- <component name="OrderQtyData" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="SettlDate2" required="N" />
- <field name="OrderQty2" required="N" />
- <field name="Currency" required="N" />
- <component name="Stipulations" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- <field name="LegQty" required="N" />
- <field name="LegSwapType" required="N" />
- <field name="LegSettlType" required="N" />
- <field name="LegSettlDate" required="N" />
- <component name="LegStipulations" required="N" />
- <component name="NestedParties" required="N" />
- </group>
- <group name="NoQuoteQualifiers" required="N">
- <field name="QuoteQualifier" required="N" />
- </group>
- <field name="ExpireTime" required="N" />
- <field name="Price" required="N" />
- <field name="PriceType" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="YieldData" required="N" />
- <field name="BidPx" required="N" />
- <field name="OfferPx" required="N" />
- <field name="MktBidPx" required="N" />
- <field name="MktOfferPx" required="N" />
- <field name="MinBidSize" required="N" />
- <field name="BidSize" required="N" />
- <field name="MinOfferSize" required="N" />
- <field name="OfferSize" required="N" />
- <field name="ValidUntilTime" required="N" />
- <field name="BidSpotRate" required="N" />
- <field name="OfferSpotRate" required="N" />
- <field name="BidForwardPoints" required="N" />
- <field name="OfferForwardPoints" required="N" />
- <field name="MidPx" required="N" />
- <field name="BidYield" required="N" />
- <field name="MidYield" required="N" />
- <field name="OfferYield" required="N" />
- <field name="TransactTime" required="N" />
- <field name="OrdType" required="N" />
- <field name="BidForwardPoints2" required="N" />
- <field name="OfferForwardPoints2" required="N" />
- <field name="SettlCurrBidFxRate" required="N" />
- <field name="SettlCurrOfferFxRate" required="N" />
- <field name="SettlCurrFxRateCalc" required="N" />
- <field name="CommType" required="N" />
- <field name="Commission" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="ExDestination" required="N" />
- <field name="QuoteStatus" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </message>
- <message name="MassQuote" msgtype="i" msgcat="app">
- <field name="QuoteReqID" required="N" />
- <field name="QuoteID" required="Y" />
- <field name="QuoteType" required="N" />
- <field name="QuoteResponseLevel" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="DefBidSize" required="N" />
- <field name="DefOfferSize" required="N" />
- <group name="NoQuoteSets" required="Y">
- <field name="QuoteSetID" required="Y" />
- <component name="UnderlyingInstrument" required="N" />
- <field name="QuoteSetValidUntilTime" required="N" />
- <field name="TotNoQuoteEntries" required="Y" />
- <field name="LastFragment" required="N" />
- <group name="NoQuoteEntries" required="Y">
- <field name="QuoteEntryID" required="Y" />
- <component name="Instrument" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="BidPx" required="N" />
- <field name="OfferPx" required="N" />
- <field name="BidSize" required="N" />
- <field name="OfferSize" required="N" />
- <field name="ValidUntilTime" required="N" />
- <field name="BidSpotRate" required="N" />
- <field name="OfferSpotRate" required="N" />
- <field name="BidForwardPoints" required="N" />
- <field name="OfferForwardPoints" required="N" />
- <field name="MidPx" required="N" />
- <field name="BidYield" required="N" />
- <field name="MidYield" required="N" />
- <field name="OfferYield" required="N" />
- <field name="TransactTime" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="SettlDate" required="N" />
- <field name="OrdType" required="N" />
- <field name="SettlDate2" required="N" />
- <field name="OrderQty2" required="N" />
- <field name="BidForwardPoints2" required="N" />
- <field name="OfferForwardPoints2" required="N" />
- <field name="Currency" required="N" />
- </group>
- </group>
- </message>
- <message name="MassQuoteAcknowledgement" msgtype="b" msgcat="app">
- <field name="QuoteReqID" required="N" />
- <field name="QuoteID" required="N" />
- <field name="QuoteStatus" required="Y" />
- <field name="QuoteRejectReason" required="N" />
- <field name="QuoteResponseLevel" required="N" />
- <field name="QuoteType" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <group name="NoQuoteSets" required="N">
- <field name="QuoteSetID" required="N" />
- <component name="UnderlyingInstrument" required="N" />
- <field name="TotNoQuoteEntries" required="N" />
- <field name="LastFragment" required="N" />
- <group name="NoQuoteEntries" required="N">
- <field name="QuoteEntryID" required="N" />
- <component name="Instrument" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="BidPx" required="N" />
- <field name="OfferPx" required="N" />
- <field name="BidSize" required="N" />
- <field name="OfferSize" required="N" />
- <field name="ValidUntilTime" required="N" />
- <field name="BidSpotRate" required="N" />
- <field name="OfferSpotRate" required="N" />
- <field name="BidForwardPoints" required="N" />
- <field name="OfferForwardPoints" required="N" />
- <field name="MidPx" required="N" />
- <field name="BidYield" required="N" />
- <field name="MidYield" required="N" />
- <field name="OfferYield" required="N" />
- <field name="TransactTime" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="SettlDate" required="N" />
- <field name="OrdType" required="N" />
- <field name="SettlDate2" required="N" />
- <field name="OrderQty2" required="N" />
- <field name="BidForwardPoints2" required="N" />
- <field name="OfferForwardPoints2" required="N" />
- <field name="Currency" required="N" />
- <field name="QuoteEntryRejectReason" required="N" />
- </group>
- </group>
+<fix major='5' type='FIX' servicepack='2' minor='0'>
+ <header />
+ <messages>
+ <message name='Heartbeat' msgtype='0' msgcat='admin'>
+ <field name='TestReqID' required='N' />
+ </message>
+ <message name='TestRequest' msgtype='1' msgcat='admin'>
+ <field name='TestReqID' required='Y' />
+ </message>
+ <message name='ResendRequest' msgtype='2' msgcat='admin'>
+ <field name='BeginSeqNo' required='Y' />
+ <field name='EndSeqNo' required='Y' />
+ </message>
+ <message name='Reject' msgtype='3' msgcat='admin'>
+ <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' msgtype='4' msgcat='admin'>
+ <field name='GapFillFlag' required='N' />
+ <field name='NewSeqNo' required='Y' />
+ </message>
+ <message name='Logout' msgtype='5' msgcat='admin'>
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='IOI' msgcat='app' msgtype='6'>
+ <field name='IOIID' required='Y' />
+ <field name='IOITransType' required='Y' />
+ <field name='IOIRefID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='IOIQty' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='InstrmtLegIOIGrp' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='IOIQltyInd' required='N' />
+ <field name='IOINaturalFlag' required='N' />
+ <component name='IOIQualGrp' required='N' />
+ <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' />
+ <component name='RoutingGrp' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
</message>
- <message name="MarketDataRequest" msgtype="V" msgcat="app">
- <field name="MDReqID" required="Y" />
- <field name="SubscriptionRequestType" required="Y" />
- <field name="MarketDepth" required="Y" />
- <field name="MDUpdateType" required="N" />
- <field name="AggregatedBook" required="N" />
- <field name="OpenCloseSettlFlag" required="N" />
- <field name="Scope" required="N" />
- <field name="MDImplicitDelete" required="N" />
- <group name="NoMDEntryTypes" required="Y">
- <field name="MDEntryType" required="Y" />
- </group>
- <group name="NoRelatedSym" required="Y">
- <component name="Instrument" required="Y" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- </group>
- <group name="NoTradingSessions" required="N">
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <field name="ApplQueueAction" required="N" />
- <field name="ApplQueueMax" required="N" />
+ <message name='Advertisement' msgcat='app' msgtype='7'>
+ <field name='AdvId' required='Y' />
+ <field name='AdvTransType' required='Y' />
+ <field name='AdvRefID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='AdvSide' required='Y' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='URLLink' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
</message>
- <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
- <field name="MDReqID" required="N" />
- <component name="Instrument" required="Y" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="FinancialStatus" required="N" />
- <field name="CorporateAction" required="N" />
- <field name="NetChgPrevDay" required="N" />
- <group name="NoMDEntries" required="Y">
- <field name="MDEntryType" required="Y" />
- <field name="MDEntryPx" required="N" />
- <field name="Currency" required="N" />
- <field name="MDEntrySize" required="N" />
- <field name="MDEntryDate" required="N" />
- <field name="MDEntryTime" required="N" />
- <field name="TickDirection" required="N" />
- <field name="MDMkt" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="QuoteCondition" required="N" />
- <field name="TradeCondition" required="N" />
- <field name="MDEntryOriginator" required="N" />
- <field name="LocationID" required="N" />
- <field name="DeskID" required="N" />
- <field name="OpenCloseSettlFlag" required="N" />
- <field name="TimeInForce" required="N" />
- <field name="ExpireDate" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="MinQty" required="N" />
- <field name="ExecInst" required="N" />
- <field name="SellerDays" required="N" />
- <field name="OrderID" required="N" />
- <field name="QuoteEntryID" required="N" />
- <field name="MDEntryBuyer" required="N" />
- <field name="MDEntrySeller" required="N" />
- <field name="NumberOfOrders" required="N" />
- <field name="MDEntryPositionNo" required="N" />
- <field name="Scope" required="N" />
- <field name="PriceDelta" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </group>
- <field name="ApplQueueDepth" required="N" />
- <field name="ApplQueueResolution" required="N" />
+ <message name='ExecutionReport' msgcat='app' msgtype='8'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='QuoteRespID' required='N' />
+ <field name='OrdStatusReqID' required='N' />
+ <field name='MassStatusReqID' required='N' />
+ <field name='TotNumReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <component name='ContraGrp' required='N' />
+ <field name='ListID' required='N' />
+ <field name='CrossID' required='N' />
+ <field name='OrigCrossID' required='N' />
+ <field name='CrossType' required='N' />
+ <field name='ExecID' required='Y' />
+ <field name='ExecRefID' required='N' />
+ <field name='ExecType' required='Y' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='OrdRejReason' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='PeggedPrice' required='N' />
+ <field name='DiscretionPrice' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='TargetStrategyPerformance' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='LastQty' required='N' />
+ <field name='UnderlyingLastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='UnderlyingLastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <field name='LastCapacity' required='N' />
+ <field name='LeavesQty' required='Y' />
+ <field name='CumQty' required='Y' />
+ <field name='AvgPx' required='N' />
+ <field name='DayOrderQty' required='N' />
+ <field name='DayCumQty' required='N' />
+ <field name='DayAvgPx' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='ReportToExch' required='N' />
+ <component name='CommissionData' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='TradedFlatSwitch' required='N' />
+ <field name='BasisFeatureDate' required='N' />
+ <field name='BasisFeaturePrice' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='MaxShow' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='LastForwardPoints2' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='ExecValuationPoint' required='N' />
+ <field name='ExecPriceType' required='N' />
+ <field name='ExecPriceAdjustment' required='N' />
+ <field name='PriorityIndicator' required='N' />
+ <field name='PriceImprovement' required='N' />
+ <field name='LastLiquidityInd' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='InstrmtLegExecGrp' required='N' />
+ <field name='CopyMsgIndicator' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='HostCrossID' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='OrderCategory' required='N' />
+ <field name='LotType' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PeggedRefPrice' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='Volatility' required='N' />
+ <field name='TimeToExpiration' required='N' />
+ <field name='RiskFreeRate' required='N' />
+ <field name='PriceDelta' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='TotNoFills' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='FillsGrp' required='N' />
+ <field name='DividendYield' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <component name='RateSource' required='N' />
</message>
- <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
- <field name="MDReqID" required="N" />
- <group name="NoMDEntries" required="Y">
- <field name="MDUpdateAction" required="Y" />
- <field name="DeleteReason" required="N" />
- <field name="MDEntryType" required="N" />
- <field name="MDEntryID" required="N" />
- <field name="MDEntryRefID" required="N" />
- <component name="Instrument" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="FinancialStatus" required="N" />
- <field name="CorporateAction" required="N" />
- <field name="MDEntryPx" required="N" />
- <field name="Currency" required="N" />
- <field name="MDEntrySize" required="N" />
- <field name="MDEntryDate" required="N" />
- <field name="MDEntryTime" required="N" />
- <field name="TickDirection" required="N" />
- <field name="MDMkt" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="QuoteCondition" required="N" />
- <field name="TradeCondition" required="N" />
- <field name="MDEntryOriginator" required="N" />
- <field name="LocationID" required="N" />
- <field name="DeskID" required="N" />
- <field name="OpenCloseSettlFlag" required="N" />
- <field name="TimeInForce" required="N" />
- <field name="ExpireDate" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="MinQty" required="N" />
- <field name="ExecInst" required="N" />
- <field name="SellerDays" required="N" />
- <field name="OrderID" required="N" />
- <field name="QuoteEntryID" required="N" />
- <field name="MDEntryBuyer" required="N" />
- <field name="MDEntrySeller" required="N" />
- <field name="NumberOfOrders" required="N" />
- <field name="MDEntryPositionNo" required="N" />
- <field name="Scope" required="N" />
- <field name="PriceDelta" required="N" />
- <field name="NetChgPrevDay" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </group>
- <field name="ApplQueueDepth" required="N" />
- <field name="ApplQueueResolution" required="N" />
+ <message name='OrderCancelReject' msgcat='app' msgtype='9'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='ListID' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='CxlRejResponseTo' required='Y' />
+ <field name='CxlRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
</message>
- <message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
- <field name="MDReqID" required="Y" />
- <field name="MDReqRejReason" required="N" />
- <group name="NoAltMDSource" required="N">
- <field name="AltMDSourceID" required="N" />
- </group>
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='Logon' msgtype='A' msgcat='admin'>
+ <field name='EncryptMethod' required='Y' />
+ <field name='HeartBtInt' required='Y' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
+ <field name='ResetSeqNumFlag' required='N' />
+ <field name='NextExpectedMsgSeqNum' required='N' />
+ <field name='MaxMessageSize' required='N' />
+ <group name='NoMsgTypes' required='N'>
+ <field name='RefMsgType' required='N' />
+ <field name='MsgDirection' required='N' />
+ </group>
+ <field name='TestMessageIndicator' required='N' />
+ <field name='Username' required='N' />
+ <field name='Password' required='N' />
+ </message>
+ <message name='News' msgcat='app' msgtype='B'>
+ <field name='OrigTime' required='N' />
+ <field name='Urgency' required='N' />
+ <field name='Headline' required='Y' />
+ <field name='EncodedHeadlineLen' required='N' />
+ <field name='EncodedHeadline' required='N' />
+ <component name='RoutingGrp' required='N' />
+ <component name='InstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='LinesOfTextGrp' required='Y' />
+ <field name='URLLink' required='N' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='NewsID' required='N' />
+ <component name='NewsRefGrp' required='N' />
+ <field name='NewsCategory' required='N' />
+ <field name='LanguageCode' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
</message>
- <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app">
- <field name="SecurityReqID" required="Y" />
- <field name="SecurityRequestType" required="Y" />
- <component name="Instrument" required="N" />
- <component name="InstrumentExtension" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="Currency" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="ExpirationCycle" required="N" />
- <field name="SubscriptionRequestType" required="N" />
+ <message 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' />
+ <component name='RoutingGrp' required='N' />
+ <component name='InstrmtGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <component name='LinesOfTextGrp' required='Y' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
</message>
- <message name="SecurityDefinition" msgtype="d" msgcat="app">
- <field name="SecurityReqID" required="Y" />
- <field name="SecurityResponseID" required="Y" />
- <field name="SecurityResponseType" required="Y" />
- <component name="Instrument" required="N" />
- <component name="InstrumentExtension" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="Currency" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="ExpirationCycle" required="N" />
- <field name="RoundLot" required="N" />
- <field name="MinTradeVol" required="N" />
+ <message name='NewOrderSingle' msgcat='app' msgtype='D'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='Side' required='Y' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
</message>
- <message name="SecurityTypeRequest" msgtype="v" msgcat="app">
- <field name="SecurityReqID" required="Y" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="Product" required="N" />
- <field name="SecurityType" required="N" />
- <field name="SecuritySubType" required="N" />
+ <message name='NewOrderList' msgcat='app' msgtype='E'>
+ <field name='ListID' required='Y' />
+ <field name='BidID' required='N' />
+ <field name='ClientBidID' required='N' />
+ <field name='ProgRptReqs' required='N' />
+ <field name='BidType' required='Y' />
+ <field name='ProgPeriodInterval' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='ListExecInstType' required='N' />
+ <field name='ListExecInst' required='N' />
+ <field name='EncodedListExecInstLen' required='N' />
+ <field name='EncodedListExecInst' required='N' />
+ <field name='AllowableOneSidednessPct' required='N' />
+ <field name='AllowableOneSidednessValue' required='N' />
+ <field name='AllowableOneSidednessCurr' required='N' />
+ <field name='TotNoOrders' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='ListOrdGrp' required='Y' />
+ <component name='RootParties' required='N' />
+ <field name='ContingencyType' required='N' />
</message>
- <message name="SecurityTypes" msgtype="w" msgcat="app">
- <field name="SecurityReqID" required="Y" />
- <field name="SecurityResponseID" required="Y" />
- <field name="SecurityResponseType" required="Y" />
- <field name="TotNoSecurityTypes" required="N" />
- <field name="LastFragment" required="N" />
- <group name="NoSecurityTypes" required="N">
- <field name="SecurityType" required="N" />
- <field name="SecuritySubType" required="N" />
- <field name="Product" required="N" />
- <field name="CFICode" required="N" />
- </group>
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="SubscriptionRequestType" required="N" />
+ <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
+ <field name='OrigClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='ListID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='ComplianceID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
</message>
- <message name="SecurityListRequest" msgtype="x" msgcat="app">
- <field name="SecurityReqID" required="Y" />
- <field name="SecurityListRequestType" required="Y" />
- <component name="Instrument" required="N" />
- <component name="InstrumentExtension" required="N" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="Currency" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="SubscriptionRequestType" required="N" />
+ <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
+ <field name='OrderID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='ListID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' 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" />
- <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 name='OrderStatusRequest' msgcat='app' msgtype='H'>
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='OrdStatusReqID' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
</message>
- <message name="DerivativeSecurityListRequest" msgtype="z" msgcat="app">
- <field name="SecurityReqID" required="Y" />
- <field name="SecurityListRequestType" required="Y" />
- <component name="UnderlyingInstrument" required="N" />
- <field name="SecuritySubType" required="N" />
- <field name="Currency" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="SubscriptionRequestType" required="N" />
+ <message name='AllocationInstruction' msgcat='app' msgtype='J'>
+ <field name='AllocID' required='Y' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocType' required='Y' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='RndPx' required='N' />
+ <component name='RateSource' required='N' />
</message>
- <message name="DerivativeSecurityList" msgtype="AA" msgcat="app">
- <field name="SecurityReqID" required="Y" />
- <field name="SecurityResponseID" required="Y" />
- <field name="SecurityRequestResult" required="Y" />
- <component name="UnderlyingInstrument" required="N" />
- <field name="TotNoRelatedSym" required="N" />
- <field name="LastFragment" required="N" />
- <group name="NoRelatedSym" required="N">
- <component name="Instrument" required="N" />
- <field name="Currency" required="N" />
- <field name="ExpirationCycle" required="N" />
- <component name="InstrumentExtension" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </group>
+ <message name='ListCancelRequest' msgcat='app' msgtype='K'>
+ <field name='ListID' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
</message>
- <message name="SecurityStatusRequest" msgtype="e" msgcat="app">
- <field name="SecurityStatusReqID" required="Y" />
- <component name="Instrument" required="Y" />
- <component name="InstrumentExtension" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="Currency" required="N" />
- <field name="SubscriptionRequestType" required="Y" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
+ <message 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="SecurityStatus" msgtype="f" msgcat="app">
- <field name="SecurityStatusReqID" required="N" />
- <component name="Instrument" required="Y" />
- <component name="InstrumentExtension" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="Currency" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="UnsolicitedIndicator" required="N" />
- <field name="SecurityTradingStatus" required="N" />
- <field name="FinancialStatus" required="N" />
- <field name="CorporateAction" required="N" />
- <field name="HaltReason" required="N" />
- <field name="InViewOfCommon" required="N" />
- <field name="DueToRelated" required="N" />
- <field name="BuyVolume" required="N" />
- <field name="SellVolume" required="N" />
- <field name="HighPx" required="N" />
- <field name="LowPx" required="N" />
- <field name="LastPx" required="N" />
- <field name="TransactTime" required="N" />
- <field name="Adjustment" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message 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="TradingSessionStatusRequest" msgtype="g" msgcat="app">
- <field name="TradSesReqID" required="Y" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="TradSesMethod" required="N" />
- <field name="TradSesMode" required="N" />
- <field name="SubscriptionRequestType" required="Y" />
+ <message name='ListStatus' msgcat='app' msgtype='N'>
+ <field name='ListID' required='Y' />
+ <field name='ListStatusType' required='Y' />
+ <field name='NoRpts' required='Y' />
+ <field name='ListOrderStatus' required='Y' />
+ <field name='RptSeq' required='Y' />
+ <field name='ListStatusText' required='N' />
+ <field name='EncodedListStatusTextLen' required='N' />
+ <field name='EncodedListStatusText' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TotNoOrders' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='OrdListStatGrp' required='Y' />
+ <field name='ContingencyType' required='N' />
+ <field name='ListRejectReason' required='N' />
</message>
- <message name="TradingSessionStatus" msgtype="h" msgcat="app">
- <field name="TradSesReqID" required="N" />
- <field name="TradingSessionID" required="Y" />
- <field name="TradingSessionSubID" required="N" />
- <field name="TradSesMethod" required="N" />
- <field name="TradSesMode" required="N" />
- <field name="UnsolicitedIndicator" required="N" />
- <field name="TradSesStatus" required="Y" />
- <field name="TradSesStatusRejReason" required="N" />
- <field name="TradSesStartTime" required="N" />
- <field name="TradSesOpenTime" required="N" />
- <field name="TradSesPreCloseTime" required="N" />
- <field name="TradSesCloseTime" required="N" />
- <field name="TradSesEndTime" required="N" />
- <field name="TotalVolumeTraded" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
+ <field name='AllocID' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='AllocStatus' required='Y' />
+ <field name='AllocRejCode' required='N' />
+ <field name='AllocType' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='AllocAckGrp' required='N' />
</message>
- <message name="NewOrderSingle" msgtype="D" msgcat="app">
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ClOrdLinkID" required="N" />
- <component name="Parties" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradeDate" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="DayBookingInst" required="N" />
- <field name="BookingUnit" required="N" />
- <field name="PreallocMethod" required="N" />
- <field name="AllocID" required="N" />
- <group name="NoAllocs" required="N">
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocSettlCurrency" required="N" />
- <field name="IndividualAllocID" required="N" />
- <component name="NestedParties" required="N" />
- <field name="AllocQty" required="N" />
- </group>
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="CashMargin" required="N" />
- <field name="ClearingFeeIndicator" required="N" />
- <field name="HandlInst" required="N" />
- <field name="ExecInst" required="N" />
- <field name="MinQty" required="N" />
- <field name="MaxFloor" required="N" />
- <field name="ExDestination" required="N" />
- <group name="NoTradingSessions" required="N">
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <field name="ProcessCode" required="N" />
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="PrevClosePx" required="N" />
- <field name="Side" required="Y" />
- <field name="LocateReqd" required="N" />
- <field name="TransactTime" required="Y" />
- <component name="Stipulations" required="N" />
- <field name="QtyType" required="N" />
- <component name="OrderQtyData" required="Y" />
- <field name="OrdType" required="Y" />
- <field name="PriceType" required="N" />
- <field name="Price" required="N" />
- <field name="StopPx" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="YieldData" required="N" />
- <field name="Currency" required="N" />
- <field name="ComplianceID" required="N" />
- <field name="SolicitedFlag" required="N" />
- <field name="IOIid" required="N" />
- <field name="QuoteID" required="N" />
- <field name="TimeInForce" required="N" />
- <field name="EffectiveTime" required="N" />
- <field name="ExpireDate" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="GTBookingInst" required="N" />
- <component name="CommissionData" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="OrderRestrictions" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="ForexReq" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="BookingType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="SettlDate2" required="N" />
- <field name="OrderQty2" required="N" />
- <field name="Price2" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="CoveredOrUncovered" required="N" />
- <field name="MaxShow" required="N" />
- <component name="PegInstructions" required="N" />
- <component name="DiscretionInstructions" required="N" />
- <field name="TargetStrategy" required="N" />
- <field name="TargetStrategyParameters" required="N" />
- <field name="ParticipationRate" required="N" />
- <field name="CancellationRights" required="N" />
- <field name="MoneyLaunderingStatus" required="N" />
- <field name="RegistID" required="N" />
- <field name="Designation" required="N" />
+ <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ExecID' required='Y' />
+ <field name='DKReason' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
</message>
- <message name="ExecutionReport" msgtype="8" msgcat="app">
- <field name="OrderID" required="Y" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="SecondaryExecID" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="OrigClOrdID" required="N" />
- <field name="ClOrdLinkID" required="N" />
- <field name="QuoteRespID" required="N" />
- <field name="OrdStatusReqID" required="N" />
- <field name="MassStatusReqID" required="N" />
- <field name="TotNumReports" required="N" />
- <field name="LastRptRequested" required="N" />
- <component name="Parties" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <group name="NoContraBrokers" required="N">
- <field name="ContraBroker" required="N" />
- <field name="ContraTrader" required="N" />
- <field name="ContraTradeQty" required="N" />
- <field name="ContraTradeTime" required="N" />
- <field name="ContraLegRefID" required="N" />
- </group>
- <field name="ListID" required="N" />
- <field name="CrossID" required="N" />
- <field name="OrigCrossID" required="N" />
- <field name="CrossType" required="N" />
- <field name="ExecID" required="Y" />
- <field name="ExecRefID" required="N" />
- <field name="ExecType" required="Y" />
- <field name="OrdStatus" required="Y" />
- <field name="WorkingIndicator" required="N" />
- <field name="OrdRejReason" required="N" />
- <field name="ExecRestatementReason" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="DayBookingInst" required="N" />
- <field name="BookingUnit" required="N" />
- <field name="PreallocMethod" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="CashMargin" required="N" />
- <field name="ClearingFeeIndicator" required="N" />
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="Side" required="Y" />
- <component name="Stipulations" required="N" />
- <field name="QtyType" required="N" />
- <component name="OrderQtyData" required="N" />
- <field name="OrdType" required="N" />
- <field name="PriceType" required="N" />
- <field name="Price" required="N" />
- <field name="StopPx" required="N" />
- <component name="PegInstructions" required="N" />
- <component name="DiscretionInstructions" required="N" />
- <field name="PeggedPrice" required="N" />
- <field name="DiscretionPrice" required="N" />
- <field name="TargetStrategy" required="N" />
- <field name="TargetStrategyParameters" required="N" />
- <field name="ParticipationRate" required="N" />
- <field name="TargetStrategyPerformance" required="N" />
- <field name="Currency" required="N" />
- <field name="ComplianceID" required="N" />
- <field name="SolicitedFlag" required="N" />
- <field name="TimeInForce" required="N" />
- <field name="EffectiveTime" required="N" />
- <field name="ExpireDate" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="ExecInst" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="OrderRestrictions" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="LastQty" required="N" />
- <field name="UnderlyingLastQty" required="N" />
- <field name="LastPx" required="N" />
- <field name="UnderlyingLastPx" required="N" />
- <field name="LastParPx" required="N" />
- <field name="LastSpotRate" required="N" />
- <field name="LastForwardPoints" required="N" />
- <field name="LastMkt" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="TimeBracket" required="N" />
- <field name="LastCapacity" required="N" />
- <field name="LeavesQty" required="Y" />
- <field name="CumQty" required="Y" />
- <field name="AvgPx" required="Y" />
- <field name="DayOrderQty" required="N" />
- <field name="DayCumQty" required="N" />
- <field name="DayAvgPx" required="N" />
- <field name="GTBookingInst" required="N" />
- <field name="TradeDate" required="N" />
- <field name="TransactTime" required="N" />
- <field name="ReportToExch" required="N" />
- <component name="CommissionData" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="YieldData" required="N" />
- <field name="GrossTradeAmt" required="N" />
- <field name="NumDaysInterest" required="N" />
- <field name="ExDate" required="N" />
- <field name="AccruedInterestRate" required="N" />
- <field name="AccruedInterestAmt" required="N" />
- <field name="InterestAtMaturity" required="N" />
- <field name="EndAccruedInterestAmt" required="N" />
- <field name="StartCash" required="N" />
- <field name="EndCash" required="N" />
- <field name="TradedFlatSwitch" required="N" />
- <field name="BasisFeatureDate" required="N" />
- <field name="BasisFeaturePrice" required="N" />
- <field name="Concession" required="N" />
- <field name="TotalTakedown" required="N" />
- <field name="NetMoney" required="N" />
- <field name="SettlCurrAmt" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="SettlCurrFxRate" required="N" />
- <field name="SettlCurrFxRateCalc" required="N" />
- <field name="HandlInst" required="N" />
- <field name="MinQty" required="N" />
- <field name="MaxFloor" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="MaxShow" required="N" />
- <field name="BookingType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="SettlDate2" required="N" />
- <field name="OrderQty2" required="N" />
- <field name="LastForwardPoints2" required="N" />
- <field name="MultiLegReportingType" required="N" />
- <field name="CancellationRights" required="N" />
- <field name="MoneyLaunderingStatus" required="N" />
- <field name="RegistID" required="N" />
- <field name="Designation" required="N" />
- <field name="TransBkdTime" required="N" />
- <field name="ExecValuationPoint" required="N" />
- <field name="ExecPriceType" required="N" />
- <field name="ExecPriceAdjustment" required="N" />
- <field name="PriorityIndicator" required="N" />
- <field name="PriceImprovement" required="N" />
- <field name="LastLiquidityInd" required="N" />
- <group name="NoContAmts" required="N">
- <field name="ContAmtType" required="N" />
- <field name="ContAmtValue" required="N" />
- <field name="ContAmtCurr" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- <field name="LegQty" required="N" />
- <field name="LegSwapType" required="N" />
- <component name="LegStipulations" required="N" />
- <field name="LegPositionEffect" required="N" />
- <field name="LegCoveredOrUncovered" required="N" />
- <component name="NestedParties" required="N" />
- <field name="LegRefID" required="N" />
- <field name="LegPrice" required="N" />
- <field name="LegSettlType" required="N" />
- <field name="LegSettlDate" required="N" />
- <field name="LegLastPx" required="N" />
- </group>
- <field name="CopyMsgIndicator" required="N" />
- <group name="NoMiscFees" required="N">
- <field name="MiscFeeAmt" required="N" />
- <field name="MiscFeeCurr" required="N" />
- <field name="MiscFeeType" required="N" />
- <field name="MiscFeeBasis" required="N" />
- </group>
+ <message name='QuoteRequest' msgcat='app' msgtype='R'>
+ <field name='QuoteReqID' required='Y' />
+ <field name='RFQReqID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <component name='QuotReqGrp' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <field name='RespondentType' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='OrderRestrictions' required='N' />
</message>
- <message name="DontKnowTrade" msgtype="Q" msgcat="app">
- <field name="OrderID" required="Y" />
- <field name="SecondaryOrderID" required="N" />
- <field name="ExecID" required="Y" />
- <field name="DKReason" required="Y" />
- <component name="Instrument" required="Y" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="Side" required="Y" />
- <component name="OrderQtyData" required="Y" />
- <field name="LastQty" required="N" />
- <field name="LastPx" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='Quote' msgcat='app' msgtype='S'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='Y' />
+ <field name='QuoteRespID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotGrp' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='CommType' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='BidSwapPoints' required='N' />
+ <field name='OfferSwapPoints' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <component name='RateSource' required='N' />
</message>
- <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
- <field name="OrderID" required="N" />
- <component name="Parties" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradeDate" required="N" />
- <field name="OrigClOrdID" required="Y" />
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ClOrdLinkID" required="N" />
- <field name="ListID" required="N" />
- <field name="OrigOrdModTime" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="DayBookingInst" required="N" />
- <field name="BookingUnit" required="N" />
- <field name="PreallocMethod" required="N" />
- <field name="AllocID" required="N" />
- <group name="NoAllocs" required="N">
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocSettlCurrency" required="N" />
- <field name="IndividualAllocID" required="N" />
- <component name="NestedParties" required="N" />
- <field name="AllocQty" required="N" />
- </group>
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="CashMargin" required="N" />
- <field name="ClearingFeeIndicator" required="N" />
- <field name="HandlInst" required="N" />
- <field name="ExecInst" required="N" />
- <field name="MinQty" required="N" />
- <field name="MaxFloor" required="N" />
- <field name="ExDestination" required="N" />
- <group name="NoTradingSessions" required="N">
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="Side" required="Y" />
- <field name="TransactTime" required="Y" />
- <field name="QtyType" required="N" />
- <component name="OrderQtyData" required="Y" />
- <field name="OrdType" required="Y" />
- <field name="PriceType" required="N" />
- <field name="Price" required="N" />
- <field name="StopPx" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="YieldData" required="N" />
- <component name="PegInstructions" required="N" />
- <component name="DiscretionInstructions" required="N" />
- <field name="TargetStrategy" required="N" />
- <field name="TargetStrategyParameters" required="N" />
- <field name="ParticipationRate" required="N" />
- <field name="ComplianceID" required="N" />
- <field name="SolicitedFlag" required="N" />
- <field name="Currency" required="N" />
- <field name="TimeInForce" required="N" />
- <field name="EffectiveTime" required="N" />
- <field name="ExpireDate" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="GTBookingInst" required="N" />
- <component name="CommissionData" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="OrderRestrictions" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="ForexReq" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="BookingType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="SettlDate2" required="N" />
- <field name="OrderQty2" required="N" />
- <field name="Price2" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="CoveredOrUncovered" required="N" />
- <field name="MaxShow" required="N" />
- <field name="LocateReqd" required="N" />
- <field name="CancellationRights" required="N" />
- <field name="MoneyLaunderingStatus" required="N" />
- <field name="RegistID" required="N" />
- <field name="Designation" required="N" />
+ <message name='SettlementInstructions' msgcat='app' msgtype='T'>
+ <field name='SettlInstMsgID' required='Y' />
+ <field name='SettlInstReqID' required='N' />
+ <field name='SettlInstMode' required='Y' />
+ <field name='SettlInstReqRejCode' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='SettlInstGrp' required='N' />
</message>
- <message name="OrderCancelRequest" msgtype="F" msgcat="app">
- <field name="OrigClOrdID" required="Y" />
- <field name="OrderID" required="N" />
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ClOrdLinkID" required="N" />
- <field name="ListID" required="N" />
- <field name="OrigOrdModTime" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <component name="Parties" required="N" />
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="Side" required="Y" />
- <field name="TransactTime" required="Y" />
- <component name="OrderQtyData" required="Y" />
- <field name="ComplianceID" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='MarketDataRequest' msgcat='app' msgtype='V'>
+ <field name='MDReqID' required='Y' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='MarketDepth' required='Y' />
+ <field name='MDUpdateType' required='N' />
+ <field name='AggregatedBook' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='Scope' required='N' />
+ <field name='MDImplicitDelete' required='N' />
+ <component name='MDReqGrp' required='Y' />
+ <component name='InstrmtMDReqGrp' required='Y' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ApplQueueAction' required='N' />
+ <field name='ApplQueueMax' required='N' />
+ <field name='MDQuoteType' required='N' />
+ <component name='Parties' required='N' />
</message>
- <message name="OrderCancelReject" msgtype="9" msgcat="app">
- <field name="OrderID" required="Y" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ClOrdID" required="Y" />
- <field name="ClOrdLinkID" required="N" />
- <field name="OrigClOrdID" required="Y" />
- <field name="OrdStatus" required="Y" />
- <field name="WorkingIndicator" required="N" />
- <field name="OrigOrdModTime" required="N" />
- <field name="ListID" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradeDate" required="N" />
- <field name="TransactTime" required="N" />
- <field name="CxlRejResponseTo" required="Y" />
- <field name="CxlRejReason" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
+ <field name='MDReqID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='NetChgPrevDay' required='N' />
+ <component name='MDFullGrp' required='Y' />
+ <field name='ApplQueueDepth' required='N' />
+ <field name='ApplQueueResolution' required='N' />
+ <field name='MDReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='MDBookType' required='N' />
+ <field name='MDFeedType' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='RoutingGrp' required='N' />
+ <field name='MDSubBookType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='TotNumReports' required='N' />
+ <field name='RefreshIndicator' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='MDStreamID' required='N' />
</message>
- <message name="OrderStatusRequest" msgtype="H" msgcat="app">
- <field name="OrderID" required="N" />
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ClOrdLinkID" required="N" />
- <component name="Parties" required="N" />
- <field name="OrdStatusReqID" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="Side" required="Y" />
+ <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
+ <field name='MDReqID' required='N' />
+ <component name='MDIncGrp' required='Y' />
+ <field name='ApplQueueDepth' required='N' />
+ <field name='ApplQueueResolution' required='N' />
+ <field name='MDBookType' required='N' />
+ <field name='MDFeedType' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='RoutingGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
</message>
- <message name="OrderMassCancelRequest" msgtype="q" msgcat="app">
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="MassCancelRequestType" required="Y" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <component name="Instrument" required="N" />
- <component name="UnderlyingInstrument" required="N" />
- <field name="Side" required="N" />
- <field name="TransactTime" required="Y" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
+ <field name='MDReqID' required='Y' />
+ <field name='MDReqRejReason' required='N' />
+ <component name='MDRjctGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
</message>
- <message name="OrderMassCancelReport" msgtype="r" msgcat="app">
- <field name="ClOrdID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="OrderID" required="Y" />
- <field name="SecondaryOrderID" required="N" />
- <field name="MassCancelRequestType" required="Y" />
- <field name="MassCancelResponse" required="Y" />
- <field name="MassCancelRejectReason" required="N" />
- <field name="TotalAffectedOrders" required="N" />
- <group name="NoAffectedOrders" required="N">
- <field name="OrigClOrdID" required="N" />
- <field name="AffectedOrderID" required="N" />
- <field name="AffectedSecondaryOrderID" required="N" />
- </group>
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <component name="Instrument" required="N" />
- <component name="UnderlyingInstrument" required="N" />
- <field name="Side" required="N" />
- <field name="TransactTime" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='QuoteCancel' msgcat='app' msgtype='Z'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteCancelType' required='Y' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='QuotCxlEntriesGrp' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='TargetParties' required='N' />
</message>
- <message name="OrderMassStatusRequest" msgtype="AF" msgcat="app">
- <field name="MassStatusReqID" required="Y" />
- <field name="MassStatusReqType" required="Y" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <component name="Instrument" required="N" />
- <component name="UnderlyingInstrument" required="N" />
- <field name="Side" required="N" />
+ <message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
+ <field name='QuoteStatusReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <component name='TargetParties' required='N' />
</message>
- <message name="NewOrderCross" msgtype="s" msgcat="app">
- <field name="CrossID" required="Y" />
- <field name="CrossType" required="Y" />
- <field name="CrossPrioritization" required="Y" />
- <group name="NoSides" required="Y">
- <field name="Side" required="Y" />
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ClOrdLinkID" required="N" />
- <component name="Parties" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradeDate" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="DayBookingInst" required="N" />
- <field name="BookingUnit" required="N" />
- <field name="PreallocMethod" required="N" />
- <field name="AllocID" required="N" />
- <group name="NoAllocs" required="N">
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocSettlCurrency" required="N" />
- <field name="IndividualAllocID" required="N" />
- <component name="NestedParties" required="N" />
- <field name="AllocQty" required="N" />
- </group>
- <field name="QtyType" required="N" />
- <component name="OrderQtyData" required="Y" />
- <component name="CommissionData" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="OrderRestrictions" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="ForexReq" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="BookingType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="CoveredOrUncovered" required="N" />
- <field name="CashMargin" required="N" />
- <field name="ClearingFeeIndicator" required="N" />
- <field name="SolicitedFlag" required="N" />
- <field name="SideComplianceID" required="N" />
- </group>
- <component name="Instrument" required="Y" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="HandlInst" required="N" />
- <field name="ExecInst" required="N" />
- <field name="MinQty" required="N" />
- <field name="MaxFloor" required="N" />
- <field name="ExDestination" required="N" />
- <group name="NoTradingSessions" required="N">
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <field name="ProcessCode" required="N" />
- <field name="PrevClosePx" required="N" />
- <field name="LocateReqd" required="N" />
- <field name="TransactTime" required="Y" />
- <component name="Stipulations" required="N" />
- <field name="OrdType" required="Y" />
- <field name="PriceType" required="N" />
- <field name="Price" required="N" />
- <field name="StopPx" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="YieldData" required="N" />
- <field name="Currency" required="N" />
- <field name="ComplianceID" required="N" />
- <field name="IOIid" required="N" />
- <field name="QuoteID" required="N" />
- <field name="TimeInForce" required="N" />
- <field name="EffectiveTime" required="N" />
- <field name="ExpireDate" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="GTBookingInst" required="N" />
- <field name="MaxShow" required="N" />
- <component name="PegInstructions" required="N" />
- <component name="DiscretionInstructions" required="N" />
- <field name="TargetStrategy" required="N" />
- <field name="TargetStrategyParameters" required="N" />
- <field name="ParticipationRate" required="N" />
- <field name="CancellationRights" required="N" />
- <field name="MoneyLaunderingStatus" required="N" />
- <field name="RegistID" required="N" />
- <field name="Designation" required="N" />
+ <message name='MassQuoteAcknowledgement' msgcat='app' msgtype='b'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteStatus' required='Y' />
+ <field name='QuoteRejectReason' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='QuotSetAckGrp' required='N' />
+ <field name='QuoteCancelType' required='N' />
+ <component name='TargetParties' required='N' />
</message>
- <message name="CrossOrderCancelReplaceRequest" msgtype="t" msgcat="app">
- <field name="OrderID" required="N" />
- <field name="CrossID" required="Y" />
- <field name="OrigCrossID" required="Y" />
- <field name="CrossType" required="Y" />
- <field name="CrossPrioritization" required="Y" />
- <group name="NoSides" required="Y">
- <field name="Side" required="Y" />
- <field name="OrigClOrdID" required="Y" />
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ClOrdLinkID" required="N" />
- <field name="OrigOrdModTime" required="N" />
- <component name="Parties" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradeDate" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="DayBookingInst" required="N" />
- <field name="BookingUnit" required="N" />
- <field name="PreallocMethod" required="N" />
- <field name="AllocID" required="N" />
- <group name="NoAllocs" required="N">
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocSettlCurrency" required="N" />
- <field name="IndividualAllocID" required="N" />
- <component name="NestedParties" required="N" />
- <field name="AllocQty" required="N" />
- </group>
- <field name="QtyType" required="N" />
- <component name="OrderQtyData" required="Y" />
- <component name="CommissionData" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="OrderRestrictions" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="ForexReq" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="BookingType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="CoveredOrUncovered" required="N" />
- <field name="CashMargin" required="N" />
- <field name="ClearingFeeIndicator" required="N" />
- <field name="SolicitedFlag" required="N" />
- <field name="SideComplianceID" required="N" />
- </group>
- <component name="Instrument" required="Y" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="HandlInst" required="N" />
- <field name="ExecInst" required="N" />
- <field name="MinQty" required="N" />
- <field name="MaxFloor" required="N" />
- <field name="ExDestination" required="N" />
- <group name="NoTradingSessions" required="N">
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <field name="ProcessCode" required="N" />
- <field name="PrevClosePx" required="N" />
- <field name="LocateReqd" required="N" />
- <field name="TransactTime" required="Y" />
- <component name="Stipulations" required="N" />
- <field name="OrdType" required="Y" />
- <field name="PriceType" required="N" />
- <field name="Price" required="N" />
- <field name="StopPx" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="YieldData" required="N" />
- <field name="Currency" required="N" />
- <field name="ComplianceID" required="N" />
- <field name="IOIid" required="N" />
- <field name="QuoteID" required="N" />
- <field name="TimeInForce" required="N" />
- <field name="EffectiveTime" required="N" />
- <field name="ExpireDate" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="GTBookingInst" required="N" />
- <field name="MaxShow" required="N" />
- <component name="PegInstructions" required="N" />
- <component name="DiscretionInstructions" required="N" />
- <field name="TargetStrategy" required="N" />
- <field name="TargetStrategyParameters" required="N" />
- <field name="ParticipationRate" required="N" />
- <field name="CancellationRights" required="N" />
- <field name="MoneyLaunderingStatus" required="N" />
- <field name="RegistID" required="N" />
- <field name="Designation" required="N" />
+ <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityRequestType' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='ExpirationCycle' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
</message>
- <message name="CrossOrderCancelRequest" msgtype="u" msgcat="app">
- <field name="OrderID" required="N" />
- <field name="CrossID" required="Y" />
- <field name="OrigCrossID" required="Y" />
- <field name="CrossType" required="Y" />
- <field name="CrossPrioritization" required="Y" />
- <group name="NoSides" required="Y">
- <field name="Side" required="Y" />
- <field name="OrigClOrdID" required="Y" />
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ClOrdLinkID" required="N" />
- <field name="OrigOrdModTime" required="N" />
- <component name="Parties" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradeDate" required="N" />
- <component name="OrderQtyData" required="Y" />
- <field name="ComplianceID" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </group>
- <component name="Instrument" required="Y" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="TransactTime" required="Y" />
+ <message name='SecurityDefinition' msgcat='app' msgtype='d'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityResponseType' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='SecurityReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='CorporateAction' required='N' />
+ <component name='MarketSegmentGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='TransactTime' required='N' />
</message>
- <message name="NewOrderMultileg" msgtype="AB" msgcat="app">
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ClOrdLinkID" required="N" />
- <component name="Parties" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradeDate" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="DayBookingInst" required="N" />
- <field name="BookingUnit" required="N" />
- <field name="PreallocMethod" required="N" />
- <field name="AllocID" required="N" />
- <group name="NoAllocs" required="N">
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocSettlCurrency" required="N" />
- <field name="IndividualAllocID" required="N" />
- <component name="NestedParties3" required="N" />
- <field name="AllocQty" required="N" />
- </group>
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="CashMargin" required="N" />
- <field name="ClearingFeeIndicator" required="N" />
- <field name="HandlInst" required="N" />
- <field name="ExecInst" required="N" />
- <field name="MinQty" required="N" />
- <field name="MaxFloor" required="N" />
- <field name="ExDestination" required="N" />
- <group name="NoTradingSessions" required="N">
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <field name="ProcessCode" required="N" />
- <field name="Side" required="Y" />
- <component name="Instrument" required="Y" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="PrevClosePx" required="N" />
- <group name="NoLegs" required="Y">
- <component name="InstrumentLeg" required="N" />
- <field name="LegQty" required="N" />
- <field name="LegSwapType" required="N" />
- <component name="LegStipulations" required="N" />
- <group name="NoLegAllocs" required="N">
- <field name="LegAllocAccount" required="N" />
- <field name="LegIndividualAllocID" required="N" />
- <component name="NestedParties2" required="N" />
- <field name="LegAllocQty" required="N" />
- <field name="LegAllocAcctIDSource" required="N" />
- <field name="LegSettlCurrency" required="N" />
- </group>
- <field name="LegPositionEffect" required="N" />
- <field name="LegCoveredOrUncovered" required="N" />
- <component name="NestedParties" required="N" />
- <field name="LegRefID" required="N" />
- <field name="LegPrice" required="N" />
- <field name="LegSettlType" required="N" />
- <field name="LegSettlDate" required="N" />
- </group>
- <field name="LocateReqd" required="N" />
- <field name="TransactTime" required="Y" />
- <field name="QtyType" required="N" />
- <component name="OrderQtyData" required="Y" />
- <field name="OrdType" required="Y" />
- <field name="PriceType" required="N" />
- <field name="Price" required="N" />
- <field name="StopPx" required="N" />
- <field name="Currency" required="N" />
- <field name="ComplianceID" required="N" />
- <field name="SolicitedFlag" required="N" />
- <field name="IOIid" required="N" />
- <field name="QuoteID" required="N" />
- <field name="TimeInForce" required="N" />
- <field name="EffectiveTime" required="N" />
- <field name="ExpireDate" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="GTBookingInst" required="N" />
- <component name="CommissionData" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="OrderRestrictions" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="ForexReq" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="BookingType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="CoveredOrUncovered" required="N" />
- <field name="MaxShow" required="N" />
- <component name="PegInstructions" required="N" />
- <component name="DiscretionInstructions" required="N" />
- <field name="TargetStrategy" required="N" />
- <field name="TargetStrategyParameters" required="N" />
- <field name="ParticipationRate" required="N" />
- <field name="CancellationRights" required="N" />
- <field name="MoneyLaunderingStatus" required="N" />
- <field name="RegistID" required="N" />
- <field name="Designation" required="N" />
- <field name="MultiLegRptTypeReq" required="N" />
+ <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
+ <field name='SecurityStatusReqID' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
</message>
- <message name="MultilegOrderCancelReplaceRequest" msgtype="AC" msgcat="app">
- <field name="OrderID" required="N" />
- <field name="OrigClOrdID" required="Y" />
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ClOrdLinkID" required="N" />
- <field name="OrigOrdModTime" required="N" />
- <component name="Parties" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradeDate" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="DayBookingInst" required="N" />
- <field name="BookingUnit" required="N" />
- <field name="PreallocMethod" required="N" />
- <field name="AllocID" required="N" />
- <group name="NoAllocs" required="N">
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocSettlCurrency" required="N" />
- <field name="IndividualAllocID" required="N" />
- <component name="NestedParties3" required="N" />
- <field name="AllocQty" required="N" />
- </group>
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="CashMargin" required="N" />
- <field name="ClearingFeeIndicator" required="N" />
- <field name="HandlInst" required="N" />
- <field name="ExecInst" required="N" />
- <field name="MinQty" required="N" />
- <field name="MaxFloor" required="N" />
- <field name="ExDestination" required="N" />
- <group name="NoTradingSessions" required="N">
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <field name="ProcessCode" required="N" />
- <field name="Side" required="Y" />
- <component name="Instrument" required="Y" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="PrevClosePx" required="N" />
- <group name="NoLegs" required="Y">
- <component name="InstrumentLeg" required="N" />
- <field name="LegQty" required="N" />
- <field name="LegSwapType" required="N" />
- <component name="LegStipulations" required="N" />
- <group name="NoLegAllocs" required="N">
- <field name="LegAllocAccount" required="N" />
- <field name="LegIndividualAllocID" required="N" />
- <component name="NestedParties2" required="N" />
- <field name="LegAllocQty" required="N" />
- <field name="LegAllocAcctIDSource" required="N" />
- <field name="LegSettlCurrency" required="N" />
- </group>
- <field name="LegPositionEffect" required="N" />
- <field name="LegCoveredOrUncovered" required="N" />
- <component name="NestedParties" required="N" />
- <field name="LegRefID" required="N" />
- <field name="LegPrice" required="N" />
- <field name="LegSettlType" required="N" />
- <field name="LegSettlDate" required="N" />
- </group>
- <field name="LocateReqd" required="N" />
- <field name="TransactTime" required="Y" />
- <field name="QtyType" required="N" />
- <component name="OrderQtyData" required="Y" />
- <field name="OrdType" required="Y" />
- <field name="PriceType" required="N" />
- <field name="Price" required="N" />
- <field name="StopPx" required="N" />
- <field name="Currency" required="N" />
- <field name="ComplianceID" required="N" />
- <field name="SolicitedFlag" required="N" />
- <field name="IOIid" required="N" />
- <field name="QuoteID" required="N" />
- <field name="TimeInForce" required="N" />
- <field name="EffectiveTime" required="N" />
- <field name="ExpireDate" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="GTBookingInst" required="N" />
- <component name="CommissionData" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="OrderRestrictions" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="ForexReq" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="BookingType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="CoveredOrUncovered" required="N" />
- <field name="MaxShow" required="N" />
- <component name="PegInstructions" required="N" />
- <component name="DiscretionInstructions" required="N" />
- <field name="TargetStrategy" required="N" />
- <field name="TargetStrategyParameters" required="N" />
- <field name="ParticipationRate" required="N" />
- <field name="CancellationRights" required="N" />
- <field name="MoneyLaunderingStatus" required="N" />
- <field name="RegistID" required="N" />
- <field name="Designation" required="N" />
- <field name="MultiLegRptTypeReq" required="N" />
+ <message name='SecurityStatus' msgcat='app' msgtype='f'>
+ <field name='SecurityStatusReqID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='SecurityTradingStatus' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='HaltReasonInt' required='N' />
+ <field name='InViewOfCommon' required='N' />
+ <field name='DueToRelated' required='N' />
+ <field name='BuyVolume' required='N' />
+ <field name='SellVolume' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Adjustment' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='FirstPx' required='N' />
+ <field name='SecurityTradingEvent' required='N' />
+ <field name='MDBookType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
</message>
- <message name="BidRequest" msgtype="k" msgcat="app">
- <field name="BidID" required="N" />
- <field name="ClientBidID" required="Y" />
- <field name="BidRequestTransType" required="Y" />
- <field name="ListName" required="N" />
- <field name="TotNoRelatedSym" required="Y" />
- <field name="BidType" required="Y" />
- <field name="NumTickets" required="N" />
- <field name="Currency" required="N" />
- <field name="SideValue1" required="N" />
- <field name="SideValue2" required="N" />
- <group name="NoBidDescriptors" required="N">
- <field name="BidDescriptorType" required="N" />
- <field name="BidDescriptor" required="N" />
- <field name="SideValueInd" required="N" />
- <field name="LiquidityValue" required="N" />
- <field name="LiquidityNumSecurities" required="N" />
- <field name="LiquidityPctLow" required="N" />
- <field name="LiquidityPctHigh" required="N" />
- <field name="EFPTrackingError" required="N" />
- <field name="FairValue" required="N" />
- <field name="OutsideIndexPct" required="N" />
- <field name="ValueOfFutures" required="N" />
- </group>
- <group name="NoBidComponents" required="N">
- <field name="ListID" required="N" />
- <field name="Side" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="NetGrossInd" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- </group>
- <field name="LiquidityIndType" required="N" />
- <field name="WtAverageLiquidity" required="N" />
- <field name="ExchangeForPhysical" required="N" />
- <field name="OutMainCntryUIndex" required="N" />
- <field name="CrossPercent" required="N" />
- <field name="ProgRptReqs" required="N" />
- <field name="ProgPeriodInterval" required="N" />
- <field name="IncTaxInd" required="N" />
- <field name="ForexReq" required="N" />
- <field name="NumBidders" required="N" />
- <field name="TradeDate" required="N" />
- <field name="BidTradeType" required="Y" />
- <field name="BasisPxType" required="Y" />
- <field name="StrikeTime" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
+ <field name='TradSesReqID' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='SecurityExchange' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
</message>
- <message name="BidResponse" msgtype="l" msgcat="app">
- <field name="BidID" required="N" />
- <field name="ClientBidID" required="N" />
- <group name="NoBidComponents" required="Y">
- <component name="CommissionData" required="Y" />
- <field name="ListID" required="N" />
- <field name="Country" required="N" />
- <field name="Side" required="N" />
- <field name="Price" required="N" />
- <field name="PriceType" required="N" />
- <field name="FairValue" required="N" />
- <field name="NetGrossInd" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </group>
+ <message name='TradingSessionStatus' msgcat='app' msgtype='h'>
+ <field name='TradSesReqID' required='N' />
+ <field name='TradingSessionID' required='Y' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='TradSesStatus' required='Y' />
+ <field name='TradSesStatusRejReason' required='N' />
+ <field name='TradSesStartTime' required='N' />
+ <field name='TradSesOpenTime' required='N' />
+ <field name='TradSesPreCloseTime' required='N' />
+ <field name='TradSesCloseTime' required='N' />
+ <field name='TradSesEndTime' required='N' />
+ <field name='TotalVolumeTraded' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradSesEvent' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
</message>
- <message name="NewOrderList" msgtype="E" msgcat="app">
- <field name="ListID" required="Y" />
- <field name="BidID" required="N" />
- <field name="ClientBidID" required="N" />
- <field name="ProgRptReqs" required="N" />
- <field name="BidType" required="Y" />
- <field name="ProgPeriodInterval" required="N" />
- <field name="CancellationRights" required="N" />
- <field name="MoneyLaunderingStatus" required="N" />
- <field name="RegistID" required="N" />
- <field name="ListExecInstType" required="N" />
- <field name="ListExecInst" required="N" />
- <field name="EncodedListExecInstLen" required="N" />
- <field name="EncodedListExecInst" required="N" />
- <field name="AllowableOneSidednessPct" required="N" />
- <field name="AllowableOneSidednessValue" required="N" />
- <field name="AllowableOneSidednessCurr" required="N" />
- <field name="TotNoOrders" required="Y" />
- <field name="LastFragment" required="N" />
- <group name="NoOrders" required="Y">
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ListSeqNo" required="Y" />
- <field name="ClOrdLinkID" required="N" />
- <field name="SettlInstMode" required="N" />
- <component name="Parties" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradeDate" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="DayBookingInst" required="N" />
- <field name="BookingUnit" required="N" />
- <field name="AllocID" required="N" />
- <field name="PreallocMethod" required="N" />
- <group name="NoAllocs" required="N">
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocSettlCurrency" required="N" />
- <field name="IndividualAllocID" required="N" />
- <component name="NestedParties" required="N" />
- <field name="AllocQty" required="N" />
- </group>
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="CashMargin" required="N" />
- <field name="ClearingFeeIndicator" required="N" />
- <field name="HandlInst" required="N" />
- <field name="ExecInst" required="N" />
- <field name="MinQty" required="N" />
- <field name="MaxFloor" required="N" />
- <field name="ExDestination" required="N" />
- <group name="NoTradingSessions" required="N">
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <field name="ProcessCode" required="N" />
- <component name="Instrument" required="Y" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="PrevClosePx" required="N" />
- <field name="Side" required="Y" />
- <field name="SideValueInd" required="N" />
- <field name="LocateReqd" required="N" />
- <field name="TransactTime" required="N" />
- <component name="Stipulations" required="N" />
- <field name="QtyType" required="N" />
- <component name="OrderQtyData" required="Y" />
- <field name="OrdType" required="N" />
- <field name="PriceType" required="N" />
- <field name="Price" required="N" />
- <field name="StopPx" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="YieldData" required="N" />
- <field name="Currency" required="N" />
- <field name="ComplianceID" required="N" />
- <field name="SolicitedFlag" required="N" />
- <field name="IOIid" required="N" />
- <field name="QuoteID" required="N" />
- <field name="TimeInForce" required="N" />
- <field name="EffectiveTime" required="N" />
- <field name="ExpireDate" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="GTBookingInst" required="N" />
- <component name="CommissionData" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="OrderRestrictions" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="ForexReq" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="BookingType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="SettlDate2" required="N" />
- <field name="OrderQty2" required="N" />
- <field name="Price2" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="CoveredOrUncovered" required="N" />
- <field name="MaxShow" required="N" />
- <component name="PegInstructions" required="N" />
- <component name="DiscretionInstructions" required="N" />
- <field name="TargetStrategy" required="N" />
- <field name="TargetStrategyParameters" required="N" />
- <field name="ParticipationRate" required="N" />
- <field name="Designation" required="N" />
- </group>
+ <message name='MassQuote' msgcat='app' msgtype='i'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='Y' />
+ <field name='QuoteType' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DefBidSize' required='N' />
+ <field name='DefOfferSize' required='N' />
+ <component name='QuotSetGrp' required='Y' />
</message>
- <message name="ListStrikePrice" msgtype="m" msgcat="app">
- <field name="ListID" required="Y" />
- <field name="TotNoStrikes" required="Y" />
- <field name="LastFragment" required="N" />
- <group name="NoStrikes" required="Y">
- <component name="Instrument" required="Y" />
- </group>
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- <field name="PrevClosePx" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="Side" required="N" />
- <field name="Price" required="Y" />
- <field name="Currency" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </group>
+ <message 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' />
+ <field name='RefApplVerID' required='N' />
+ <field name='RefApplExtID' required='N' />
+ <field name='RefCstmApplVerID' required='N' />
</message>
- <message name="ListStatus" msgtype="N" msgcat="app">
- <field name="ListID" required="Y" />
- <field name="ListStatusType" required="Y" />
- <field name="NoRpts" required="Y" />
- <field name="ListOrderStatus" required="Y" />
- <field name="RptSeq" required="Y" />
- <field name="ListStatusText" required="N" />
- <field name="EncodedListStatusTextLen" required="N" />
- <field name="EncodedListStatusText" required="N" />
- <field name="TransactTime" required="N" />
- <field name="TotNoOrders" required="Y" />
- <field name="LastFragment" required="N" />
- <group name="NoOrders" required="Y">
- <field name="ClOrdID" required="Y" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="CumQty" required="Y" />
- <field name="OrdStatus" required="Y" />
- <field name="WorkingIndicator" required="N" />
- <field name="LeavesQty" required="Y" />
- <field name="CxlQty" required="Y" />
- <field name="AvgPx" required="Y" />
- <field name="OrdRejReason" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- </group>
+ <message 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' />
+ <component name='BidDescReqGrp' required='N' />
+ <component name='BidCompReqGrp' required='N' />
+ <field name='LiquidityIndType' required='N' />
+ <field name='WtAverageLiquidity' required='N' />
+ <field name='ExchangeForPhysical' required='N' />
+ <field name='OutMainCntryUIndex' required='N' />
+ <field name='CrossPercent' required='N' />
+ <field name='ProgRptReqs' required='N' />
+ <field name='ProgPeriodInterval' required='N' />
+ <field name='IncTaxInd' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='NumBidders' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='BidTradeType' required='Y' />
+ <field name='BasisPxType' required='Y' />
+ <field name='StrikeTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
</message>
- <message name="ListExecute" msgtype="L" msgcat="app">
- <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 name='BidResponse' msgcat='app' msgtype='l'>
+ <field name='BidID' required='N' />
+ <field name='ClientBidID' required='N' />
+ <component name='BidCompRspGrp' required='Y' />
</message>
- <message name="ListCancelRequest" msgtype="K" msgcat="app">
- <field name="ListID" required="Y" />
- <field name="TransactTime" required="Y" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradeDate" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='ListStrikePrice' msgcat='app' msgtype='m'>
+ <field name='ListID' required='Y' />
+ <field name='TotNoStrikes' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='InstrmtStrkPxGrp' required='Y' />
</message>
- <message name="ListStatusRequest" msgtype="M" msgcat="app">
- <field name="ListID" required="Y" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='RegistrationInstructions' msgcat='app' msgtype='o'>
+ <field name='RegistID' required='Y' />
+ <field name='RegistTransType' required='Y' />
+ <field name='RegistRefID' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='RegistAcctType' required='N' />
+ <field name='TaxAdvantageType' required='N' />
+ <field name='OwnershipType' required='N' />
+ <component name='RgstDtlsGrp' required='N' />
+ <component name='RgstDistInstGrp' required='N' />
</message>
- <message name="AllocationInstruction" msgtype="J" msgcat="app">
- <field name="AllocID" required="Y" />
- <field name="AllocTransType" required="Y" />
- <field name="AllocType" required="Y" />
- <field name="SecondaryAllocID" required="N" />
- <field name="RefAllocID" required="N" />
- <field name="AllocCancReplaceReason" required="N" />
- <field name="AllocIntermedReqType" required="N" />
- <field name="AllocLinkID" required="N" />
- <field name="AllocLinkType" required="N" />
- <field name="BookingRefID" required="N" />
- <field name="AllocNoOrdersType" required="Y" />
- <group name="NoOrders" required="N">
- <field name="ClOrdID" required="N" />
- <field name="OrderID" required="N" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ListID" required="N" />
- <component name="NestedParties2" required="N" />
- <field name="OrderQty" required="N" />
- <field name="OrderAvgPx" required="N" />
- <field name="OrderBookingQty" required="N" />
- </group>
- <group name="NoExecs" required="N">
- <field name="LastQty" required="N" />
- <field name="ExecID" required="N" />
- <field name="SecondaryExecID" required="N" />
- <field name="LastPx" required="N" />
- <field name="LastParPx" required="N" />
- <field name="LastCapacity" required="N" />
- </group>
- <field name="PreviouslyReported" required="N" />
- <field name="ReversalIndicator" required="N" />
- <field name="MatchType" required="N" />
- <field name="Side" required="Y" />
- <component name="Instrument" required="Y" />
- <component name="InstrumentExtension" required="N" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="Quantity" required="Y" />
- <field name="QtyType" required="N" />
- <field name="LastMkt" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="PriceType" required="N" />
- <field name="AvgPx" required="Y" />
- <field name="AvgParPx" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <field name="Currency" required="N" />
- <field name="AvgPxPrecision" required="N" />
- <component name="Parties" required="N" />
- <field name="TradeDate" required="Y" />
- <field name="TransactTime" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="BookingType" required="N" />
- <field name="GrossTradeAmt" required="N" />
- <field name="Concession" required="N" />
- <field name="TotalTakedown" required="N" />
- <field name="NetMoney" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="AutoAcceptIndicator" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="NumDaysInterest" required="N" />
- <field name="AccruedInterestRate" required="N" />
- <field name="AccruedInterestAmt" required="N" />
- <field name="TotalAccruedInterestAmt" required="N" />
- <field name="InterestAtMaturity" required="N" />
- <field name="EndAccruedInterestAmt" required="N" />
- <field name="StartCash" required="N" />
- <field name="EndCash" required="N" />
- <field name="LegalConfirm" required="N" />
- <component name="Stipulations" required="N" />
- <component name="YieldData" required="N" />
- <field name="TotNoAllocs" required="N" />
- <field name="LastFragment" required="N" />
- <group name="NoAllocs" required="Y">
- <field name="AllocAccount" required="Y" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="MatchStatus" required="N" />
- <field name="AllocPrice" required="N" />
- <field name="AllocQty" required="Y" />
- <field name="IndividualAllocID" required="N" />
- <field name="ProcessCode" required="N" />
- <component name="NestedParties" required="N" />
- <field name="NotifyBrokerOfCredit" required="N" />
- <field name="AllocHandlInst" required="N" />
- <field name="AllocText" required="N" />
- <field name="EncodedAllocTextLen" required="N" />
- <field name="EncodedAllocText" required="N" />
- <component name="CommissionData" required="N" />
- <field name="AllocAvgPx" required="N" />
- <field name="AllocNetMoney" required="N" />
- <field name="SettlCurrAmt" required="N" />
- <field name="AllocSettlCurrAmt" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="AllocSettlCurrency" required="N" />
- <field name="SettlCurrFxRate" required="N" />
- <field name="SettlCurrFxRateCalc" required="N" />
- <field name="AccruedInterestAmt" required="N" />
- <field name="AllocAccruedInterestAmt" required="N" />
- <field name="AllocInterestAtMaturity" 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" />
- <field name="MiscFeeBasis" required="N" />
- </group>
- <field name="NoClearingInstructions" required="N" />
- <field name="ClearingInstruction" required="N" />
- <field name="ClearingFeeIndicator" required="N" />
- <field name="AllocSettlInstType" required="N" />
- <component name="SettlInstructionsData" required="N" />
- </group>
+ <message name='RegistrationInstructionsResponse' msgcat='app' msgtype='p'>
+ <field name='RegistID' required='Y' />
+ <field name='RegistTransType' required='Y' />
+ <field name='RegistRefID' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='RegistStatus' required='Y' />
+ <field name='RegistRejReasonCode' required='N' />
+ <field name='RegistRejReasonText' required='N' />
</message>
- <message name="AllocationInstructionAck" msgtype="P" msgcat="app">
- <field name="AllocID" required="Y" />
- <component name="Parties" required="N" />
- <field name="SecondaryAllocID" required="N" />
- <field name="TradeDate" required="N" />
- <field name="TransactTime" required="Y" />
- <field name="AllocStatus" required="Y" />
- <field name="AllocRejCode" required="N" />
- <field name="AllocType" required="N" />
- <field name="AllocIntermedReqType" required="N" />
- <field name="MatchStatus" required="N" />
- <field name="Product" required="N" />
- <field name="SecurityType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <group name="NoAllocs" required="N">
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocPrice" required="N" />
- <field name="IndividualAllocID" required="N" />
- <field name="IndividualAllocRejCode" required="N" />
- <field name="AllocText" required="N" />
- <field name="EncodedAllocTextLen" required="N" />
- <field name="EncodedAllocText" required="N" />
- </group>
+ <message name='OrderMassCancelRequest' msgcat='app' msgtype='q'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='MassCancelRequestType' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='TargetParties' required='N' />
</message>
- <message name="AllocationReport" msgtype="AS" msgcat="app">
- <field name="AllocReportID" required="Y" />
- <field name="AllocID" required="N" />
- <field name="AllocTransType" required="Y" />
- <field name="AllocReportRefID" required="N" />
- <field name="AllocCancReplaceReason" required="N" />
- <field name="SecondaryAllocID" required="N" />
- <field name="AllocReportType" required="Y" />
- <field name="AllocStatus" required="Y" />
- <field name="AllocRejCode" required="N" />
- <field name="RefAllocID" required="N" />
- <field name="AllocIntermedReqType" required="N" />
- <field name="AllocLinkID" required="N" />
- <field name="AllocLinkType" required="N" />
- <field name="BookingRefID" required="N" />
- <field name="AllocNoOrdersType" required="Y" />
- <group name="NoOrders" required="N">
- <field name="ClOrdID" required="N" />
- <field name="OrderID" required="N" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ListID" required="N" />
- <component name="NestedParties2" required="N" />
- <field name="OrderQty" required="N" />
- <field name="OrderAvgPx" required="N" />
- <field name="OrderBookingQty" required="N" />
- </group>
- <group name="NoExecs" required="N">
- <field name="LastQty" required="N" />
- <field name="ExecID" required="N" />
- <field name="SecondaryExecID" required="N" />
- <field name="LastPx" required="N" />
- <field name="LastParPx" required="N" />
- <field name="LastCapacity" required="N" />
- </group>
- <field name="PreviouslyReported" required="N" />
- <field name="ReversalIndicator" required="N" />
- <field name="MatchType" required="N" />
- <field name="Side" required="Y" />
- <component name="Instrument" required="Y" />
- <component name="InstrumentExtension" required="N" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="Quantity" required="Y" />
- <field name="QtyType" required="N" />
- <field name="LastMkt" required="N" />
- <field name="TradeOriginationDate" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="PriceType" required="N" />
- <field name="AvgPx" required="Y" />
- <field name="AvgParPx" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <field name="Currency" required="N" />
- <field name="AvgPxPrecision" required="N" />
- <component name="Parties" required="N" />
- <field name="TradeDate" required="Y" />
- <field name="TransactTime" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="BookingType" required="N" />
- <field name="GrossTradeAmt" required="N" />
- <field name="Concession" required="N" />
- <field name="TotalTakedown" required="N" />
- <field name="NetMoney" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="AutoAcceptIndicator" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="NumDaysInterest" required="N" />
- <field name="AccruedInterestRate" required="N" />
- <field name="AccruedInterestAmt" required="N" />
- <field name="TotalAccruedInterestAmt" required="N" />
- <field name="InterestAtMaturity" required="N" />
- <field name="EndAccruedInterestAmt" required="N" />
- <field name="StartCash" required="N" />
- <field name="EndCash" required="N" />
- <field name="LegalConfirm" required="N" />
- <component name="Stipulations" required="N" />
- <component name="YieldData" required="N" />
- <field name="TotNoAllocs" required="N" />
- <field name="LastFragment" required="N" />
- <group name="NoAllocs" required="Y">
- <field name="AllocAccount" required="Y" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="MatchStatus" required="N" />
- <field name="AllocPrice" required="N" />
- <field name="AllocQty" required="Y" />
- <field name="IndividualAllocID" required="N" />
- <field name="ProcessCode" required="N" />
- <component name="NestedParties" required="N" />
- <field name="NotifyBrokerOfCredit" required="N" />
- <field name="AllocHandlInst" required="N" />
- <field name="AllocText" required="N" />
- <field name="EncodedAllocTextLen" required="N" />
- <field name="EncodedAllocText" required="N" />
- <component name="CommissionData" required="N" />
- <field name="AllocAvgPx" required="N" />
- <field name="AllocNetMoney" required="N" />
- <field name="SettlCurrAmt" required="N" />
- <field name="AllocSettlCurrAmt" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="AllocSettlCurrency" required="N" />
- <field name="SettlCurrFxRate" required="N" />
- <field name="SettlCurrFxRateCalc" required="N" />
- <field name="AllocAccruedInterestAmt" required="N" />
- <field name="AllocInterestAtMaturity" required="N" />
- <group name="NoMiscFees" required="N">
- <field name="MiscFeeAmt" required="N" />
- <field name="MiscFeeCurr" required="N" />
- <field name="MiscFeeType" required="N" />
- <field name="MiscFeeBasis" required="N" />
- </group>
- <group name="NoClearingInstructions" required="N">
- <field name="ClearingInstruction" required="N" />
- </group>
- <field name="ClearingFeeIndicator" required="N" />
- <field name="AllocSettlInstType" required="N" />
- <component name="SettlInstructionsData" required="N" />
- </group>
+ <message name='OrderMassCancelReport' msgcat='app' msgtype='r'>
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='MassCancelRequestType' required='Y' />
+ <field name='MassCancelResponse' required='Y' />
+ <field name='MassCancelRejectReason' required='N' />
+ <field name='TotalAffectedOrders' required='N' />
+ <component name='AffectedOrdGrp' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ <field name='MassActionReportID' required='Y' />
+ <component name='NotAffectedOrdersGrp' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='TargetParties' required='N' />
</message>
- <message name="AllocationReportAck" msgtype="AT" msgcat="app">
- <field name="AllocReportID" required="Y" />
- <field name="AllocID" required="Y" />
- <component name="Parties" required="N" />
- <field name="SecondaryAllocID" required="N" />
- <field name="TradeDate" required="N" />
- <field name="TransactTime" required="Y" />
- <field name="AllocStatus" required="Y" />
- <field name="AllocRejCode" required="N" />
- <field name="AllocReportType" required="N" />
- <field name="AllocIntermedReqType" required="N" />
- <field name="MatchStatus" required="N" />
- <field name="Product" required="N" />
- <field name="SecurityType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <group name="NoAllocs" required="N">
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocPrice" required="N" />
- <field name="IndividualAllocID" required="N" />
- <field name="IndividualAllocRejCode" required="N" />
- <field name="AllocText" required="N" />
- <field name="EncodedAllocTextLen" required="N" />
- <field name="EncodedAllocText" required="N" />
- </group>
+ <message name='NewOrderCross' msgcat='app' msgtype='s'>
+ <field name='CrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdModGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
</message>
- <message name="Confirmation" msgtype="AK" msgcat="app">
- <field name="ConfirmID" required="Y" />
- <field name="ConfirmRefID" required="N" />
- <field name="ConfirmReqID" required="N" />
- <field name="ConfirmTransType" required="Y" />
- <field name="ConfirmType" required="Y" />
- <field name="CopyMsgIndicator" required="N" />
- <field name="LegalConfirm" required="N" />
- <field name="ConfirmStatus" required="Y" />
- <component name="Parties" required="N" />
- <group name="NoOrders" required="N">
- <field name="ClOrdID" required="N" />
- <field name="OrderID" required="N" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ListID" required="N" />
- <component name="NestedParties2" required="N" />
- <field name="OrderQty" required="N" />
- <field name="OrderAvgPx" required="N" />
- <field name="OrderBookingQty" required="N" />
- </group>
- <field name="AllocID" required="N" />
- <field name="SecondaryAllocID" required="N" />
- <field name="IndividualAllocID" required="N" />
- <field name="TransactTime" required="Y" />
- <field name="TradeDate" required="Y" />
- <component name="TrdRegTimestamps" required="N" />
- <component name="Instrument" required="Y" />
- <component name="InstrumentExtension" required="N" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="Y">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="Y">
- <component name="InstrumentLeg" required="N" />
- </group>
- <component name="YieldData" required="N" />
- <field name="AllocQty" required="Y" />
- <field name="QtyType" required="N" />
- <field name="Side" required="Y" />
- <field name="Currency" required="N" />
- <field name="LastMkt" required="N" />
- <group name="NoCapacities" required="Y">
- <field name="OrderCapacity" required="Y" />
- <field name="OrderRestrictions" required="N" />
- <field name="OrderCapacityQty" required="Y" />
- </group>
- <field name="AllocAccount" required="Y" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocAccountType" required="N" />
- <field name="AvgPx" required="Y" />
- <field name="AvgPxPrecision" required="N" />
- <field name="PriceType" required="N" />
- <field name="AvgParPx" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <field name="ReportedPx" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="ProcessCode" required="N" />
- <field name="GrossTradeAmt" required="Y" />
- <field name="NumDaysInterest" required="N" />
- <field name="ExDate" required="N" />
- <field name="AccruedInterestRate" required="N" />
- <field name="AccruedInterestAmt" required="N" />
- <field name="InterestAtMaturity" required="N" />
- <field name="EndAccruedInterestAmt" required="N" />
- <field name="StartCash" required="N" />
- <field name="EndCash" required="N" />
- <field name="Concession" required="N" />
- <field name="TotalTakedown" required="N" />
- <field name="NetMoney" required="Y" />
- <field name="MaturityNetMoney" required="N" />
- <field name="SettlCurrAmt" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="SettlCurrFxRate" required="N" />
- <field name="SettlCurrFxRateCalc" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <component name="SettlInstructionsData" required="N" />
- <component name="CommissionData" required="N" />
- <field name="SharedCommission" required="N" />
- <component name="Stipulations" required="N" />
- <group name="NoMiscFees" required="N">
- <field name="MiscFeeAmt" required="N" />
- <field name="MiscFeeCurr" required="N" />
- <field name="MiscFeeType" required="N" />
- <field name="MiscFeeBasis" required="N" />
- </group>
+ <message name='CrossOrderCancelReplaceRequest' msgcat='app' msgtype='t'>
+ <field name='OrderID' required='N' />
+ <field name='CrossID' required='Y' />
+ <field name='OrigCrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdModGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='HostCrossID' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
</message>
- <message name="ConfirmationAck" msgtype="AU" msgcat="app">
- <field name="ConfirmID" required="Y" />
- <field name="TradeDate" required="Y" />
- <field name="TransactTime" required="Y" />
- <field name="AffirmStatus" required="Y" />
- <field name="ConfirmRejReason" required="N" />
- <field name="MatchStatus" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='CrossOrderCancelRequest' msgcat='app' msgtype='u'>
+ <field name='OrderID' required='N' />
+ <field name='CrossID' required='Y' />
+ <field name='OrigCrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdCxlGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='HostCrossID' required='N' />
+ <component name='RootParties' required='N' />
</message>
- <message name="ConfirmationRequest" msgtype="BH" msgcat="app">
- <field name="ConfirmReqID" required="Y" />
- <field name="ConfirmType" required="Y" />
- <group name="NoOrders" required="N">
- <field name="ClOrdID" required="N" />
- <field name="OrderID" required="N" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ListID" required="N" />
- <component name="NestedParties2" required="N" />
- <field name="OrderQty" required="N" />
- <field name="OrderAvgPx" required="N" />
- <field name="OrderBookingQty" required="N" />
- </group>
- <field name="AllocID" required="N" />
- <field name="SecondaryAllocID" required="N" />
- <field name="IndividualAllocID" required="N" />
- <field name="TransactTime" required="Y" />
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocAccountType" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='SecurityTypeRequest' msgcat='app' msgtype='v'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='SecuritySubType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
</message>
- <message name="SettlementInstructions" msgtype="T" msgcat="app">
- <field name="SettlInstMsgID" required="Y" />
- <field name="SettlInstReqID" required="N" />
- <field name="SettlInstMode" required="Y" />
- <field name="SettlInstReqRejCode" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="SettlInstSource" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="TransactTime" required="Y" />
- <group name="NoSettlInst" required="N">
- <field name="SettlInstID" required="N" />
- <field name="SettlInstTransType" required="N" />
- <field name="SettlInstRefID" required="N" />
- <component name="Parties" required="N" />
- <field name="Side" required="N" />
- <field name="Product" required="N" />
- <field name="SecurityType" required="N" />
- <field name="CFICode" required="N" />
- <field name="EffectiveTime" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="LastUpdateTime" required="N" />
- <component name="SettlInstructionsData" required="N" />
- <field name="PaymentMethod" required="N" />
- <field name="PaymentRef" required="N" />
- <field name="CardHolderName" required="N" />
- <field name="CardNumber" required="N" />
- <field name="CardStartDate" required="N" />
- <field name="CardExpDate" required="N" />
- <field name="CardIssNum" required="N" />
- <field name="PaymentDate" required="N" />
- <field name="PaymentRemitterID" required="N" />
- </group>
+ <message name='SecurityTypes' msgcat='app' msgtype='w'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityResponseID' required='Y' />
+ <field name='SecurityResponseType' required='Y' />
+ <field name='TotNoSecurityTypes' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecTypesGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
</message>
- <message name="SettlementInstructionRequest" msgtype="AV" msgcat="app">
- <field name="SettlInstReqID" required="Y" />
- <field name="TransactTime" required="Y" />
- <component name="Parties" required="N" />
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="Side" required="N" />
- <field name="Product" required="N" />
- <field name="SecurityType" required="N" />
- <field name="CFICode" required="N" />
- <field name="EffectiveTime" required="N" />
- <field name="ExpireTime" required="N" />
- <field name="LastUpdateTime" required="N" />
- <field name="StandInstDbType" required="N" />
- <field name="StandInstDbName" required="N" />
- <field name="StandInstDbID" required="N" />
+ <message name='SecurityListRequest' msgcat='app' msgtype='x'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityListRequestType' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='SecurityListID' required='N' />
+ <field name='SecurityListType' required='N' />
+ <field name='SecurityListTypeSource' required='N' />
</message>
- <message name="TradeCaptureReportRequest" msgtype="AD" msgcat="app">
- <field name="TradeRequestID" required="Y" />
- <field name="TradeRequestType" required="Y" />
- <field name="SubscriptionRequestType" required="N" />
- <field name="TradeReportID" required="N" />
- <field name="SecondaryTradeReportID" required="N" />
- <field name="ExecID" required="N" />
- <field name="ExecType" required="N" />
- <field name="OrderID" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="MatchStatus" required="N" />
- <field name="TrdType" required="N" />
- <field name="TrdSubType" required="N" />
- <field name="TransferReason" required="N" />
- <field name="SecondaryTrdType" required="N" />
- <field name="TradeLinkID" required="N" />
- <field name="TrdMatchID" required="N" />
- <component name="Parties" required="N" />
- <component name="Instrument" required="N" />
- <component name="InstrumentExtension" required="N" />
- <component name="FinancingDetails" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <group name="NoDates" required="N">
- <field name="TradeDate" required="N" />
- <field name="TransactTime" required="N" />
- </group>
- <field name="ClearingBusinessDate" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="TimeBracket" required="N" />
- <field name="Side" required="N" />
- <field name="MultiLegReportingType" required="N" />
- <field name="TradeInputSource" required="N" />
- <field name="TradeInputDevice" required="N" />
- <field name="ResponseTransportType" required="N" />
- <field name="ResponseDestination" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='SecurityList' msgcat='app' msgtype='y'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecListGrp' required='N' />
+ <field name='SecurityReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='SecurityListID' required='N' />
+ <field name='SecurityListRefID' required='N' />
+ <field name='SecurityListDesc' required='N' />
+ <field name='EncodedSecurityListDescLen' required='N' />
+ <field name='EncodedSecurityListDesc' required='N' />
+ <field name='SecurityListType' required='N' />
+ <field name='SecurityListTypeSource' required='N' />
+ <field name='TransactTime' required='N' />
</message>
- <message name="TradeCaptureReportRequestAck" msgtype="AQ" msgcat="app">
- <field name="TradeRequestID" required="Y" />
- <field name="TradeRequestType" required="Y" />
- <field name="SubscriptionRequestType" required="N" />
- <field name="TotNumTradeReports" required="N" />
- <field name="TradeRequestResult" required="Y" />
- <field name="TradeRequestStatus" required="Y" />
- <component name="Instrument" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <field name="MultiLegReportingType" required="N" />
- <field name="ResponseTransportType" required="N" />
- <field name="ResponseDestination" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='DerivativeSecurityListRequest' msgcat='app' msgtype='z'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityListRequestType' required='Y' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='SecuritySubType' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='DerivativeInstrument' required='N' />
</message>
- <message name="TradeCaptureReport" msgtype="AE" msgcat="app">
- <field name="TradeReportID" required="Y" />
- <field name="TradeReportTransType" required="N" />
- <field name="TradeReportType" required="N" />
- <field name="TradeRequestID" required="N" />
- <field name="TrdType" required="N" />
- <field name="TrdSubType" required="N" />
- <field name="SecondaryTrdType" required="N" />
- <field name="TransferReason" required="N" />
- <field name="ExecType" required="N" />
- <field name="TotNumTradeReports" required="N" />
- <field name="LastRptRequested" required="N" />
- <field name="UnsolicitedIndicator" required="N" />
- <field name="SubscriptionRequestType" required="N" />
- <field name="TradeReportRefID" required="N" />
- <field name="SecondaryTradeReportRefID" required="N" />
- <field name="SecondaryTradeReportID" required="N" />
- <field name="TradeLinkID" required="N" />
- <field name="TrdMatchID" required="N" />
- <field name="ExecID" required="N" />
- <field name="OrdStatus" required="N" />
- <field name="SecondaryExecID" required="N" />
- <field name="ExecRestatementReason" required="N" />
- <field name="PreviouslyReported" required="Y" />
- <field name="PriceType" required="N" />
- <component name="Instrument" required="Y" />
- <component name="FinancingDetails" required="N" />
- <component name="OrderQtyData" required="N" />
- <field name="QtyType" required="N" />
- <component name="YieldData" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="UnderlyingTradingSessionID" required="N" />
- <field name="UnderlyingTradingSessionSubID" required="N" />
- <field name="LastQty" required="Y" />
- <field name="LastPx" required="Y" />
- <field name="LastParPx" required="N" />
- <field name="LastSpotRate" required="N" />
- <field name="LastForwardPoints" required="N" />
- <field name="LastMkt" required="N" />
- <field name="TradeDate" required="Y" />
- <field name="ClearingBusinessDate" required="N" />
- <field name="AvgPx" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <field name="AvgPxIndicator" required="N" />
- <component name="PositionAmountData" required="N" />
- <field name="MultiLegReportingType" required="N" />
- <field name="TradeLegRefID" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- <field name="LegQty" required="N" />
- <field name="LegSwapType" required="N" />
- <component name="LegStipulations" required="N" />
- <field name="LegPositionEffect" required="N" />
- <field name="LegCoveredOrUncovered" required="N" />
- <component name="NestedParties" required="N" />
- <field name="LegRefID" required="N" />
- <field name="LegPrice" required="N" />
- <field name="LegSettlType" required="N" />
- <field name="LegSettlDate" required="N" />
- <field name="LegLastPx" required="N" />
- </group>
- <field name="TransactTime" required="Y" />
- <component name="TrdRegTimestamps" required="N" />
- <field name="SettlType" required="N" />
- <field name="SettlDate" required="N" />
- <field name="MatchStatus" required="N" />
- <field name="MatchType" required="N" />
- <group name="NoSides" required="Y">
- <field name="Side" required="Y" />
- <field name="OrderID" required="Y" />
- <field name="SecondaryOrderID" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <field name="ListID" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="ProcessCode" required="N" />
- <field name="OddLot" required="N" />
- <group name="NoClearingInstructions" required="N">
- <field name="ClearingInstruction" required="N" />
- </group>
- <field name="ClearingFeeIndicator" required="N" />
- <field name="TradeInputSource" required="N" />
- <field name="TradeInputDevice" required="N" />
- <field name="OrderInputDevice" required="N" />
- <field name="Currency" required="N" />
- <field name="ComplianceID" required="N" />
- <field name="SolicitedFlag" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="OrderRestrictions" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="OrdType" required="N" />
- <field name="ExecInst" required="N" />
- <field name="TransBkdTime" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="TimeBracket" required="N" />
- <component name="CommissionData" required="N" />
- <field name="GrossTradeAmt" required="N" />
- <field name="NumDaysInterest" required="N" />
- <field name="ExDate" required="N" />
- <field name="AccruedInterestRate" required="N" />
- <field name="AccruedInterestAmt" required="N" />
- <field name="InterestAtMaturity" required="N" />
- <field name="EndAccruedInterestAmt" required="N" />
- <field name="StartCash" required="N" />
- <field name="EndCash" required="N" />
- <field name="Concession" required="N" />
- <field name="TotalTakedown" required="N" />
- <field name="NetMoney" required="N" />
- <field name="SettlCurrAmt" required="N" />
- <field name="SettlCurrency" required="N" />
- <field name="SettlCurrFxRate" required="N" />
- <field name="SettlCurrFxRateCalc" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <field name="SideMultiLegReportingType" required="N" />
- <group name="NoContAmts" required="N">
- <field name="ContAmtType" required="N" />
- <field name="ContAmtValue" required="N" />
- <field name="ContAmtCurr" required="N" />
- </group>
- <component name="Stipulations" required="N" />
- <group name="NoMiscFees" required="N">
- <field name="MiscFeeAmt" required="N" />
- <field name="MiscFeeCurr" required="N" />
- <field name="MiscFeeType" required="N" />
- <field name="MiscFeeBasis" required="N" />
- </group>
- <field name="ExchangeRule" required="N" />
- <field name="TradeAllocIndicator" required="N" />
- <field name="PreallocMethod" required="N" />
- <field name="AllocID" required="N" />
- <group name="NoAllocs" required="N">
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocSettlCurrency" required="N" />
- <field name="IndividualAllocID" required="N" />
- <component name="NestedParties2" required="N" />
- <field name="AllocQty" required="N" />
- </group>
- </group>
- <field name="CopyMsgIndicator" required="N" />
- <field name="PublishTrdIndicator" required="N" />
- <field name="ShortSaleReason" required="N" />
+ <message name='DerivativeSecurityList' msgcat='app' msgtype='AA'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='RelSymDerivSecGrp' required='N' />
+ <component name='DerivativeSecurityDefinition' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='SecurityReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TransactTime' required='N' />
</message>
- <message name="TradeCaptureReportAck" msgtype="AR" msgcat="app">
- <field name="TradeReportID" required="Y" />
- <field name="TradeReportTransType" required="N" />
- <field name="TradeReportType" required="N" />
- <field name="TrdType" required="N" />
- <field name="TrdSubType" required="N" />
- <field name="SecondaryTrdType" required="N" />
- <field name="TransferReason" required="N" />
- <field name="ExecType" required="Y" />
- <field name="TradeReportRefID" required="N" />
- <field name="SecondaryTradeReportRefID" required="N" />
- <field name="TrdRptStatus" required="N" />
- <field name="TradeReportRejectReason" required="N" />
- <field name="SecondaryTradeReportID" required="N" />
- <field name="SubscriptionRequestType" required="N" />
- <field name="TradeLinkID" required="N" />
- <field name="TrdMatchID" required="N" />
- <field name="ExecID" required="N" />
- <field name="SecondaryExecID" required="N" />
- <component name="Instrument" required="Y" />
- <field name="TransactTime" required="N" />
- <component name="TrdRegTimestamps" required="N" />
- <field name="ResponseTransportType" required="N" />
- <field name="ResponseDestination" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- <field name="LegQty" required="N" />
- <field name="LegSwapType" required="N" />
- <component name="LegStipulations" required="N" />
- <field name="LegPositionEffect" required="N" />
- <field name="LegCoveredOrUncovered" required="N" />
- <component name="NestedParties" required="N" />
- <field name="LegRefID" required="N" />
- <field name="LegPrice" required="N" />
- <field name="LegSettlType" required="N" />
- <field name="LegSettlDate" required="N" />
- <field name="LegLastPx" required="N" />
- </group>
- <field name="ClearingFeeIndicator" required="N" />
- <field name="OrderCapacity" required="N" />
- <field name="OrderRestrictions" required="N" />
- <field name="CustOrderCapacity" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="N" />
- <field name="PositionEffect" required="N" />
- <field name="PreallocMethod" required="N" />
- <group name="NoAllocs" required="N">
- <field name="AllocAccount" required="N" />
- <field name="AllocAcctIDSource" required="N" />
- <field name="AllocSettlCurrency" required="N" />
- <field name="IndividualAllocID" required="N" />
- <component name="NestedParties2" required="N" />
- <field name="AllocQty" required="N" />
- </group>
+ <message name='NewOrderMultileg' msgcat='app' msgtype='AB'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocMlegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <component name='LegOrdGrp' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='MultiLegRptTypeReq' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='SwapPoints' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='MultilegModel' required='N' />
+ <field name='MultilegPriceMethod' required='N' />
+ <field name='RiskFreeRate' required='N' />
</message>
- <message name="RegistrationInstructions" msgtype="o" msgcat="app">
- <field name="RegistID" required="Y" />
- <field name="RegistTransType" required="Y" />
- <field name="RegistRefID" required="Y" />
- <field name="ClOrdID" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="RegistAcctType" required="N" />
- <field name="TaxAdvantageType" required="N" />
- <field name="OwnershipType" required="N" />
- <group name="NoRegistDtls" required="N">
- <field name="RegistDtls" required="N" />
- <field name="RegistEmail" required="N" />
- <field name="MailingDtls" required="N" />
- <field name="MailingInst" required="N" />
- <component name="NestedParties" required="N" />
- <field name="OwnerType" required="N" />
- <field name="DateOfBirth" required="N" />
- <field name="InvestorCountryOfResidence" required="N" />
- </group>
- <group name="NoDistribInsts" required="N">
- <field name="DistribPaymentMethod" required="N" />
- <field name="DistribPercentage" required="N" />
- <field name="CashDistribCurr" required="N" />
- <field name="CashDistribAgentName" required="N" />
- <field name="CashDistribAgentCode" required="N" />
- <field name="CashDistribAgentAcctNumber" required="N" />
- <field name="CashDistribPayRef" required="N" />
- <field name="CashDistribAgentAcctName" required="N" />
- </group>
+ <message name='MultilegOrderCancelReplace' msgcat='app' msgtype='AC'>
+ <field name='OrderID' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocMlegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <component name='LegOrdGrp' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='MultiLegRptTypeReq' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='SwapPoints' required='N' />
+ <field name='MultilegModel' required='N' />
+ <field name='MultilegPriceMethod' required='N' />
+ <field name='RiskFreeRate' required='N' />
</message>
- <message name="RegistrationInstructionsResponse" msgtype="p" msgcat="app">
- <field name="RegistID" required="Y" />
- <field name="RegistTransType" required="Y" />
- <field name="RegistRefID" required="Y" />
- <field name="ClOrdID" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AcctIDSource" required="N" />
- <field name="RegistStatus" required="Y" />
- <field name="RegistRejReasonCode" required="N" />
- <field name="RegistRejReasonText" required="N" />
+ <message name='TradeCaptureReportRequest' msgcat='app' msgtype='AD'>
+ <field name='TradeRequestID' required='Y' />
+ <field name='TradeRequestType' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeReportID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='TrdCapDtGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <field name='Side' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
</message>
- <message name="PositionMaintenanceRequest" msgtype="AL" msgcat="app">
- <field name="PosReqID" required="Y" />
- <field name="PosTransType" required="Y" />
- <field name="PosMaintAction" required="Y" />
- <field name="OrigPosReqRefID" required="N" />
- <field name="PosMaintRptRefID" required="N" />
- <field name="ClearingBusinessDate" required="Y" />
- <field name="SettlSessID" required="N" />
- <field name="SettlSessSubID" required="N" />
- <component name="Parties" required="Y" />
- <field name="Account" required="Y" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="Y" />
- <component name="Instrument" required="Y" />
- <field name="Currency" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoTradingSessions" required="N">
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <field name="TransactTime" required="Y" />
- <component name="PositionQty" required="Y" />
- <field name="AdjustmentType" required="N" />
- <field name="ContraryInstructionIndicator" required="N" />
- <field name="PriorSpreadIndicator" required="N" />
- <field name="ThresholdAmount" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='TradeCaptureReport' msgcat='app' msgtype='AE'>
+ <field name='TradeReportID' required='N' />
+ <field name='TradeReportTransType' required='N' />
+ <field name='TradeReportType' required='N' />
+ <field name='TradeRequestID' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='TotNumTradeReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='UnderlyingTradingSessionID' required='N' />
+ <field name='UnderlyingTradingSessionSubID' required='N' />
+ <field name='LastQty' required='Y' />
+ <field name='LastPx' required='Y' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeLegRefID' required='N' />
+ <component name='TrdInstrmtLegGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='MatchType' required='N' />
+ <component name='TrdCapRptSideGrp' required='Y' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='PublishTrdIndicator' required='N' />
+ <field name='ShortSaleReason' required='N' />
+ <field name='TrdRptStatus' required='N' />
+ <field name='AsOfIndicator' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='TierCode' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='RndPx' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='UnderlyingSettlementDate' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
+ <field name='OrigTradeHandlingInstr' required='N' />
+ <field name='OrigTradeDate' required='N' />
+ <field name='OrigTradeID' required='N' />
+ <field name='OrigSecondaryTradeID' required='N' />
+ <field name='TZTransactTime' required='N' />
+ <field name='ReportedPxDiff' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='RejectText' required='N' />
+ <field name='FeeMultiplier' required='N' />
+ <field name='Volatility' required='N' />
+ <field name='DividendYield' required='N' />
+ <field name='RiskFreeRate' required='N' />
+ <field name='CurrencyRatio' required='N' />
+ <component name='TrdRepIndicatorsGrp' required='N' />
+ <field name='TradePublishIndicator' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='VenueType' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='MarketID' required='N' />
</message>
- <message name="PositionMaintenanceReport" msgtype="AM" msgcat="app">
- <field name="PosMaintRptID" required="Y" />
- <field name="PosTransType" required="Y" />
- <field name="PosReqID" required="N" />
- <field name="PosMaintAction" required="Y" />
- <field name="OrigPosReqRefID" required="Y" />
- <field name="PosMaintStatus" required="Y" />
- <field name="PosMaintResult" required="N" />
- <field name="ClearingBusinessDate" required="Y" />
- <field name="SettlSessID" required="N" />
- <field name="SettlSessSubID" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="Y" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="Y" />
- <component name="Instrument" required="Y" />
- <field name="Currency" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <group name="NoTradingSessions" required="N">
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <field name="TransactTime" required="Y" />
- <component name="PositionQty" required="Y" />
- <component name="PositionAmountData" required="Y" />
- <field name="AdjustmentType" required="N" />
- <field name="ThresholdAmount" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='OrderMassStatusRequest' msgcat='app' msgtype='AF'>
+ <field name='MassStatusReqID' required='Y' />
+ <field name='MassStatusReqType' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <component name='TargetParties' required='N' />
</message>
- <message name="RequestForPositions" msgtype="AN" msgcat="app">
- <field name="PosReqID" required="Y" />
- <field name="PosReqType" required="Y" />
- <field name="MatchStatus" required="N" />
- <field name="SubscriptionRequestType" required="N" />
- <component name="Parties" required="Y" />
- <field name="Account" required="Y" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="Y" />
- <component name="Instrument" required="N" />
- <field name="Currency" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="ClearingBusinessDate" required="Y" />
- <field name="SettlSessID" required="N" />
- <field name="SettlSessSubID" required="N" />
- <group name="NoTradingSessions" required="N">
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- </group>
- <field name="TransactTime" required="Y" />
- <field name="ResponseTransportType" required="N" />
- <field name="ResponseDestination" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='QuoteRequestReject' msgcat='app' msgtype='AG'>
+ <field name='QuoteReqID' required='Y' />
+ <field name='RFQReqID' required='N' />
+ <field name='QuoteRequestRejectReason' required='Y' />
+ <component name='QuotReqRjctGrp' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <field name='RespondentType' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
</message>
- <message name="RequestForPositionsAck" msgtype="AO" msgcat="app">
- <field name="PosMaintRptID" required="Y" />
- <field name="PosReqID" required="N" />
- <field name="TotalNumPosReports" required="N" />
- <field name="UnsolicitedIndicator" required="N" />
- <field name="PosReqResult" required="Y" />
- <field name="PosReqStatus" required="Y" />
- <component name="Parties" required="Y" />
- <field name="Account" required="Y" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="Y" />
- <component name="Instrument" required="N" />
- <field name="Currency" required="N" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="ResponseTransportType" required="N" />
- <field name="ResponseDestination" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='RFQRequest' msgcat='app' msgtype='AH'>
+ <field name='RFQReqID' required='Y' />
+ <component name='RFQReqGrp' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <component name='Parties' required='N' />
</message>
- <message name="PositionReport" msgtype="AP" msgcat="app">
- <field name="PosMaintRptID" required="Y" />
- <field name="PosReqID" required="N" />
- <field name="PosReqType" required="N" />
- <field name="SubscriptionRequestType" required="N" />
- <field name="TotalNumPosReports" required="N" />
- <field name="UnsolicitedIndicator" required="N" />
- <field name="PosReqResult" required="Y" />
- <field name="ClearingBusinessDate" required="Y" />
- <field name="SettlSessID" required="N" />
- <field name="SettlSessSubID" required="N" />
- <component name="Parties" required="Y" />
- <field name="Account" required="Y" />
- <field name="AcctIDSource" required="N" />
- <field name="AccountType" required="Y" />
- <component name="Instrument" required="N" />
- <field name="Currency" required="N" />
- <field name="SettlPrice" required="Y" />
- <field name="SettlPriceType" required="Y" />
- <field name="PriorSettlPrice" required="Y" />
- <group name="NoLegs" required="N">
- <component name="InstrumentLeg" required="N" />
- </group>
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- <field name="UnderlyingSettlPrice" required="Y" />
- <field name="UnderlyingSettlPriceType" required="Y" />
- </group>
- <component name="PositionQty" required="Y" />
- <component name="PositionAmountData" required="Y" />
- <field name="RegistStatus" required="N" /> RegNonRegInd
- <field name="DeliveryDate" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='QuoteStatusReport' msgcat='app' msgtype='AI'>
+ <field name='QuoteStatusReqID' required='N' />
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteRespID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotStatGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='CommType' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='QuoteStatus' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='QuoteCancelType' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ <field name='QuoteRejectReason' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <component name='TargetParties' required='N' />
</message>
- <message name="AssignmentReport" msgtype="AW" msgcat="app">
- <field name="AsgnRptID" required="Y" />
- <field name="TotNumAssignmentReports" required="N" />
- <field name="LastRptRequested" required="N" />
- <component name="Parties" required="Y" />
- <field name="Account" required="N" />
- <field name="AccountType" required="Y" />
- <component name="Instrument" required="N" />
- <field name="Currency" required="N" />
- <field name="NoLegs" required="N" />
- <component name="InstrumentLeg" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <component name="PositionQty" required="Y" />
- <component name="PositionAmountData" required="Y" />
- <field name="ThresholdAmount" required="N" />
- <field name="SettlPrice" required="Y" />
- <field name="SettlPriceType" required="Y" />
- <field name="UnderlyingSettlPrice" required="Y" />
- <field name="ExpireDate" required="N" />
- <field name="AssignmentMethod" required="Y" />
- <field name="AssignmentUnit" required="N" />
- <field name="OpenInterest" required="Y" />
- <field name="ExerciseMethod" required="Y" />
- <field name="SettlSessID" required="Y" />
- <field name="SettlSessSubID" required="Y" />
- <field name="ClearingBusinessDate" required="Y" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='QuoteResponse' msgcat='app' msgtype='AJ'>
+ <field name='QuoteRespID' required='Y' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteRespType' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotGrp' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CommType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='OrderRestrictions' required='N' />
</message>
- <message name="CollateralRequest" msgtype="AX" msgcat="app">
- <field name="CollReqID" required="Y" />
- <field name="CollAsgnReason" required="Y" />
- <field name="TransactTime" required="Y" />
- <field name="ExpireTime" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AccountType" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="OrderID" required="N" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <group name="NoExecs" required="N">
- <field name="ExecID" required="N" />
- </group>
- <group name="NoTrades" required="N">
- <field name="TradeReportID" required="N" />
- <field name="SecondaryTradeReportID" required="N" />
- </group>
- <component name="Instrument" required="N" />
- <component name="FinancingDetails" required="N" />
- <field name="SettlDate" required="N" />
- <field name="Quantity" required="N" />
- <field name="QtyType" required="N" />
- <field name="Currency" required="N" />
- <field name="NoLegs" required="N" />
- <component name="InstrumentLeg" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- <field name="CollAction" required="N" />
- </group>
- <field name="MarginExcess" required="N" />
- <field name="TotalNetValue" required="N" />
- <field name="CashOutstanding" required="N" />
- <component name="TrdRegTimestamps" required="N" />
- <field name="Side" required="N" />
- <group name="NoMiscFees" required="N">
- <field name="MiscFeeAmt" required="N" />
- <field name="MiscFeeCurr" required="N" />
- <field name="MiscFeeType" required="N" />
- <field name="MiscFeeBasis" required="N" />
- </group>
- <field name="Price" required="N" />
- <field name="PriceType" required="N" />
- <field name="AccruedInterestAmt" required="N" />
- <field name="EndAccruedInterestAmt" required="N" />
- <field name="StartCash" required="N" />
- <field name="EndCash" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="Stipulations" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="SettlSessID" required="N" />
- <field name="SettlSessSubID" required="N" />
- <field name="ClearingBusinessDate" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='Confirmation' msgcat='app' msgtype='AK'>
+ <field name='ConfirmID' required='Y' />
+ <field name='ConfirmRefID' required='N' />
+ <field name='ConfirmReqID' required='N' />
+ <field name='ConfirmTransType' required='Y' />
+ <field name='ConfirmType' required='Y' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <field name='ConfirmStatus' required='Y' />
+ <component name='Parties' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='TradeDate' required='Y' />
+ <component name='TrdRegTimestamps' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='AllocQty' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='Side' required='Y' />
+ <field name='Currency' required='N' />
+ <field name='LastMkt' required='N' />
+ <component name='CpctyConfGrp' required='Y' />
+ <field name='AllocAccount' required='Y' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocAccountType' required='N' />
+ <field name='AvgPx' required='Y' />
+ <field name='AvgPxPrecision' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='ReportedPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='GrossTradeAmt' required='Y' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='Y' />
+ <field name='MaturityNetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='SharedCommission' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
</message>
- <message name="CollateralAssignment" msgtype="AY" msgcat="app">
- <field name="CollAsgnID" required="Y" />
- <field name="CollReqID" required="N" />
- <field name="CollAsgnReason" required="Y" />
- <field name="CollAsgnTransType" required="Y" />
- <field name="CollAsgnRefID" required="N" />
- <field name="TransactTime" required="Y" />
- <field name="ExpireTime" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AccountType" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="OrderID" required="N" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <group name="NoExecs" required="N">
- <field name="ExecID" required="N" />
- </group>
- <group name="NoTrades" required="N">
- <field name="TradeReportID" required="N" />
- <field name="SecondaryTradeReportID" required="N" />
- </group>
- <component name="Instrument" required="N" />
- <component name="FinancingDetails" required="N" />
- <field name="SettlDate" required="N" />
- <field name="Quantity" required="N" />
- <field name="QtyType" required="N" />
- <field name="Currency" required="N" />
- <field name="NoLegs" required="N" />
- <component name="InstrumentLeg" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- <field name="CollAction" required="N" />
- </group>
- <field name="MarginExcess" required="N" />
- <field name="TotalNetValue" required="N" />
- <field name="CashOutstanding" required="N" />
- <component name="TrdRegTimestamps" required="N" />
- <field name="Side" required="N" />
- <group name="NoMiscFees" required="N">
- <field name="MiscFeeAmt" required="N" />
- <field name="MiscFeeCurr" required="N" />
- <field name="MiscFeeType" required="N" />
- <field name="MiscFeeBasis" required="N" />
- </group>
- <field name="Price" required="N" />
- <field name="PriceType" required="N" />
- <field name="AccruedInterestAmt" required="N" />
- <field name="EndAccruedInterestAmt" required="N" />
- <field name="StartCash" required="N" />
- <field name="EndCash" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="Stipulations" required="N" />
- <component name="SettlInstructionsData" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="SettlSessID" required="N" />
- <field name="SettlSessSubID" required="N" />
- <field name="ClearingBusinessDate" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='PositionMaintenanceRequest' msgcat='app' msgtype='AL'>
+ <field name='PosReqID' required='N' />
+ <field name='PosTransType' required='Y' />
+ <field name='PosMaintAction' required='Y' />
+ <field name='OrigPosReqRefID' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='PositionQty' required='Y' />
+ <field name='AdjustmentType' required='N' />
+ <field name='ContraryInstructionIndicator' required='N' />
+ <field name='PriorSpreadIndicator' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='SettlCurrency' required='N' />
</message>
- <message name="CollateralResponse" msgtype="AZ" msgcat="app">
- <field name="CollRespID" required="Y" />
- <field name="CollAsgnID" required="Y" />
- <field name="CollReqID" required="N" />
- <field name="CollAsgnReason" required="Y" />
- <field name="CollAsgnTransType" required="N" />
- <field name="CollAsgnRespType" required="Y" />
- <field name="CollAsgnRejectReason" required="N" />
- <field name="TransactTime" required="Y" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AccountType" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="OrderID" required="N" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <group name="NoExecs" required="N">
- <field name="ExecID" required="N" />
- </group>
- <group name="NoTrades" required="N">
- <field name="TradeReportID" required="N" />
- <field name="SecondaryTradeReportID" required="N" />
- </group>
- <component name="Instrument" required="N" />
- <component name="FinancingDetails" required="N" />
- <field name="SettlDate" required="N" />
- <field name="Quantity" required="N" />
- <field name="QtyType" required="N" />
- <field name="Currency" required="N" />
- <field name="NoLegs" required="N" />
- <component name="InstrumentLeg" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- <field name="CollAction" required="N" />
- </group>
- <field name="MarginExcess" required="N" />
- <field name="TotalNetValue" required="N" />
- <field name="CashOutstanding" required="N" />
- <component name="TrdRegTimestamps" required="N" />
- <field name="Side" required="N" />
- <group name="NoMiscFees" required="N">
- <field name="MiscFeeAmt" required="N" />
- <field name="MiscFeeCurr" required="N" />
- <field name="MiscFeeType" required="N" />
- <field name="MiscFeeBasis" required="N" />
- </group>
- <field name="Price" required="N" />
- <field name="PriceType" required="N" />
- <field name="AccruedInterestAmt" required="N" />
- <field name="EndAccruedInterestAmt" required="N" />
- <field name="StartCash" required="N" />
- <field name="EndCash" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="Stipulations" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='PositionMaintenanceReport' msgcat='app' msgtype='AM'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosTransType' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='PosMaintAction' required='Y' />
+ <field name='OrigPosReqRefID' required='N' />
+ <field name='PosMaintStatus' required='Y' />
+ <field name='PosMaintResult' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='PositionQty' required='Y' />
+ <component name='PositionAmountData' required='N' />
+ <field name='AdjustmentType' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='ContraryInstructionIndicator' required='N' />
+ <field name='PriorSpreadIndicator' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
</message>
- <message name="CollateralReport" msgtype="BA" msgcat="app">
- <field name="CollRptID" required="Y" />
- <field name="CollInquiryID" required="N" />
- <field name="CollStatus" required="Y" />
- <field name="TotNumReports" required="N" />
- <field name="LastRptRequested" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AccountType" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="OrderID" required="N" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <group name="NoExecs" required="N">
- <field name="ExecID" required="N" />
- </group>
- <group name="NoTrades" required="N">
- <field name="TradeReportID" required="N" />
- <field name="SecondaryTradeReportID" required="N" />
- </group>
- <component name="Instrument" required="N" />
- <component name="FinancingDetails" required="N" />
- <field name="SettlDate" required="N" />
- <field name="Quantity" required="N" />
- <field name="QtyType" required="N" />
- <field name="Currency" required="N" />
- <field name="NoLegs" required="N" />
- <component name="InstrumentLeg" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="MarginExcess" required="N" />
- <field name="TotalNetValue" required="N" />
- <field name="CashOutstanding" required="N" />
- <component name="TrdRegTimestamps" required="N" />
- <field name="Side" required="N" />
- <group name="NoMiscFees" required="N">
- <field name="MiscFeeAmt" required="N" />
- <field name="MiscFeeCurr" required="N" />
- <field name="MiscFeeType" required="N" />
- <field name="MiscFeeBasis" required="N" />
- </group>
- <field name="Price" required="N" />
- <field name="PriceType" required="N" />
- <field name="AccruedInterestAmt" required="N" />
- <field name="EndAccruedInterestAmt" required="N" />
- <field name="StartCash" required="N" />
- <field name="EndCash" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="Stipulations" required="N" />
- <component name="SettlInstructionsData" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="SettlSessID" required="N" />
- <field name="SettlSessSubID" required="N" />
- <field name="ClearingBusinessDate" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='RequestForPositions' msgcat='app' msgtype='AN'>
+ <field name='PosReqID' required='Y' />
+ <field name='PosReqType' required='Y' />
+ <field name='MatchStatus' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlCurrency' required='N' />
</message>
- <message name="CollateralInquiry" msgtype="BB" msgcat="app">
- <field name="CollInquiryID" required="N" />
- <group name="NoCollInquiryQualifier" required="N">
- <field name="CollInquiryQualifier" required="N" />
- </group>
- <field name="SubscriptionRequestType" required="N" />
- <field name="ResponseTransportType" required="N" />
- <field name="ResponseDestination" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AccountType" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="OrderID" required="N" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <group name="NoExecs" required="N">
- <field name="ExecID" required="N" />
- </group>
- <group name="NoTrades" required="N">
- <field name="TradeReportID" required="N" />
- <field name="SecondaryTradeReportID" required="N" />
- </group>
- <component name="Instrument" required="N" />
- <component name="FinancingDetails" required="N" />
- <field name="SettlDate" required="N" />
- <field name="Quantity" required="N" />
- <field name="QtyType" required="N" />
- <field name="Currency" required="N" />
- <field name="NoLegs" required="N" />
- <component name="InstrumentLeg" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="MarginExcess" required="N" />
- <field name="TotalNetValue" required="N" />
- <field name="CashOutstanding" required="N" />
- <component name="TrdRegTimestamps" required="N" />
- <field name="Side" required="N" />
- <field name="Price" required="N" />
- <field name="PriceType" required="N" />
- <field name="AccruedInterestAmt" required="N" />
- <field name="EndAccruedInterestAmt" required="N" />
- <field name="StartCash" required="N" />
- <field name="EndCash" required="N" />
- <component name="SpreadOrBenchmarkCurveData" required="N" />
- <component name="Stipulations" required="N" />
- <component name="SettlInstructionsData" required="N" />
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="SettlSessID" required="N" />
- <field name="SettlSessSubID" required="N" />
- <field name="ClearingBusinessDate" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='RequestForPositionsAck' msgcat='app' msgtype='AO'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='TotalNumPosReports' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='PosReqResult' required='Y' />
+ <field name='PosReqStatus' required='Y' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PosReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='SettlCurrency' required='N' />
</message>
- <message name="NetworkStatusRequest" msgtype="BC" msgcat="app">
- <field name="NetworkRequestType" required="Y" />
- <field name="NetworkRequestID" required="Y" />
- <group name="NoCompIDs" required="N">
- <field name="RefCompID" required="N" />
- <field name="RefSubID" required="N" />
- <field name="LocationID" required="N" />
- <field name="DeskID" required="N" />
- </group>
+ <message name='PositionReport' msgcat='app' msgtype='AP'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='PosReqType' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TotalNumPosReports' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='PosReqResult' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='SettlPriceType' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='PosUndInstrmtGrp' required='N' />
+ <component name='PositionQty' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='RegistStatus' required='N' />
+ <field name='DeliveryDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='ModelType' required='N' />
+ <field name='PriceDelta' required='N' />
</message>
- <message name="NetworkStatusRequest" msgtype="BD" msgcat="app">
- <field name="NetworkStatusResponseType" required="Y" />
- <field name="NetworkRequestID" required="N" />
- <field name="NetworkResponseID" required="N" />
- <field name="LastNetworkResponseID" required="N" />
- <group name="NoCompIDs" required="Y">
- <field name="RefCompID" required="N" />
- <field name="RefSubID" required="N" />
- <field name="LocationID" required="N" />
- <field name="DeskID" required="N" />
- <field name="StatusValue" required="N" />
- <field name="StatusText" required="N" />
- </group>
+ <message name='TradeCaptureReportRequestAck' msgcat='app' msgtype='AQ'>
+ <field name='TradeRequestID' required='Y' />
+ <field name='TradeRequestType' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TotNumTradeReports' required='N' />
+ <field name='TradeRequestResult' required='Y' />
+ <field name='TradeRequestStatus' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
</message>
- <message name="CollateralInquiryAck" msgtype="BG" msgcat="app">
- <field name="CollInquiryID" required="Y" />
- <field name="CollInquiryStatus" required="Y" />
- <field name="CollInquiryResult" required="N" />
- <group name="NoCollInquiryQualifier" required="N">
- <field name="CollInquiryQualifier" required="N" />
- </group>
- <field name="TotNumReports" required="N" />
- <component name="Parties" required="N" />
- <field name="Account" required="N" />
- <field name="AccountType" required="N" />
- <field name="ClOrdID" required="N" />
- <field name="OrderID" required="N" />
- <field name="SecondaryOrderID" required="N" />
- <field name="SecondaryClOrdID" required="N" />
- <group name="NoExecs" required="N">
- <field name="ExecID" required="N" />
- </group>
- <group name="NoTrades" required="N">
- <field name="TradeReportID" required="N" />
- <field name="SecondaryTradeReportID" required="N" />
- </group>
- <component name="Instrument" required="N" />
- <component name="FinancingDetails" required="N" />
- <field name="SettlDate" required="N" />
- <field name="Quantity" required="N" />
- <field name="QtyType" required="N" />
- <field name="Currency" required="N" />
- <field name="NoLegs" required="N" />
- <component name="InstrumentLeg" required="N" />
- <group name="NoUnderlyings" required="N">
- <component name="UnderlyingInstrument" required="N" />
- </group>
- <field name="TradingSessionID" required="N" />
- <field name="TradingSessionSubID" required="N" />
- <field name="SettlSessID" required="N" />
- <field name="SettlSessSubID" required="N" />
- <field name="ClearingBusinessDate" required="N" />
- <field name="ResponseTransportType" required="N" />
- <field name="ResponseDestination" required="N" />
- <field name="Text" required="N" />
- <field name="EncodedTextLen" required="N" />
- <field name="EncodedText" required="N" />
+ <message name='TradeCaptureReportAck' msgcat='app' msgtype='AR'>
+ <field name='TradeReportID' required='N' />
+ <field name='TradeReportTransType' required='N' />
+ <field name='TradeReportType' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='TradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportRefID' required='N' />
+ <field name='TrdRptStatus' required='N' />
+ <field name='TradeReportRejectReason' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='TransactTime' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='TrdInstrmtLegGrp' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='UnderlyingTradingSessionID' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='UnderlyingTradingSessionSubID' required='N' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeLegRefID' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='PublishTrdIndicator' required='N' />
+ <field name='ShortSaleReason' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='TierCode' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='RndPx' required='N' />
+ <component name='TrdCapRptAckSideGrp' required='N' />
+ <field name='AsOfIndicator' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
+ <field name='OrigTradeHandlingInstr' required='N' />
+ <field name='OrigTradeDate' required='N' />
+ <field name='OrigTradeID' required='N' />
+ <field name='OrigSecondaryTradeID' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='RptSys' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='FeeMultiplier' required='N' />
+ <component name='TrdRepIndicatorsGrp' required='N' />
+ <field name='TradePublishIndicator' required='N' />
+ <field name='VenueType' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='MarketID' required='N' />
</message>
- </messages>
- <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="X" description="CROSS" />
- <value enum="T" description="TRADE" />
- </field>
- <field number="5" name="AdvTransType" type="STRING">
- <value enum="N" description="NEW" />
- <value enum="C" description="CANCEL" />
- <value enum="R" description="REPLACE" />
- </field>
- <field number="6" name="AvgPx" type="PRICE" />
- <field number="7" name="BeginSeqNo" type="SEQNUM" />
- <field number="8" name="BeginString" type="STRING" />
- <field number="9" name="BodyLength" type="LENGTH" />
- <field number="10" name="CheckSum" type="STRING" />
- <field number="11" name="ClOrdID" type="STRING" />
- <field number="12" name="Commission" type="AMT" />
- <field number="13" name="CommType" type="CHAR">
- <value enum="1" description="PER_UNIT" />
- <value enum="2" description="PERCENTAGE" />
- <value enum="3" description="ABSOLUTE" />
- <value enum="4" description="PERCENTAGE_WAIVED_CASH_DISCOUNT" />
- <value enum="5" description="PERCENTAGE_WAIVED_ENHANCED_UNITS" />
- <value enum="6" description="POINTS_PER_BOND_OR_OR_CONTRACT" />
- </field>
- <field number="14" name="CumQty" type="QTY" />
- <field number="15" name="Currency" type="CURRENCY" />
- <field number="16" name="EndSeqNo" type="SEQNUM" />
- <field number="17" name="ExecID" type="STRING" />
- <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
- <value enum="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="0" description="STAY_ON_OFFERSIDE" />
- <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="H" description="REINSTATE_ON_SYSTEM_FAILURE" />
- <value enum="I" description="INSTITUTIONS_ONLY" />
- <value enum="J" description="REINSTATE_ON_TRADING_HALT" />
- <value enum="K" description="CANCEL_ON_TRADING_HALT" />
- <value enum="L" description="LAST_PEG" />
- <value enum="M" description="MID_PRICE" />
- <value enum="N" description="NON_NEGOTIABLE" />
- <value enum="O" description="OPENING_PEG" />
- <value enum="P" description="MARKET_PEG" />
- <value enum="Q" description="CANCEL_ON_SYSTEM_FAILURE" />
- <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" />
- <value enum="X" description="TRADE_ALONG" />
- <value enum="Y" description="TRY_TO_STOP" />
- <value enum="Z" description="CANCEL_IF_NOT_BEST" />
- <value enum="a" description="TRAILING_STOP_PEG" />
- <value enum="b" description="STRICT_LIMIT" />
- <value enum="c" description="IGNORE_PRICE_VALIDITY_CHECKS" />
- <value enum="d" description="PEG_TO_LIMIT_PRICE" />
- <value enum="e" description="WORK_TO_TARGET_STRATEGY" />
- </field>
- <field number="19" name="ExecRefID" type="STRING" />
- <field number="20" name="ExecTransType" type="CHAR" until="43">
- <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" />
- <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC" />
- <value enum="3" description="MANUAL_ORDER" />
- </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" />
- <value enum="A" description="BLOOMBERG_SYMBOL" />
- <value enum="B" description="WERTPAPIER" />
- <value enum="C" description="DUTCH" />
- <value enum="D" description="VALOREN" />
- <value enum="E" description="SICOVAM" />
- <value enum="F" description="BELGIAN" />
- <value enum="G" description="COMMON" />
- <value enum="H" description="CLEARING_HOUSE_CLEARING_ORGANIZATION" />
- <value enum="I" description="ISDA_FPML_PRODUCT_SPECIFICATION" />
- <value enum="J" description="OPTIONS_PRICE_REPORTING_AUTHORITY" />
- </field>
- <field number="24" name="IOIOthSvc" type="CHAR" until="42" />
- <field number="23" name="IOIid" type="STRING" />
- <field number="25" name="IOIQltyInd" type="CHAR">
- <value enum="L" description="LOW" />
- <value enum="M" description="MEDIUM" />
- <value enum="H" description="HIGH" />
- </field>
- <field number="26" name="IOIRefID" type="STRING" />
- <field number="27" name="IOIQty" type="STRING" />
- <field number="28" name="IOITransType" type="CHAR">
- <value enum="N" description="NEW" />
- <value enum="C" description="CANCEL" />
- <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="LastQty" type="QTY" />
- <field number="33" name="LinesOfText" type="NUMINGROUP" />
- <field number="34" name="MsgSeqNum" type="SEQNUM" />
- <field number="35" name="MsgType" type="STRING">
- <value enum="0" description="HEARTBEAT" />
- <value enum="1" description="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="LOGON" />
- <value enum="B" description="NEWS" />
- <value enum="C" description="EMAIL" />
- <value enum="D" description="ORDER_SINGLE" />
- <value enum="E" description="ORDER_LIST" />
- <value enum="F" description="ORDER_CANCEL_REQUEST" />
- <value enum="G" description="ORDER_CANCEL_REPLACE_REQUEST" />
- <value enum="H" description="ORDER_STATUS_REQUEST" />
- <value enum="J" description="ALLOCATION_INSTRUCTION" />
- <value enum="K" description="LIST_CANCEL_REQUEST" />
- <value enum="L" description="LIST_EXECUTE" />
- <value enum="M" description="LIST_STATUS_REQUEST" />
- <value enum="N" description="LIST_STATUS" />
- <value enum="P" description="ALLOCATION_INSTRUCTION_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="a" description="QUOTE_STATUS_REQUEST" />
- <value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT" />
- <value enum="c" description="SECURITY_DEFINITION_REQUEST" />
- <value enum="d" description="SECURITY_DEFINITION" />
- <value enum="e" description="SECURITY_STATUS_REQUEST" />
- <value enum="f" description="SECURITY_STATUS" />
- <value enum="g" description="TRADING_SESSION_STATUS_REQUEST" />
- <value enum="h" description="TRADING_SESSION_STATUS" />
- <value enum="i" description="MASS_QUOTE" />
- <value enum="j" description="BUSINESS_MESSAGE_REJECT" />
- <value enum="k" description="BID_REQUEST" />
- <value enum="l" description="BID_RESPONSE" />
- <value enum="m" description="LIST_STRIKE_PRICE" />
- <value enum="n" description="XML_MESSAGE" />
- <value enum="o" description="REGISTRATION_INSTRUCTIONS" />
- <value enum="p" description="REGISTRATION_INSTRUCTIONS_RESPONSE" />
- <value enum="q" description="ORDER_MASS_CANCEL_REQUEST" />
- <value enum="r" description="ORDER_MASS_CANCEL_REPORT" />
- <value enum="s" description="NEW_ORDER_CROSS" />
- <value enum="t" description="CROSS_ORDER_CANCEL_REPLACE_REQUEST" />
- <value enum="u" description="CROSS_ORDER_CANCEL_REQUEST" />
- <value enum="v" description="SECURITY_TYPE_REQUEST" />
- <value enum="w" description="SECURITY_TYPES" />
- <value enum="x" description="SECURITY_LIST_REQUEST" />
- <value enum="y" description="SECURITY_LIST" />
- <value enum="z" description="DERIVATIVE_SECURITY_LIST_REQUEST" />
- <value enum="AA" description="DERIVATIVE_SECURITY_LIST" />
- <value enum="AB" description="NEW_ORDER_MULTILEG" />
- <value enum="AC" description="MULTILEG_ORDER_CANCEL_REPLACE" />
- <value enum="AD" description="TRADE_CAPTURE_REPORT_REQUEST" />
- <value enum="AE" description="TRADE_CAPTURE_REPORT" />
- <value enum="AF" description="ORDER_MASS_STATUS_REQUEST" />
- <value enum="AG" description="QUOTE_REQUEST_REJECT" />
- <value enum="AH" description="RFQ_REQUEST" />
- <value enum="AI" description="QUOTE_STATUS_REPORT" />
- <value enum="AJ" description="QUOTE_RESPONSE" />
- <value enum="AK" description="CONFIRMATION" />
- <value enum="AL" description="POSITION_MAINTENANCE_REQUEST" />
- <value enum="AM" description="POSITION_MAINTENANCE_REPORT" />
- <value enum="AN" description="REQUEST_FOR_POSITIONS" />
- <value enum="AO" description="REQUEST_FOR_POSITIONS_ACK" />
- <value enum="AP" description="POSITION_REPORT" />
- <value enum="AQ" description="TRADE_CAPTURE_REPORT_REQUEST_ACK" />
- <value enum="AR" description="TRADE_CAPTURE_REPORT_ACK" />
- <value enum="AS" description="ALLOCATION_REPORT" />
- <value enum="AT" description="ALLOCATION_REPORT_ACK" />
- <value enum="AU" description="CONFIRMATION_ACK" />
- <value enum="AV" description="SETTLEMENT_INSTRUCTION_REQUEST" />
- <value enum="AW" description="ASSIGNMENT_REPORT" />
- <value enum="AX" description="COLLATERAL_REQUEST" />
- <value enum="AY" description="COLLATERAL_ASSIGNMENT" />
- <value enum="AZ" description="COLLATERAL_RESPONSE" />
- <value enum="BA" description="COLLATERAL_REPORT" />
- <value enum="BB" description="COLLATERAL_INQUIRY" />
- <value enum="BC" description="NETWORK_STATUS_REQUEST" />
- <value enum="BD" description="NETWORK_STATUS_RESPONSE" />
- <value enum="BE" description="USER_REQUEST" />
- <value enum="BF" description="USER_RESPONSE" />
- <value enum="BG" description="COLLATERAL_INQUIRY_ACK" />
- <value enum="BH" description="CONFIRMATION_REQUEST" />
- </field>
- <field number="36" name="NewSeqNo" type="SEQNUM" />
- <field number="37" name="OrderID" type="STRING" />
- <field number="38" name="OrderQty" type="QTY" />
- <field number="39" name="OrdStatus" type="CHAR">
- <value enum="0" description="NEW" />
- <value enum="1" description="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_MARKET" />
- <value enum="D" description="PREVIOUSLY_QUOTED" />
- <value enum="E" description="PREVIOUSLY_INDICATED" />
- <value enum="F" description="FOREX_LIMIT" />
- <value enum="G" description="FOREX_SWAP" />
- <value enum="H" description="FOREX_PREVIOUSLY_QUOTED" />
- <value enum="I" description="FUNARI" />
- <value enum="J" description="MARKET_IF_TOUCHED" />
- <value enum="K" description="MARKET_WITH_LEFTOVER_AS_LIMIT" />
- <value enum="L" description="PREVIOUS_FUND_VALUATION_POINT" />
- <value enum="M" description="NEXT_FUND_VALUATION_POINT" />
- <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" />
- <field number="44" name="Price" type="PRICE" />
- <field number="45" name="RefSeqNum" type="SEQNUM" />
- <field number="46" name="RelatdSym" type="STRING" until="43" />
- <field number="47" name="Rule80A" type="CHAR" until="43" >
- <value enum="A" description="AGENCY_SINGLE_ORDER" />
- <value enum="B" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_A_TYPE" />
- <value enum="C" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM" />
- <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM" />
- <value enum="E" description="SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL" />
- <value enum="F" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_W_TYPE" />
- <value enum="H" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_I_TYPE" />
- <value enum="I" description="INDIVIDUAL_INVESTOR" />
- <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_AFFILIATED" />
- <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="PROPRIETARY_AFFILIATED" />
- <value enum="P" description="PRINCIPAL" />
- <value enum="R" description="TRANSACTIONS_NON_MEMBER" />
- <value enum="S" description="SPECIALIST_TRADES" />
- <value enum="T" description="TRANSACTIONS_UNAFFILIATED_MEMBER" />
- <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_NOT_AFFILIATED" />
- <value enum="Y" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY" />
- <value enum="Z" description="SHORT_EXEMPT_NONMEMBER" />
- </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" since="43" until="43" />
- <field number="52" name="SendingTime" type="UTCTIMESTAMP" />
- <field number="53" name="Quantity" type="QTY" />
- <field number="54" name="Side" type="CHAR">
- <value enum="1" description="BUY" />
- <value enum="2" description="SELL" />
- <value enum="3" description="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="A" description="CROSS_SHORT_EXEMPT" />
- <value enum="B" description="AS_DEFINED" />
- <value enum="C" description="OPPOSITE" />
- <value enum="D" description="SUBSCRIBE" />
- <value enum="E" description="REDEEM" />
- <value enum="F" description="LEND" />
- <value enum="G" description="BORROW" />
- </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" />
- <value enum="7" description="AT_THE_CLOSE" />
- </field>
- <field number="60" name="TransactTime" type="UTCTIMESTAMP" />
- <field number="61" name="Urgency" type="CHAR">
- <value enum="0" description="NORMAL" />
- <value enum="1" description="FLASH" />
- <value enum="2" description="BACKGROUND" />
- </field>
- <field number="62" name="ValidUntilTime" type="UTCTIMESTAMP" />
- <field number="63" name="SettlType" type="CHAR">
- <value enum="0" description="REGULAR" />
- <value enum="1" description="CASH" />
- <value enum="2" description="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_AND_IF_ISSUED" />
- <value enum="8" description="SELLERS_OPTION" />
- <value enum="9" description="T_PLUS_5" />
- </field>
- <field number="64" name="SettlDate" type="LOCALMKTDATE" />
- <field number="65" name="SymbolSfx" type="STRING">
- <value enum="WI" description="WHEN_ISSUED" />
- <value enum="CD" description="A_EUCP_WITH_LUMP_SUM_INTEREST" />
- </field>
- <field number="66" name="ListID" type="STRING" />
- <field number="67" name="ListSeqNo" type="INT" />
- <field number="68" name="TotNoOrders" type="INT" />
- <field number="69" name="ListExecInst" type="STRING" />
- <field number="70" name="AllocID" type="STRING" />
- <field number="71" name="AllocTransType" type="CHAR">
- <value enum="0" description="NEW" />
- <value enum="1" description="REPLACE" />
- <value enum="2" description="CANCEL" />
- </field>
- <field number="72" name="RefAllocID" type="STRING" />
- <field number="73" name="NoOrders" type="NUMINGROUP" />
- <field number="74" name="AvgPxPrecision" type="INT" />
- <field number="75" name="TradeDate" type="LOCALMKTDATE" />
- <field number="76" name="ExecBroker" type="STRING" until="43" />
- <field number="77" name="PositionEffect" type="CHAR">
- <value enum="O" description="OPEN" />
- <value enum="C" description="CLOSE" />
- <value enum="R" description="ROLLED" />
- <value enum="F" description="FIFO" />
- </field>
- <field number="78" name="NoAllocs" type="NUMINGROUP" />
- <field number="79" name="AllocAccount" type="STRING" />
- <field number="80" name="AllocQty" type="QTY" />
- <field number="81" name="ProcessCode" type="CHAR">
- <value enum="0" description="REGULAR" />
- <value enum="1" description="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="NUMINGROUP" />
- <field number="83" name="RptSeq" type="INT" />
- <field number="84" name="CxlQty" type="QTY" />
- <field number="85" name="NoDlvyInst" type="NUMINGROUP" />
- <field number="86" name="DlvyInst" type="STRING" until="43" />
- <field number="87" name="AllocStatus" type="INT">
- <value enum="0" description="ACCEPTED" />
- <value enum="1" description="BLOCK_LEVEL_REJECT" />
- <value enum="2" description="ACCOUNT_LEVEL_REJECT" />
- <value enum="3" description="RECEIVED" />
- <value enum="4" description="INCOMPLETE" />
- <value enum="5" description="REJECTED_BY_INTERMEDIARY" />
- </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" />
- <value enum="8" description="INCORRECT_ALLOCATED_QUANTITY" />
- <value enum="9" description="CALCULATION_DIFFERENCE" />
- </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" until="43" />
- <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" />
- <field number="98" name="EncryptMethod" type="INT">
- <value enum="0" description="NONE_OTHER" />
- <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" />
- </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_EXCHANGE_OPTION" />
- <value enum="3" description="ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS" />
- <value enum="4" description="UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST" />
- <value enum="5" description="ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER" />
- <value enum="6" description="DUPLICATE_CLORDID_RECEIVED" />
- <value enum="99" description="OTHER" />
- </field>
- <field number="103" name="OrdRejReason" type="INT">
- <value enum="0" description="BROKER_EXCHANGE_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="9" description="TRADE_ALONG_REQUIRED" />
- <value enum="10" description="INVALID_INVESTOR_ID" />
- <value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC" />
- <value enum="12" description="SURVEILLENCE_OPTION" />
- <value enum="13" description="INCORRECT_QUANTITY" />
- <value enum="14" description="INCORRECT_ALLOCATED_QUANTITY" />
- <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="B" description="MARKET_ON_CLOSE" />
- <value enum="C" description="AT_THE_CLOSE" />
- <value enum="D" description="VWAP" />
- <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_SHOWN" />
- <value enum="T" description="THROUGH_THE_DAY" />
- <value enum="V" description="VERSUS" />
- <value enum="W" description="INDICATION_WORKING_AWAY" />
- <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" until="43" />
- <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" />
- <field number="114" name="LocateReqd" type="BOOLEAN" />
- <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" />
- <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP" />
- <field number="123" name="GapFillFlag" type="BOOLEAN" />
- <field number="124" name="NoExecs" type="NUMINGROUP" />
- <field number="125" name="CxlType" type="CHAR" until="43" />
- <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="F" description="CALCULATION_DIFFERENCE" />
- <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" />
- <field number="131" name="QuoteReqID" type="STRING" />
- <field number="132" name="BidPx" type="PRICE" />
- <field number="133" name="OfferPx" type="PRICE" />
- <field number="134" name="BidSize" type="QTY" />
- <field number="135" name="OfferSize" type="QTY" />
- <field number="136" name="NoMiscFees" type="NUMINGROUP" />
- <field number="137" name="MiscFeeAmt" type="AMT" />
- <field number="138" name="MiscFeeCurr" type="CURRENCY" />
- <field number="139" name="MiscFeeType" type="CHAR">
- <value enum="1" description="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" since="41" />
- <field number="142" name="SenderLocationID" type="STRING" since="41" />
- <field number="143" name="TargetLocationID" type="STRING" since="41" />
- <field number="144" name="OnBehalfOfLocationID" type="STRING" since="41" />
- <field number="145" name="DeliverToLocationID" type="STRING" since="41" />
- <field number="146" name="NoRelatedSym" type="NUMINGROUP" since="41" />
- <field number="147" name="Subject" type="STRING" since="41" />
- <field number="148" name="Headline" type="STRING" since="41" />
- <field number="149" name="URLLink" type="STRING" since="41" />
- <field number="150" name="ExecType" type="CHAR" since="41" >
- <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" />
- <value enum="F" description="TRADE" />
- <value enum="G" description="TRADE_CORRECT" />
- <value enum="H" description="TRADE_CANCEL" />
- <value enum="I" description="ORDER_STATUS" />
- </field>
- <field number="151" name="LeavesQty" type="QTY" since="41" />
- <field number="152" name="CashOrderQty" type="QTY" since="41" />
- <field number="153" name="AllocAvgPx" type="PRICE" since="41" />
- <field number="154" name="AllocNetMoney" type="AMT" since="41" />
- <field number="155" name="SettlCurrFxRate" type="FLOAT" since="41" />
- <field number="156" name="SettlCurrFxRateCalc" type="CHAR" since="41" >
- <value enum="M" description="MULTIPLY" />
- <value enum="D" description="DIVIDE" />
- </field>
- <field number="157" name="NumDaysInterest" type="INT" since="41" />
- <field number="158" name="AccruedInterestRate" type="PERCENTAGE" since="41" />
- <field number="159" name="AccruedInterestAmt" type="AMT" since="41" />
- <field number="160" name="SettlInstMode" type="CHAR" since="41" >
- <value enum="0" description="DEFAULT" />
- <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED" />
- <value enum="4" description="SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT" />
- <value enum="5" description="REQUEST_REJECT" />
- </field>
- <field number="161" name="AllocText" type="STRING" since="41" />
- <field number="162" name="SettlInstID" type="STRING" since="41" />
- <field number="163" name="SettlInstTransType" type="CHAR" since="41" >
- <value enum="N" description="NEW" />
- <value enum="C" description="CANCEL" />
- <value enum="R" description="REPLACE" />
- <value enum="T" description="RESTATE" />
- </field>
- <field number="164" name="EmailThreadID" type="STRING" since="41" />
- <field number="165" name="SettlInstSource" type="CHAR" since="41" >
- <value enum="1" description="BROKERS_INSTRUCTIONS" />
- <value enum="2" description="INSTITUTIONS_INSTRUCTIONS" />
- <value enum="3" description="INVESTOR" />
- </field>
- <field number="166" name="SettlLocation" type="STRING" until="43" >
- <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="PED" description="PHYSICAL" />
- <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY_ISO_COUNTRY" />
- </field>
- <field number="167" name="SecurityType" type="STRING" since="41" >
- <value enum="EUSUPRA" description="EURO_SUPRANATIONAL_COUPONS" />
- <value enum="FAC" description="FEDERAL_AGENCY_COUPON" />
- <value enum="FADN" description="FEDERAL_AGENCY_DISCOUNT_NOTE" />
- <value enum="PEF" description="PRIVATE_EXPORT_FUNDING" />
- <value enum="SUPRA" description="USD_SUPRANATIONAL_COUPONS" />
- <value enum="FUT" description="FUTURE" />
- <value enum="OPT" description="OPTION" />
- <value enum="CORP" description="CORPORATE_BOND" />
- <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT" />
- <value enum="CB" description="CONVERTIBLE_BOND" />
- <value enum="DUAL" description="DUAL_CURRENCY" />
- <value enum="EUCORP" description="EURO_CORPORATE_BOND" />
- <value enum="XLINKD" description="INDEXED_LINKED" />
- <value enum="STRUCT" description="STRUCTURED_NOTES" />
- <value enum="YANK" description="YANKEE_CORPORATE_BOND" />
- <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT" />
- <value enum="CS" description="COMMON_STOCK" />
- <value enum="PS" description="PREFERRED_STOCK" />
- <value enum="BRADY" description="BRADY_BOND" />
- <value enum="EUSOV" description="EURO_SOVEREIGNS" />
- <value enum="TBOND" description="US_TREASURY_BOND" />
- <value enum="TINT" description="INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE" />
- <value enum="TIPS" description="TREASURY_INFLATION_PROTECTED_SECURITIES" />
- <value enum="TCAL" description="PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE" />
- <value enum="TPRN" description="PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE" />
- <value enum="TNOTE" description="US_TREASURY_NOTE" />
- <value enum="TBILL" description="US_TREASURY_BILL" />
- <value enum="REPO" description="REPURCHASE" />
- <value enum="FORWARD" description="FORWARD" />
- <value enum="BUYSELL" description="BUY_SELLBACK" />
- <value enum="SECLOAN" description="SECURITIES_LOAN" />
- <value enum="SECPLEDGE" description="SECURITIES_PLEDGE" />
- <value enum="TERM" description="TERM_LOAN" />
- <value enum="RVLV" description="REVOLVER_LOAN" />
- <value enum="RVLVTRM" description="REVOLVER_TERM_LOAN" />
- <value enum="BRIDGE" description="BRIDGE_LOAN" />
- <value enum="LOFC" description="LETTER_OF_CREDIT" />
- <value enum="SWING" description="SWING_LINE_FACILITY" />
- <value enum="DINP" description="DEBTOR_IN_POSSESSION" />
- <value enum="DEFLTED" description="DEFAULTED" />
- <value enum="WITHDRN" description="WITHDRAWN" />
- <value enum="REPLACD" description="REPLACED" />
- <value enum="MATURED" description="MATURED" />
- <value enum="AMENDED" description="AMENDED_AND_RESTATED" />
- <value enum="RETIRED" description="RETIRED" />
- <value enum="BA" description="BANKERS_ACCEPTANCE" />
- <value enum="BN" description="BANK_NOTES" />
- <value enum="BOX" description="BILL_OF_EXCHANGES" />
- <value enum="CD" description="CERTIFICATE_OF_DEPOSIT" />
- <value enum="CL" description="CALL_LOANS" />
- <value enum="CP" description="COMMERCIAL_PAPER" />
- <value enum="DN" description="DEPOSIT_NOTES" />
- <value enum="EUCD" description="EURO_CERTIFICATE_OF_DEPOSIT" />
- <value enum="EUCP" description="EURO_COMMERCIAL_PAPER" />
- <value enum="LQN" description="LIQUIDITY_NOTE" />
- <value enum="MTN" description="MEDIUM_TERM_NOTES" />
- <value enum="ONITE" description="OVERNIGHT" />
- <value enum="PN" description="PROMISSORY_NOTE" />
- <value enum="PZFJ" description="PLAZOS_FIJOS" />
- <value enum="STN" description="SHORT_TERM_LOAN_NOTE" />
- <value enum="TD" description="TIME_DEPOSIT" />
- <value enum="XCN" description="EXTENDED_COMM_NOTE" />
- <value enum="YCD" description="YANKEE_CERTIFICATE_OF_DEPOSIT" />
- <value enum="ABS" description="ASSET_BACKED_SECURITIES" />
- <value enum="CMBS" description="CORP_MORTGAGE_BACKED_SECURITIES" />
- <value enum="CMO" description="COLLATERALIZED_MORTGAGE_OBLIGATION" />
- <value enum="IET" description="IOETTE_MORTGAGE" />
- <value enum="MBS" description="MORTGAGE_BACKED_SECURITIES" />
- <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_THROUGH" />
- <value enum="PFAND" description="PFANDBRIEFE" />
- <value enum="TBA" description="TO_BE_ANNOUNCED" />
- <value enum="AN" description="OTHER_ANTICIPATION_NOTES" />
- <value enum="COFO" description="CERTIFICATE_OF_OBLIGATION" />
- <value enum="COFP" description="CERTIFICATE_OF_PARTICIPATION" />
- <value enum="GO" description="GENERAL_OBLIGATION_BONDS" />
- <value enum="MT" description="MANDATORY_TENDER" />
- <value enum="RAN" description="REVENUE_ANTICIPATION_NOTE" />
- <value enum="REV" description="REVENUE_BONDS" />
- <value enum="SPCLA" description="SPECIAL_ASSESSMENT" />
- <value enum="SPCLO" description="SPECIAL_OBLIGATION" />
- <value enum="SPCLT" description="SPECIAL_TAX" />
- <value enum="TAN" description="TAX_ANTICIPATION_NOTE" />
- <value enum="TAXA" description="TAX_ALLOCATION" />
- <value enum="TECP" description="TAX_EXEMPT_COMMERCIAL_PAPER" />
- <value enum="TRAN" description="TAX_AND_REVENUE_ANTICIPATION_NOTE" />
- <value enum="VRDN" description="VARIABLE_RATE_DEMAND_NOTE" />
- <value enum="WAR" description="WARRANT" />
- <value enum="MF" description="MUTUAL_FUND" />
- <value enum="MLEG" description="MULTI_LEG_INSTRUMENT" />
- <value enum="NONE" description="NO_SECURITY_TYPE" />
- <value enum="?" description="WILDCARD" />
- </field>
- <field number="168" name="EffectiveTime" type="UTCTIMESTAMP" since="41" />
- <field number="169" name="StandInstDbType" type="INT" since="41" >
- <value enum="0" description="OTHER" />
- <value enum="1" description="DTC_SID" />
- <value enum="2" description="THOMSON_ALERT" />
- <value enum="3" description="A_GLOBAL_CUSTODIAN" />
- <value enum="4" description="ACCOUNTNET" />
- </field>
- <field number="170" name="StandInstDbName" type="STRING" since="41" />
- <field number="171" name="StandInstDbID" type="STRING" since="41" />
- <field number="172" name="SettlDeliveryType" type="INT" since="41" >
- <value enum="0" description="VERSUS_PAYMENT" />
- <value enum="1" description="FREE" />
- <value enum="2" description="TRI_PARTY" />
- <value enum="3" description="HOLD_IN_CUSTODY" />
- </field>
- <field number="173" name="SettlDepositoryCode" type="STRING" until="43" />
- <field number="174" name="SettlBrkrCode" type="STRING" until="43" />
- <field number="175" name="SettlInstCode" type="STRING" until="43" />
- <field number="176" name="SecuritySettlAgentName" type="STRING" until="43" />
- <field number="177" name="SecuritySettlAgentCode" type="STRING" until="43" />
- <field number="178" name="SecuritySettlAgentAcctNum" type="STRING" until="43" />
- <field number="179" name="SecuritySettlAgentAcctName" type="STRING" until="43" />
- <field number="180" name="SecuritySettlAgentContactName" type="STRING" until="43" />
- <field number="181" name="SecuritySettlAgentContactPhone" type="STRING" until="43" />
- <field number="182" name="CashSettlAgentName" type="STRING" until="43" />
- <field number="183" name="CashSettlAgentCode" type="STRING" until="43" />
- <field number="184" name="CashSettlAgentAcctNum" type="STRING" until="43" />
- <field number="185" name="CashSettlAgentAcctName" type="STRING" until="43" />
- <field number="186" name="CashSettlAgentContactName" type="STRING" until="43" />
- <field number="187" name="CashSettlAgentContactPhone" type="STRING" until="43" />
- <field number="188" name="BidSpotRate" type="PRICE" since="41" />
- <field number="189" name="BidForwardPoints" type="PRICEOFFSET" since="41" />
- <field number="190" name="OfferSpotRate" type="PRICE" since="41" />
- <field number="191" name="OfferForwardPoints" type="PRICEOFFSET" since="41" />
- <field number="192" name="OrderQty2" type="QTY" since="41" />
- <field number="193" name="SettlDate2" type="LOCALMKTDATE" since="41" />
- <field number="194" name="LastSpotRate" type="PRICE" since="41" />
- <field number="195" name="LastForwardPoints" type="PRICEOFFSET" since="41" />
- <field number="196" name="AllocLinkID" type="STRING" since="41" />
- <field number="197" name="AllocLinkType" type="INT" since="41" >
- <value enum="0" description="F_X_NETTING" />
- <value enum="1" description="F_X_SWAP" />
- </field>
- <field number="198" name="SecondaryOrderID" type="STRING" since="41" />
- <field number="199" name="NoIOIQualifiers" type="NUMINGROUP" since="41" />
- <field number="200" name="MaturityMonthYear" type="MONTHYEAR" since="41" />
- <field number="201" name="PutOrCall" type="INT" until="43" >
- <value enum="0" description="PUT" />
- <value enum="1" description="CALL" />
- </field>
- <field number="202" name="StrikePrice" type="PRICE" since="41" />
- <field number="203" name="CoveredOrUncovered" type="INT" since="41" >
- <value enum="0" description="COVERED" />
- <value enum="1" description="UNCOVERED" />
- </field>
- <field number="204" name="CustomerOrFirm" type="INT" until="43" >
- <value enum="0" description="CUSTOMER" />
- <value enum="1" description="FIRM" />
- </field>
- <field number="205" name="MaturityDay" type="DAYOFMONTH" until="43" />
- <field number="206" name="OptAttribute" type="CHAR" since="41" />
- <field number="207" name="SecurityExchange" type="EXCHANGE" since="41" />
- <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN" since="41" />
- <field number="209" name="AllocHandlInst" type="INT" since="41" >
- <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" since="41" />
- <field number="211" name="PegOffsetValue" type="FLOAT" since="41" />
- <field number="212" name="XmlDataLen" type="LENGTH" since="42" />
- <field number="213" name="XmlData" type="DATA" since="42" />
- <field number="214" name="SettlInstRefID" type="STRING" since="42" />
- <field number="215" name="NoRoutingIDs" type="NUMINGROUP" since="42" />
- <field number="216" name="RoutingType" type="INT" since="42" >
- <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" since="42" />
- <field number="218" name="Spread" type="PRICEOFFSET" since="42" />
- <field number="219" name="Benchmark" type="CHAR" until="43" >
- <value enum="1" description="CURVE" />
- <value enum="2" description="FIVEYR" />
- <value enum="3" description="OLD5" />
- <value enum="4" description="TENYR" />
- <value enum="5" description="OLD10" />
- <value enum="6" description="THIRTYYR" />
- <value enum="7" description="OLD30" />
- <value enum="8" description="THREEMOLIBOR" />
- <value enum="9" description="SIXMOLIBOR" />
- </field>
- <field number="220" name="BenchmarkCurveCurrency" type="CURRENCY" since="43" />
- <field number="221" name="BenchmarkCurveName" type="STRING" since="43" >
- <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" since="42" />
- <field number="223" name="CouponRate" type="PERCENTAGE" since="42" />
- <field number="224" name="CouponPaymentDate" type="LOCALMKTDATE" since="43" />
- <field number="225" name="IssueDate" type="LOCALMKTDATE" since="43" />
- <field number="226" name="RepurchaseTerm" type="INT" since="42" />
- <field number="227" name="RepurchaseRate" type="PERCENTAGE" since="42" />
- <field number="228" name="Factor" type="FLOAT" since="42" />
- <field number="229" name="TradeOriginationDate" type="LOCALMKTDATE" since="42" />
- <field number="230" name="ExDate" type="LOCALMKTDATE" since="42" />
- <field number="231" name="ContractMultiplier" type="FLOAT" since="42" />
- <field number="232" name="NoStipulations" type="NUMINGROUP" since="42" />
- <field number="233" name="StipulationType" type="STRING" since="42" >
- <value enum="AMT" description="AMT" />
- <value enum="AUTOREINV" description="AUTO_REINVESTMENT_AT_OR_BETTER" />
- <value enum="BANKQUAL" description="BANK_QUALIFIED" />
- <value enum="BGNCON" description="BARGAIN_CONDITIONS" />
- <value enum="COUPON" description="COUPON_RANGE" />
- <value enum="CURRENCY" description="ISO_CURRENCY_CODE" />
- <value enum="CUSTOMDATE" description="CUSTOM_START_END_DATE" />
- <value enum="GEOG" description="GEOGRAPHICS_AND_PERCENT_RANGE" />
- <value enum="HAIRCUT" description="VALUATION_DISCOUNT" />
- <value enum="INSURED" description="INSURED" />
- <value enum="ISSUE" description="YEAR_OR_YEAR_MONTH_OF_ISSUE" />
- <value enum="ISSUER" description="ISSUERS_TICKER" />
- <value enum="ISSUESIZE" description="ISSUE_SIZE_RANGE" />
- <value enum="LOOKBACK" description="LOOKBACK_DAYS" />
- <value enum="LOT" description="EXPLICIT_LOT_IDENTIFIER" />
- <value enum="LOTVAR" description="LOT_VARIANCE" />
- <value enum="MAT" description="MATURITY_YEAR_AND_MONTH" />
- <value enum="MATURITY" description="MATURITY_RANGE" />
- <value enum="MAXSUBS" description="MAXIMUM_SUBSTITUTIONS" />
- <value enum="MINQTY" description="MINIMUM_QUANTITY" />
- <value enum="MININCR" description="MINIMUM_INCREMENT" />
- <value enum="MINDNOM" description="MINIMUM_DENOMINATION" />
- <value enum="PAYFREQ" description="PAYMENT_FREQUENCY_CALENDAR" />
- <value enum="PIECES" description="NUMBER_OF_PIECES" />
- <value enum="PMAX" description="POOLS_MAXIMUM" />
- <value enum="PPM" description="POOLS_PER_MILLION" />
- <value enum="PPL" description="POOLS_PER_LOT" />
- <value enum="PPT" description="POOLS_PER_TRADE" />
- <value enum="PRICE" description="PRICE_RANGE" />
- <value enum="PRICEFREQ" description="PRICING_FREQUENCY" />
- <value enum="PROD" description="PRODUCTION_YEAR" />
- <value enum="PROTECT" description="CALL_PROTECTION" />
- <value enum="PURPOSE" description="PURPOSE" />
- <value enum="PXSOURCE" description="BENCHMARK_PRICE_SOURCE" />
- <value enum="RATING" description="RATING_SOURCE_AND_RANGE" />
- <value enum="RESTRICTED" description="RESTRICTED" />
- <value enum="SECTOR" description="MARKET_SECTOR" />
- <value enum="SECTYPE" description="SECURITYTYPE_INCLUDED_OR_EXCLUDED" />
- <value enum="STRUCT" description="STRUCTURE" />
- <value enum="SUBSFREQ" description="SUBSTITUTIONS_FREQUENCY" />
- <value enum="SUBSLEFT" description="SUBSTITUTIONS_LEFT" />
- <value enum="TEXT" description="FREEFORM_TEXT" />
- <value enum="TRDVAR" description="TRADE_VARIANCE" />
- <value enum="WAC" description="WEIGHTED_AVERAGE_COUPON" />
- <value enum="WAL" description="WEIGHTED_AVERAGE_LIFE_COUPON" />
- <value enum="WALA" description="WEIGHTED_AVERAGE_LOAN_AGE" />
- <value enum="WAM" description="WEIGHTED_AVERAGE_MATURITY" />
- <value enum="WHOLE" description="WHOLE_POOL" />
- <value enum="YIELD" description="YIELD_RANGE" />
- <value enum="SMM" description="SINGLE_MONTHLY_MORTALITY" />
- <value enum="CPR" description="CONSTANT_PREPAYMENT_RATE" />
- <value enum="CPY" description="CONSTANT_PREPAYMENT_YIELD" />
- <value enum="CPP" description="CONSTANT_PREPAYMENT_PENALTY" />
- <value enum="ABS" description="ABSOLUTE_PREPAYMENT_SPEED" />
- <value enum="MPR" description="MONTHLY_PREPAYMENT_RATE" />
- <value enum="PSA" description="PERCENT_OF_BMA_PREPAYMENT_CURVE" />
- <value enum="PPC" description="PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE" />
- <value enum="MHP" description="PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE" />
- <value enum="HEP" description="FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE" />
- </field>
- <field number="234" name="StipulationValue" type="STRING" since="42" >
- <value enum="CD" description="SPECIAL_CUM_DIVIDEND" />
- <value enum="XD" description="SPECIAL_EX_DIVIDEND" />
- <value enum="CC" description="SPECIAL_CUM_COUPON" />
- <value enum="XC" description="SPECIAL_EX_COUPON" />
- <value enum="CB" description="SPECIAL_CUM_BONUS" />
- <value enum="XB" description="SPECIAL_EX_BONUS" />
- <value enum="CR" description="SPECIAL_CUM_RIGHTS" />
- <value enum="XR" description="SPECIAL_EX_RIGHTS" />
- <value enum="CP" description="SPECIAL_CUM_CAPITAL_REPAYMENTS" />
- <value enum="XP" description="SPECIAL_EX_CAPITAL_REPAYMENTS" />
- <value enum="CS" description="CASH_SETTLEMENT" />
- <value enum="SP" description="SPECIAL_PRICE" />
- <value enum="TR" description="REPORT_FOR_EUROPEAN_EQUITY_MARKET_SECURITIES" />
- <value enum="GD" description="GUARANTEED_DELIVERY" />
- </field>
- <field number="235" name="YieldType" type="STRING" since="42" >
- <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" since="42" />
- <field number="237" name="TotalTakedown" type="AMT" since="42" />
- <field number="238" name="Concession" type="AMT" since="42" />
- <field number="239" name="RepoCollateralSecurityType" type="INT" since="42" />
- <field number="240" name="RedemptionDate" type="LOCALMKTDATE" since="42" />
- <field number="241" name="UnderlyingCouponPaymentDate" type="LOCALMKTDATE" since="42" />
- <field number="242" name="UnderlyingIssueDate" type="LOCALMKTDATE" since="42" />
- <field number="243" name="UnderlyingRepoCollateralSecurityType" type="INT" since="42" />
- <field number="244" name="UnderlyingRepurchaseTerm" type="INT" since="42" />
- <field number="245" name="UnderlyingRepurchaseRate" type="PERCENTAGE" since="42" />
- <field number="246" name="UnderlyingFactor" type="FLOAT" since="42" />
- <field number="247" name="UnderlyingRedemptionDate" type="LOCALMKTDATE" since="42" />
- <field number="248" name="LegCouponPaymentDate" type="LOCALMKTDATE" since="42" />
- <field number="249" name="LegIssueDate" type="LOCALMKTDATE" since="42" />
- <field number="250" name="LegRepoCollateralSecurityType" type="INT" since="42" />
- <field number="251" name="LegRepurchaseTerm" type="INT" since="42" />
- <field number="252" name="LegRepurchaseRate" type="PERCENTAGE" since="42" />
- <field number="253" name="LegFactor" type="FLOAT" since="42" />
- <field number="254" name="LegRedemptionDate" type="LOCALMKTDATE" since="42" />
- <field number="255" name="CreditRating" type="STRING" since="42" />
- <field number="256" name="UnderlyingCreditRating" type="STRING" since="42" />
- <field number="257" name="LegCreditRating" type="STRING" since="42" />
- <field number="258" name="TradedFlatSwitch" type="BOOLEAN" since="42" />
- <field number="259" name="BasisFeatureDate" type="LOCALMKTDATE" since="42" />
- <field number="260" name="BasisFeaturePrice" type="PRICE" since="42" />
- <field number="262" name="MDReqID" type="STRING" since="42" />
- <field number="263" name="SubscriptionRequestType" type="CHAR" since="42" >
- <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" since="42" >
-<!--
- Temporarily commented out until we can handle
- N>1 scenario
-
- <value enum="0" description="FULL_BOOK"/>
- <value enum="1" description="TOP_OF_BOOK"/>
--->
- </field>
- <field number="265" name="MDUpdateType" type="INT" since="42" >
- <value enum="0" description="FULL_REFRESH" />
- <value enum="1" description="INCREMENTAL_REFRESH" />
- </field>
- <field number="266" name="AggregatedBook" type="BOOLEAN" since="42" />
- <field number="267" name="NoMDEntryTypes" type="NUMINGROUP" since="42" />
- <field number="268" name="NoMDEntries" type="NUMINGROUP" since="42" />
- <field number="269" name="MDEntryType" type="CHAR" since="42" >
- <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" />
- <value enum="A" description="IMBALANCE" />
- <value enum="B" description="TRADE_VOLUME" />
- <value enum="C" description="OPEN_INTEREST" />
- </field>
- <field number="270" name="MDEntryPx" type="PRICE" since="42" />
- <field number="271" name="MDEntrySize" type="QTY" since="42" />
- <field number="272" name="MDEntryDate" type="UTCDATEONLY" since="42" />
- <field number="273" name="MDEntryTime" type="UTCTIMEONLY" since="42" />
- <field number="274" name="TickDirection" type="CHAR" since="42" >
- <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" since="42" />
- <field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING" since="42" >
- <value enum="A" description="OPEN_ACTIVE" />
- <value enum="B" description="CLOSED_INACTIVE" />
- <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" since="42" >
- <value enum="A" description="CASH_MARKET" />
- <value enum="B" description="AVERAGE_PRICE_TRADE" />
- <value enum="C" description="CASH_TRADE" />
- <value enum="D" description="NEXT_DAY_MARKET" />
- <value enum="E" description="OPENING_REOPENING_TRADE_DETAIL" />
- <value enum="F" description="INTRADAY_TRADE_DETAIL" />
- <value enum="G" description="RULE127" />
- <value enum="H" description="RULE155" />
- <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" />
- <value enum="P" description="IMBALANCE_MORE_BUYERS" />
- <value enum="Q" description="IMBALANCE_MORE_SELLERS" />
- <value enum="R" description="OPENING_PRICE" />
- </field>
- <field number="278" name="MDEntryID" type="STRING" since="42" />
- <field number="279" name="MDUpdateAction" type="CHAR" since="42" >
- <value enum="0" description="NEW" />
- <value enum="1" description="CHANGE" />
- <value enum="2" description="DELETE" />
- </field>
- <field number="280" name="MDEntryRefID" type="STRING" since="42" />
- <field number="281" name="MDReqRejReason" type="CHAR" since="42" >
- <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" />
- <value enum="9" description="UNSUPPORTED_TRADINGSESSIONID" />
- <value enum="A" description="UNSUPPORTED_SCOPE" />
- <value enum="B" description="UNSUPPORTED_OPENCLOSESETTLEFLAG" />
- <value enum="C" description="UNSUPPORTED_MDIMPLICITDELETE" />
- </field>
- <field number="282" name="MDEntryOriginator" type="STRING" since="42" />
- <field number="283" name="LocationID" type="STRING" since="42" />
- <field number="284" name="DeskID" type="STRING" since="42" />
- <field number="285" name="DeleteReason" type="CHAR" since="42" >
- <value enum="0" description="CANCELATION_TRADE_BUST" />
- <value enum="1" description="ERROR" />
- </field>
- <field number="286" name="OpenCloseSettlFlag" type="MULTIPLEVALUESTRING" since="42" >
- <value enum="0" description="DAILY_OPEN_CLOSE_SETTLEMENT_ENTRY" />
- <value enum="1" description="SESSION_OPEN_CLOSE_SETTLEMENT_ENTRY" />
- <value enum="2" description="DELIVERY_SETTLEMENT_ENTRY" />
- <value enum="3" description="EXPECTED_ENTRY" />
- <value enum="4" description="ENTRY_FROM_PREVIOUS_BUSINESS_DAY" />
- <value enum="5" description="THEORETICAL_PRICE_VALUE" />
- </field>
- <field number="287" name="SellerDays" type="INT" since="42" />
- <field number="288" name="MDEntryBuyer" type="STRING" since="42" />
- <field number="289" name="MDEntrySeller" type="STRING" since="42" />
- <field number="290" name="MDEntryPositionNo" type="INT" since="42" />
- <field number="291" name="FinancialStatus" type="MULTIPLEVALUESTRING" since="42" >
- <value enum="1" description="BANKRUPT" />
- <value enum="2" description="PENDING_DELISTING" />
- </field>
- <field number="292" name="CorporateAction" type="MULTIPLEVALUESTRING" since="42" >
- <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" since="42" />
- <field number="294" name="DefOfferSize" type="QTY" since="42" />
- <field number="295" name="NoQuoteEntries" type="NUMINGROUP" since="42" />
- <field number="296" name="NoQuoteSets" type="NUMINGROUP" since="42" />
- <field number="297" name="QuoteStatus" type="INT" since="42" >
- <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" />
- <value enum="6" description="REMOVED_FROM_MARKET" />
- <value enum="7" description="EXPIRED" />
- <value enum="8" description="QUERY" />
- <value enum="9" description="QUOTE_NOT_FOUND" />
- <value enum="10" description="PENDING" />
- <value enum="11" description="PASS" />
- <value enum="12" description="LOCKED_MARKET_WARNING" />
- <value enum="13" description="CROSS_MARKET_WARNING" />
- <value enum="14" description="CANCELED_DUE_TO_LOCK_MARKET" />
- <value enum="15" description="CANCELED_DUE_TO_CROSS_MARKET" />
- </field>
- <field number="298" name="QuoteCancelType" type="INT" since="42" >
- <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_ALL_QUOTES" />
- </field>
- <field number="299" name="QuoteEntryID" type="STRING" since="42" />
- <field number="300" name="QuoteRejectReason" type="INT" since="42" >
- <value enum="1" description="UNKNOWN_SYMBOL" />
- <value enum="2" description="EXCHANGE_CLOSED" />
- <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="TotNoQuoteEntries" type="INT" />
- <field number="305" name="UnderlyingSecurityIDSource" type="STRING" />
- <field number="306" name="UnderlyingIssuer" type="STRING" />
- <field number="307" name="UnderlyingSecurityDesc" type="STRING" />
- <field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE" />
- <field number="309" name="UnderlyingSecurityID" type="STRING" />
- <field number="310" name="UnderlyingSecurityType" type="STRING" />
- <field number="311" name="UnderlyingSymbol" type="STRING" />
- <field number="312" name="UnderlyingSymbolSfx" type="STRING" />
- <field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR" />
- <field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH" until="43" />
- <field number="315" name="UnderlyingPutOrCall" type="INT" until="43"/>
- <field number="316" name="UnderlyingStrikePrice" type="PRICE" />
- <field number="317" name="UnderlyingOptAttribute" type="CHAR" />
- <field number="318" name="UnderlyingCurrency" type="CURRENCY" />
- <field number="319" name="RatioQty" type="QTY" until="43" />
- <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" />
- <field number="326" name="SecurityTradingStatus" type="INT">
- <value enum="1" description="OPENING_DELAY" />
- <value enum="2" description="TRADING_HALT" />
- <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" />
- <value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL" />
- <value enum="11" description="NOT_ASSIGNED" />
- <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_START_OF_SESSION" />
- <value enum="18" description="NOT_AVAILABLE_FOR_TRADING_END_OF_SESSION" />
- <value enum="19" description="NOT_TRADED_ON_THIS_MARKET" />
- <value enum="20" description="UNKNOWN_OR_INVALID" />
- <value enum="21" description="PRE_OPEN" />
- <value enum="22" description="OPENING_ROTATION" />
- <value enum="23" description="FAST_MARKET" />
- </field>
- <field number="327" name="HaltReason" type="CHAR">
- <value enum="I" description="ORDER_IMBALANCE" />
- <value enum="X" description="EQUIPMENT_CHANGEOVER" />
- <value enum="P" description="NEWS_PENDING" />
- <value enum="D" description="NEWS_DISSEMINATION" />
- <value enum="E" description="ORDER_INFLUX" />
- <value enum="M" description="ADDITIONAL_INFORMATION" />
- </field>
- <field number="328" name="InViewOfCommon" type="BOOLEAN" />
- <field number="329" name="DueToRelated" type="BOOLEAN" />
- <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="0" description="UNKNOWN" />
- <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" />
- <value enum="6" description="REQUEST_REJECTED" />
- </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="ISO-2022-JP" description="ISO_2022_JP" />
- <value enum="EUC-JP" description="EUC_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_CLOSED" />
- <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="SEQNUM" />
- <field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP" until="43" />
- <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="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" />
- <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM" />
- <value enum="11" description="INVALID_MSGTYPE" />
- <value enum="12" description="XML_VALIDATION_ERROR" />
- <value enum="13" description="TAG_APPEARS_MORE_THAN_ONCE" />
- <value enum="14" description="TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER" />
- <value enum="15" description="REPEATING_GROUP_FIELDS_OUT_OF_ORDER" />
- <value enum="16" description="INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP" />
- <value enum="17" description="NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER" />
- <value enum="99" description="OTHER" />
- </field>
- <field number="374" name="BidRequestTransType" type="CHAR">
- <value enum="N" description="NEW" />
- <value enum="C" description="CANCEL" />
- </field>
- <field number="375" name="ContraBroker" type="STRING" />
- <field number="376" name="ComplianceID" type="STRING" />
- <field number="377" name="SolicitedFlag" type="BOOLEAN" />
- <field number="378" name="ExecRestatementReason" type="INT">
- <value enum="0" description="GT_CORPORATE_ACTION" />
- <value enum="1" description="GT_RENEWAL_RESTATEMENT" />
- <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" />
- <value enum="6" description="CANCEL_ON_TRADING_HALT" />
- <value enum="7" description="CANCEL_ON_SYSTEM_FAILURE" />
- <value enum="8" description="MARKET_OPTION" />
- <value enum="9" description="CANCELED_NOT_BEST" />
- </field>
- <field number="379" name="BusinessRejectRefID" type="STRING" />
- <field number="380" name="BusinessRejectReason" type="INT">
- <value enum="0" description="OTHER" />
- <value enum="1" description="UNKNOWN_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" />
- <value enum="6" description="NOT_AUTHORIZED" />
- <value enum="7" description="DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME" />
- </field>
- <field number="381" name="GrossTradeAmt" type="AMT" />
- <field number="382" name="NoContraBrokers" type="NUMINGROUP" />
- <field number="383" name="MaxMessageSize" type="LENGTH" />
- <field number="384" name="NoMsgTypes" type="NUMINGROUP" />
- <field number="385" name="MsgDirection" type="CHAR">
- <value enum="S" description="SEND" />
- <value enum="R" description="RECEIVE" />
- </field>
- <field number="386" name="NoTradingSessions" type="NUMINGROUP" />
- <field number="387" name="TotalVolumeTraded" type="QTY" />
- <field number="388" name="DiscretionInst" type="CHAR">
- <value enum="0" description="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" />
- <value enum="6" description="RELATED_TO_VWAP" />
- </field>
- <field number="389" name="DiscretionOffsetValue" type="FLOAT" />
- <field number="390" name="BidID" type="STRING" />
- <field number="391" name="ClientBidID" type="STRING" />
- <field number="392" name="ListName" type="STRING" />
- <field number="393" name="TotNoRelatedSym" type="INT" />
- <field number="394" name="BidType" type="INT">
- <value enum="1" description="NON_DISCLOSED" />
- <value enum="2" description="DISCLOSED_STYLE" />
- <value enum="3" description="NO_BIDDING_PROCESS" />
- </field>
- <field number="395" name="NumTickets" type="INT" />
- <field number="396" name="SideValue1" type="AMT" />
- <field number="397" name="SideValue2" type="AMT" />
- <field number="398" name="NoBidDescriptors" type="NUMINGROUP" />
- <field number="399" name="BidDescriptorType" type="INT">
- <value enum="1" description="SECTOR" />
- <value enum="2" description="COUNTRY" />
- <value enum="3" description="INDEX" />
- </field>
- <field number="400" name="BidDescriptor" type="STRING" />
- <field number="401" name="SideValueInd" type="INT">
- <value enum="1" description="SIDEVALUE1" />
- <value enum="2" description="SIDEVALUE2" />
- </field>
- <field number="402" name="LiquidityPctLow" type="PERCENTAGE" />
- <field number="403" name="LiquidityPctHigh" type="PERCENTAGE" />
- <field number="404" name="LiquidityValue" type="AMT" />
- <field number="405" name="EFPTrackingError" type="PERCENTAGE" />
- <field number="406" name="FairValue" type="AMT" />
- <field number="407" name="OutsideIndexPct" type="PERCENTAGE" />
- <field number="408" name="ValueOfFutures" type="AMT" />
- <field number="409" name="LiquidityIndType" type="INT">
- <value enum="1" description="FIVEDAY_MOVING_AVERAGE" />
- <value enum="2" description="TWENTYDAY_MOVING_AVERAGE" />
- <value enum="3" description="NORMAL_MARKET_SIZE" />
- <value enum="4" description="OTHER" />
- </field>
- <field number="410" name="WtAverageLiquidity" type="PERCENTAGE" />
- <field number="411" name="ExchangeForPhysical" type="BOOLEAN" />
- <field number="412" name="OutMainCntryUIndex" type="AMT" />
- <field number="413" name="CrossPercent" type="PERCENTAGE" />
- <field number="414" name="ProgRptReqs" type="INT">
- <value enum="1" description="BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST" />
- <value enum="2" description="SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS" />
- <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="BidTradeType" type="CHAR">
- <value enum="R" description="RISK_TRADE" />
- <value enum="G" description="VWAP_GUARANTEE" />
- <value enum="A" description="AGENCY" />
- <value enum="J" description="GUARANTEED_CLOSE" />
- </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="NUMINGROUP" />
- <field number="421" name="Country" type="COUNTRY" />
- <field number="422" name="TotNoStrikes" type="INT" />
- <field number="423" name="PriceType" type="INT">
- <value enum="1" description="PERCENTAGE" />
- <value enum="2" description="PER_UNIT" />
- <value enum="3" description="FIXED_AMOUNT" />
- <value enum="4" description="DISCOUNT" />
- <value enum="5" description="PREMIUM" />
- <value enum="6" description="SPREAD" />
- <value enum="7" description="TED_PRICE" />
- <value enum="8" description="TED_YIELD" />
- <value enum="9" description="YIELD" />
- </field>
- <field number="424" name="DayOrderQty" type="QTY" />
- <field number="425" name="DayCumQty" type="QTY" />
- <field number="426" name="DayAvgPx" type="PRICE" />
- <field number="427" name="GTBookingInst" type="INT">
- <value enum="0" description="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="NUMINGROUP" />
- <field number="429" name="ListStatusType" type="INT">
- <value enum="1" description="ACK" />
- <value enum="2" description="RESPONSE" />
- <value enum="3" description="TIMED" />
- <value enum="4" description="EXECSTARTED" />
- <value enum="5" description="ALLDONE" />
- <value enum="6" description="ALERT" />
- </field>
- <field number="430" name="NetGrossInd" type="INT">
- <value enum="1" description="NET" />
- <value enum="2" description="GROSS" />
- </field>
- <field number="431" name="ListOrderStatus" type="INT">
- <value enum="1" description="INBIDDINGPROCESS" />
- <value enum="2" description="RECEIVEDFOREXECUTION" />
- <value enum="3" description="EXECUTING" />
- <value enum="4" description="CANCELING" />
- <value enum="5" description="ALERT" />
- <value enum="6" description="ALL_DONE" />
- <value enum="7" description="REJECT" />
- </field>
- <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" />
- <value enum="3" description="EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN" />
- <value enum="4" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP" />
- <value enum="5" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW" />
- </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="PERCENTAGE" />
- <field number="436" name="UnderlyingContractMultiplier" type="FLOAT" />
- <field number="437" name="ContraTradeQty" type="QTY" />
- <field number="438" name="ContraTradeTime" type="UTCTIMESTAMP" />
- <field number="439" name="ClearingFirm" type="STRING" until="43" />
- <field number="440" name="ClearingAccount" type="STRING" until="43" />
- <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="B" description="BIC" />
- <value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER" />
- <value enum="D" description="PROPRIETARY_CUSTOM_CODE" />
- <value enum="E" description="ISO_COUNTRY_CODE" />
- <value enum="F" description="SETTLEMENT_ENTITY_LOCATION" />
- <value enum="G" description="MIC" />
- <value enum="H" description="CSD_PARTICIPANT_MEMBER_CODE" />
- <value enum="1" description="KOREAN_INVESTOR_ID" />
- <value enum="2" description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID" />
- <value enum="3" description="TAIWANESE_TRADING_ACCOUNT" />
- <value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER" />
- <value enum="5" description="CHINESE_B_SHARE" />
- <value enum="6" description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER" />
- <value enum="7" description="US_SOCIAL_SECURITY_NUMBER" />
- <value enum="8" description="US_EMPLOYER_IDENTIFICATION_NUMBER" />
- <value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER" />
- <value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER" />
- <value enum="I" description="DIRECTED_BROKER" />
- </field>
- <field number="448" name="PartyID" type="STRING" />
- <field number="449" name="TotalVolumeTradedDate" type="UTCDATE" until="43" />
- <field number="450" name="TotalVolumeTradedTime" type="UTCTIMEONLY" until="43" />
- <field number="451" name="NetChgPrevDay" type="PRICEOFFSET" />
- <field number="452" name="PartyRole" type="INT">
- <value enum="1" description="EXECUTING_FIRM" />
- <value enum="2" description="BROKER_OF_CREDIT" />
- <value enum="3" description="CLIENT_ID" />
- <value enum="4" description="CLEARING_FIRM" />
- <value enum="5" description="INVESTOR_ID" />
- <value enum="6" description="INTRODUCING_FIRM" />
- <value enum="7" description="ENTERING_FIRM" />
- <value enum="8" description="LOCATE_LENDING_FIRM" />
- <value enum="9" description="FUND_MANAGER_CLIENT_ID" />
- </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="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" />
- <value enum="10" description="MORTGAGE" />
- <value enum="11" description="MUNICIPAL" />
- <value enum="12" description="OTHER" />
- <value enum="13" description="FINANCING" />
- </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" />
- <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="ROUND_TO_NEAREST" />
- <value enum="1" description="ROUND_DOWN" />
- <value enum="2" description="ROUND_UP" />
- </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="2" description="NSCC" />
- <value enum="3" description="EUROCLEAR" />
- <value enum="4" description="CLEARSTREAM" />
- <value enum="5" description="CHEQUE" />
- <value enum="6" description="TELEGRAPHIC_TRANSFER" />
- <value enum="7" description="FEDWIRE" />
- <value enum="8" description="DIRECT_CREDIT" />
- <value enum="9" description="ACH_CREDIT" />
- </field>
- <field number="478" name="CashDistribCurr" type="CURRENCY" />
- <field number="479" name="CommCurrency" type="CURRENCY" />
- <field number="480" name="CancellationRights" type="CHAR">
- <value enum="N" description="NO_EXECUTION_ONLY" />
- <value enum="M" description="NO_WAIVER_AGREEMENT" />
- <value enum="O" description="NO_INSTITUTIONAL" />
- </field>
- <field number="481" name="MoneyLaunderingStatus" type="CHAR">
- <value enum="Y" description="PASSED" />
- <value enum="N" description="NOT_CHECKED" />
- <value enum="1" description="EXEMPT_BELOW_THE_LIMIT" />
- <value enum="2" description="EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION" />
- <value enum="3" description="EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION" />
- </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="BID_PRICE" />
- <value enum="C" description="CREATION_PRICE" />
- <value enum="D" description="CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT" />
- <value enum="E" description="CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT" />
- <value enum="O" description="OFFER_PRICE" />
- <value enum="P" description="OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT" />
- <value enum="Q" description="OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT" />
- <value enum="S" description="SINGLE_PRICE" />
- </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="2" description="NSCC" />
- <value enum="3" description="EUROCLEAR" />
- <value enum="4" description="CLEARSTREAM" />
- <value enum="5" description="CHEQUE" />
- <value enum="6" description="TELEGRAPHIC_TRANSFER" />
- <value enum="7" description="FEDWIRE" />
- <value enum="8" description="DEBIT_CARD" />
- <value enum="9" description="DIRECT_DEBIT" />
- </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="MAXI_ISA" />
- <value enum="2" description="TESSA" />
- <value enum="3" description="MINI_CASH_ISA" />
- <value enum="4" description="MINI_STOCKS_AND_SHARES_ISA" />
- <value enum="5" description="MINI_INSURANCE_ISA" />
- <value enum="6" description="CURRENT_YEAR_PAYMENT" />
- <value enum="7" description="PRIOR_YEAR_PAYMENT" />
- <value enum="8" description="ASSET_TRANSFER" />
- <value enum="9" description="EMPLOYEE_PRIOR_YEAR" />
- <value enum="999" description="OTHER" />
- </field>
- <field number="496" name="RegistRejReasonText" type="STRING" />
- <field number="497" name="FundRenewWaiv" type="CHAR">
- <value enum="Y" description="YES" />
- <value enum="N" description="NO" />
- </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="R" description="REJECTED" />
- <value enum="H" description="HELD" />
- <value enum="N" description="REMINDER" />
- </field>
- <field number="507" name="RegistRejReasonCode" type="INT">
- <value enum="1" description="INVALID_UNACCEPTABLE_ACCOUNT_TYPE" />
- <value enum="2" description="INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE" />
- <value enum="3" description="INVALID_UNACCEPTABLE_OWNERSHIP_TYPE" />
- <value enum="4" description="INVALID_UNACCEPTABLE_NO_REG_DETLS" />
- <value enum="5" description="INVALID_UNACCEPTABLE_REG_SEQ_NO" />
- <value enum="6" description="INVALID_UNACCEPTABLE_REG_DTLS" />
- <value enum="7" description="INVALID_UNACCEPTABLE_MAILING_DTLS" />
- <value enum="8" description="INVALID_UNACCEPTABLE_MAILING_INST" />
- <value enum="9" description="INVALID_UNACCEPTABLE_INVESTOR_ID" />
- <value enum="10" description="INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE" />
- <value enum="11" description="INVALID_UNACCEPTABLE_DATE_OF_BIRTH" />
- <value enum="12" description="INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE" />
- <value enum="13" description="INVALID_UNACCEPTABLE_NODISTRIBINSTNS" />
- <value enum="14" description="INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE" />
- <value enum="15" description="INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD" />
- <value enum="16" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME" />
- <value enum="17" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE" />
- <value enum="18" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM" />
- <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="J" description="JOINT_INVESTORS" />
- <value enum="T" description="TENANTS_IN_COMMON" />
- <value enum="2" description="JOINT_TRUSTEES" />
- </field>
- <field number="518" name="NoContAmts" type="NUMINGROUP" />
- <field number="519" name="ContAmtType" type="INT">
- <value enum="1" description="COMMISSION_AMOUNT" />
- <value enum="2" description="COMMISSION_PERCENT" />
- <value enum="3" description="INITIAL_CHARGE_AMOUNT" />
- <value enum="4" description="INITIAL_CHARGE_PERCENT" />
- <value enum="5" description="DISCOUNT_AMOUNT" />
- <value enum="6" description="DISCOUNT_PERCENT" />
- <value enum="7" description="DILUTION_LEVY_AMOUNT" />
- <value enum="8" description="DILUTION_LEVY_PERCENT" />
- <value enum="9" description="EXIT_CHARGE_AMOUNT" />
- </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="INDIVIDUAL_INVESTOR" />
- <value enum="2" description="PUBLIC_COMPANY" />
- <value enum="3" description="PRIVATE_COMPANY" />
- <value enum="4" description="INDIVIDUAL_TRUSTEE" />
- <value enum="5" description="COMPANY_TRUSTEE" />
- <value enum="6" description="PENSION_PLAN" />
- <value enum="7" description="CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT" />
- <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="RISKLESS_PRINCIPAL" />
- <value enum="W" description="AGENT_FOR_OTHER_MEMBER" />
- </field>
- <field number="529" name="OrderRestrictions" type="MULTIPLEVALUESTRING">
- <value enum="1" description="PROGRAM_TRADE" />
- <value enum="2" description="INDEX_ARBITRAGE" />
- <value enum="3" description="NON_INDEX_ARBITRAGE" />
- <value enum="4" description="COMPETING_MARKET_MAKER" />
- <value enum="5" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY" />
- <value enum="6" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY" />
- <value enum="7" description="FOREIGN_ENTITY" />
- <value enum="8" description="EXTERNAL_MARKET_PARTICIPANT" />
- <value enum="9" description="EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE" />
- <value enum="A" description="RISKLESS_ARBITRAGE" />
- </field>
- <field number="530" name="MassCancelRequestType" type="CHAR">
- <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" />
- <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
- <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" />
- <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" />
- <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" />
- <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" />
- <value enum="7" description="CANCEL_ALL_ORDERS" />
- </field>
- <field number="531" name="MassCancelResponse" type="CHAR">
- <value enum="0" description="CANCEL_REQUEST_REJECTED" />
- <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" />
- <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
- <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" />
- <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" />
- <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" />
- <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" />
- <value enum="7" description="CANCEL_ALL_ORDERS" />
- </field>
- <field number="532" name="MassCancelRejectReason" type="CHAR">
- <value enum="0" description="MASS_CANCEL_NOT_SUPPORTED" />
- <value enum="1" description="INVALID_OR_UNKNOWN_SECURITY" />
- <value enum="2" description="INVALID_OR_UNKNOWN_UNDERLYING" />
- <value enum="3" description="INVALID_OR_UNKNOWN_PRODUCT" />
- <value enum="4" description="INVALID_OR_UNKNOWN_CFICODE" />
- <value enum="5" description="INVALID_OR_UNKNOWN_SECURITY_TYPE" />
- <value enum="6" description="INVALID_OR_UNKNOWN_TRADING_SESSION" />
- </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="RESTRICTED_TRADEABLE" />
- <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" />
- <field number="544" name="CashMargin" type="CHAR">
- <value enum="1" description="CASH" />
- <value enum="2" description="MARGIN_OPEN" />
- <value enum="3" description="MARGIN_CLOSE" />
- </field>
- <field number="545" name="NestedPartySubID" type="STRING" />
- <field number="546" name="Scope" type="MULTIPLEVALUESTRING">
- <value enum="1" description="LOCAL" />
- <value enum="2" description="NATIONAL" />
- <value enum="3" description="GLOBAL" />
- </field>
- <field number="547" name="MDImplicitDelete" type="BOOLEAN" />
- <field number="548" name="CrossID" type="STRING" />
- <field number="549" name="CrossType" type="INT">
- <value enum="1" description="CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT" />
- <value enum="2" description="CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED" />
- <value enum="3" description="CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE" />
- <value enum="4" description="CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE" />
- </field>
- <field number="550" name="CrossPrioritization" type="INT">
- <value enum="0" description="NONE" />
- <value enum="1" description="BUY_SIDE_IS_PRIORITIZED" />
- <value enum="2" description="SELL_SIDE_IS_PRIORITIZED" />
- </field>
- <field number="551" name="OrigCrossID" type="STRING" />
- <field number="552" name="NoSides" type="NUMINGROUP">
- <value enum="1" description="ONE_SIDE" />
- <value enum="2" description="BOTH_SIDES" />
- </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="SECURITYTYPE_AND_OR_CFICODE" />
- <value enum="2" description="PRODUCT" />
- <value enum="3" description="TRADINGSESSIONID" />
- <value enum="4" description="ALL_SECURITIES" />
- </field>
- <field number="560" name="SecurityRequestResult" 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="3" description="NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA" />
- <value enum="4" description="INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE" />
- <value enum="5" description="REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED" />
- </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="UNKNOWN_OR_INVALID_TRADINGSESSIONID" />
- </field>
- <field number="568" name="TradeRequestID" type="STRING" />
- <field number="569" name="TradeRequestType" type="INT">
- <value enum="0" description="ALL_TRADES" />
- <value enum="1" description="MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST" />
- <value enum="2" description="UNMATCHED_TRADES_THAT_MATCH_CRITERIA" />
- <value enum="3" description="UNREPORTED_TRADES_THAT_MATCH_CRITERIA" />
- <value enum="4" description="ADVISORIES_THAT_MATCH_CRITERIA" />
- </field>
- <field number="570" name="PreviouslyReported" type="BOOLEAN" />
- <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="COMPARED_MATCHED_OR_AFFIRMED" />
- <value enum="1" description="UNCOMPARED_UNMATCHED_OR_UNAFFIRMED" />
- <value enum="2" description="ADVISORY_OR_ALERT" />
- </field>
- <field number="574" name="MatchType" type="STRING" />
- <field number="575" name="OddLot" type="BOOLEAN" />
- <field number="576" name="NoClearingInstructions" type="INT" />
- <field number="577" name="ClearingInstruction" type="INT">
- <value enum="0" description="PROCESS_NORMALLY" />
- <value enum="1" description="EXCLUDE_FROM_ALL_NETTING" />
- <value enum="2" description="BILATERAL_NETTING_ONLY" />
- <value enum="3" description="EX_CLEARING" />
- <value enum="4" description="SPECIAL_TRADE" />
- <value enum="5" description="MULTILATERAL_NETTING" />
- <value enum="6" description="CLEAR_AGAINST_CENTRAL_COUNTERPARTY" />
- <value enum="7" description="EXCLUDE_FROM_CENTRAL_COUNTERPARTY" />
- <value enum="8" description="MANUAL_MODE" />
- <value enum="9" description="AUTOMATIC_POSTING_MODE" />
- </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="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS" />
- <value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS" />
- <value enum="3" description="HOUSE_TRADER" />
- <value enum="4" description="FLOOR_TRADER" />
- <value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED" />
- <value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED" />
- <value enum="8" description="JOINT_BACKOFFICE_ACCOUNT" />
- </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="STATUS_FOR_ORDERS_FOR_A_SECURITY" />
- <value enum="2" description="STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
- <value enum="3" description="STATUS_FOR_ORDERS_FOR_A_PRODUCT" />
- <value enum="4" description="STATUS_FOR_ORDERS_FOR_A_CFICODE" />
- <value enum="5" description="STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE" />
- <value enum="6" description="STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION" />
- <value enum="7" description="STATUS_FOR_ALL_ORDERS" />
- <value enum="8" description="STATUS_FOR_ORDERS_FOR_A_PARTYID" />
- </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" />
- <value enum="1" description="SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING" />
- <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="PRO_RATA" />
- <value enum="1" description="DO_NOT_PRO_RATA" />
- </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="CALCULATED" />
- <value enum="2" description="PRELIMINARY" />
- <value enum="5" description="READY_TO_BOOK_SINGLE_ORDER" />
- <value enum="7" description="WAREHOUSE_INSTRUCTION" />
- <value enum="8" description="REQUEST_TO_INTERMEDIARY" />
- </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="B" description="CBOE_MEMBER" />
- <value enum="C" description="NON_MEMBER_AND_CUSTOMER" />
- <value enum="E" description="EQUITY_MEMBER_AND_CLEARING_MEMBER" />
- <value enum="F" description="FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS" />
- <value enum="H" description="FIRMS_106H_AND_106J" />
- <value enum="I" description="GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS" />
- <value enum="L" description="LESSEE_AND_106F_EMPLOYEES" />
- <value enum="M" description="ALL_OTHER_OWNERSHIP_TYPES" />
- </field>
- <field number="636" name="WorkingIndicator" type="BOOLEAN" />
- <field number="637" name="LegLastPx" type="PRICE" />
- <field number="638" name="PriorityIndicator" type="INT">
- <value enum="0" description="PRIORITY_UNCHANGED" />
- <value enum="1" description="LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE" />
- </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" />
- <field number="651" name="UnderlyingLastPx" type="PRICE" />
- <field number="652" name="UnderlyingLastQty" type="QTY" />
- <field number="653" name="SecDefStatus" type="INT" until="43" >
- <value enum="0" description="PENDING_APPROVAL" />
- <value enum="1" description="APPROVED" />
- <value enum="2" description="REJECTED" />
- <value enum="3" description="UNAUTHORIZED_REQUEST" />
- <value enum="4" description="INVALID_DEFINITION_REQUEST" />
- </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="UNKNOWN_SYMBOL" />
- <value enum="2" description="EXCHANGE_CLOSED" />
- <value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT" />
- <value enum="4" description="TOO_LATE_TO_ENTER" />
- <value enum="5" description="INVALID_PRICE" />
- <value enum="6" description="NOT_AUTHORIZED_TO_REQUEST_QUOTE" />
- <value enum="7" description="NO_MATCH_FOR_INQUIRY" />
- <value enum="8" description="NO_MARKET_FOR_INSTRUMENT" />
- <value enum="9" description="NO_INVENTORY" />
- </field>
- <field number="659" name="SideComplianceID" type="STRING" />
- <field number="660" name="AcctIDSource" type="INT">
- <value enum="1" description="BIC" />
- <value enum="2" description="SID_CODE" />
- <value enum="3" description="TFM" />
- <value enum="4" description="OMGEO" />
- <value enum="5" description="DTCC_CODE" />
- </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="MISMATCHED_ACCOUNT" />
- <value enum="3" description="MISSING_SETTLEMENT_INSTRUCTIONS" />
- <value enum="4" description="CONFIRMED" />
- <value enum="5" description="REQUEST_REJECTED" />
- </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="PAR_FOR_PAR" />
- <value enum="2" description="MODIFIED_DURATION" />
- <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="2" description="PER_SHARE" />
- <value enum="3" description="FIXED_AMOUNT" />
- <value enum="4" description="DISCOUNT" />
- <value enum="5" description="PREMIUM" />
- <value enum="6" description="BASIS_POINTS_RELATIVE_TO_BENCHMARK" />
- <value enum="7" description="TED_PRICE" />
- <value enum="8" description="TED_YIELD" />
- <value enum="9" description="YIELD_SPREAD" />
- </field>
- <field number="693" name="QuoteRespID" type="STRING" />
- <field number="694" name="QuoteRespType" type="INT">
- <value enum="1" description="HIT_LIFT" />
- <value enum="2" description="COUNTER" />
- <value enum="3" description="EXPIRED" />
- <value enum="4" description="COVER" />
- <value enum="5" description="DONE_AWAY" />
- <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="TQ" description="TRANSACTION_QUANTITY" />
- <value enum="IAS" description="INTRA_SPREAD_QTY" />
- <value enum="IES" description="INTER_SPREAD_QTY" />
- <value enum="FIN" description="END_OF_DAY_QTY" />
- <value enum="SOD" description="START_OF_DAY_QTY" />
- <value enum="EX" description="OPTION_EXERCISE_QTY" />
- <value enum="AS" description="OPTION_ASSIGNMENT" />
- <value enum="TX" description="TRANSACTION_FROM_EXERCISE" />
- <value enum="TA" description="TRANSACTION_FROM_ASSIGNMENT" />
- <value enum="PIT" description="PIT_TRADE_QTY" />
- <value enum="TRF" description="TRANSFER_TRADE_QTY" />
- <value enum="ETR" description="ELECTRONIC_TRADE_QTY" />
- <value enum="ALC" description="ALLOCATION_TRADE_QTY" />
- <value enum="PA" description="ADJUSTMENT_QTY" />
- <value enum="ASF" description="AS_OF_TRADE_QTY" />
- <value enum="DLV" description="DELIVERY_QTY" />
- <value enum="TOT" description="TOTAL_TRANSACTION_QTY" />
- <value enum="XM" description="CROSS_MARGIN_QTY" />
- <value enum="SPL" description="INTEGRAL_SPLIT" />
- </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="FMTM" description="FINAL_MARK_TO_MARKET_AMOUNT" />
- <value enum="IMTM" description="INCREMENTAL_MARK_TO_MARKET_AMOUNT" />
- <value enum="TVAR" description="TRADE_VARIATION_AMOUNT" />
- <value enum="SMTM" description="START_OF_DAY_MARK_TO_MARKET_AMOUNT" />
- <value enum="PREM" description="PREMIUM_AMOUNT" />
- <value enum="CRES" description="CASH_RESIDUAL_AMOUNT" />
- <value enum="CASH" description="CASH_AMOUNT" />
- <value enum="VADJ" description="VALUE_ADJUSTED_AMOUNT" />
- </field>
- <field number="708" name="PosAmt" type="AMT" />
- <field number="709" name="PosTransType" type="INT">
- <value enum="1" description="EXERCISE" />
- <value enum="2" description="DO_NOT_EXERCISE" />
- <value enum="3" description="POSITION_ADJUSTMENT" />
- <value enum="4" description="POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION" />
- <value enum="5" description="PLEDGE" />
- </field>
- <field number="710" name="PosReqID" type="STRING" />
- <field number="711" name="NoUnderlyings" type="NUMINGROUP" />
- <field number="712" name="PosMaintAction" type="INT">
- <value enum="1" description="NEW" />
- <value enum="2" description="REPLACE" />
- <value enum="3" description="CANCEL" />
- </field>
- <field number="713" name="OrigPosReqRefID" type="STRING" />
- <field number="714" name="PosMaintRptRefID" type="STRING" />
- <field number="715" name="ClearingBusinessDate" type="LOCALMKTDATE" />
- <field number="716" name="SettlSessID" type="STRING" />
- <field number="717" name="SettlSessSubID" type="STRING" />
- <field number="718" name="AdjustmentType" type="INT">
- <value enum="0" description="PROCESS_REQUEST_AS_MARGIN_DISPOSITION" />
- <value enum="1" description="DELTA_PLUS" />
- <value enum="2" description="DELTA_MINUS" />
- <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="ACCEPTED_WITH_WARNINGS" />
- <value enum="2" description="REJECTED" />
- <value enum="3" description="COMPLETED" />
- <value enum="4" description="COMPLETED_WITH_WARNINGS" />
- </field>
- <field number="723" name="PosMaintResult" type="INT">
- <value enum="0" description="SUCCESSFUL_COMPLETION_NO_WARNINGS_OR_ERRORS" />
- <value enum="1" description="REJECTED" />
- </field>
- <field number="724" name="PosReqType" type="INT">
- <value enum="0" description="POSITIONS" />
- <value enum="1" description="TRADES" />
- <value enum="2" description="EXERCISES" />
- <value enum="3" description="ASSIGNMENTS" />
- </field>
- <field number="725" name="ResponseTransportType" type="INT">
- <value enum="0" description="INBAND" />
- <value enum="1" description="OUT_OF_BAND" />
- </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="VALID_REQUEST" />
- <value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST" />
- <value enum="2" description="NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA" />
- <value enum="3" description="NOT_AUTHORIZED_TO_REQUEST_POSITIONS" />
- <value enum="4" description="REQUEST_FOR_POSITION_NOT_SUPPORTED" />
- <value enum="99" description="OTHER" />
- </field>
- <field number="729" name="PosReqStatus" type="INT">
- <value enum="0" description="COMPLETED" />
- <value enum="1" description="COMPLETED_WITH_WARNINGS" />
- <value enum="2" description="REJECTED" />
- </field>
- <field number="730" name="SettlPrice" type="PRICE" />
- <field number="731" name="SettlPriceType" type="INT">
- <value enum="1" description="FINAL" />
- <value enum="2" description="THEORETICAL" />
- </field>
- <field number="732" name="UnderlyingSettlPrice" type="PRICE" />
- <field number="733" name="UnderlyingSettlPriceType" type="INT" />
- <field number="734" name="PriorSettlPrice" type="PRICE" />
- <field number="735" name="NoQuoteQualifiers" type="NUMINGROUP" />
- <field number="736" name="AllocSettlCurrency" type="CURRENCY" />
- <field number="737" name="AllocSettlCurrAmt" type="AMT" />
- <field number="738" name="InterestAtMaturity" type="AMT" />
- <field number="739" name="LegDatedDate" type="LOCALMKTDATE" />
- <field number="740" name="LegPool" type="STRING" />
- <field number="741" name="AllocInterestAtMaturity" type="AMT" />
- <field number="742" name="AllocAccruedInterestAmt" type="AMT" />
- <field number="743" name="DeliveryDate" type="LOCALMKTDATE" />
- <field number="744" name="AssignmentMethod" type="CHAR">
- <value enum="R" description="RANDOM" />
- <value enum="P" description="PRORATA" />
- </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="INVALID_OR_UNKNOWN_INSTRUMENT" />
- <value enum="2" description="INVALID_TYPE_OF_TRADE_REQUESTED" />
- <value enum="3" description="INVALID_PARTIES" />
- <value enum="4" description="INVALID_TRANSPORT_TYPE_REQUESTED" />
- <value enum="5" description="INVALID_DESTINATION_REQUESTED" />
- <value enum="8" description="TRADEREQUESTTYPE_NOT_SUPPORTED" />
- <value enum="9" description="UNAUTHORIZED_FOR_TRADE_CAPTURE_REPORT_REQUEST" />
- </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="SUCCESSFUL" />
- <value enum="1" description="INVALID_PARTY_INFORMATION" />
- <value enum="2" description="UNKNOWN_INSTRUMENT" />
- <value enum="3" description="UNAUTHORIZED_TO_REPORT_TRADES" />
- <value enum="4" description="INVALID_TRADE_TYPE" />
- </field>
- <field number="752" name="SideMultiLegReportingType" type="INT">
- <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="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="EXECUTION_TIME" />
- <value enum="2" description="TIME_IN" />
- <value enum="3" description="TIME_OUT" />
- <value enum="4" description="BROKER_RECEIPT" />
- <value enum="5" description="BROKER_EXECUTION" />
- </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="CONFIRMATION_REQUEST_REJECTED" />
- </field>
- <field number="774" name="ConfirmRejReason" type="INT">
- <value enum="1" description="MISMATCHED_ACCOUNT" />
- <value enum="2" description="MISSING_SETTLEMENT_INSTRUCTIONS" />
- </field>
- <field number="775" name="BookingType" type="INT">
- <value enum="0" description="REGULAR_BOOKING" />
- <value enum="1" description="CFD" />
- <value enum="2" description="TOTAL_RETURN_SWAP" />
- </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="USE_DEFAULT_INSTRUCTIONS" />
- <value enum="1" description="DERIVE_FROM_PARAMETERS_PROVIDED" />
- <value enum="2" description="FULL_DETAILS_PROVIDED" />
- <value enum="3" description="SSI_DB_IDS_PROVIDED" />
- <value enum="4" description="PHONE_FOR_INSTRUCTIONS" />
- </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="S" description="SECURITIES" />
- <value enum="C" description="CASH" />
- </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="UNABLE_TO_PROCESS_REQUEST" />
- <value enum="1" description="UNKNOWN_ACCOUNT" />
- <value enum="2" description="NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND" />
- </field>
- <field number="793" name="SecondaryAllocID" type="STRING" />
- <field number="794" name="AllocReportType" type="INT">
- <value enum="3" description="SELLSIDE_CALCULATED_USING_PRELIMINARY" />
- <value enum="4" description="SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY" />
- <value enum="5" description="WAREHOUSE_RECAP" />
- <value enum="8" description="REQUEST_TO_INTERMEDIARY" />
- </field>
- <field number="795" name="AllocReportRefID" type="STRING" />
- <field number="796" name="AllocCancReplaceReason" type="INT">
- <value enum="1" description="ORIGINAL_DETAILS_INCOMPLETE_INCORRECT" />
- <value enum="2" description="CHANGE_IN_UNDERLYING_ORDER_DETAILS" />
- </field>
- <field number="797" name="CopyMsgIndicator" type="BOOLEAN" />
- <field number="798" name="AllocAccountType" type="INT">
- <value enum="1" description="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS" />
- <value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS" />
- <value enum="3" description="HOUSE_TRADER" />
- <value enum="4" description="FLOOR_TRADER" />
- <value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED" />
- <value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED" />
- <value enum="8" description="JOINT_BACKOFFICE_ACCOUNT" />
- </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" />
- <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="PENDING_ACCEPT" />
- <value enum="2" description="PENDING_RELEASE" />
- <value enum="3" description="PENDING_REVERSAL" />
- <value enum="4" description="ACCEPT" />
- <value enum="5" description="BLOCK_LEVEL_REJECT" />
- <value enum="6" description="ACCOUNT_LEVEL_REJECT" />
- </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="NO_ACTION_TAKEN" />
- <value enum="1" description="QUEUE_FLUSHED" />
- <value enum="2" description="OVERLAY_LAST" />
- <value enum="3" description="END_SESSION" />
- </field>
- <field number="815" name="ApplQueueAction" type="INT">
- <value enum="0" description="NO_ACTION_TAKEN" />
- <value enum="1" description="QUEUE_FLUSHED" />
- <value enum="2" description="OVERLAY_LAST" />
- <value enum="3" description="END_SESSION" />
- </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="NO_AVERAGE_PRICING" />
- <value enum="1" description="TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID" />
- <value enum="2" description="LAST_TRADE_IN_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID" />
- </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="ALLOCATION_NOT_REQUIRED" />
- <value enum="1" description="ALLOCATION_REQUIRED" />
- <value enum="2" description="USE_ALLOCATION_PROVIDED_WITH_THE_TRADE" />
- </field>
- <field number="827" name="ExpirationCycle" type="INT">
- <value enum="0" description="EXPIRE_ON_TRADING_SESSION_CLOSE" />
- <value enum="1" description="EXPIRE_ON_TRADING_SESSION_OPEN" />
- </field>
- <field number="828" name="TrdType" type="INT">
- <value enum="0" description="REGULAR_TRADE" />
- <value enum="1" description="BLOCK_TRADE" />
- <value enum="2" description="EFP" />
- <value enum="3" description="TRANSFER" />
- <value enum="4" description="LATE_TRADE" />
- <value enum="5" description="T_TRADE" />
- <value enum="6" description="WEIGHTED_AVERAGE_PRICE_TRADE" />
- <value enum="7" description="BUNCHED_TRADE" />
- <value enum="8" description="LATE_BUNCHED_TRADE" />
- <value enum="9" description="PRIOR_REFERENCE_PRICE_TRADE" />
- </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="BASIS_POINTS" />
- <value enum="2" description="TICKS" />
- <value enum="3" description="PRICE_TIER_LEVEL" />
- </field>
- <field number="837" name="PegLimitType" type="INT">
- <value enum="0" description="OR_BETTER" />
- <value enum="1" description="STRICT" />
- <value enum="2" description="OR_WORSE" />
- </field>
- <field number="838" name="PegRoundDirection" type="INT">
- <value enum="1" description="MORE_AGGRESSIVE" />
- <value enum="2" description="MORE_PASSIVE" />
- </field>
- <field number="839" name="PeggedPrice" type="PRICE" />
- <field number="840" name="PegScope" type="INT">
- <value enum="1" description="LOCAL" />
- <value enum="2" description="NATIONAL" />
- <value enum="3" description="GLOBAL" />
- <value enum="4" description="NATIONAL_EXCLUDING_LOCAL" />
- </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="BASIS_POINTS" />
- <value enum="2" description="TICKS" />
- <value enum="3" description="PRICE_TIER_LEVEL" />
- </field>
- <field number="843" name="DiscretionLimitType" type="INT">
- <value enum="0" description="OR_BETTER" />
- <value enum="1" description="STRICT" />
- <value enum="2" description="OR_WORSE" />
- </field>
- <field number="844" name="DiscretionRoundDirection" type="INT">
- <value enum="1" description="MORE_AGGRESSIVE" />
- <value enum="2" description="MORE_PASSIVE" />
- </field>
- <field number="845" name="DiscretionPrice" type="PRICE" />
- <field number="846" name="DiscretionScope" type="INT">
- <value enum="1" description="LOCAL" />
- <value enum="2" description="NATIONAL" />
- <value enum="3" description="GLOBAL" />
- <value enum="4" description="NATIONAL_EXCLUDING_LOCAL" />
- </field>
- <field number="847" name="TargetStrategy" type="INT" />
- <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="ADDED_LIQUIDITY" />
- <value enum="2" description="REMOVED_LIQUIDITY" />
- <value enum="3" description="LIQUIDITY_ROUTED_OUT" />
- </field>
- <field number="852" name="PublishTrdIndicator" type="BOOLEAN" />
- <field number="853" name="ShortSaleReason" type="INT">
- <value enum="0" description="DEALER_SOLD_SHORT" />
- <value enum="1" description="DEALER_SOLD_SHORT_EXEMPT" />
- <value enum="2" description="SELLING_CUSTOMER_SOLD_SHORT" />
- <value enum="3" description="SELLING_CUSTOMER_SOLD_SHORT_EXEMPT" />
- <value enum="4" description="QUALIFED_SERVICE_REPRESENTATIVE_OR_AUTOMATIC_GIVEUP_CONTRA_SIDE_SOLD_SHORT" />
- <value enum="5" description="QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT" />
- </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="NO_WAS" />
- <value enum="6" description="TRADE_REPORT_CANCEL" />
- <value enum="7" description="LOCKED_IN_TRADE_BREAK" />
- </field>
- <field number="857" name="AllocNoOrdersType" type="INT">
- <value enum="0" description="NOT_SPECIFIED" />
- <value enum="1" description="EXPLICIT_LIST_PROVIDED" />
- </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="SINKING_FUND_CALL" />
- </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="2" description="ZERO_COUPON" />
- <value enum="3" description="INTEREST_BEARING" />
- <value enum="4" description="NO_PERIODIC_PAYMENTS" />
- <value enum="5" description="VARIABLE_RATE" />
- <value enum="6" description="LESS_FEE_FOR_PUT" />
- <value enum="7" description="STEPPED_COUPON" />
- <value enum="8" description="COUPON_PERIOD" />
- <value enum="9" description="WHEN_AND_IF_ISSUED" />
- </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" />
- <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="PER_UNIT" />
- <value enum="2" description="PERCENTAGE" />
- </field>
- <field number="892" name="TotNoAllocs" type="INT" />
- <field number="893" name="LastFragment" type="BOOLEAN" />
- <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="TIME_WARNING" />
- <value enum="3" description="MARGIN_DEFICIENCY" />
- <value enum="4" description="MARGIN_EXCESS" />
- <value enum="5" description="FORWARD_COLLATERAL_DEMAND" />
- <value enum="6" description="EVENT_OF_DEFAULT" />
- <value enum="7" description="ADVERSE_TAX_EVENT" />
- </field>
- <field number="896" name="CollInquiryQualifier" type="INT">
- <value enum="0" description="TRADEDATE" />
- <value enum="1" description="GC_INSTRUMENT" />
- <value enum="2" description="COLLATERALINSTRUMENT" />
- <value enum="3" description="SUBSTITUTION_ELIGIBLE" />
- <value enum="4" description="NOT_ASSIGNED" />
- <value enum="5" description="PARTIALLY_ASSIGNED" />
- <value enum="6" description="FULLY_ASSIGNED" />
- <value enum="7" description="OUTSTANDING_TRADES" />
- </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="UNKNOWN_DEAL" />
- <value enum="1" description="UNKNOWN_OR_INVALID_INSTRUMENT" />
- <value enum="2" description="UNAUTHORIZED_TRANSACTION" />
- <value enum="3" description="INSUFFICIENT_COLLATERAL" />
- <value enum="4" description="INVALID_TYPE_OF_COLLATERAL" />
- <value enum="5" description="EXCESSIVE_SUBSTITUTION" />
- </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="PARTIALLY_ASSIGNED" />
- <value enum="2" description="ASSIGNMENT_PROPOSED" />
- <value enum="3" description="ASSIGNED" />
- <value enum="4" description="CHALLENGED" />
- </field>
- <field number="911" name="TotNumReports" type="INT" />
- <field number="912" name="LastRptRequested" type="BOOLEAN" />
- <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="VERSUS_PAYMENT" />
- <value enum="1" description="FREE" />
- <value enum="2" description="TRI_PARTY" />
- <value enum="3" description="HOLD_IN_CUSTODY" />
- </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="REQUEST_INDIVIDUAL_USER_STATUS" />
- </field>
- <field number="925" name="NewPassword" type="STRING" />
- <field number="926" name="UserStatus" type="INT">
- <value enum="1" description="LOGGED_IN" />
- <value enum="2" description="NOT_LOGGED_IN" />
- <value enum="3" description="USER_NOT_RECOGNISED" />
- <value enum="4" description="PASSWORD_INCORRECT" />
- <value enum="5" description="PASSWORD_CHANGED" />
- <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="NOT_CONNECTED_DOWN_EXPECTED_UP" />
- <value enum="3" description="NOT_CONNECTED_DOWN_EXPECTED_DOWN" />
- <value enum="4" description="IN_PROCESS" />
- </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="STOP_SUBSCRIBING" />
- <value enum="8" description="LEVEL_OF_DETAIL" />
- </field>
- <field number="936" name="NoCompIDs" type="NUMINGROUP" />
- <field number="937" name="NetworkStatusResponseType" type="INT">
- <value enum="1" description="FULL" />
- <value enum="2" description="INCREMENTAL_UPDATE" />
- </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="CONFIRM_REJECTED" />
- <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="ACCEPTED_WITH_WARNINGS" />
- <value enum="2" description="COMPLETED" />
- <value enum="3" description="COMPLETED_WITH_WARNINGS" />
- <value enum="4" description="REJECTED" />
- </field>
- <field number="946" name="CollInquiryResult" type="INT">
- <value enum="0" description="SUCCESSFUL" />
- <value enum="1" description="INVALID_OR_UNKNOWN_INSTRUMENT" />
- <value enum="2" description="INVALID_OR_UNKNOWN_COLLATERAL_TYPE" />
- <value enum="3" description="INVALID_PARTIES" />
- <value enum="4" description="INVALID_TRANSPORT_TYPE_REQUESTED" />
- <value enum="5" description="INVALID_DESTINATION_REQUESTED" />
- <value enum="6" description="NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED" />
- <value enum="7" description="NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED" />
- <value enum="8" description="COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED" />
- <value enum="9" description="UNAUTHORIZED_FOR_COLLATERAL_INQUIRY" />
- <value enum="99" description="OTHER" />
- </field>
- <field number="947" name="StrikeCurrency" type="CURRENCY" />
- <field number="948" name="NoNested3PartyIDs" type="NUMINGROUP" />
- <field number="949" name="Nested3PartyID" type="STRING" />
- <field number="950" name="Nested3PartyIDSource" type="CHAR" />
- <field number="951" name="Nested3PartyRole" type="INT" />
- <field number="952" name="NoNested3PartySubIDs" type="NUMINGROUP" />
- <field number="953" name="Nested3PartySubID" type="STRING" />
- <field number="954" name="Nested3PartySubIDType" type="INT" />
- <field number="955" name="LegContractSettlMonth" type="MONTHYEAR" />
- <field number="956" name="LegInterestAccrualDate" type="LOCALMKTDATE" />
- </fields>
-</fix>
+ <message name='AllocationReport' msgcat='app' msgtype='AS'>
+ <field name='AllocReportID' required='Y' />
+ <field name='AllocID' required='N' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocReportRefID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='AllocReportType' required='Y' />
+ <field name='AllocStatus' required='Y' />
+ <field name='AllocRejCode' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='Y' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='RndPx' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <component name='RateSource' required='N' />
+ </message>
+ <message name='AllocationReportAck' msgcat='app' msgtype='AT'>
+ <field name='AllocReportID' required='Y' />
+ <field name='AllocID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='AllocStatus' required='N' />
+ <field name='AllocRejCode' required='N' />
+ <field name='AllocReportType' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='AllocAckGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='AllocTransType' required='N' />
+ </message>
+ <message name='ConfirmationAck' msgcat='app' msgtype='AU'>
+ <field name='ConfirmID' required='Y' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='AffirmStatus' required='Y' />
+ <field name='ConfirmRejReason' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='SettlementInstructionRequest' msgcat='app' msgtype='AV'>
+ <field name='SettlInstReqID' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='Side' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='CFICode' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='StandInstDbType' required='N' />
+ <field name='StandInstDbName' required='N' />
+ <field name='StandInstDbID' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='AssignmentReport' msgcat='app' msgtype='AW'>
+ <field name='AsgnRptID' required='Y' />
+ <field name='TotNumAssignmentReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='PositionQty' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='SettlPriceType' required='N' />
+ <field name='UnderlyingSettlPrice' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='AssignmentMethod' required='N' />
+ <field name='AssignmentUnit' required='N' />
+ <field name='OpenInterest' required='N' />
+ <field name='ExerciseMethod' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='PosReqID' required='N' />
+ </message>
+ <message name='CollateralRequest' msgcat='app' msgtype='AX'>
+ <field name='CollReqID' required='Y' />
+ <field name='CollAsgnReason' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='ExpireTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='CollateralAssignment' msgcat='app' msgtype='AY'>
+ <field name='CollAsgnID' required='Y' />
+ <field name='CollReqID' required='N' />
+ <field name='CollAsgnReason' required='Y' />
+ <field name='CollAsgnTransType' required='Y' />
+ <field name='CollAsgnRefID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='ExpireTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='CollateralResponse' msgcat='app' msgtype='AZ'>
+ <field name='CollRespID' required='Y' />
+ <field name='CollAsgnID' required='N' />
+ <field name='CollReqID' required='N' />
+ <field name='CollAsgnReason' required='N' />
+ <field name='CollAsgnTransType' required='N' />
+ <field name='CollAsgnRespType' required='Y' />
+ <field name='CollAsgnRejectReason' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='CollApplType' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ </message>
+ <message name='CollateralReport' msgcat='app' msgtype='BA'>
+ <field name='CollRptID' required='Y' />
+ <field name='CollInquiryID' required='N' />
+ <field name='CollStatus' required='Y' />
+ <field name='TotNumReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='CollApplType' required='N' />
+ <field name='FinancialStatus' required='N' />
+ </message>
+ <message name='CollateralInquiry' msgcat='app' msgtype='BB'>
+ <field name='CollInquiryID' required='Y' />
+ <component name='CollInqQualGrp' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='NetworkCounterpartySystemStatusRequest' msgcat='app' msgtype='BC'>
+ <field name='NetworkRequestType' required='Y' />
+ <field name='NetworkRequestID' required='Y' />
+ <component name='CompIDReqGrp' required='N' />
+ </message>
+ <message name='NetworkCounterpartySystemStatusResponse' msgcat='app' msgtype='BD'>
+ <field name='NetworkStatusResponseType' required='Y' />
+ <field name='NetworkRequestID' required='N' />
+ <field name='NetworkResponseID' required='Y' />
+ <field name='LastNetworkResponseID' required='N' />
+ <component name='CompIDStatGrp' required='Y' />
+ </message>
+ <message name='UserRequest' msgcat='app' msgtype='BE'>
+ <field name='UserRequestID' required='Y' />
+ <field name='UserRequestType' required='Y' />
+ <field name='Username' required='Y' />
+ <field name='Password' required='N' />
+ <field name='NewPassword' required='N' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
+ <field name='EncryptedPasswordMethod' required='N' />
+ <field name='EncryptedPasswordLen' required='N' />
+ <field name='EncryptedPassword' required='N' />
+ <field name='EncryptedNewPasswordLen' required='N' />
+ <field name='EncryptedNewPassword' required='N' />
+ </message>
+ <message name='UserResponse' msgcat='app' msgtype='BF'>
+ <field name='UserRequestID' required='Y' />
+ <field name='Username' required='Y' />
+ <field name='UserStatus' required='N' />
+ <field name='UserStatusText' required='N' />
+ </message>
+ <message name='CollateralInquiryAck' msgcat='app' msgtype='BG'>
+ <field name='CollInquiryID' required='Y' />
+ <field name='CollInquiryStatus' required='Y' />
+ <field name='CollInquiryResult' required='N' />
+ <component name='CollInqQualGrp' required='N' />
+ <field name='TotNumReports' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ConfirmationRequest' msgcat='app' msgtype='BH'>
+ <field name='ConfirmReqID' required='Y' />
+ <field name='ConfirmType' required='Y' />
+ <component name='OrdAllocGrp' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocAccountType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ContraryIntentionReport' msgcat='app' msgtype='BO'>
+ <field name='ContIntRptID' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='LateIndicator' required='N' />
+ <field name='InputSource' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <component name='Parties' required='Y' />
+ <component name='ExpirationQty' required='Y' />
+ <component name='Instrument' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='SecurityDefinitionUpdateReport' msgcat='app' msgtype='BP'>
+ <field name='SecurityReportID' required='N' />
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityResponseType' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SecurityUpdateAction' required='N' />
+ <field name='CorporateAction' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='MarketSegmentGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='TransactTime' required='N' />
+ </message>
+ <message name='SecurityListUpdateReport' msgcat='app' msgtype='BK'>
+ <field name='SecurityReportID' required='N' />
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SecurityUpdateAction' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecLstUpdRelSymGrp' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='SecurityListID' required='N' />
+ <field name='SecurityListRefID' required='N' />
+ <field name='SecurityListDesc' required='N' />
+ <field name='EncodedSecurityListDescLen' required='N' />
+ <field name='EncodedSecurityListDesc' required='N' />
+ <field name='SecurityListType' required='N' />
+ <field name='SecurityListTypeSource' required='N' />
+ <field name='TransactTime' required='N' />
+ </message>
+ <message name='AdjustedPositionReport' msgcat='app' msgtype='BL'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqType' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <component name='Parties' required='Y' />
+ <component name='PositionQty' required='Y' />
+ <component name='InstrmtGrp' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
+ </message>
+ <message name='AllocationInstructionAlert' msgcat='app' msgtype='BM'>
+ <field name='AllocID' required='Y' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocType' required='Y' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='RndPx' required='N' />
+ </message>
+ <message name='ExecutionAcknowledgement' msgcat='app' msgtype='BN'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='ExecAckStatus' required='Y' />
+ <field name='ExecID' required='Y' />
+ <field name='DKReason' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='CumQty' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='TradingSessionList' msgcat='app' msgtype='BJ'>
+ <field name='TradSesReqID' required='N' />
+ <component name='TrdSessLstGrp' required='Y' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='TradingSessionListRequest' msgcat='app' msgtype='BI'>
+ <field name='TradSesReqID' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SecurityExchange' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='SettlementObligationReport' msgcat='app' msgtype='BQ'>
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SettlementCycleNo' required='N' />
+ <field name='SettlObligMsgID' required='Y' />
+ <field name='SettlObligMode' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='SettlObligationInstructions' required='Y' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='DerivativeSecurityListUpdateReport' msgcat='app' msgtype='BR'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <field name='SecurityUpdateAction' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <component name='DerivativeSecurityDefinition' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='RelSymDerivSecUpdGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='TransactTime' required='N' />
+ </message>
+ <message name='TradingSessionListUpdateReport' msgcat='app' msgtype='BS'>
+ <field name='TradSesReqID' required='N' />
+ <component name='TrdSessLstGrp' required='Y' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='MarketDefinitionRequest' msgcat='app' msgtype='BT'>
+ <field name='MarketReqID' required='Y' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='ParentMktSegmID' required='N' />
+ </message>
+ <message name='MarketDefinition' msgcat='app' msgtype='BU'>
+ <field name='MarketReportID' required='Y' />
+ <field name='MarketReqID' required='N' />
+ <field name='MarketID' required='Y' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='MarketSegmentDesc' required='N' />
+ <field name='EncodedMktSegmDescLen' required='N' />
+ <field name='EncodedMktSegmDesc' required='N' />
+ <field name='ParentMktSegmID' required='N' />
+ <field name='Currency' required='N' />
+ <component name='BaseTradingRules' required='N' />
+ <component name='OrdTypeRules' required='N' />
+ <component name='TimeInForceRules' required='N' />
+ <component name='ExecInstRules' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='MarketDefinitionUpdateReport' msgcat='app' msgtype='BV'>
+ <field name='MarketReportID' required='Y' />
+ <field name='MarketReqID' required='N' />
+ <field name='MarketUpdateAction' required='N' />
+ <field name='MarketID' required='Y' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='MarketSegmentDesc' required='N' />
+ <field name='EncodedMktSegmDescLen' required='N' />
+ <field name='EncodedMktSegmDesc' required='N' />
+ <field name='ParentMktSegmID' required='N' />
+ <field name='Currency' required='N' />
+ <component name='BaseTradingRules' required='N' />
+ <component name='OrdTypeRules' required='N' />
+ <component name='TimeInForceRules' required='N' />
+ <component name='ExecInstRules' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='ApplicationMessageRequest' msgcat='app' msgtype='BW'>
+ <field name='ApplReqID' required='Y' />
+ <field name='ApplReqType' required='Y' />
+ <component name='ApplIDRequestGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='ApplicationMessageRequestAck' msgcat='app' msgtype='BX'>
+ <field name='ApplResponseID' required='Y' />
+ <field name='ApplReqID' required='N' />
+ <field name='ApplReqType' required='N' />
+ <field name='ApplResponseType' required='N' />
+ <field name='ApplTotalMessageCount' required='N' />
+ <component name='ApplIDRequestAckGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='ApplicationMessageReport' msgcat='app' msgtype='BY'>
+ <field name='ApplReportID' required='Y' />
+ <field name='ApplReportType' required='Y' />
+ <component name='ApplIDReportGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ApplReqID' required='N' />
+ </message>
+ <message name='OrderMassActionReport' msgcat='app' msgtype='BZ'>
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='MassActionReportID' required='Y' />
+ <field name='MassActionType' required='Y' />
+ <field name='MassActionScope' required='Y' />
+ <field name='MassActionResponse' required='Y' />
+ <field name='MassActionRejectReason' required='N' />
+ <field name='TotalAffectedOrders' required='N' />
+ <component name='AffectedOrdGrp' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='NotAffectedOrdersGrp' required='N' />
+ <component name='TargetParties' required='N' />
+ </message>
+ <message name='OrderMassActionRequest' msgcat='app' msgtype='CA'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='MassActionType' required='Y' />
+ <field name='MassActionScope' required='Y' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='TargetParties' required='N' />
+ </message>
+ <message name='UserNotification' msgcat='app' msgtype='CB'>
+ <component name='UsernameGrp' required='N' />
+ <field name='UserStatus' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='StreamAssignmentRequest' msgcat='app' msgtype='CC'>
+ <field name='StreamAsgnReqID' required='Y' />
+ <field name='StreamAsgnReqType' required='Y' />
+ <component name='StrmAsgnReqGrp' required='Y' />
+ </message>
+ <message name='StreamAssignmentReport' msgcat='app' msgtype='CD'>
+ <field name='StreamAsgnRptID' required='Y' />
+ <field name='StreamAsgnReqType' required='N' />
+ <field name='StreamAsgnReqID' required='N' />
+ <component name='StrmAsgnRptGrp' required='N' />
+ </message>
+ <message name='StreamAssignmentReportACK' msgcat='app' msgtype='CE'>
+ <field name='StreamAsgnAckType' required='Y' />
+ <field name='StreamAsgnRptID' required='Y' />
+ <field name='StreamAsgnRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='PartyDetailsListRequest' msgcat='app' msgtype='CF'>
+ <field name='PartyDetailsListRequestID' required='Y' />
+ <component name='PartyListResponseTypeGrp' required='Y' />
+ <component name='Parties' required='N' />
+ <component name='RequestedPartyRoleGrp' required='N' />
+ <component name='PartyRelationships' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='PartyDetailsListReport' msgcat='app' msgtype='CG'>
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='PartyDetailsListReportID' required='Y' />
+ <field name='PartyDetailsListRequestID' required='N' />
+ <field name='PartyDetailsRequestResult' required='N' />
+ <field name='TotNoPartyList' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='PartyListGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ </messages>
+ <trailer />
+ <components>
+ <component name='RelatedAltPtysSubGrp'>
+ <group name='NoRelatedPartyAltSubIDs' required='N'>
+ <field name='RelatedPartyAltSubID' required='N' />
+ <field name='RelatedPartyAltSubIDType' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeSecurityXML'>
+ <field name='DerivativeSecurityXMLLen' required='N' />
+ <field name='DerivativeSecurityXML' required='N' />
+ <field name='DerivativeSecurityXMLSchema' 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' />
+ <component name='LegSecAltIDGrp' required='N' />
+ <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' />
+ <field name='LegUnitOfMeasure' required='N' />
+ <field name='LegTimeUnit' required='N' />
+ <field name='LegOptionRatio' required='N' />
+ <field name='LegPrice' required='N' />
+ <field name='LegMaturityTime' required='N' />
+ <field name='LegPutOrCall' required='N' />
+ <field name='LegExerciseStyle' required='N' />
+ <field name='LegUnitOfMeasureQty' required='N' />
+ <field name='LegPriceUnitOfMeasure' required='N' />
+ <field name='LegPriceUnitOfMeasureQty' required='N' />
+ <field name='LegContractMultiplierUnit' required='N' />
+ <field name='LegFlowScheduleType' required='N' />
+ </component>
+ <component name='InstrmtLegExecGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegLastPx' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ <field name='LegLastForwardPoints' required='N' />
+ <field name='LegCalculatedCcyLastQty' required='N' />
+ <field name='LegGrossTradeAmt' required='N' />
+ <component name='NestedParties3' required='N' />
+ <field name='LegAllocID' required='N' />
+ <component name='LegPreAllocGrp' required='N' />
+ <field name='LegVolatility' required='N' />
+ <field name='LegDividendYield' required='N' />
+ <field name='LegCurrencyRatio' required='N' />
+ <field name='LegExecInst' required='N' />
+ <field name='LegLastQty' required='N' />
+ </group>
+ </component>
+ <component name='TrdCapRptSideGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='OddLot' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SideMultiLegReportingType' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='ExchangeRule' required='N' />
+ <field name='TradeAllocIndicator' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='TrdAllocGrp' required='N' />
+ <field name='SideLastQty' required='N' />
+ <field name='SideTradeReportID' required='N' />
+ <field name='SideFillStationCd' required='N' />
+ <field name='SideReasonCd' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='SideTrdSubTyp' required='N' />
+ <component name='SideTrdRegTS' required='N' />
+ <field name='SideGrossTradeAmt' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='ExchangeSpecialInstructions' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SideCurrency' required='N' />
+ <field name='SideSettlCurrency' required='N' />
+ <component name='SettlDetails' required='N' />
+ <field name='OrderCategory' required='N' />
+ <component name='TradeReportOrderDetail' required='N' />
+ <field name='SideExecID' required='N' />
+ <field name='OrderDelay' required='N' />
+ <field name='OrderDelayUnit' required='N' />
+ <field name='SideLiquidityInd' required='N' />
+ </group>
+ </component>
+ <component name='PositionAmountData'>
+ <group name='NoPosAmt' required='N'>
+ <field name='PosAmtType' required='N' />
+ <field name='PosAmt' required='N' />
+ <field name='PositionCurrency' required='N' />
+ </group>
+ </component>
+ <component name='ApplicationSequenceControl'>
+ <field name='ApplID' required='N' />
+ <field name='ApplSeqNum' required='N' />
+ <field name='ApplLastSeqNum' required='N' />
+ <field name='ApplResendFlag' 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='MDReqGrp'>
+ <group name='NoMDEntryTypes' required='Y'>
+ <field name='MDEntryType' required='Y' />
+ </group>
+ </component>
+ <component name='PartyListResponseTypeGrp'>
+ <group name='NoPartyListResponseTypes' required='Y'>
+ <field name='PartyListResponseType' required='Y' />
+ </group>
+ </component>
+ <component name='TrdCapRptAckSideGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='OddLot' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='SideMultiLegReportingType' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='ExchangeRule' required='N' />
+ <field name='TradeAllocIndicator' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='TrdAllocGrp' required='N' />
+ <field name='SideGrossTradeAmt' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='SideLastQty' required='N' />
+ <field name='SideTradeReportID' required='N' />
+ <field name='SideFillStationCd' required='N' />
+ <field name='SideReasonCd' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='SideTrdSubTyp' required='N' />
+ <component name='SideTrdRegTS' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SideCurrency' required='N' />
+ <field name='SideSettlCurrency' required='N' />
+ <component name='SettlDetails' required='N' />
+ <field name='SideExecID' required='N' />
+ <field name='OrderDelay' required='N' />
+ <field name='OrderDelayUnit' required='N' />
+ <field name='OrderCategory' required='N' />
+ <component name='TradeReportOrderDetail' required='N' />
+ </group>
+ </component>
+ <component name='SettlInstGrp'>
+ <group name='NoSettlInst' required='N'>
+ <field name='SettlInstID' required='N' />
+ <field name='SettlInstTransType' required='N' />
+ <field name='SettlInstRefID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Side' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='CFICode' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='PaymentMethod' required='N' />
+ <field name='PaymentRef' required='N' />
+ <field name='CardHolderName' required='N' />
+ <field name='CardNumber' required='N' />
+ <field name='CardStartDate' required='N' />
+ <field name='CardExpDate' required='N' />
+ <field name='CardIssNum' required='N' />
+ <field name='PaymentDate' required='N' />
+ <field name='PaymentRemitterID' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </group>
+ </component>
+ <component name='SecLstUpdRelSymGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='SecLstUpdRelSymsLegGrp' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='ListUpdateAction' required='N' />
+ <component name='SecurityTradingRules' required='N' />
+ <component name='StrikeRules' required='N' />
+ <field name='RelSymTransactTime' required='N' />
+ </group>
+ </component>
+ <component name='SecAltIDGrp'>
+ <group name='NoSecurityAltID' required='N'>
+ <field name='SecurityAltID' required='N' />
+ <field name='SecurityAltIDSource' required='N' />
+ </group>
+ </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='RiskLimits'>
+ <group name='NoRiskLimits' required='N'>
+ <field name='RiskLimitType' required='N' />
+ <field name='RiskLimitAmount' required='N' />
+ <field name='RiskLimitCurrency' required='N' />
+ <field name='RiskLimitPlatform' required='N' />
+ <component name='RiskInstrumentScope' required='N' />
+ <component name='RiskWarningLevels' required='N' />
+ </group>
+ </component>
+ <component name='AltPtysSubGrp'>
+ <group name='NoPartyAltSubIDs' required='N'>
+ <field name='PartyAltSubID' required='N' />
+ <field name='PartyAltSubIDType' required='N' />
+ </group>
+ </component>
+ <component name='PartyDetail'>
+ <field name='PartyID' required='Y' />
+ <field name='PartyIDSource' required='Y' />
+ <field name='PartyRole' required='Y' />
+ <component name='PtysSubGrp' required='N' />
+ <component name='PartyAltIDs' required='N' />
+ <component name='ContextParties' required='N' />
+ <component name='RiskLimits' required='N' />
+ </component>
+ <component name='MatchRules'>
+ <group name='NoMatchRules' required='N'>
+ <field name='MatchAlgorithm' required='N' />
+ <field name='MatchType' required='N' />
+ </group>
+ </component>
+ <component name='LotTypeRules'>
+ <group name='NoLotTypeRules' required='N'>
+ <field name='LotType' required='N' />
+ <field name='MinLotSize' required='N' />
+ </group>
+ </component>
+ <component name='BidCompReqGrp'>
+ <group name='NoBidComponents' required='N'>
+ <field name='ListID' required='N' />
+ <field name='Side' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ </group>
+ </component>
+ <component name='TargetParties'>
+ <group name='NoTargetPartyIDs' required='N'>
+ <field name='TargetPartyID' required='N' />
+ <field name='TargetPartyIDSource' required='N' />
+ <field name='TargetPartyRole' required='N' />
+ </group>
+ </component>
+ <component name='TimeInForceRules'>
+ <group name='NoTimeInForceRules' required='N'>
+ <field name='TimeInForce' required='N' />
+ </group>
+ </component>
+ <component name='TrdSessLstGrp'>
+ <group name='NoTradingSessions' required='Y'>
+ <field name='TradingSessionID' required='Y' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SecurityExchange' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='TradSesStatus' required='Y' />
+ <field name='TradSesStatusRejReason' required='N' />
+ <field name='TradSesStartTime' required='N' />
+ <field name='TradSesOpenTime' required='N' />
+ <field name='TradSesPreCloseTime' required='N' />
+ <field name='TradSesCloseTime' required='N' />
+ <field name='TradSesEndTime' required='N' />
+ <field name='TotalVolumeTraded' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradingSessionDesc' required='N' />
+ <component name='TradingSessionRules' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TradSesUpdateAction' 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='ApplIDRequestAckGrp'>
+ <group name='NoApplIDs' required='N'>
+ <field name='RefApplID' required='N' />
+ <field name='ApplBegSeqNum' required='N' />
+ <field name='ApplEndSeqNum' required='N' />
+ <field name='RefApplLastSeqNum' required='N' />
+ <field name='ApplResponseError' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='RefApplReqID' required='N' />
+ </group>
+ </component>
+ <component name='UsernameGrp'>
+ <field name='Username' required='N' />
+ </component>
+ <component name='FinancingDetails'>
+ <field name='AgreementDesc' required='N' />
+ <field name='AgreementID' required='N' />
+ <field name='AgreementDate' required='N' />
+ <field name='AgreementCurrency' required='N' />
+ <field name='TerminationType' required='N' />
+ <field name='StartDate' required='N' />
+ <field name='EndDate' required='N' />
+ <field name='DeliveryType' required='N' />
+ <field name='MarginRatio' required='N' />
+ </component>
+ <component name='SettlParties'>
+ <group name='NoSettlPartyIDs' required='N'>
+ <field name='SettlPartyID' required='N' />
+ <field name='SettlPartyIDSource' required='N' />
+ <field name='SettlPartyRole' required='N' />
+ <component name='SettlPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='LegPreAllocGrp'>
+ <group name='NoLegAllocs' required='N'>
+ <field name='LegAllocAccount' required='N' />
+ <field name='LegIndividualAllocID' required='N' />
+ <field name='LegAllocQty' required='N' />
+ <field name='LegAllocAcctIDSource' required='N' />
+ <field name='LegAllocSettlCurrency' required='N' />
+ <component name='NestedParties2' required='N' />
+ </group>
+ </component>
+ <component name='RelatedPartyAltIDs'>
+ <group name='NoRelatedPartyAltIDs' required='N'>
+ <field name='RelatedPartyAltID' required='N' />
+ <field name='RelatedPartyAltIDSource' required='N' />
+ <component name='RelatedAltPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='PreAllocMlegGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties3' required='N' />
+ <field name='AllocQty' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegIOIGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegIOIQty' required='N' />
+ <component name='LegStipulations' required='N' />
+ </group>
+ </component>
+ <component name='RelationshipRiskWarningLevels'>
+ <group name='NoRelationshipRiskWarningLevels' required='N'>
+ <field name='RelationshipRiskWarningLevelPercent' required='N' />
+ <field name='RelationshipRiskWarningLevelName' required='N' />
+ </group>
+ </component>
+ <component name='BaseTradingRules'>
+ <component name='TickRules' required='N' />
+ <component name='LotTypeRules' required='N' />
+ <component name='PriceLimits' required='N' />
+ <field name='ExpirationCycle' required='N' />
+ <field name='MinTradeVol' required='N' />
+ <field name='MaxTradeVol' required='N' />
+ <field name='MaxPriceVariation' required='N' />
+ <field name='ImpliedMarketIndicator' required='N' />
+ <field name='TradingCurrency' required='N' />
+ <field name='RoundLot' required='N' />
+ <field name='MultilegModel' required='N' />
+ <field name='MultilegPriceMethod' required='N' />
+ <field name='PriceType' required='N' />
+ </component>
+ <component name='InstrumentExtension'>
+ <field name='DeliveryForm' required='N' />
+ <field name='PctAtRisk' required='N' />
+ <component name='AttrbGrp' required='N' />
+ </component>
+ <component name='LinesOfTextGrp'>
+ <group name='NoLinesOfText' required='Y'>
+ <field name='Text' required='Y' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='BidDescReqGrp'>
+ <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>
+ </component>
+ <component name='ContextPtysSubGrp'>
+ <group name='NoContextPartySubIDs' required='N'>
+ <field name='ContextPartySubID' required='N' />
+ <field name='ContextPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='MaturityRules'>
+ <group name='NoMaturityRules' required='N'>
+ <field name='MaturityRuleID' required='N' />
+ <field name='MaturityMonthYearFormat' required='N' />
+ <field name='MaturityMonthYearIncrementUnits' required='N' />
+ <field name='StartMaturityMonthYear' required='N' />
+ <field name='EndMaturityMonthYear' required='N' />
+ <field name='MaturityMonthYearIncrement' required='N' />
+ </group>
+ </component>
+ <component name='StrikeRules'>
+ <group name='NoStrikeRules' required='N'>
+ <field name='StrikeRuleID' required='N' />
+ <field name='StartStrikePxRange' required='N' />
+ <field name='EndStrikePxRange' required='N' />
+ <field name='StrikeIncrement' required='N' />
+ <field name='StrikeExerciseStyle' required='N' />
+ <component name='MaturityRules' required='N' />
+ </group>
+ </component>
+ <component name='QuotQualGrp'>
+ <group name='NoQuoteQualifiers' required='N'>
+ <field name='QuoteQualifier' required='N' />
+ </group>
+ </component>
+ <component name='PreAllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='AllocQty' required='N' />
+ </group>
+ </component>
+ <component name='MDRjctGrp'>
+ <group name='NoAltMDSource' required='N'>
+ <field name='AltMDSourceID' required='N' />
+ </group>
+ </component>
+ <component name='Instrument'>
+ <field name='Symbol' required='N' />
+ <field name='SymbolSfx' required='N' />
+ <field name='SecurityID' required='N' />
+ <field name='SecurityIDSource' required='N' />
+ <component name='SecAltIDGrp' required='N' />
+ <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' />
+ <component name='EvntGrp' required='N' />
+ <field name='DatedDate' required='N' />
+ <field name='InterestAccrualDate' required='N' />
+ <field name='SecurityStatus' required='N' />
+ <field name='SettleOnOpenFlag' required='N' />
+ <field name='InstrmtAssignmentMethod' required='N' />
+ <field name='StrikeMultiplier' required='N' />
+ <field name='StrikeValue' required='N' />
+ <field name='MinPriceIncrement' required='N' />
+ <field name='PositionLimit' required='N' />
+ <field name='NTPositionLimit' required='N' />
+ <component name='InstrumentParties' required='N' />
+ <field name='UnitOfMeasure' required='N' />
+ <field name='TimeUnit' required='N' />
+ <field name='MaturityTime' required='N' />
+ <field name='SecurityGroup' required='N' />
+ <field name='MinPriceIncrementAmount' required='N' />
+ <field name='UnitOfMeasureQty' required='N' />
+ <component name='SecurityXML' required='N' />
+ <field name='ProductComplex' required='N' />
+ <field name='PriceUnitOfMeasure' required='N' />
+ <field name='PriceUnitOfMeasureQty' required='N' />
+ <field name='SettlMethod' required='N' />
+ <field name='ExerciseStyle' required='N' />
+ <field name='OptPayoutAmount' required='N' />
+ <field name='PriceQuoteMethod' required='N' />
+ <field name='ListMethod' required='N' />
+ <field name='CapPrice' required='N' />
+ <field name='FloorPrice' required='N' />
+ <field name='PutOrCall' required='N' />
+ <field name='FlexibleIndicator' required='N' />
+ <field name='FlexProductEligibilityIndicator' required='N' />
+ <field name='ValuationMethod' required='N' />
+ <field name='ContractMultiplierUnit' required='N' />
+ <field name='FlowScheduleType' required='N' />
+ <field name='RestructuringType' required='N' />
+ <field name='Seniority' required='N' />
+ <field name='NotionalPercentageOutstanding' required='N' />
+ <field name='OriginalNotionalPercentageOutstanding' required='N' />
+ <field name='AttachmentPoint' required='N' />
+ <field name='DetachmentPoint' required='N' />
+ <field name='StrikePriceDeterminationMethod' required='N' />
+ <field name='StrikePriceBoundaryMethod' required='N' />
+ <field name='StrikePriceBoundaryPrecision' required='N' />
+ <field name='UnderlyingPriceDeterminationMethod' required='N' />
+ <field name='OptPayoutType' required='N' />
+ <component name='ComplexEvents' required='N' />
+ </component>
+ <component name='TradeCapLegUnderlyingsGrp'>
+ <group name='NoOfLegUnderlyings' required='N'>
+ <component name='UnderlyingLegInstrument' required='N' />
+ </group>
+ </component>
+ <component name='HopGrp'>
+ <group name='NoHops' required='N'>
+ <field name='HopCompID' required='N' />
+ <field name='HopSendingTime' required='N' />
+ <field name='HopRefID' required='N' />
+ </group>
+ </component>
+ <component name='AllocAckGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocPrice' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='IndividualAllocRejCode' required='N' />
+ <field name='AllocText' required='N' />
+ <field name='EncodedAllocTextLen' required='N' />
+ <field name='EncodedAllocText' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='IndividualAllocType' required='N' />
+ <field name='AllocQty' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='AllocPositionEffect' required='N' />
+ </group>
+ </component>
+ <component name='QuotReqLegsGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <component name='LegBenchmarkCurveData' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegRefID' required='N' />
+ </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' />
+ <component name='NstdPtys2SubGrp' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtMDReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDEntrySize' required='N' />
+ <field name='MDStreamID' required='N' />
+ </group>
+ </component>
+ <component name='SideCrossOrdModGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='SideComplianceID' required='N' />
+ <field name='SideTimeInForce' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ </group>
+ </component>
+ <component name='RootSubParties'>
+ <group name='NoRootPartySubIDs' required='N'>
+ <field name='RootPartySubID' required='N' />
+ <field name='RootPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='TrdCollGrp'>
+ <group name='NoTrades' required='N'>
+ <field name='TradeReportID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ </group>
+ </component>
+ <component name='NestedParties3'>
+ <group name='NoNested3PartyIDs' required='N'>
+ <field name='Nested3PartyID' required='N' />
+ <field name='Nested3PartyIDSource' required='N' />
+ <field name='Nested3PartyRole' required='N' />
+ <component name='NstdPtys3SubGrp' required='N' />
+ </group>
+ </component>
+ <component name='StrategyParametersGrp'>
+ <group name='NoStrategyParameters' required='N'>
+ <field name='StrategyParameterName' required='N' />
+ <field name='StrategyParameterType' required='N' />
+ <field name='StrategyParameterValue' required='N' />
+ </group>
+ </component>
+ <component name='RelationshipRiskLimits'>
+ <group name='NoRelationshipRiskLimits' required='N'>
+ <field name='RelationshipRiskLimitType' required='N' />
+ <field name='RelationshipRiskLimitAmount' required='N' />
+ <field name='RelationshipRiskLimitCurrency' required='N' />
+ <field name='RelationshipRiskLimitPlatform' required='N' />
+ <component name='RelationshipRiskInstrumentScope' required='N' />
+ <component name='RelationshipRiskWarningLevels' required='N' />
+ </group>
+ </component>
+ <component name='PartyRelationships'>
+ <group name='NoPartyRelationships' required='N'>
+ <field name='PartyRelationship' required='N' />
+ </group>
+ </component>
+ <component name='StrmAsgnRptInstrmtGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='StreamAsgnType' required='N' />
+ <field name='MDStreamID' required='N' />
+ <field name='StreamAsgnRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='StrmAsgnReqInstrmtGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='MDEntrySize' required='N' />
+ <field name='MDStreamID' required='N' />
+ </group>
+ </component>
+ <component name='NestedParties4'>
+ <group name='NoNested4PartyIDs' required='N'>
+ <field name='Nested4PartyID' required='N' />
+ <field name='Nested4PartyIDSource' required='N' />
+ <field name='Nested4PartyRole' required='N' />
+ <component name='NstdPtys4SubGrp' required='N' />
+ </group>
+ </component>
+ <component name='TrdRepIndicatorsGrp'>
+ <group name='NoTrdRepIndicators' required='N'>
+ <field name='TrdRepPartyRole' required='N' />
+ <field name='TrdRepIndicator' required='N' />
+ </group>
+ </component>
+ <component name='RelSymDerivSecUpdGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <field name='ListUpdateAction' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='SecondaryPriceLimits' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='RelSymTransactTime' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrumentParties'>
+ <group name='NoDerivativeInstrumentParties' required='N'>
+ <field name='DerivativeInstrumentPartyID' required='N' />
+ <field name='DerivativeInstrumentPartyIDSource' required='N' />
+ <field name='DerivativeInstrumentPartyRole' required='N' />
+ <component name='DerivativeInstrumentPartySubIDsGrp' required='N' />
+ </group>
+ </component>
+ <component name='MarketDataFeedTypes'>
+ <group name='NoMDFeedTypes' required='N'>
+ <field name='MDFeedType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='MDBookType' required='N' />
+ </group>
+ </component>
+ <component name='TickRules'>
+ <group name='NoTickRules' required='N'>
+ <field name='StartTickPriceRange' required='N' />
+ <field name='EndTickPriceRange' required='N' />
+ <field name='TickIncrement' required='N' />
+ <field name='TickRuleType' required='N' />
+ </group>
+ </component>
+ <component name='RootParties'>
+ <group name='NoRootPartyIDs' required='N'>
+ <field name='RootPartyID' required='N' />
+ <field name='RootPartyIDSource' required='N' />
+ <field name='RootPartyRole' required='N' />
+ <component name='RootSubParties' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingInstrument'>
+ <field name='UnderlyingSymbol' required='N' />
+ <field name='UnderlyingSymbolSfx' required='N' />
+ <field name='UnderlyingSecurityID' required='N' />
+ <field name='UnderlyingSecurityIDSource' required='N' />
+ <component name='UndSecAltIDGrp' required='N' />
+ <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' />
+ <field name='UnderlyingAllocationPercent' required='N' />
+ <field name='UnderlyingSettlementType' required='N' />
+ <field name='UnderlyingCashAmount' required='N' />
+ <field name='UnderlyingCashType' required='N' />
+ <field name='UnderlyingUnitOfMeasure' required='N' />
+ <field name='UnderlyingTimeUnit' required='N' />
+ <field name='UnderlyingCapValue' required='N' />
+ <component name='UndlyInstrumentParties' required='N' />
+ <field name='UnderlyingSettlMethod' required='N' />
+ <field name='UnderlyingAdjustedQuantity' required='N' />
+ <field name='UnderlyingFXRate' required='N' />
+ <field name='UnderlyingFXRateCalc' required='N' />
+ <field name='UnderlyingMaturityTime' required='N' />
+ <field name='UnderlyingPutOrCall' required='N' />
+ <field name='UnderlyingExerciseStyle' required='N' />
+ <field name='UnderlyingUnitOfMeasureQty' required='N' />
+ <field name='UnderlyingPriceUnitOfMeasure' required='N' />
+ <field name='UnderlyingPriceUnitOfMeasureQty' required='N' />
+ <field name='UnderlyingContractMultiplierUnit' required='N' />
+ <field name='UnderlyingFlowScheduleType' required='N' />
+ <field name='UnderlyingRestructuringType' required='N' />
+ <field name='UnderlyingSeniority' required='N' />
+ <field name='UnderlyingNotionalPercentageOutstanding' required='N' />
+ <field name='UnderlyingOriginalNotionalPercentageOutstanding' required='N' />
+ <field name='UnderlyingAttachmentPoint' required='N' />
+ <field name='UnderlyingDetachmentPoint' required='N' />
+ </component>
+ <component name='QuotSetGrp'>
+ <group name='NoQuoteSets' required='Y'>
+ <field name='QuoteSetID' required='Y' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='QuoteSetValidUntilTime' required='N' />
+ <field name='TotNoQuoteEntries' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='QuotEntryGrp' required='Y' />
+ </group>
+ </component>
+ <component name='AllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='AllocPrice' required='N' />
+ <field name='AllocQty' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='NotifyBrokerOfCredit' required='N' />
+ <field name='AllocHandlInst' required='N' />
+ <field name='AllocText' required='N' />
+ <field name='EncodedAllocTextLen' required='N' />
+ <field name='EncodedAllocText' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='AllocAvgPx' required='N' />
+ <field name='AllocNetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='AllocSettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='AllocAccruedInterestAmt' required='N' />
+ <field name='AllocInterestAtMaturity' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='AllocSettlInstType' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocMethod' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='IndividualAllocType' required='N' />
+ <field name='AllocPositionEffect' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ </group>
+ </component>
+ <component name='SettlPtysSubGrp'>
+ <group name='NoSettlPartySubIDs' required='N'>
+ <field name='SettlPartySubID' required='N' />
+ <field name='SettlPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='InstrumentPtysSubGrp'>
+ <group name='NoInstrumentPartySubIDs' required='N'>
+ <field name='InstrumentPartySubID' required='N' />
+ <field name='InstrumentPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='SecLstUpdRelSymsLegGrp'>
+ <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>
+ <component name='QuotReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='Side' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='QuotReqLegsGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuotePriceType' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Price2' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <component name='RateSource' required='N' />
+ </group>
+ </component>
+ <component name='QuotSetAckGrp'>
+ <group name='NoQuoteSets' required='N'>
+ <field name='QuoteSetID' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='TotNoQuoteEntries' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='QuotEntryAckGrp' required='N' />
+ <field name='TotNoCxldQuotes' required='N' />
+ <field name='TotNoAccQuotes' required='N' />
+ <field name='TotNoRejQuotes' required='N' />
+ <field name='QuoteSetValidUntilTime' required='N' />
+ </group>
+ </component>
+ <component name='RFQReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </group>
+ </component>
+ <component name='ApplIDReportGrp'>
+ <group name='NoApplIDs' required='N'>
+ <field name='RefApplID' required='N' />
+ <field name='ApplNewSeqNum' required='N' />
+ <field name='RefApplLastSeqNum' required='N' />
+ </group>
+ </component>
+ <component name='CpctyConfGrp'>
+ <group name='NoCapacities' required='Y'>
+ <field name='OrderCapacity' required='Y' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='OrderCapacityQty' required='Y' />
+ </group>
+ </component>
+ <component name='UndInstrmtGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ </group>
+ </component>
+ <component name='Parties'>
+ <group name='NoPartyIDs' required='N'>
+ <field name='PartyID' required='N' />
+ <field name='PartyIDSource' required='N' />
+ <field name='PartyRole' required='N' />
+ <component name='PtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='RequestedPartyRoleGrp'>
+ <group name='NoRequestedPartyRoles' required='N'>
+ <field name='RequestedPartyRole' required='N' />
+ </group>
+ </component>
+ <component name='TradingSessionRulesGrp'>
+ <group name='NoTradingSessionRules' required='N'>
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='TradingSessionRules' required='N' />
+ </group>
+ </component>
+ <component name='UndlyInstrumentPtysSubGrp'>
+ <group name='NoUndlyInstrumentPartySubIDs' required='N'>
+ <field name='UnderlyingInstrumentPartySubID' required='N' />
+ <field name='UnderlyingInstrumentPartySubIDType' required='N' />
+ </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' />
+ <component name='NstdPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='TrdgSesGrp'>
+ <group name='NoTradingSessions' required='N'>
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </group>
+ </component>
+ <component name='AffectedOrdGrp'>
+ <group name='NoAffectedOrders' required='N'>
+ <field name='OrigClOrdID' required='N' />
+ <field name='AffectedOrderID' required='N' />
+ <field name='AffectedSecondaryOrderID' required='N' />
+ </group>
+ </component>
+ <component name='CommissionData'>
+ <field name='Commission' required='N' />
+ <field name='CommType' required='N' />
+ <field name='CommCurrency' required='N' />
+ <field name='FundRenewWaiv' required='N' />
+ </component>
+ <component name='RelationshipRiskSecAltIDGrp'>
+ <group name='NoRelationshipRiskSecurityAltID' required='N'>
+ <field name='RelationshipRiskSecurityAltID' required='N' />
+ <field name='RelationshipRiskSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='FillsGrp'>
+ <group name='NoFills' required='N'>
+ <field name='FillExecID' required='N' />
+ <field name='FillPx' required='N' />
+ <field name='FillQty' required='N' />
+ <component name='NestedParties4' required='N' />
+ <field name='FillLiquidityInd' required='N' />
+ </group>
+ </component>
+ <component name='NotAffectedOrdersGrp'>
+ <group name='NoNotAffectedOrders' required='N'>
+ <field name='NotAffOrigClOrdID' required='N' />
+ <field name='NotAffectedOrderID' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrument'>
+ <field name='DerivativeSymbol' required='N' />
+ <field name='DerivativeSymbolSfx' required='N' />
+ <field name='DerivativeSecurityID' required='N' />
+ <field name='DerivativeSecurityIDSource' required='N' />
+ <component name='DerivativeSecurityAltIDGrp' required='N' />
+ <field name='DerivativeProduct' required='N' />
+ <field name='DerivativeProductComplex' required='N' />
+ <field name='DerivFlexProductEligibilityIndicator' required='N' />
+ <field name='DerivativeSecurityGroup' required='N' />
+ <field name='DerivativeCFICode' required='N' />
+ <field name='DerivativeSecurityType' required='N' />
+ <field name='DerivativeSecuritySubType' required='N' />
+ <field name='DerivativeMaturityMonthYear' required='N' />
+ <field name='DerivativeMaturityDate' required='N' />
+ <field name='DerivativeMaturityTime' required='N' />
+ <field name='DerivativeSettleOnOpenFlag' required='N' />
+ <field name='DerivativeInstrmtAssignmentMethod' required='N' />
+ <field name='DerivativeSecurityStatus' required='N' />
+ <field name='DerivativeIssueDate' required='N' />
+ <field name='DerivativeInstrRegistry' required='N' />
+ <field name='DerivativeCountryOfIssue' required='N' />
+ <field name='DerivativeStateOrProvinceOfIssue' required='N' />
+ <field name='DerivativeStrikePrice' required='N' />
+ <field name='DerivativeLocaleOfIssue' required='N' />
+ <field name='DerivativeStrikeCurrency' required='N' />
+ <field name='DerivativeStrikeMultiplier' required='N' />
+ <field name='DerivativeStrikeValue' required='N' />
+ <field name='DerivativeOptAttribute' required='N' />
+ <field name='DerivativeContractMultiplier' required='N' />
+ <field name='DerivativeMinPriceIncrement' required='N' />
+ <field name='DerivativeMinPriceIncrementAmount' required='N' />
+ <field name='DerivativeUnitOfMeasure' required='N' />
+ <field name='DerivativeUnitOfMeasureQty' required='N' />
+ <field name='DerivativePriceUnitOfMeasure' required='N' />
+ <field name='DerivativePriceUnitOfMeasureQty' required='N' />
+ <field name='DerivativeExerciseStyle' required='N' />
+ <field name='DerivativeOptPayAmount' required='N' />
+ <field name='DerivativeTimeUnit' required='N' />
+ <field name='DerivativeSecurityExchange' required='N' />
+ <field name='DerivativePositionLimit' required='N' />
+ <field name='DerivativeNTPositionLimit' required='N' />
+ <field name='DerivativeIssuer' required='N' />
+ <field name='DerivativeEncodedIssuerLen' required='N' />
+ <field name='DerivativeEncodedIssuer' required='N' />
+ <field name='DerivativeSecurityDesc' required='N' />
+ <field name='DerivativeEncodedSecurityDescLen' required='N' />
+ <field name='DerivativeEncodedSecurityDesc' required='N' />
+ <field name='DerivativeContractSettlMonth' required='N' />
+ <component name='DerivativeEventsGrp' required='N' />
+ <component name='DerivativeInstrumentParties' required='N' />
+ <field name='DerivativeSettlMethod' required='N' />
+ <field name='DerivativePriceQuoteMethod' required='N' />
+ <field name='DerivativeValuationMethod' required='N' />
+ <field name='DerivativeListMethod' required='N' />
+ <field name='DerivativeCapPrice' required='N' />
+ <field name='DerivativeFloorPrice' required='N' />
+ <field name='DerivativePutOrCall' required='N' />
+ <component name='DerivativeSecurityXML' required='N' />
+ <field name='DerivativeContractMultiplierUnit' required='N' />
+ <field name='DerivativeFlowScheduleType' required='N' />
+ </component>
+ <component name='LegOrdGrp'>
+ <group name='NoLegs' required='Y'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='LegPreAllocGrp' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegAllocID' required='N' />
+ <field name='LegVolatility' required='N' />
+ <field name='LegDividendYield' required='N' />
+ <field name='LegCurrencyRatio' required='N' />
+ <field name='LegExecInst' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ </group>
+ </component>
+ <component name='RelSymDerivSecGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='SecondaryPriceLimits' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='RelSymTransactTime' required='N' />
+ </group>
+ </component>
+ <component name='DlvyInstGrp'>
+ <group name='NoDlvyInst' required='N'>
+ <field name='SettlInstSource' required='N' />
+ <field name='DlvyInstType' required='N' />
+ <component name='SettlParties' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtStrkPxGrp'>
+ <group name='NoStrikes' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='ContraGrp'>
+ <group name='NoContraBrokers' required='N'>
+ <field name='ContraBroker' required='N' />
+ <field name='ContraTrader' required='N' />
+ <field name='ContraTradeQty' required='N' />
+ <field name='ContraTradeTime' required='N' />
+ <field name='ContraLegRefID' required='N' />
+ </group>
+ </component>
+ <component name='RelatedPartyGrp'>
+ <group name='NoRelatedPartyIDs' required='N'>
+ <component name='RelatedPartyDetail' required='N' />
+ <component name='PartyRelationships' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeSecurityDefinition'>
+ <component name='DerivativeInstrument' required='N' />
+ <component name='DerivativeInstrumentAttribute' required='N' />
+ <component name='MarketSegmentGrp' required='N' />
+ </component>
+ <component name='PriceLimits'>
+ <field name='PriceLimitType' required='N' />
+ <field name='LowLimitPrice' required='N' />
+ <field name='HighLimitPrice' required='N' />
+ <field name='TradingReferencePrice' required='N' />
+ </component>
+ <component name='InstrmtGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ </group>
+ </component>
+ <component name='SecListGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='InstrmtLegSecListGrp' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='SecurityTradingRules' required='N' />
+ <component name='StrikeRules' required='N' />
+ <field name='RelSymTransactTime' required='N' />
+ </group>
+ </component>
+ <component name='UndInstrmtCollGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='CollAction' required='N' />
+ </group>
+ </component>
+ <component name='CollInqQualGrp'>
+ <group name='NoCollInquiryQualifier' required='N'>
+ <field name='CollInquiryQualifier' required='N' />
+ </group>
+ </component>
+ <component name='RateSource'>
+ <group name='NoRateSources' required='N'>
+ <field name='RateSource' required='N' />
+ <field name='RateSourceType' required='N' />
+ <field name='ReferencePage' required='N' />
+ </group>
+ </component>
+ <component name='TradeReportOrderDetail'>
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListID' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='RefOrdIDReason' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='OrdStatus' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='LeavesQty' required='N' />
+ <field name='CumQty' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='ExpireTime' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='OrigCustOrderCapacity' required='N' />
+ <field name='OrderInputDevice' required='N' />
+ <field name='LotType' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='BookingType' required='N' />
+ </component>
+ <component name='CompIDStatGrp'>
+ <group name='NoCompIDs' required='Y'>
+ <field name='RefCompID' required='Y' />
+ <field name='RefSubID' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='StatusValue' required='Y' />
+ <field name='StatusText' 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='ComplexEventTimes'>
+ <group name='NoComplexEventTimes' required='N'>
+ <field name='ComplexEventStartTime' required='N' />
+ <field name='ComplexEventEndTime' required='N' />
+ </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='QuotCxlEntriesGrp'>
+ <group name='NoQuoteEntries' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ </group>
+ </component>
+ <component name='ContAmtGrp'>
+ <group name='NoContAmts' required='N'>
+ <field name='ContAmtType' required='N' />
+ <field name='ContAmtValue' required='N' />
+ <field name='ContAmtCurr' required='N' />
+ </group>
+ </component>
+ <component name='MDFullGrp'>
+ <group name='NoMDEntries' required='Y'>
+ <field name='MDEntryType' required='Y' />
+ <field name='MDEntryPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='MDEntrySize' required='N' />
+ <field name='MDEntryDate' required='N' />
+ <field name='MDEntryTime' required='N' />
+ <field name='TickDirection' required='N' />
+ <field name='MDMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='QuoteCondition' required='N' />
+ <field name='TradeCondition' required='N' />
+ <field name='MDEntryOriginator' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='SellerDays' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='QuoteEntryID' required='N' />
+ <field name='MDEntryBuyer' required='N' />
+ <field name='MDEntrySeller' required='N' />
+ <field name='NumberOfOrders' required='N' />
+ <field name='MDEntryPositionNo' required='N' />
+ <field name='Scope' required='N' />
+ <field name='PriceDelta' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MDPriceLevel' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='MDOriginType' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='TradeVolume' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDQuoteType' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='DealingCapacity' required='N' />
+ <field name='MDEntrySpotRate' required='N' />
+ <field name='MDEntryForwardPoints' required='N' />
+ <field name='MDEntryID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='SecSizesGrp' required='N' />
+ <field name='LotType' required='N' />
+ <field name='SecurityTradingStatus' required='N' />
+ <field name='HaltReasonInt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <component name='RateSource' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='FirstPx' required='N' />
+ <field name='LastPx' required='N' />
+ </group>
+ </component>
+ <component name='RiskInstrumentScope'>
+ <group name='NoRiskInstruments' required='N'>
+ <field name='RiskInstrumentOperator' required='N' />
+ <field name='RiskSymbol' required='N' />
+ <field name='RiskSymbolSfx' required='N' />
+ <field name='RiskSecurityID' required='N' />
+ <field name='RiskSecurityIDSource' required='N' />
+ <component name='RiskSecAltIDGrp' required='N' />
+ <field name='RiskProduct' required='N' />
+ <field name='RiskProductComplex' required='N' />
+ <field name='RiskSecurityGroup' required='N' />
+ <field name='RiskCFICode' required='N' />
+ <field name='RiskSecurityType' required='N' />
+ <field name='RiskSecuritySubType' required='N' />
+ <field name='RiskMaturityMonthYear' required='N' />
+ <field name='RiskMaturityTime' required='N' />
+ <field name='RiskRestructuringType' required='N' />
+ <field name='RiskSeniority' required='N' />
+ <field name='RiskPutOrCall' required='N' />
+ <field name='RiskFlexibleIndicator' required='N' />
+ <field name='RiskCouponRate' required='N' />
+ <field name='RiskSecurityExchange' required='N' />
+ <field name='RiskSecurityDesc' required='N' />
+ <field name='RiskEncodedSecurityDescLen' required='N' />
+ <field name='RiskEncodedSecurityDesc' required='N' />
+ <field name='RiskInstrumentSettlType' required='N' />
+ <field name='RiskInstrumentMultiplier' required='N' />
+ </group>
+ </component>
+ <component name='ContextParties'>
+ <group name='NoContextPartyIDs' required='N'>
+ <field name='ContextPartyID' required='N' />
+ <field name='ContextPartyIDSource' required='N' />
+ <field name='ContextPartyRole' required='N' />
+ <component name='ContextPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtys4SubGrp'>
+ <group name='NoNested4PartySubIDs' required='N'>
+ <field name='Nested4PartySubID' required='N' />
+ <field name='Nested4PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='MDIncGrp'>
+ <group name='NoMDEntries' required='Y'>
+ <field name='MDUpdateAction' required='Y' />
+ <field name='DeleteReason' required='N' />
+ <field name='MDEntryType' required='N' />
+ <field name='MDEntryID' required='N' />
+ <field name='MDEntryRefID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' 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='TradingSessionSubID' required='N' />
+ <field name='QuoteCondition' required='N' />
+ <field name='TradeCondition' required='N' />
+ <field name='MDEntryOriginator' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='SellerDays' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='QuoteEntryID' required='N' />
+ <field name='MDEntryBuyer' required='N' />
+ <field name='MDEntrySeller' required='N' />
+ <field name='NumberOfOrders' required='N' />
+ <field name='MDEntryPositionNo' required='N' />
+ <field name='Scope' required='N' />
+ <field name='PriceDelta' required='N' />
+ <field name='NetChgPrevDay' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='MDOriginType' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='TradeVolume' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDQuoteType' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='DealingCapacity' required='N' />
+ <field name='MDEntrySpotRate' required='N' />
+ <field name='MDEntryForwardPoints' required='N' />
+ <field name='MDPriceLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='MDSubBookType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='SecSizesGrp' required='N' />
+ <field name='LotType' required='N' />
+ <field name='SecurityTradingStatus' required='N' />
+ <field name='HaltReasonInt' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='StatsIndGrp' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <component name='RateSource' required='N' />
+ <field name='FirstPx' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='MDStreamID' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingAmount'>
+ <group name='NoUnderlyingAmounts' required='N'>
+ <field name='UnderlyingPayAmount' required='N' />
+ <field name='UnderlyingCollectAmount' required='N' />
+ <field name='UnderlyingSettlementDate' required='N' />
+ <field name='UnderlyingSettlementStatus' required='N' />
+ </group>
+ </component>
+ <component name='TrdRegTimestamps'>
+ <group name='NoTrdRegTimestamps' required='N'>
+ <field name='TrdRegTimestamp' required='N' />
+ <field name='TrdRegTimestampType' required='N' />
+ <field name='TrdRegTimestampOrigin' required='N' />
+ <field name='DeskType' required='N' />
+ <field name='DeskTypeSource' required='N' />
+ <field name='DeskOrderHandlingInst' required='N' />
+ </group>
+ </component>
+ <component name='ComplexEvents'>
+ <group name='NoComplexEvents' required='N'>
+ <field name='ComplexEventType' required='N' />
+ <field name='ComplexOptPayoutAmount' required='N' />
+ <field name='ComplexEventPrice' required='N' />
+ <field name='ComplexEventPriceBoundaryMethod' required='N' />
+ <field name='ComplexEventPriceBoundaryPrecision' required='N' />
+ <field name='ComplexEventPriceTimeType' required='N' />
+ <field name='ComplexEventCondition' required='N' />
+ <component name='ComplexEventDates' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrumentAttribute'>
+ <group name='NoDerivativeInstrAttrib' required='N'>
+ <field name='DerivativeInstrAttribType' required='N' />
+ <field name='DerivativeInstrAttribValue' required='N' />
+ </group>
+ </component>
+ <component name='MarketSegmentGrp'>
+ <group name='NoMarketSegments' required='N'>
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='SecurityTradingRules' required='N' />
+ <component name='StrikeRules' required='N' />
+ </group>
+ </component>
+ <component name='LegQuotStatGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegOrderQty' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ </group>
+ </component>
+ <component name='QuotReqRjctGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='Side' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='QuotReqLegsGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuotePriceType' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Price2' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ </group>
+ </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' />
+ <field name='PegPriceType' required='N' />
+ <field name='PegSecurityIDSource' required='N' />
+ <field name='PegSecurityID' required='N' />
+ <field name='PegSymbol' required='N' />
+ <field name='PegSecurityDesc' required='N' />
+ </component>
+ <component name='InstrumentParties'>
+ <group name='NoInstrumentParties' required='N'>
+ <field name='InstrumentPartyID' required='N' />
+ <field name='InstrumentPartyIDSource' required='N' />
+ <field name='InstrumentPartyRole' required='N' />
+ <component name='InstrumentPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='RiskSecAltIDGrp'>
+ <group name='NoRiskSecurityAltID' required='N'>
+ <field name='RiskSecurityAltID' required='N' />
+ <field name='RiskSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeSecurityAltIDGrp'>
+ <group name='NoDerivativeSecurityAltID' required='N'>
+ <field name='DerivativeSecurityAltID' required='N' />
+ <field name='DerivativeSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='SettlObligationInstructions'>
+ <group name='NoSettlOblig' required='N'>
+ <field name='NetGrossInd' required='N' />
+ <field name='SettlObligID' required='N' />
+ <field name='SettlObligTransType' required='N' />
+ <field name='SettlObligRefID' required='N' />
+ <field name='CcyAmt' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlDate' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='Parties' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <component name='SettlDetails' required='N' />
+ </group>
+ </component>
+ <component name='LegQuotGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegPriceType' required='N' />
+ <field name='LegBidPx' required='N' />
+ <field name='LegOfferPx' required='N' />
+ <component name='LegBenchmarkCurveData' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegBidForwardPoints' required='N' />
+ <field name='LegOfferForwardPoints' required='N' />
+ </group>
+ </component>
+ <component name='ExecAllocGrp'>
+ <group name='NoExecs' required='N'>
+ <field name='LastQty' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastCapacity' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ </group>
+ </component>
+ <component name='TrdCapDtGrp'>
+ <group name='NoDates' required='N'>
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ </group>
+ </component>
+ <component name='ExecInstRules'>
+ <group name='NoExecInstRules' required='N'>
+ <field name='ExecInstValue' required='N' />
+ </group>
+ </component>
+ <component name='TriggeringInstruction'>
+ <field name='TriggerType' required='N' />
+ <field name='TriggerAction' required='N' />
+ <field name='TriggerPrice' required='N' />
+ <field name='TriggerSymbol' required='N' />
+ <field name='TriggerSecurityID' required='N' />
+ <field name='TriggerSecurityIDSource' required='N' />
+ <field name='TriggerSecurityDesc' required='N' />
+ <field name='TriggerPriceType' required='N' />
+ <field name='TriggerPriceTypeScope' required='N' />
+ <field name='TriggerPriceDirection' required='N' />
+ <field name='TriggerNewPrice' required='N' />
+ <field name='TriggerOrderType' required='N' />
+ <field name='TriggerNewQty' required='N' />
+ <field name='TriggerTradingSessionID' required='N' />
+ <field name='TriggerTradingSessionSubID' required='N' />
+ </component>
+ <component name='IOIQualGrp'>
+ <group name='NoIOIQualifiers' required='N'>
+ <field name='IOIQualifier' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtysSubGrp'>
+ <group name='NoNestedPartySubIDs' required='N'>
+ <field name='NestedPartySubID' required='N' />
+ <field name='NestedPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='RelationshipRiskInstrumentScope'>
+ <group name='NoRelationshipRiskInstruments' required='N'>
+ <field name='RelationshipRiskInstrumentOperator' required='N' />
+ <field name='RelationshipRiskSymbol' required='N' />
+ <field name='RelationshipRiskSymbolSfx' required='N' />
+ <field name='RelationshipRiskSecurityID' required='N' />
+ <field name='RelationshipRiskSecurityIDSource' required='N' />
+ <component name='RelationshipRiskSecAltIDGrp' required='N' />
+ <field name='RelationshipRiskProduct' required='N' />
+ <field name='RelationshipRiskProductComplex' required='N' />
+ <field name='RelationshipRiskSecurityGroup' required='N' />
+ <field name='RelationshipRiskCFICode' required='N' />
+ <field name='RelationshipRiskSecurityType' required='N' />
+ <field name='RelationshipRiskSecuritySubType' required='N' />
+ <field name='RelationshipRiskMaturityMonthYear' required='N' />
+ <field name='RelationshipRiskMaturityTime' required='N' />
+ <field name='RelationshipRiskRestructuringType' required='N' />
+ <field name='RelationshipRiskSeniority' required='N' />
+ <field name='RelationshipRiskPutOrCall' required='N' />
+ <field name='RelationshipRiskFlexibleIndicator' required='N' />
+ <field name='RelationshipRiskCouponRate' required='N' />
+ <field name='RelationshipRiskSecurityExchange' required='N' />
+ <field name='RelationshipRiskSecurityDesc' required='N' />
+ <field name='RelationshipRiskEncodedSecurityDescLen' required='N' />
+ <field name='RelationshipRiskEncodedSecurityDesc' required='N' />
+ <field name='RelationshipRiskInstrumentSettlType' required='N' />
+ <field name='RelationshipRiskInstrumentMultiplier' required='N' />
+ </group>
+ </component>
+ <component name='PartyAltIDs'>
+ <group name='NoPartyAltIDs' required='N'>
+ <field name='PartyAltID' required='N' />
+ <field name='PartyAltIDSource' required='N' />
+ <component name='AltPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='PositionQty'>
+ <group name='NoPositions' required='N'>
+ <field name='PosType' required='N' />
+ <field name='LongQty' required='N' />
+ <field name='ShortQty' required='N' />
+ <field name='PosQtyStatus' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='QuantityDate' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtys2SubGrp'>
+ <group name='NoNested2PartySubIDs' required='N'>
+ <field name='Nested2PartySubID' required='N' />
+ <field name='Nested2PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='PosUndInstrmtGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='UnderlyingSettlPrice' required='N' />
+ <field name='UnderlyingSettlPriceType' required='N' />
+ <component name='UnderlyingAmount' required='N' />
+ <field name='UnderlyingDeliveryAmount' 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' />
+ <component name='DlvyInstGrp' required='N' />
+ </component>
+ <component name='SideTrdRegTS'>
+ <group name='NoSideTrdRegTS' required='N'>
+ <field name='SideTrdRegTimestamp' required='N' />
+ <field name='SideTrdRegTimestampType' required='N' />
+ <field name='SideTrdRegTimestampSrc' required='N' />
+ </group>
+ </component>
+ <component name='StrmAsgnRptGrp'>
+ <group name='NoAsgnReqs' required='N'>
+ <component name='Parties' required='N' />
+ <component name='StrmAsgnRptInstrmtGrp' required='N' />
+ </group>
+ </component>
+ <component name='TradingSessionRules'>
+ <component name='OrdTypeRules' required='N' />
+ <component name='TimeInForceRules' required='N' />
+ <component name='ExecInstRules' required='N' />
+ <component name='MatchRules' required='N' />
+ <component name='MarketDataFeedTypes' required='N' />
+ </component>
+ <component name='MsgTypeGrp'>
+ <group name='NoMsgTypes' required='N'>
+ <field name='RefMsgType' required='N' />
+ <field name='MsgDirection' required='N' />
+ <field name='RefApplVerID' required='N' />
+ <field name='RefCstmApplVerID' required='N' />
+ <field name='RefApplExtID' required='N' />
+ <field name='DefaultVerIndicator' required='N' />
+ </group>
+ </component>
+ <component name='UndSecAltIDGrp'>
+ <group name='NoUnderlyingSecurityAltID' required='N'>
+ <field name='UnderlyingSecurityAltID' required='N' />
+ <field name='UnderlyingSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='ExecCollGrp'>
+ <group name='NoExecs' required='N'>
+ <field name='ExecID' required='N' />
+ </group>
+ </component>
+ <component name='RelatedContextPtysSubGrp'>
+ <group name='NoRelatedContextPartySubIDs' required='N'>
+ <field name='RelatedContextPartySubID' required='N' />
+ <field name='RelatedContextPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingLegSecurityAltIDGrp'>
+ <group name='NoUnderlyingLegSecurityAltID' required='N'>
+ <field name='UnderlyingLegSecurityAltID' required='N' />
+ <field name='UnderlyingLegSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='DisplayInstruction'>
+ <field name='SecondaryDisplayQty' required='N' />
+ <field name='DisplayWhen' required='N' />
+ <field name='DisplayMethod' required='N' />
+ <field name='DisplayLowQty' required='N' />
+ <field name='DisplayHighQty' required='N' />
+ <field name='DisplayMinIncr' required='N' />
+ <field name='RefreshQty' required='N' />
+ <field name='DisplayQty' required='N' />
+ </component>
+ <component name='QuotEntryGrp'>
+ <group name='NoQuoteEntries' required='Y'>
+ <field name='QuoteEntryID' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrmtLegGrp' 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='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='Currency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ </group>
+ </component>
+ <component name='RgstDtlsGrp'>
+ <group name='NoRegistDtls' required='N'>
+ <field name='RegistDtls' required='N' />
+ <field name='RegistEmail' required='N' />
+ <field name='MailingDtls' required='N' />
+ <field name='MailingInst' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='OwnerType' required='N' />
+ <field name='DateOfBirth' required='N' />
+ <field name='InvestorCountryOfResidence' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtys3SubGrp'>
+ <group name='NoNested3PartySubIDs' required='N'>
+ <field name='Nested3PartySubID' required='N' />
+ <field name='Nested3PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='RelatedPartyDetail'>
+ <field name='RelatedPartyID' required='N' />
+ <field name='RelatedPartyIDSource' required='N' />
+ <field name='RelatedPartyRole' required='N' />
+ <component name='RelatedPtysSubGrp' required='N' />
+ <component name='RelatedPartyAltIDs' required='N' />
+ <component name='RelatedContextParties' required='N' />
+ <component name='RelationshipRiskLimits' required='N' />
+ </component>
+ <component name='DerivativeEventsGrp'>
+ <group name='NoDerivativeEvents' required='N'>
+ <field name='DerivativeEventType' required='N' />
+ <field name='DerivativeEventDate' required='N' />
+ <field name='DerivativeEventTime' required='N' />
+ <field name='DerivativeEventPx' required='N' />
+ <field name='DerivativeEventText' required='N' />
+ </group>
+ </component>
+ <component name='NestedInstrumentAttribute'>
+ <group name='NoNestedInstrAttrib' required='N'>
+ <field name='NestedInstrAttribType' required='N' />
+ <field name='NestedInstrAttribValue' required='N' />
+ </group>
+ </component>
+ <component name='SecondaryPriceLimits'>
+ <field name='SecondaryPriceLimitType' required='N' />
+ <field name='SecondaryLowLimitPrice' required='N' />
+ <field name='SecondaryHighLimitPrice' required='N' />
+ <field name='SecondaryTradingReferencePrice' required='N' />
+ </component>
+ <component name='SecurityXML'>
+ <field name='SecurityXMLLen' required='N' />
+ <field name='SecurityXML' required='N' />
+ <field name='SecurityXMLSchema' required='N' />
+ </component>
+ <component name='EvntGrp'>
+ <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' />
+ <field name='EventTime' required='N' />
+ </group>
+ </component>
+ <component name='CompIDReqGrp'>
+ <group name='NoCompIDs' required='N'>
+ <field name='RefCompID' required='N' />
+ <field name='RefSubID' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingLegInstrument'>
+ <field name='UnderlyingLegSymbol' required='N' />
+ <field name='UnderlyingLegSymbolSfx' required='N' />
+ <field name='UnderlyingLegSecurityID' required='N' />
+ <field name='UnderlyingLegSecurityIDSource' required='N' />
+ <component name='UnderlyingLegSecurityAltIDGrp' required='N' />
+ <field name='UnderlyingLegCFICode' required='N' />
+ <field name='UnderlyingLegSecurityType' required='N' />
+ <field name='UnderlyingLegSecuritySubType' required='N' />
+ <field name='UnderlyingLegMaturityMonthYear' required='N' />
+ <field name='UnderlyingLegMaturityDate' required='N' />
+ <field name='UnderlyingLegMaturityTime' required='N' />
+ <field name='UnderlyingLegStrikePrice' required='N' />
+ <field name='UnderlyingLegOptAttribute' required='N' />
+ <field name='UnderlyingLegPutOrCall' required='N' />
+ <field name='UnderlyingLegSecurityExchange' required='N' />
+ <field name='UnderlyingLegSecurityDesc' required='N' />
+ </component>
+ <component name='SecSizesGrp'>
+ <group name='NoOfSecSizes' required='N'>
+ <field name='MDSecSizeType' required='N' />
+ <field name='MDSecSize' required='N' />
+ </group>
+ </component>
+ <component name='SecTypesGrp'>
+ <group name='NoSecurityTypes' required='N'>
+ <field name='SecurityType' required='N' />
+ <field name='SecuritySubType' required='N' />
+ <field name='Product' required='N' />
+ <field name='CFICode' required='N' />
+ <field name='TransactTime' required='N' />
+ </group>
+ </component>
+ <component name='AttrbGrp'>
+ <group name='NoInstrAttrib' required='N'>
+ <field name='InstrAttribType' required='N' />
+ <field name='InstrAttribValue' 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='RelatedPtysSubGrp'>
+ <group name='NoRelatedPartySubIDs' required='N'>
+ <field name='RelatedPartySubID' required='N' />
+ <field name='RelatedPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='ComplexEventDates'>
+ <group name='NoComplexEventDates' required='N'>
+ <field name='ComplexEventStartDate' required='N' />
+ <field name='ComplexEventEndDate' required='N' />
+ <component name='ComplexEventTimes' required='N' />
+ </group>
+ </component>
+ <component name='MiscFeesGrp'>
+ <group name='NoMiscFees' required='N'>
+ <field name='MiscFeeAmt' required='N' />
+ <field name='MiscFeeCurr' required='N' />
+ <field name='MiscFeeType' required='N' />
+ <field name='MiscFeeBasis' required='N' />
+ </group>
+ </component>
+ <component name='RoutingGrp'>
+ <group name='NoRoutingIDs' required='N'>
+ <field name='RoutingType' required='N' />
+ <field name='RoutingID' required='N' />
+ </group>
+ </component>
+ <component name='PartyListGrp'>
+ <group name='NoPartyList' required='N'>
+ <component name='PartyDetail' required='N' />
+ <component name='RelatedPartyGrp' required='N' />
+ </group>
+ </component>
+ <component name='RgstDistInstGrp'>
+ <group name='NoDistribInsts' required='N'>
+ <field name='DistribPaymentMethod' required='N' />
+ <field name='DistribPercentage' required='N' />
+ <field name='CashDistribCurr' required='N' />
+ <field name='CashDistribAgentName' required='N' />
+ <field name='CashDistribAgentCode' required='N' />
+ <field name='CashDistribAgentAcctNumber' required='N' />
+ <field name='CashDistribPayRef' required='N' />
+ <field name='CashDistribAgentAcctName' required='N' />
+ </group>
+ </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='ListOrdGrp'>
+ <group name='NoOrders' required='Y'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListSeqNo' required='Y' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='SettlInstMode' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' 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' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </group>
+ </component>
+ <component name='PtysSubGrp'>
+ <group name='NoPartySubIDs' required='N'>
+ <field name='PartySubID' required='N' />
+ <field name='PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='TrdInstrmtLegGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegLastPx' required='N' />
+ <field name='LegReportID' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ <field name='LegLastForwardPoints' required='N' />
+ <field name='LegCalculatedCcyLastQty' required='N' />
+ <field name='LegGrossTradeAmt' required='N' />
+ <field name='LegNumber' required='N' />
+ <component name='TradeCapLegUnderlyingsGrp' required='N' />
+ <field name='LegVolatility' required='N' />
+ <field name='LegDividendYield' required='N' />
+ <field name='LegCurrencyRatio' required='N' />
+ <field name='LegExecInst' required='N' />
+ <field name='LegLastQty' required='N' />
+ </group>
+ </component>
+ <component name='TrdAllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties2' required='N' />
+ <field name='AllocQty' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='AllocMethod' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocClearingFeeIndicator' required='N' />
+ </group>
+ </component>
+ <component name='StrmAsgnReqGrp'>
+ <group name='NoAsgnReqs' required='N'>
+ <component name='Parties' required='N' />
+ <component name='StrmAsgnReqInstrmtGrp' required='N' />
+ </group>
+ </component>
+ <component name='ApplIDRequestGrp'>
+ <group name='NoApplIDs' required='N'>
+ <field name='RefApplID' required='N' />
+ <field name='ApplBegSeqNum' required='N' />
+ <field name='ApplEndSeqNum' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='RefApplReqID' required='N' />
+ </group>
+ </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='ClrInstGrp'>
+ <group name='NoClearingInstructions' required='N'>
+ <field name='ClearingInstruction' required='N' />
+ </group>
+ </component>
+ <component name='OrdAllocGrp'>
+ <group name='NoOrders' required='N'>
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListID' required='N' />
+ <component name='NestedParties2' required='N' />
+ <field name='OrderQty' required='N' />
+ <field name='OrderAvgPx' required='N' />
+ <field name='OrderBookingQty' required='N' />
+ </group>
+ </component>
+ <component name='RiskWarningLevels'>
+ <group name='NoRiskWarningLevels' required='N'>
+ <field name='RiskWarningLevelPercent' required='N' />
+ <field name='RiskWarningLevelName' required='N' />
+ </group>
+ </component>
+ <component name='NewsRefGrp'>
+ <group name='NoNewsRefIDs' required='N'>
+ <field name='NewsRefID' required='N' />
+ <field name='NewsRefType' required='N' />
+ </group>
+ </component>
+ <component name='SettlDetails'>
+ <group name='NoSettlDetails' required='N'>
+ <field name='SettlObligSource' required='N' />
+ <component name='SettlParties' required='N' />
+ </group>
+ </component>
+ <component name='OrdListStatGrp'>
+ <group name='NoOrders' required='Y'>
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='CumQty' required='Y' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='LeavesQty' required='Y' />
+ <field name='CxlQty' required='Y' />
+ <field name='AvgPx' required='Y' />
+ <field name='OrdRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='OrderID' required='N' />
+ </group>
+ </component>
+ <component name='BidCompRspGrp'>
+ <group name='NoBidComponents' required='Y'>
+ <component name='CommissionData' required='Y' />
+ <field name='ListID' required='N' />
+ <field name='Country' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='FairValue' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='OrdTypeRules'>
+ <group name='NoOrdTypeRules' required='N'>
+ <field name='OrdType' required='N' />
+ </group>
+ </component>
+ <component name='SideCrossOrdCxlGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='ComplianceID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='RelatedContextParties'>
+ <group name='NoRelatedContextPartyIDs' required='N'>
+ <field name='RelatedContextPartyID' required='N' />
+ <field name='RelatedContextPartyIDSource' required='N' />
+ <field name='RelatedContextPartyRole' required='N' />
+ <component name='RelatedContextPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='ExpirationQty'>
+ <group name='NoExpiration' required='N'>
+ <field name='ExpirationQtyType' required='N' />
+ <field name='ExpQty' required='N' />
+ </group>
+ </component>
+ <component name='QuotEntryAckGrp'>
+ <group name='NoQuoteEntries' required='N'>
+ <field name='QuoteEntryID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrmtLegGrp' 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='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='Currency' required='N' />
+ <field name='QuoteEntryRejectReason' required='N' />
+ <field name='QuoteEntryStatus' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrumentPartySubIDsGrp'>
+ <group name='NoDerivativeInstrumentPartySubIDs' required='N'>
+ <field name='DerivativeInstrumentPartySubID' required='N' />
+ <field name='DerivativeInstrumentPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='SecurityTradingRules'>
+ <component name='BaseTradingRules' required='N' />
+ <component name='TradingSessionRulesGrp' required='N' />
+ <component name='NestedInstrumentAttribute' required='N' />
+ </component>
+ <component name='LegSecAltIDGrp'>
+ <group name='NoLegSecurityAltID' required='N'>
+ <field name='LegSecurityAltID' required='N' />
+ <field name='LegSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='StatsIndGrp'>
+ <group name='NoStatsIndicators' required='N'>
+ <field name='StatsType' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegSecListGrp'>
+ <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>
+ <component name='UndlyInstrumentParties'>
+ <group name='NoUndlyInstrumentParties' required='N'>
+ <field name='UnderlyingInstrumentPartyID' required='N' />
+ <field name='UnderlyingInstrumentPartyIDSource' required='N' />
+ <field name='UnderlyingInstrumentPartyRole' required='N' />
+ <component name='UndlyInstrumentPtysSubGrp' required='N' />
+ </group>
+ </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='SEQNUM' />
+ <field number='8' name='BeginString' type='STRING' />
+ <field number='9' name='BodyLength' type='LENGTH' />
+ <field number='10' name='CheckSum' type='STRING' />
+ <field number='11' name='ClOrdID' type='STRING' />
+ <field number='12' name='Commission' type='AMT' />
+ <field number='13' name='CommType' type='CHAR'>
+ <value enum='1' description='PER_UNIT' />
+ <value enum='2' description='PERCENT' />
+ <value enum='3' description='ABSOLUTE' />
+ <value enum='4' description='PERCENTAGE_WAIVED_CASH_DISCOUNT' />
+ <value enum='5' description='PERCENTAGE_WAIVED_ENHANCED_UNITS' />
+ <value enum='6' description='POINTS_PER_BOND_OR_CONTRACT' />
+ </field>
+ <field number='14' name='CumQty' type='QTY' />
+ <field number='15' name='Currency' type='CURRENCY' />
+ <field number='16' name='EndSeqNo' type='SEQNUM' />
+ <field number='17' name='ExecID' type='STRING' />
+ <field number='18' name='ExecInst' type='MULTIPLECHARVALUE'>
+ <value enum='0' description='STAY_ON_OFFER_SIDE' />
+ <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_BID_SIDE' />
+ <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='H' description='REINSTATE_ON_SYSTEM_FAILURE' />
+ <value enum='I' description='INSTITUTIONS_ONLY' />
+ <value enum='J' description='REINSTATE_ON_TRADING_HALT' />
+ <value enum='K' description='CANCEL_ON_TRADING_HALT' />
+ <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='Q' description='CANCEL_ON_SYSTEM_FAILURE' />
+ <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' />
+ <value enum='X' description='TRADE_ALONG' />
+ <value enum='Y' description='TRY_TO_STOP' />
+ <value enum='Z' description='CANCEL_IF_NOT_BEST' />
+ <value enum='a' description='TRAILING_STOP_PEG' />
+ <value enum='b' description='STRICT_LIMIT' />
+ <value enum='c' description='IGNORE_PRICE_VALIDITY_CHECKS' />
+ <value enum='d' description='PEG_TO_LIMIT_PRICE' />
+ <value enum='e' description='WORK_TO_TARGET_STRATEGY' />
+ <value enum='f' description='INTERMARKET_SWEEP' />
+ <value enum='j' description='SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE' />
+ <value enum='g' description='EXTERNAL_ROUTING_ALLOWED' />
+ <value enum='h' description='EXTERNAL_ROUTING_NOT_ALLOWED' />
+ <value enum='i' description='IMBALANCE_ONLY' />
+ <value enum='k' description='BEST_EXECUTION' />
+ <value enum='l' description='SUSPEND_ON_SYSTEM_FAILURE' />
+ <value enum='m' description='SUSPEND_ON_TRADING_HALT' />
+ <value enum='n' description='REINSTATE_ON_CONNECTION_LOSS' />
+ <value enum='o' description='CANCEL_ON_CONNECTION_LOSS' />
+ <value enum='p' description='SUSPEND_ON_CONNECTION_LOSS' />
+ <value enum='q' description='RELEASE_FROM_SUSPENSION' />
+ <value enum='r' description='EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED' />
+ <value enum='s' description='EXECUTE_AS_DURATION_NEUTRAL' />
+ <value enum='t' description='EXECUTE_AS_FX_NEUTRAL' />
+ </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' />
+ <value enum='A' description='BLOOMBERG_SYMBOL' />
+ <value enum='B' description='WERTPAPIER' />
+ <value enum='C' description='DUTCH' />
+ <value enum='D' description='VALOREN' />
+ <value enum='E' description='SICOVAM' />
+ <value enum='F' description='BELGIAN' />
+ <value enum='G' description='COMMON' />
+ <value enum='H' description='CLEARING_HOUSE' />
+ <value enum='I' description='ISDA_FPML_PRODUCT_SPECIFICATION' />
+ <value enum='J' description='OPTION_PRICE_REPORTING_AUTHORITY' />
+ <value enum='L' description='LETTER_OF_CREDIT' />
+ <value enum='K' description='ISDA_FPML_PRODUCT_URL' />
+ <value enum='M' description='MARKETPLACE_ASSIGNED_IDENTIFIER' />
+ </field>
+ <field number='23' name='IOIID' type='STRING' />
+ <field number='24' name='IOIOthSvc' type='CHAR' />
+ <field number='25' name='IOIQltyInd' type='CHAR'>
+ <value enum='H' description='HIGH' />
+ <value enum='L' description='LOW' />
+ <value enum='M' description='MEDIUM' />
+ </field>
+ <field number='26' name='IOIRefID' type='STRING' />
+ <field number='27' name='IOIQty' type='STRING'>
+ <value enum='0' description='1000000000' />
+ <value enum='S' description='SMALL' />
+ <value enum='M' description='MEDIUM' />
+ <value enum='L' description='LARGE' />
+ <value enum='U' description='UNDISCLOSED_QUANTITY' />
+ </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='LastQty' type='QTY' />
+ <field number='33' name='NoLinesOfText' type='NUMINGROUP' />
+ <field number='34' name='MsgSeqNum' type='SEQNUM' />
+ <field number='35' name='MsgType' type='STRING'>
+ <value enum='0' description='HEARTBEAT' />
+ <value enum='1' description='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='LOGON' />
+ <value enum='AA' description='DERIVATIVE_SECURITY_LIST' />
+ <value enum='AB' description='NEW_ORDER_MULTILEG' />
+ <value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE' />
+ <value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST' />
+ <value enum='AE' description='TRADE_CAPTURE_REPORT' />
+ <value enum='AF' description='ORDER_MASS_STATUS_REQUEST' />
+ <value enum='AG' description='QUOTE_REQUEST_REJECT' />
+ <value enum='AH' description='RFQ_REQUEST' />
+ <value enum='AI' description='QUOTE_STATUS_REPORT' />
+ <value enum='AJ' description='QUOTE_RESPONSE' />
+ <value enum='AK' description='CONFIRMATION' />
+ <value enum='AL' description='POSITION_MAINTENANCE_REQUEST' />
+ <value enum='AM' description='POSITION_MAINTENANCE_REPORT' />
+ <value enum='AN' description='REQUEST_FOR_POSITIONS' />
+ <value enum='AO' description='REQUEST_FOR_POSITIONS_ACK' />
+ <value enum='AP' description='POSITION_REPORT' />
+ <value enum='AQ' description='TRADE_CAPTURE_REPORT_REQUEST_ACK' />
+ <value enum='AR' description='TRADE_CAPTURE_REPORT_ACK' />
+ <value enum='AS' description='ALLOCATION_REPORT' />
+ <value enum='AT' description='ALLOCATION_REPORT_ACK' />
+ <value enum='AU' description='CONFIRMATION_ACK' />
+ <value enum='AV' description='SETTLEMENT_INSTRUCTION_REQUEST' />
+ <value enum='AW' description='ASSIGNMENT_REPORT' />
+ <value enum='AX' description='COLLATERAL_REQUEST' />
+ <value enum='AY' description='COLLATERAL_ASSIGNMENT' />
+ <value enum='AZ' description='COLLATERAL_RESPONSE' />
+ <value enum='B' description='NEWS' />
+ <value enum="BA" description="COLLATERAL_REPORT" />
+ <value enum="BB" description="COLLATERAL_INQUIRY" />
+ <value enum="BC" description="NETWORK_STATUS_REQUEST" />
+ <value enum="BD" description="NETWORK_STATUS_RESPONSE" />
+ <value enum="BE" description="USER_REQUEST" />
+ <value enum="BF" description="USER_RESPONSE" />
+ <value enum="BG" description="COLLATERAL_INQUIRY_ACK" />
+ <value enum="BH" description="CONFIRMATION_REQUEST" />
+ <value enum='BI' description='TRADING_SESSION_LIST_REQUEST' />
+ <value enum='BJ' description='TRADING_SESSION_LIST' />
+ <value enum='BK' description='SECURITY_LIST_UPDATE_REPORT' />
+ <value enum='BL' description='ADJUSTED_POSITION_REPORT' />
+ <value enum='BM' description='ALLOCATION_INSTRUCTION_ALERT' />
+ <value enum='BN' description='EXECUTION_ACKNOWLEDGEMENT' />
+ <value enum='BO' description='CONTRARY_INTENTION_REPORT' />
+ <value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT' />
+ <value enum='BQ' description='SETTLEMENT_OBLIGATION_REPORT' />
+ <value enum='BR' description='DERIVATIVE_SECURITY_LIST_UPDATE_REPORT' />
+ <value enum='BS' description='TRADING_SESSION_LIST_UPDATE_REPORT' />
+ <value enum='BT' description='MARKET_DEFINITION_REQUEST' />
+ <value enum='BU' description='MARKET_DEFINITION' />
+ <value enum='BV' description='MARKET_DEFINITION_UPDATE_REPORT' />
+ <value enum='BW' description='APPLICATION_MESSAGE_REQUEST' />
+ <value enum='BX' description='APPLICATION_MESSAGE_REQUEST_ACK' />
+ <value enum='BY' description='APPLICATION_MESSAGE_REPORT' />
+ <value enum='BZ' description='ORDER_MASS_ACTION_REPORT' />
+ <value enum='C' description='EMAIL' />
+ <value enum='CA' description='ORDER_MASS_ACTION_REQUEST' />
+ <value enum='CB' description='USER_NOTIFICATION' />
+ <value enum='CC' description='STREAM_ASSIGNMENT_REQUEST' />
+ <value enum='CD' description='STREAM_ASSIGNMENT_REPORT' />
+ <value enum='CE' description='STREAM_ASSIGNMENT_REPORT_ACK' />
+ <value enum='CF' description='PARTY_DETAILS_LIST_REQUEST' />
+ <value enum='CG' description='PARTY_DETAILS_LIST_REPORT' />
+ <value enum='D' description='ORDER_SINGLE' />
+ <value enum='E' description='ORDER_LIST' />
+ <value enum='F' description='ORDER_CANCEL_REQUEST' />
+ <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
+ <value enum='H' description='ORDER_STATUS_REQUEST' />
+ <value enum='J' description='ALLOCATION_INSTRUCTION' />
+ <value enum='K' description='LIST_CANCEL_REQUEST' />
+ <value enum='L' description='LIST_EXECUTE' />
+ <value enum='M' description='LIST_STATUS_REQUEST' />
+ <value enum='N' description='LIST_STATUS' />
+ <value enum='P' description='ALLOCATION_INSTRUCTION_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='a' description='QUOTE_STATUS_REQUEST' />
+ <value enum='b' description='MASS_QUOTE_ACKNOWLEDGEMENT' />
+ <value enum='c' description='SECURITY_DEFINITION_REQUEST' />
+ <value enum='d' description='SECURITY_DEFINITION' />
+ <value enum='e' description='SECURITY_STATUS_REQUEST' />
+ <value enum='f' description='SECURITY_STATUS' />
+ <value enum='g' description='TRADING_SESSION_STATUS_REQUEST' />
+ <value enum='h' description='TRADING_SESSION_STATUS' />
+ <value enum='i' description='MASS_QUOTE' />
+ <value enum='j' description='BUSINESS_MESSAGE_REJECT' />
+ <value enum='k' description='BID_REQUEST' />
+ <value enum='l' description='BID_RESPONSE' />
+ <value enum='m' description='LIST_STRIKE_PRICE' />
+ <value enum='n' description='XML_MESSAGE' />
+ <value enum='o' description='REGISTRATION_INSTRUCTIONS' />
+ <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE' />
+ <value enum='q' description='ORDER_MASS_CANCEL_REQUEST' />
+ <value enum='r' description='ORDER_MASS_CANCEL_REPORT' />
+ <value enum='s' description='NEW_ORDER_CROSS' />
+ <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST' />
+ <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST' />
+ <value enum='v' description='SECURITY_TYPE_REQUEST' />
+ <value enum='w' description='SECURITY_TYPES' />
+ <value enum='x' description='SECURITY_LIST_REQUEST' />
+ <value enum='y' description='SECURITY_LIST' />
+ <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST' />
+ </field>
+ <field number='36' name='NewSeqNo' type='SEQNUM' />
+ <field number='37' name='OrderID' type='STRING' />
+ <field number='38' name='OrderQty' type='QTY' />
+ <field number='39' name='OrdStatus' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum='1' description='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_MARKET' />
+ <value enum='D' description='PREVIOUSLY_QUOTED' />
+ <value enum='E' description='PREVIOUSLY_INDICATED' />
+ <value enum='F' description='FOREX_LIMIT' />
+ <value enum='G' description='FOREX_SWAP' />
+ <value enum='H' description='FOREX_PREVIOUSLY_QUOTED' />
+ <value enum='I' description='FUNARI' />
+ <value enum='J' description='MARKET_IF_TOUCHED' />
+ <value enum='K' description='MARKET_WITH_LEFT_OVER_AS_LIMIT' />
+ <value enum='L' description='PREVIOUS_FUND_VALUATION_POINT' />
+ <value enum='M' description='NEXT_FUND_VALUATION_POINT' />
+ <value enum='P' description='PEGGED' />
+ <value enum='Q' description='COUNTER_ORDER_SELECTION' />
+ </field>
+ <field number='41' name='OrigClOrdID' type='STRING' />
+ <field number='42' name='OrigTime' type='UTCTIMESTAMP' />
+ <field number='43' name='PossDupFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='44' name='Price' type='PRICE' />
+ <field number='45' name='RefSeqNum' type='SEQNUM' />
+ <field number='46' name='RelatdSym' type='STRING' />
+ <field number='47' name='Rule80A' type='CHAR'>
+ <value enum='A' description='AGENCY_SINGLE_ORDER' />
+ <value enum='B' description='SHORT_EXEMPT_TRANSACTION_B' />
+ <value enum='C' description='PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE' />
+ <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
+ <value enum='E' description='SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL' />
+ <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='PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING' />
+ <value enum='K' description='AGENCY_ALGORITHMIC_PROGRAM_TRADING' />
+ <value enum='L' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
+ <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
+ <value enum='N' description='AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE' />
+ <value enum='O' description='PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER' />
+ <value enum='P' description='PRINCIPAL' />
+ <value enum='R' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER' />
+ <value enum='S' description='SPECIALIST_TRADES' />
+ <value enum='T' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER' />
+ <value enum='U' description='AGENCY_INDEX_ARBITRAGE' />
+ <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='AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE' />
+ <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='Quantity' 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='A' description='CROSS_SHORT_EXEMPT' />
+ <value enum='B' description='AS_DEFINED' />
+ <value enum='C' description='OPPOSITE' />
+ <value enum='D' description='SUBSCRIBE' />
+ <value enum='E' description='REDEEM' />
+ <value enum='F' description='LEND' />
+ <value enum='G' description='BORROW' />
+ </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' />
+ <value enum='7' description='AT_THE_CLOSE' />
+ <value enum='8' description='GOOD_THROUGH_CROSSING' />
+ <value enum='9' description='AT_CROSSING' />
+ </field>
+ <field number='60' name='TransactTime' type='UTCTIMESTAMP' />
+ <field number='61' name='Urgency' type='CHAR'>
+ <value enum='0' description='NORMAL' />
+ <value enum='1' description='FLASH' />
+ <value enum='2' description='BACKGROUND' />
+ </field>
+ <field number='62' name='ValidUntilTime' type='UTCTIMESTAMP' />
+ <field number='63' name='SettlType' type='STRING'>
+ <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_AND_IF_ISSUED' />
+ <value enum='8' description='SELLERS_OPTION' />
+ <value enum='9' description='T_PLUS_5' />
+ <value enum='C' description='FX_SPOT_NEXT_SETTLEMENT' />
+ <value enum='B' description='BROKEN_DATE' />
+ </field>
+ <field number='64' name='SettlDate' type='LOCALMKTDATE' />
+ <field number='65' name='SymbolSfx' type='STRING'>
+ <value enum='CD' description='EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE' />
+ <value enum='WI' description='WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN' />
+ </field>
+ <field number='66' name='ListID' type='STRING' />
+ <field number='67' name='ListSeqNo' type='INT' />
+ <field number='68' name='TotNoOrders' type='INT' />
+ <field number='69' name='ListExecInst' type='STRING' />
+ <field number='70' name='AllocID' type='STRING' />
+ <field number='71' name='AllocTransType' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum='1' description='REPLACE' />
+ <value enum='2' description='CANCEL' />
+ <value enum='3' description='PRELIMINARY' />
+ <value enum='4' description='CALCULATED' />
+ <value enum='5' description='CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='6' description='REVERSAL' />
+ </field>
+ <field number='72' name='RefAllocID' type='STRING' />
+ <field number='73' name='NoOrders' type='NUMINGROUP' />
+ <field number='74' name='AvgPxPrecision' type='INT' />
+ <field number='75' name='TradeDate' type='LOCALMKTDATE' />
+ <field number='76' name='ExecBroker' type='STRING' />
+ <field number='77' name='PositionEffect' type='CHAR'>
+ <value enum='C' description='CLOSE' />
+ <value enum='F' description='FIFO' />
+ <value enum='O' description='OPEN' />
+ <value enum='R' description='ROLLED' />
+ <value enum='N' description='CLOSE_BUT_NOTIFY_ON_OPEN' />
+ <value enum='D' description='DEFAULT' />
+ </field>
+ <field number='78' name='NoAllocs' type='NUMINGROUP' />
+ <field number='79' name='AllocAccount' type='STRING' />
+ <field number='80' name='AllocQty' type='QTY' />
+ <field number='81' name='ProcessCode' type='CHAR'>
+ <value enum='0' description='REGULAR' />
+ <value enum='1' description='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='NUMINGROUP' />
+ <field number='86' name='DlvyInst' type='STRING' />
+ <field number='87' name='AllocStatus' type='INT'>
+ <value enum='0' description='ACCEPTED' />
+ <value enum='1' description='BLOCK_LEVEL_REJECT' />
+ <value enum='2' description='ACCOUNT_LEVEL_REJECT' />
+ <value enum='3' description='RECEIVED' />
+ <value enum='4' description='INCOMPLETE' />
+ <value enum='5' description='REJECTED_BY_INTERMEDIARY' />
+ <value enum='6' description='ALLOCATION_PENDING' />
+ <value enum='7' description='REVERSED' />
+ </field>
+ <field number='88' name='AllocRejCode' type='INT'>
+ <value enum='0' description='UNKNOWN_ACCOUNT' />
+ <value enum='1' description='INCORRECT_QUANTITY' />
+ <value enum='10' description='UNKNOWN_OR_STALE_EXECID' />
+ <value enum='11' description='MISMATCHED_DATA' />
+ <value enum='12' description='UNKNOWN_CLORDID' />
+ <value enum='13' description='WAREHOUSE_REQUEST_REJECTED' />
+ <value enum='2' description='INCORRECT_AVERAGEG_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_7' />
+ <value enum='8' description='INCORRECT_ALLOCATED_QUANTITY' />
+ <value enum='9' description='CALCULATION_DIFFERENCE' />
+ <value enum='99' description='OTHER_99' />
+ </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_1' />
+ <value enum='2' description='DES' />
+ <value enum='3' description='PKCS_3' />
+ <value enum='4' description='PGP_4' />
+ <value enum='5' description='PGP_5' />
+ <value enum='6' description='PEM' />
+ </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' />
+ <value enum='3' description='ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS' />
+ <value enum='4' description='UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST' />
+ <value enum='5' description='ORIGORDMODTIME' />
+ <value enum='6' description='DUPLICATE_CLORDID' />
+ <value enum='99' description='OTHER' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ <value enum='7' description='PRICE_EXCEEDS_CURRENT_PRICE' />
+ <value enum='8' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' />
+ </field>
+ <field number='103' name='OrdRejReason' type='INT'>
+ <value enum='0' description='BROKER' />
+ <value enum='1' description='UNKNOWN_SYMBOL' />
+ <value enum='10' description='INVALID_INVESTOR_ID' />
+ <value enum='11' description='UNSUPPORTED_ORDER_CHARACTERISTIC' />
+ <value enum='12' description='SURVEILLENCE_OPTION' />
+ <value enum='13' description='INCORRECT_QUANTITY' />
+ <value enum='14' description='INCORRECT_ALLOCATED_QUANTITY' />
+ <value enum='15' description='UNKNOWN_ACCOUNT' />
+ <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='9' description='TRADE_ALONG_REQUIRED' />
+ <value enum='99' description='OTHER' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ <value enum='16' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' />
+ </field>
+ <field number='104' name='IOIQualifier' type='CHAR'>
+ <value enum='A' description='ALL_OR_NONE' />
+ <value enum='B' description='MARKET_ON_CLOSE' />
+ <value enum='C' description='AT_THE_CLOSE' />
+ <value enum='D' description='VWAP' />
+ <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_SHOWN' />
+ <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='NUMINGROUP' />
+ <field number='125' name='CxlType' type='CHAR' />
+ <field number='126' name='ExpireTime' type='UTCTIMESTAMP' />
+ <field number='127' name='DKReason' type='CHAR'>
+ <value enum='A' description='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='F' description='CALCULATION_DIFFERENCE' />
+ <value enum='Z' description='OTHER' />
+ </field>
+ <field number='128' name='DeliverToCompID' type='STRING' />
+ <field number='129' name='DeliverToSubID' type='STRING' />
+ <field number='130' name='IOINaturalFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='131' name='QuoteReqID' type='STRING' />
+ <field number='132' name='BidPx' type='PRICE' />
+ <field number='133' name='OfferPx' type='PRICE' />
+ <field number='134' name='BidSize' type='QTY' />
+ <field number='135' name='OfferSize' type='QTY' />
+ <field number='136' name='NoMiscFees' type='NUMINGROUP' />
+ <field number='137' name='MiscFeeAmt' type='AMT' />
+ <field number='138' name='MiscFeeCurr' type='CURRENCY' />
+ <field number='139' name='MiscFeeType' type='STRING'>
+ <value enum='1' description='REGULATORY' />
+ <value enum='10' description='PER_TRANSACTION' />
+ <value enum='11' description='CONVERSION' />
+ <value enum='12' description='AGENT' />
+ <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' />
+ <value enum='13' description='TRANSFER_FEE' />
+ <value enum='14' description='SECURITY_LENDING' />
+ </field>
+ <field number='140' name='PrevClosePx' type='PRICE' />
+ <field number='141' name='ResetSeqNumFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='142' name='SenderLocationID' type='STRING' />
+ <field number='143' name='TargetLocationID' type='STRING' />
+ <field number='144' name='OnBehalfOfLocationID' type='STRING' />
+ <field number='145' name='DeliverToLocationID' type='STRING' />
+ <field number='146' name='NoRelatedSym' type='NUMINGROUP' />
+ <field number='147' name='Subject' type='STRING' />
+ <field number='148' name='Headline' type='STRING' />
+ <field number='149' name='URLLink' type='STRING' />
+ <field number='150' name='ExecType' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum="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='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='RESTATED' />
+ <value enum='E' description='PENDING_REPLACE' />
+ <value enum='F' description='TRADE' />
+ <value enum='G' description='TRADE_CORRECT' />
+ <value enum='H' description='TRADE_CANCEL' />
+ <value enum='I' description='ORDER_STATUS' />
+ <value enum='J' description='TRADE_IN_A_CLEARING_HOLD' />
+ <value enum='K' description='TRADE_HAS_BEEN_RELEASED_TO_CLEARING' />
+ <value enum='L' description='TRIGGERED_OR_ACTIVATED_BY_SYSTEM' />
+ </field>
+ <field number='151' name='LeavesQty' type='QTY' />
+ <field number='152' name='CashOrderQty' type='QTY' />
+ <field number='153' name='AllocAvgPx' type='PRICE' />
+ <field number='154' name='AllocNetMoney' type='AMT' />
+ <field number='155' name='SettlCurrFxRate' type='FLOAT' />
+ <field number='156' name='SettlCurrFxRateCalc' type='CHAR'>
+ <value enum='M' description='MULTIPLY' />
+ <value enum='D' description='DIVIDE' />
+ </field>
+ <field number='157' name='NumDaysInterest' type='INT' />
+ <field number='158' name='AccruedInterestRate' type='PERCENTAGE' />
+ <field number='159' name='AccruedInterestAmt' type='AMT' />
+ <field number='160' name='SettlInstMode' type='CHAR'>
+ <value enum='0' description='DEFAULT' />
+ <value enum='1' description='STANDING_INSTRUCTIONS_PROVIDED' />
+ <value enum='2' description='SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING' />
+ <value enum='3' description='SPECIFIC_ALLOCATION_ACCOUNT_STANDING' />
+ <value enum='4' description='SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT' />
+ <value enum='5' description='REQUEST_REJECT' />
+ </field>
+ <field number='161' name='AllocText' type='STRING' />
+ <field number='162' name='SettlInstID' type='STRING' />
+ <field number='163' name='SettlInstTransType' type='CHAR'>
+ <value enum='C' description='CANCEL' />
+ <value enum='N' description='NEW' />
+ <value enum='R' description='REPLACE' />
+ <value enum='T' description='RESTATE' />
+ </field>
+ <field number='164' name='EmailThreadID' type='STRING' />
+ <field number='165' name='SettlInstSource' type='CHAR'>
+ <value enum='1' description='BROKERS_INSTRUCTIONS' />
+ <value enum='2' description='INSTITUTIONS_INSTRUCTIONS' />
+ <value enum='3' description='INVESTOR' />
+ </field>
+ <field number='166' name='SettlLocation' type='STRING'>
+ <value enum='CED' description='CEDEL' />
+ <value enum='DTC' description='DEPOSITORY_TRUST_COMPANY' />
+ <value enum='EUR' description='EURO_CLEAR' />
+ <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='ABS' description='ASSET_BACKED_SECURITIES' />
+ <value enum='AMENDED' description='AMENDED_RESTATED' />
+ <value enum='AN' description='OTHER_ANTICIPATION_NOTES' />
+ <value enum='BA' description='BANKERS_ACCEPTANCE' />
+ <value enum='BN' description='BANK_NOTES' />
+ <value enum='BOX' description='BILL_OF_EXCHANGES' />
+ <value enum='BRADY' description='BRADY_BOND' />
+ <value enum='BRIDGE' description='BRIDGE_LOAN' />
+ <value enum='BUYSELL' description='BUY_SELLBACK' />
+ <value enum='CB' description='CONVERTIBLE_BOND' />
+ <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' />
+ <value enum='CL' description='CALL_LOANS' />
+ <value enum='CMBS' description='CORP_MORTGAGE_BACKED_SECURITIES' />
+ <value enum='CMO' description='COLLATERALIZED_MORTGAGE_OBLIGATION' />
+ <value enum='COFO' description='CERTIFICATE_OF_OBLIGATION' />
+ <value enum='COFP' description='CERTIFICATE_OF_PARTICIPATION' />
+ <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='DEFLTED' description='DEFAULTED' />
+ <value enum='DINP' description='DEBTOR_IN_POSSESSION' />
+ <value enum='DN' description='DEPOSIT_NOTES' />
+ <value enum='DUAL' description='DUAL_CURRENCY' />
+ <value enum='EUCD' description='EURO_CERTIFICATE_OF_DEPOSIT' />
+ <value enum='EUCORP' description='EURO_CORPORATE_BOND' />
+ <value enum='EUCP' description='EURO_COMMERCIAL_PAPER' />
+ <value enum='EUSOV' description='EURO_SOVEREIGNS' />
+ <value enum='EUSUPRA' description='EURO_SUPRANATIONAL_COUPONS' />
+ <value enum='FAC' description='FEDERAL_AGENCY_COUPON' />
+ <value enum='FADN' description='FEDERAL_AGENCY_DISCOUNT_NOTE' />
+ <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' />
+ <value enum='FORWARD' description='FORWARD' />
+ <value enum='FUT' description='FUTURE' />
+ <value enum='GO' description='GENERAL_OBLIGATION_BONDS' />
+ <value enum='IET' description='IOETTE_MORTGAGE' />
+ <value enum='LOFC' description='LETTER_OF_CREDIT' />
+ <value enum='LQN' description='LIQUIDITY_NOTE' />
+ <value enum='MATURED' description='MATURED' />
+ <value enum='MBS' description='MORTGAGE_BACKED_SECURITIES' />
+ <value enum='MF' description='MUTUAL_FUND' />
+ <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' />
+ <value enum='MLEG' description='MULTILEG_INSTRUMENT' />
+ <value enum='MPO' description='MORTGAGE_PRINCIPAL_ONLY' />
+ <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' />
+ <value enum='MPT' description='MISCELLANEOUS_PASS_THROUGH' />
+ <value enum='MT' description='MANDATORY_TENDER' />
+ <value enum='MTN' description='MEDIUM_TERM_NOTES' />
+ <value enum='NONE' description='NO_SECURITY_TYPE' />
+ <value enum='ONITE' description='OVERNIGHT' />
+ <value enum='OPT' description='OPTION' />
+ <value enum='PEF' description='PRIVATE_EXPORT_FUNDING' />
+ <value enum='PFAND' description='PFANDBRIEFE' />
+ <value enum='PN' description='PROMISSORY_NOTE' />
+ <value enum='PS' description='PREFERRED_STOCK' />
+ <value enum='PZFJ' description='PLAZOS_FIJOS' />
+ <value enum='RAN' description='REVENUE_ANTICIPATION_NOTE' />
+ <value enum='REPLACD' description='REPLACED' />
+ <value enum='REPO' description='REPURCHASE' />
+ <value enum='RETIRED' description='RETIRED' />
+ <value enum='REV' description='REVENUE_BONDS' />
+ <value enum='RVLV' description='REVOLVER_LOAN' />
+ <value enum='RVLVTRM' description='REVOLVER_TERM_LOAN' />
+ <value enum='SECLOAN' description='SECURITIES_LOAN' />
+ <value enum='SECPLEDGE' description='SECURITIES_PLEDGE' />
+ <value enum='SPCLA' description='SPECIAL_ASSESSMENT' />
+ <value enum='SPCLO' description='SPECIAL_OBLIGATION' />
+ <value enum='SPCLT' description='SPECIAL_TAX' />
+ <value enum='STN' description='SHORT_TERM_LOAN_NOTE' />
+ <value enum='STRUCT' description='STRUCTURED_NOTES' />
+ <value enum='SUPRA' description='USD_SUPRANATIONAL_COUPONS' />
+ <value enum='SWING' description='SWING_LINE_FACILITY' />
+ <value enum='TAN' description='TAX_ANTICIPATION_NOTE' />
+ <value enum='TAXA' description='TAX_ALLOCATION' />
+ <value enum='TBA' description='TO_BE_ANNOUNCED' />
+ <value enum='TBILL' description='US_TREASURY_BILL_TBILL' />
+ <value enum='TBOND' description='US_TREASURY_BOND' />
+ <value enum='TCAL' description='PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE' />
+ <value enum='TD' description='TIME_DEPOSIT' />
+ <value enum='TECP' description='TAX_EXEMPT_COMMERCIAL_PAPER' />
+ <value enum='TERM' description='TERM_LOAN' />
+ <value enum='TINT' description='INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE' />
+ <value enum='TIPS' description='TREASURY_INFLATION_PROTECTED_SECURITIES' />
+ <value enum='TNOTE' description='US_TREASURY_NOTE_TNOTE' />
+ <value enum='TPRN' description='PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE' />
+ <value enum='TRAN' description='TAX_REVENUE_ANTICIPATION_NOTE' />
+ <value enum='UST' description='US_TREASURY_NOTE_UST' />
+ <value enum='USTB' description='US_TREASURY_BILL_USTB' />
+ <value enum='VRDN' description='VARIABLE_RATE_DEMAND_NOTE' />
+ <value enum='WAR' description='WARRANT' />
+ <value enum='WITHDRN' description='WITHDRAWN' />
+ <value enum='?' description='WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST' />
+ <value enum='XCN' description='EXTENDED_COMM_NOTE' />
+ <value enum='XLINKD' description='INDEXED_LINKED' />
+ <value enum='YANK' description='YANKEE_CORPORATE_BOND' />
+ <value enum='YCD' description='YANKEE_CERTIFICATE_OF_DEPOSIT' />
+ <value enum='OOP' description='OPTIONS_ON_PHYSICAL' />
+ <value enum='OOF' description='OPTIONS_ON_FUTURES' />
+ <value enum='CASH' description='CASH' />
+ <value enum='OOC' description='OPTIONS_ON_COMBO' />
+ <value enum='IRS' description='INTEREST_RATE_SWAP' />
+ <value enum='BDN' description='BANK_DEPOSITORY_NOTE' />
+ <value enum='CAMM' description='CANADIAN_MONEY_MARKETS' />
+ <value enum='CAN' description='CANADIAN_TREASURY_NOTES' />
+ <value enum='CTB' description='CANADIAN_TREASURY_BILLS' />
+ <value enum='CDS' description='CREDIT_DEFAULT_SWAP' />
+ <value enum='CMB' description='CANADIAN_MORTGAGE_BONDS' />
+ <value enum='EUFRN' description='EURO_CORPORATE_FLOATING_RATE_NOTES' />
+ <value enum='FRN' description='US_CORPORATE_FLOATING_RATE_NOTES' />
+ <value enum='PROV' description='CANADIAN_PROVINCIAL_BONDS' />
+ <value enum='SLQN' description='SECURED_LIQUIDITY_NOTE' />
+ <value enum='TB' description='TREASURY_BILL' />
+ <value enum='TLQN' description='TERM_LIQUIDITY_NOTE' />
+ <value enum='TMCP' description='TAXABLE_MUNICIPAL_CP' />
+ <value enum='FXNDF' description='NON_DELIVERABLE_FORWARD' />
+ <value enum='FXSPOT' description='FX_SPOT' />
+ <value enum='FXFWD' description='FX_FORWARD' />
+ <value enum='FXSWAP' description='FX_SWAP' />
+ </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' />
+ <value enum='4' description='ACCOUNTNET' />
+ </field>
+ <field number='170' name='StandInstDbName' type='STRING' />
+ <field number='171' name='StandInstDbID' type='STRING' />
+ <field number='172' name='SettlDeliveryType' type='INT'>
+ <value enum='0' description='VERSUS_PAYMENT_DELIVER' />
+ <value enum='1' description='FREE_DELIVER' />
+ <value enum='2' description='TRI_PARTY' />
+ <value enum='3' description='HOLD_IN_CUSTODY' />
+ </field>
+ <field number='173' name='SettlDepositoryCode' type='STRING' />
+ <field number='174' name='SettlBrkrCode' type='STRING' />
+ <field number='175' name='SettlInstCode' type='STRING' />
+ <field number='176' name='SecuritySettlAgentName' type='STRING' />
+ <field number='177' name='SecuritySettlAgentCode' type='STRING' />
+ <field number='178' name='SecuritySettlAgentAcctNum' type='STRING' />
+ <field number='179' name='SecuritySettlAgentAcctName' type='STRING' />
+ <field number='180' name='SecuritySettlAgentContactName' type='STRING' />
+ <field number='181' name='SecuritySettlAgentContactPhone' type='STRING' />
+ <field number='182' name='CashSettlAgentName' type='STRING' />
+ <field number='183' name='CashSettlAgentCode' type='STRING' />
+ <field number='184' name='CashSettlAgentAcctNum' type='STRING' />
+ <field number='185' name='CashSettlAgentAcctName' type='STRING' />
+ <field number='186' name='CashSettlAgentContactName' type='STRING' />
+ <field number='187' name='CashSettlAgentContactPhone' type='STRING' />
+ <field number='188' name='BidSpotRate' type='PRICE' />
+ <field number='189' name='BidForwardPoints' type='PRICEOFFSET' />
+ <field number='190' name='OfferSpotRate' type='PRICE' />
+ <field number='191' name='OfferForwardPoints' type='PRICEOFFSET' />
+ <field number='192' name='OrderQty2' type='QTY' />
+ <field number='193' name='SettlDate2' type='LOCALMKTDATE' />
+ <field number='194' name='LastSpotRate' type='PRICE' />
+ <field number='195' name='LastForwardPoints' type='PRICEOFFSET' />
+ <field number='196' name='AllocLinkID' type='STRING' />
+ <field number='197' name='AllocLinkType' type='INT'>
+ <value enum='0' description='FX_NETTING' />
+ <value enum='1' description='FX_SWAP' />
+ </field>
+ <field number='198' name='SecondaryOrderID' type='STRING' />
+ <field number='199' name='NoIOIQualifiers' type='NUMINGROUP' />
+ <field number='200' name='MaturityMonthYear' type='MONTHYEAR' />
+ <field number='201' name='PutOrCall' type='INT'>
+ <value enum='0' description='PUT' />
+ <value enum='1' description='CALL' />
+ </field>
+ <field number='202' name='StrikePrice' type='PRICE' />
+ <field number='203' name='CoveredOrUncovered' type='INT'>
+ <value enum='0' description='COVERED' />
+ <value enum='1' description='UNCOVERED' />
+ </field>
+ <field number='204' name='CustomerOrFirm' type='INT'>
+ <value enum='0' description='CUSTOMER' />
+ <value enum='1' description='FIRM' />
+ </field>
+ <field number='205' name='MaturityDay' type='DAYOFMONTH' />
+ <field number='206' name='OptAttribute' type='CHAR' />
+ <field number='207' name='SecurityExchange' type='EXCHANGE' />
+ <field number='208' name='NotifyBrokerOfCredit' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='209' name='AllocHandlInst' type='INT'>
+ <value enum='1' description='MATCH' />
+ <value enum='2' description='FORWARD' />
+ <value enum='3' description='FORWARD_AND_MATCH' />
+ </field>
+ <field number='210' name='MaxShow' type='QTY' />
+ <field number='211' name='PegOffsetValue' type='FLOAT' />
+ <field number='212' name='XmlDataLen' type='LENGTH' />
+ <field number='213' name='XmlData' type='DATA' />
+ <field number='214' name='SettlInstRefID' type='STRING' />
+ <field number='215' name='NoRoutingIDs' type='NUMINGROUP' />
+ <field number='216' name='RoutingType' type='INT'>
+ <value enum='1' description='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='5YR' />
+ <value enum='3' description='OLD5' />
+ <value enum='4' description='10YR' />
+ <value enum='5' description='OLD10' />
+ <value enum='6' description='30YR' />
+ <value enum='7' description='OLD30' />
+ <value enum='8' description='3MOLIBOR' />
+ <value enum='9' description='6MOLIBOR' />
+ </field>
+ <field number='220' name='BenchmarkCurveCurrency' type='CURRENCY' />
+ <field number='221' name='BenchmarkCurveName' type='STRING'>
+ <value enum='EONIA' description='EONIA' />
+ <value enum='EUREPO' description='EUREPO' />
+ <value enum='Euribor' description='EURIBOR' />
+ <value enum='FutureSWAP' description='FUTURESWAP' />
+ <value enum='LIBID' description='LIBID' />
+ <value enum='LIBOR' description='LIBOR' />
+ <value enum='MuniAAA' description='MUNIAAA' />
+ <value enum='OTHER' description='OTHER' />
+ <value enum='Pfandbriefe' description='PFANDBRIEFE' />
+ <value enum='SONIA' description='SONIA' />
+ <value enum='SWAP' description='SWAP' />
+ <value enum='Treasury' description='TREASURY' />
+ </field>
+ <field number='222' name='BenchmarkCurvePoint' type='STRING' />
+ <field number='223' name='CouponRate' type='PERCENTAGE' />
+ <field number='224' name='CouponPaymentDate' type='LOCALMKTDATE' />
+ <field number='225' name='IssueDate' type='LOCALMKTDATE' />
+ <field number='226' name='RepurchaseTerm' type='INT' />
+ <field number='227' name='RepurchaseRate' type='PERCENTAGE' />
+ <field number='228' name='Factor' type='FLOAT' />
+ <field number='229' name='TradeOriginationDate' type='LOCALMKTDATE' />
+ <field number='230' name='ExDate' type='LOCALMKTDATE' />
+ <field number='231' name='ContractMultiplier' type='FLOAT' />
+ <field number='232' name='NoStipulations' type='NUMINGROUP' />
+ <field number='233' name='StipulationType' type='STRING'>
+ <value enum='ABS' description='ABSOLUTE_PREPAYMENT_SPEED' />
+ <value enum='AMT' description='ALTERNATIVE_MINIMUM_TAX' />
+ <value enum='AUTOREINV' description='AUTO_REINVESTMENT_AT_RATE_OR_BETTER' />
+ <value enum='BANKQUAL' description='BANK_QUALIFIED' />
+ <value enum='BGNCON' description='BARGAIN_CONDITIONS' />
+ <value enum='COUPON' description='COUPON_RANGE' />
+ <value enum='CPP' description='CONSTANT_PREPAYMENT_PENALTY' />
+ <value enum='CPR' description='CONSTANT_PREPAYMENT_RATE' />
+ <value enum='CPY' description='CONSTANT_PREPAYMENT_YIELD' />
+ <value enum='CURRENCY' description='ISO_CURRENCY_CODE' />
+ <value enum='CUSTOMDATE' description='CUSTOM_START_END_DATE' />
+ <value enum='GEOG' description='GEOGRAPHICS_AND_RANGE' />
+ <value enum='HAIRCUT' description='VALUATION_DISCOUNT' />
+ <value enum='HEP' description='FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE' />
+ <value enum='INSURED' description='INSURED' />
+ <value enum='ISSUE' description='YEAR_OR_YEAR_MONTH_OF_ISSUE' />
+ <value enum='ISSUER' description='ISSUERS_TICKER' />
+ <value enum='ISSUESIZE' description='ISSUE_SIZE_RANGE' />
+ <value enum='LOOKBACK' description='LOOKBACK_DAYS' />
+ <value enum='LOT' description='EXPLICIT_LOT_IDENTIFIER' />
+ <value enum='LOTVAR' description='LOT_VARIANCE' />
+ <value enum='MAT' description='MATURITY_YEAR_AND_MONTH' />
+ <value enum='MATURITY' description='MATURITY_RANGE' />
+ <value enum='MAXSUBS' description='MAXIMUM_SUBSTITUTIONS' />
+ <value enum='MHP' description='PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE' />
+ <value enum='MINDNOM' description='MINIMUM_DENOMINATION' />
+ <value enum='MININCR' description='MINIMUM_INCREMENT' />
+ <value enum='MINQTY' description='MINIMUM_QUANTITY' />
+ <value enum='MPR' description='MONTHLY_PREPAYMENT_RATE' />
+ <value enum='PAYFREQ' description='PAYMENT_FREQUENCY_CALENDAR' />
+ <value enum='PIECES' description='NUMBER_OF_PIECES' />
+ <value enum='PMAX' description='POOLS_MAXIMUM' />
+ <value enum='PPC' description='PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE' />
+ <value enum='PPL' description='POOLS_PER_LOT' />
+ <value enum='PPM' description='POOLS_PER_MILLION' />
+ <value enum='PPT' description='POOLS_PER_TRADE' />
+ <value enum='PRICE' description='PRICE_RANGE' />
+ <value enum='PRICEFREQ' description='PRICING_FREQUENCY' />
+ <value enum='PROD' description='PRODUCTION_YEAR' />
+ <value enum='PROTECT' description='CALL_PROTECTION' />
+ <value enum='PSA' description='PERCENT_OF_BMA_PREPAYMENT_CURVE' />
+ <value enum='PURPOSE' description='PURPOSE' />
+ <value enum='PXSOURCE' description='BENCHMARK_PRICE_SOURCE' />
+ <value enum='RATING' description='RATING_SOURCE_AND_RANGE' />
+ <value enum='REDEMPTION' description='TYPE_OF_REDEMPTION' />
+ <value enum='RESTRICTED' description='RESTRICTED' />
+ <value enum='SECTOR' description='MARKET_SECTOR' />
+ <value enum='SECTYPE' description='SECURITY_TYPE_INCLUDED_OR_EXCLUDED' />
+ <value enum='SMM' description='SINGLE_MONTHLY_MORTALITY' />
+ <value enum='STRUCT' description='STRUCTURE' />
+ <value enum='SUBSFREQ' description='SUBSTITUTIONS_FREQUENCY' />
+ <value enum='SUBSLEFT' description='SUBSTITUTIONS_LEFT' />
+ <value enum='TEXT' description='FREEFORM_TEXT' />
+ <value enum='TRDVAR' description='TRADE_VARIANCE' />
+ <value enum='WAC' description='WEIGHTED_AVERAGE_COUPON' />
+ <value enum='WAL' description='WEIGHTED_AVERAGE_LIFE_COUPON' />
+ <value enum='WALA' description='WEIGHTED_AVERAGE_LOAN_AGE' />
+ <value enum='WAM' description='WEIGHTED_AVERAGE_MATURITY' />
+ <value enum='WHOLE' description='WHOLE_POOL' />
+ <value enum='YIELD' description='YIELD_RANGE' />
+ <value enum='AVFICO' description='AVERAGE_FICO_SCORE' />
+ <value enum='AVSIZE' description='AVERAGE_LOAN_SIZE' />
+ <value enum='MAXBAL' description='MAXIMUM_LOAN_BALANCE' />
+ <value enum='POOL' description='POOL_IDENTIFIER' />
+ <value enum='ROLLTYPE' description='TYPE_OF_ROLL_TRADE' />
+ <value enum='REFTRADE' description='REFERENCE_TO_ROLLING_OR_CLOSING_TRADE' />
+ <value enum='REFPRIN' description='PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE' />
+ <value enum='REFINT' description='INTEREST_OF_ROLLING_OR_CLOSING_TRADE' />
+ <value enum='AVAILQTY' description='AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET' />
+ <value enum='BROKERCREDIT' description='BROKERS_SALES_CREDIT' />
+ <value enum='INTERNALPX' description='OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS' />
+ <value enum='INTERNALQTY' description='OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS' />
+ <value enum='LEAVEQTY' description='THE_MINIMUM_RESIDUAL_OFFER_QUANTITY' />
+ <value enum='MAXORDQTY' description='MAXIMUM_ORDER_SIZE' />
+ <value enum='ORDRINCR' description='ORDER_QUANTITY_INCREMENT' />
+ <value enum='PRIMARY' description='PRIMARY_OR_SECONDARY_MARKET_INDICATOR' />
+ <value enum='SALESCREDITOVR' description='BROKER_SALES_CREDIT_OVERRIDE' />
+ <value enum='TRADERCREDIT' description='TRADERS_CREDIT' />
+ <value enum='DISCOUNT' description='DISCOUNT_RATE' />
+ <value enum='YTM' description='YIELD_TO_MATURITY' />
+ </field>
+ <field number="234" name="StipulationValue" type="STRING" since="42" >
+ <value enum="CD" description="SPECIAL_CUM_DIVIDEND" />
+ <value enum="XD" description="SPECIAL_EX_DIVIDEND" />
+ <value enum="CC" description="SPECIAL_CUM_COUPON" />
+ <value enum="XC" description="SPECIAL_EX_COUPON" />
+ <value enum="CB" description="SPECIAL_CUM_BONUS" />
+ <value enum="XB" description="SPECIAL_EX_BONUS" />
+ <value enum="CR" description="SPECIAL_CUM_RIGHTS" />
+ <value enum="XR" description="SPECIAL_EX_RIGHTS" />
+ <value enum="CP" description="SPECIAL_CUM_CAPITAL_REPAYMENTS" />
+ <value enum="XP" description="SPECIAL_EX_CAPITAL_REPAYMENTS" />
+ <value enum="CS" description="CASH_SETTLEMENT" />
+ <value enum="SP" description="SPECIAL_PRICE" />
+ <value enum="TR" description="REPORT_FOR_EUROPEAN_EQUITY_MARKET_SECURITIES" />
+ <value enum="GD" description="GUARANTEED_DELIVERY" />
+ </field>
+ <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_AVG_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='GOVTEQUIV' description='GVNT_EQUIVALENT_YIELD' />
+ <value enum='GROSS' description='TRUE_GROSS_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='PREVCLOSE' description='PREVIOUS_CLOSE_YIELD' />
+ <value enum='PROCEEDS' description='PROCEEDS_YIELD' />
+ <value enum='PUT' description='YIELD_TO_NEXT_PUT' />
+ <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'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='259' name='BasisFeatureDate' type='LOCALMKTDATE' />
+ <field number='260' name='BasisFeaturePrice' type='PRICE' />
+ <field number='262' name='MDReqID' type='STRING' />
+ <field number='263' name='SubscriptionRequestType' type='CHAR'>
+ <value enum='0' description='SNAPSHOT' />
+ <value enum='1' description='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='Y' description='YES' />
+ <value enum='N' description='NO' />
+ </field>
+ <field number='267' name='NoMDEntryTypes' type='NUMINGROUP' />
+ <field number='268' name='NoMDEntries' type='NUMINGROUP' />
+ <field number='269' name='MDEntryType' type='CHAR'>
+ <value enum='0' description='BID' />
+ <value enum='1' description='OFFER' />
+ <value enum='2' description='TRADE' />
+ <value enum='3' description='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' />
+ <value enum='A' description='IMBALANCE' />
+ <value enum='B' description='TRADE_VOLUME' />
+ <value enum='C' description='OPEN_INTEREST' />
+ <value enum='D' description='COMPOSITE_UNDERLYING_PRICE' />
+ <value enum='E' description='SIMULATED_SELL_PRICE' />
+ <value enum='F' description='SIMULATED_BUY_PRICE' />
+ <value enum='G' description='MARGIN_RATE' />
+ <value enum='H' description='MID_PRICE' />
+ <value enum='J' description='EMPTY_BOOK' />
+ <value enum='K' description='SETTLE_HIGH_PRICE' />
+ <value enum='L' description='SETTLE_LOW_PRICE' />
+ <value enum='M' description='PRIOR_SETTLE_PRICE' />
+ <value enum='N' description='SESSION_HIGH_BID' />
+ <value enum='O' description='SESSION_LOW_OFFER' />
+ <value enum='P' description='EARLY_PRICES' />
+ <value enum='Q' description='AUCTION_CLEARING_PRICE' />
+ <value enum='S' description='SWAP_VALUE_FACTOR' />
+ <value enum='R' description='DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS' />
+ <value enum='T' description='CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS' />
+ <value enum='U' description='DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS' />
+ <value enum='V' description='CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS' />
+ <value enum='Y' description='RECOVERY_RATE' />
+ <value enum='Z' description='RECOVERY_RATE_FOR_LONG' />
+ <value enum='a' description='RECOVERY_RATE_FOR_SHORT' />
+ <value enum='W' description='FIXING_PRICE' />
+ <value enum='X' description='CASH_RATE' />
+ </field>
+ <field number='270' name='MDEntryPx' type='PRICE' />
+ <field number='271' name='MDEntrySize' type='QTY' />
+ <field number='272' name='MDEntryDate' type='UTCDATEONLY' />
+ <field number='273' name='MDEntryTime' type='UTCTIMEONLY' />
+ <field number='274' name='TickDirection' type='CHAR'>
+ <value enum='0' description='PLUS_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='MULTIPLESTRINGVALUE'>
+ <value enum='A' description='OPEN_ACTIVE' />
+ <value enum='B' description='CLOSED_INACTIVE' />
+ <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' />
+ <value enum='L' description='MANUAL_SLOW_QUOTE' />
+ <value enum='J' description='OUTRIGHT_PRICE' />
+ <value enum='K' description='IMPLIED_PRICE' />
+ <value enum='M' description='DEPTH_ON_OFFER' />
+ <value enum='N' description='DEPTH_ON_BID' />
+ <value enum='O' description='CLOSING' />
+ <value enum='P' description='NEWS_DISSEMINATION' />
+ <value enum='Q' description='TRADING_RANGE' />
+ <value enum='R' description='ORDER_INFLUX' />
+ <value enum='S' description='DUE_TO_RELATED' />
+ <value enum='T' description='NEWS_PENDING' />
+ <value enum='U' description='ADDITIONAL_INFO' />
+ <value enum='V' description='ADDITIONAL_INFO_DUE_TO_RELATED' />
+ <value enum='W' description='RESUME' />
+ <value enum='X' description='VIEW_OF_COMMON' />
+ <value enum='Y' description='VOLUME_ALERT' />
+ <value enum='Z' description='ORDER_IMBALANCE' />
+ <value enum='a' description='EQUIPMENT_CHANGEOVER' />
+ <value enum='b' description='NO_OPEN' />
+ <value enum='c' description='REGULAR_ETH' />
+ <value enum='d' description='AUTOMATIC_EXECUTION' />
+ <value enum='e' description='AUTOMATIC_EXECUTION_ETH' />
+ <value enum='f ' description='FAST_MARKET_ETH' />
+ <value enum='g' description='INACTIVE_ETH' />
+ <value enum='h' description='ROTATION' />
+ <value enum='i' description='ROTATION_ETH' />
+ <value enum='j' description='HALT' />
+ <value enum='k' description='HALT_ETH' />
+ <value enum='l' description='DUE_TO_NEWS_DISSEMINATION' />
+ <value enum='m' description='DUE_TO_NEWS_PENDING' />
+ <value enum='n' description='TRADING_RESUME' />
+ <value enum='o' description='OUT_OF_SEQUENCE' />
+ <value enum='p' description='BID_SPECIALIST' />
+ <value enum='q' description='OFFER_SPECIALIST' />
+ <value enum='r' description='BID_OFFER_SPECIALIST' />
+ <value enum='s' description='END_OF_DAY_SAM' />
+ <value enum='t' description='FORBIDDEN_SAM' />
+ <value enum='u' description='FROZEN_SAM' />
+ <value enum='v' description='PREOPENING_SAM' />
+ <value enum='w' description='OPENING_SAM' />
+ <value enum='x' description='OPEN_SAM' />
+ <value enum='y' description='SURVEILLANCE_SAM' />
+ <value enum='z' description='SUSPENDED_SAM' />
+ <value enum='0' description='RESERVED_SAM' />
+ <value enum='1' description='NO_ACTIVE_SAM' />
+ <value enum='2' description='RESTRICTED' />
+ <value enum='3' description='REST_OF_BOOK_VWAP' />
+ <value enum='4' description='BETTER_PRICES_IN_CONDITIONAL_ORDERS' />
+ <value enum='5' description='MEDIAN_PRICE' />
+ <value enum='6' description='FULL_CURVE' />
+ <value enum='7' description='FLAT_CURVE' />
+ </field>
+ <field number='277' name='TradeCondition' type='MULTIPLESTRINGVALUE'>
+ <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_REOPENING_TRADE_DETAIL' />
+ <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' />
+ <value enum='P' description='IMBALANCE_MORE_BUYERS' />
+ <value enum='Q' description='IMBALANCE_MORE_SELLERS' />
+ <value enum='R' description='OPENING_PRICE' />
+ <value enum='S' description='BARGAIN_CONDITION' />
+ <value enum='T' description='CONVERTED_PRICE_INDICATOR' />
+ <value enum='U' description='EXCHANGE_LAST' />
+ <value enum='V' description='FINAL_PRICE_OF_SESSION' />
+ <value enum='W' description='EX_PIT' />
+ <value enum='X' description='CROSSED_X' />
+ <value enum='Y' description='TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE' />
+ <value enum='Z' description='TRADES_RESULTING_FROM_INTERMARKET_SWEEP' />
+ <value enum='0' description='CANCEL' />
+ <value enum='a' description='VOLUME_ONLY' />
+ <value enum='b' description='DIRECT_PLUS' />
+ <value enum='c' description='ACQUISITION' />
+ <value enum='d' description='BUNCHED' />
+ <value enum='e' description='DISTRIBUTION' />
+ <value enum='f' description='BUNCHED_SALE' />
+ <value enum='g' description='SPLIT_TRADE' />
+ <value enum='h' description='CANCEL_STOPPED' />
+ <value enum='i' description='CANCEL_ETH' />
+ <value enum='j' description='CANCEL_STOPPED_ETH' />
+ <value enum='k' description='OUT_OF_SEQUENCE_ETH' />
+ <value enum='l' description='CANCEL_LAST_ETH' />
+ <value enum='m' description='SOLD_LAST_SALE_ETH' />
+ <value enum='n' description='CANCEL_LAST' />
+ <value enum='o' description='SOLD_LAST_SALE' />
+ <value enum='p' description='CANCEL_OPEN' />
+ <value enum='q' description='CANCEL_OPEN_ETH' />
+ <value enum='r' description='OPENED_SALE_ETH' />
+ <value enum='s' description='CANCEL_ONLY' />
+ <value enum='t' description='CANCEL_ONLY_ETH' />
+ <value enum='u' description='LATE_OPEN_ETH' />
+ <value enum='v' description='AUTO_EXECUTION_ETH' />
+ <value enum='w' description='REOPEN' />
+ <value enum='x' description='REOPEN_ETH' />
+ <value enum='y' description='ADJUSTED' />
+ <value enum='z' description='ADJUSTED_ETH' />
+ <value enum='AA' description='SPREAD' />
+ <value enum='AB' description='SPREAD_ETH' />
+ <value enum='AC' description='STRADDLE' />
+ <value enum='AD' description='STRADDLE_ETH' />
+ <value enum='AE' description='STOPPED' />
+ <value enum='AF' description='STOPPED_ETH' />
+ <value enum='AG' description='REGULAR_ETH' />
+ <value enum='AH' description='COMBO' />
+ <value enum='AI' description='COMBO_ETH' />
+ <value enum='AJ' description='OFFICIAL_CLOSING_PRICE' />
+ <value enum='AK' description='PRIOR_REFERENCE_PRICE' />
+ <value enum='AL' description='STOPPED_SOLD_LAST' />
+ <value enum='AM' description='STOPPED_OUT_OF_SEQUENCE' />
+ <value enum='AN' description='OFFICAL_CLOSING_PRICE' />
+ <value enum='AO' description='CROSSED_AO' />
+ <value enum='AP' description='FAST_MARKET' />
+ <value enum='AQ' description='AUTOMATIC_EXECUTION' />
+ <value enum='AR' description='FORM_T' />
+ <value enum='AS' description='BASKET_INDEX' />
+ <value enum='AT' description='BURST_BASKET' />
+ <value enum='1' description='IMPLIED_TRADE' />
+ <value enum='AV' description='OUTSIDE_SPREAD' />
+ <value enum='2' description='MARKETPLACE_ENTERED_TRADE' />
+ <value enum='3' description='MULT_ASSET_CLASS_MULTILEG_TRADE' />
+ <value enum='4' description='MULTILEG_TO_MULTILEG_TRADE' />
+ </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' />
+ <value enum='3' description='DELETE_THRU' />
+ <value enum='4' description='DELETE_FROM' />
+ <value enum='5' description='OVERLAY' />
+ </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' />
+ <value enum='9' description='UNSUPPORTED_TRADINGSESSIONID' />
+ <value enum='A' description='UNSUPPORTED_SCOPE' />
+ <value enum='B' description='UNSUPPORTED_OPENCLOSESETTLEFLAG' />
+ <value enum='C' description='UNSUPPORTED_MDIMPLICITDELETE' />
+ <value enum='D' description='INSUFFICIENT_CREDIT' />
+ </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='CANCELLATION' />
+ <value enum='1' description='ERROR' />
+ </field>
+ <field number='286' name='OpenCloseSettlFlag' type='MULTIPLECHARVALUE'>
+ <value enum='0' description='DAILY_OPEN' />
+ <value enum='1' description='SESSION_OPEN' />
+ <value enum='2' description='DELIVERY_SETTLEMENT_ENTRY' />
+ <value enum='3' description='EXPECTED_ENTRY' />
+ <value enum='4' description='ENTRY_FROM_PREVIOUS_BUSINESS_DAY' />
+ <value enum='5' description='THEORETICAL_PRICE_VALUE' />
+ </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='MULTIPLECHARVALUE'>
+ <value enum='1' description='BANKRUPT' />
+ <value enum='2' description='PENDING_DELISTING' />
+ <value enum='3' description='RESTRICTED' />
+ </field>
+ <field number='292' name='CorporateAction' type='MULTIPLECHARVALUE'>
+ <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' />
+ <value enum='F' description='CASH_DIVIDEND' />
+ <value enum='G' description='STOCK_DIVIDEND' />
+ <value enum='H' description='NON_INTEGER_STOCK_SPLIT' />
+ <value enum='I' description='REVERSE_STOCK_SPLIT' />
+ <value enum='J' description='STANDARD_INTEGER_STOCK_SPLIT' />
+ <value enum='K' description='POSITION_CONSOLIDATION' />
+ <value enum='L' description='LIQUIDATION_REORGANIZATION' />
+ <value enum='M' description='MERGER_REORGANIZATION' />
+ <value enum='N' description='RIGHTS_OFFERING' />
+ <value enum='O' description='SHAREHOLDER_MEETING' />
+ <value enum='P' description='SPINOFF' />
+ <value enum='Q' description='TENDER_OFFER' />
+ <value enum='R' description='WARRANT' />
+ <value enum='S' description='SPECIAL_ACTION' />
+ <value enum='T' description='SYMBOL_CONVERSION' />
+ <value enum='U' description='CUSIP' />
+ <value enum='V' description='LEAP_ROLLOVER' />
+ <value enum='W' description='SUCCESSION_EVENT' />
+ </field>
+ <field number='293' name='DefBidSize' type='QTY' />
+ <field number='294' name='DefOfferSize' type='QTY' />
+ <field number='295' name='NoQuoteEntries' type='NUMINGROUP' />
+ <field number='296' name='NoQuoteSets' type='NUMINGROUP' />
+ <field number='297' name='QuoteStatus' type='INT'>
+ <value enum='0' description='ACCEPTED' />
+ <value enum='1' description='CANCEL_FOR_SYMBOL' />
+ <value enum='10' description='PENDING' />
+ <value enum='11' description='PASS' />
+ <value enum='12' description='LOCKED_MARKET_WARNING' />
+ <value enum='13' description='CROSS_MARKET_WARNING' />
+ <value enum='14' description='CANCELED_DUE_TO_LOCK_MARKET' />
+ <value enum='15' description='CANCELED_DUE_TO_CROSS_MARKET' />
+ <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' />
+ <value enum='6' description='REMOVED_FROM_MARKET' />
+ <value enum='7' description='EXPIRED' />
+ <value enum='8' description='QUERY' />
+ <value enum='9' description='QUOTE_NOT_FOUND' />
+ <value enum='16' description='ACTIVE' />
+ <value enum='17' description='CANCELED' />
+ <value enum='18' description='UNSOLICITED_QUOTE_REPLENISHMENT' />
+ <value enum='19' description='PENDING_END_TRADE' />
+ <value enum='20' description='TOO_LATE_TO_END' />
+ </field>
+ <field number='298' name='QuoteCancelType' type='INT'>
+ <value enum='1' description='CANCEL_FOR_ONE_OR_MORE_SECURITIES' />
+ <value enum='2' description='CANCEL_FOR_SECURITY_TYPE' />
+ <value enum='3' description='CANCEL_FOR_UNDERLYING_SECURITY' />
+ <value enum='4' description='CANCEL_ALL_QUOTES' />
+ <value enum='5' description='CANCEL_QUOTE_SPECIFIED_IN_QUOTEID' />
+ <value enum='6' description='CANCEL_BY_QUOTETYPE' />
+ <value enum='7' description='CANCEL_FOR_SECURITY_ISSUER' />
+ <value enum='8' description='CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY' />
+ </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' />
+ <value enum='99' description='OTHER' />
+ <value enum='10' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' />
+ <value enum='11' description='QUOTE_LOCKED' />
+ <value enum='12' description='INVALID_OR_UNKNOWN_SECURITY_ISSUER' />
+ <value enum='13' description='INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_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_MESSAGE' />
+ <value enum='3' description='SUMMARY_ACKNOWLEDGEMENT' />
+ </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='TotNoQuoteEntries' type='INT' />
+ <field number='305' name='UnderlyingSecurityIDSource' type='STRING' />
+ <field number='306' name='UnderlyingIssuer' type='STRING' />
+ <field number='307' name='UnderlyingSecurityDesc' type='STRING' />
+ <field number='308' name='UnderlyingSecurityExchange' type='EXCHANGE' />
+ <field number='309' name='UnderlyingSecurityID' type='STRING' />
+ <field number='310' name='UnderlyingSecurityType' type='STRING' />
+ <field number='311' name='UnderlyingSymbol' type='STRING' />
+ <field number='312' name='UnderlyingSymbolSfx' type='STRING' />
+ <field number='313' name='UnderlyingMaturityMonthYear' type='MONTHYEAR' />
+ <field number='314' name='UnderlyingMaturityDay' type='DAYOFMONTH' />
+ <field number='315' name='UnderlyingPutOrCall' type='INT' />
+ <field number='316' name='UnderlyingStrikePrice' type='PRICE' />
+ <field number='317' name='UnderlyingOptAttribute' type='CHAR' />
+ <field number='318' name='UnderlyingCurrency' type='CURRENCY' />
+ <field number='319' name='RatioQty' type='QTY' />
+ <field number='320' name='SecurityReqID' type='STRING' />
+ <field number='321' name='SecurityRequestType' type='INT'>
+ <value enum='0' description='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' />
+ <value enum='4' description='SYMBOL' />
+ <value enum='5' description='SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='6' description='PRODUCT' />
+ <value enum='7' description='TRADINGSESSIONID' />
+ <value enum='8' description='ALL_SECURITIES' />
+ <value enum='9' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' />
+ </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='CANNOT_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='21' description='PRE_OPEN' />
+ <value enum='22' description='OPENING_ROTATION' />
+ <value enum='23' description='FAST_MARKET' />
+ <value enum='3' description='RESUME' />
+ <value enum='4' description='NO_OPEN' />
+ <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' />
+ <value enum='24' description='PRE_CROSS' />
+ <value enum='25' description='CROSS' />
+ <value enum='26' description='POST_CLOSE' />
+ </field>
+ <field number='327' name='HaltReasonInt' type='INT'>
+ <value enum='0' description='NEWS_DISSEMINATION' />
+ <value enum='1' description='ORDER_INFLUX' />
+ <value enum='2' description='ORDER_IMBALANCE' />
+ <value enum='3' description='ADDITIONAL_INFORMATION' />
+ <value enum='4' description='NEWS_PENDING' />
+ <value enum='5' 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'>
+ <value enum='1' description='DAY' />
+ <value enum='2' description='HALFDAY' />
+ <value enum='3' description='MORNING' />
+ <value enum='4' description='AFTERNOON' />
+ <value enum='5' description='EVENING' />
+ <value enum='6' description='AFTER_HOURS' />
+ </field>
+ <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='0' description='UNKNOWN' />
+ <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' />
+ <value enum='6' description='REQUEST_REJECTED' />
+ </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="ISO-2022-JP" description="ISO_2022_JP" />
+ <value enum="EUC-JP" description="EUC_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' />
+ <field number='369' name='LastMsgSeqNumProcessed' type='SEQNUM' />
+ <field number='370' name='OnBehalfOfSendingTime' type='UTCTIMESTAMP' />
+ <field number='371' name='RefTagID' type='INT' />
+ <field number='372' name='RefMsgType' type='STRING' />
+ <field number='373' name='SessionRejectReason' type='INT'>
+ <value enum='0' description='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='12' description='XML_VALIDATION_ERROR' />
+ <value enum='13' description='TAG_APPEARS_MORE_THAN_ONCE' />
+ <value enum='14' description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' />
+ <value enum='15' description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' />
+ <value enum='16' description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' />
+ <value enum='17' description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' />
+ <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' />
+ <value enum='99' description='OTHER' />
+ <value enum='18' description='INVALID_UNSUPPORTED_APPLICATION_VERSION' />
+ </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='10' description='WAREHOUSE_RECAP' />
+ <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' />
+ <value enum='6' description='CANCEL_ON_TRADING_HALT' />
+ <value enum='7' description='CANCEL_ON_SYSTEM_FAILURE' />
+ <value enum='8' description='MARKET' />
+ <value enum='9' description='CANCELED_NOT_BEST' />
+ <value enum='99' description='OTHER' />
+ <value enum='11' description='PEG_REFRESH' />
+ </field>
+ <field number='379' name='BusinessRejectRefID' type='STRING' />
+ <field number='380' name='BusinessRejectReason' type='INT'>
+ <value enum='0' description='OTHER' />
+ <value enum='1' description='UNKNOWN_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' />
+ <value enum='6' description='NOT_AUTHORIZED' />
+ <value enum='7' description='DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ </field>
+ <field number='381' name='GrossTradeAmt' type='AMT' />
+ <field number='382' name='NoContraBrokers' type='NUMINGROUP' />
+ <field number='383' name='MaxMessageSize' type='LENGTH' />
+ <field number='384' name='NoMsgTypes' type='NUMINGROUP' />
+ <field number='385' name='MsgDirection' type='CHAR'>
+ <value enum='R' description='RECEIVE' />
+ <value enum='S' description='SEND' />
+ </field>
+ <field number='386' name='NoTradingSessions' type='NUMINGROUP' />
+ <field number='387' name='TotalVolumeTraded' type='QTY' />
+ <field number='388' name='DiscretionInst' type='CHAR'>
+ <value enum='0' description='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' />
+ <value enum='6' description='RELATED_TO_VWAP' />
+ <value enum='7' description='AVERAGE_PRICE_GUARANTEE' />
+ </field>
+ <field number='389' name='DiscretionOffsetValue' type='FLOAT' />
+ <field number='390' name='BidID' type='STRING' />
+ <field number='391' name='ClientBidID' type='STRING' />
+ <field number='392' name='ListName' type='STRING' />
+ <field number='393' name='TotNoRelatedSym' type='INT' />
+ <field number='394' name='BidType' type='INT'>
+ <value enum='1' description='NON_DISCLOSED_STYLE' />
+ <value enum='2' description='DISCLOSED_SYTLE' />
+ <value enum='3' description='NO_BIDDING_PROCESS' />
+ </field>
+ <field number='395' name='NumTickets' type='INT' />
+ <field number='396' name='SideValue1' type='AMT' />
+ <field number='397' name='SideValue2' type='AMT' />
+ <field number='398' name='NoBidDescriptors' type='NUMINGROUP' />
+ <field number='399' name='BidDescriptorType' type='INT'>
+ <value enum='1' description='SECTOR' />
+ <value enum='2' description='COUNTRY' />
+ <value enum='3' description='INDEX' />
+ </field>
+ <field number='400' name='BidDescriptor' type='STRING' />
+ <field number='401' name='SideValueInd' type='INT'>
+ <value enum='1' description='SIDE_VALUE_1' />
+ <value enum='2' description='SIDE_VALUE_2' />
+ </field>
+ <field number='402' name='LiquidityPctLow' type='PERCENTAGE' />
+ <field number='403' name='LiquidityPctHigh' type='PERCENTAGE' />
+ <field number='404' name='LiquidityValue' type='AMT' />
+ <field number='405' name='EFPTrackingError' type='PERCENTAGE' />
+ <field number='406' name='FairValue' type='AMT' />
+ <field number='407' name='OutsideIndexPct' type='PERCENTAGE' />
+ <field number='408' name='ValueOfFutures' type='AMT' />
+ <field number='409' name='LiquidityIndType' type='INT'>
+ <value enum='1' description='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='PERCENTAGE' />
+ <field number='411' name='ExchangeForPhysical' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='412' name='OutMainCntryUIndex' type='AMT' />
+ <field number='413' name='CrossPercent' type='PERCENTAGE' />
+ <field number='414' name='ProgRptReqs' type='INT'>
+ <value enum='1' description='BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST' />
+ <value enum='2' description='SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_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='BidTradeType' 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='NUMINGROUP' />
+ <field number='421' name='Country' type='COUNTRY' />
+ <field number='422' name='TotNoStrikes' type='INT' />
+ <field number='423' name='PriceType' type='INT'>
+ <value enum='1' description='PERCENTAGE' />
+ <value enum='10' description='FIXED_CABINET_TRADE_PRICE' />
+ <value enum='11' description='VARIABLE_CABINET_TRADE_PRICE' />
+ <value enum='2' description='PER_UNIT' />
+ <value enum='3' description='FIXED_AMOUNT' />
+ <value enum='4' description='DISCOUNT' />
+ <value enum='5' description='PREMIUM' />
+ <value enum='6' description='SPREAD' />
+ <value enum='7' description='TED_PRICE' />
+ <value enum='8' description='TED_YIELD' />
+ <value enum='9' description='YIELD' />
+ <value enum='13' description='PRODUCT_TICKS_IN_HALFS' />
+ <value enum='14' description='PRODUCT_TICKS_IN_FOURTHS' />
+ <value enum='15' description='PRODUCT_TICKS_IN_EIGHTS' />
+ <value enum='16' description='PRODUCT_TICKS_IN_SIXTEENTHS' />
+ <value enum='17' description='PRODUCT_TICKS_IN_THIRTY_SECONDS' />
+ <value enum='18' description='PRODUCT_TICKS_IN_SIXTY_FORTHS' />
+ <value enum='19' description='PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS' />
+ </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_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES' />
+ <value enum='2' description='ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE' />
+ </field>
+ <field number='428' name='NoStrikes' type='NUMINGROUP' />
+ <field number='429' name='ListStatusType' type='INT'>
+ <value enum='1' description='ACK' />
+ <value enum='2' description='RESPONSE' />
+ <value enum='3' description='TIMED' />
+ <value enum='4' description='EXEC_STARTED' />
+ <value enum='5' description='ALL_DONE' />
+ <value enum='6' description='ALERT' />
+ </field>
+ <field number='430' name='NetGrossInd' type='INT'>
+ <value enum='1' description='NET' />
+ <value enum='2' description='GROSS' />
+ </field>
+ <field number='431' name='ListOrderStatus' type='INT'>
+ <value enum='1' description='IN_BIDDING_PROCESS' />
+ <value enum='2' description='RECEIVED_FOR_EXECUTION' />
+ <value enum='3' description='EXECUTING' />
+ <value enum='4' description='CANCELLING' />
+ <value enum='5' description='ALERT' />
+ <value enum='6' description='ALL_DONE' />
+ <value enum='7' description='REJECT' />
+ </field>
+ <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_EXECUT_INSTRUCTION' />
+ <value enum='3' description='EXCHANGE_SWITCH_CIV_ORDER_3' />
+ <value enum='4' description='EXCHANGE_SWITCH_CIV_ORDER_4' />
+ <value enum='5' description='EXCHANGE_SWITCH_CIV_ORDER_5' />
+ </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='PERCENTAGE' />
+ <field number='436' name='UnderlyingContractMultiplier' type='FLOAT' />
+ <field number='437' name='ContraTradeQty' type='QTY' />
+ <field number='438' name='ContraTradeTime' type='UTCTIMESTAMP' />
+ <field number='439' name='ClearingFirm' type='STRING' />
+ <field number='440' name='ClearingAccount' type='STRING' />
+ <field number='441' name='LiquidityNumSecurities' type='INT' />
+ <field number='442' name='MultiLegReportingType' type='CHAR'>
+ <value enum='1' description='SINGLE_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='KOREAN_INVESTOR_ID' />
+ <value enum='2' description='TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID' />
+ <value enum='3' description='TAIWANESE_TRADING_ACCT' />
+ <value enum='4' description='MALAYSIAN_CENTRAL_DEPOSITORY' />
+ <value enum='5' description='CHINESE_INVESTOR_ID' />
+ <value enum='6' description='UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER' />
+ <value enum='7' description='US_SOCIAL_SECURITY_NUMBER' />
+ <value enum='8' description='US_EMPLOYER_OR_TAX_ID_NUMBER' />
+ <value enum='9' description='AUSTRALIAN_BUSINESS_NUMBER' />
+ <value enum='A' description='AUSTRALIAN_TAX_FILE_NUMBER' />
+ <value enum='B' description='BIC' />
+ <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' />
+ <value enum='D' description='PROPRIETARY' />
+ <value enum='E' description='ISO_COUNTRY_CODE' />
+ <value enum='F' description='SETTLEMENT_ENTITY_LOCATION' />
+ <value enum='G' description='MIC' />
+ <value enum='H' description='CSD_PARTICIPANT_MEMBER_CODE' />
+ <value enum='I' description='DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT' />
+ </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='EXECUTING_FIRM' />
+ <value enum='10' description='SETTLEMENT_LOCATION' />
+ <value enum='11' description='ORDER_ORIGINATION_TRADER' />
+ <value enum='12' description='EXECUTING_TRADER' />
+ <value enum='13' description='ORDER_ORIGINATION_FIRM' />
+ <value enum='14' description='GIVEUP_CLEARING_FIRM' />
+ <value enum='15' description='CORRESPONDANT_CLEARING_FIRM' />
+ <value enum='16' description='EXECUTING_SYSTEM' />
+ <value enum='17' description='CONTRA_FIRM' />
+ <value enum='18' description='CONTRA_CLEARING_FIRM' />
+ <value enum='19' description='SPONSORING_FIRM' />
+ <value enum='2' description='BROKER_OF_CREDIT' />
+ <value enum='20' description='UNDERLYING_CONTRA_FIRM' />
+ <value enum='21' description='CLEARING_ORGANIZATION' />
+ <value enum='22' description='EXCHANGE' />
+ <value enum='24' description='CUSTOMER_ACCOUNT' />
+ <value enum='25' description='CORRESPONDENT_CLEARING_ORGANIZATION' />
+ <value enum='26' description='CORRESPONDENT_BROKER' />
+ <value enum='27' description='BUYER_SELLER' />
+ <value enum='28' description='CUSTODIAN' />
+ <value enum='29' description='INTERMEDIARY' />
+ <value enum='3' description='CLIENT_ID' />
+ <value enum='30' description='AGENT' />
+ <value enum='31' description='SUB_CUSTODIAN' />
+ <value enum='32' description='BENEFICIARY' />
+ <value enum='33' description='INTERESTED_PARTY' />
+ <value enum='34' description='REGULATORY_BODY' />
+ <value enum='35' description='LIQUIDITY_PROVIDER' />
+ <value enum='36' description='ENTERING_TRADER' />
+ <value enum='37' description='CONTRA_TRADER' />
+ <value enum='38' description='POSITION_ACCOUNT' />
+ <value enum='4' description='CLEARING_FIRM' />
+ <value enum='5' description='INVESTOR_ID' />
+ <value enum='6' description='INTRODUCING_FIRM' />
+ <value enum='7' description='ENTERING_FIRM' />
+ <value enum='8' description='LOCATE' />
+ <value enum='9' description='FUND_MANAGER_CLIENT_ID' />
+ <value enum='60' description='INTRODUCING_BROKER' />
+ <value enum='41' description='CONTRA_POSITION_ACCOUNT' />
+ <value enum='42' description='CONTRA_EXCHANGE' />
+ <value enum='43' description='INTERNAL_CARRY_ACCOUNT' />
+ <value enum='44' description='ORDER_ENTRY_OPERATOR_ID' />
+ <value enum='45' description='SECONDARY_ACCOUNT_NUMBER' />
+ <value enum='46' description='FOREIGN_FIRM' />
+ <value enum='47' description='THIRD_PARTY_ALLOCATION_FIRM' />
+ <value enum='48' description='CLAIMING_ACCOUNT' />
+ <value enum='49' description='ASSET_MANAGER' />
+ <value enum='50' description='PLEDGOR_ACCOUNT' />
+ <value enum='51' description='PLEDGEE_ACCOUNT' />
+ <value enum='52' description='LARGE_TRADER_REPORTABLE_ACCOUNT' />
+ <value enum='53' description='TRADER_MNEMONIC' />
+ <value enum='54' description='SENDER_LOCATION' />
+ <value enum='55' description='SESSION_ID' />
+ <value enum='56' description='ACCEPTABLE_COUNTERPARTY' />
+ <value enum='57' description='UNACCEPTABLE_COUNTERPARTY' />
+ <value enum='58' description='ENTERING_UNIT' />
+ <value enum='59' description='EXECUTING_UNIT' />
+ <value enum='39' description='CONTRA_INVESTOR_ID' />
+ <value enum='40' description='TRANSFER_TO_FIRM' />
+ <value enum='61' description='QUOTE_ORIGINATOR' />
+ <value enum='62' description='REPORT_ORIGINATOR' />
+ <value enum='63' description='SYSTEMATIC_INTERNALISER' />
+ <value enum='64' description='MULTILATERAL_TRADING_FACILITY' />
+ <value enum='65' description='REGULATED_MARKET' />
+ <value enum='66' description='MARKET_MAKER' />
+ <value enum='67' description='INVESTMENT_FIRM' />
+ <value enum='68' description='HOST_COMPETENT_AUTHORITY' />
+ <value enum='69' description='HOME_COMPETENT_AUTHORITY' />
+ <value enum='70' description='COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY' />
+ <value enum='71' description='COMPETENT_AUTHORITY_OF_THE_TRANSACTION' />
+ <value enum='72' description='REPORTING_INTERMEDIARY' />
+ <value enum='73' description='EXECUTION_VENUE' />
+ <value enum='74' description='MARKET_DATA_ENTRY_ORIGINATOR' />
+ <value enum='75' description='LOCATION_ID' />
+ <value enum='76' description='DESK_ID' />
+ <value enum='77' description='MARKET_DATA_MARKET' />
+ <value enum='78' description='ALLOCATION_ENTITY' />
+ <value enum='79' description='PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES' />
+ <value enum='80' description='STEP_OUT_FIRM' />
+ <value enum='81' description='BROKERCLEARINGID' />
+ <value enum='82' description='CENTRAL_REGISTRATION_DEPOSITORY' />
+ <value enum='83' description='CLEARING_ACCOUNT' />
+ <value enum='84' description='ACCEPTABLE_SETTLING_COUNTERPARTY' />
+ <value enum='85' description='UNACCEPTABLE_SETTLING_COUNTERPARTY' />
+ </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='ROUND_TO_NEAREST' />
+ <value enum='1' description='ROUND_DOWN' />
+ <value enum='2' description='ROUND_UP' />
+ </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='HIGH_VALUE_CLEARING_SYSTEM_HVACS' />
+ <value enum='12' description='REINVEST_IN_FUND' />
+ <value enum='2' description='NSCC' />
+ <value enum='3' description='EUROCLEAR' />
+ <value enum='4' description='CLEARSTREAM' />
+ <value enum='5' description='CHEQUE' />
+ <value enum='6' description='TELEGRAPHIC_TRANSFER' />
+ <value enum='7' description='FED_WIRE' />
+ <value enum='8' description='DIRECT_CREDIT' />
+ <value enum='9' description='ACH_CREDIT' />
+ </field>
+ <field number='478' name='CashDistribCurr' type='CURRENCY' />
+ <field number='479' name='CommCurrency' type='CURRENCY' />
+ <field number='480' name='CancellationRights' type='CHAR'>
+ <value enum="N" description="NO_EXECUTION_ONLY" />
+ <value enum="M" description="NO_WAIVER_AGREEMENT" />
+ <value enum="O" description="NO_INSTITUTIONAL" />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='481' name='MoneyLaunderingStatus' type='CHAR'>
+ <value enum='1' description='EXEMPT_1' />
+ <value enum='2' description='EXEMPT_2' />
+ <value enum='3' description='EXEMPT_3' />
+ <value enum='N' description='NOT_CHECKED' />
+ <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='BID_PRICE' />
+ <value enum='C' description='CREATION_PRICE' />
+ <value enum='D' description='CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT' />
+ <value enum='E' description='CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT' />
+ <value enum='O' description='OFFER_PRICE' />
+ <value enum='P' description='OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT' />
+ <value enum='Q' description='OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT' />
+ <value enum='S' description='SINGLE_PRICE' />
+ </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' />
+ <value enum='5' description='CANCEL_DUE_TO_BACK_OUT_OF_TRADE' />
+ </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='DIRECT_CREDIT' />
+ <value enum='11' description='CREDIT_CARD' />
+ <value enum='12' description='ACH_DEBIT' />
+ <value enum='13' description='ACH_CREDIT' />
+ <value enum='14' description='BPAY' />
+ <value enum='15' description='HIGH_VALUE_CLEARING_SYSTEM' />
+ <value enum='2' description='NSCC' />
+ <value enum='3' description='EUROCLEAR' />
+ <value enum='4' description='CLEARSTREAM' />
+ <value enum='5' description='CHEQUE' />
+ <value enum='6' description='TELEGRAPHIC_TRANSFER' />
+ <value enum='7' description='FED_WIRE' />
+ <value enum='8' description='DEBIT_CARD' />
+ <value enum='9' description='DIRECT_DEBIT' />
+ </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_NOT_APPLICABLE' />
+ <value enum='1' description='MAXI_ISA' />
+ <value enum='10' description='EMPLOYEE_10' />
+ <value enum='11' description='EMPLOYER_11' />
+ <value enum='12' description='EMPLOYER_12' />
+ <value enum='13' description='NON_FUND_PROTOTYPE_IRA' />
+ <value enum='14' description='NON_FUND_QUALIFIED_PLAN' />
+ <value enum='15' description='DEFINED_CONTRIBUTION_PLAN' />
+ <value enum='16' description='INDIVIDUAL_RETIREMENT_ACCOUNT_16' />
+ <value enum='17' description='INDIVIDUAL_RETIREMENT_ACCOUNT_17' />
+ <value enum='18' description='KEOGH' />
+ <value enum='19' description='PROFIT_SHARING_PLAN' />
+ <value enum='2' description='TESSA' />
+ <value enum='20' description='401' />
+ <value enum='21' description='SELF_DIRECTED_IRA' />
+ <value enum='22' description='403' />
+ <value enum='23' description='457' />
+ <value enum='24' description='ROTH_IRA_24' />
+ <value enum='25' description='ROTH_IRA_25' />
+ <value enum='26' description='ROTH_CONVERSION_IRA_26' />
+ <value enum='27' description='ROTH_CONVERSION_IRA_27' />
+ <value enum='28' description='EDUCATION_IRA_28' />
+ <value enum='29' description='EDUCATION_IRA_29' />
+ <value enum='3' description='MINI_CASH_ISA' />
+ <value enum='4' description='MINI_STOCKS_AND_SHARES_ISA' />
+ <value enum='5' description='MINI_INSURANCE_ISA' />
+ <value enum='6' description='CURRENT_YEAR_PAYMENT' />
+ <value enum='7' description='PRIOR_YEAR_PAYMENT' />
+ <value enum='8' description='ASSET_TRANSFER' />
+ <value enum='9' description='EMPLOYEE_9' />
+ <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' />
+ <value enum='R' description='REJECTED' />
+ </field>
+ <field number='507' name='RegistRejReasonCode' type='INT'>
+ <value enum='1' description='INVALID_UNACCEPTABLE_ACCOUNT_TYPE' />
+ <value enum='10' description='INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE' />
+ <value enum='11' description='INVALID_UNACCEPTABLE_DATE_OF_BIRTH' />
+ <value enum='12' description='INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE' />
+ <value enum='13' description='INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS' />
+ <value enum='14' description='INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE' />
+ <value enum='15' description='INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD' />
+ <value enum='16' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME' />
+ <value enum='17' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE' />
+ <value enum='18' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM' />
+ <value enum='2' description='INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE' />
+ <value enum='3' description='INVALID_UNACCEPTABLE_OWNERSHIP_TYPE' />
+ <value enum='4' description='INVALID_UNACCEPTABLE_NO_REG_DETAILS' />
+ <value enum='5' description='INVALID_UNACCEPTABLE_REG_SEQ_NO' />
+ <value enum='6' description='INVALID_UNACCEPTABLE_REG_DETAILS' />
+ <value enum='7' description='INVALID_UNACCEPTABLE_MAILING_DETAILS' />
+ <value enum='8' description='INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS' />
+ <value enum='9' description='INVALID_UNACCEPTABLE_INVESTOR_ID' />
+ <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='COMMISSION_AMOUNT' />
+ <value enum='10' description='EXIT_CHARGE_PERCENT' />
+ <value enum='11' description='FUND_BASED_RENEWAL_COMMISSION_PERCENT' />
+ <value enum='12' description='PROJECTED_FUND_VALUE' />
+ <value enum='13' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13' />
+ <value enum='14' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14' />
+ <value enum='15' description='NET_SETTLEMENT_AMOUNT' />
+ <value enum='2' description='COMMISSION_PERCENT' />
+ <value enum='3' description='INITIAL_CHARGE_AMOUNT' />
+ <value enum='4' description='INITIAL_CHARGE_PERCENT' />
+ <value enum='5' description='DISCOUNT_AMOUNT' />
+ <value enum='6' description='DISCOUNT_PERCENT' />
+ <value enum='7' description='DILUTION_LEVY_AMOUNT' />
+ <value enum='8' description='DILUTION_LEVY_PERCENT' />
+ <value enum='9' description='EXIT_CHARGE_AMOUNT' />
+ </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='INDIVIDUAL_INVESTOR' />
+ <value enum='10' description='NETWORKING_SUB_ACCOUNT' />
+ <value enum='11' description='NON_PROFIT_ORGANIZATION' />
+ <value enum='12' description='CORPORATE_BODY' />
+ <value enum='13' description='NOMINEE' />
+ <value enum='2' description='PUBLIC_COMPANY' />
+ <value enum='3' description='PRIVATE_COMPANY' />
+ <value enum='4' description='INDIVIDUAL_TRUSTEE' />
+ <value enum='5' description='COMPANY_TRUSTEE' />
+ <value enum='6' description='PENSION_PLAN' />
+ <value enum='7' description='CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT' />
+ <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='RISKLESS_PRINCIPAL' />
+ <value enum='W' description='AGENT_FOR_OTHER_MEMBER' />
+ </field>
+ <field number='529' name='OrderRestrictions' type='MULTIPLECHARVALUE'>
+ <value enum='1' description='PROGRAM_TRADE' />
+ <value enum='2' description='INDEX_ARBITRAGE' />
+ <value enum='3' description='NON_INDEX_ARBITRAGE' />
+ <value enum='4' description='COMPETING_MARKET_MAKER' />
+ <value enum='5' description='ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY' />
+ <value enum='6' description='ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY' />
+ <value enum='7' description='FOREIGN_ENTITY' />
+ <value enum='8' description='EXTERNAL_MARKET_PARTICIPANT' />
+ <value enum='9' description='EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE' />
+ <value enum='A' description='RISKLESS_ARBITRAGE' />
+ <value enum='B' description='ISSUER_HOLDING' />
+ <value enum='C' description='ISSUE_PRICE_STABILIZATION' />
+ <value enum='D' description='NON_ALGORITHMIC' />
+ <value enum='E' description='ALGORITHMIC' />
+ <value enum='F' description='CROSS' />
+ </field>
+ <field number='530' name='MassCancelRequestType' type='CHAR'>
+ <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='CANCEL_ALL_ORDERS' />
+ <value enum='8' description='CANCEL_ORDERS_FOR_A_MARKET' />
+ <value enum='9' description='CANCEL_ORDERS_FOR_A_MARKET_SEGMENT' />
+ <value enum='A' description='CANCEL_ORDERS_FOR_A_SECURITY_GROUP' />
+ <value enum='B' description='CANCEL_FOR_SECURITY_ISSUER' />
+ <value enum='C' description='CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY' />
+ </field>
+ <field number='531' name='MassCancelResponse' type='CHAR'>
+ <value enum='0' description='CANCEL_REQUEST_REJECTED' />
+ <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='CANCEL_ALL_ORDERS' />
+ <value enum='8' description='CANCEL_ORDERS_FOR_A_MARKET' />
+ <value enum='9' description='CANCEL_ORDERS_FOR_A_MARKET_SEGMENT' />
+ <value enum='A' description='CANCEL_ORDERS_FOR_A_SECURITY_GROUP' />
+ <value enum='B' description='CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER' />
+ <value enum='C' description='CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY' />
+ </field>
+ <field number='532' name='MassCancelRejectReason' type='INT'>
+ <value enum='0' description='MASS_CANCEL_NOT_SUPPORTED' />
+ <value enum='1' description='INVALID_OR_UNKNOWN_SECURITY' />
+ <value enum='2' description='INVALID_OR_UNKOWN_UNDERLYING_SECURITY' />
+ <value enum='3' description='INVALID_OR_UNKNOWN_PRODUCT' />
+ <value enum='4' description='INVALID_OR_UNKNOWN_CFICODE' />
+ <value enum='5' description='INVALID_OR_UNKNOWN_SECURITYTYPE' />
+ <value enum='6' description='INVALID_OR_UNKNOWN_TRADING_SESSION' />
+ <value enum='99' description='OTHER' />
+ <value enum='7' description='INVALID_OR_UNKNOWN_MARKET' />
+ <value enum='8' description='INVALID_OR_UNKOWN_MARKET_SEGMENT' />
+ <value enum='9' description='INVALID_OR_UNKNOWN_SECURITY_GROUP' />
+ <value enum='10' description='INVALID_OR_UNKNOWN_SECURITY_ISSUER' />
+ <value enum='11' description='INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY' />
+ </field>
+ <field number='533' name='TotalAffectedOrders' type='INT' />
+ <field number='534' name='NoAffectedOrders' type='NUMINGROUP' />
+ <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='RESTRICTED_TRADEABLE' />
+ <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' />
+ <field number='544' name='CashMargin' type='CHAR'>
+ <value enum='1' description='CASH' />
+ <value enum='2' description='MARGIN_OPEN' />
+ <value enum='3' description='MARGIN_CLOSE' />
+ </field>
+ <field number='545' name='NestedPartySubID' type='STRING' />
+ <field number='546' name='Scope' type='MULTIPLECHARVALUE'>
+ <value enum='1' description='LOCAL_MARKET' />
+ <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='CROSS_AON' />
+ <value enum='2' description='CROSS_IOC' />
+ <value enum='3' description='CROSS_ONE_SIDE' />
+ <value enum='4' description='CROSS_SAME_PRICE' />
+ </field>
+ <field number='550' name='CrossPrioritization' type='INT'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='BUY_SIDE_IS_PRIORITIZED' />
+ <value enum='2' description='SELL_SIDE_IS_PRIORITIZED' />
+ </field>
+ <field number='551' name='OrigCrossID' type='STRING' />
+ <field number='552' name='NoSides' type='NUMINGROUP'>
+ <value enum='1' description='ONE_SIDE' />
+ <value enum='2' description='BOTH_SIDES' />
+ </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='SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='2' description='PRODUCT' />
+ <value enum='3' description='TRADINGSESSIONID' />
+ <value enum='4' description='ALL_SECURITIES' />
+ <value enum='5' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' />
+ </field>
+ <field number='560' name='SecurityRequestResult' 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='3' description='NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA' />
+ <value enum='4' description='INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE' />
+ <value enum='5' description='REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED' />
+ </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='UNKNOWN_OR_INVALID_TRADINGSESSIONID' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='568' name='TradeRequestID' type='STRING' />
+ <field number='569' name='TradeRequestType' type='INT'>
+ <value enum='0' description='ALL_TRADES' />
+ <value enum='1' description='MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST' />
+ <value enum='2' description='UNMATCHED_TRADES_THAT_MATCH_CRITERIA' />
+ <value enum='3' description='UNREPORTED_TRADES_THAT_MATCH_CRITERIA' />
+ <value enum='4' description='ADVISORIES_THAT_MATCH_CRITERIA' />
+ </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='COMPARED_MATCHED_OR_AFFIRMED' />
+ <value enum='1' description='UNCOMPARED_UNMATCHED_OR_UNAFFIRMED' />
+ <value enum='2' description='ADVISORY_OR_ALERT' />
+ </field>
+ <field number='574' name='MatchType' type='STRING'>
+ <value enum='A1' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME' />
+ <value enum='A2' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES' />
+ <value enum='A3' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME' />
+ <value enum='A4' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES' />
+ <value enum='A5' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME' />
+ <value enum='M3' description='ACT_ACCEPTED_TRADE' />
+ <value enum='M4' description='ACT_DEFAULT_TRADE' />
+ <value enum='M5' description='ACT_DEFAULT_AFTER_M2' />
+ <value enum='M6' description='ACT_M6_MATCH' />
+ <value enum='AQ' description='COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS' />
+ <value enum='M1' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH' />
+ <value enum='M2' description='SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH' />
+ <value enum='MT' description='OCS_LOCKED_IN_NON_ACT' />
+ <value enum='S1' description='SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED' />
+ <value enum='S2' description='SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S3' description='SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S4' description='SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S5' description='SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='1' description='ONE_PARTY_TRADE_REPORT' />
+ <value enum='2' description='TWO_PARTY_TRADE_REPORT' />
+ <value enum='3' description='CONFIRMED_TRADE_REPORT' />
+ <value enum='4' description='AUTO_MATCH' />
+ <value enum='5' description='CROSS_AUCTION' />
+ <value enum='6' description='COUNTER_ORDER_SELECTION' />
+ <value enum='7' description='CALL_AUCTION' />
+ <value enum='8' description='ISSUING_BUY_BACK_AUCTION' />
+ </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='PROCESS_NORMALLY' />
+ <value enum='1' description='EXCLUDE_FROM_ALL_NETTING' />
+ <value enum='10' description='AUTOMATIC_GIVE_UP_MODE' />
+ <value enum='11' description='QUALIFIED_SERVICE_REPRESENTATIVE_QSR' />
+ <value enum='12' description='CUSTOMER_TRADE' />
+ <value enum='13' description='SELF_CLEARING' />
+ <value enum='2' description='BILATERAL_NETTING_ONLY' />
+ <value enum='3' description='EX_CLEARING' />
+ <value enum='4' description='SPECIAL_TRADE' />
+ <value enum='5' description='MULTILATERAL_NETTING' />
+ <value enum='6' description='CLEAR_AGAINST_CENTRAL_COUNTERPARTY' />
+ <value enum='7' description='EXCLUDE_FROM_CENTRAL_COUNTERPARTY' />
+ <value enum='8' description='MANUAL_MODE' />
+ <value enum='9' description='AUTOMATIC_POSTING_MODE' />
+ </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='ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS' />
+ <value enum='2' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='3' description='HOUSE_TRADER' />
+ <value enum='4' description='FLOOR_TRADER' />
+ <value enum='6' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED' />
+ <value enum='7' description='ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED' />
+ <value enum='8' description='JOINT_BACK_OFFICE_ACCOUNT' />
+ </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='STATUS_FOR_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='STATUS_FOR_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='STATUS_FOR_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='STATUS_FOR_ALL_ORDERS' />
+ <value enum='8' description='STATUS_FOR_ORDERS_FOR_A_PARTYID' />
+ <value enum='9' description='STATUS_FOR_SECURITY_ISSUER' />
+ <value enum='10' description='STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY' />
+ </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' />
+ <value enum='1' description='SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING' />
+ <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='PRO_RATA' />
+ <value enum='1' description='DO_NOT_PRO_RATA' />
+ </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'>
+ <value enum='1' description='PRE_TRADING' />
+ <value enum='2' description='OPENING_OR_OPENING_AUCTION' />
+ <value enum='3' description='3' />
+ <value enum='4' description='CLOSING_OR_CLOSING_AUCTION' />
+ <value enum='5' description='POST_TRADING' />
+ <value enum='6' description='INTRADAY_AUCTION' />
+ <value enum='7' description='QUIESCENT' />
+ </field>
+ <field number='626' name='AllocType' type='INT'>
+ <value enum='1' description='CALCULATED' />
+ <value enum='2' description='PRELIMINARY' />
+ <value enum='3' description='SELLSIDE_CALCULATED_USING_PRELIMINARY' />
+ <value enum='4' description='SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='5' description='READY_TO_BOOK' />
+ <value enum='6' description='BUYSIDE_READY_TO_BOOK' />
+ <value enum='7' description='WAREHOUSE_INSTRUCTION' />
+ <value enum='8' description='REQUEST_TO_INTERMEDIARY' />
+ <value enum='9' description='ACCEPT' />
+ <value enum='10' description='REJECT' />
+ <value enum='11' description='ACCEPT_PENDING' />
+ <value enum='12' description='INCOMPLETE_GROUP' />
+ <value enum='13' description='COMPLETE_GROUP' />
+ <value enum='14' description='REVERSAL_PENDING' />
+ </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='1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='2' description='2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='3' description='3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='4' description='4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='5' description='5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='9' description='6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='B' description='CBOE_MEMBER' />
+ <value enum='C' description='NON_MEMBER_AND_CUSTOMER' />
+ <value enum='E' description='EQUITY_MEMBER_AND_CLEARING_MEMBER' />
+ <value enum='F' description='FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS' />
+ <value enum='H' description='106H_AND_106J_FIRMS' />
+ <value enum='I' description='GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS' />
+ <value enum='L' description='LESSEE_106F_EMPLOYEES' />
+ <value enum='M' description='ALL_OTHER_OWNERSHIP_TYPES' />
+ </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='PRIORITY_UNCHANGED' />
+ <value enum='1' description='LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE' />
+ </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='PENDING_APPROVAL' />
+ <value enum='1' description='APPROVED' />
+ <value enum='2' description='REJECTED' />
+ <value enum='3' description='UNAUTHORIZED_REQUEST' />
+ <value enum='4' description='INVALID_DEFINITION_REQUEST' />
+ </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='UNKNOWN_SYMBOL' />
+ <value enum='10' description='PASS' />
+ <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='INVALID_PRICE' />
+ <value enum='6' description='NOT_AUTHORIZED_TO_REQUEST_QUOTE' />
+ <value enum='7' description='NO_MATCH_FOR_INQUIRY' />
+ <value enum='8' description='NO_MARKET_FOR_INSTRUMENT' />
+ <value enum='9' description='NO_INVENTORY' />
+ <value enum='99' description='OTHER' />
+ <value enum='11' description='INSUFFICIENT_CREDIT' />
+ </field>
+ <field number='659' name='SideComplianceID' type='STRING' />
+ <field number='660' name='AcctIDSource' type='INT'>
+ <value enum='1' description='BIC' />
+ <value enum='2' description='SID_CODE' />
+ <value enum='3' description='TFM' />
+ <value enum='4' description='OMGEO' />
+ <value enum='5' description='DTCC_CODE' />
+ <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='MISMATCHED_ACCOUNT' />
+ <value enum='3' description='MISSING_SETTLEMENT_INSTRUCTIONS' />
+ <value enum='4' description='CONFIRMED' />
+ <value enum='5' description='REQUEST_REJECTED' />
+ </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='BOOK_ENTRY' />
+ <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='PAR_FOR_PAR' />
+ <value enum='2' description='MODIFIED_DURATION' />
+ <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='PER_SHARE' />
+ <value enum='3' description='FIXED_AMOUNT' />
+ <value enum='4' description='DISCOUNT' />
+ <value enum='5' description='PREMIUM' />
+ <value enum='6' description='SPREAD' />
+ <value enum='7' description='TED_PRICE' />
+ <value enum='8' description='TED_YIELD' />
+ <value enum='9' description='YIELD_SPREAD' />
+ </field>
+ <field number='693' name='QuoteRespID' type='STRING' />
+ <field number='694' name='QuoteRespType' type='INT'>
+ <value enum='1' description='HIT_LIFT' />
+ <value enum='2' description='COUNTER' />
+ <value enum='3' description='EXPIRED' />
+ <value enum='4' description='COVER' />
+ <value enum='5' description='DONE_AWAY' />
+ <value enum='6' description='PASS' />
+ <value enum='7' description='END_TRADE' />
+ <value enum='8' description='TIMED_OUT' />
+ </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='ALLOCATION_TRADE_QTY' />
+ <value enum='AS' description='OPTION_ASSIGNMENT' />
+ <value enum='ASF' description='AS_OF_TRADE_QTY' />
+ <value enum='DLV' description='DELIVERY_QTY' />
+ <value enum='ETR' description='ELECTRONIC_TRADE_QTY' />
+ <value enum='EX' description='OPTION_EXERCISE_QTY' />
+ <value enum='FIN' description='END_OF_DAY_QTY' />
+ <value enum='IAS' description='INTRA_SPREAD_QTY' />
+ <value enum='IES' description='INTER_SPREAD_QTY' />
+ <value enum='PA' description='ADJUSTMENT_QTY' />
+ <value enum='PIT' description='PIT_TRADE_QTY' />
+ <value enum='SOD' description='START_OF_DAY_QTY' />
+ <value enum='SPL' description='INTEGRAL_SPLIT' />
+ <value enum='TA' description='TRANSACTION_FROM_ASSIGNMENT' />
+ <value enum='TOT' description='TOTAL_TRANSACTION_QTY' />
+ <value enum='TQ' description='TRANSACTION_QUANTITY' />
+ <value enum='TRF' description='TRANSFER_TRADE_QTY' />
+ <value enum='TX' description='TRANSACTION_FROM_EXERCISE' />
+ <value enum='XM' description='CROSS_MARGIN_QTY' />
+ <value enum='RCV' description='RECEIVE_QUANTITY' />
+ <value enum='CAA' description='CORPORATE_ACTION_ADJUSTMENT' />
+ <value enum='DN' description='DELIVERY_NOTICE_QTY' />
+ <value enum='EP' description='EXCHANGE_FOR_PHYSICAL_QTY' />
+ <value enum='PNTN' description='PRIVATELY_NEGOTIATED_TRADE_QTY' />
+ <value enum='DLT' description='NET_DELTA_QTY' />
+ <value enum='CEA' description='CREDIT_EVENT_ADJUSTMENT' />
+ <value enum='SEA' description='SUCCESSION_EVENT_ADJUSTMENT' />
+ </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='CASH_AMOUNT' />
+ <value enum='CRES' description='CASH_RESIDUAL_AMOUNT' />
+ <value enum='FMTM' description='FINAL_MARK_TO_MARKET_AMOUNT' />
+ <value enum='IMTM' description='INCREMENTAL_MARK_TO_MARKET_AMOUNT' />
+ <value enum='PREM' description='PREMIUM_AMOUNT' />
+ <value enum='SMTM' description='START_OF_DAY_MARK_TO_MARKET_AMOUNT' />
+ <value enum='TVAR' description='TRADE_VARIATION_AMOUNT' />
+ <value enum='VADJ' description='VALUE_ADJUSTED_AMOUNT' />
+ <value enum='SETL' description='SETTLEMENT_VALUE' />
+ <value enum='ICPN' description='INITIAL_TRADE_COUPON_AMOUNT' />
+ <value enum='ACPN' description='ACCRUED_COUPON_AMOUNT' />
+ <value enum='CPN' description='COUPON_AMOUNT' />
+ <value enum='IACPN' description='INCREMENTAL_ACCRUED_COUPON' />
+ <value enum='CMTM' description='COLLATERALIZED_MARK_TO_MARKET' />
+ <value enum='ICMTM' description='INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET' />
+ <value enum='DLV' description='COMPENSATION_AMOUNT' />
+ <value enum='BANK' description='TOTAL_BANKED_AMOUNT' />
+ <value enum='COLAT' description='TOTAL_COLLATERALIZED_AMOUNT' />
+ </field>
+ <field number='708' name='PosAmt' type='AMT' />
+ <field number='709' name='PosTransType' type='INT'>
+ <value enum='1' description='EXERCISE' />
+ <value enum='2' description='DO_NOT_EXERCISE' />
+ <value enum='3' description='POSITION_ADJUSTMENT' />
+ <value enum='4' description='POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION' />
+ <value enum='5' description='PLEDGE' />
+ <value enum='6' description='LARGE_TRADER_SUBMISSION' />
+ </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' />
+ <value enum='4' description='REVERSE' />
+ </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'>
+ <value enum='ITD' description='INTRADAY' />
+ <value enum='RTH' description='REGULAR_TRADING_HOURS' />
+ <value enum='ETH' description='ELECTRONIC_TRADING_HOURS' />
+ <value enum='EOD' description='END_OF_DAY' />
+ </field>
+ <field number='717' name='SettlSessSubID' type='STRING' />
+ <field number='718' name='AdjustmentType' type='INT'>
+ <value enum='0' description='PROCESS_REQUEST_AS_MARGIN_DISPOSITION' />
+ <value enum='1' description='DELTA_PLUS' />
+ <value enum='2' description='DELTA_MINUS' />
+ <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='ACCEPTED_WITH_WARNINGS' />
+ <value enum='2' description='REJECTED' />
+ <value enum='3' description='COMPLETED' />
+ <value enum='4' description='COMPLETED_WITH_WARNINGS' />
+ </field>
+ <field number='723' name='PosMaintResult' type='INT'>
+ <value enum='0' description='SUCCESSFUL_COMPLETION' />
+ <value enum='1' description='REJECTED' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='724' name='PosReqType' type='INT'>
+ <value enum='0' description='POSITIONS' />
+ <value enum='1' description='TRADES' />
+ <value enum='2' description='EXERCISES' />
+ <value enum='3' description='ASSIGNMENTS' />
+ <value enum='4' description='SETTLEMENT_ACTIVITY' />
+ <value enum='5' description='BACKOUT_MESSAGE' />
+ <value enum='6' description='DELTA_POSITIONS' />
+ </field>
+ <field number='725' name='ResponseTransportType' type='INT'>
+ <value enum='0' description='INBAND' />
+ <value enum='1' description='OUT_OF_BAND' />
+ </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='VALID_REQUEST' />
+ <value enum='1' description='INVALID_OR_UNSUPPORTED_REQUEST' />
+ <value enum='2' description='NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA' />
+ <value enum='3' description='NOT_AUTHORIZED_TO_REQUEST_POSITIONS' />
+ <value enum='4' description='REQUEST_FOR_POSITION_NOT_SUPPORTED' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='729' name='PosReqStatus' type='INT'>
+ <value enum='0' description='COMPLETED' />
+ <value enum='1' description='COMPLETED_WITH_WARNINGS' />
+ <value enum='2' description='REJECTED' />
+ </field>
+ <field number='730' name='SettlPrice' type='PRICE' />
+ <field number='731' name='SettlPriceType' type='INT'>
+ <value enum='1' description='FINAL' />
+ <value enum='2' description='THEORETICAL' />
+ </field>
+ <field number='732' name='UnderlyingSettlPrice' type='PRICE' />
+ <field number='733' name='UnderlyingSettlPriceType' type='INT' />
+ <field number='734' name='PriorSettlPrice' type='PRICE' />
+ <field number='735' name='NoQuoteQualifiers' type='NUMINGROUP' />
+ <field number='736' name='AllocSettlCurrency' type='CURRENCY' />
+ <field number='737' name='AllocSettlCurrAmt' type='AMT' />
+ <field number='738' name='InterestAtMaturity' type='AMT' />
+ <field number='739' name='LegDatedDate' type='LOCALMKTDATE' />
+ <field number='740' name='LegPool' type='STRING' />
+ <field number='741' name='AllocInterestAtMaturity' type='AMT' />
+ <field number='742' name='AllocAccruedInterestAmt' type='AMT' />
+ <field number='743' name='DeliveryDate' type='LOCALMKTDATE' />
+ <field number='744' name='AssignmentMethod' type='CHAR'>
+ <value enum='P' description='PRO_RATA' />
+ <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='INVALID_OR_UNKNOWN_INSTRUMENT' />
+ <value enum='2' description='INVALID_TYPE_OF_TRADE_REQUESTED' />
+ <value enum='3' description='INVALID_PARTIES' />
+ <value enum='4' description='INVALID_TRANSPORT_TYPE_REQUESTED' />
+ <value enum='5' description='INVALID_DESTINATION_REQUESTED' />
+ <value enum='8' description='TRADEREQUESTTYPE_NOT_SUPPORTED' />
+ <value enum='9' description='NOT_AUTHORIZED' />
+ <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='SUCCESSFUL' />
+ <value enum='1' description='INVALID_PARTY_ONFORMATION' />
+ <value enum='2' description='UNKNOWN_INSTRUMENT' />
+ <value enum='3' description='UNAUTHORIZED_TO_REPORT_TRADES' />
+ <value enum='4' description='INVALID_TRADE_TYPE' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='752' name='SideMultiLegReportingType' type='INT'>
+ <value enum='1' description='SINGLE_SECURITY' />
+ <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY' />
+ <value enum='3' description='MULTILEG_SECURITY' />
+ </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='EXECUTION_TIME' />
+ <value enum='2' description='TIME_IN' />
+ <value enum='3' description='TIME_OUT' />
+ <value enum='4' description='BROKER_RECEIPT' />
+ <value enum='5' description='BROKER_EXECUTION' />
+ <value enum='6' description='DESK_RECEIPT' />
+ <value enum='7' description='SUBMISSION_TO_CLEARING' />
+ </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='CONFIRMATION_REQUEST_REJECTED' />
+ </field>
+ <field number='774' name='ConfirmRejReason' type='INT'>
+ <value enum='1' description='MISMATCHED_ACCOUNT' />
+ <value enum='2' description='MISSING_SETTLEMENT_INSTRUCTIONS' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='775' name='BookingType' type='INT'>
+ <value enum='0' description='REGULAR_BOOKING' />
+ <value enum='1' description='CFD' />
+ <value enum='2' description='TOTAL_RETURN_SWAP' />
+ </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='USE_DEFAULT_INSTRUCTIONS' />
+ <value enum='1' description='DERIVE_FROM_PARAMETERS_PROVIDED' />
+ <value enum='2' description='FULL_DETAILS_PROVIDED' />
+ <value enum='3' description='SSI_DB_IDS_PROVIDED' />
+ <value enum='4' description='PHONE_FOR_INSTRUCTIONS' />
+ </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='UNABLE_TO_PROCESS_REQUEST' />
+ <value enum='1' description='UNKNOWN_ACCOUNT' />
+ <value enum='2' description='NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='793' name='SecondaryAllocID' type='STRING' />
+ <field number='794' name='AllocReportType' type='INT'>
+ <value enum='3' description='SELLSIDE_CALCULATED_USING_PRELIMINARY' />
+ <value enum='4' description='SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='5' description='WAREHOUSE_RECAP' />
+ <value enum='8' description='REQUEST_TO_INTERMEDIARY' />
+ <value enum='2' description='PRELIMINARY_REQUEST_TO_INTERMEDIARY' />
+ <value enum='9' description='ACCEPT' />
+ <value enum='10' description='REJECT' />
+ <value enum='11' description='ACCEPT_PENDING' />
+ <value enum='12' description='COMPLETE' />
+ <value enum='14' description='REVERSE_PENDING' />
+ </field>
+ <field number='795' name='AllocReportRefID' type='STRING' />
+ <field number='796' name='AllocCancReplaceReason' type='INT'>
+ <value enum='1' description='ORIGINAL_DETAILS_INCOMPLETE_INCORRECT' />
+ <value enum='2' description='CHANGE_IN_UNDERLYING_ORDER_DETAILS' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='797' name='CopyMsgIndicator' type='BOOLEAN' />
+ <field number='798' name='AllocAccountType' type='INT'>
+ <value enum='1' description='ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='2' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='3' description='HOUSE_TRADER' />
+ <value enum='4' description='FLOOR_TRADER' />
+ <value enum='6' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED' />
+ <value enum='7' description='ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED' />
+ <value enum='8' description='JOINT_BACK_OFFICE_ACCOUNT' />
+ </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='SECURITIES_ACCOUNT_NUMBER' />
+ <value enum='11' description='REGISTRATION_NUMBER' />
+ <value enum='12' description='REGISTERED_ADDRESS_12' />
+ <value enum='13' description='REGULATORY_STATUS' />
+ <value enum='14' description='REGISTRATION_NAME' />
+ <value enum='15' description='CASH_ACCOUNT_NUMBER' />
+ <value enum='16' description='BIC' />
+ <value enum='17' description='CSD_PARTICIPANT_MEMBER_CODE' />
+ <value enum='18' description='REGISTERED_ADDRESS_18' />
+ <value enum='19' description='FUND_ACCOUNT_NAME' />
+ <value enum='2' description='PERSON' />
+ <value enum='20' description='TELEX_NUMBER' />
+ <value enum='21' description='FAX_NUMBER' />
+ <value enum='22' description='SECURITIES_ACCOUNT_NAME' />
+ <value enum='23' description='CASH_ACCOUNT_NAME' />
+ <value enum='24' description='DEPARTMENT' />
+ <value enum='25' description='LOCATION_DESK' />
+ <value enum='26' description='POSITION_ACCOUNT_TYPE' />
+ <value enum='3' description='SYSTEM' />
+ <value enum='4' description='APPLICATION' />
+ <value enum='5' description='FULL_LEGAL_NAME_OF_FIRM' />
+ <value enum='6' description='POSTAL_ADDRESS' />
+ <value enum='7' description='PHONE_NUMBER' />
+ <value enum='8' description='EMAIL_ADDRESS' />
+ <value enum='9' description='CONTACT_NAME' />
+ <value enum='27' description='SECURITY_LOCATE_ID' />
+ <value enum='28' description='MARKET_MAKER' />
+ <value enum='29' description='ELIGIBLE_COUNTERPARTY' />
+ <value enum='30' description='PROFESSIONAL_CLIENT' />
+ <value enum='31' description='LOCATION' />
+ <value enum='32' description='EXECUTION_VENUE' />
+ <value enum='33' description='CURRENCY_DELIVERY_IDENTIFIER' />
+ </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='PENDING_ACCEPT' />
+ <value enum='2' description='PENDING_RELEASE' />
+ <value enum='3' description='PENDING_REVERSAL' />
+ <value enum='4' description='ACCEPT' />
+ <value enum='5' description='BLOCK_LEVEL_REJECT' />
+ <value enum='6' description='ACCOUNT_LEVEL_REJECT' />
+ </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='NO_ACTION_TAKEN' />
+ <value enum='1' description='QUEUE_FLUSHED' />
+ <value enum='2' description='OVERLAY_LAST' />
+ <value enum='3' description='END_SESSION' />
+ </field>
+ <field number='815' name='ApplQueueAction' type='INT'>
+ <value enum='0' description='NO_ACTION_TAKEN' />
+ <value enum='1' description='QUEUE_FLUSHED' />
+ <value enum='2' description='OVERLAY_LAST' />
+ <value enum='3' description='END_SESSION' />
+ </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='NO_AVERAGE_PRICING' />
+ <value enum='1' description='TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID' />
+ <value enum='2' description='LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID' />
+ </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='ALLOCATION_NOT_REQUIRED' />
+ <value enum='1' description='ALLOCATION_REQUIRED' />
+ <value enum='2' description='USE_ALLOCATION_PROVIDED_WITH_THE_TRADE' />
+ <value enum='3' description='ALLOCATION_GIVE_UP_EXECUTOR' />
+ <value enum='4' description='ALLOCATION_FROM_EXECUTOR' />
+ <value enum='5' description='ALLOCATION_TO_CLAIM_ACCOUNT' />
+ </field>
+ <field number='827' name='ExpirationCycle' type='INT'>
+ <value enum='0' description='EXPIRE_ON_TRADING_SESSION_CLOSE' />
+ <value enum='1' description='EXPIRE_ON_TRADING_SESSION_OPEN' />
+ <value enum='2' description='TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE' />
+ </field>
+ <field number='828' name='TrdType' type='INT'>
+ <value enum='0' description='REGULAR_TRADE' />
+ <value enum='1' description='BLOCK_TRADE_1' />
+ <value enum='10' description='AFTER_HOURS_TRADE' />
+ <value enum='2' description='EFP' />
+ <value enum='3' description='TRANSFER' />
+ <value enum='4' description='LATE_TRADE' />
+ <value enum='5' description='T_TRADE' />
+ <value enum='6' description='WEIGHTED_AVERAGE_PRICE_TRADE' />
+ <value enum='7' description='BUNCHED_TRADE' />
+ <value enum='8' description='LATE_BUNCHED_TRADE' />
+ <value enum='9' description='PRIOR_REFERENCE_PRICE_TRADE' />
+ <value enum='11' description='EXCHANGE_FOR_RISK' />
+ <value enum='12' description='EXCHANGE_FOR_SWAP' />
+ <value enum='13' description='EXCHANGE_OF_FUTURES_FOR' />
+ <value enum='14' description='EXCHANGE_OF_OPTIONS_FOR_OPTIONS' />
+ <value enum='15' description='TRADING_AT_SETTLEMENT' />
+ <value enum='16' description='ALL_OR_NONE' />
+ <value enum='17' description='FUTURES_LARGE_ORDER_EXECUTION' />
+ <value enum='18' description='EXCHANGE_OF_FUTURES_FOR_FUTURES' />
+ <value enum='19' description='OPTION_INTERIM_TRADE' />
+ <value enum='20' description='OPTION_CABINET_TRADE' />
+ <value enum='22' description='PRIVATELY_NEGOTIATED_TRADES' />
+ <value enum='23' description='SUBSTITUTION_OF_FUTURES_FOR_FORWARDS' />
+ <value enum='24' description='ERROR_TRADE' />
+ <value enum='25' description='SPECIAL_CUM_DIVIDEND' />
+ <value enum='26' description='SPECIAL_EX_DIVIDEND' />
+ <value enum='27' description='SPECIAL_CUM_COUPON' />
+ <value enum='28' description='SPECIAL_EX_COUPON' />
+ <value enum='29' description='CASH_SETTLEMENT' />
+ <value enum='30' description='SPECIAL_PRICE' />
+ <value enum='31' description='GUARANTEED_DELIVERY' />
+ <value enum='32' description='SPECIAL_CUM_RIGHTS' />
+ <value enum='33' description='SPECIAL_EX_RIGHTS' />
+ <value enum='34' description='SPECIAL_CUM_CAPITAL_REPAYMENTS' />
+ <value enum='35' description='SPECIAL_EX_CAPITAL_REPAYMENTS' />
+ <value enum='36' description='SPECIAL_CUM_BONUS' />
+ <value enum='37' description='SPECIAL_EX_BONUS' />
+ <value enum='38' description='BLOCK_TRADE_38' />
+ <value enum='39' description='WORKED_PRINCIPAL_TRADE' />
+ <value enum='40' description='BLOCK_TRADES' />
+ <value enum='41' description='NAME_CHANGE' />
+ <value enum='42' description='PORTFOLIO_TRANSFER' />
+ <value enum='43' description='PROROGATION_BUY' />
+ <value enum='44' description='PROROGATION_SELL' />
+ <value enum='45' description='OPTION_EXERCISE' />
+ <value enum='46' description='DELTA_NEUTRAL_TRANSACTION' />
+ <value enum='47' description='FINANCING_TRANSACTION' />
+ <value enum='48' description='NON_STANDARD_SETTLEMENT' />
+ <value enum='49' description='DERIVATIVE_RELATED_TRANSACTION' />
+ <value enum='50' description='PORTFOLIO_TRADE' />
+ <value enum='51' description='VOLUME_WEIGHTED_AVERAGE_TRADE' />
+ <value enum='52' description='EXCHANGE_GRANTED_TRADE' />
+ <value enum='53' description='REPURCHASE_AGREEMENT' />
+ <value enum='54' description='OTC' />
+ <value enum='55' description='EXCHANGE_BASIS_FACILITY' />
+ </field>
+ <field number='829' name='TrdSubType' type='INT'>
+ <value enum='0' description='CMTA' />
+ <value enum='1' description='INTERNAL_TRANSFER_OR_ADJUSTMENT' />
+ <value enum='2' description='EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT' />
+ <value enum='3' description='REJECT_FOR_SUBMITTING_SIDE' />
+ <value enum='4' description='ADVISORY_FOR_CONTRA_SIDE' />
+ <value enum='5' description='OFFSET_DUE_TO_AN_ALLOCATION' />
+ <value enum='6' description='ONSET_DUE_TO_AN_ALLOCATION' />
+ <value enum='7' description='DIFFERENTIAL_SPREAD' />
+ <value enum='8' description='IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT' />
+ <value enum='9' description='TRANSACTION_FROM_EXERCISE' />
+ <value enum='10' description='TRANSACTION_FROM_ASSIGNMENT' />
+ <value enum='11' description='ACATS' />
+ <value enum='14' description='AI' />
+ <value enum='15' description='B' />
+ <value enum='16' description='K' />
+ <value enum='17' description='LC' />
+ <value enum='18' description='M' />
+ <value enum='19' description='N' />
+ <value enum='20' description='NM' />
+ <value enum='21' description='NR' />
+ <value enum='22' description='P' />
+ <value enum='23' description='PA' />
+ <value enum='24' description='PC' />
+ <value enum='25' description='PN' />
+ <value enum='26' description='R' />
+ <value enum='27' description='RO' />
+ <value enum='28' description='RT' />
+ <value enum='29' description='SW' />
+ <value enum='30' description='T' />
+ <value enum='31' description='WN' />
+ <value enum='32' description='WT' />
+ <value enum='33' description='OFF_HOURS_TRADE' />
+ <value enum='34' description='ON_HOURS_TRADE' />
+ <value enum='35' description='OTC_QUOTE' />
+ <value enum='36' description='CONVERTED_SWAP' />
+ <value enum='37' description='CROSSED_TRADE' />
+ <value enum='38' description='INTERIM_PROTECTED_TRADE' />
+ <value enum='39' description='LARGE_IN_SCALE' />
+ </field>
+ <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='BASIS_POINTS' />
+ <value enum='2' description='TICKS' />
+ <value enum='3' description='PRICE_TIER' />
+ </field>
+ <field number='837' name='PegLimitType' type='INT'>
+ <value enum='0' description='OR_BETTER' />
+ <value enum='1' description='STRICT' />
+ <value enum='2' description='OR_WORSE' />
+ </field>
+ <field number='838' name='PegRoundDirection' type='INT'>
+ <value enum='1' description='MORE_AGGRESSIVE' />
+ <value enum='2' description='MORE_PASSIVE' />
+ </field>
+ <field number='839' name='PeggedPrice' type='PRICE' />
+ <field number='840' name='PegScope' type='INT'>
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ <value enum='4' description='NATIONAL_EXCLUDING_LOCAL' />
+ </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='BASIS_POINTS' />
+ <value enum='2' description='TICKS' />
+ <value enum='3' description='PRICE_TIER' />
+ </field>
+ <field number='843' name='DiscretionLimitType' type='INT'>
+ <value enum='0' description='OR_BETTER' />
+ <value enum='1' description='STRICT' />
+ <value enum='2' description='OR_WORSE' />
+ </field>
+ <field number='844' name='DiscretionRoundDirection' type='INT'>
+ <value enum='1' description='MORE_AGGRESSIVE' />
+ <value enum='2' description='MORE_PASSIVE' />
+ </field>
+ <field number='845' name='DiscretionPrice' type='PRICE' />
+ <field number='846' name='DiscretionScope' type='INT'>
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ <value enum='4' description='NATIONAL_EXCLUDING_LOCAL' />
+ </field>
+ <field number='847' name='TargetStrategy' type='INT'>
+ <value enum='1' description='VWAP' />
+ <value enum='2' description='PARTICIPATE' />
+ <value enum='3' description='MININIZE_MARKET_IMPACT' />
+ </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='ADDED_LIQUIDITY' />
+ <value enum='2' description='REMOVED_LIQUIDITY' />
+ <value enum='3' description='LIQUIDITY_ROUTED_OUT' />
+ <value enum='4' description='AUCTION' />
+ </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='DEALER_SOLD_SHORT' />
+ <value enum='1' description='DEALER_SOLD_SHORT_EXEMPT' />
+ <value enum='2' description='SELLING_CUSTOMER_SOLD_SHORT' />
+ <value enum='3' description='SELLING_CUSTOMER_SOLD_SHORT_EXEMPT' />
+ <value enum='4' description='QUALIFIED_SERVICE_REPRESENTATIVE' />
+ <value enum='5' description='QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT' />
+ </field>
+ <field number='854' name='QtyType' type='INT'>
+ <value enum='0' description='UNITS' />
+ <value enum='1' description='CONTRACTS' />
+ <value enum='2' description='UNITS_OF_MEASURE_PER_TIME_UNIT' />
+ </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_1' />
+ <value enum='2' description='ACCEPT' />
+ <value enum='3' description='DECLINE' />
+ <value enum='4' description='ADDENDUM' />
+ <value enum='5' description='NO_WAS' />
+ <value enum='6' description='TRADE_REPORT_CANCEL' />
+ <value enum='7' description='7' />
+ <value enum='8' description='DEFAULTED' />
+ <value enum='9' description='INVALID_CMTA' />
+ <value enum='10' description='PENDED' />
+ <value enum='11' description='ALLEGED_NEW' />
+ <value enum='12' description='ALLEGED_ADDENDUM' />
+ <value enum='13' description='ALLEGED_NO_WAS' />
+ <value enum='14' description='ALLEGED_TRADE_REPORT_CANCEL' />
+ <value enum='15' description='ALLEGED_15' />
+ </field>
+ <field number='857' name='AllocNoOrdersType' type='INT'>
+ <value enum='0' description='NOT_SPECIFIED' />
+ <value enum='1' description='EXPLICIT_LIST_PROVIDED' />
+ </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='SINKING_FUND_CALL' />
+ <value enum='99' description='OTHER' />
+ <value enum='5' description='ACTIVATION' />
+ <value enum='6' description='INACTIVIATION' />
+ <value enum='7' description='LAST_ELIGIBLE_TRADE_DATE' />
+ <value enum='8' description='SWAP_START_DATE' />
+ <value enum='9' description='SWAP_END_DATE' />
+ <value enum='11' description='SWAP_NEXT_START_DATE' />
+ <value enum='10' description='SWAP_ROLL_DATE' />
+ <value enum='12' description='SWAP_NEXT_ROLL_DATE' />
+ <value enum='13' description='FIRST_DELIVERY_DATE' />
+ <value enum='14' description='LAST_DELIVERY_DATE' />
+ <value enum='15' description='INITIAL_INVENTORY_DUE_DATE' />
+ <value enum='16' description='FINAL_INVENTORY_DUE_DATE' />
+ <value enum='17' description='FIRST_INTENT_DATE' />
+ <value enum='18' description='LAST_INTENT_DATE' />
+ <value enum='19' description='POSITION_REMOVAL_DATE' />
+ </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='ORIGINAL_ISSUE_DISCOUNT' />
+ <value enum='11' description='CALLABLE_PUTTABLE' />
+ <value enum='12' description='ESCROWED_TO_MATURITY' />
+ <value enum='13' description='ESCROWED_TO_REDEMPTION_DATE' />
+ <value enum='14' description='PRE_REFUNDED' />
+ <value enum='15' description='IN_DEFAULT' />
+ <value enum='16' description='UNRATED' />
+ <value enum='17' description='TAXABLE' />
+ <value enum='18' description='INDEXED' />
+ <value enum='19' description='SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX' />
+ <value enum='2' description='ZERO_COUPON' />
+ <value enum='20' description='ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE' />
+ <value enum='21' description='CALLABLE_BELOW_MATURITY_VALUE' />
+ <value enum='22' description='CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED' />
+ <value enum='3' description='INTEREST_BEARING' />
+ <value enum='4' description='NO_PERIODIC_PAYMENTS' />
+ <value enum='5' description='VARIABLE_RATE' />
+ <value enum='6' description='LESS_FEE_FOR_PUT' />
+ <value enum='7' description='STEPPED_COUPON' />
+ <value enum='8' description='COUPON_PERIOD' />
+ <value enum='9' description='WHEN_AND_IF_ISSUED' />
+ <value enum='99' description='TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE' />
+ <value enum='23' description='PRICE_TICK_RULES_FOR_SECURITY' />
+ <value enum='24' description='TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY' />
+ <value enum='25' description='INSTRUMENT_DENOMINATOR' />
+ <value enum='26' description='INSTRUMENT_NUMERATOR' />
+ <value enum='27' description='INSTRUMENT_PRICE_PRECISION' />
+ <value enum='28' description='INSTRUMENT_STRIKE_PRICE' />
+ <value enum='29' description='TRADEABLE_INDICATOR' />
+ </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='3' />
+ <value enum='2' description='4' />
+ <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='PER_UNIT' />
+ <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='TIME_WARNING' />
+ <value enum='3' description='MARGIN_DEFICIENCY' />
+ <value enum='4' description='MARGIN_EXCESS' />
+ <value enum='5' description='FORWARD_COLLATERAL_DEMAND' />
+ <value enum='6' description='EVENT_OF_DEFAULT' />
+ <value enum='7' description='ADVERSE_TAX_EVENT' />
+ </field>
+ <field number='896' name='CollInquiryQualifier' type='INT'>
+ <value enum='0' description='TRADE_DATE' />
+ <value enum='1' description='GC_INSTRUMENT' />
+ <value enum='2' description='COLLATERAL_INSTRUMENT' />
+ <value enum='3' description='SUBSTITUTION_ELIGIBLE' />
+ <value enum='4' description='NOT_ASSIGNED' />
+ <value enum='5' description='PARTIALLY_ASSIGNED' />
+ <value enum='6' description='FULLY_ASSIGNED' />
+ <value enum='7' description='OUTSTANDING_TRADES' />
+ </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='UNKNOWN_DEAL' />
+ <value enum='1' description='UNKNOWN_OR_INVALID_INSTRUMENT' />
+ <value enum='2' description='UNAUTHORIZED_TRANSACTION' />
+ <value enum='3' description='INSUFFICIENT_COLLATERAL' />
+ <value enum='4' description='INVALID_TYPE_OF_COLLATERAL' />
+ <value enum='5' description='EXCESSIVE_SUBSTITUTION' />
+ <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='PARTIALLY_ASSIGNED' />
+ <value enum='2' description='ASSIGNMENT_PROPOSED' />
+ <value enum='3' description='ASSIGNED' />
+ <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='VERSUS_PAYMENT_DELIVER' />
+ <value enum='1' description='FREE_DELIVER' />
+ <value enum='2' description='TRI_PARTY' />
+ <value enum='3' description='HOLD_IN_CUSTODY' />
+ </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='LOG_ON_USER' />
+ <value enum='2' description='LOG_OFF_USER' />
+ <value enum='3' description='CHANGE_PASSWORD_FOR_USER' />
+ <value enum='4' description='REQUEST_INDIVIDUAL_USER_STATUS' />
+ </field>
+ <field number='925' name='NewPassword' type='STRING' />
+ <field number='926' name='UserStatus' type='INT'>
+ <value enum='1' description='LOGGED_IN' />
+ <value enum='2' description='NOT_LOGGED_IN' />
+ <value enum='3' description='USER_NOT_RECOGNISED' />
+ <value enum='4' description='PASSWORD_INCORRECT' />
+ <value enum='5' description='PASSWORD_CHANGED' />
+ <value enum='6' description='OTHER' />
+ <value enum='7' description='FORCED_USER_LOGOUT_BY_EXCHANGE' />
+ <value enum='8' description='SESSION_SHUTDOWN_WARNING' />
+ </field>
+ <field number='927' name='UserStatusText' type='STRING' />
+ <field number='928' name='StatusValue' type='INT'>
+ <value enum='1' description='CONNECTED' />
+ <value enum='2' description='NOT_CONNECTED_2' />
+ <value enum='3' description='NOT_CONNECTED_3' />
+ <value enum='4' description='IN_PROCESS' />
+ </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='STOP_SUBSCRIBING' />
+ <value enum='8' description='LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED' />
+ </field>
+ <field number='936' name='NoCompIDs' type='NUMINGROUP' />
+ <field number='937' name='NetworkStatusResponseType' type='INT'>
+ <value enum='1' description='FULL' />
+ <value enum='2' description='INCREMENTAL_UPDATE' />
+ </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' />
+ <value enum='3' description='ACCEPTED_WITH_ERRORS' />
+ </field>
+ <field number='940' name='AffirmStatus' type='INT'>
+ <value enum='1' description='RECEIVED' />
+ <value enum='2' description='CONFIRM_REJECTED_IE_NOT_AFFIRMED' />
+ <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='ACCEPTED_WITH_WARNINGS' />
+ <value enum='2' description='COMPLETED' />
+ <value enum='3' description='COMPLETED_WITH_WARNINGS' />
+ <value enum='4' description='REJECTED' />
+ </field>
+ <field number='946' name='CollInquiryResult' type='INT'>
+ <value enum='0' description='SUCCESSFUL' />
+ <value enum='1' description='INVALID_OR_UNKNOWN_INSTRUMENT' />
+ <value enum='2' description='INVALID_OR_UNKNOWN_COLLATERAL_TYPE' />
+ <value enum='3' description='INVALID_PARTIES' />
+ <value enum='4' description='INVALID_TRANSPORT_TYPE_REQUESTED' />
+ <value enum='5' description='INVALID_DESTINATION_REQUESTED' />
+ <value enum='6' description='NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED' />
+ <value enum='7' description='NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED' />
+ <value enum='8' description='COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED' />
+ <value enum='9' description='UNAUTHORIZED_FOR_COLLATERAL_INQUIRY' />
+ <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='957' name='NoStrategyParameters' type='NUMINGROUP' />
+ <field number='958' name='StrategyParameterName' type='STRING' />
+ <field number='959' name='StrategyParameterType' type='INT'>
+ <value enum='1' description='INT' />
+ <value enum='2' description='LENGTH' />
+ <value enum='3' description='NUMINGROUP' />
+ <value enum='4' description='SEQNUM' />
+ <value enum='5' description='TAGNUM' />
+ <value enum='6' description='FLOAT' />
+ <value enum='7' description='QTY' />
+ <value enum='8' description='PRICE' />
+ <value enum='9' description='PRICEOFFSET' />
+ <value enum='10' description='AMT' />
+ <value enum='11' description='PERCENTAGE' />
+ <value enum='12' description='CHAR' />
+ <value enum='13' description='BOOLEAN' />
+ <value enum='14' description='STRING' />
+ <value enum='15' description='MULTIPLECHARVALUE' />
+ <value enum='16' description='CURRENCY' />
+ <value enum='17' description='EXCHANGE' />
+ <value enum='18' description='MONTHYEAR' />
+ <value enum='19' description='UTCTIMESTAMP' />
+ <value enum='20' description='UTCTIMEONLY' />
+ <value enum='21' description='LOCALMKTDATE' />
+ <value enum='22' description='UTCDATEONLY' />
+ <value enum='23' description='DATA' />
+ <value enum='24' description='MULTIPLESTRINGVALUE' />
+ <value enum='25' description='COUNTRY' />
+ <value enum='26' description='LANGUAGE' />
+ <value enum='27' description='TZTIMEONLY' />
+ <value enum='28' description='TZTIMESTAMP' />
+ <value enum='29' description='TENOR' />
+ </field>
+ <field number='960' name='StrategyParameterValue' type='STRING' />
+ <field number='961' name='HostCrossID' type='STRING' />
+ <field number='962' name='SideTimeInForce' type='UTCTIMESTAMP' />
+ <field number='963' name='MDReportID' type='INT' />
+ <field number='964' name='SecurityReportID' type='INT' />
+ <field number='965' name='SecurityStatus' type='STRING'>
+ <value enum='1' description='ACTIVE' />
+ <value enum='2' description='INACTIVE' />
+ </field>
+ <field number='966' name='SettleOnOpenFlag' type='STRING' />
+ <field number='967' name='StrikeMultiplier' type='FLOAT' />
+ <field number='968' name='StrikeValue' type='FLOAT' />
+ <field number='969' name='MinPriceIncrement' type='FLOAT' />
+ <field number='970' name='PositionLimit' type='INT' />
+ <field number='971' name='NTPositionLimit' type='INT' />
+ <field number='972' name='UnderlyingAllocationPercent' type='PERCENTAGE' />
+ <field number='973' name='UnderlyingCashAmount' type='AMT' />
+ <field number='974' name='UnderlyingCashType' type='STRING'>
+ <value enum='FIXED' description='FIXED' />
+ <value enum='DIFF' description='DIFF' />
+ </field>
+ <field number='975' name='UnderlyingSettlementType' type='INT'>
+ <value enum='2' description='T_PLUS_1' />
+ <value enum='4' description='T_PLUS_3' />
+ <value enum='5' description='T_PLUS_4' />
+ </field>
+ <field number='976' name='QuantityDate' type='LOCALMKTDATE' />
+ <field number='977' name='ContIntRptID' type='STRING' />
+ <field number='978' name='LateIndicator' type='BOOLEAN' />
+ <field number='979' name='InputSource' type='STRING' />
+ <field number='980' name='SecurityUpdateAction' type='CHAR'>
+ <value enum='A' description='ADD' />
+ <value enum='D' description='DELETE' />
+ <value enum='M' description='MODIFY' />
+ </field>
+ <field number='981' name='NoExpiration' type='NUMINGROUP' />
+ <field number='982' name='ExpirationQtyType' type='INT'>
+ <value enum='1' description='AUTO_EXERCISE' />
+ <value enum='2' description='NON_AUTO_EXERCISE' />
+ <value enum='3' description='FINAL_WILL_BE_EXERCISED' />
+ <value enum='4' description='CONTRARY_INTENTION' />
+ <value enum='5' description='DIFFERENCE' />
+ </field>
+ <field number='983' name='ExpQty' type='QTY' />
+ <field number='984' name='NoUnderlyingAmounts' type='NUMINGROUP' />
+ <field number='985' name='UnderlyingPayAmount' type='AMT' />
+ <field number='986' name='UnderlyingCollectAmount' type='AMT' />
+ <field number='987' name='UnderlyingSettlementDate' type='LOCALMKTDATE' />
+ <field number='988' name='UnderlyingSettlementStatus' type='STRING' />
+ <field number='989' name='SecondaryIndividualAllocID' type='STRING' />
+ <field number='990' name='LegReportID' type='STRING' />
+ <field number='991' name='RndPx' type='PRICE' />
+ <field number='992' name='IndividualAllocType' type='INT'>
+ <value enum='1' description='SUB_ALLOCATE' />
+ <value enum='2' description='THIRD_PARTY_ALLOCATION' />
+ </field>
+ <field number='993' name='AllocCustomerCapacity' type='STRING' />
+ <field number='994' name='TierCode' type='STRING' />
+ <field number='996' name='UnitOfMeasure' type='STRING'>
+ <value enum='MWh' description='MEGAWATT_HOURS' />
+ <value enum='MMBtu' description='ONE_MILLION_BTU' />
+ <value enum='Bbl' description='BARRELS' />
+ <value enum='Gal' description='GALLONS' />
+ <value enum='t' description='METRIC_TONS' />
+ <value enum='tn' description='TONS' />
+ <value enum='MMbbl' description='MILLION_BARRELS' />
+ <value enum='lbs' description='POUNDS' />
+ <value enum='oz_tr' description='TROY_OUNCES' />
+ <value enum='USD' description='US_DOLLARS' />
+ <value enum='Bcf' description='BILLION_CUBIC_FEET' />
+ <value enum='Bu' description='BUSHELS' />
+ <value enum='Alw' description='ALLOWANCES' />
+ </field>
+ <field number='997' name='TimeUnit' type='STRING'>
+ <value enum='S' description='SECOND' />
+ <value enum='Min' description='MINUTE' />
+ <value enum='H' description='HOUR' />
+ <value enum='D' description='DAY' />
+ <value enum='Wk' description='WEEK' />
+ <value enum='Mo' description='MONTH' />
+ <value enum='Yr' description='YEAR' />
+ </field>
+ <field number='998' name='UnderlyingUnitOfMeasure' type='STRING' />
+ <field number='999' name='LegUnitOfMeasure' type='STRING' />
+ <field number='1000' name='UnderlyingTimeUnit' type='STRING' />
+ <field number='1001' name='LegTimeUnit' type='STRING' />
+ <field number='1002' name='AllocMethod' type='INT'>
+ <value enum='1' description='AUTOMATIC' />
+ <value enum='2' description='GUARANTOR' />
+ <value enum='3' description='MANUAL' />
+ </field>
+ <field number='1003' name='TradeID' type='STRING' />
+ <field number='1005' name='SideTradeReportID' type='STRING' />
+ <field number='1006' name='SideFillStationCd' type='STRING' />
+ <field number='1007' name='SideReasonCd' type='STRING' />
+ <field number='1008' name='SideTrdSubTyp' type='INT' />
+ <field number='1009' name='SideLastQty' type='INT' />
+ <field number='1011' name='MessageEventSource' type='STRING' />
+ <field number='1012' name='SideTrdRegTimestamp' type='UTCTIMESTAMP' />
+ <field number='1013' name='SideTrdRegTimestampType' type='INT' />
+ <field number='1014' name='SideTrdRegTimestampSrc' type='STRING' />
+ <field number='1015' name='AsOfIndicator' type='CHAR'>
+ <value enum='0' description='FALSE' />
+ <value enum='1' description='TRUE' />
+ </field>
+ <field number='1016' name='NoSideTrdRegTS' type='NUMINGROUP' />
+ <field number='1017' name='LegOptionRatio' type='FLOAT' />
+ <field number='1018' name='NoInstrumentParties' type='NUMINGROUP' />
+ <field number='1019' name='InstrumentPartyID' type='STRING' />
+ <field number='1020' name='TradeVolume' type='QTY' />
+ <field number='1021' name='MDBookType' type='INT'>
+ <value enum='1' description='TOP_OF_BOOK' />
+ <value enum='2' description='PRICE_DEPTH' />
+ <value enum='3' description='ORDER_DEPTH' />
+ </field>
+ <field number='1022' name='MDFeedType' type='STRING' />
+ <field number='1023' name='MDPriceLevel' type='INT' />
+ <field number='1024' name='MDOriginType' type='INT'>
+ <value enum='0' description='BOOK' />
+ <value enum='1' description='OFF_BOOK' />
+ <value enum='2' description='CROSS' />
+ </field>
+ <field number='1025' name='FirstPx' type='PRICE' />
+ <field number='1026' name='MDEntrySpotRate' type='FLOAT' />
+ <field number='1027' name='MDEntryForwardPoints' type='PRICEOFFSET' />
+ <field number='1028' name='ManualOrderIndicator' type='BOOLEAN' />
+ <field number='1029' name='CustDirectedOrder' type='BOOLEAN' />
+ <field number='1030' name='ReceivedDeptID' type='STRING' />
+ <field number='1031' name='CustOrderHandlingInst' type='MULTIPLESTRINGVALUE'>
+ <value enum='ADD' description='ADD_ON_ORDER' />
+ <value enum='AON' description='ALL_OR_NONE' />
+ <value enum='CNH' description='CASH_NOT_HELD' />
+ <value enum='DIR' description='DIRECTED_ORDER' />
+ <value enum='E.W' description='EXCHANGE_FOR_PHYSICAL_TRANSACTION' />
+ <value enum='FOK' description='FILL_OR_KILL' />
+ <value enum='IO' description='IMBALANCE_ONLY' />
+ <value enum='IOC' description='IMMEDIATE_OR_CANCEL' />
+ <value enum='LOO' description='LIMIT_ON_OPEN' />
+ <value enum='LOC' description='LIMIT_ON_CLOSE' />
+ <value enum='MAO' description='MARKET_AT_OPEN' />
+ <value enum='MAC' description='MARKET_AT_CLOSE' />
+ <value enum='MOO' description='MARKET_ON_OPEN' />
+ <value enum='MOC' description='MARKET_ON_CLOSE' />
+ <value enum='MQT' description='MINIMUM_QUANTITY' />
+ <value enum='NH' description='NOT_HELD' />
+ <value enum='OVD' description='OVER_THE_DAY' />
+ <value enum='PEG' description='PEGGED' />
+ <value enum='RSV' description='RESERVE_SIZE_ORDER' />
+ <value enum='S.W' description='STOP_STOCK_TRANSACTION' />
+ <value enum='SCL' description='SCALE' />
+ <value enum='TMO' description='TIME_ORDER' />
+ <value enum='TS' description='TRAILING_STOP' />
+ <value enum='WRK' description='WORK' />
+ </field>
+ <field number='1032' name='OrderHandlingInstSource' type='INT'>
+ <value enum='1' description='NASD_OATS' />
+ </field>
+ <field number='1033' name='DeskType' type='STRING'>
+ <value enum='A' description='AGENCY' />
+ <value enum='AR' description='ARBITRAGE' />
+ <value enum='D' description='DERIVATIVES' />
+ <value enum='IN' description='INTERNATIONAL' />
+ <value enum='IS' description='INSTITUTIONAL' />
+ <value enum='O' description='OTHER' />
+ <value enum='PF' description='PREFERRED_TRADING' />
+ <value enum='PR' description='PROPRIETARY' />
+ <value enum='PT' description='PROGRAM_TRADING' />
+ <value enum='S' description='SALES' />
+ <value enum='T' description='TRADING' />
+ </field>
+ <field number='1034' name='DeskTypeSource' type='INT'>
+ <value enum='1' description='NASD_OATS' />
+ </field>
+ <field number='1035' name='DeskOrderHandlingInst' type='MULTIPLESTRINGVALUE'>
+ <value enum='ADD' description='ADD_ON_ORDER' />
+ <value enum='AON' description='ALL_OR_NONE' />
+ <value enum='CNH' description='CASH_NOT_HELD' />
+ <value enum='DIR' description='DIRECTED_ORDER' />
+ <value enum='E.W' description='EXCHANGE_FOR_PHYSICAL_TRANSACTION' />
+ <value enum='FOK' description='FILL_OR_KILL' />
+ <value enum='IO' description='IMBALANCE_ONLY' />
+ <value enum='IOC' description='IMMEDIATE_OR_CANCEL' />
+ <value enum='LOO' description='LIMIT_ON_OPEN' />
+ <value enum='LOC' description='LIMIT_ON_CLOSE' />
+ <value enum='MAO' description='MARKET_AT_OPEN' />
+ <value enum='MAC' description='MARKET_AT_CLOSE' />
+ <value enum='MOO' description='MARKET_ON_OPEN' />
+ <value enum='MOC' description='MARKET_ON_CLOSE' />
+ <value enum='MQT' description='MINIMUM_QUANTITY' />
+ <value enum='NH' description='NOT_HELD' />
+ <value enum='OVD' description='OVER_THE_DAY' />
+ <value enum='PEG' description='PEGGED' />
+ <value enum='RSV' description='RESERVE_SIZE_ORDER' />
+ <value enum='S.W' description='STOP_STOCK_TRANSACTION' />
+ <value enum='SCL' description='SCALE' />
+ <value enum='TMO' description='TIME_ORDER' />
+ <value enum='TS' description='TRAILING_STOP' />
+ <value enum='WRK' description='WORK' />
+ </field>
+ <field number='1036' name='ExecAckStatus' type='CHAR'>
+ <value enum='0' description='RECEIVED_NOT_YET_PROCESSED' />
+ <value enum='1' description='ACCEPTED' />
+ <value enum='2' description='DONT_KNOW' />
+ </field>
+ <field number='1037' name='UnderlyingDeliveryAmount' type='AMT' />
+ <field number='1038' name='UnderlyingCapValue' type='AMT' />
+ <field number='1039' name='UnderlyingSettlMethod' type='STRING' />
+ <field number='1040' name='SecondaryTradeID' type='STRING' />
+ <field number='1041' name='FirmTradeID' type='STRING' />
+ <field number='1042' name='SecondaryFirmTradeID' type='STRING' />
+ <field number='1043' name='CollApplType' type='INT'>
+ <value enum='0' description='SPECIFIC_DEPOSIT' />
+ <value enum='1' description='GENERAL' />
+ </field>
+ <field number='1044' name='UnderlyingAdjustedQuantity' type='QTY' />
+ <field number='1045' name='UnderlyingFXRate' type='FLOAT' />
+ <field number='1046' name='UnderlyingFXRateCalc' type='CHAR'>
+ <value enum='M' description='MULTIPLY' />
+ <value enum='D' description='DIVIDE' />
+ </field>
+ <field number='1047' name='AllocPositionEffect' type='CHAR'>
+ <value enum='O' description='OPEN' />
+ <value enum='C' description='CLOSE' />
+ <value enum='R' description='ROLLED' />
+ <value enum='F' description='FIFO' />
+ </field>
+ <field number='1048' name='DealingCapacity' type='CHAR'>
+ <value enum='A' description='AGENT' />
+ <value enum='P' description='PRINCIPAL' />
+ <value enum='R' description='RISKLESS_PRINCIPAL' />
+ </field>
+ <field number='1049' name='InstrmtAssignmentMethod' type='CHAR' />
+ <field number='1050' name='InstrumentPartyIDSource' type='CHAR' />
+ <field number='1051' name='InstrumentPartyRole' type='INT' />
+ <field number='1052' name='NoInstrumentPartySubIDs' type='NUMINGROUP' />
+ <field number='1053' name='InstrumentPartySubID' type='STRING' />
+ <field number='1054' name='InstrumentPartySubIDType' type='INT' />
+ <field number='1055' name='PositionCurrency' type='STRING' />
+ <field number='1056' name='CalculatedCcyLastQty' type='QTY' />
+ <field number='1057' name='AggressorIndicator' type='BOOLEAN'>
+ <value enum='Y' description='YES' />
+ <value enum='N' description='NO' />
+ </field>
+ <field number='1058' name='NoUndlyInstrumentParties' type='NUMINGROUP' />
+ <field number='1059' name='UnderlyingInstrumentPartyID' type='STRING' />
+ <field number='1060' name='UnderlyingInstrumentPartyIDSource' type='CHAR' />
+ <field number='1061' name='UnderlyingInstrumentPartyRole' type='INT' />
+ <field number='1062' name='NoUndlyInstrumentPartySubIDs' type='NUMINGROUP' />
+ <field number='1063' name='UnderlyingInstrumentPartySubID' type='STRING' />
+ <field number='1064' name='UnderlyingInstrumentPartySubIDType' type='INT' />
+ <field number='1065' name='BidSwapPoints' type='PRICEOFFSET' />
+ <field number='1066' name='OfferSwapPoints' type='PRICEOFFSET' />
+ <field number='1067' name='LegBidForwardPoints' type='PRICEOFFSET' />
+ <field number='1068' name='LegOfferForwardPoints' type='PRICEOFFSET' />
+ <field number='1069' name='SwapPoints' type='PRICEOFFSET' />
+ <field number='1070' name='MDQuoteType' type='INT'>
+ <value enum='0' description='INDICATIVE' />
+ <value enum='1' description='TRADEABLE' />
+ <value enum='2' description='RESTRICTED_TRADEABLE' />
+ <value enum='3' description='COUNTER' />
+ <value enum='4' description='INDICATIVE_AND_TRADEABLE' />
+ </field>
+ <field number='1071' name='LastSwapPoints' type='PRICEOFFSET' />
+ <field number='1072' name='SideGrossTradeAmt' type='AMT' />
+ <field number='1073' name='LegLastForwardPoints' type='PRICEOFFSET' />
+ <field number='1074' name='LegCalculatedCcyLastQty' type='QTY' />
+ <field number='1075' name='LegGrossTradeAmt' type='AMT' />
+ <field number='1079' name='MaturityTime' type='TZTIMEONLY' />
+ <field number='1080' name='RefOrderID' type='STRING' />
+ <field number='1081' name='RefOrderIDSource' type='CHAR'>
+ <value enum='0' description='SECONDARYORDERID' />
+ <value enum='1' description='ORDERID' />
+ <value enum='2' description='MDENTRYID' />
+ <value enum='3' description='QUOTEENTRYID' />
+ <value enum='4' description='ORIGINAL_ORDER_ID' />
+ </field>
+ <field number='1082' name='SecondaryDisplayQty' type='QTY' />
+ <field number='1083' name='DisplayWhen' type='CHAR'>
+ <value enum='1' description='IMMEDIATE' />
+ <value enum='2' description='EXHAUST' />
+ </field>
+ <field number='1084' name='DisplayMethod' type='CHAR'>
+ <value enum='1' description='INITIAL' />
+ <value enum='2' description='NEW' />
+ <value enum='3' description='RANDOM' />
+ <value enum='4' description='UNDISCLOSED' />
+ </field>
+ <field number='1085' name='DisplayLowQty' type='QTY' />
+ <field number='1086' name='DisplayHighQty' type='QTY' />
+ <field number='1087' name='DisplayMinIncr' type='QTY' />
+ <field number='1088' name='RefreshQty' type='QTY' />
+ <field number='1089' name='MatchIncrement' type='QTY' />
+ <field number='1090' name='MaxPriceLevels' type='INT' />
+ <field number='1091' name='PreTradeAnonymity' type='BOOLEAN' />
+ <field number='1092' name='PriceProtectionScope' type='CHAR'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ </field>
+ <field number='1093' name='LotType' type='CHAR'>
+ <value enum='1' description='ODD_LOT' />
+ <value enum='2' description='ROUND_LOT' />
+ <value enum='3' description='BLOCK_LOT' />
+ <value enum='4' description='ROUND_LOT_BASED_UPON_UNITOFMEASURE' />
+ </field>
+ <field number='1094' name='PegPriceType' type='INT'>
+ <value enum='1' description='LAST_PEG' />
+ <value enum='2' description='MID_PRICE_PEG' />
+ <value enum='3' description='OPENING_PEG' />
+ <value enum='4' description='MARKET_PEG' />
+ <value enum='5' description='PRIMARY_PEG' />
+ <value enum='7' description='PEG_TO_VWAP' />
+ <value enum='8' description='TRAILING_STOP_PEG' />
+ <value enum='9' description='PEG_TO_LIMIT_PRICE' />
+ </field>
+ <field number='1095' name='PeggedRefPrice' type='PRICE' />
+ <field number='1096' name='PegSecurityIDSource' type='STRING' />
+ <field number='1097' name='PegSecurityID' type='STRING' />
+ <field number='1098' name='PegSymbol' type='STRING' />
+ <field number='1099' name='PegSecurityDesc' type='STRING' />
+ <field number='1100' name='TriggerType' type='CHAR'>
+ <value enum='1' description='PARTIAL_EXECUTION' />
+ <value enum='2' description='SPECIFIED_TRADING_SESSION' />
+ <value enum='3' description='NEXT_AUCTION' />
+ <value enum='4' description='PRICE_MOVEMENT' />
+ </field>
+ <field number='1101' name='TriggerAction' type='CHAR'>
+ <value enum='1' description='ACTIVATE' />
+ <value enum='2' description='MODIFY' />
+ <value enum='3' description='CANCEL' />
+ </field>
+ <field number='1102' name='TriggerPrice' type='PRICE' />
+ <field number='1103' name='TriggerSymbol' type='STRING' />
+ <field number='1104' name='TriggerSecurityID' type='STRING' />
+ <field number='1105' name='TriggerSecurityIDSource' type='STRING' />
+ <field number='1106' name='TriggerSecurityDesc' type='STRING' />
+ <field number='1107' name='TriggerPriceType' type='CHAR'>
+ <value enum='1' description='BEST_OFFER' />
+ <value enum='2' description='LAST_TRADE' />
+ <value enum='3' description='BEST_BID' />
+ <value enum='4' description='BEST_BID_OR_LAST_TRADE' />
+ <value enum='5' description='BEST_OFFER_OR_LAST_TRADE' />
+ <value enum='6' description='BEST_MID' />
+ </field>
+ <field number='1108' name='TriggerPriceTypeScope' type='CHAR'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ </field>
+ <field number='1109' name='TriggerPriceDirection' type='CHAR'>
+ <value enum='U' description='TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE' />
+ <value enum='D' description='TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE' />
+ </field>
+ <field number='1110' name='TriggerNewPrice' type='PRICE' />
+ <field number='1111' name='TriggerOrderType' type='CHAR'>
+ <value enum='1' description='MARKET' />
+ <value enum='2' description='LIMIT' />
+ </field>
+ <field number='1112' name='TriggerNewQty' type='QTY' />
+ <field number='1113' name='TriggerTradingSessionID' type='STRING' />
+ <field number='1114' name='TriggerTradingSessionSubID' type='STRING' />
+ <field number='1115' name='OrderCategory' type='CHAR'>
+ <value enum='1' description='ORDER' />
+ <value enum='2' description='QUOTE' />
+ <value enum='3' description='PRIVATELY_NEGOTIATED_TRADE' />
+ <value enum='4' description='MULTILEG_ORDER' />
+ <value enum='5' description='LINKED_ORDER' />
+ <value enum='6' description='QUOTE_REQUEST' />
+ <value enum='7' description='IMPLIED_ORDER' />
+ <value enum='8' description='CROSS_ORDER' />
+ <value enum='9' description='STREAMING_PRICE' />
+ </field>
+ <field number='1116' name='NoRootPartyIDs' type='NUMINGROUP' />
+ <field number='1117' name='RootPartyID' type='STRING' />
+ <field number='1118' name='RootPartyIDSource' type='CHAR' />
+ <field number='1119' name='RootPartyRole' type='INT' />
+ <field number='1120' name='NoRootPartySubIDs' type='NUMINGROUP' />
+ <field number='1121' name='RootPartySubID' type='STRING' />
+ <field number='1122' name='RootPartySubIDType' type='INT' />
+ <field number='1123' name='TradeHandlingInstr' type='CHAR'>
+ <value enum='0' description='TRADE_CONFIRMATION' />
+ <value enum='1' description='TWO_PARTY_REPORT' />
+ <value enum='2' description='ONE_PARTY_REPORT_FOR_MATCHING' />
+ <value enum='3' description='ONE_PARTY_REPORT_FOR_PASS_THROUGH' />
+ <value enum='4' description='AUTOMATED_FLOOR_ORDER_ROUTING' />
+ <value enum='5' description='TWO_PARTY_REPORT_FOR_CLAIM' />
+ </field>
+ <field number='1124' name='OrigTradeHandlingInstr' type='CHAR' />
+ <field number='1125' name='OrigTradeDate' type='LOCALMKTDATE' />
+ <field number='1126' name='OrigTradeID' type='STRING' />
+ <field number='1127' name='OrigSecondaryTradeID' type='STRING' />
+ <field number='1128' name='ApplVerID' type='STRING'>
+ <value enum='0' description='FIX27' />
+ <value enum='1' description='FIX30' />
+ <value enum='2' description='FIX40' />
+ <value enum='3' description='FIX41' />
+ <value enum='4' description='FIX42' />
+ <value enum='5' description='FIX43' />
+ <value enum='6' description='FIX44' />
+ <value enum='7' description='FIX50' />
+ <value enum='8' description='FIX50SP1' />
+ <value enum='9' description='FIX50SP2' />
+ </field>
+ <field number='1129' name='CstmApplVerID' type='STRING' />
+ <field number='1130' name='RefApplVerID' type='STRING' />
+ <field number='1131' name='RefCstmApplVerID' type='STRING' />
+ <field number='1132' name='TZTransactTime' type='TZTIMESTAMP' />
+ <field number='1133' name='ExDestinationIDSource' type='CHAR'>
+ <value enum='B' description='BIC' />
+ <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' />
+ <value enum='D' description='PROPRIETARY' />
+ <value enum='E' description='ISO_COUNTRY_CODE' />
+ <value enum='G' description='MIC' />
+ </field>
+ <field number='1134' name='ReportedPxDiff' type='BOOLEAN' />
+ <field number='1135' name='RptSys' type='STRING' />
+ <field number='1136' name='AllocClearingFeeIndicator' type='STRING' />
+ <field number='1137' name='DefaultApplVerID' type='STRING' />
+ <field number='1138' name='DisplayQty' type='QTY' />
+ <field number='1139' name='ExchangeSpecialInstructions' type='STRING' />
+ <field number='1140' name='MaxTradeVol' type='QTY' />
+ <field number='1141' name='NoMDFeedTypes' type='NUMINGROUP' />
+ <field number='1142' name='MatchAlgorithm' type='STRING' />
+ <field number='1143' name='MaxPriceVariation' type='FLOAT' />
+ <field number='1144' name='ImpliedMarketIndicator' type='INT'>
+ <value enum='0' description='NOT_IMPLIED' />
+ <value enum='1' description='IMPLIED_IN' />
+ <value enum='2' description='IMPLIED_OUT' />
+ <value enum='3' description='BOTH_IMPLIED_IN_AND_IMPLIED_OUT' />
+ </field>
+ <field number='1145' name='EventTime' type='UTCTIMESTAMP' />
+ <field number='1146' name='MinPriceIncrementAmount' type='AMT' />
+ <field number='1147' name='UnitOfMeasureQty' type='QTY' />
+ <field number='1148' name='LowLimitPrice' type='PRICE' />
+ <field number='1149' name='HighLimitPrice' type='PRICE' />
+ <field number='1150' name='TradingReferencePrice' type='PRICE' />
+ <field number='1151' name='SecurityGroup' type='STRING' />
+ <field number='1152' name='LegNumber' type='INT' />
+ <field number='1153' name='SettlementCycleNo' type='INT' />
+ <field number='1154' name='SideCurrency' type='CURRENCY' />
+ <field number='1155' name='SideSettlCurrency' type='CURRENCY' />
+ <field number='1156' name='ApplExtID' type='INT' />
+ <field number='1157' name='CcyAmt' type='AMT' />
+ <field number='1158' name='NoSettlDetails' type='NUMINGROUP' />
+ <field number='1159' name='SettlObligMode' type='INT'>
+ <value enum='1' description='PRELIMINARY' />
+ <value enum='2' description='FINAL' />
+ </field>
+ <field number='1160' name='SettlObligMsgID' type='STRING' />
+ <field number='1161' name='SettlObligID' type='STRING' />
+ <field number='1162' name='SettlObligTransType' type='CHAR'>
+ <value enum='C' description='CANCEL' />
+ <value enum='N' description='NEW' />
+ <value enum='R' description='REPLACE' />
+ <value enum='T' description='RESTATE' />
+ </field>
+ <field number='1163' name='SettlObligRefID' type='STRING' />
+ <field number='1164' name='SettlObligSource' type='CHAR'>
+ <value enum='1' description='INSTRUCTIONS_OF_BROKER' />
+ <value enum='2' description='INSTRUCTIONS_FOR_INSTITUTION' />
+ <value enum='3' description='INVESTOR' />
+ </field>
+ <field number='1165' name='NoSettlOblig' type='NUMINGROUP' />
+ <field number='1166' name='QuoteMsgID' type='STRING' />
+ <field number='1167' name='QuoteEntryStatus' type='INT'>
+ <value enum='0' description='ACCEPTED' />
+ <value enum='5' description='REJECTED' />
+ <value enum='6' description='REMOVED_FROM_MARKET' />
+ <value enum='7' description='EXPIRED' />
+ <value enum='12' description='LOCKED_MARKET_WARNING' />
+ <value enum='13' description='CROSS_MARKET_WARNING' />
+ <value enum='14' description='CANCELED_DUE_TO_LOCK_MARKET' />
+ <value enum='15' description='CANCELED_DUE_TO_CROSS_MARKET' />
+ <value enum='16' description='ACTIVE' />
+ </field>
+ <field number='1168' name='TotNoCxldQuotes' type='INT' />
+ <field number='1169' name='TotNoAccQuotes' type='INT' />
+ <field number='1170' name='TotNoRejQuotes' type='INT' />
+ <field number='1171' name='PrivateQuote' type='BOOLEAN' />
+ <field number='1172' name='RespondentType' type='INT'>
+ <value enum='1' description='ALL_MARKET_PARTICIPANTS' />
+ <value enum='2' description='SPECIFIED_MARKET_PARTICIPANTS' />
+ <value enum='3' description='ALL_MARKET_MAKERS' />
+ <value enum='4' description='PRIMARY_MARKET_MAKER' />
+ </field>
+ <field number='1173' name='MDSubBookType' type='INT' />
+ <field number='1174' name='SecurityTradingEvent' type='INT'>
+ <value enum='1' description='ORDER_IMBALANCE_AUCTION_IS_EXTENDED' />
+ <value enum='2' description='TRADING_RESUMES' />
+ <value enum='3' description='PRICE_VOLATILITY_INTERRUPTION' />
+ <value enum='4' description='CHANGE_OF_TRADING_SESSION' />
+ <value enum='5' description='CHANGE_OF_TRADING_SUBSESSION' />
+ <value enum='6' description='CHANGE_OF_SECURITY_TRADING_STATUS' />
+ <value enum='7' description='CHANGE_OF_BOOK_TYPE' />
+ <value enum='8' description='CHANGE_OF_MARKET_DEPTH' />
+ </field>
+ <field number='1175' name='NoStatsIndicators' type='NUMINGROUP' />
+ <field number='1176' name='StatsType' type='INT'>
+ <value enum='1' description='EXCHANGE_LAST' />
+ <value enum='2' description='HIGH' />
+ <value enum='3' description='AVERAGE_PRICE' />
+ <value enum='4' description='TURNOVER' />
+ </field>
+ <field number='1177' name='NoOfSecSizes' type='NUMINGROUP' />
+ <field number='1178' name='MDSecSizeType' type='INT'>
+ <value enum='1' description='CUSTOMER' />
+ </field>
+ <field number='1179' name='MDSecSize' type='QTY' />
+ <field number='1180' name='ApplID' type='STRING' />
+ <field number='1181' name='ApplSeqNum' type='SEQNUM' />
+ <field number='1182' name='ApplBegSeqNum' type='SEQNUM' />
+ <field number='1183' name='ApplEndSeqNum' type='SEQNUM' />
+ <field number='1184' name='SecurityXMLLen' type='LENGTH' />
+ <field number='1185' name='SecurityXML' type='XMLDATA' />
+ <field number='1186' name='SecurityXMLSchema' type='STRING' />
+ <field number='1187' name='RefreshIndicator' type='BOOLEAN' />
+ <field number='1188' name='Volatility' type='FLOAT' />
+ <field number='1189' name='TimeToExpiration' type='FLOAT' />
+ <field number='1190' name='RiskFreeRate' type='FLOAT' />
+ <field number='1191' name='PriceUnitOfMeasure' type='STRING' />
+ <field number='1192' name='PriceUnitOfMeasureQty' type='QTY' />
+ <field number='1193' name='SettlMethod' type='CHAR'>
+ <value enum='C' description='CASH_SETTLEMENT_REQUIRED' />
+ <value enum='P' description='PHYSICAL_SETTLEMENT_REQUIRED' />
+ </field>
+ <field number='1194' name='ExerciseStyle' type='INT'>
+ <value enum='0' description='EUROPEAN' />
+ <value enum='1' description='AMERICAN' />
+ <value enum='2' description='BERMUDA' />
+ </field>
+ <field number='1195' name='OptPayoutAmount' type='AMT' />
+ <field number='1196' name='PriceQuoteMethod' type='STRING'>
+ <value enum='STD' description='STANDARD' />
+ <value enum='INX' description='INDEX' />
+ <value enum='INT' description='INTEREST_RATE_INDEX' />
+ <value enum='PCTPAR' description='PERCENT_OF_PAR' />
+ </field>
+ <field number='1197' name='ValuationMethod' type='STRING'>
+ <value enum='EQTY' description='PREMIUM_STYLE' />
+ <value enum='FUT' description='FUTURES_STYLE_MARK_TO_MARKET' />
+ <value enum='FUTDA' description='FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT' />
+ <value enum='CDS' description='CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON' />
+ <value enum='CDSD' description='CDS_IN_DELIVERY' />
+ </field>
+ <field number='1198' name='ListMethod' type='INT'>
+ <value enum='0' description='PRE_LISTED_ONLY' />
+ <value enum='1' description='USER_REQUESTED' />
+ </field>
+ <field number='1199' name='CapPrice' type='PRICE' />
+ <field number='1200' name='FloorPrice' type='PRICE' />
+ <field number='1201' name='NoStrikeRules' type='NUMINGROUP' />
+ <field number='1202' name='StartStrikePxRange' type='PRICE' />
+ <field number='1203' name='EndStrikePxRange' type='PRICE' />
+ <field number='1204' name='StrikeIncrement' type='FLOAT' />
+ <field number='1205' name='NoTickRules' type='NUMINGROUP' />
+ <field number='1206' name='StartTickPriceRange' type='PRICE' />
+ <field number='1207' name='EndTickPriceRange' type='PRICE' />
+ <field number='1208' name='TickIncrement' type='PRICE' />
+ <field number='1209' name='TickRuleType' type='INT'>
+ <value enum='0' description='REGULAR' />
+ <value enum='1' description='VARIABLE' />
+ <value enum='2' description='FIXED' />
+ <value enum='3' description='TRADED_AS_A_SPREAD_LEG' />
+ <value enum='4' description='SETTLED_AS_A_SPREAD_LEG' />
+ </field>
+ <field number='1210' name='NestedInstrAttribType' type='INT' />
+ <field number='1211' name='NestedInstrAttribValue' type='STRING' />
+ <field number='1212' name='LegMaturityTime' type='TZTIMEONLY' />
+ <field number='1213' name='UnderlyingMaturityTime' type='TZTIMEONLY' />
+ <field number='1214' name='DerivativeSymbol' type='STRING' />
+ <field number='1215' name='DerivativeSymbolSfx' type='STRING' />
+ <field number='1216' name='DerivativeSecurityID' type='STRING' />
+ <field number='1217' name='DerivativeSecurityIDSource' type='STRING' />
+ <field number='1218' name='NoDerivativeSecurityAltID' type='NUMINGROUP' />
+ <field number='1219' name='DerivativeSecurityAltID' type='STRING' />
+ <field number='1220' name='DerivativeSecurityAltIDSource' type='STRING' />
+ <field number='1221' name='SecondaryLowLimitPrice' type='PRICE' />
+ <field number='1222' name='MaturityRuleID' type='STRING' />
+ <field number='1223' name='StrikeRuleID' type='STRING' />
+ <field number='1224' name='LegUnitOfMeasureQty' type='QTY' />
+ <field number='1225' name='DerivativeOptPayAmount' type='AMT' />
+ <field number='1226' name='EndMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1227' name='ProductComplex' type='STRING' />
+ <field number='1228' name='DerivativeProductComplex' type='STRING' />
+ <field number='1229' name='MaturityMonthYearIncrement' type='INT' />
+ <field number='1230' name='SecondaryHighLimitPrice' type='PRICE' />
+ <field number='1231' name='MinLotSize' type='QTY' />
+ <field number='1232' name='NoExecInstRules' type='NUMINGROUP' />
+ <field number='1234' name='NoLotTypeRules' type='NUMINGROUP' />
+ <field number='1235' name='NoMatchRules' type='NUMINGROUP' />
+ <field number='1236' name='NoMaturityRules' type='NUMINGROUP' />
+ <field number='1237' name='NoOrdTypeRules' type='NUMINGROUP' />
+ <field number='1239' name='NoTimeInForceRules' type='NUMINGROUP' />
+ <field number='1240' name='SecondaryTradingReferencePrice' type='PRICE' />
+ <field number='1241' name='StartMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1242' name='FlexProductEligibilityIndicator' type='BOOLEAN' />
+ <field number='1243' name='DerivFlexProductEligibilityIndicator' type='BOOLEAN' />
+ <field number='1244' name='FlexibleIndicator' type='BOOLEAN' />
+ <field number='1245' name='TradingCurrency' type='CURRENCY' />
+ <field number='1246' name='DerivativeProduct' type='INT' />
+ <field number='1247' name='DerivativeSecurityGroup' type='STRING' />
+ <field number='1248' name='DerivativeCFICode' type='STRING' />
+ <field number='1249' name='DerivativeSecurityType' type='STRING' />
+ <field number='1250' name='DerivativeSecuritySubType' type='STRING' />
+ <field number='1251' name='DerivativeMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1252' name='DerivativeMaturityDate' type='LOCALMKTDATE' />
+ <field number='1253' name='DerivativeMaturityTime' type='TZTIMEONLY' />
+ <field number='1254' name='DerivativeSettleOnOpenFlag' type='STRING' />
+ <field number='1255' name='DerivativeInstrmtAssignmentMethod' type='CHAR' />
+ <field number='1256' name='DerivativeSecurityStatus' type='STRING' />
+ <field number='1257' name='DerivativeInstrRegistry' type='STRING' />
+ <field number='1258' name='DerivativeCountryOfIssue' type='COUNTRY' />
+ <field number='1259' name='DerivativeStateOrProvinceOfIssue' type='STRING' />
+ <field number='1260' name='DerivativeLocaleOfIssue' type='STRING' />
+ <field number='1261' name='DerivativeStrikePrice' type='PRICE' />
+ <field number='1262' name='DerivativeStrikeCurrency' type='CURRENCY' />
+ <field number='1263' name='DerivativeStrikeMultiplier' type='FLOAT' />
+ <field number='1264' name='DerivativeStrikeValue' type='FLOAT' />
+ <field number='1265' name='DerivativeOptAttribute' type='CHAR' />
+ <field number='1266' name='DerivativeContractMultiplier' type='FLOAT' />
+ <field number='1267' name='DerivativeMinPriceIncrement' type='FLOAT' />
+ <field number='1268' name='DerivativeMinPriceIncrementAmount' type='AMT' />
+ <field number='1269' name='DerivativeUnitOfMeasure' type='STRING' />
+ <field number='1270' name='DerivativeUnitOfMeasureQty' type='QTY' />
+ <field number='1271' name='DerivativeTimeUnit' type='STRING' />
+ <field number='1272' name='DerivativeSecurityExchange' type='EXCHANGE' />
+ <field number='1273' name='DerivativePositionLimit' type='INT' />
+ <field number='1274' name='DerivativeNTPositionLimit' type='INT' />
+ <field number='1275' name='DerivativeIssuer' type='STRING' />
+ <field number='1276' name='DerivativeIssueDate' type='LOCALMKTDATE' />
+ <field number='1277' name='DerivativeEncodedIssuerLen' type='LENGTH' />
+ <field number='1278' name='DerivativeEncodedIssuer' type='DATA' />
+ <field number='1279' name='DerivativeSecurityDesc' type='STRING' />
+ <field number='1280' name='DerivativeEncodedSecurityDescLen' type='LENGTH' />
+ <field number='1281' name='DerivativeEncodedSecurityDesc' type='DATA' />
+ <field number='1282' name='DerivativeSecurityXMLLen' type='LENGTH' />
+ <field number='1283' name='DerivativeSecurityXML' type='DATA' />
+ <field number='1284' name='DerivativeSecurityXMLSchema' type='STRING' />
+ <field number='1285' name='DerivativeContractSettlMonth' type='MONTHYEAR' />
+ <field number='1286' name='NoDerivativeEvents' type='NUMINGROUP' />
+ <field number='1287' name='DerivativeEventType' type='INT' />
+ <field number='1288' name='DerivativeEventDate' type='LOCALMKTDATE' />
+ <field number='1289' name='DerivativeEventTime' type='UTCTIMESTAMP' />
+ <field number='1290' name='DerivativeEventPx' type='PRICE' />
+ <field number='1291' name='DerivativeEventText' type='STRING' />
+ <field number='1292' name='NoDerivativeInstrumentParties' type='NUMINGROUP' />
+ <field number='1293' name='DerivativeInstrumentPartyID' type='STRING' />
+ <field number='1294' name='DerivativeInstrumentPartyIDSource' type='STRING' />
+ <field number='1295' name='DerivativeInstrumentPartyRole' type='INT' />
+ <field number='1296' name='NoDerivativeInstrumentPartySubIDs' type='NUMINGROUP' />
+ <field number='1297' name='DerivativeInstrumentPartySubID' type='STRING' />
+ <field number='1298' name='DerivativeInstrumentPartySubIDType' type='INT' />
+ <field number='1299' name='DerivativeExerciseStyle' type='CHAR' />
+ <field number='1300' name='MarketSegmentID' type='STRING' />
+ <field number='1301' name='MarketID' type='EXCHANGE' />
+ <field number='1302' name='MaturityMonthYearIncrementUnits' type='INT'>
+ <value enum='0' description='MONTHS' />
+ <value enum='1' description='DAYS' />
+ <value enum='2' description='WEEKS' />
+ <value enum='3' description='YEARS' />
+ </field>
+ <field number='1303' name='MaturityMonthYearFormat' type='INT'>
+ <value enum='0' description='YEARMONTH_ONLY' />
+ <value enum='1' description='YEARMONTHDAY' />
+ <value enum='2' description='YEARMONTHWEEK' />
+ </field>
+ <field number='1304' name='StrikeExerciseStyle' type='INT' />
+ <field number='1305' name='SecondaryPriceLimitType' type='INT' />
+ <field number='1306' name='PriceLimitType' type='INT'>
+ <value enum='0' description='PRICE' />
+ <value enum='1' description='TICKS' />
+ <value enum='2' description='PERCENTAGE' />
+ </field>
+ <field number='1307' name='DerivativeSecurityListRequestType' type='INT'>
+ <value enum='0' description='SYMBOL' />
+ <value enum='1' description='SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='2' description='PRODUCT' />
+ <value enum='3' description='TRADINGSESSIONID' />
+ <value enum='4' description='ALL_SECURITIES' />
+ <value enum='5' description='UNDELYINGSYMBOL' />
+ <value enum='6' description='UNDERLYING_SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='7' description='UNDERLYING_PRODUCT' />
+ <value enum='8' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' />
+ </field>
+ <field number='1308' name='ExecInstValue' type='CHAR' />
+ <field number='1309' name='NoTradingSessionRules' type='NUMINGROUP' />
+ <field number='1310' name='NoMarketSegments' type='NUMINGROUP' />
+ <field number='1311' name='NoDerivativeInstrAttrib' type='NUMINGROUP' />
+ <field number='1312' name='NoNestedInstrAttrib' type='NUMINGROUP' />
+ <field number='1313' name='DerivativeInstrAttribType' type='INT' />
+ <field number='1314' name='DerivativeInstrAttribValue' type='STRING' />
+ <field number='1315' name='DerivativePriceUnitOfMeasure' type='STRING' />
+ <field number='1316' name='DerivativePriceUnitOfMeasureQty' type='QTY' />
+ <field number='1317' name='DerivativeSettlMethod' type='CHAR' />
+ <field number='1318' name='DerivativePriceQuoteMethod' type='STRING' />
+ <field number='1319' name='DerivativeValuationMethod' type='STRING' />
+ <field number='1320' name='DerivativeListMethod' type='INT' />
+ <field number='1321' name='DerivativeCapPrice' type='PRICE' />
+ <field number='1322' name='DerivativeFloorPrice' type='PRICE' />
+ <field number='1323' name='DerivativePutOrCall' type='INT' />
+ <field number='1324' name='ListUpdateAction' type='CHAR' />
+ <field number='1325' name='ParentMktSegmID' type='STRING' />
+ <field number='1326' name='TradingSessionDesc' type='STRING' />
+ <field number='1327' name='TradSesUpdateAction' type='CHAR' />
+ <field number='1328' name='RejectText' type='STRING' />
+ <field number='1329' name='FeeMultiplier' type='FLOAT' />
+ <field number='1330' name='UnderlyingLegSymbol' type='STRING' />
+ <field number='1331' name='UnderlyingLegSymbolSfx' type='STRING' />
+ <field number='1332' name='UnderlyingLegSecurityID' type='STRING' />
+ <field number='1333' name='UnderlyingLegSecurityIDSource' type='STRING' />
+ <field number='1334' name='NoUnderlyingLegSecurityAltID' type='NUMINGROUP' />
+ <field number='1335' name='UnderlyingLegSecurityAltID' type='STRING' />
+ <field number='1336' name='UnderlyingLegSecurityAltIDSource' type='STRING' />
+ <field number='1337' name='UnderlyingLegSecurityType' type='STRING' />
+ <field number='1338' name='UnderlyingLegSecuritySubType' type='STRING' />
+ <field number='1339' name='UnderlyingLegMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1340' name='UnderlyingLegStrikePrice' type='PRICE' />
+ <field number='1341' name='UnderlyingLegSecurityExchange' type='STRING' />
+ <field number='1342' name='NoOfLegUnderlyings' type='NUMINGROUP' />
+ <field number='1343' name='UnderlyingLegPutOrCall' type='INT' />
+ <field number='1344' name='UnderlyingLegCFICode' type='STRING' />
+ <field number='1345' name='UnderlyingLegMaturityDate' type='LOCALMKTDATE' />
+ <field number='1346' name='ApplReqID' type='STRING' />
+ <field number='1347' name='ApplReqType' type='INT'>
+ <value enum='0' description='RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS' />
+ <value enum='1' description='SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS' />
+ <value enum='2' description='REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS' />
+ <value enum='3' description='REQUEST_VALID_SET_OF_APPLICATIONS' />
+ <value enum='4' description='UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS' />
+ <value enum='5' description='CANCEL_RETRANSMISSION' />
+ <value enum='6' description='CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS' />
+ </field>
+ <field number='1348' name='ApplResponseType' type='INT'>
+ <value enum='0' description='REQUEST_SUCCESSFULLY_PROCESSED' />
+ <value enum='1' description='APPLICATION_DOES_NOT_EXIST' />
+ <value enum='2' description='MESSAGES_NOT_AVAILABLE' />
+ </field>
+ <field number='1349' name='ApplTotalMessageCount' type='INT' />
+ <field number='1350' name='ApplLastSeqNum' type='SEQNUM' />
+ <field number='1351' name='NoApplIDs' type='NUMINGROUP' />
+ <field number='1352' name='ApplResendFlag' type='BOOLEAN' />
+ <field number='1353' name='ApplResponseID' type='STRING' />
+ <field number='1354' name='ApplResponseError' type='INT'>
+ <value enum='0' description='APPLICATION_DOES_NOT_EXIST' />
+ <value enum='1' description='MESSAGES_REQUESTED_ARE_NOT_AVAILABLE' />
+ <value enum='2' description='USER_NOT_AUTHORIZED_FOR_APPLICATION' />
+ </field>
+ <field number='1355' name='RefApplID' type='STRING' />
+ <field number='1356' name='ApplReportID' type='STRING' />
+ <field number='1357' name='RefApplLastSeqNum' type='SEQNUM' />
+ <field number='1358' name='LegPutOrCall' type='INT' />
+ <field number='1359' name='EncodedSymbolLen' type='LENGTH' />
+ <field number='1360' name='EncodedSymbol' type='DATA' />
+ <field number='1361' name='TotNoFills' type='INT' />
+ <field number='1362' name='NoFills' type='NUMINGROUP' />
+ <field number='1363' name='FillExecID' type='STRING' />
+ <field number='1364' name='FillPx' type='PRICE' />
+ <field number='1365' name='FillQty' type='QTY' />
+ <field number='1366' name='LegAllocID' type='STRING' />
+ <field number='1367' name='LegAllocSettlCurrency' type='CURRENCY' />
+ <field number='1368' name='TradSesEvent' type='INT'>
+ <value enum='0' description='TRADING_RESUMES' />
+ <value enum='1' description='CHANGE_OF_TRADING_SESSION' />
+ <value enum='2' description='CHANGE_OF_TRADING_SUBSESSION' />
+ <value enum='3' description='CHANGE_OF_TRADING_STATUS' />
+ </field>
+ <field number='1369' name='MassActionReportID' type='STRING' />
+ <field number='1370' name='NoNotAffectedOrders' type='NUMINGROUP' />
+ <field number='1371' name='NotAffectedOrderID' type='STRING' />
+ <field number='1372' name='NotAffOrigClOrdID' type='STRING' />
+ <field number='1373' name='MassActionType' type='INT'>
+ <value enum='1' description='SUSPEND_ORDERS' />
+ <value enum='2' description='RELEASE_ORDERS_FROM_SUSPENSION' />
+ <value enum='3' description='CANCEL_ORDERS' />
+ </field>
+ <field number='1374' name='MassActionScope' type='INT'>
+ <value enum='1' description='ALL_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='ALL_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='ALL_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='ALL_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='ALL_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='ALL_ORDERS' />
+ <value enum='8' description='ALL_ORDERS_FOR_A_MARKET' />
+ <value enum='9' description='ALL_ORDERS_FOR_A_MARKET_SEGMENT' />
+ <value enum='10' description='ALL_ORDERS_FOR_A_SECURITY_GROUP' />
+ <value enum='11' description='CANCEL_FOR_SECURITY_ISSUER' />
+ <value enum='12' description='CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY' />
+ </field>
+ <field number='1375' name='MassActionResponse' type='INT'>
+ <value enum='0' description='REJECTED' />
+ <value enum='1' description='ACCEPTED' />
+ </field>
+ <field number='1376' name='MassActionRejectReason' type='INT'>
+ <value enum='0' description='MASS_ACTION_NOT_SUPPORTED' />
+ <value enum='1' description='INVALID_OR_UNKNOWN_SECURITY' />
+ <value enum='2' description='INVALID_OR_UNKNOWN_UNDERLYING_SECURITY' />
+ <value enum='3' description='INVALID_OR_UNKNOWN_PRODUCT' />
+ <value enum='4' description='INVALID_OR_UNKNOWN_CFICODE' />
+ <value enum='5' description='INVALID_OR_UNKNOWN_SECURITYTYPE' />
+ <value enum='6' description='INVALID_OR_UNKNOWN_TRADING_SESSION' />
+ <value enum='7' description='INVALID_OR_UNKNOWN_MARKET' />
+ <value enum='8' description='INVALID_OR_UNKNOWN_MARKET_SEGMENT' />
+ <value enum='9' description='INVALID_OR_UNKNOWN_SECURITY_GROUP' />
+ <value enum='99' description='OTHER' />
+ <value enum='10' description='INVALID_OR_UNKNOWN_SECURITY_ISSUER' />
+ <value enum='11' description='INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY' />
+ </field>
+ <field number='1377' name='MultilegModel' type='INT'>
+ <value enum='0' description='PREDEFINED_MULTILEG_SECURITY' />
+ <value enum='1' description='USER_DEFINED_MULTLEG_SECURITY' />
+ <value enum='2' description='USER_DEFINED_NON_SECURITIZED_MULTILEG' />
+ </field>
+ <field number='1378' name='MultilegPriceMethod' type='INT'>
+ <value enum='0' description='NET_PRICE' />
+ <value enum='1' description='REVERSED_NET_PRICE' />
+ <value enum='2' description='YIELD_DIFFERENCE' />
+ <value enum='3' description='INDIVIDUAL' />
+ <value enum='4' description='CONTRACT_WEIGHTED_AVERAGE_PRICE' />
+ <value enum='5' description='MULTIPLIED_PRICE' />
+ </field>
+ <field number='1379' name='LegVolatility' type='FLOAT' />
+ <field number='1380' name='DividendYield' type='PERCENTAGE' />
+ <field number='1381' name='LegDividendYield' type='PERCENTAGE' />
+ <field number='1382' name='CurrencyRatio' type='FLOAT' />
+ <field number='1383' name='LegCurrencyRatio' type='FLOAT' />
+ <field number='1384' name='LegExecInst' type='MULTIPLECHARVALUE' />
+ <field number='1385' name='ContingencyType' type='INT'>
+ <value enum='1' description='ONE_CANCELS_THE_OTHER' />
+ <value enum='2' description='ONE_TRIGGERS_THE_OTHER' />
+ <value enum='3' description='ONE_UPDATES_THE_OTHER_3' />
+ <value enum='4' description='ONE_UPDATES_THE_OTHER_4' />
+ </field>
+ <field number='1386' name='ListRejectReason' type='INT'>
+ <value enum='0' description='BROKER' />
+ <value enum='2' description='EXCHANGE_CLOSED' />
+ <value enum='4' description='TOO_LATE_TO_ENTER' />
+ <value enum='5' description='UNKNOWN_ORDER' />
+ <value enum='6' description='DUPLICATE_ORDER' />
+ <value enum='11' description='UNSUPPORTED_ORDER_CHARACTERISTIC' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='1387' name='NoTrdRepIndicators' type='NUMINGROUP' />
+ <field number='1388' name='TrdRepPartyRole' type='INT' />
+ <field number='1389' name='TrdRepIndicator' type='BOOLEAN' />
+ <field number='1390' name='TradePublishIndicator' type='INT'>
+ <value enum='0' description='DO_NOT_PUBLISH_TRADE' />
+ <value enum='1' description='PUBLISH_TRADE' />
+ <value enum='2' description='DEFERRED_PUBLICATION' />
+ </field>
+ <field number='1391' name='UnderlyingLegOptAttribute' type='CHAR' />
+ <field number='1392' name='UnderlyingLegSecurityDesc' type='STRING' />
+ <field number='1393' name='MarketReqID' type='STRING' />
+ <field number='1394' name='MarketReportID' type='STRING' />
+ <field number='1395' name='MarketUpdateAction' type='CHAR'>
+ <value enum='A' description='ADD' />
+ <value enum='D' description='DELETE' />
+ <value enum='M' description='MODIFY' />
+ </field>
+ <field number='1396' name='MarketSegmentDesc' type='STRING' />
+ <field number='1397' name='EncodedMktSegmDescLen' type='LENGTH' />
+ <field number='1398' name='EncodedMktSegmDesc' type='DATA' />
+ <field number='1399' name='ApplNewSeqNum' type='SEQNUM' />
+ <field number='1400' name='EncryptedPasswordMethod' type='INT' />
+ <field number='1401' name='EncryptedPasswordLen' type='LENGTH' />
+ <field number='1402' name='EncryptedPassword' type='DATA' />
+ <field number='1403' name='EncryptedNewPasswordLen' type='LENGTH' />
+ <field number='1404' name='EncryptedNewPassword' type='DATA' />
+ <field number='1405' name='UnderlyingLegMaturityTime' type='TZTIMEONLY' />
+ <field number='1406' name='RefApplExtID' type='INT' />
+ <field number='1407' name='DefaultApplExtID' type='INT' />
+ <field number='1408' name='DefaultCstmApplVerID' type='STRING' />
+ <field number='1409' name='SessionStatus' type='INT'>
+ <value enum='0' description='SESSION_ACTIVE' />
+ <value enum='1' description='SESSION_PASSWORD_CHANGED' />
+ <value enum='2' description='SESSION_PASSWORD_DUE_TO_EXPIRE' />
+ <value enum='3' description='NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY' />
+ <value enum='4' description='SESSION_LOGOUT_COMPLETE' />
+ <value enum='5' description='INVALID_USERNAME_OR_PASSWORD' />
+ <value enum='6' description='ACCOUNT_LOCKED' />
+ <value enum='7' description='LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME' />
+ <value enum='8' description='PASSWORD_EXPIRED' />
+ </field>
+ <field number='1410' name='DefaultVerIndicator' type='BOOLEAN' />
+ <field number='1411' name='Nested4PartySubIDType' type='INT' />
+ <field number='1412' name='Nested4PartySubID' type='STRING' />
+ <field number='1413' name='NoNested4PartySubIDs' type='NUMINGROUP' />
+ <field number='1414' name='NoNested4PartyIDs' type='NUMINGROUP' />
+ <field number='1415' name='Nested4PartyID' type='STRING' />
+ <field number='1416' name='Nested4PartyIDSource' type='CHAR' />
+ <field number='1417' name='Nested4PartyRole' type='INT' />
+ <field number='1418' name='LegLastQty' type='QTY' />
+ <field number='1419' name='UnderlyingExerciseStyle' type='INT' />
+ <field number='1420' name='LegExerciseStyle' type='INT' />
+ <field number='1421' name='LegPriceUnitOfMeasure' type='STRING' />
+ <field number='1422' name='LegPriceUnitOfMeasureQty' type='QTY' />
+ <field number='1423' name='UnderlyingUnitOfMeasureQty' type='QTY' />
+ <field number='1424' name='UnderlyingPriceUnitOfMeasure' type='STRING' />
+ <field number='1425' name='UnderlyingPriceUnitOfMeasureQty' type='QTY' />
+ <field number='1426' name='ApplReportType' type='INT'>
+ <value enum='0' description='RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM' />
+ <value enum='1' description='REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM' />
+ <value enum='2' description='HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID' />
+ <value enum='3' description='APPLICATION_MESSAGE_RE_SEND_COMPLETED' />
+ </field>
+ <field number='1427' name='SideExecID' type='STRING' />
+ <field number='1428' name='OrderDelay' type='INT' />
+ <field number='1429' name='OrderDelayUnit' type='INT'>
+ <value enum='0' description='SECONDS' />
+ <value enum='1' description='TENTHS_OF_A_SECOND' />
+ <value enum='2' description='HUNDREDTHS_OF_A_SECOND' />
+ <value enum='3' description='MILLISECONDS' />
+ <value enum='4' description='MICROSECONDS' />
+ <value enum='5' description='NANOSECONDS' />
+ <value enum='10' description='MINUTES' />
+ <value enum='11' description='HOURS' />
+ <value enum='12' description='DAYS' />
+ <value enum='13' description='WEEKS' />
+ <value enum='14' description='MONTHS' />
+ <value enum='15' description='YEARS' />
+ </field>
+ <field number='1430' name='VenueType' type='CHAR'>
+ <value enum='E' description='ELECTRONIC' />
+ <value enum='P' description='PIT' />
+ <value enum='X' description='EX_PIT' />
+ </field>
+ <field number='1431' name='RefOrdIDReason' type='INT'>
+ <value enum='0' description='GTC_FROM_PREVIOUS_DAY' />
+ <value enum='1' description='PARTIAL_FILL_REMAINING' />
+ <value enum='2' description='ORDER_CHANGED' />
+ </field>
+ <field number='1432' name='OrigCustOrderCapacity' 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='1433' name='RefApplReqID' type='STRING' />
+ <field number='1434' name='ModelType' type='INT'>
+ <value enum='0' description='UTILITY_PROVIDED_STANDARD_MODEL' />
+ <value enum='1' description='PROPRIETARY' />
+ </field>
+ <field number='1435' name='ContractMultiplierUnit' type='INT'>
+ <value enum='0' description='SHARES' />
+ <value enum='1' description='HOURS' />
+ <value enum='2' description='DAYS' />
+ </field>
+ <field number='1436' name='LegContractMultiplierUnit' type='INT' />
+ <field number='1437' name='UnderlyingContractMultiplierUnit' type='INT' />
+ <field number='1438' name='DerivativeContractMultiplierUnit' type='INT' />
+ <field number='1439' name='FlowScheduleType' type='INT'>
+ <value enum='0' description='NERC_EASTERN_OFF_PEAK' />
+ <value enum='1' description='NERC_WESTERN_OFF_PEAK' />
+ <value enum='2' description='NERC_CALENDAR_ALL_DAYS_IN_MONTH' />
+ <value enum='3' description='NERC_EASTERN_PEAK' />
+ <value enum='4' description='NERC_WESTERN_PEAK' />
+ </field>
+ <field number='1440' name='LegFlowScheduleType' type='INT' />
+ <field number='1441' name='UnderlyingFlowScheduleType' type='INT' />
+ <field number='1442' name='DerivativeFlowScheduleType' type='INT' />
+ <field number='1443' name='FillLiquidityInd' type='INT' />
+ <field number='1444' name='SideLiquidityInd' type='INT' />
+ <field number='1445' name='NoRateSources' type='NUMINGROUP' />
+ <field number='1446' name='RateSource' type='INT'>
+ <value enum='0' description='BLOOMBERG' />
+ <value enum='1' description='REUTERS' />
+ <value enum='2' description='TELERATE' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='1447' name='RateSourceType' type='INT'>
+ <value enum='0' description='PRIMARY' />
+ <value enum='1' description='SECONDARY' />
+ </field>
+ <field number='1448' name='ReferencePage' type='STRING' />
+ <field number='1449' name='RestructuringType' type='STRING'>
+ <value enum='FR' description='FULL_RESTRUCTURING' />
+ <value enum='MR' description='MODIFIED_RESTRUCTURING' />
+ <value enum='MM' description='MODIFIED_MOD_RESTRUCTURING' />
+ <value enum='XR' description='NO_RESTRUCTURING_SPECIFIED' />
+ </field>
+ <field number='1450' name='Seniority' type='STRING'>
+ <value enum='SD' description='SENIOR_SECURED' />
+ <value enum='SR' description='SENIOR' />
+ <value enum='SB' description='SUBORDINATED' />
+ </field>
+ <field number='1451' name='NotionalPercentageOutstanding' type='PERCENTAGE' />
+ <field number='1452' name='OriginalNotionalPercentageOutstanding' type='PERCENTAGE' />
+ <field number='1453' name='UnderlyingRestructuringType' type='STRING' />
+ <field number='1454' name='UnderlyingSeniority' type='STRING' />
+ <field number='1455' name='UnderlyingNotionalPercentageOutstanding' type='PERCENTAGE' />
+ <field number='1456' name='UnderlyingOriginalNotionalPercentageOutstanding' type='PERCENTAGE' />
+ <field number='1457' name='AttachmentPoint' type='PERCENTAGE' />
+ <field number='1458' name='DetachmentPoint' type='PERCENTAGE' />
+ <field number='1459' name='UnderlyingAttachmentPoint' type='PERCENTAGE' />
+ <field number='1460' name='UnderlyingDetachmentPoint' type='PERCENTAGE' />
+ <field number='1461' name='NoTargetPartyIDs' type='NUMINGROUP' />
+ <field number='1462' name='TargetPartyID' type='STRING' />
+ <field number='1463' name='TargetPartyIDSource' type='CHAR' />
+ <field number='1464' name='TargetPartyRole' type='INT' />
+ <field number='1465' name='SecurityListID' type='STRING' />
+ <field number='1466' name='SecurityListRefID' type='STRING' />
+ <field number='1467' name='SecurityListDesc' type='STRING' />
+ <field number='1468' name='EncodedSecurityListDescLen' type='LENGTH' />
+ <field number='1469' name='EncodedSecurityListDesc' type='DATA' />
+ <field number='1470' name='SecurityListType' type='INT'>
+ <value enum='1' description='INDUSTRY_CLASSIFICATION' />
+ <value enum='2' description='TRADING_LIST' />
+ <value enum='3' description='MARKET' />
+ <value enum='4' description='NEWSPAPER_LIST' />
+ </field>
+ <field number='1471' name='SecurityListTypeSource' type='INT'>
+ <value enum='1' description='ICB' />
+ <value enum='2' description='NAICS' />
+ <value enum='3' description='GICS' />
+ </field>
+ <field number='1472' name='NewsID' type='STRING' />
+ <field number='1473' name='NewsCategory' type='INT'>
+ <value enum='0' description='COMPANY_NEWS' />
+ <value enum='1' description='MARKETPLACE_NEWS' />
+ <value enum='2' description='FINANCIAL_MARKET_NEWS' />
+ <value enum='3' description='TECHNICAL_NEWS' />
+ <value enum='99' description='OTHER_NEWS' />
+ </field>
+ <field number='1474' name='LanguageCode' type='LANGUAGE' />
+ <field number='1475' name='NoNewsRefIDs' type='NUMINGROUP' />
+ <field number='1476' name='NewsRefID' type='STRING' />
+ <field number='1477' name='NewsRefType' type='INT'>
+ <value enum='0' description='REPLACEMENT' />
+ <value enum='1' description='OTHER_LANGUAGE' />
+ <value enum='2' description='COMPLIMENTARY' />
+ </field>
+ <field number='1478' name='StrikePriceDeterminationMethod' type='INT'>
+ <value enum='1' description='FIXED_STRIKE' />
+ <value enum='2' description='STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE' />
+ <value enum='3' description='STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION' />
+ <value enum='4' description='STRIKE_SET_TO_OPTIMAL_VALUE' />
+ </field>
+ <field number='1479' name='StrikePriceBoundaryMethod' type='INT'>
+ <value enum='1' description='LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY' />
+ <value enum='2' description='LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY' />
+ <value enum='3' description='EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY' />
+ <value enum='4' description='GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY' />
+ <value enum='5' description='GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY' />
+ </field>
+ <field number='1480' name='StrikePriceBoundaryPrecision' type='PERCENTAGE' />
+ <field number='1481' name='UnderlyingPriceDeterminationMethod' type='INT'>
+ <value enum='1' description='REGULAR' />
+ <value enum='2' description='SPECIAL_REFERENCE' />
+ <value enum='3' description='OPTIMAL_VALUE' />
+ <value enum='4' description='AVERAGE_VALUE' />
+ </field>
+ <field number='1482' name='OptPayoutType' type='INT'>
+ <value enum='1' description='VANILLA' />
+ <value enum='2' description='CAPPED' />
+ <value enum='3' description='BINARY' />
+ </field>
+ <field number='1483' name='NoComplexEvents' type='NUMINGROUP' />
+ <field number='1484' name='ComplexEventType' type='INT'>
+ <value enum='1' description='CAPPED' />
+ <value enum='2' description='TRIGGER' />
+ <value enum='3' description='KNOCK_IN_UP' />
+ <value enum='4' description='KOCK_IN_DOWN' />
+ <value enum='5' description='KNOCK_OUT_UP' />
+ <value enum='6' description='KNOCK_OUT_DOWN' />
+ <value enum='7' description='UNDERLYING' />
+ <value enum='8' description='RESET_BARRIER' />
+ <value enum='9' description='ROLLING_BARRIER' />
+ </field>
+ <field number='1485' name='ComplexOptPayoutAmount' type='AMT' />
+ <field number='1486' name='ComplexEventPrice' type='PRICE' />
+ <field number='1487' name='ComplexEventPriceBoundaryMethod' type='INT'>
+ <value enum='1' description='LESS_THAN_COMPLEXEVENTPRICE' />
+ <value enum='2' description='LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE' />
+ <value enum='3' description='EQUAL_TO_COMPLEXEVENTPRICE' />
+ <value enum='4' description='GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE' />
+ <value enum='5' description='GREATER_THAN_COMPLEXEVENTPRICE' />
+ </field>
+ <field number='1488' name='ComplexEventPriceBoundaryPrecision' type='PERCENTAGE' />
+ <field number='1489' name='ComplexEventPriceTimeType' type='INT'>
+ <value enum='1' description='EXPIRATION' />
+ <value enum='2' description='IMMEDIATE' />
+ <value enum='3' description='SPECIFIED_DATE_TIME' />
+ </field>
+ <field number='1490' name='ComplexEventCondition' type='INT'>
+ <value enum='1' description='AND' />
+ <value enum='2' description='OR' />
+ </field>
+ <field number='1491' name='NoComplexEventDates' type='NUMINGROUP' />
+ <field number='1492' name='ComplexEventStartDate' type='UTCTIMESTAMP' />
+ <field number='1493' name='ComplexEventEndDate' type='UTCTIMESTAMP' />
+ <field number='1494' name='NoComplexEventTimes' type='NUMINGROUP' />
+ <field number='1495' name='ComplexEventStartTime' type='UTCTIMEONLY' />
+ <field number='1496' name='ComplexEventEndTime' type='UTCTIMEONLY' />
+ <field number='1497' name='StreamAsgnReqID' type='STRING' />
+ <field number='1498' name='StreamAsgnReqType' type='INT'>
+ <value enum='1' description='STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER' />
+ <value enum='2' description='STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER' />
+ </field>
+ <field number='1499' name='NoAsgnReqs' type='NUMINGROUP' />
+ <field number='1500' name='MDStreamID' type='STRING' />
+ <field number='1501' name='StreamAsgnRptID' type='STRING' />
+ <field number='1502' name='StreamAsgnRejReason' type='INT'>
+ <value enum='0' description='UNKNOWN_CLIENT' />
+ <value enum='1' description='EXCEEDS_MAXIMUM_SIZE' />
+ <value enum='2' description='UNKNOWN_OR_INVALID_CURRENCY_PAIR' />
+ <value enum='3' description='NO_AVAILABLE_STREAM' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='1503' name='StreamAsgnAckType' type='INT'>
+ <value enum='0' description='ASSIGNMENT_ACCEPTED' />
+ <value enum='1' description='ASSIGNMENT_REJECTED' />
+ </field>
+ <field number='1504' name='RelSymTransactTime' type='UTCTIMESTAMP' />
+ <field number='1505' name='PartyDetailsListRequestID' type='STRING' />
+ <field number='1506' name='NoPartyListResponseTypes' type='NUMINGROUP' />
+ <field number='1507' name='PartyListResponseType' type='INT'>
+ <value enum='0' description='RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES' />
+ <value enum='1' description='RETURN_ONLY_PARTY_INFORMATION' />
+ <value enum='2' description='INCLUDE_INFORMATION_ON_RELATED_PARTIES' />
+ <value enum='3' description='INCLUDE_RISK_LIMIT_INFORMATION' />
+ </field>
+ <field number='1508' name='NoRequestedPartyRoles' type='NUMINGROUP' />
+ <field number='1509' name='RequestedPartyRole' type='INT' />
+ <field number='1510' name='PartyDetailsListReportID' type='STRING' />
+ <field number='1511' name='PartyDetailsRequestResult' type='INT'>
+ <value enum='0' description='VALID_REQUEST' />
+ <value enum='1' description='INVALID_OR_UNSUPPORTED_REQUEST' />
+ <value enum='2' description='NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA' />
+ <value enum='3' description='UNSUPPORTED_PARTYLISTRESPONSETYPE' />
+ <value enum='4' description='NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA' />
+ <value enum='5' description='PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE' />
+ <value enum='6' description='REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='1512' name='TotNoPartyList' type='INT' />
+ <field number='1513' name='NoPartyList' type='NUMINGROUP' />
+ <field number='1514' name='NoPartyRelationships' type='NUMINGROUP' />
+ <field number='1515' name='PartyRelationship' type='INT'>
+ <value enum='0' description='IS_ALSO' />
+ <value enum='1' description='CLEARS_FOR' />
+ <value enum='2' description='CLEARS_THROUGH' />
+ <value enum='3' description='TRADES_FOR' />
+ <value enum='4' description='TRADES_THROUGH' />
+ <value enum='5' description='SPONSORS' />
+ <value enum='6' description='SPONSORED_THROUGH' />
+ <value enum='7' description='PROVIDES_GUARANTEE_FOR' />
+ <value enum='8' description='IS_GUARANTEED_BY' />
+ <value enum='9' description='MEMBER_OF' />
+ <value enum='10' description='HAS_MEMBERS' />
+ <value enum='11' description='PROVIDES_MARKETPLACE_FOR' />
+ <value enum='12' description='PARTICIPANT_OF_MARKETPLACE' />
+ <value enum='13' description='CARRIES_POSITIONS_FOR' />
+ <value enum='14' description='POSTS_TRADES_TO' />
+ <value enum='15' description='ENTERS_TRADES_FOR' />
+ <value enum='16' description='ENTERS_TRADES_THROUGH' />
+ <value enum='17' description='PROVIDES_QUOTES_TO' />
+ <value enum='18' description='REQUESTS_QUOTES_FROM' />
+ <value enum='19' description='INVESTS_FOR' />
+ <value enum='20' description='INVESTS_THROUGH' />
+ <value enum='21' description='BROKERS_TRADES_FOR' />
+ <value enum='22' description='BROKERS_TRADES_THROUGH' />
+ <value enum='23' description='PROVIDES_TRADING_SERVICES_FOR' />
+ <value enum='24' description='USES_TRADING_SERVICES_OF' />
+ <value enum='25' description='APPROVES_OF' />
+ <value enum='26' description='APPROVED_BY' />
+ <value enum='27' description='PARENT_FIRM_FOR' />
+ <value enum='28' description='SUBSIDIARY_OF' />
+ <value enum='29' description='REGULATORY_OWNER_OF' />
+ <value enum='30' description='OWNED_BY_30' />
+ <value enum='31' description='CONTROLS' />
+ <value enum='32' description='IS_CONTROLLED_BY' />
+ <value enum='33' description='LEGAL' />
+ <value enum='34' description='OWNED_BY_34' />
+ <value enum='35' description='BENEFICIAL_OWNER_OF' />
+ <value enum='36' description='OWNED_BY_36' />
+ </field>
+ <field number='1516' name='NoPartyAltIDs' type='NUMINGROUP' />
+ <field number='1517' name='PartyAltID' type='STRING' />
+ <field number='1518' name='PartyAltIDSource' type='CHAR' />
+ <field number='1519' name='NoPartyAltSubIDs' type='NUMINGROUP' />
+ <field number='1520' name='PartyAltSubID' type='STRING' />
+ <field number='1521' name='PartyAltSubIDType' type='INT' />
+ <field number='1522' name='NoContextPartyIDs' type='NUMINGROUP' />
+ <field number='1523' name='ContextPartyID' type='STRING' />
+ <field number='1524' name='ContextPartyIDSource' type='CHAR' />
+ <field number='1525' name='ContextPartyRole' type='INT' />
+ <field number='1526' name='NoContextPartySubIDs' type='NUMINGROUP' />
+ <field number='1527' name='ContextPartySubID' type='STRING' />
+ <field number='1528' name='ContextPartySubIDType' type='INT' />
+ <field number='1529' name='NoRiskLimits' type='NUMINGROUP' />
+ <field number='1530' name='RiskLimitType' type='INT'>
+ <value enum='1' description='GROSS_LIMIT' />
+ <value enum='2' description='NET_LIMIT' />
+ <value enum='3' description='EXPOSURE' />
+ <value enum='4' description='LONG_LIMIT' />
+ <value enum='5' description='SHORT_LIMIT' />
+ </field>
+ <field number='1531' name='RiskLimitAmount' type='AMT' />
+ <field number='1532' name='RiskLimitCurrency' type='CURRENCY' />
+ <field number='1533' name='RiskLimitPlatform' type='STRING' />
+ <field number='1534' name='NoRiskInstruments' type='NUMINGROUP' />
+ <field number='1535' name='RiskInstrumentOperator' type='INT'>
+ <value enum='1' description='INCLUDE' />
+ <value enum='2' description='EXCLUDE' />
+ </field>
+ <field number='1536' name='RiskSymbol' type='STRING' />
+ <field number='1537' name='RiskSymbolSfx' type='STRING' />
+ <field number='1538' name='RiskSecurityID' type='STRING' />
+ <field number='1539' name='RiskSecurityIDSource' type='STRING' />
+ <field number='1540' name='NoRiskSecurityAltID' type='NUMINGROUP' />
+ <field number='1541' name='RiskSecurityAltID' type='STRING' />
+ <field number='1542' name='RiskSecurityAltIDSource' type='STRING' />
+ <field number='1543' name='RiskProduct' type='INT' />
+ <field number='1544' name='RiskProductComplex' type='STRING' />
+ <field number='1545' name='RiskSecurityGroup' type='STRING' />
+ <field number='1546' name='RiskCFICode' type='STRING' />
+ <field number='1547' name='RiskSecurityType' type='STRING' />
+ <field number='1548' name='RiskSecuritySubType' type='STRING' />
+ <field number='1549' name='RiskMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1550' name='RiskMaturityTime' type='TZTIMEONLY' />
+ <field number='1551' name='RiskRestructuringType' type='STRING' />
+ <field number='1552' name='RiskSeniority' type='STRING' />
+ <field number='1553' name='RiskPutOrCall' type='INT' />
+ <field number='1554' name='RiskFlexibleIndicator' type='BOOLEAN' />
+ <field number='1555' name='RiskCouponRate' type='PERCENTAGE' />
+ <field number='1556' name='RiskSecurityDesc' type='STRING' />
+ <field number='1557' name='RiskInstrumentSettlType' type='STRING' />
+ <field number='1558' name='RiskInstrumentMultiplier' type='FLOAT' />
+ <field number='1559' name='NoRiskWarningLevels' type='NUMINGROUP' />
+ <field number='1560' name='RiskWarningLevelPercent' type='PERCENTAGE' />
+ <field number='1561' name='RiskWarningLevelName' type='STRING' />
+ <field number='1562' name='NoRelatedPartyIDs' type='NUMINGROUP' />
+ <field number='1563' name='RelatedPartyID' type='STRING' />
+ <field number='1564' name='RelatedPartyIDSource' type='CHAR' />
+ <field number='1565' name='RelatedPartyRole' type='INT' />
+ <field number='1566' name='NoRelatedPartySubIDs' type='NUMINGROUP' />
+ <field number='1567' name='RelatedPartySubID' type='STRING' />
+ <field number='1568' name='RelatedPartySubIDType' type='INT' />
+ <field number='1569' name='NoRelatedPartyAltIDs' type='NUMINGROUP' />
+ <field number='1570' name='RelatedPartyAltID' type='STRING' />
+ <field number='1571' name='RelatedPartyAltIDSource' type='CHAR' />
+ <field number='1572' name='NoRelatedPartyAltSubIDs' type='NUMINGROUP' />
+ <field number='1573' name='RelatedPartyAltSubID' type='STRING' />
+ <field number='1574' name='RelatedPartyAltSubIDType' type='INT' />
+ <field number='1575' name='NoRelatedContextPartyIDs' type='NUMINGROUP' />
+ <field number='1576' name='RelatedContextPartyID' type='STRING' />
+ <field number='1577' name='RelatedContextPartyIDSource' type='CHAR' />
+ <field number='1578' name='RelatedContextPartyRole' type='INT' />
+ <field number='1579' name='NoRelatedContextPartySubIDs' type='NUMINGROUP' />
+ <field number='1580' name='RelatedContextPartySubID' type='STRING' />
+ <field number='1581' name='RelatedContextPartySubIDType' type='INT' />
+ <field number='1582' name='NoRelationshipRiskLimits' type='NUMINGROUP' />
+ <field number='1583' name='RelationshipRiskLimitType' type='INT' />
+ <field number='1584' name='RelationshipRiskLimitAmount' type='AMT' />
+ <field number='1585' name='RelationshipRiskLimitCurrency' type='CURRENCY' />
+ <field number='1586' name='RelationshipRiskLimitPlatform' type='STRING' />
+ <field number='1587' name='NoRelationshipRiskInstruments' type='NUMINGROUP' />
+ <field number='1588' name='RelationshipRiskInstrumentOperator' type='INT' />
+ <field number='1589' name='RelationshipRiskSymbol' type='STRING' />
+ <field number='1590' name='RelationshipRiskSymbolSfx' type='STRING' />
+ <field number='1591' name='RelationshipRiskSecurityID' type='STRING' />
+ <field number='1592' name='RelationshipRiskSecurityIDSource' type='STRING' />
+ <field number='1593' name='NoRelationshipRiskSecurityAltID' type='NUMINGROUP' />
+ <field number='1594' name='RelationshipRiskSecurityAltID' type='STRING' />
+ <field number='1595' name='RelationshipRiskSecurityAltIDSource' type='STRING' />
+ <field number='1596' name='RelationshipRiskProduct' type='INT' />
+ <field number='1597' name='RelationshipRiskProductComplex' type='STRING' />
+ <field number='1598' name='RelationshipRiskSecurityGroup' type='STRING' />
+ <field number='1599' name='RelationshipRiskCFICode' type='STRING' />
+ <field number='1600' name='RelationshipRiskSecurityType' type='STRING' />
+ <field number='1601' name='RelationshipRiskSecuritySubType' type='STRING' />
+ <field number='1602' name='RelationshipRiskMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1603' name='RelationshipRiskMaturityTime' type='TZTIMEONLY' />
+ <field number='1604' name='RelationshipRiskRestructuringType' type='STRING' />
+ <field number='1605' name='RelationshipRiskSeniority' type='STRING' />
+ <field number='1606' name='RelationshipRiskPutOrCall' type='INT' />
+ <field number='1607' name='RelationshipRiskFlexibleIndicator' type='BOOLEAN' />
+ <field number='1608' name='RelationshipRiskCouponRate' type='PERCENTAGE' />
+ <field number='1609' name='RelationshipRiskSecurityExchange' type='EXCHANGE' />
+ <field number='1610' name='RelationshipRiskSecurityDesc' type='STRING' />
+ <field number='1611' name='RelationshipRiskInstrumentSettlType' type='STRING' />
+ <field number='1612' name='RelationshipRiskInstrumentMultiplier' type='FLOAT' />
+ <field number='1613' name='NoRelationshipRiskWarningLevels' type='NUMINGROUP' />
+ <field number='1614' name='RelationshipRiskWarningLevelPercent' type='PERCENTAGE' />
+ <field number='1615' name='RelationshipRiskWarningLevelName' type='STRING' />
+ <field number='1616' name='RiskSecurityExchange' type='EXCHANGE' />
+ <field number='1617' name='StreamAsgnType' type='INT'>
+ <value enum='1' description='ASSIGNMENT' />
+ <value enum='2' description='REJECTED' />
+ <value enum='3' description='TERMINATE_UNASSIGN' />
+ </field>
+ <field number='1618' name='RelationshipRiskEncodedSecurityDescLen' type='LENGTH' />
+ <field number='1619' name='RelationshipRiskEncodedSecurityDesc' type='DATA' />
+ <field number='1620' name='RiskEncodedSecurityDescLen' type='LENGTH' />
+ <field number='1621' name='RiskEncodedSecurityDesc' type='DATA' />
+ </fields>
+</fix> \ No newline at end of file
diff --git a/fix/FIX50.xml b/fix/FIX50.xml
new file mode 100644
index 0000000000..c7c0939d89
--- /dev/null
+++ b/fix/FIX50.xml
@@ -0,0 +1,8272 @@
+<fix major='5' type='FIX' servicepack='0' minor='0'>
+ <header />
+ <messages>
+ <message name='IOI' msgcat='app' msgtype='6'>
+ <field name='IOIID' required='Y' />
+ <field name='IOITransType' required='Y' />
+ <field name='IOIRefID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='IOIQty' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='InstrmtLegIOIGrp' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='IOIQltyInd' required='N' />
+ <field name='IOINaturalFlag' required='N' />
+ <component name='IOIQualGrp' required='N' />
+ <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' />
+ <component name='RoutingGrp' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='Advertisement' msgcat='app' msgtype='7'>
+ <field name='AdvId' required='Y' />
+ <field name='AdvTransType' required='Y' />
+ <field name='AdvRefID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='AdvSide' required='Y' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='URLLink' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </message>
+ <message name='ExecutionReport' msgcat='app' msgtype='8'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='QuoteRespID' required='N' />
+ <field name='OrdStatusReqID' required='N' />
+ <field name='MassStatusReqID' required='N' />
+ <field name='TotNumReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <component name='ContraGrp' required='N' />
+ <field name='ListID' required='N' />
+ <field name='CrossID' required='N' />
+ <field name='OrigCrossID' required='N' />
+ <field name='CrossType' required='N' />
+ <field name='ExecID' required='Y' />
+ <field name='ExecRefID' required='N' />
+ <field name='ExecType' required='Y' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='OrdRejReason' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='PeggedPrice' required='N' />
+ <field name='DiscretionPrice' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='TargetStrategyPerformance' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='LastQty' required='N' />
+ <field name='UnderlyingLastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='UnderlyingLastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <field name='LastCapacity' required='N' />
+ <field name='LeavesQty' required='Y' />
+ <field name='CumQty' required='Y' />
+ <field name='AvgPx' required='N' />
+ <field name='DayOrderQty' required='N' />
+ <field name='DayCumQty' required='N' />
+ <field name='DayAvgPx' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='ReportToExch' required='N' />
+ <component name='CommissionData' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='TradedFlatSwitch' required='N' />
+ <field name='BasisFeatureDate' required='N' />
+ <field name='BasisFeaturePrice' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='MaxShow' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='LastForwardPoints2' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='ExecValuationPoint' required='N' />
+ <field name='ExecPriceType' required='N' />
+ <field name='ExecPriceAdjustment' required='N' />
+ <field name='PriorityIndicator' required='N' />
+ <field name='PriceImprovement' required='N' />
+ <field name='LastLiquidityInd' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='InstrmtLegExecGrp' required='N' />
+ <field name='CopyMsgIndicator' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='HostCrossID' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='OrderCategory' required='N' />
+ <field name='LotType' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PeggedRefPrice' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ </message>
+ <message name='OrderCancelReject' msgcat='app' msgtype='9'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigClOrdID' required='Y' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='ListID' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='CxlRejResponseTo' required='Y' />
+ <field name='CxlRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='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' />
+ <component name='RoutingGrp' required='N' />
+ <component name='InstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='LinesOfTextGrp' required='Y' />
+ <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' />
+ <component name='RoutingGrp' required='N' />
+ <component name='InstrmtGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <component name='LinesOfTextGrp' required='Y' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
+ </message>
+ <message name='NewOrderSingle' msgcat='app' msgtype='D'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='Side' required='Y' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='NewOrderList' msgcat='app' msgtype='E'>
+ <field name='ListID' required='Y' />
+ <field name='BidID' required='N' />
+ <field name='ClientBidID' required='N' />
+ <field name='ProgRptReqs' required='N' />
+ <field name='BidType' required='Y' />
+ <field name='ProgPeriodInterval' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='ListExecInstType' required='N' />
+ <field name='ListExecInst' required='N' />
+ <field name='EncodedListExecInstLen' required='N' />
+ <field name='EncodedListExecInst' required='N' />
+ <field name='AllowableOneSidednessPct' required='N' />
+ <field name='AllowableOneSidednessValue' required='N' />
+ <field name='AllowableOneSidednessCurr' required='N' />
+ <field name='TotNoOrders' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='ListOrdGrp' required='Y' />
+ <component name='RootParties' required='N' />
+ </message>
+ <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
+ <field name='OrigClOrdID' required='Y' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='ListID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='ComplianceID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
+ <field name='OrderID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='OrigClOrdID' required='Y' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='ListID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='OrdStatusReqID' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ </message>
+ <message name='AllocationInstruction' msgcat='app' msgtype='J'>
+ <field name='AllocID' required='Y' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocType' required='Y' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='RndPx' required='N' />
+ </message>
+ <message name='ListCancelRequest' msgcat='app' msgtype='K'>
+ <field name='ListID' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='ListExecute' msgcat='app' msgtype='L'>
+ <field name='ListID' required='Y' />
+ <field name='ClientBidID' required='N' />
+ <field name='BidID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ListStatusRequest' msgcat='app' msgtype='M'>
+ <field name='ListID' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ListStatus' msgcat='app' msgtype='N'>
+ <field name='ListID' required='Y' />
+ <field name='ListStatusType' required='Y' />
+ <field name='NoRpts' required='Y' />
+ <field name='ListOrderStatus' required='Y' />
+ <field name='RptSeq' required='Y' />
+ <field name='ListStatusText' required='N' />
+ <field name='EncodedListStatusTextLen' required='N' />
+ <field name='EncodedListStatusText' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TotNoOrders' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='OrdListStatGrp' required='Y' />
+ </message>
+ <message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
+ <field name='AllocID' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='AllocStatus' required='Y' />
+ <field name='AllocRejCode' required='N' />
+ <field name='AllocType' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='AllocAckGrp' required='N' />
+ </message>
+ <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ExecID' required='Y' />
+ <field name='DKReason' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='QuoteRequest' msgcat='app' msgtype='R'>
+ <field name='QuoteReqID' required='Y' />
+ <field name='RFQReqID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <component name='QuotReqGrp' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='Quote' msgcat='app' msgtype='S'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='Y' />
+ <field name='QuoteRespID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotGrp' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='CommType' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='BidSwapPoints' required='N' />
+ <field name='OfferSwapPoints' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='SettlementInstructions' msgcat='app' msgtype='T'>
+ <field name='SettlInstMsgID' required='Y' />
+ <field name='SettlInstReqID' required='N' />
+ <field name='SettlInstMode' required='Y' />
+ <field name='SettlInstReqRejCode' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='SettlInstGrp' required='N' />
+ </message>
+ <message name='MarketDataRequest' msgcat='app' msgtype='V'>
+ <field name='MDReqID' required='Y' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='MarketDepth' required='Y' />
+ <field name='MDUpdateType' required='N' />
+ <field name='AggregatedBook' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='Scope' required='N' />
+ <field name='MDImplicitDelete' required='N' />
+ <component name='MDReqGrp' required='Y' />
+ <component name='InstrmtMDReqGrp' required='Y' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ApplQueueAction' required='N' />
+ <field name='ApplQueueMax' required='N' />
+ <field name='MDQuoteType' required='N' />
+ </message>
+ <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
+ <field name='MDReqID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='NetChgPrevDay' required='N' />
+ <component name='MDFullGrp' required='Y' />
+ <field name='ApplQueueDepth' required='N' />
+ <field name='ApplQueueResolution' required='N' />
+ <field name='MDReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='MDBookType' required='N' />
+ <field name='MDFeedType' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='RoutingGrp' required='N' />
+ </message>
+ <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
+ <field name='MDReqID' required='N' />
+ <component name='MDIncGrp' required='Y' />
+ <field name='ApplQueueDepth' required='N' />
+ <field name='ApplQueueResolution' required='N' />
+ <field name='MDBookType' required='N' />
+ <field name='MDFeedType' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='RoutingGrp' required='N' />
+ </message>
+ <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
+ <field name='MDReqID' required='Y' />
+ <field name='MDReqRejReason' required='N' />
+ <component name='MDRjctGrp' 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='N' />
+ <field name='QuoteCancelType' required='Y' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='QuotCxlEntriesGrp' required='N' />
+ </message>
+ <message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
+ <field name='QuoteStatusReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ </message>
+ <message name='MassQuoteAcknowledgement' msgcat='app' msgtype='b'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteStatus' required='Y' />
+ <field name='QuoteRejectReason' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='QuotSetAckGrp' required='N' />
+ </message>
+ <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityRequestType' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='ExpirationCycle' required='N' />
+ <group name='SubscriptionRequestType' required='N'>
+ <field name='LegOptionRatio' required='N' />
+ <field name='LegPrice' required='N' />
+ </group>
+ </message>
+ <message name='SecurityDefinition' msgcat='app' msgtype='d'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityResponseType' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='ExpirationCycle' required='N' />
+ <field name='RoundLot' required='N' />
+ <field name='MinTradeVol' required='N' />
+ <field name='SecurityReportID' required='N' />
+ <group name='ClearingBusinessDate' required='N'>
+ <field name='LegOptionRatio' required='N' />
+ <field name='LegPrice' required='N' />
+ </group>
+ </message>
+ <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
+ <field name='SecurityStatusReqID' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </message>
+ <message name='SecurityStatus' msgcat='app' msgtype='f'>
+ <field name='SecurityStatusReqID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='SecurityTradingStatus' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='HaltReasonChar' required='N' />
+ <field name='InViewOfCommon' required='N' />
+ <field name='DueToRelated' required='N' />
+ <field name='BuyVolume' required='N' />
+ <field name='SellVolume' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Adjustment' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='FirstPx' required='N' />
+ </message>
+ <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
+ <field name='TradSesReqID' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='SecurityExchange' required='N' />
+ </message>
+ <message name='TradingSessionStatus' msgcat='app' msgtype='h'>
+ <field name='TradSesReqID' required='N' />
+ <field name='TradingSessionID' required='Y' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='TradSesStatus' required='Y' />
+ <field name='TradSesStatusRejReason' required='N' />
+ <field name='TradSesStartTime' required='N' />
+ <field name='TradSesOpenTime' required='N' />
+ <field name='TradSesPreCloseTime' required='N' />
+ <field name='TradSesCloseTime' required='N' />
+ <field name='TradSesEndTime' required='N' />
+ <field name='TotalVolumeTraded' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Instrument' required='N' />
+ </message>
+ <message name='MassQuote' msgcat='app' msgtype='i'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='Y' />
+ <field name='QuoteType' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DefBidSize' required='N' />
+ <field name='DefOfferSize' required='N' />
+ <component name='QuotSetGrp' required='Y' />
+ </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' />
+ <component name='BidDescReqGrp' required='N' />
+ <component name='BidCompReqGrp' required='N' />
+ <field name='LiquidityIndType' required='N' />
+ <field name='WtAverageLiquidity' required='N' />
+ <field name='ExchangeForPhysical' required='N' />
+ <field name='OutMainCntryUIndex' required='N' />
+ <field name='CrossPercent' required='N' />
+ <field name='ProgRptReqs' required='N' />
+ <field name='ProgPeriodInterval' required='N' />
+ <field name='IncTaxInd' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='NumBidders' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='BidTradeType' required='Y' />
+ <field name='BasisPxType' required='Y' />
+ <field name='StrikeTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='BidResponse' msgcat='app' msgtype='l'>
+ <field name='BidID' required='N' />
+ <field name='ClientBidID' required='N' />
+ <component name='BidCompRspGrp' required='Y' />
+ </message>
+ <message name='ListStrikePrice' msgcat='app' msgtype='m'>
+ <field name='ListID' required='Y' />
+ <field name='TotNoStrikes' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='InstrmtStrkPxGrp' required='Y' />
+ <component name='UndInstrmtStrkPxGrp' required='N' />
+ </message>
+ <message name='RegistrationInstructions' msgcat='app' msgtype='o'>
+ <field name='RegistID' required='Y' />
+ <field name='RegistTransType' required='Y' />
+ <field name='RegistRefID' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='RegistAcctType' required='N' />
+ <field name='TaxAdvantageType' required='N' />
+ <field name='OwnershipType' required='N' />
+ <component name='RgstDtlsGrp' required='N' />
+ <component name='RgstDistInstGrp' required='N' />
+ </message>
+ <message name='RegistrationInstructionsResponse' msgcat='app' msgtype='p'>
+ <field name='RegistID' required='Y' />
+ <field name='RegistTransType' required='Y' />
+ <field name='RegistRefID' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='RegistStatus' required='Y' />
+ <field name='RegistRejReasonCode' required='N' />
+ <field name='RegistRejReasonText' required='N' />
+ </message>
+ <message name='OrderMassCancelRequest' msgcat='app' msgtype='q'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='MassCancelRequestType' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='OrderMassCancelReport' msgcat='app' msgtype='r'>
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='MassCancelRequestType' required='Y' />
+ <field name='MassCancelResponse' required='Y' />
+ <field name='MassCancelRejectReason' required='N' />
+ <field name='TotalAffectedOrders' required='N' />
+ <component name='AffectedOrdGrp' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='NewOrderCross' msgcat='app' msgtype='s'>
+ <field name='CrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdModGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='CrossOrderCancelReplaceRequest' msgcat='app' msgtype='t'>
+ <field name='OrderID' required='N' />
+ <field name='CrossID' required='Y' />
+ <field name='OrigCrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdModGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='HostCrossID' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='CrossOrderCancelRequest' msgcat='app' msgtype='u'>
+ <field name='OrderID' required='N' />
+ <field name='CrossID' required='Y' />
+ <field name='OrigCrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdCxlGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='HostCrossID' required='N' />
+ <component name='RootParties' required='N' />
+ </message>
+ <message name='SecurityTypeRequest' msgcat='app' msgtype='v'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='SecuritySubType' required='N' />
+ </message>
+ <message name='SecurityTypes' msgcat='app' msgtype='w'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityResponseID' required='Y' />
+ <field name='SecurityResponseType' required='Y' />
+ <field name='TotNoSecurityTypes' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecTypesGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ </message>
+ <message name='SecurityListRequest' msgcat='app' msgtype='x'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityListRequestType' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ </message>
+ <message name='SecurityList' msgcat='app' msgtype='y'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecListGrp' required='N' />
+ <field name='SecurityReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ </message>
+ <message name='DerivativeSecurityListRequest' msgcat='app' msgtype='z'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityListRequestType' required='Y' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='SecuritySubType' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ </message>
+ <message name='DerivativeSecurityList' msgcat='app' msgtype='AA'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityResponseID' required='Y' />
+ <field name='SecurityRequestResult' required='Y' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='RelSymDerivSecGrp' required='N' />
+ </message>
+ <message name='NewOrderMultileg' msgcat='app' msgtype='AB'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocMlegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <component name='LegOrdGrp' required='Y' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='MultiLegRptTypeReq' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='SwapPoints' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='MultilegOrderCancelReplace' msgcat='app' msgtype='AC'>
+ <field name='OrderID' required='N' />
+ <field name='OrigClOrdID' required='Y' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocMlegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <component name='LegOrdGrp' required='Y' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='MultiLegRptTypeReq' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='SwapPoints' required='N' />
+ </message>
+ <message name='TradeCaptureReportRequest' msgcat='app' msgtype='AD'>
+ <field name='TradeRequestID' required='Y' />
+ <field name='TradeRequestType' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeReportID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='TrdCapDtGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <field name='Side' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
+ </message>
+ <message name='TradeCaptureReport' msgcat='app' msgtype='AE'>
+ <field name='TradeReportID' required='N' />
+ <field name='TradeReportTransType' required='N' />
+ <field name='TradeReportType' required='N' />
+ <field name='TradeRequestID' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='TotNumTradeReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='OrdStatus' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='UnderlyingTradingSessionID' required='N' />
+ <field name='UnderlyingTradingSessionSubID' required='N' />
+ <field name='LastQty' required='Y' />
+ <field name='LastPx' required='Y' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeLegRefID' required='N' />
+ <component name='TrdInstrmtLegGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='MatchType' required='N' />
+ <component name='TrdCapRptSideGrp' required='Y' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='PublishTrdIndicator' required='N' />
+ <field name='ShortSaleReason' required='N' />
+ <field name='TrdRptStatus' required='N' />
+ <field name='AsOfIndicator' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='TierCode' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='RndPx' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='UnderlyingSettlementDate' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='OrderCategory' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
+ <field name='OrigTradeHandlingInstr' required='N' />
+ <field name='OrigTradeDate' required='N' />
+ <field name='OrigTradeID' required='N' />
+ <field name='OrigSecondaryTradeID' required='N' />
+ <field name='TZTransactTime' required='N' />
+ <field name='ReportedPxDiff' required='N' />
+ </message>
+ <message name='OrderMassStatusRequest' msgcat='app' msgtype='AF'>
+ <field name='MassStatusReqID' required='Y' />
+ <field name='MassStatusReqType' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ </message>
+ <message name='QuoteRequestReject' msgcat='app' msgtype='AG'>
+ <field name='QuoteReqID' required='Y' />
+ <field name='RFQReqID' required='N' />
+ <field name='QuoteRequestRejectReason' required='Y' />
+ <component name='QuotReqRjctGrp' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='RFQRequest' msgcat='app' msgtype='AH'>
+ <field name='RFQReqID' required='Y' />
+ <component name='RFQReqGrp' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ </message>
+ <message name='QuoteStatusReport' msgcat='app' msgtype='AI'>
+ <field name='QuoteStatusReqID' required='N' />
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='Y' />
+ <field name='QuoteRespID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotStatGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='CommType' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='QuoteStatus' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='QuoteResponse' msgcat='app' msgtype='AJ'>
+ <field name='QuoteRespID' required='Y' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteRespType' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotGrp' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CommType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='Confirmation' msgcat='app' msgtype='AK'>
+ <field name='ConfirmID' required='Y' />
+ <field name='ConfirmRefID' required='N' />
+ <field name='ConfirmReqID' required='N' />
+ <field name='ConfirmTransType' required='Y' />
+ <field name='ConfirmType' required='Y' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <field name='ConfirmStatus' required='Y' />
+ <component name='Parties' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='TradeDate' required='Y' />
+ <component name='TrdRegTimestamps' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='Y' />
+ <component name='InstrmtLegGrp' required='Y' />
+ <component name='YieldData' required='N' />
+ <field name='AllocQty' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='Side' required='Y' />
+ <field name='Currency' required='N' />
+ <field name='LastMkt' required='N' />
+ <component name='CpctyConfGrp' required='Y' />
+ <field name='AllocAccount' required='Y' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocAccountType' required='N' />
+ <field name='AvgPx' required='Y' />
+ <field name='AvgPxPrecision' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='ReportedPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='GrossTradeAmt' required='Y' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='Y' />
+ <field name='MaturityNetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='SharedCommission' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ </message>
+ <message name='PositionMaintenanceRequest' msgcat='app' msgtype='AL'>
+ <field name='PosReqID' required='N' />
+ <field name='PosTransType' required='Y' />
+ <field name='PosMaintAction' required='Y' />
+ <field name='OrigPosReqRefID' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='PositionQty' required='Y' />
+ <field name='AdjustmentType' required='N' />
+ <field name='ContraryInstructionIndicator' required='N' />
+ <field name='PriorSpreadIndicator' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='PositionMaintenanceReport' msgcat='app' msgtype='AM'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosTransType' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='PosMaintAction' required='Y' />
+ <field name='OrigPosReqRefID' required='N' />
+ <field name='PosMaintStatus' required='Y' />
+ <field name='PosMaintResult' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='PositionQty' required='Y' />
+ <component name='PositionAmountData' required='N' />
+ <field name='AdjustmentType' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='ContraryInstructionIndicator' required='N' />
+ <field name='PriorSpreadIndicator' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
+ </message>
+ <message name='RequestForPositions' msgcat='app' msgtype='AN'>
+ <field name='PosReqID' required='Y' />
+ <field name='PosReqType' required='Y' />
+ <field name='MatchStatus' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='RequestForPositionsAck' msgcat='app' msgtype='AO'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='TotalNumPosReports' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='PosReqResult' required='Y' />
+ <field name='PosReqStatus' required='Y' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PosReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='PositionReport' msgcat='app' msgtype='AP'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='PosReqType' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TotalNumPosReports' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='PosReqResult' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='SettlPriceType' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='PosUndInstrmtGrp' required='N' />
+ <component name='PositionQty' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='RegistStatus' required='N' />
+ <field name='DeliveryDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='MessageEventSource' required='N' />
+ </message>
+ <message name='TradeCaptureReportRequestAck' msgcat='app' msgtype='AQ'>
+ <field name='TradeRequestID' required='Y' />
+ <field name='TradeRequestType' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TotNumTradeReports' required='N' />
+ <field name='TradeRequestResult' required='Y' />
+ <field name='TradeRequestStatus' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ </message>
+ <message name='TradeCaptureReportAck' msgcat='app' msgtype='AR'>
+ <field name='TradeReportID' required='N' />
+ <field name='TradeReportTransType' required='N' />
+ <field name='TradeReportType' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='TradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportRefID' required='N' />
+ <field name='TrdRptStatus' required='N' />
+ <field name='TradeReportRejectReason' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='TransactTime' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='TrdInstrmtLegGrp' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='OrdStatus' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='UnderlyingTradingSessionID' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='UnderlyingTradingSessionSubID' required='N' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeLegRefID' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='PublishTrdIndicator' required='N' />
+ <field name='ShortSaleReason' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='TierCode' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='RndPx' required='N' />
+ <component name='TrdCapRptAckSideGrp' required='N' />
+ <field name='AsOfIndicator' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
+ <field name='OrigTradeHandlingInstr' required='N' />
+ <field name='OrigTradeDate' required='N' />
+ <field name='OrigTradeID' required='N' />
+ <field name='OrigSecondaryTradeID' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='RptSys' required='N' />
+ </message>
+ <message name='AllocationReport' msgcat='app' msgtype='AS'>
+ <field name='AllocReportID' required='Y' />
+ <field name='AllocID' required='N' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocReportRefID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='AllocReportType' required='Y' />
+ <field name='AllocStatus' required='Y' />
+ <field name='AllocRejCode' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='Y' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='RndPx' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <component name='PositionAmountData' required='N' />
+ </message>
+ <message name='AllocationReportAck' msgcat='app' msgtype='AT'>
+ <field name='AllocReportID' required='Y' />
+ <field name='AllocID' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='AllocStatus' required='N' />
+ <field name='AllocRejCode' required='N' />
+ <field name='AllocReportType' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='AllocAckGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='AllocTransType' required='N' />
+ </message>
+ <message name='ConfirmationAck' msgcat='app' msgtype='AU'>
+ <field name='ConfirmID' required='Y' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='AffirmStatus' required='Y' />
+ <field name='ConfirmRejReason' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='SettlementInstructionRequest' msgcat='app' msgtype='AV'>
+ <field name='SettlInstReqID' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='Side' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='CFICode' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='StandInstDbType' required='N' />
+ <field name='StandInstDbName' required='N' />
+ <field name='StandInstDbID' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='AssignmentReport' msgcat='app' msgtype='AW'>
+ <field name='AsgnRptID' required='Y' />
+ <field name='TotNumAssignmentReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='PositionQty' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='SettlPriceType' required='N' />
+ <field name='UnderlyingSettlPrice' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='AssignmentMethod' required='N' />
+ <field name='AssignmentUnit' required='N' />
+ <field name='OpenInterest' required='N' />
+ <field name='ExerciseMethod' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ </message>
+ <message name='CollateralRequest' msgcat='app' msgtype='AX'>
+ <field name='CollReqID' required='Y' />
+ <field name='CollAsgnReason' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='ExpireTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='CollateralAssignment' msgcat='app' msgtype='AY'>
+ <field name='CollAsgnID' required='Y' />
+ <field name='CollReqID' required='N' />
+ <field name='CollAsgnReason' required='Y' />
+ <field name='CollAsgnTransType' required='Y' />
+ <field name='CollAsgnRefID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='ExpireTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='CollateralResponse' msgcat='app' msgtype='AZ'>
+ <field name='CollRespID' required='Y' />
+ <field name='CollAsgnID' required='N' />
+ <field name='CollReqID' required='N' />
+ <field name='CollAsgnReason' required='N' />
+ <field name='CollAsgnTransType' required='N' />
+ <field name='CollAsgnRespType' required='Y' />
+ <field name='CollAsgnRejectReason' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='CollApplType' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ </message>
+ <message name='CollateralReport' msgcat='app' msgtype='BA'>
+ <field name='CollRptID' required='Y' />
+ <field name='CollInquiryID' required='N' />
+ <field name='CollStatus' required='Y' />
+ <field name='TotNumReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='CollApplType' required='N' />
+ <field name='FinancialStatus' required='N' />
+ </message>
+ <message name='CollateralInquiry' msgcat='app' msgtype='BB'>
+ <field name='CollInquiryID' required='N' />
+ <component name='CollInqQualGrp' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='NetworkCounterpartySystemStatusRequest' msgcat='app' msgtype='BC'>
+ <field name='NetworkRequestType' required='Y' />
+ <field name='NetworkRequestID' required='Y' />
+ <component name='CompIDReqGrp' required='N' />
+ </message>
+ <message name='NetworkCounterpartySystemStatusResponse' msgcat='app' msgtype='BD'>
+ <field name='NetworkStatusResponseType' required='Y' />
+ <field name='NetworkRequestID' required='N' />
+ <field name='NetworkResponseID' required='Y' />
+ <field name='LastNetworkResponseID' required='N' />
+ <component name='CompIDStatGrp' required='Y' />
+ </message>
+ <message name='UserRequest' msgcat='app' msgtype='BE'>
+ <field name='UserRequestID' required='Y' />
+ <field name='UserRequestType' required='Y' />
+ <field name='Username' required='Y' />
+ <field name='Password' required='N' />
+ <field name='NewPassword' required='N' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
+ </message>
+ <message name='UserResponse' msgcat='app' msgtype='BF'>
+ <field name='UserRequestID' required='Y' />
+ <field name='Username' required='Y' />
+ <field name='UserStatus' required='N' />
+ <field name='UserStatusText' required='N' />
+ </message>
+ <message name='CollateralInquiryAck' msgcat='app' msgtype='BG'>
+ <field name='CollInquiryID' required='Y' />
+ <field name='CollInquiryStatus' required='Y' />
+ <field name='CollInquiryResult' required='N' />
+ <component name='CollInqQualGrp' required='N' />
+ <field name='TotNumReports' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ConfirmationRequest' msgcat='app' msgtype='BH'>
+ <field name='ConfirmReqID' required='Y' />
+ <field name='ConfirmType' required='Y' />
+ <component name='OrdAllocGrp' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocAccountType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ContraryIntentionReport' msgcat='app' msgtype='BO'>
+ <field name='ContIntRptID' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='LateIndicator' required='N' />
+ <field name='InputSource' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <component name='Parties' required='Y' />
+ <component name='ExpirationQty' required='Y' />
+ <component name='Instrument' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ </message>
+ <message name='SecurityDefinitionUpdateReport' msgcat='app' msgtype='BP'>
+ <field name='SecurityReportID' required='N' />
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityResponseType' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SecurityUpdateAction' required='N' />
+ <field name='CorporateAction' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='ExpirationCycle' required='N' />
+ <field name='RoundLot' required='N' />
+ <field name='MinTradeVol' required='N' />
+ </message>
+ <message name='SecurityListUpdateReport' msgcat='app' msgtype='BK'>
+ <field name='SecurityReportID' required='N' />
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SecurityUpdateAction' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecLstUpdRelSymGrp' required='N' />
+ </message>
+ <message name='AdjustedPositionReport' msgcat='app' msgtype='BL'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqType' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <component name='Parties' required='Y' />
+ <component name='PositionQty' required='Y' />
+ <component name='Instrument' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
+ </message>
+ <message name='AllocationInstructionAlert' msgcat='app' msgtype='BM'>
+ <field name='AllocID' required='Y' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocType' required='Y' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='RndPx' required='N' />
+ </message>
+ <message name='ExecutionAcknowledgement' msgcat='app' msgtype='BN'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='ExecAckStatus' required='Y' />
+ <field name='ExecID' required='Y' />
+ <field name='DKReason' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='CumQty' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='TradingSessionList' msgcat='app' msgtype='BJ'>
+ <field name='TradSesReqID' required='N' />
+ <component name='TrdSessLstGrp' required='Y' />
+ </message>
+ <message name='TradingSessionListRequest' msgcat='app' msgtype='BI'>
+ <field name='TradSesReqID' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SecurityExchange' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ </message>
+ </messages>
+ <trailer />
+ <components>
+ <component name='InstrumentLeg'>
+ <field name='LegSymbol' required='N' />
+ <field name='LegSymbolSfx' required='N' />
+ <field name='LegSecurityID' required='N' />
+ <field name='LegSecurityIDSource' required='N' />
+ <component name='LegSecAltIDGrp' required='N' />
+ <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' />
+ <field name='LegUnitOfMeasure' required='N' />
+ <field name='LegTimeUnit' required='N' />
+ </component>
+ <component name='InstrmtLegExecGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegPrice' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegLastPx' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ <field name='LegLastForwardPoints' required='N' />
+ <field name='LegCalculatedCcyLastQty' required='N' />
+ <field name='LegGrossTradeAmt' required='N' />
+ </group>
+ </component>
+ <component name='TrdCapRptSideGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='OddLot' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='OrderInputDevice' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SideMultiLegReportingType' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='ExchangeRule' required='N' />
+ <field name='TradeAllocIndicator' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='TrdAllocGrp' required='N' />
+ <field name='SideQty' required='N' />
+ <field name='SideTradeReportID' required='N' />
+ <field name='SideFillStationCd' required='N' />
+ <field name='SideReasonCd' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='SideTrdSubTyp' required='N' />
+ <component name='SideTrdRegTS' required='N' />
+ <field name='ExecRefID' required='N' />
+ <field name='LotType' required='N' />
+ <field name='SideGrossTradeAmt' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='ExchangeSpecialInstructions' required='N' />
+ </group>
+ </component>
+ <component name='PositionAmountData'>
+ <group name='NoPosAmt' required='N'>
+ <field name='PosAmtType' required='N' />
+ <field name='PosAmt' required='N' />
+ <field name='PositionCurrency' required='N' />
+ </group>
+ </component>
+ <component name='Stipulations'>
+ <group name='NoStipulations' required='N'>
+ <field name='StipulationType' required='N' />
+ <field name='StipulationValue' required='N' />
+ </group>
+ </component>
+ <component name='MDReqGrp'>
+ <group name='NoMDEntryTypes' required='Y'>
+ <field name='MDEntryType' required='Y' />
+ </group>
+ </component>
+ <component name='TrdCapRptAckSideGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='OddLot' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='OrderInputDevice' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='SideMultiLegReportingType' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='ExchangeRule' required='N' />
+ <field name='TradeAllocIndicator' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='TrdAllocGrp' required='N' />
+ <field name='LotType' required='N' />
+ <field name='SideGrossTradeAmt' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='SideQty' required='N' />
+ <field name='SideTradeReportID' required='N' />
+ <field name='SideFillStationCd' required='N' />
+ <field name='SideReasonCd' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='SideTrdSubTyp' required='N' />
+ <component name='SideTrdRegTS' required='N' />
+ </group>
+ </component>
+ <component name='SettlInstGrp'>
+ <group name='NoSettlInst' required='N'>
+ <field name='SettlInstID' required='N' />
+ <field name='SettlInstTransType' required='N' />
+ <field name='SettlInstRefID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Side' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='CFICode' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='PaymentMethod' required='N' />
+ <field name='PaymentRef' required='N' />
+ <field name='CardHolderName' required='N' />
+ <field name='CardNumber' required='N' />
+ <field name='CardStartDate' required='N' />
+ <field name='CardExpDate' required='N' />
+ <field name='CardIssNum' required='N' />
+ <field name='PaymentDate' required='N' />
+ <field name='PaymentRemitterID' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </group>
+ </component>
+ <component name='SecLstUpdRelSymGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='SecLstUpdRelSymsLegGrp' required='N' />
+ <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' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ </group>
+ </component>
+ <component name='SecAltIDGrp'>
+ <group name='NoSecurityAltID' required='N'>
+ <field name='SecurityAltID' required='N' />
+ <field name='SecurityAltIDSource' required='N' />
+ </group>
+ </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='BidCompReqGrp'>
+ <group name='NoBidComponents' required='N'>
+ <field name='ListID' required='N' />
+ <field name='Side' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ </group>
+ </component>
+ <component name='ExecsGrp'>
+ <group name='NoExecs' required='N'>
+ <field name='ExecID' required='N' />
+ </group>
+ </component>
+ <component name='TrdSessLstGrp'>
+ <group name='NoTradingSessions' required='Y'>
+ <field name='TradingSessionID' required='Y' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SecurityExchange' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='TradSesStatus' required='Y' />
+ <field name='TradSesStatusRejReason' required='N' />
+ <field name='TradSesStartTime' required='N' />
+ <field name='TradSesOpenTime' required='N' />
+ <field name='TradSesPreCloseTime' required='N' />
+ <field name='TradSesCloseTime' required='N' />
+ <field name='TradSesEndTime' required='N' />
+ <field name='TotalVolumeTraded' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </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='FinancingDetails'>
+ <field name='AgreementDesc' required='N' />
+ <field name='AgreementID' required='N' />
+ <field name='AgreementDate' required='N' />
+ <field name='AgreementCurrency' required='N' />
+ <field name='TerminationType' required='N' />
+ <field name='StartDate' required='N' />
+ <field name='EndDate' required='N' />
+ <field name='DeliveryType' required='N' />
+ <field name='MarginRatio' required='N' />
+ </component>
+ <component name='SettlParties'>
+ <group name='NoSettlPartyIDs' required='N'>
+ <field name='SettlPartyID' required='N' />
+ <field name='SettlPartyIDSource' required='N' />
+ <field name='SettlPartyRole' required='N' />
+ <component name='SettlPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='LegPreAllocGrp'>
+ <group name='NoLegAllocs' required='N'>
+ <field name='LegAllocAccount' required='N' />
+ <field name='LegIndividualAllocID' required='N' />
+ <component name='NestedParties2' required='N' />
+ <field name='LegAllocQty' required='N' />
+ <field name='LegAllocAcctIDSource' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ </group>
+ </component>
+ <component name='PreAllocMlegGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties3' required='N' />
+ <field name='AllocQty' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegIOIGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegIOIQty' required='N' />
+ <component name='LegStipulations' required='N' />
+ </group>
+ </component>
+ <component name='InstrumentExtension'>
+ <field name='DeliveryForm' required='N' />
+ <field name='PctAtRisk' required='N' />
+ <component name='AttrbGrp' required='N' />
+ </component>
+ <component name='LinesOfTextGrp'>
+ <group name='NoLinesOfText' required='Y'>
+ <field name='Text' required='Y' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='BidDescReqGrp'>
+ <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>
+ </component>
+ <component name='QuotQualGrp'>
+ <group name='NoQuoteQualifiers' required='N'>
+ <field name='QuoteQualifier' required='N' />
+ </group>
+ </component>
+ <component name='PreAllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='AllocQty' required='N' />
+ </group>
+ </component>
+ <component name='MDRjctGrp'>
+ <group name='NoAltMDSource' required='N'>
+ <field name='AltMDSourceID' required='N' />
+ </group>
+ </component>
+ <component name='UndInstrmtStrkPxGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='Y' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='Instrument'>
+ <field name='Symbol' required='N' />
+ <field name='SymbolSfx' required='N' />
+ <field name='SecurityID' required='N' />
+ <field name='SecurityIDSource' required='N' />
+ <component name='SecAltIDGrp' required='N' />
+ <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' />
+ <component name='EvntGrp' required='N' />
+ <field name='DatedDate' required='N' />
+ <field name='InterestAccrualDate' required='N' />
+ <field name='SecurityStatus' required='N' />
+ <field name='SettleOnOpenFlag' required='N' />
+ <field name='InstrmtAssignmentMethod' required='N' />
+ <field name='StrikeMultiplier' required='N' />
+ <field name='StrikeValue' required='N' />
+ <field name='MinPriceIncrement' required='N' />
+ <field name='PositionLimit' required='N' />
+ <field name='NTPositionLimit' required='N' />
+ <component name='InstrumentParties' required='N' />
+ <field name='UnitOfMeasure' required='N' />
+ <field name='TimeUnit' required='N' />
+ <field name='MaturityTime' required='N' />
+ </component>
+ <component name='HopGrp'>
+ <group name='NoHops' required='N'>
+ <field name='HopCompID' required='N' />
+ <field name='HopSendingTime' required='N' />
+ <field name='HopRefID' required='N' />
+ </group>
+ </component>
+ <component name='AllocAckGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocPrice' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='IndividualAllocRejCode' required='N' />
+ <field name='AllocText' required='N' />
+ <field name='EncodedAllocTextLen' required='N' />
+ <field name='EncodedAllocText' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='IndividualAllocType' required='N' />
+ <field name='AllocQty' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='AllocPositionEffect' required='N' />
+ </group>
+ </component>
+ <component name='QuotReqLegsGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <component name='LegBenchmarkCurveData' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegOptionRatio' required='N' />
+ <field name='LegPrice' required='N' />
+ <field name='LegRefID' required='N' />
+ </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' />
+ <component name='NstdPtys2SubGrp' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtMDReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDEntrySize' required='N' />
+ </group>
+ </component>
+ <component name='SideCrossOrdModGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='SideComplianceID' required='N' />
+ <field name='SideTimeInForce' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ </group>
+ </component>
+ <component name='RootSubParties'>
+ <group name='NoRootPartySubIDs' required='N'>
+ <field name='RootPartySubID' required='N' />
+ <field name='RootPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='TrdCollGrp'>
+ <group name='NoTrades' required='N'>
+ <field name='TradeReportID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ </group>
+ </component>
+ <component name='NestedParties3'>
+ <group name='NoNested3PartyIDs' required='N'>
+ <field name='Nested3PartyID' required='N' />
+ <field name='Nested3PartyIDSource' required='N' />
+ <field name='Nested3PartyRole' required='N' />
+ <component name='NstdPtys3SubGrp' required='N' />
+ </group>
+ </component>
+ <component name='StrategyParametersGrp'>
+ <group name='NoStrategyParameters' required='N'>
+ <field name='StrategyParameterName' required='N' />
+ <field name='StrategyParameterType' required='N' />
+ <field name='StrategyParameterValue' required='N' />
+ </group>
+ </component>
+ <component name='RootParties'>
+ <group name='NoRootPartyIDs' required='N'>
+ <field name='RootPartyID' required='N' />
+ <field name='RootPartyIDSource' required='N' />
+ <field name='RootPartyRole' required='N' />
+ <component name='RootSubParties' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingInstrument'>
+ <field name='UnderlyingSymbol' required='N' />
+ <field name='UnderlyingSymbolSfx' required='N' />
+ <field name='UnderlyingSecurityID' required='N' />
+ <field name='UnderlyingSecurityIDSource' required='N' />
+ <component name='UndSecAltIDGrp' required='N' />
+ <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' />
+ <field name='UnderlyingAllocationPercent' required='N' />
+ <field name='UnderlyingSettlementType' required='N' />
+ <field name='UnderlyingCashAmount' required='N' />
+ <field name='UnderlyingCashType' required='N' />
+ <field name='UnderlyingUnitOfMeasure' required='N' />
+ <field name='UnderlyingTimeUnit' required='N' />
+ <field name='UnderlyingCapValue' required='N' />
+ <component name='UndlyInstrumentParties' required='N' />
+ <field name='UnderlyingSettlMethod' required='N' />
+ <field name='UnderlyingAdjustedQuantity' required='N' />
+ <field name='UnderlyingFXRate' required='N' />
+ <field name='UnderlyingFXRateCalc' required='N' />
+ </component>
+ <component name='QuotSetGrp'>
+ <group name='NoQuoteSets' required='Y'>
+ <field name='QuoteSetID' required='Y' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='QuoteSetValidUntilTime' required='N' />
+ <field name='TotNoQuoteEntries' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='QuotEntryGrp' required='Y' />
+ </group>
+ </component>
+ <component name='AllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='AllocPrice' required='N' />
+ <field name='AllocQty' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='NotifyBrokerOfCredit' required='N' />
+ <field name='AllocHandlInst' required='N' />
+ <field name='AllocText' required='N' />
+ <field name='EncodedAllocTextLen' required='N' />
+ <field name='EncodedAllocText' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='AllocAvgPx' required='N' />
+ <field name='AllocNetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='AllocSettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='AllocAccruedInterestAmt' required='N' />
+ <field name='AllocInterestAtMaturity' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='AllocSettlInstType' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocMethod' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='IndividualAllocType' required='N' />
+ <field name='AllocPositionEffect' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ </group>
+ </component>
+ <component name='SettlPtysSubGrp'>
+ <group name='NoSettlPartySubIDs' required='N'>
+ <field name='SettlPartySubID' required='N' />
+ <field name='SettlPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='InstrumentPtysSubGrp'>
+ <group name='NoInstrumentPartySubIDs' required='N'>
+ <field name='InstrumentPartySubID' required='N' />
+ <field name='InstrumentPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='SecLstUpdRelSymsLegGrp'>
+ <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>
+ <component name='QuotReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='Side' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='QuotReqLegsGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuotePriceType' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Price2' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ </group>
+ </component>
+ <component name='QuotSetAckGrp'>
+ <group name='NoQuoteSets' required='N'>
+ <field name='QuoteSetID' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='TotNoQuoteEntries' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='QuotEntryAckGrp' required='N' />
+ </group>
+ </component>
+ <component name='RFQReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </group>
+ </component>
+ <component name='CpctyConfGrp'>
+ <group name='NoCapacities' required='Y'>
+ <field name='OrderCapacity' required='Y' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='OrderCapacityQty' required='Y' />
+ </group>
+ </component>
+ <component name='UndInstrmtGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ </group>
+ </component>
+ <component name='Parties'>
+ <group name='NoPartyIDs' required='N'>
+ <field name='PartyID' required='N' />
+ <field name='PartyIDSource' required='N' />
+ <field name='PartyRole' required='N' />
+ <component name='PtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='UndlyInstrumentPtysSubGrp'>
+ <group name='NoUndlyInstrumentPartySubIDs' required='N'>
+ <field name='UndlyInstrumentPartySubID' required='N' />
+ <field name='UndlyInstrumentPartySubIDType' required='N' />
+ </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' />
+ <component name='NstdPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='TrdgSesGrp'>
+ <group name='NoTradingSessions' required='N'>
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </group>
+ </component>
+ <component name='AffectedOrdGrp'>
+ <group name='NoAffectedOrders' required='N'>
+ <field name='OrigClOrdID' required='N' />
+ <field name='AffectedOrderID' required='N' />
+ <field name='AffectedSecondaryOrderID' required='N' />
+ </group>
+ </component>
+ <component name='CommissionData'>
+ <field name='Commission' required='N' />
+ <field name='CommType' required='N' />
+ <field name='CommCurrency' required='N' />
+ <field name='FundRenewWaiv' required='N' />
+ </component>
+ <component name='LegOrdGrp'>
+ <group name='NoLegs' required='Y'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='LegPreAllocGrp' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegPrice' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegOptionRatio' required='N' />
+ <field name='LegOrderQty' required='N' />
+ </group>
+ </component>
+ <component name='RelSymDerivSecGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ExpirationCycle' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='DlvyInstGrp'>
+ <group name='NoDlvyInst' required='N'>
+ <field name='SettlInstSource' required='N' />
+ <field name='DlvyInstType' required='N' />
+ <component name='SettlParties' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtStrkPxGrp'>
+ <group name='NoStrikes' required='Y'>
+ <component name='Instrument' required='Y' />
+ </group>
+ </component>
+ <component name='ContraGrp'>
+ <group name='NoContraBrokers' required='N'>
+ <field name='ContraBroker' required='N' />
+ <field name='ContraTrader' required='N' />
+ <field name='ContraTradeQty' required='N' />
+ <field name='ContraTradeTime' required='N' />
+ <field name='ContraLegRefID' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ </group>
+ </component>
+ <component name='SecListGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='InstrmtLegSecListGrp' required='N' />
+ <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>
+ </component>
+ <component name='UndInstrmtCollGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='CollAction' required='N' />
+ </group>
+ </component>
+ <component name='CollInqQualGrp'>
+ <group name='NoCollInquiryQualifier' required='N'>
+ <field name='CollInquiryQualifier' required='N' />
+ </group>
+ </component>
+ <component name='CompIDStatGrp'>
+ <group name='NoCompIDs' required='Y'>
+ <field name='RefCompID' required='Y' />
+ <field name='RefSubID' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='StatusValue' required='Y' />
+ <field name='StatusText' 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='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='QuotCxlEntriesGrp'>
+ <group name='NoQuoteEntries' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ </group>
+ </component>
+ <component name='ContAmtGrp'>
+ <group name='NoContAmts' required='N'>
+ <field name='ContAmtType' required='N' />
+ <field name='ContAmtValue' required='N' />
+ <field name='ContAmtCurr' required='N' />
+ </group>
+ </component>
+ <component name='MDFullGrp'>
+ <group name='NoMDEntries' required='Y'>
+ <field name='MDEntryType' required='Y' />
+ <field name='MDEntryPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='MDEntrySize' required='N' />
+ <field name='MDEntryDate' required='N' />
+ <field name='MDEntryTime' required='N' />
+ <field name='TickDirection' required='N' />
+ <field name='MDMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='QuoteCondition' required='N' />
+ <field name='TradeCondition' required='N' />
+ <field name='MDEntryOriginator' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='SellerDays' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='QuoteEntryID' required='N' />
+ <field name='MDEntryBuyer' required='N' />
+ <field name='MDEntrySeller' required='N' />
+ <field name='NumberOfOrders' required='N' />
+ <field name='MDEntryPositionNo' required='N' />
+ <field name='Scope' required='N' />
+ <field name='PriceDelta' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MDPriceLevel' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='MDOriginType' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='TradeVolume' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDQuoteType' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='DealingCapacity' required='N' />
+ <field name='MDEntrySpotRate' required='N' />
+ <field name='MDEntryForwardPoints' required='N' />
+ <field name='MDEntryID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='OrdType' required='N' />
+ </group>
+ </component>
+ <component name='MDIncGrp'>
+ <group name='NoMDEntries' required='Y'>
+ <field name='MDUpdateAction' required='Y' />
+ <field name='DeleteReason' required='N' />
+ <field name='MDEntryType' required='N' />
+ <field name='MDEntryID' required='N' />
+ <field name='MDEntryRefID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' 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='TradingSessionSubID' required='N' />
+ <field name='QuoteCondition' required='N' />
+ <field name='TradeCondition' required='N' />
+ <field name='MDEntryOriginator' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='SellerDays' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='QuoteEntryID' required='N' />
+ <field name='MDEntryBuyer' required='N' />
+ <field name='MDEntrySeller' required='N' />
+ <field name='NumberOfOrders' required='N' />
+ <field name='MDEntryPositionNo' required='N' />
+ <field name='Scope' required='N' />
+ <field name='PriceDelta' required='N' />
+ <field name='NetChgPrevDay' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='MDOriginType' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='TradeVolume' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDQuoteType' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='DealingCapacity' required='N' />
+ <field name='MDEntrySpotRate' required='N' />
+ <field name='MDEntryForwardPoints' required='N' />
+ <field name='MDPriceLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='OrdType' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingAmount'>
+ <group name='NoUnderlyingAmounts' required='N'>
+ <field name='UnderlyingPayAmount' required='N' />
+ <field name='UnderlyingCollectAmount' required='N' />
+ <field name='UnderlyingSettlementDate' required='N' />
+ <field name='UnderlyingSettlementStatus' required='N' />
+ </group>
+ </component>
+ <component name='TrdRegTimestamps'>
+ <group name='NoTrdRegTimestamps' required='N'>
+ <field name='TrdRegTimestamp' required='N' />
+ <field name='TrdRegTimestampType' required='N' />
+ <field name='TrdRegTimestampOrigin' required='N' />
+ <field name='DeskType' required='N' />
+ <field name='DeskTypeSource' required='N' />
+ <field name='DeskOrderHandlingInst' required='N' />
+ </group>
+ </component>
+ <component name='LegQuotStatGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegOrderQty' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ </group>
+ </component>
+ <component name='QuotReqRjctGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='Side' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='QuotReqLegsGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuotePriceType' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Price2' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ </group>
+ </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' />
+ <field name='PegPriceType' required='N' />
+ <field name='PegSecurityIDSource' required='N' />
+ <field name='PegSecurityID' required='N' />
+ <field name='PegSymbol' required='N' />
+ <field name='PegSecurityDesc' required='N' />
+ </component>
+ <component name='InstrumentParties'>
+ <group name='NoInstrumentParties' required='N'>
+ <field name='InstrumentPartyID' required='N' />
+ <field name='InstrumentPartyIDSource' required='N' />
+ <field name='InstrumentPartyRole' required='N' />
+ <component name='InstrumentPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='LegQuotGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegPriceType' required='N' />
+ <field name='LegBidPx' required='N' />
+ <field name='LegOfferPx' required='N' />
+ <component name='LegBenchmarkCurveData' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegBidForwardPoints' required='N' />
+ <field name='LegOfferForwardPoints' required='N' />
+ </group>
+ </component>
+ <component name='ExecAllocGrp'>
+ <group name='NoExecs' required='N'>
+ <field name='LastQty' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastCapacity' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ </group>
+ </component>
+ <component name='TrdCapDtGrp'>
+ <group name='NoDates' required='N'>
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ </group>
+ </component>
+ <component name='TriggeringInstruction'>
+ <field name='TriggerType' required='N' />
+ <field name='TriggerAction' required='N' />
+ <field name='TriggerPrice' required='N' />
+ <field name='TriggerSymbol' required='N' />
+ <field name='TriggerSecurityID' required='N' />
+ <field name='TriggerSecurityIDSource' required='N' />
+ <field name='TriggerSecurityDesc' required='N' />
+ <field name='TriggerPriceType' required='N' />
+ <field name='TriggerPriceTypeScope' required='N' />
+ <field name='TriggerPriceDirection' required='N' />
+ <field name='TriggerNewPrice' required='N' />
+ <field name='TriggerOrderType' required='N' />
+ <field name='TriggerNewQty' required='N' />
+ <field name='TriggerTradingSessionID' required='N' />
+ <field name='TriggerTradingSessionSubID' required='N' />
+ </component>
+ <component name='IOIQualGrp'>
+ <group name='NoIOIQualifiers' required='N'>
+ <field name='IOIQualifier' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtysSubGrp'>
+ <group name='NoNestedPartySubIDs' required='N'>
+ <field name='NestedPartySubID' required='N' />
+ <field name='NestedPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='PositionQty'>
+ <group name='NoPositions' required='N'>
+ <field name='PosType' required='N' />
+ <field name='LongQty' required='N' />
+ <field name='ShortQty' required='N' />
+ <field name='PosQtyStatus' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='QuantityDate' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtys2SubGrp'>
+ <group name='NoNested2PartySubIDs' required='N'>
+ <field name='Nested2PartySubID' required='N' />
+ <field name='Nested2PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='PosUndInstrmtGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='UnderlyingSettlPrice' required='N' />
+ <field name='UnderlyingSettlPriceType' required='N' />
+ <component name='UnderlyingAmount' required='N' />
+ <field name='UnderlyingDeliveryAmount' 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' />
+ <component name='DlvyInstGrp' required='N' />
+ </component>
+ <component name='SideTrdRegTS'>
+ <group name='NoSideTrdRegTS' required='N'>
+ <field name='SideTrdRegTimestamp' required='N' />
+ <field name='SideTrdRegTimestampType' required='N' />
+ <field name='SideTrdRegTimestampSrc' required='N' />
+ </group>
+ </component>
+ <component name='MsgTypeGrp'>
+ <group name='NoMsgTypes' required='N'>
+ <field name='RefMsgType' required='N' />
+ <field name='MsgDirection' required='N' />
+ <field name='RefApplVerID' required='N' />
+ <field name='RefCstmApplVerID' required='N' />
+ </group>
+ </component>
+ <component name='UndSecAltIDGrp'>
+ <group name='NoUnderlyingSecurityAltID' required='N'>
+ <field name='UnderlyingSecurityAltID' required='N' />
+ <field name='UnderlyingSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='ExecCollGrp'>
+ <group name='NoExecs' required='N'>
+ <field name='ExecID' required='N' />
+ </group>
+ </component>
+ <component name='DisplayInstruction'>
+ <field name='SecondaryDisplayQty' required='N' />
+ <field name='DisplayWhen' required='N' />
+ <field name='DisplayMethod' required='N' />
+ <field name='DisplayLowQty' required='N' />
+ <field name='DisplayHighQty' required='N' />
+ <field name='DisplayMinIncr' required='N' />
+ <field name='RefreshQty' required='N' />
+ <field name='DisplayQty' required='N' />
+ </component>
+ <component name='QuotEntryGrp'>
+ <group name='NoQuoteEntries' required='Y'>
+ <field name='QuoteEntryID' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrmtLegGrp' 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='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='Currency' required='N' />
+ </group>
+ </component>
+ <component name='RgstDtlsGrp'>
+ <group name='NoRegistDtls' required='N'>
+ <field name='RegistDtls' required='N' />
+ <field name='RegistEmail' required='N' />
+ <field name='MailingDtls' required='N' />
+ <field name='MailingInst' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='OwnerType' required='N' />
+ <field name='DateOfBirth' required='N' />
+ <field name='InvestorCountryOfResidence' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtys3SubGrp'>
+ <group name='NoNested3PartySubIDs' required='N'>
+ <field name='Nested3PartySubID' required='N' />
+ <field name='Nested3PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='EvntGrp'>
+ <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>
+ </component>
+ <component name='CompIDReqGrp'>
+ <group name='NoCompIDs' required='N'>
+ <field name='RefCompID' required='N' />
+ <field name='RefSubID' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ </group>
+ </component>
+ <component name='SecTypesGrp'>
+ <group name='NoSecurityTypes' required='N'>
+ <field name='SecurityType' required='N' />
+ <field name='SecuritySubType' required='N' />
+ <field name='Product' required='N' />
+ <field name='CFICode' required='N' />
+ </group>
+ </component>
+ <component name='AttrbGrp'>
+ <group name='NoInstrAttrib' required='N'>
+ <field name='InstrAttribType' required='N' />
+ <field name='InstrAttribValue' 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='MiscFeesGrp'>
+ <group name='NoMiscFees' required='N'>
+ <field name='MiscFeeAmt' required='N' />
+ <field name='MiscFeeCurr' required='N' />
+ <field name='MiscFeeType' required='N' />
+ <field name='MiscFeeBasis' required='N' />
+ </group>
+ </component>
+ <component name='RoutingGrp'>
+ <group name='NoRoutingIDs' required='N'>
+ <field name='RoutingType' required='N' />
+ <field name='RoutingID' required='N' />
+ </group>
+ </component>
+ <component name='RgstDistInstGrp'>
+ <group name='NoDistribInsts' required='N'>
+ <field name='DistribPaymentMethod' required='N' />
+ <field name='DistribPercentage' required='N' />
+ <field name='CashDistribCurr' required='N' />
+ <field name='CashDistribAgentName' required='N' />
+ <field name='CashDistribAgentCode' required='N' />
+ <field name='CashDistribAgentAcctNumber' required='N' />
+ <field name='CashDistribPayRef' required='N' />
+ <field name='CashDistribAgentAcctName' required='N' />
+ </group>
+ </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='ListOrdGrp'>
+ <group name='NoOrders' required='Y'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListSeqNo' required='Y' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='SettlInstMode' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' 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' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </group>
+ </component>
+ <component name='PtysSubGrp'>
+ <group name='NoPartySubIDs' required='N'>
+ <field name='PartySubID' required='N' />
+ <field name='PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='TrdInstrmtLegGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegPrice' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegLastPx' required='N' />
+ <field name='LegReportID' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ <field name='LegLastForwardPoints' required='N' />
+ <field name='LegCalculatedCcyLastQty' required='N' />
+ <field name='LegGrossTradeAmt' required='N' />
+ </group>
+ </component>
+ <component name='TrdAllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties2' required='N' />
+ <field name='AllocQty' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='AllocMethod' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocClearingFeeIndicator' required='N' />
+ </group>
+ </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='ClrInstGrp'>
+ <group name='NoClearingInstructions' required='N'>
+ <field name='ClearingInstruction' required='N' />
+ </group>
+ </component>
+ <component name='OrdAllocGrp'>
+ <group name='NoOrders' required='N'>
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListID' required='N' />
+ <component name='NestedParties2' required='N' />
+ <field name='OrderQty' required='N' />
+ <field name='OrderAvgPx' required='N' />
+ <field name='OrderBookingQty' required='N' />
+ </group>
+ </component>
+ <component name='OrdListStatGrp'>
+ <group name='NoOrders' required='Y'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='CumQty' required='Y' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='LeavesQty' required='Y' />
+ <field name='CxlQty' required='Y' />
+ <field name='AvgPx' required='Y' />
+ <field name='OrdRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='BidCompRspGrp'>
+ <group name='NoBidComponents' required='Y'>
+ <component name='CommissionData' required='Y' />
+ <field name='ListID' required='N' />
+ <field name='Country' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='FairValue' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='SideCrossOrdCxlGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='OrigClOrdID' required='Y' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='ComplianceID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='ExpirationQty'>
+ <group name='NoExpiration' required='N'>
+ <field name='ExpType' required='N' />
+ <field name='ExpQty' required='N' />
+ </group>
+ </component>
+ <component name='QuotEntryAckGrp'>
+ <group name='NoQuoteEntries' required='N'>
+ <field name='QuoteEntryID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrmtLegGrp' 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='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='Currency' required='N' />
+ <field name='QuoteEntryRejectReason' required='N' />
+ </group>
+ </component>
+ <component name='LegSecAltIDGrp'>
+ <group name='NoLegSecurityAltID' required='N'>
+ <field name='LegSecurityAltID' required='N' />
+ <field name='LegSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='UndlyInstrumentParties'>
+ <group name='NoUndlyInstrumentParties' required='N'>
+ <field name='UndlyInstrumentPartyID' required='N' />
+ <field name='UndlyInstrumentPartyIDSource' required='N' />
+ <field name='UndlyInstrumentPartyRole' required='N' />
+ <component name='UndlyInstrumentPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegSecListGrp'>
+ <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>
+ </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='SEQNUM' />
+ <field number='8' name='BeginString' type='STRING' />
+ <field number='9' name='BodyLength' type='LENGTH' />
+ <field number='10' name='CheckSum' type='STRING' />
+ <field number='11' name='ClOrdID' type='STRING' />
+ <field number='12' name='Commission' type='AMT' />
+ <field number='13' name='CommType' type='CHAR'>
+ <value enum='1' description='PER_UNIT' />
+ <value enum='2' description='PERCENT' />
+ <value enum='3' description='ABSOLUTE' />
+ <value enum='4' description='PERCENTAGE_WAIVED_4' />
+ <value enum='5' description='PERCENTAGE_WAIVED_5' />
+ <value enum='6' description='POINTS_PER_BOND_OR_CONTRACT' />
+ </field>
+ <field number='14' name='CumQty' type='QTY' />
+ <field number='15' name='Currency' type='CURRENCY' />
+ <field number='16' name='EndSeqNo' type='SEQNUM' />
+ <field number='17' name='ExecID' type='STRING' />
+ <field number='18' name='ExecInst' type='MULTIPLECHARVALUE'>
+ <value enum='0' description='STAY_ON_OFFER_SIDE' />
+ <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='PARTICIPANT_DONT_INITIATE' />
+ <value enum='7' description='STRICT_SCALE' />
+ <value enum='8' description='TRY_TO_SCALE' />
+ <value enum='9' description='STAY_ON_BID_SIDE' />
+ <value enum='A' description='NO_CROSS' />
+ <value enum='a' description='TRAILING_STOP_PEG' />
+ <value enum='B' description='OK_TO_CROSS' />
+ <value enum='b' description='STRICT_LIMIT' />
+ <value enum='c' description='IGNORE_PRICE_VALIDITY_CHECKS' />
+ <value enum='C' description='CALL_FIRST' />
+ <value enum='d' description='PEG_TO_LIMIT_PRICE' />
+ <value enum='D' description='PERCENT_OF_VOLUME' />
+ <value enum='E' description='DO_NOT_INCREASE' />
+ <value enum='e' description='WORK_TO_TARGET_STRATEGY' />
+ <value enum='F' description='DO_NOT_REDUCE' />
+ <value enum='G' description='ALL_OR_NONE' />
+ <value enum='H' description='REINSTATE_ON_SYSTEM_FAILUE' />
+ <value enum='I' description='INSTITUTIONS_ONLY' />
+ <value enum='J' description='REINSTATE_ON_TRADING_HALT' />
+ <value enum='K' description='CANCEL_ON_TRADING_HALT' />
+ <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='Q' description='CANCEL_ON_SYSTEM_FAILURE' />
+ <value enum='R' description='PRIMARY_PEG' />
+ <value enum='S' description='SUSPEND' />
+ <value enum='U' description='CUSTOMER_DISPLAY_INSTRUCTION' />
+ <value enum='V' description='NETTING' />
+ <value enum='W' description='PEG_TO_VWAP' />
+ <value enum='X' description='TRADE_ALONG' />
+ <value enum='Y' description='TRY_TO_STOP' />
+ <value enum='Z' description='CANCEL_IF_NOT_BEST' />
+ <value enum='f' description='INTERMARKET_SWEEP' />
+ <value enum='j' description='SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE' />
+ <value enum='g' description='EXTERNAL_ROUTING_ALLOWED' />
+ <value enum='h' description='EXTERNAL_ROUTING_NOT_ALLOWED' />
+ <value enum='i' description='IMBALANCE_ONLY' />
+ <value enum='T' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' />
+ <value enum='k' description='BEST_EXECUTION' />
+ </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' />
+ <value enum='A' description='BLOOMBERG_SYMBOL' />
+ <value enum='B' description='WERTPAPIER' />
+ <value enum='C' description='DUTCH' />
+ <value enum='D' description='VALOREN' />
+ <value enum='E' description='SICOVAM' />
+ <value enum='F' description='BELGIAN' />
+ <value enum='G' description='COMMON' />
+ <value enum='H' description='CLEARING_HOUSE' />
+ <value enum='I' description='ISDA_FPML_PRODUCT_SPECIFICATION' />
+ <value enum='J' description='OPTION_PRICE_REPORTING_AUTHORITY' />
+ <value enum='L' description='LETTER_OF_CREDIT' />
+ <value enum='K' description='ISDA_FPML_PRODUCT_URL' />
+ </field>
+ <field number='23' name='IOIID' type='STRING' />
+ <field number='24' name='IOIOthSvc' type='CHAR' />
+ <field number='25' name='IOIQltyInd' type='CHAR'>
+ <value enum='H' description='HIGH' />
+ <value enum='L' description='LOW' />
+ <value enum='M' description='MEDIUM' />
+ </field>
+ <field number='26' name='IOIRefID' type='STRING' />
+ <field number='27' name='IOIQty' type='STRING'>
+ <value enum='0' description='1000000000' />
+ <value enum='S' description='SMALL' />
+ <value enum='M' description='MEDIUM' />
+ <value enum='L' description='LARGE' />
+ <value enum='U' description='UNDISCLOSED_QUANTITY' />
+ </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='LastQty' type='QTY' />
+ <field number='33' name='NoLinesOfText' type='NUMINGROUP' />
+ <field number='34' name='MsgSeqNum' type='SEQNUM' />
+ <field number='35' name='MsgType' type='STRING'>
+ <value enum='0' description='HEARTBEAT' />
+ <value enum='1' description='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='AA' description='DERIVATIVE_SECURITY_LIST' />
+ <value enum='AB' description='NEW_ORDER_AB' />
+ <value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE' />
+ <value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST' />
+ <value enum='AE' description='TRADE_CAPTURE_REPORT' />
+ <value enum='AF' description='ORDER_MASS_STATUS_REQUEST' />
+ <value enum='AG' description='QUOTE_REQUEST_REJECT' />
+ <value enum='AH' description='RFQ_REQUEST' />
+ <value enum='AI' description='QUOTE_STATUS_REPORT' />
+ <value enum='AJ' description='QUOTE_RESPONSE' />
+ <value enum='AK' description='CONFIRMATION' />
+ <value enum='AL' description='POSITION_MAINTENANCE_REQUEST' />
+ <value enum='AM' description='POSITION_MAINTENANCE_REPORT' />
+ <value enum='AN' description='REQUEST_FOR_POSITIONS' />
+ <value enum='AO' description='REQUEST_FOR_POSITIONS_ACK' />
+ <value enum='AP' description='POSITION_REPORT' />
+ <value enum='AQ' description='TRADE_CAPTURE_REPORT_REQUEST_ACK' />
+ <value enum='AR' description='TRADE_CAPTURE_REPORT_ACK' />
+ <value enum='AS' description='ALLOCATION_REPORT' />
+ <value enum='AT' description='ALLOCATION_REPORT_ACK' />
+ <value enum='AU' description='CONFIRMATION_ACK' />
+ <value enum='AV' description='SETTLEMENT_INSTRUCTION_REQUEST' />
+ <value enum='AW' description='ASSIGNMENT_REPORT' />
+ <value enum='AX' description='COLLATERAL_REQUEST' />
+ <value enum='AY' description='COLLATERAL_ASSIGNMENT' />
+ <value enum='AZ' description='COLLATERAL_RESPONSE' />
+ <value enum='B' description='NEWS' />
+ <value enum='b' description='MASS_QUOTE_ACKNOWLEDGEMENT' />
+ <value enum='BA' description='COLLATERAL_REPORT' />
+ <value enum='BB' description='COLLATERAL_INQUIRY' />
+ <value enum='BC' description='NETWORK_COUNTERPARTY_SYSTEM_STATUS_REQUEST' />
+ <value enum='BD' description='NETWORK_COUNTERPARTY_SYSTEM_STATUS_RESPONSE' />
+ <value enum='BE' description='USER_REQUEST' />
+ <value enum='BF' description='USER_RESPONSE' />
+ <value enum='BG' description='COLLATERAL_INQUIRY_ACK' />
+ <value enum='BH' description='CONFIRMATION_REQUEST' />
+ <value enum='C' description='EMAIL' />
+ <value enum='c' description='SECURITY_DEFINITION_REQUEST' />
+ <value enum='d' description='SECURITY_DEFINITION' />
+ <value enum='D' description='NEW_ORDER_D' />
+ <value enum='e' description='SECURITY_STATUS_REQUEST' />
+ <value enum='E' description='NEW_ORDER_E' />
+ <value enum='F' description='ORDER_CANCEL_REQUEST' />
+ <value enum='f' description='SECURITY_STATUS' />
+ <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_INSTRUCTION' />
+ <value enum='k' description='BID_REQUEST' />
+ <value enum='K' description='LIST_CANCEL_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='XML_MESSAGE' />
+ <value enum='N' description='LIST_STATUS' />
+ <value enum='o' description='REGISTRATION_INSTRUCTIONS' />
+ <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE' />
+ <value enum='P' description='ALLOCATION_INSTRUCTION_ACK' />
+ <value enum='q' description='ORDER_MASS_CANCEL_REQUEST' />
+ <value enum='Q' description='DONT_KNOW_TRADE' />
+ <value enum='R' description='QUOTE_REQUEST' />
+ <value enum='r' description='ORDER_MASS_CANCEL_REPORT' />
+ <value enum='S' description='QUOTE' />
+ <value enum='s' description='NEW_ORDER_s' />
+ <value enum='T' description='SETTLEMENT_INSTRUCTIONS' />
+ <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST' />
+ <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST' />
+ <value enum='V' description='MARKET_DATA_REQUEST' />
+ <value enum='v' description='SECURITY_TYPE_REQUEST' />
+ <value enum='w' description='SECURITY_TYPES' />
+ <value enum='W' description='MARKET_DATA_W' />
+ <value enum='x' description='SECURITY_LIST_REQUEST' />
+ <value enum='X' description='MARKET_DATA_X' />
+ <value enum='Y' description='MARKET_DATA_REQUEST_REJECT' />
+ <value enum='y' description='SECURITY_LIST' />
+ <value enum='Z' description='QUOTE_CANCEL' />
+ <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST' />
+ <value enum='BO' description='CONTRARY_INTENTION_REPORT' />
+ <value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT' />
+ <value enum='BK' description='SECURITY_LIST_UPDATE_REPORT' />
+ <value enum='BL' description='ADJUSTED_POSITION_REPORT' />
+ <value enum='BM' description='ALLOCATION_INSTRUCTION_ALERT' />
+ <value enum='BN' description='EXECUTION_ACKNOWLEDGEMENT' />
+ <value enum='BJ' description='TRADING_SESSION_LIST' />
+ <value enum='BI' description='TRADING_SESSION_LIST_REQUEST' />
+ </field>
+ <field number='36' name='NewSeqNo' type='SEQNUM' />
+ <field number='37' name='OrderID' type='STRING' />
+ <field number='38' name='OrderQty' type='QTY' />
+ <field number='39' name='OrdStatus' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum='1' description='PARTIALLY_FILLED' />
+ <value enum='2' description='FILLED' />
+ <value enum='3' description='DONE_FOR_DAY' />
+ <value enum='4' description='CANCELED' />
+ <value enum='6' description='PENDING_CANCEL' />
+ <value enum='7' description='STOPPED' />
+ <value enum='8' description='REJECTED' />
+ <value enum='9' description='SUSPENDED' />
+ <value enum='A' description='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' />
+ <value enum='5' description='REPLACED' />
+ </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_MARKET' />
+ <value enum='D' description='PREVIOUSLY_QUOTED' />
+ <value enum='E' description='PREVIOUSLY_INDICATED' />
+ <value enum='F' description='FOREX_LIMIT' />
+ <value enum='G' description='FOREX_SWAP' />
+ <value enum='H' description='FOREX_PREVIOUSLY_QUOTED' />
+ <value enum='I' description='FUNARI' />
+ <value enum='J' description='MARKET_IF_TOUCHED' />
+ <value enum='K' description='MARKET_WITH_LEFT_OVER_AS_LIMIT' />
+ <value enum='L' description='PREVIOUS_FUND_VALUATION_POINT' />
+ <value enum='M' description='NEXT_FUND_VALUATION_POINT' />
+ <value enum='P' description='PEGGED' />
+ <value enum='Q' description='COUNTER_ORDER_SELECTION' />
+ </field>
+ <field number='41' name='OrigClOrdID' type='STRING' />
+ <field number='42' name='OrigTime' type='UTCTIMESTAMP' />
+ <field number='43' name='PossDupFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='44' name='Price' type='PRICE' />
+ <field number='45' name='RefSeqNum' type='SEQNUM' />
+ <field number='46' name='RelatdSym' type='STRING' />
+ <field number='47' name='Rule80A' type='CHAR'>
+ <value enum='A' description='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='SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL' />
+ <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_AFFLIATED_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='PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER' />
+ <value enum='P' description='PRINCIPAL' />
+ <value enum='R' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER' />
+ <value enum='S' description='SPECIALIST_TRADES' />
+ <value enum='T' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER' />
+ <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='Quantity' 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='A' description='CROSS_SHORT_EXXMPT' />
+ <value enum='B' description='AS_DEFINED' />
+ <value enum='C' description='OPPOSITE' />
+ <value enum='D' description='SUBSCRIBE' />
+ <value enum='E' description='REDEEM' />
+ <value enum='F' description='LEND' />
+ <value enum='G' description='BORROW' />
+ </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' />
+ <value enum='7' description='AT_THE_CLOSE' />
+ </field>
+ <field number='60' name='TransactTime' type='UTCTIMESTAMP' />
+ <field number='61' name='Urgency' type='CHAR'>
+ <value enum='0' description='NORMAL' />
+ <value enum='1' description='FLASH' />
+ <value enum='2' description='BACKGROUND' />
+ </field>
+ <field number='62' name='ValidUntilTime' type='UTCTIMESTAMP' />
+ <field number='63' name='SettlType' type='STRING'>
+ <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_AND_IF_ISSUED' />
+ <value enum='8' description='SELLERS_OPTION' />
+ <value enum='9' description='T_PLUS_5' />
+ <value enum='C' description='FX_SPOT_NEXT_SETTLEMENT' />
+ <value enum='B' description='BROKEN_DATE' />
+ </field>
+ <field number='64' name='SettlDate' type='LOCALMKTDATE' />
+ <field number='65' name='SymbolSfx' type='STRING'>
+ <value enum='CD' description='EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE' />
+ <value enum='WI' description='WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN' />
+ </field>
+ <field number='66' name='ListID' type='STRING' />
+ <field number='67' name='ListSeqNo' type='INT' />
+ <field number='68' name='TotNoOrders' type='INT' />
+ <field number='69' name='ListExecInst' type='STRING' />
+ <field number='70' name='AllocID' type='STRING' />
+ <field number='71' name='AllocTransType' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum='1' description='REPLACE' />
+ <value enum='2' description='CANCEL' />
+ <value enum='3' description='PRELIMINARY' />
+ <value enum='4' description='CALCULATED' />
+ <value enum='5' description='CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='6' description='REVERSAL' />
+ </field>
+ <field number='72' name='RefAllocID' type='STRING' />
+ <field number='73' name='NoOrders' type='NUMINGROUP' />
+ <field number='74' name='AvgPxPrecision' type='INT' />
+ <field number='75' name='TradeDate' type='LOCALMKTDATE' />
+ <field number='76' name='ExecBroker' type='STRING' />
+ <field number='77' name='PositionEffect' type='CHAR'>
+ <value enum='C' description='CLOSE' />
+ <value enum='F' description='FIFO' />
+ <value enum='O' description='OPEN' />
+ <value enum='R' description='ROLLED' />
+ </field>
+ <field number='78' name='NoAllocs' type='NUMINGROUP' />
+ <field number='79' name='AllocAccount' type='STRING' />
+ <field number='80' name='AllocQty' type='QTY' />
+ <field number='81' name='ProcessCode' type='CHAR'>
+ <value enum='0' description='REGULAR' />
+ <value enum='1' description='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='NUMINGROUP' />
+ <field number='86' name='DlvyInst' type='STRING' />
+ <field number='87' name='AllocStatus' type='INT'>
+ <value enum='0' description='ACCEPTED' />
+ <value enum='1' description='BLOCK_LEVEL_REJECT' />
+ <value enum='2' description='ACCOUNT_LEVEL_REJECT' />
+ <value enum='3' description='RECEIVED' />
+ <value enum='4' description='INCOMPLETE' />
+ <value enum='5' description='REJECTED_BY_INTERMEDIARY' />
+ <value enum='6' description='ALLOCATION_PENDING' />
+ <value enum='7' description='REVERSED' />
+ </field>
+ <field number='88' name='AllocRejCode' type='INT'>
+ <value enum='0' description='UNKNOWN_ACCOUNT' />
+ <value enum='1' description='INCORRECT_QUANTITY' />
+ <value enum='10' description='UNKNOWN_OR_STALE_EXECID' />
+ <value enum='11' description='MISMATCHED_DATA' />
+ <value enum='12' description='UNKNOWN_CLORDID' />
+ <value enum='13' description='WAREHOUSE_REQUEST_REJECTED' />
+ <value enum='2' description='INCORRECT_AVERAGEG_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' />
+ <value enum='8' description='INCORRECT_ALLOCATED_QUANTITY' />
+ <value enum='9' description='CALCULATION_DIFFERENCE' />
+ </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_1' />
+ <value enum='2' description='DES' />
+ <value enum='3' description='PKCS_3' />
+ <value enum='4' description='PGP_4' />
+ <value enum='5' description='PGP_5' />
+ <value enum='6' description='PEM' />
+ </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' />
+ <value enum='3' description='ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS' />
+ <value enum='4' description='UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST' />
+ <value enum='5' description='ORIGORDMODTIME' />
+ <value enum='6' description='DUPLICATE_CLORDID' />
+ <value enum='99' description='OTHER' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ </field>
+ <field number='103' name='OrdRejReason' type='INT'>
+ <value enum='0' description='BROKER' />
+ <value enum='1' description='UNKNOWN_SYMBOL' />
+ <value enum='10' description='INVALID_INVESTOR_ID' />
+ <value enum='11' description='UNSUPPORTED_ORDER_CHARACTERISTIC' />
+ <value enum='12' description='SURVEILLENCE_OPTION' />
+ <value enum='13' description='INCORRECT_QUANTITY' />
+ <value enum='14' description='INCORRECT_ALLOCATED_QUANTITY' />
+ <value enum='15' description='UNKNOWN_ACCOUNT' />
+ <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='9' description='TRADE_ALONG_REQUIRED' />
+ <value enum='99' description='OTHER' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ </field>
+ <field number='104' name='IOIQualifier' type='CHAR'>
+ <value enum='A' description='ALL_OR_NONE' />
+ <value enum='B' description='MARKET_ON_CLOSE' />
+ <value enum='C' description='AT_THE_CLOSE' />
+ <value enum='D' description='VWAP' />
+ <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_SHOWN' />
+ <value enum='T' description='THROUGH_THE_DAY' />
+ <value enum='V' description='VERSUS' />
+ <value enum='W' description='INDIDCATION' />
+ <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='NUMINGROUP' />
+ <field number='125' name='CxlType' type='CHAR' />
+ <field number='126' name='ExpireTime' type='UTCTIMESTAMP' />
+ <field number='127' name='DKReason' type='CHAR'>
+ <value enum='A' description='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='F' description='CALCULATION_DIFFERENCE' />
+ <value enum='Z' description='OTHER' />
+ </field>
+ <field number='128' name='DeliverToCompID' type='STRING' />
+ <field number='129' name='DeliverToSubID' type='STRING' />
+ <field number='130' name='IOINaturalFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='131' name='QuoteReqID' type='STRING' />
+ <field number='132' name='BidPx' type='PRICE' />
+ <field number='133' name='OfferPx' type='PRICE' />
+ <field number='134' name='BidSize' type='QTY' />
+ <field number='135' name='OfferSize' type='QTY' />
+ <field number='136' name='NoMiscFees' type='NUMINGROUP' />
+ <field number='137' name='MiscFeeAmt' type='AMT' />
+ <field number='138' name='MiscFeeCurr' type='CURRENCY' />
+ <field number='139' name='MiscFeeType' type='STRING'>
+ <value enum='1' description='REGULATORY' />
+ <value enum='10' description='PER_TRANSACTION' />
+ <value enum='11' description='CONVERSION' />
+ <value enum='12' description='AGENT' />
+ <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' />
+ <value enum='13' description='TRANSFER_FEE' />
+ <value enum='14' description='SECURITY_LENDING' />
+ </field>
+ <field number='140' name='PrevClosePx' type='PRICE' />
+ <field number='141' name='ResetSeqNumFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='142' name='SenderLocationID' type='STRING' />
+ <field number='143' name='TargetLocationID' type='STRING' />
+ <field number='144' name='OnBehalfOfLocationID' type='STRING' />
+ <field number='145' name='DeliverToLocationID' type='STRING' />
+ <field number='146' name='NoRelatedSym' type='NUMINGROUP' />
+ <field number='147' name='Subject' type='STRING' />
+ <field number='148' name='Headline' type='STRING' />
+ <field number='149' name='URLLink' type='STRING' />
+ <field number='150' name='ExecType' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum='3' description='DONE_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='RESTATED' />
+ <value enum='E' description='PENDING_REPLACE' />
+ <value enum='F' description='TRADE' />
+ <value enum='G' description='TRADE_CORRECT' />
+ <value enum='H' description='TRADE_CANCEL' />
+ <value enum='I' description='ORDER_STATUS' />
+ <value enum='J' description='TRADE_IN_A_CLEARING_HOLD' />
+ <value enum='K' description='TRADE_HAS_BEEN_RELEASED_TO_CLEARING' />
+ <value enum='L' description='TRIGGERED_OR_ACTIVATED_BY_SYSTEM' />
+ </field>
+ <field number='151' name='LeavesQty' type='QTY' />
+ <field number='152' name='CashOrderQty' type='QTY' />
+ <field number='153' name='AllocAvgPx' type='PRICE' />
+ <field number='154' name='AllocNetMoney' type='AMT' />
+ <field number='155' name='SettlCurrFxRate' type='FLOAT' />
+ <field number='156' name='SettlCurrFxRateCalc' type='CHAR'>
+ <value enum='M' description='MULTIPLY' />
+ <value enum='D' description='DIVIDE' />
+ </field>
+ <field number='157' name='NumDaysInterest' type='INT' />
+ <field number='158' name='AccruedInterestRate' type='PERCENTAGE' />
+ <field number='159' name='AccruedInterestAmt' type='AMT' />
+ <field number='160' name='SettlInstMode' type='CHAR'>
+ <value enum='0' description='DEFAULT' />
+ <value enum='1' description='STANDING_INSTRUCTIONS_PROVIDED' />
+ <value enum='2' description='SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING' />
+ <value enum='3' description='SPECIFIC_ALLOCATION_ACCOUNT_STANDING' />
+ <value enum='4' description='SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT' />
+ <value enum='5' description='REQUEST_REJECT' />
+ </field>
+ <field number='161' name='AllocText' type='STRING' />
+ <field number='162' name='SettlInstID' type='STRING' />
+ <field number='163' name='SettlInstTransType' type='CHAR'>
+ <value enum='C' description='CANCEL' />
+ <value enum='N' description='NEW' />
+ <value enum='R' description='REPLACE' />
+ <value enum='T' description='RESTATE' />
+ </field>
+ <field number='164' name='EmailThreadID' type='STRING' />
+ <field number='165' name='SettlInstSource' type='CHAR'>
+ <value enum='1' description='BROKERS_INSTRUCTIONS' />
+ <value enum='2' description='INSTITUTIONS_INSTRUCTIONS' />
+ <value enum='3' description='INVESTOR' />
+ </field>
+ <field number='166' name='SettlLocation' type='STRING'>
+ <value enum='CED' description='CEDEL' />
+ <value enum='DTC' description='DEPOSITORY_TRUST_COMPANY' />
+ <value enum='EUR' description='EURO_CLEAR' />
+ <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='ABS' description='ASSET_BACKED_SECURITIES' />
+ <value enum='AMENDED' description='AMENDED_RESTATED' />
+ <value enum='AN' description='OTHER_ANTICIPATION_NOTES' />
+ <value enum='BA' description='BANKERS_ACCEPTANCE' />
+ <value enum='BN' description='BANK_NOTES' />
+ <value enum='BOX' description='BILL_OF_EXCHANGES' />
+ <value enum='BRADY' description='BRADY_BOND' />
+ <value enum='BRIDGE' description='BRIDGE_LOAN' />
+ <value enum='BUYSELL' description='BUY_SELLBACK' />
+ <value enum='CB' description='CONVERTIBLE_BOND' />
+ <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' />
+ <value enum='CL' description='CALL_LOANS' />
+ <value enum='CMBS' description='CORP_MORTGAGE_BACKED_SECURITIES' />
+ <value enum='CMO' description='COLLATERALIZED_MORTGAGE_OBLIGATION' />
+ <value enum='COFO' description='CERTIFICATE_OF_OBLIGATION' />
+ <value enum='COFP' description='CERTIFICATE_OF_PARTICIPATION' />
+ <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='DEFLTED' description='DEFAULTED' />
+ <value enum='DINP' description='DEBTOR_IN_POSSESSION' />
+ <value enum='DN' description='DEPOSIT_NOTES' />
+ <value enum='DUAL' description='DUAL_CURRENCY' />
+ <value enum='EUCD' description='EURO_CERTIFICATE_OF_DEPOSIT' />
+ <value enum='EUCORP' description='EURO_CORPORATE_BOND' />
+ <value enum='EUCP' description='EURO_COMMERCIAL_PAPER' />
+ <value enum='EUSOV' description='EURO_SOVEREIGNS' />
+ <value enum='EUSUPRA' description='EURO_SUPRANATIONAL_COUPONS' />
+ <value enum='FAC' description='FEDERAL_AGENCY_COUPON' />
+ <value enum='FADN' description='FEDERAL_AGENCY_DISCOUNT_NOTE' />
+ <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' />
+ <value enum='FORWARD' description='FORWARD' />
+ <value enum='FUT' description='FUTURE' />
+ <value enum='GO' description='GENERAL_OBLIGATION_BONDS' />
+ <value enum='IET' description='IOETTE_MORTGAGE' />
+ <value enum='LOFC' description='LETTER_OF_CREDIT' />
+ <value enum='LQN' description='LIQUIDITY_NOTE' />
+ <value enum='MATURED' description='MATURED' />
+ <value enum='MBS' description='MORTGAGE_BACKED_SECURITIES' />
+ <value enum='MF' description='MUTUAL_FUND' />
+ <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' />
+ <value enum='MLEG' description='MULTILEG_INSTRUMENT' />
+ <value enum='MPO' description='MORTGAGE_PRINCIPAL_ONLY' />
+ <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' />
+ <value enum='MPT' description='MISCELLANEOUS_PASS_THROUGH' />
+ <value enum='MT' description='MANDATORY_TENDER' />
+ <value enum='MTN' description='MEDIUM_TERM_NOTES' />
+ <value enum='NONE' description='NO_SECURITY_TYPE' />
+ <value enum='ONITE' description='OVERNIGHT' />
+ <value enum='OPT' description='OPTION' />
+ <value enum='PEF' description='PRIVATE_EXPORT_FUNDING' />
+ <value enum='PFAND' description='PFANDBRIEFE' />
+ <value enum='PN' description='PROMISSORY_NOTE' />
+ <value enum='PS' description='PREFERRED_STOCK' />
+ <value enum='PZFJ' description='PLAZOS_FIJOS' />
+ <value enum='RAN' description='REVENUE_ANTICIPATION_NOTE' />
+ <value enum='REPLACD' description='REPLACED' />
+ <value enum='REPO' description='REPURCHASE' />
+ <value enum='RETIRED' description='RETIRED' />
+ <value enum='REV' description='REVENUE_BONDS' />
+ <value enum='RVLV' description='REVOLVER_LOAN' />
+ <value enum='RVLVTRM' description='REVOLVER_TERM_LOAN' />
+ <value enum='SECLOAN' description='SECURITIES_LOAN' />
+ <value enum='SECPLEDGE' description='SECURITIES_PLEDGE' />
+ <value enum='SPCLA' description='SPECIAL_ASSESSMENT' />
+ <value enum='SPCLO' description='SPECIAL_OBLIGATION' />
+ <value enum='SPCLT' description='SPECIAL_TAX' />
+ <value enum='STN' description='SHORT_TERM_LOAN_NOTE' />
+ <value enum='STRUCT' description='STRUCTURED_NOTES' />
+ <value enum='SUPRA' description='USD_SUPRANATIONAL_COUPONS' />
+ <value enum='SWING' description='SWING_LINE_FACILITY' />
+ <value enum='TAN' description='TAX_ANTICIPATION_NOTE' />
+ <value enum='TAXA' description='TAX_ALLOCATION' />
+ <value enum='TBA' description='TO_BE_ANNOUNCED' />
+ <value enum='TBILL' description='US_TREASURY_BILL_TBILL' />
+ <value enum='TBOND' description='US_TREASURY_BOND' />
+ <value enum='TCAL' description='PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE' />
+ <value enum='TD' description='TIME_DEPOSIT' />
+ <value enum='TECP' description='TAX_EXEMPT_COMMERCIAL_PAPER' />
+ <value enum='TERM' description='TERM_LOAN' />
+ <value enum='TINT' description='INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE' />
+ <value enum='TIPS' description='TREASURY_INFLATION_PROTECTED_SECURITIES' />
+ <value enum='TNOTE' description='US_TREASURY_NOTE_TNOTE' />
+ <value enum='TPRN' description='PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE' />
+ <value enum='TRAN' description='TAX_REVENUE_ANTICIPATION_NOTE' />
+ <value enum='UST' description='US_TREASURY_NOTE_UST' />
+ <value enum='USTB' description='US_TREASURY_BILL_USTB' />
+ <value enum='VRDN' description='VARIABLE_RATE_DEMAND_NOTE' />
+ <value enum='WAR' description='WARRANT' />
+ <value enum='WITHDRN' description='WITHDRAWN' />
+ <value enum='WLD' description='WILDCARD_ENTRY' />
+ <value enum='XCN' description='EXTENDED_COMM_NOTE' />
+ <value enum='XLINKD' description='INDEXED_LINKED' />
+ <value enum='YANK' description='YANKEE_CORPORATE_BOND' />
+ <value enum='YCD' description='YANKEE_CERTIFICATE_OF_DEPOSIT' />
+ <value enum='OOP' description='OPTIONS_ON_PHYSICAL' />
+ <value enum='OOF' description='OPTIONS_ON_FUTURES' />
+ <value enum='CASH' description='CASH' />
+ </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' />
+ <value enum='4' description='ACCOUNTNET' />
+ </field>
+ <field number='170' name='StandInstDbName' type='STRING' />
+ <field number='171' name='StandInstDbID' type='STRING' />
+ <field number='172' name='SettlDeliveryType' type='INT'>
+ <value enum='0' description='VERSUS_PAYMENT_DELIVER' />
+ <value enum='1' description='FREE_DELIVER' />
+ <value enum='2' description='TRI_PARTY' />
+ <value enum='3' description='HOLD_IN_CUSTODY' />
+ </field>
+ <field number='173' name='SettlDepositoryCode' type='STRING' />
+ <field number='174' name='SettlBrkrCode' type='STRING' />
+ <field number='175' name='SettlInstCode' type='STRING' />
+ <field number='176' name='SecuritySettlAgentName' type='STRING' />
+ <field number='177' name='SecuritySettlAgentCode' type='STRING' />
+ <field number='178' name='SecuritySettlAgentAcctNum' type='STRING' />
+ <field number='179' name='SecuritySettlAgentAcctName' type='STRING' />
+ <field number='180' name='SecuritySettlAgentContactName' type='STRING' />
+ <field number='181' name='SecuritySettlAgentContactPhone' type='STRING' />
+ <field number='182' name='CashSettlAgentName' type='STRING' />
+ <field number='183' name='CashSettlAgentCode' type='STRING' />
+ <field number='184' name='CashSettlAgentAcctNum' type='STRING' />
+ <field number='185' name='CashSettlAgentAcctName' type='STRING' />
+ <field number='186' name='CashSettlAgentContactName' type='STRING' />
+ <field number='187' name='CashSettlAgentContactPhone' type='STRING' />
+ <field number='188' name='BidSpotRate' type='PRICE' />
+ <field number='189' name='BidForwardPoints' type='PRICEOFFSET' />
+ <field number='190' name='OfferSpotRate' type='PRICE' />
+ <field number='191' name='OfferForwardPoints' type='PRICEOFFSET' />
+ <field number='192' name='OrderQty2' type='QTY' />
+ <field number='193' name='SettlDate2' type='LOCALMKTDATE' />
+ <field number='194' name='LastSpotRate' type='PRICE' />
+ <field number='195' name='LastForwardPoints' type='PRICEOFFSET' />
+ <field number='196' name='AllocLinkID' type='STRING' />
+ <field number='197' name='AllocLinkType' type='INT'>
+ <value enum='0' description='FX_NETTING' />
+ <value enum='1' description='FX_SWAP' />
+ </field>
+ <field number='198' name='SecondaryOrderID' type='STRING' />
+ <field number='199' name='NoIOIQualifiers' type='NUMINGROUP' />
+ <field number='200' name='MaturityMonthYear' type='MONTHYEAR' />
+ <field number='201' name='PutOrCall' type='INT'>
+ <value enum='0' description='PUT' />
+ <value enum='1' description='CALL' />
+ </field>
+ <field number='202' name='StrikePrice' type='PRICE' />
+ <field number='203' name='CoveredOrUncovered' type='INT'>
+ <value enum='0' description='COVERED' />
+ <value enum='1' description='UNCOVERED' />
+ </field>
+ <field number='204' name='CustomerOrFirm' type='INT'>
+ <value enum='0' description='CUSTOMER' />
+ <value enum='1' description='FIRM' />
+ </field>
+ <field number='205' name='MaturityDay' type='DAYOFMONTH' />
+ <field number='206' name='OptAttribute' type='CHAR' />
+ <field number='207' name='SecurityExchange' type='EXCHANGE' />
+ <field number='208' name='NotifyBrokerOfCredit' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='209' name='AllocHandlInst' type='INT'>
+ <value enum='1' description='MATCH' />
+ <value enum='2' description='FORWARD' />
+ <value enum='3' description='FORWARD_AND_MATCH' />
+ </field>
+ <field number='210' name='MaxShow' type='QTY' />
+ <field number='211' name='PegOffsetValue' type='FLOAT' />
+ <field number='212' name='XmlDataLen' type='LENGTH' />
+ <field number='213' name='XmlData' type='DATA' />
+ <field number='214' name='SettlInstRefID' type='STRING' />
+ <field number='215' name='NoRoutingIDs' type='NUMINGROUP' />
+ <field number='216' name='RoutingType' type='INT'>
+ <value enum='1' description='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='5YR' />
+ <value enum='3' description='OLD5' />
+ <value enum='4' description='10YR' />
+ <value enum='5' description='OLD10' />
+ <value enum='6' description='30YR' />
+ <value enum='7' description='OLD30' />
+ <value enum='8' description='3MOLIBOR' />
+ <value enum='9' description='6MOLIBOR' />
+ </field>
+ <field number='220' name='BenchmarkCurveCurrency' type='CURRENCY' />
+ <field number='221' name='BenchmarkCurveName' type='STRING'>
+ <value enum='EONIA' description='EONIA' />
+ <value enum='EUREPO' description='EUREPO' />
+ <value enum='Euribor' description='EURIBOR' />
+ <value enum='FutureSWAP' description='FUTURESWAP' />
+ <value enum='LIBID' description='LIBID' />
+ <value enum='LIBOR' description='LIBOR' />
+ <value enum='MuniAAA' description='MUNIAAA' />
+ <value enum='OTHER' description='OTHER' />
+ <value enum='Pfandbriefe' description='PFANDBRIEFE' />
+ <value enum='SONIA' description='SONIA' />
+ <value enum='SWAP' description='SWAP' />
+ <value enum='Treasury' description='TREASURY' />
+ </field>
+ <field number='222' name='BenchmarkCurvePoint' type='STRING' />
+ <field number='223' name='CouponRate' type='PERCENTAGE' />
+ <field number='224' name='CouponPaymentDate' type='LOCALMKTDATE' />
+ <field number='225' name='IssueDate' type='LOCALMKTDATE' />
+ <field number='226' name='RepurchaseTerm' type='INT' />
+ <field number='227' name='RepurchaseRate' type='PERCENTAGE' />
+ <field number='228' name='Factor' type='FLOAT' />
+ <field number='229' name='TradeOriginationDate' type='LOCALMKTDATE' />
+ <field number='230' name='ExDate' type='LOCALMKTDATE' />
+ <field number='231' name='ContractMultiplier' type='FLOAT' />
+ <field number='232' name='NoStipulations' type='NUMINGROUP' />
+ <field number='233' name='StipulationType' type='STRING'>
+ <value enum='ABS' description='ABSOLUTE_PREPAYMENT_SPEED' />
+ <value enum='AMT' description='ALTERNATIVE_MINIMUM_TAX' />
+ <value enum='AUTOREINV' description='AUTO_REINVESTMENT_AT_RATE_OR_BETTER' />
+ <value enum='BANKQUAL' description='BANK_QUALIFIED' />
+ <value enum='BGNCON' description='BARGAIN_CONDITIONS' />
+ <value enum='COUPON' description='COUPON_RANGE' />
+ <value enum='CPP' description='CONSTANT_PREPAYMENT_PENALTY' />
+ <value enum='CPR' description='CONSTANT_PREPAYMENT_RATE' />
+ <value enum='CPY' description='CONSTANT_PREPAYMENT_YIELD' />
+ <value enum='CURRENCY' description='ISO_CURRENCY_CODE' />
+ <value enum='CUSTOMDATE' description='CUSTOM_START_END_DATE' />
+ <value enum='GEOG' description='GEOGRAPHICS_AND_RANGE' />
+ <value enum='HAIRCUT' description='VALUATION_DISCOUNT' />
+ <value enum='HEP' description='FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE' />
+ <value enum='INSURED' description='INSURED' />
+ <value enum='ISSUE' description='YEAR_OR_YEAR_MONTH_OF_ISSUE' />
+ <value enum='ISSUER' description='ISSUERS_TICKER' />
+ <value enum='ISSUESIZE' description='ISSUE_SIZE_RANGE' />
+ <value enum='LOOKBACK' description='LOOKBACK_DAYS' />
+ <value enum='LOT' description='EXPLICIT_LOT_IDENTIFIER' />
+ <value enum='LOTVAR' description='LOT_VARIANCE' />
+ <value enum='MAT' description='MATURITY_YEAR_AND_MONTH' />
+ <value enum='MATURITY' description='MATURITY_RANGE' />
+ <value enum='MAXSUBS' description='MAXIMUM_SUBSTITUTIONS' />
+ <value enum='MHP' description='PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE' />
+ <value enum='MINDNOM' description='MINIMUM_DENOMINATION' />
+ <value enum='MININCR' description='MINIMUM_INCREMENT' />
+ <value enum='MINQTY' description='MINIMUM_QUANTITY' />
+ <value enum='MPR' description='MONTHLY_PREPAYMENT_RATE' />
+ <value enum='PAYFREQ' description='PAYMENT_FREQUENCY_CALENDAR' />
+ <value enum='PIECES' description='NUMBER_OF_PIECES' />
+ <value enum='PMAX' description='POOLS_MAXIMUM' />
+ <value enum='PPC' description='PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE' />
+ <value enum='PPL' description='POOLS_PER_LOT' />
+ <value enum='PPM' description='POOLS_PER_MILLION' />
+ <value enum='PPT' description='POOLS_PER_TRADE' />
+ <value enum='PRICE' description='PRICE_RANGE' />
+ <value enum='PRICEFREQ' description='PRICING_FREQUENCY' />
+ <value enum='PROD' description='PRODUCTION_YEAR' />
+ <value enum='PROTECT' description='CALL_PROTECTION' />
+ <value enum='PSA' description='PERCENT_OF_BMA_PREPAYMENT_CURVE' />
+ <value enum='PURPOSE' description='PURPOSE' />
+ <value enum='PXSOURCE' description='BENCHMARK_PRICE_SOURCE' />
+ <value enum='RATING' description='RATING_SOURCE_AND_RANGE' />
+ <value enum='REDEMPTION' description='TYPE_OF_REDEMPTION' />
+ <value enum='RESTRICTED' description='RESTRICTED' />
+ <value enum='SECTOR' description='MARKET_SECTOR' />
+ <value enum='SECTYPE' description='SECURITY_TYPE_INCLUDED_OR_EXCLUDED' />
+ <value enum='SMM' description='SINGLE_MONTHLY_MORTALITY' />
+ <value enum='STRUCT' description='STRUCTURE' />
+ <value enum='SUBSFREQ' description='SUBSTITUTIONS_FREQUENCY' />
+ <value enum='SUBSLEFT' description='SUBSTITUTIONS_LEFT' />
+ <value enum='TEXT' description='FREEFORM_TEXT' />
+ <value enum='TRDVAR' description='TRADE_VARIANCE' />
+ <value enum='WAC' description='WEIGHTED_AVERAGE_COUPON' />
+ <value enum='WAL' description='WEIGHTED_AVERAGE_LIFE_COUPON' />
+ <value enum='WALA' description='WEIGHTED_AVERAGE_LOAN_AGE' />
+ <value enum='WAM' description='WEIGHTED_AVERAGE_MATURITY' />
+ <value enum='WHOLE' description='WHOLE_POOL' />
+ <value enum='YIELD' description='YIELD_RANGE' />
+ </field>
+ <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_AVG_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='GOVTEQUIV' description='GVNT_EQUIVALENT_YIELD' />
+ <value enum='GROSS' description='TRUE_GROSS_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='PREVCLOSE' description='PREVIOUS_CLOSE_YIELD' />
+ <value enum='PROCEEDS' description='PROCEEDS_YIELD' />
+ <value enum='PUT' description='YIELD_TO_NEXT_PUT' />
+ <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'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='259' name='BasisFeatureDate' type='LOCALMKTDATE' />
+ <field number='260' name='BasisFeaturePrice' type='PRICE' />
+ <field number='262' name='MDReqID' type='STRING' />
+ <field number='263' name='SubscriptionRequestType' type='CHAR'>
+ <value enum='0' description='SNAPSHOT' />
+ <value enum='1' description='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='Y' description='YES' />
+ <value enum='N' description='NO' />
+ </field>
+ <field number='267' name='NoMDEntryTypes' type='NUMINGROUP' />
+ <field number='268' name='NoMDEntries' type='NUMINGROUP' />
+ <field number='269' name='MDEntryType' type='CHAR'>
+ <value enum='0' description='BID' />
+ <value enum='1' description='OFFER' />
+ <value enum='2' description='TRADE' />
+ <value enum='3' description='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' />
+ <value enum='A' description='IMBALANCE' />
+ <value enum='B' description='TRADE_VOLUME' />
+ <value enum='C' description='OPEN_INTEREST' />
+ <value enum='D' description='COMPOSITE_UNDERLYING_PRICE' />
+ <value enum='E' description='SIMULATED_SELL_PRICE' />
+ <value enum='F' description='SIMULATED_BUY_PRICE' />
+ <value enum='G' description='MARGIN_RATE' />
+ <value enum='H' description='MID_PRICE' />
+ <value enum='J' description='EMPTY_BOOK' />
+ <value enum='K' description='SETTLE_HIGH_PRICE' />
+ <value enum='L' description='SETTLE_LOW_PRICE' />
+ <value enum='M' description='PRIOR_SETTLE_PRICE' />
+ <value enum='N' description='SESSION_HIGH_BID' />
+ <value enum='O' description='SESSION_LOW_OFFER' />
+ <value enum='P' description='EARLY_PRICES' />
+ <value enum='Q' description='AUCTION_CLEARING_PRICE' />
+ </field>
+ <field number='270' name='MDEntryPx' type='PRICE' />
+ <field number='271' name='MDEntrySize' type='QTY' />
+ <field number='272' name='MDEntryDate' type='UTCDATEONLY' />
+ <field number='273' name='MDEntryTime' type='UTCTIMEONLY' />
+ <field number='274' name='TickDirection' type='CHAR'>
+ <value enum='0' description='PLUS_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='MULTIPLESTRINGVALUE'>
+ <value enum='A' description='OPEN_ACTIVE' />
+ <value enum='B' description='CLOSED_INACTIVE' />
+ <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' />
+ <value enum='L' description='MANUAL_SLOW_QUOTE' />
+ <value enum='J' description='OUTRIGHT_PRICE' />
+ <value enum='K' description='IMPLIED_PRICE' />
+ <value enum='M' description='DEPTH_ON_OFFER' />
+ <value enum='N' description='DEPTH_ON_BID' />
+ <value enum='O' description='CLOSING' />
+ <value enum='P' description='NEWS_DISSEMINATION' />
+ <value enum='Q' description='TRADING_RANGE' />
+ <value enum='R' description='ORDER_INFLUX' />
+ <value enum='S' description='DUE_TO_RELATED' />
+ <value enum='T' description='NEWS_PENDING' />
+ <value enum='U' description='ADDITIONAL_INFO' />
+ <value enum='V' description='ADDITIONAL_INFO_DUE_TO_RELATED' />
+ <value enum='W' description='RESUME' />
+ <value enum='X' description='VIEW_OF_COMMON' />
+ <value enum='Y' description='VOLUME_ALERT' />
+ <value enum='Z' description='ORDER_IMBALANCE' />
+ <value enum='a' description='EQUIPMENT_CHANGEOVER' />
+ <value enum='b' description='NO_OPEN' />
+ <value enum='c' description='REGULAR_ETH' />
+ <value enum='d' description='AUTOMATIC_EXECUTION' />
+ <value enum='e' description='AUTOMATIC_EXECUTION_ETH' />
+ <value enum='f ' description='FAST_MARKET_ETH' />
+ <value enum='g' description='INACTIVE_ETH' />
+ <value enum='h' description='ROTATION' />
+ <value enum='i' description='ROTATION_ETH' />
+ <value enum='j' description='HALT' />
+ <value enum='k' description='HALT_ETH' />
+ <value enum='l' description='DUE_TO_NEWS_DISSEMINATION' />
+ <value enum='m' description='DUE_TO_NEWS_PENDING' />
+ <value enum='n' description='TRADING_RESUME' />
+ <value enum='o' description='OUT_OF_SEQUENCE' />
+ <value enum='p' description='BID_SPECIALIST' />
+ <value enum='q' description='OFFER_SPECIALIST' />
+ <value enum='r' description='BID_OFFER_SPECIALIST' />
+ <value enum='s' description='END_OF_DAY_SAM' />
+ <value enum='t' description='FORBIDDEN_SAM' />
+ <value enum='u' description='FROZEN_SAM' />
+ <value enum='v' description='PREOPENING_SAM' />
+ <value enum='w' description='OPENING_SAM' />
+ <value enum='x' description='OPEN_SAM' />
+ <value enum='y' description='SURVEILLANCE_SAM' />
+ <value enum='z' description='SUSPENDED_SAM' />
+ <value enum='0' description='RESERVED_SAM' />
+ <value enum='1' description='NO_ACTIVE_SAM' />
+ <value enum='2' description='RESTRICTED' />
+ </field>
+ <field number='277' name='TradeCondition' type='MULTIPLESTRINGVALUE'>
+ <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_REOPENING_TRADE_DETAIL' />
+ <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' />
+ <value enum='P' description='IMBALANCE_MORE_BUYERS' />
+ <value enum='Q' description='IMBALANCE_MORE_SELLERS' />
+ <value enum='R' description='OPENING_PRICE' />
+ <value enum='Y' description='TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE' />
+ <value enum='Z' description='TRADES_RESULTING_FROM_INTERMARKET_SWEEP' />
+ <value enum='S' description='BARGAIN_CONDITION' />
+ <value enum='T' description='CONVERTED_PRICE_INDICATOR' />
+ <value enum='U' description='EXCHANGE_LAST' />
+ <value enum='V' description='FINAL_PRICE_OF_SESSION' />
+ <value enum='W' description='EX_PIT' />
+ <value enum='X' description='CROSSED_X' />
+ <value enum='0' description='CANCEL' />
+ <value enum='a' description='VOLUME_ONLY' />
+ <value enum='b' description='DIRECT_PLUS' />
+ <value enum='c' description='ACQUISITION' />
+ <value enum='d' description='BUNCHED' />
+ <value enum='e' description='DISTRIBUTION' />
+ <value enum='f' description='BUNCHED_SALE' />
+ <value enum='g' description='SPLIT_TRADE' />
+ <value enum='h' description='CANCEL_STOPPED' />
+ <value enum='i' description='CANCEL_ETH' />
+ <value enum='j' description='CANCEL_STOPPED_ETH' />
+ <value enum='k' description='OUT_OF_SEQUENCE_ETH' />
+ <value enum='l' description='CANCEL_LAST_ETH' />
+ <value enum='m' description='SOLD_LAST_SALE_ETH' />
+ <value enum='n' description='CANCEL_LAST' />
+ <value enum='o' description='SOLD_LAST_SALE' />
+ <value enum='p' description='CANCEL_OPEN' />
+ <value enum='q' description='CANCEL_OPEN_ETH' />
+ <value enum='r' description='OPENED_SALE_ETH' />
+ <value enum='s' description='CANCEL_ONLY' />
+ <value enum='t' description='CANCEL_ONLY_ETH' />
+ <value enum='u' description='LATE_OPEN_ETH' />
+ <value enum='v' description='AUTO_EXECUTION_ETH' />
+ <value enum='w' description='REOPEN' />
+ <value enum='x' description='REOPEN_ETH' />
+ <value enum='y' description='ADJUSTED' />
+ <value enum='z' description='ADJUSTED_ETH' />
+ <value enum='AA' description='SPREAD' />
+ <value enum='AB' description='SPREAD_ETH' />
+ <value enum='AC' description='STRADDLE' />
+ <value enum='AD' description='STRADDLE_ETH' />
+ <value enum='AE' description='STOPPED' />
+ <value enum='AF' description='STOPPED_ETH' />
+ <value enum='AG' description='REGULAR_ETH' />
+ <value enum='AH' description='COMBO' />
+ <value enum='AI' description='COMBO_ETH' />
+ <value enum='AJ' description='OFFICIAL_CLOSING_PRICE' />
+ <value enum='AK' description='PRIOR_REFERENCE_PRICE' />
+ <value enum='AL' description='STOPPED_SOLD_LAST' />
+ <value enum='AM' description='STOPPED_OUT_OF_SEQUENCE' />
+ <value enum='AN' description='OFFICAL_CLOSING_PRICE' />
+ <value enum='AO' description='CROSSED_AO' />
+ <value enum='AP' description='FAST_MARKET' />
+ <value enum='AQ' description='AUTOMATIC_EXECUTION' />
+ <value enum='AR' description='FORM_T' />
+ <value enum='AS' description='BASKET_INDEX' />
+ <value enum='AT' description='BURST_BASKET' />
+ </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' />
+ <value enum='3' description='DELETE_THRU' />
+ <value enum='4' description='DELETE_FROM' />
+ </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' />
+ <value enum='9' description='UNSUPPORTED_TRADINGSESSIONID' />
+ <value enum='A' description='UNSUPPORTED_SCOPE' />
+ <value enum='B' description='UNSUPPORTED_OPENCLOSESETTLEFLAG' />
+ <value enum='C' description='UNSUPPORTED_MDIMPLICITDELETE' />
+ <value enum='D' description='INSUFFICIENT_CREDIT' />
+ </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='CANCELLATION' />
+ <value enum='1' description='ERROR' />
+ </field>
+ <field number='286' name='OpenCloseSettlFlag' type='MULTIPLECHARVALUE'>
+ <value enum='0' description='DAILY_OPEN' />
+ <value enum='1' description='SESSION_OPEN' />
+ <value enum='2' description='DELIVERY_SETTLEMENT_ENTRY' />
+ <value enum='3' description='EXPECTED_ENTRY' />
+ <value enum='4' description='ENTRY_FROM_PREVIOUS_BUSINESS_DAY' />
+ <value enum='5' description='THEORETICAL_PRICE_VALUE' />
+ </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='MULTIPLECHARVALUE'>
+ <value enum='1' description='BANKRUPT' />
+ <value enum='2' description='PENDING_DELISTING' />
+ <value enum='3' description='RESTRICTED' />
+ </field>
+ <field number='292' name='CorporateAction' type='MULTIPLECHARVALUE'>
+ <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' />
+ <value enum='F' description='CASH_DIVIDEND' />
+ <value enum='G' description='STOCK_DIVIDEND' />
+ <value enum='H' description='NON_INTEGER_STOCK_SPLIT' />
+ <value enum='I' description='REVERSE_STOCK_SPLIT' />
+ <value enum='J' description='STANDARD_INTEGER_STOCK_SPLIT' />
+ <value enum='K' description='POSITION_CONSOLIDATION' />
+ <value enum='L' description='LIQUIDATION_REORGANIZATION' />
+ <value enum='M' description='MERGER_REORGANIZATION' />
+ <value enum='N' description='RIGHTS_OFFERING' />
+ <value enum='O' description='SHAREHOLDER_MEETING' />
+ <value enum='P' description='SPINOFF' />
+ <value enum='Q' description='TENDER_OFFER' />
+ <value enum='R' description='WARRANT' />
+ <value enum='S' description='SPECIAL_ACTION' />
+ <value enum='T' description='SYMBOL_CONVERSION' />
+ <value enum='U' description='CUSIP' />
+ <value enum='V' description='LEAP_ROLLOVER' />
+ </field>
+ <field number='293' name='DefBidSize' type='QTY' />
+ <field number='294' name='DefOfferSize' type='QTY' />
+ <field number='295' name='NoQuoteEntries' type='NUMINGROUP' />
+ <field number='296' name='NoQuoteSets' type='NUMINGROUP' />
+ <field number='297' name='QuoteStatus' type='INT'>
+ <value enum='0' description='ACCEPTED' />
+ <value enum='1' description='CANCEL_FOR_SYMBOL' />
+ <value enum='10' description='PENDING' />
+ <value enum='11' description='PASS' />
+ <value enum='12' description='LOCKED_MARKET_WARNING' />
+ <value enum='13' description='CROSS_MARKET_WARNING' />
+ <value enum='14' description='CANCELED_DUE_TO_LOCK_MARKET' />
+ <value enum='15' description='CANCELED_DUE_TO_CROSS_MARKET' />
+ <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' />
+ <value enum='6' description='REMOVED_FROM_MARKET' />
+ <value enum='7' description='EXPIRED' />
+ <value enum='8' description='QUERY' />
+ <value enum='9' description='QUOTE_NOT_FOUND' />
+ </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_ALL_QUOTES' />
+ <value enum='5' description='CANCEL_QUOTE_SPECIFIED_IN_QUOTEID' />
+ </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' />
+ <value enum='99' description='OTHER' />
+ </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='TotNoQuoteEntries' type='INT' />
+ <field number='305' name='UnderlyingSecurityIDSource' type='STRING' />
+ <field number='306' name='UnderlyingIssuer' type='STRING' />
+ <field number='307' name='UnderlyingSecurityDesc' type='STRING' />
+ <field number='308' name='UnderlyingSecurityExchange' type='EXCHANGE' />
+ <field number='309' name='UnderlyingSecurityID' type='STRING' />
+ <field number='310' name='UnderlyingSecurityType' type='STRING' />
+ <field number='311' name='UnderlyingSymbol' type='STRING' />
+ <field number='312' name='UnderlyingSymbolSfx' type='STRING' />
+ <field number='313' name='UnderlyingMaturityMonthYear' type='MONTHYEAR' />
+ <field number='314' name='UnderlyingMaturityDay' type='DAYOFMONTH' />
+ <field number='315' name='UnderlyingPutOrCall' type='INT' />
+ <field number='316' name='UnderlyingStrikePrice' type='PRICE' />
+ <field number='317' name='UnderlyingOptAttribute' type='CHAR' />
+ <field number='318' name='UnderlyingCurrency' type='CURRENCY' />
+ <field number='319' name='RatioQty' type='QTY' />
+ <field number='320' name='SecurityReqID' type='STRING' />
+ <field number='321' name='SecurityRequestType' type='INT'>
+ <value enum='0' description='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='CANNOT_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='21' description='PRE_OPEN' />
+ <value enum='22' description='OPENING_ROTATION' />
+ <value enum='23' description='FAST_MARKET' />
+ <value enum='3' description='RESUME' />
+ <value enum='4' description='NO_OPEN' />
+ <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='NEW_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='0' description='UNKNOWN' />
+ <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' />
+ <value enum='6' description='REQUEST_REJECTED' />
+ </field>
+ <field number='341' name='TradSesStartTime' type='UTCTIMESTAMP' />
+ <field number='342' name='TradSesOpenTime' type='UTCTIMESTAMP' />
+ <field number='343' name='TradSesPreCloseTime' type='UTCTIMESTAMP' />
+ <field number='344' name='TradSesCloseTime' type='UTCTIMESTAMP' />
+ <field number='345' name='TradSesEndTime' type='UTCTIMESTAMP' />
+ <field number='346' name='NumberOfOrders' type='INT' />
+ <field number='347' name='MessageEncoding' type='STRING' />
+ <field number='348' name='EncodedIssuerLen' type='LENGTH' />
+ <field number='349' name='EncodedIssuer' type='DATA' />
+ <field number='350' name='EncodedSecurityDescLen' type='LENGTH' />
+ <field number='351' name='EncodedSecurityDesc' type='DATA' />
+ <field number='352' name='EncodedListExecInstLen' type='LENGTH' />
+ <field number='353' name='EncodedListExecInst' type='DATA' />
+ <field number='354' name='EncodedTextLen' type='LENGTH' />
+ <field number='355' name='EncodedText' type='DATA' />
+ <field number='356' name='EncodedSubjectLen' type='LENGTH' />
+ <field number='357' name='EncodedSubject' type='DATA' />
+ <field number='358' name='EncodedHeadlineLen' type='LENGTH' />
+ <field number='359' name='EncodedHeadline' type='DATA' />
+ <field number='360' name='EncodedAllocTextLen' type='LENGTH' />
+ <field number='361' name='EncodedAllocText' type='DATA' />
+ <field number='362' name='EncodedUnderlyingIssuerLen' type='LENGTH' />
+ <field number='363' name='EncodedUnderlyingIssuer' type='DATA' />
+ <field number='364' name='EncodedUnderlyingSecurityDescLen' type='LENGTH' />
+ <field number='365' name='EncodedUnderlyingSecurityDesc' type='DATA' />
+ <field number='366' name='AllocPrice' type='PRICE' />
+ <field number='367' name='QuoteSetValidUntilTime' type='UTCTIMESTAMP' />
+ <field number='368' name='QuoteEntryRejectReason' type='INT'>
+ <value enum='1' description='UNKNOWN_SYMBOL' />
+ <value enum='2' description='EXHCNAGE' />
+ <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' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='369' name='LastMsgSeqNumProcessed' type='SEQNUM' />
+ <field number='370' name='OnBehalfOfSendingTime' type='UTCTIMESTAMP' />
+ <field number='371' name='RefTagID' type='INT' />
+ <field number='372' name='RefMsgType' type='STRING' />
+ <field number='373' name='SessionRejectReason' type='INT'>
+ <value enum='0' description='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='12' description='XML_VALIDATION_ERROR' />
+ <value enum='13' description='TAG_APPEARS_MORE_THAN_ONCE' />
+ <value enum='14' description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' />
+ <value enum='15' description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' />
+ <value enum='16' description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' />
+ <value enum='17' description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' />
+ <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' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='374' name='BidRequestTransType' type='CHAR'>
+ <value enum='C' description='CANCEL' />
+ <value enum='N' description='NO' />
+ </field>
+ <field number='375' name='ContraBroker' type='STRING' />
+ <field number='376' name='ComplianceID' type='STRING' />
+ <field number='377' name='SolicitedFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='378' name='ExecRestatementReason' type='INT'>
+ <value enum='0' description='GT_CORPORATE_ACTION' />
+ <value enum='1' description='GT_RENEWAL' />
+ <value enum='10' description='WAREHOUSE_RECAP' />
+ <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' />
+ <value enum='6' description='CANCEL_ON_TRADING_HALT' />
+ <value enum='7' description='CANCEL_ON_SYSTEM_FAILURE' />
+ <value enum='8' description='MARKET' />
+ <value enum='9' description='CANCELED_NOT_BEST' />
+ <value enum='99' description='OTHER' />
+ <value enum='11' description='PEG_REFRESH' />
+ </field>
+ <field number='379' name='BusinessRejectRefID' type='STRING' />
+ <field number='380' name='BusinessRejectReason' type='INT'>
+ <value enum='0' description='OTHER' />
+ <value enum='1' description='UNKNOWN_ID' />
+ <value enum='2' description='UNKNOWN_SECURITY' />
+ <value enum='3' description='UNKNOWN_MESSAGE_TYPE' />
+ <value enum='4' description='APPLICATION_NOT_AVAILABLE' />
+ <value enum='5' description='CONDITIONALLY_REQUIRED_FIELD_MISSING' />
+ <value enum='6' description='NOT_AUTHORIZED' />
+ <value enum='7' description='DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ </field>
+ <field number='381' name='GrossTradeAmt' type='AMT' />
+ <field number='382' name='NoContraBrokers' type='NUMINGROUP' />
+ <field number='383' name='MaxMessageSize' type='LENGTH' />
+ <field number='384' name='NoMsgTypes' type='NUMINGROUP' />
+ <field number='385' name='MsgDirection' type='CHAR'>
+ <value enum='R' description='RECEIVE' />
+ <value enum='S' description='SEND' />
+ </field>
+ <field number='386' name='NoTradingSessions' type='NUMINGROUP' />
+ <field number='387' name='TotalVolumeTraded' type='QTY' />
+ <field number='388' name='DiscretionInst' type='CHAR'>
+ <value enum='0' description='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' />
+ <value enum='6' description='RELATED_TO_VWAP' />
+ <value enum='7' description='AVERAGE_PRICE_GUARANTEE' />
+ </field>
+ <field number='389' name='DiscretionOffsetValue' type='FLOAT' />
+ <field number='390' name='BidID' type='STRING' />
+ <field number='391' name='ClientBidID' type='STRING' />
+ <field number='392' name='ListName' type='STRING' />
+ <field number='393' name='TotNoRelatedSym' type='INT' />
+ <field number='394' name='BidType' type='INT'>
+ <value enum='1' description='NON_DISCLOSED_STYLE' />
+ <value enum='2' description='DISCLOSED_SYTLE' />
+ <value enum='3' description='NO_BIDDING_PROCESS' />
+ </field>
+ <field number='395' name='NumTickets' type='INT' />
+ <field number='396' name='SideValue1' type='AMT' />
+ <field number='397' name='SideValue2' type='AMT' />
+ <field number='398' name='NoBidDescriptors' type='NUMINGROUP' />
+ <field number='399' name='BidDescriptorType' type='INT'>
+ <value enum='1' description='SECTOR' />
+ <value enum='2' description='COUNTRY' />
+ <value enum='3' description='INDEX' />
+ </field>
+ <field number='400' name='BidDescriptor' type='STRING' />
+ <field number='401' name='SideValueInd' type='INT'>
+ <value enum='1' description='SIDE_VALUE_1' />
+ <value enum='2' description='SIDE_VALUE_2' />
+ </field>
+ <field number='402' name='LiquidityPctLow' type='PERCENTAGE' />
+ <field number='403' name='LiquidityPctHigh' type='PERCENTAGE' />
+ <field number='404' name='LiquidityValue' type='AMT' />
+ <field number='405' name='EFPTrackingError' type='PERCENTAGE' />
+ <field number='406' name='FairValue' type='AMT' />
+ <field number='407' name='OutsideIndexPct' type='PERCENTAGE' />
+ <field number='408' name='ValueOfFutures' type='AMT' />
+ <field number='409' name='LiquidityIndType' type='INT'>
+ <value enum='1' description='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='PERCENTAGE' />
+ <field number='411' name='ExchangeForPhysical' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='412' name='OutMainCntryUIndex' type='AMT' />
+ <field number='413' name='CrossPercent' type='PERCENTAGE' />
+ <field number='414' name='ProgRptReqs' type='INT'>
+ <value enum='1' description='BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST' />
+ <value enum='2' description='SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_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='BidTradeType' 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_MORNINGN_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='NUMINGROUP' />
+ <field number='421' name='Country' type='COUNTRY' />
+ <field number='422' name='TotNoStrikes' type='INT' />
+ <field number='423' name='PriceType' type='INT'>
+ <value enum='1' description='PERCENTAGE' />
+ <value enum='10' description='FIXED_CABINET_TRADE_PRICE' />
+ <value enum='11' description='VARIABLE_CABINET_TRADE_PRICE' />
+ <value enum='2' description='PER_UNIT' />
+ <value enum='3' description='FIXED_AMOUNT' />
+ <value enum='4' description='DISCOUNT' />
+ <value enum='5' description='PREMIUM' />
+ <value enum='6' description='SPREAD' />
+ <value enum='7' description='TED_PRICE' />
+ <value enum='8' description='TED_YIELD' />
+ <value enum='9' description='YIELD' />
+ <value enum='13' description='PRODUCT_TICKS_IN_HALFS' />
+ <value enum='14' description='PRODUCT_TICKS_IN_FOURTHS' />
+ <value enum='15' description='PRODUCT_TICKS_IN_EIGHTS' />
+ <value enum='16' description='PRODUCT_TICKS_IN_SIXTEENTHS' />
+ <value enum='17' description='PRODUCT_TICKS_IN_THIRTY_SECONDS' />
+ <value enum='18' description='PRODUCT_TICKS_IN_SIXTY_FORTHS' />
+ <value enum='19' description='PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS' />
+ </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_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES' />
+ <value enum='2' description='ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE' />
+ </field>
+ <field number='428' name='NoStrikes' type='NUMINGROUP' />
+ <field number='429' name='ListStatusType' type='INT'>
+ <value enum='1' description='ACK' />
+ <value enum='2' description='RESPONSE' />
+ <value enum='3' description='TIMED' />
+ <value enum='4' description='EXEC_STARTED' />
+ <value enum='5' description='ALL_DONE' />
+ <value enum='6' description='ALERT' />
+ </field>
+ <field number='430' name='NetGrossInd' type='INT'>
+ <value enum='1' description='NET' />
+ <value enum='2' description='GROSS' />
+ </field>
+ <field number='431' name='ListOrderStatus' type='INT'>
+ <value enum='1' description='IN_BIDDING_PROCESS' />
+ <value enum='2' description='RECEIVED_FOR_EXECUTION' />
+ <value enum='3' description='EXECUTING' />
+ <value enum='4' description='CANCELLING' />
+ <value enum='5' description='ALERT' />
+ <value enum='6' description='ALL_DONE' />
+ <value enum='7' description='REJECT' />
+ </field>
+ <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_EXECUT_INSTRUCTION' />
+ <value enum='3' description='EXCHANGE_SWITCH_CIV_ORDER_3' />
+ <value enum='4' description='EXCHANGE_SWITCH_CIV_ORDER_4' />
+ <value enum='5' description='EXCHANGE_SWITCH_CIV_ORDER_5' />
+ </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='PERCENTAGE' />
+ <field number='436' name='UnderlyingContractMultiplier' type='FLOAT' />
+ <field number='437' name='ContraTradeQty' type='QTY' />
+ <field number='438' name='ContraTradeTime' type='UTCTIMESTAMP' />
+ <field number='439' name='ClearingFirm' type='STRING' />
+ <field number='440' name='ClearingAccount' type='STRING' />
+ <field number='441' name='LiquidityNumSecurities' type='INT' />
+ <field number='442' name='MultiLegReportingType' type='CHAR'>
+ <value enum='1' description='SINGLE_SECURITY' />
+ <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTILEG_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='KOREAN_INVESTOR_ID' />
+ <value enum='2' description='TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID' />
+ <value enum='3' description='TAIWANESE_TRADING_ACCT' />
+ <value enum='4' description='MALAYSIAN_CENTRAL_DEPOSITORY' />
+ <value enum='5' description='CHINESE_INVESTOR_ID' />
+ <value enum='6' description='UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER' />
+ <value enum='7' description='US_SOCIAL_SECURITY_NUMBER' />
+ <value enum='8' description='US_EMPLOYER_OR_TAX_ID_NUMBER' />
+ <value enum='9' description='AUSTRALIAN_BUSINESS_NUMBER' />
+ <value enum='A' description='AUSTRALIAN_TAX_FILE_NUMBER' />
+ <value enum='B' description='BIC' />
+ <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' />
+ <value enum='D' description='PROPRIETARY' />
+ <value enum='E' description='ISO_COUNTRY_CODE' />
+ <value enum='F' description='SETTLEMENT_ENTITY_LOCATION' />
+ <value enum='G' description='MIC' />
+ <value enum='H' description='CSD_PARTICIPANT_MEMBER_CODE' />
+ <value enum='I' description='DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT' />
+ </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='EXECUTING_FIRM' />
+ <value enum='10' description='SETTLEMENT_LOCATION' />
+ <value enum='11' description='ORDER_ORIGINATION_TRADER' />
+ <value enum='12' description='EXECUTING_TRADER' />
+ <value enum='13' description='ORDER_ORIGINATION_FIRM' />
+ <value enum='14' description='GIVEUP_CLEARING_FIRM' />
+ <value enum='15' description='CORRESPONDANT_CLEARING_FIRM' />
+ <value enum='16' description='EXECUTING_SYSTEM' />
+ <value enum='17' description='CONTRA_FIRM' />
+ <value enum='18' description='CONTRA_CLEARING_FIRM' />
+ <value enum='19' description='SPONSORING_FIRM' />
+ <value enum='2' description='BROKER_OF_CREDIT' />
+ <value enum='20' description='UNDERLYING_CONTRA_FIRM' />
+ <value enum='21' description='CLEARING_ORGANIZATION' />
+ <value enum='22' description='EXCHANGE' />
+ <value enum='24' description='CUSTOMER_ACCOUNT' />
+ <value enum='25' description='CORRESPONDENT_CLEARING_ORGANIZATION' />
+ <value enum='26' description='CORRESPONDENT_BROKER' />
+ <value enum='27' description='BUYER_SELLER' />
+ <value enum='28' description='CUSTODIAN' />
+ <value enum='29' description='INTERMEDIARY' />
+ <value enum='3' description='CLIENT_ID' />
+ <value enum='30' description='AGENT' />
+ <value enum='31' description='SUB_CUSTODIAN' />
+ <value enum='32' description='BENEFICIARY' />
+ <value enum='33' description='INTERESTED_PARTY' />
+ <value enum='34' description='REGULATORY_BODY' />
+ <value enum='35' description='LIQUIDITY_PROVIDER' />
+ <value enum='36' description='ENTERING_TRADER' />
+ <value enum='37' description='CONTRA_TRADER' />
+ <value enum='38' description='POSITION_ACCOUNT' />
+ <value enum='4' description='CLEARING_FIRM' />
+ <value enum='5' description='INVESTOR_ID' />
+ <value enum='6' description='INTRODUCING_FIRM' />
+ <value enum='7' description='ENTERING_FIRM' />
+ <value enum='8' description='LOCATE' />
+ <value enum='9' description='FUND_MANAGER_CLIENT_ID' />
+ <value enum='60' description='INTRODUCING_BROKER' />
+ <value enum='41' description='CONTRA_POSITION_ACCOUNT' />
+ <value enum='42' description='CONTRA_EXCHANGE' />
+ <value enum='43' description='INTERNAL_CARRY_ACCOUNT' />
+ <value enum='44' description='ORDER_ENTRY_OPERATOR_ID' />
+ <value enum='45' description='SECONDARY_ACCOUNT_NUMBER' />
+ <value enum='46' description='FORIEGN_FIRM' />
+ <value enum='47' description='THIRD_PARTY_ALLOCATION_FIRM' />
+ <value enum='48' description='CLAIMING_ACCOUNT' />
+ <value enum='49' description='ASSET_MANAGER' />
+ <value enum='50' description='PLEDGOR_ACCOUNT' />
+ <value enum='51' description='PLEDGEE_ACCOUNT' />
+ <value enum='52' description='LARGE_TRADER_REPORTABLE_ACCOUNT' />
+ <value enum='53' description='TRADER_MNEMONIC' />
+ <value enum='54' description='SENDER_LOCATION' />
+ <value enum='55' description='SESSION_ID' />
+ <value enum='56' description='ACCEPTABLE_COUNTERPARTY' />
+ <value enum='57' description='UNACCEPTABLE_COUNTERPARTY' />
+ <value enum='58' description='ENTERING_UNIT' />
+ <value enum='59' description='EXECUTING_UNIT' />
+ <value enum='39' description='CONTRA_INVESTOR_ID' />
+ <value enum='40' description='TRANSFER_TO_FIRM' />
+ <value enum='61' description='QUOTE_ORIGINATOR' />
+ <value enum='62' description='REPORT_ORIGINATOR' />
+ <value enum='63' description='SYSTEMATIC_INTERNALISER' />
+ <value enum='64' description='MULTILATERAL_TRADING_FACILITY' />
+ <value enum='65' description='REGULATED_MARKET' />
+ <value enum='66' description='MARKET_MAKER' />
+ <value enum='67' description='INVESTMENT_FIRM' />
+ <value enum='68' description='HOST_COMPETENT_AUTHORITY' />
+ <value enum='69' description='HOME_COMPETENT_AUTHORITY' />
+ <value enum='70' description='COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY' />
+ <value enum='71' description='COMPETENT_AUTHORITY_OF_THE_TRANSACTION' />
+ <value enum='72' description='REPORTING_INTERMEDIARY' />
+ <value enum='73' description='EXECUTION_VENUE' />
+ <value enum='74' description='MARKET_DATA_ENTRY_ORIGINATOR' />
+ <value enum='75' description='LOCATION_ID' />
+ <value enum='76' description='DESK_ID' />
+ <value enum='77' description='MARKET_DATA_MARKET' />
+ <value enum='78' description='ALLOCATION_ENTITY' />
+ </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='ROUND_TO_NEAREST' />
+ <value enum='1' description='ROUND_DOWN' />
+ <value enum='2' description='ROUND_UP' />
+ </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='HIGH_VALUE_CLEARING_SYSTEM_HVACS' />
+ <value enum='12' description='REINVEST_IN_FUND' />
+ <value enum='2' description='NSCC' />
+ <value enum='3' description='EUROCLEAR' />
+ <value enum='4' description='CLEARSTREAM' />
+ <value enum='5' description='CHEQUE' />
+ <value enum='6' description='TELEGRAPHIC_TRANSFER' />
+ <value enum='7' description='FED_WIRE' />
+ <value enum='8' description='DIRECT_CREDIT' />
+ <value enum='9' description='ACH_CREDIT' />
+ </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='NO_M' />
+ <value enum='N' description='NO_N' />
+ <value enum='O' description='NO_O' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='481' name='MoneyLaunderingStatus' type='CHAR'>
+ <value enum='1' description='EXEMPT_1' />
+ <value enum='2' description='EXEMPT_2' />
+ <value enum='3' description='EXEMPT_3' />
+ <value enum='N' description='NOT_CHECKED' />
+ <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='BID_PRICE' />
+ <value enum='C' description='CREATION_PRICE' />
+ <value enum='D' description='CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT' />
+ <value enum='E' description='CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT' />
+ <value enum='O' description='OFFER_PRICE' />
+ <value enum='P' description='OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT' />
+ <value enum='Q' description='OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT' />
+ <value enum='S' description='SINGLE_PRICE' />
+ </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' />
+ <value enum='5' description='CANCEL_DUE_TO_BACK_OUT_OF_TRADE' />
+ </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='DIRECT_CREDIT' />
+ <value enum='11' description='CREDIT_CARD' />
+ <value enum='12' description='ACH_DEBIT' />
+ <value enum='13' description='ACH_CREDIT' />
+ <value enum='14' description='BPAY' />
+ <value enum='15' description='HIGH_VALUE_CLEARING_SYSTEM' />
+ <value enum='2' description='NSCC' />
+ <value enum='3' description='EUROCLEAR' />
+ <value enum='4' description='CLEARSTREAM' />
+ <value enum='5' description='CHEQUE' />
+ <value enum='6' description='TELEGRAPHIC_TRANSFER' />
+ <value enum='7' description='FED_WIRE' />
+ <value enum='8' description='DEBIT_CARD' />
+ <value enum='9' description='DIRECT_DEBIT' />
+ </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_NOT_APPLICABLE' />
+ <value enum='1' description='MAXI_ISA' />
+ <value enum='10' description='EMPLOYEE_10' />
+ <value enum='11' description='EMPLOYER_11' />
+ <value enum='12' description='EMPLOYER_12' />
+ <value enum='13' description='NON_FUND_PROTOTYPE_IRA' />
+ <value enum='14' description='NON_FUND_QUALIFIED_PLAN' />
+ <value enum='15' description='DEFINED_CONTRIBUTION_PLAN' />
+ <value enum='16' description='INDIVIDUAL_RETIREMENT_ACCOUNT_16' />
+ <value enum='17' description='INDIVIDUAL_RETIREMENT_ACCOUNT_17' />
+ <value enum='18' description='KEOGH' />
+ <value enum='19' description='PROFIT_SHARING_PLAN' />
+ <value enum='2' description='TESSA' />
+ <value enum='20' description='401' />
+ <value enum='21' description='SELF_DIRECTED_IRA' />
+ <value enum='22' description='403' />
+ <value enum='23' description='457' />
+ <value enum='24' description='ROTH_IRA_24' />
+ <value enum='25' description='ROTH_IRA_25' />
+ <value enum='26' description='ROTH_CONVERSION_IRA_26' />
+ <value enum='27' description='ROTH_CONVERSION_IRA_27' />
+ <value enum='28' description='EDUCATION_IRA_28' />
+ <value enum='29' description='EDUCATION_IRA_29' />
+ <value enum='3' description='MINI_CASH_ISA' />
+ <value enum='4' description='MINI_STOCKS_AND_SHARES_ISA' />
+ <value enum='5' description='MINI_INSURANCE_ISA' />
+ <value enum='6' description='CURRENT_YEAR_PAYMENT' />
+ <value enum='7' description='PRIOR_YEAR_PAYMENT' />
+ <value enum='8' description='ASSET_TRANSFER' />
+ <value enum='9' description='EMPLOYEE_9' />
+ <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' />
+ <value enum='R' description='REJECTED' />
+ </field>
+ <field number='507' name='RegistRejReasonCode' type='INT'>
+ <value enum='1' description='INVALID_UNACCEPTABLE_ACCOUNT_TYPE' />
+ <value enum='10' description='INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE' />
+ <value enum='11' description='INVALID_UNACCEPTABLE_DATE_OF_BIRTH' />
+ <value enum='12' description='INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE' />
+ <value enum='13' description='INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS' />
+ <value enum='14' description='INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE' />
+ <value enum='15' description='INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD' />
+ <value enum='16' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME' />
+ <value enum='17' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE' />
+ <value enum='18' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM' />
+ <value enum='2' description='INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE' />
+ <value enum='3' description='INVALID_UNACCEPTABLE_OWNERSHIP_TYPE' />
+ <value enum='4' description='INVALID_UNACCEPTABLE_NO_REG_DETAILS' />
+ <value enum='5' description='INVALID_UNACCEPTABLE_REG_SEQ_NO' />
+ <value enum='6' description='INVALID_UNACCEPTABLE_REG_DETAILS' />
+ <value enum='7' description='INVALID_UNACCEPTABLE_MAILING_DETAILS' />
+ <value enum='8' description='INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS' />
+ <value enum='9' description='INVALID_UNACCEPTABLE_INVESTOR_ID' />
+ <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='COMMISSION_AMOUNT' />
+ <value enum='10' description='EXIT_CHARGE_PERCENT' />
+ <value enum='11' description='FUND_BASED_RENEWAL_COMMISSION_PERCENT' />
+ <value enum='12' description='PROJECTED_FUND_VALUE' />
+ <value enum='13' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13' />
+ <value enum='14' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14' />
+ <value enum='15' description='NET_SETTLEMENT_AMOUNT' />
+ <value enum='2' description='COMMISSION_PERCENT' />
+ <value enum='3' description='INITIAL_CHARGE_AMOUNT' />
+ <value enum='4' description='INITIAL_CHARGE_PERCENT' />
+ <value enum='5' description='DISCOUNT_AMOUNT' />
+ <value enum='6' description='DISCOUNT_PERCENT' />
+ <value enum='7' description='DILUTION_LEVY_AMOUNT' />
+ <value enum='8' description='DILUTION_LEVY_PERCENT' />
+ <value enum='9' description='EXIT_CHARGE_AMOUNT' />
+ </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='INDIVIDUAL_INVESTOR' />
+ <value enum='10' description='NETWORKING_SUB_ACCOUNT' />
+ <value enum='11' description='NON_PROFIT_ORGANIZATION' />
+ <value enum='12' description='CORPORATE_BODY' />
+ <value enum='13' description='NOMINEE' />
+ <value enum='2' description='PUBLIC_COMPANY' />
+ <value enum='3' description='PRIVATE_COMPANY' />
+ <value enum='4' description='INDIVIDUAL_TRUSTEE' />
+ <value enum='5' description='COMPANY_TRUSTEE' />
+ <value enum='6' description='PENSION_PLAN' />
+ <value enum='7' description='CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT' />
+ <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='RISKLESS_PRINCIPAL' />
+ <value enum='W' description='AGENT_FOR_OTHER_MEMBER' />
+ </field>
+ <field number='529' name='OrderRestrictions' type='MULTIPLECHARVALUE'>
+ <value enum='1' description='PROGRAM_TRADE' />
+ <value enum='2' description='INDEX_ARBITRAGE' />
+ <value enum='3' description='NON_INDEX_ARBITRAGE' />
+ <value enum='4' description='COMPETING_MARKET_MAKER' />
+ <value enum='5' description='ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY' />
+ <value enum='6' description='ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY' />
+ <value enum='7' description='FOREIGN_ENTITY' />
+ <value enum='8' description='EXTERNAL_MARKET_PARTICIPANT' />
+ <value enum='9' description='EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE' />
+ <value enum='A' description='RISKLESS_ARBITRAGE' />
+ </field>
+ <field number='530' name='MassCancelRequestType' type='CHAR'>
+ <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='CANCEL_ALL_ORDERS' />
+ </field>
+ <field number='531' name='MassCancelResponse' type='CHAR'>
+ <value enum='0' description='CANCEL_REQUEST_REJECTED' />
+ <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='CANCEL_ALL_ORDERS' />
+ </field>
+ <field number='532' name='MassCancelRejectReason' type='INT'>
+ <value enum='0' description='MASS_CANCEL_NOT_SUPPORTED' />
+ <value enum='1' description='INVALID_OR_UNKNOWN_SECURITY' />
+ <value enum='2' description='INVALID_OR_UNKOWN_UNDERLYING_SECURITY' />
+ <value enum='3' description='INVALID_OR_UNKNOWN_PRODUCT' />
+ <value enum='4' description='INVALID_OR_UNKNOWN_CFICODE' />
+ <value enum='5' description='INVALID_OR_UNKNOWN_SECURITYTYPE' />
+ <value enum='6' description='INVALID_OR_UNKNOWN_TRADING_SESSION' />
+ <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='RESTRICTED_TRADEABLE' />
+ <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' />
+ <field number='544' name='CashMargin' type='CHAR'>
+ <value enum='1' description='CASH' />
+ <value enum='2' description='MARGIN_OPEN' />
+ <value enum='3' description='MARGIN_CLOSE' />
+ </field>
+ <field number='545' name='NestedPartySubID' type='STRING' />
+ <field number='546' name='Scope' type='MULTIPLECHARVALUE'>
+ <value enum='1' description='LOCAL_MARKET' />
+ <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='CROSS_AON' />
+ <value enum='2' description='CROSS_IOC' />
+ <value enum='3' description='CROSS_ONE_SIDE' />
+ <value enum='4' description='CROSS_SAME_PRICE' />
+ </field>
+ <field number='550' name='CrossPrioritization' type='INT'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='BUY_SIDE_IS_PRIORITIZED' />
+ <value enum='2' description='SELL_SIDE_IS_PRIORITIZED' />
+ </field>
+ <field number='551' name='OrigCrossID' type='STRING' />
+ <field number='552' name='NoSides' type='NUMINGROUP'>
+ <value enum='1' description='ONE_SIDE' />
+ <value enum='2' description='BOTH_SIDES' />
+ </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='SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='2' description='PRODUCT' />
+ <value enum='3' description='TRADINGSESSIONID' />
+ <value enum='4' description='ALL_SECURITIES' />
+ </field>
+ <field number='560' name='SecurityRequestResult' 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='3' description='NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA' />
+ <value enum='4' description='INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE' />
+ <value enum='5' description='REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED' />
+ </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='UNKNOWN_OR_INVALID_TRADINGSESSIONID' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='568' name='TradeRequestID' type='STRING' />
+ <field number='569' name='TradeRequestType' type='INT'>
+ <value enum='0' description='ALL_TRADES' />
+ <value enum='1' description='MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST' />
+ <value enum='2' description='UNMATCHED_TRADES_THAT_MATCH_CRITERIA' />
+ <value enum='3' description='UNREPORTED_TRADES_THAT_MATCH_CRITERIA' />
+ <value enum='4' description='ADVISORIES_THAT_MATCH_CRITERIA' />
+ </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='COMPARED_MATCHED_OR_AFFIRMED' />
+ <value enum='1' description='UNCOMPARED_UNMATCHED_OR_UNAFFIRED' />
+ <value enum='2' description='ADVISORY_OR_ALERT' />
+ </field>
+ <field number='574' name='MatchType' type='STRING'>
+ <value enum='A1' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME' />
+ <value enum='A2' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES' />
+ <value enum='A3' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME' />
+ <value enum='A4' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES' />
+ <value enum='A5' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME' />
+ <value enum='M3' description='ACT_ACCEPTED_TRADE' />
+ <value enum='M4' description='ACT_DEFAULT_TRADE' />
+ <value enum='M5' description='ACT_DEFAULT_AFTER_M2' />
+ <value enum='M6' description='ACT_M6_MATCH' />
+ <value enum='AQ' description='COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS' />
+ <value enum='M1' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH' />
+ <value enum='M2' description='SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH' />
+ <value enum='MT' description='OCS_LOCKED_IN_NON_ACT' />
+ <value enum='S1' description='SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED' />
+ <value enum='S2' description='SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S3' description='SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S4' description='SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S5' description='SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='60' description='ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT' />
+ <value enum='61' description='TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT' />
+ <value enum='62' description='CONTINUOUS_AUTO_MATCH' />
+ <value enum='63' description='CROSS_AUCTION_63' />
+ <value enum='64' description='COUNTER_ORDER_SELECTION_64' />
+ <value enum='65' description='CALL_AUCTION_65' />
+ <value enum='1' description='ONE_PARTY_TRADE_REPORT' />
+ <value enum='2' description='TWO_PARTY_TRADE_REPORT' />
+ <value enum='3' description='CONFIRMED_TRADE_REPORT' />
+ <value enum='4' description='AUTO_MATCH' />
+ <value enum='5' description='CROSS_AUCTION_5' />
+ <value enum='6' description='COUNTER_ORDER_SELECTION_6' />
+ <value enum='7' description='CALL_AUCTION_7' />
+ </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='PROCESS_NORMALLY' />
+ <value enum='1' description='EXCLUDE_FROM_ALL_NETTING' />
+ <value enum='10' description='AUTOMATIC_GIVE_UP_MODE' />
+ <value enum='11' description='QUALIFIED_SERVICE_REPRESENTATIVE_QSR' />
+ <value enum='12' description='CUSTOMER_TRADE' />
+ <value enum='13' description='SELF_CLEARING' />
+ <value enum='2' description='BILATERAL_NETTING_ONLY' />
+ <value enum='3' description='EX_CLEARING' />
+ <value enum='4' description='SPECIAL_TRADE' />
+ <value enum='5' description='MULTILATERAL_NETTING' />
+ <value enum='6' description='CLEAR_AGAINST_CENTRAL_COUNTERPARTY' />
+ <value enum='7' description='EXCLUDE_FROM_CENTRAL_COUNTERPARTY' />
+ <value enum='8' description='MANUAL_MODE' />
+ <value enum='9' description='AUTOMATIC_POSTING_MODE' />
+ </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='ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS' />
+ <value enum='2' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='3' description='HOUSE_TRADER' />
+ <value enum='4' description='FLOOR_TRADER' />
+ <value enum='6' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED' />
+ <value enum='7' description='ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED' />
+ <value enum='8' description='JOINT_BACK_OFFICE_ACCOUNT' />
+ </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='STATUS_FOR_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='STATUS_FOR_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='STATUS_FOR_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='STATUS_FOR_ALL_ORDERS' />
+ <value enum='8' description='STATUS_FOR_ORDERS_FOR_A_PARTYID' />
+ </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' />
+ <value enum='1' description='SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING' />
+ <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='PRO_RATA' />
+ <value enum='1' description='DO_NOT_PRO_RATA' />
+ </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='CALCULATED' />
+ <value enum='2' description='PRELIMINARY' />
+ <value enum='3' description='SELLSIDE_CALCULATED_USING_PRELIMINARY' />
+ <value enum='4' description='SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='5' description='READY_TO_BOOK' />
+ <value enum='6' description='BUYSIDE_READY_TO_BOOK' />
+ <value enum='7' description='WAREHOUSE_INSTRUCTION' />
+ <value enum='8' description='REQUEST_TO_INTERMEDIARY' />
+ <value enum='9' description='ACCEPT' />
+ <value enum='10' description='REJECT' />
+ <value enum='11' description='ACCEPT_PENDING' />
+ <value enum='12' description='INCOMPLETE_GROUP' />
+ <value enum='13' description='COMPLETE_GROUP' />
+ <value enum='14' description='REVERSAL_PENDING' />
+ </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='1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='2' description='2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='3' description='3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='4' description='4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='5' description='5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='9' description='6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='B' description='CBOE_MEMBER' />
+ <value enum='C' description='NON_MEMBER_AND_CUSTOMER' />
+ <value enum='E' description='EQUITY_MEMBER_AND_CLEARING_MEMBER' />
+ <value enum='F' description='FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS' />
+ <value enum='H' description='106H_AND_106J_FIRMS' />
+ <value enum='I' description='GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS' />
+ <value enum='L' description='LESSEE_106F_EMPLOYEES' />
+ <value enum='M' description='ALL_OTHER_OWNERSHIP_TYPES' />
+ </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='PRIORITY_UNCHANGED' />
+ <value enum='1' description='LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE' />
+ </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='PENDING_APPROVAL' />
+ <value enum='1' description='APPROVED' />
+ <value enum='2' description='REJECTED' />
+ <value enum='3' description='UNAUTHORIZED_REQUEST' />
+ <value enum='4' description='INVALID_DEFINITION_REQUEST' />
+ </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='UNKNOWN_SYMBOL' />
+ <value enum='10' description='PASS' />
+ <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='INVALID_PRICE' />
+ <value enum='6' description='NOT_AUTHORIZED_TO_REQUEST_QUOTE' />
+ <value enum='7' description='NO_MATCH_FOR_INQUIRY' />
+ <value enum='8' description='NO_MARKET_FOR_INSTRUMENT' />
+ <value enum='9' description='NO_INVENTORY' />
+ <value enum='99' description='OTHER' />
+ <value enum='11' description='INSUFFICIENT_CREDIT' />
+ </field>
+ <field number='659' name='SideComplianceID' type='STRING' />
+ <field number='660' name='AcctIDSource' type='INT'>
+ <value enum='1' description='BIC' />
+ <value enum='2' description='SID_CODE' />
+ <value enum='3' description='TFM' />
+ <value enum='4' description='OMGEO' />
+ <value enum='5' description='DTCC_CODE' />
+ <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='MISMATCHED_ACCOUNT' />
+ <value enum='3' description='MISSING_SETTLEMENT_INSTRUCTIONS' />
+ <value enum='4' description='CONFIRMED' />
+ <value enum='5' description='REQUEST_REJECTED' />
+ </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='BOOK_ENTRY' />
+ <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='PAR_FOR_PAR' />
+ <value enum='2' description='MODIFIED_DURATION' />
+ <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='PER_SHARE' />
+ <value enum='3' description='FIXED_AMOUNT' />
+ <value enum='4' description='DISCOUNT' />
+ <value enum='5' description='PREMIUM' />
+ <value enum='6' description='SPREAD' />
+ <value enum='7' description='TED_PRICE' />
+ <value enum='8' description='TED_YIELD' />
+ <value enum='9' description='YIELD_SPREAD' />
+ </field>
+ <field number='693' name='QuoteRespID' type='STRING' />
+ <field number='694' name='QuoteRespType' type='INT'>
+ <value enum='1' description='HIT_LIFT' />
+ <value enum='2' description='COUNTER' />
+ <value enum='3' description='EXPIRED' />
+ <value enum='4' description='COVER' />
+ <value enum='5' description='DONE_AWAY' />
+ <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='ALLOCATION_TRADE_QTY' />
+ <value enum='AS' description='OPTION_ASSIGNMENT' />
+ <value enum='ASF' description='AS_OF_TRADE_QTY' />
+ <value enum='DLV' description='DELIVERY_QTY' />
+ <value enum='ETR' description='ELECTRONIC_TRADE_QTY' />
+ <value enum='EX' description='OPTION_EXERCISE_QTY' />
+ <value enum='FIN' description='END_OF_DAY_QTY' />
+ <value enum='IAS' description='INTRA_SPREAD_QTY' />
+ <value enum='IES' description='INTER_SPREAD_QTY' />
+ <value enum='PA' description='ADJUSTMENT_QTY' />
+ <value enum='PIT' description='PIT_TRADE_QTY' />
+ <value enum='SOD' description='START_OF_DAY_QTY' />
+ <value enum='SPL' description='INTEGRAL_SPLIT' />
+ <value enum='TA' description='TRANSACTION_FROM_ASSIGNMENT' />
+ <value enum='TOT' description='TOTAL_TRANSACTION_QTY' />
+ <value enum='TQ' description='TRANSACTION_QUANTITY' />
+ <value enum='TRF' description='TRANSFER_TRADE_QTY' />
+ <value enum='TX' description='TRANSACTION_FROM_EXERCISE' />
+ <value enum='XM' description='CROSS_MARGIN_QTY' />
+ <value enum='RCV' description='RECEIVE_QUANTITY' />
+ <value enum='CAA' description='CORPORATE_ACTION_ADJUSTMENT' />
+ <value enum='DN' description='DELIVERY_NOTICE_QTY' />
+ <value enum='EP' description='EXCHANGE_FOR_PHYSICAL_QTY' />
+ </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='CASH_AMOUNT' />
+ <value enum='CRES' description='CASH_RESIDUAL_AMOUNT' />
+ <value enum='FMTM' description='FINAL_MARK_TO_MARKET_AMOUNT' />
+ <value enum='IMTM' description='INCREMENTAL_MARK_TO_MARKET_AMOUNT' />
+ <value enum='PREM' description='PREMIUM_AMOUNT' />
+ <value enum='SMTM' description='START_OF_DAY_MARK_TO_MARKET_AMOUNT' />
+ <value enum='TVAR' description='TRADE_VARIATION_AMOUNT' />
+ <value enum='VADJ' description='VALUE_ADJUSTED_AMOUNT' />
+ <value enum='SETL' description='SETTLEMENT_VALUE' />
+ </field>
+ <field number='708' name='PosAmt' type='AMT' />
+ <field number='709' name='PosTransType' type='INT'>
+ <value enum='1' description='EXERCISE' />
+ <value enum='2' description='DO_NOT_EXERCISE' />
+ <value enum='3' description='POSITION_ADJUSTMENT' />
+ <value enum='4' description='POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION' />
+ <value enum='5' description='PLEDGE' />
+ <value enum='6' description='LARGE_TRADER_SUBMISSION' />
+ </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' />
+ <value enum='4' description='REVERSE' />
+ </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'>
+ <value enum='ITD' description='INTRADAY' />
+ <value enum='RTH' description='REGULAR_TRADING_HOURS' />
+ <value enum='ETH' description='ELECTRONIC_TRADING_HOURS' />
+ <value enum='EOD' description='END_OF_DAY' />
+ </field>
+ <field number='717' name='SettlSessSubID' type='STRING' />
+ <field number='718' name='AdjustmentType' type='INT'>
+ <value enum='0' description='PROCESS_REQUEST_AS_MARGIN_DISPOSITION' />
+ <value enum='1' description='DELTA_PLUS' />
+ <value enum='2' description='DELTA_MINUS' />
+ <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='ACCEPTED_WITH_WARNINGS' />
+ <value enum='2' description='REJECTED' />
+ <value enum='3' description='COMPLETED' />
+ <value enum='4' description='COMPLETED_WITH_WARNINGS' />
+ </field>
+ <field number='723' name='PosMaintResult' type='INT'>
+ <value enum='0' description='SUCCESSFUL_COMPLETION' />
+ <value enum='1' description='REJECTED' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='724' name='PosReqType' type='INT'>
+ <value enum='0' description='POSITIONS' />
+ <value enum='1' description='TRADES' />
+ <value enum='2' description='EXERCISES' />
+ <value enum='3' description='ASSIGNMENTS' />
+ <value enum='4' description='SETTLEMENT_ACTIVITY' />
+ <value enum='5' description='BACKOUT_MESSAGE' />
+ </field>
+ <field number='725' name='ResponseTransportType' type='INT'>
+ <value enum='0' description='INBAND' />
+ <value enum='1' description='OUT_OF_BAND' />
+ </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='VALID_REQUEST' />
+ <value enum='1' description='INVALID_OR_UNSUPPORTED_REQUEST' />
+ <value enum='2' description='NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA' />
+ <value enum='3' description='NOT_AUTHORIZED_TO_REQUEST_POSITIONS' />
+ <value enum='4' description='REQUEST_FOR_POSITION_NOT_SUPPORTED' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='729' name='PosReqStatus' type='INT'>
+ <value enum='0' description='COMPLETED' />
+ <value enum='1' description='COMPLETED_WITH_WARNINGS' />
+ <value enum='2' description='REJECTED' />
+ </field>
+ <field number='730' name='SettlPrice' type='PRICE' />
+ <field number='731' name='SettlPriceType' type='INT'>
+ <value enum='1' description='FINAL' />
+ <value enum='2' description='THEORETICAL' />
+ </field>
+ <field number='732' name='UnderlyingSettlPrice' type='PRICE' />
+ <field number='733' name='UnderlyingSettlPriceType' type='INT' />
+ <field number='734' name='PriorSettlPrice' type='PRICE' />
+ <field number='735' name='NoQuoteQualifiers' type='NUMINGROUP' />
+ <field number='736' name='AllocSettlCurrency' type='CURRENCY' />
+ <field number='737' name='AllocSettlCurrAmt' type='AMT' />
+ <field number='738' name='InterestAtMaturity' type='AMT' />
+ <field number='739' name='LegDatedDate' type='LOCALMKTDATE' />
+ <field number='740' name='LegPool' type='STRING' />
+ <field number='741' name='AllocInterestAtMaturity' type='AMT' />
+ <field number='742' name='AllocAccruedInterestAmt' type='AMT' />
+ <field number='743' name='DeliveryDate' type='LOCALMKTDATE' />
+ <field number='744' name='AssignmentMethod' type='CHAR'>
+ <value enum='P' description='PRO_RATA' />
+ <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='INVALID_OR_UNKNOWN_INSTRUMENT' />
+ <value enum='2' description='INVALID_TYPE_OF_TRADE_REQUESTED' />
+ <value enum='3' description='INVALID_PARTIES' />
+ <value enum='4' description='INVALID_TRANSPORT_TYPE_REQUESTED' />
+ <value enum='5' description='INVALID_DESTINATION_REQUESTED' />
+ <value enum='8' description='TRADEREQUESTTYPE_NOT_SUPPORTED' />
+ <value enum='9' description='UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST' />
+ <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='SUCCESSFUL' />
+ <value enum='1' description='INVALID_PARTY_ONFORMATION' />
+ <value enum='2' description='UNKNOWN_INSTRUMENT' />
+ <value enum='3' description='UNAUTHORIZED_TO_REPORT_TRADES' />
+ <value enum='4' description='INVALID_TRADE_TYPE' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='752' name='SideMultiLegReportingType' type='INT'>
+ <value enum='1' description='SINGLE_SECURITY' />
+ <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY' />
+ <value enum='3' description='MULTILEG_SECURITY' />
+ </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='EXECUTION_TIME' />
+ <value enum='2' description='TIME_IN' />
+ <value enum='3' description='TIME_OUT' />
+ <value enum='4' description='BROKER_RECEIPT' />
+ <value enum='5' description='BROKER_EXECUTION' />
+ <value enum='6' description='DESK_RECEIPT' />
+ </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='CONFIRMATION_REQUEST_REJECTED' />
+ </field>
+ <field number='774' name='ConfirmRejReason' type='INT'>
+ <value enum='1' description='MISMATCHED_ACCOUNT' />
+ <value enum='2' description='MISSING_SETTLEMENT_INSTRUCTIONS' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='775' name='BookingType' type='INT'>
+ <value enum='0' description='REGULAR_BOOKING' />
+ <value enum='1' description='CFD' />
+ <value enum='2' description='TOTAL_RETURN_SWAP' />
+ </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='USE_DEFAULT_INSTRUCTIONS' />
+ <value enum='1' description='DERIVE_FROM_PARAMETERS_PROVIDED' />
+ <value enum='2' description='FULL_DETAILS_PROVIDED' />
+ <value enum='3' description='SSI_DB_IDS_PROVIDED' />
+ <value enum='4' description='PHONE_FOR_INSTRUCTIONS' />
+ </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='UNABLE_TO_PROCESS_REQUEST' />
+ <value enum='1' description='UNKNOWN_ACCOUNT' />
+ <value enum='2' description='NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='793' name='SecondaryAllocID' type='STRING' />
+ <field number='794' name='AllocReportType' type='INT'>
+ <value enum='3' description='SELLSIDE_CALCULATED_USING_PRELIMINARY' />
+ <value enum='4' description='SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='5' description='WAREHOUSE_RECAP' />
+ <value enum='8' description='REQUEST_TO_INTERMEDIARY' />
+ <value enum='2' description='PRELIMINARY_REQUEST_TO_INTERMEDIARY' />
+ <value enum='9' description='ACCEPT' />
+ <value enum='10' description='REJECT' />
+ <value enum='11' description='ACCEPT_PENDING' />
+ <value enum='12' description='COMPLETE' />
+ <value enum='14' description='REVERSE_PENDING' />
+ </field>
+ <field number='795' name='AllocReportRefID' type='STRING' />
+ <field number='796' name='AllocCancReplaceReason' type='INT'>
+ <value enum='1' description='ORIGINAL_DETAILS_INCOMPLETE_INCORRECT' />
+ <value enum='2' description='CHANGE_IN_UNDERLYING_ORDER_DETAILS' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='797' name='CopyMsgIndicator' type='BOOLEAN' />
+ <field number='798' name='AllocAccountType' type='INT'>
+ <value enum='1' description='ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='2' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='3' description='HOUSE_TRADER' />
+ <value enum='4' description='FLOOR_TRADER' />
+ <value enum='6' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED' />
+ <value enum='7' description='ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED' />
+ <value enum='8' description='JOINT_BACK_OFFICE_ACCOUNT' />
+ </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='SECURITIES_ACCOUNT_NUMBER' />
+ <value enum='11' description='REGISTRATION_NUMBER' />
+ <value enum='12' description='REGISTERED_ADDRESS_12' />
+ <value enum='13' description='REGULATORY_STATUS' />
+ <value enum='14' description='REGISTRATION_NAME' />
+ <value enum='15' description='CASH_ACCOUNT_NUMBER' />
+ <value enum='16' description='BIC' />
+ <value enum='17' description='CSD_PARTICIPANT_MEMBER_CODE' />
+ <value enum='18' description='REGISTERED_ADDRESS_18' />
+ <value enum='19' description='FUND_ACCOUNT_NAME' />
+ <value enum='2' description='PERSON' />
+ <value enum='20' description='TELEX_NUMBER' />
+ <value enum='21' description='FAX_NUMBER' />
+ <value enum='22' description='SECURITIES_ACCOUNT_NAME' />
+ <value enum='23' description='CASH_ACCOUNT_NAME' />
+ <value enum='24' description='DEPARTMENT' />
+ <value enum='25' description='LOCATION_DESK' />
+ <value enum='26' description='POSITION_ACCOUNT_TYPE' />
+ <value enum='3' description='SYSTEM' />
+ <value enum='4' description='APPLICATION' />
+ <value enum='5' description='FULL_LEGAL_NAME_OF_FIRM' />
+ <value enum='6' description='POSTAL_ADDRESS' />
+ <value enum='7' description='PHONE_NUMBER' />
+ <value enum='8' description='EMAIL_ADDRESS' />
+ <value enum='9' description='CONTACT_NAME' />
+ <value enum='27' description='SECURITY_LOCATE_ID' />
+ <value enum='28' description='MARKET_MAKER' />
+ <value enum='29' description='ELIGIBLE_COUNTERPARTY' />
+ <value enum='30' description='PROFESSIONAL_CLIENT' />
+ <value enum='31' description='LOCATION' />
+ <value enum='32' description='EXECUTION_VENUE' />
+ </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='PENDING_ACCEPT' />
+ <value enum='2' description='PENDING_RELEASE' />
+ <value enum='3' description='PENDING_REVERSAL' />
+ <value enum='4' description='ACCEPT' />
+ <value enum='5' description='BLOCK_LEVEL_REJECT' />
+ <value enum='6' description='ACCOUNT_LEVEL_REJECT' />
+ </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='NO_ACTION_TAKEN' />
+ <value enum='1' description='QUEUE_FLUSHED' />
+ <value enum='2' description='OVERLAY_LAST' />
+ <value enum='3' description='END_SESSION' />
+ </field>
+ <field number='815' name='ApplQueueAction' type='INT'>
+ <value enum='0' description='NO_ACTION_TAKEN' />
+ <value enum='1' description='QUEUE_FLUSHED' />
+ <value enum='2' description='OVERLAY_LAST' />
+ <value enum='3' description='END_SESSION' />
+ </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='NO_AVERAGE_PRICING' />
+ <value enum='1' description='TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID' />
+ <value enum='2' description='LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID' />
+ </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='ALLOCATION_NOT_REQUIRED' />
+ <value enum='1' description='ALLOCATION_REQUIRED' />
+ <value enum='2' description='USE_ALLOCATION_PROVIDED_WITH_THE_TRADE' />
+ <value enum='3' description='ALLOCATION_GIVE_UP_EXECUTOR' />
+ <value enum='4' description='ALLOCATION_FROM_EXECUTOR' />
+ <value enum='5' description='ALLOCATION_TO_CLAIM_ACCOUNT' />
+ </field>
+ <field number='827' name='ExpirationCycle' type='INT'>
+ <value enum='0' description='EXPIRE_ON_TRADING_SESSION_CLOSE' />
+ <value enum='1' description='EXPIRE_ON_TRADING_SESSION_OPEN' />
+ </field>
+ <field number='828' name='TrdType' type='INT'>
+ <value enum='0' description='REGULAR_TRADE' />
+ <value enum='1' description='BLOCK_TRADE_1' />
+ <value enum='10' description='AFTER_HOURS_TRADE' />
+ <value enum='2' description='EFP' />
+ <value enum='3' description='TRANSFER' />
+ <value enum='4' description='LATE_TRADE' />
+ <value enum='5' description='T_TRADE' />
+ <value enum='6' description='WEIGHTED_AVERAGE_PRICE_TRADE' />
+ <value enum='7' description='BUNCHED_TRADE' />
+ <value enum='8' description='LATE_BUNCHED_TRADE' />
+ <value enum='9' description='PRIOR_REFERENCE_PRICE_TRADE' />
+ <value enum='11' description='EXCHANGE_FOR_RISK' />
+ <value enum='12' description='EXCHANGE_FOR_SWAP' />
+ <value enum='13' description='EXCHANGE_OF_FUTURES_FOR' />
+ <value enum='14' description='EXCHANGE_OF_OPTIONS_FOR_OPTIONS' />
+ <value enum='15' description='TRADING_AT_SETTLEMENT' />
+ <value enum='16' description='ALL_OR_NONE' />
+ <value enum='17' description='FUTURES_LARGE_ORDER_EXECUTION' />
+ <value enum='18' description='EXCHANGE_OF_FUTURES_FOR_FUTURES' />
+ <value enum='19' description='OPTION_INTERIM_TRADE' />
+ <value enum='20' description='OPTION_CABINET_TRADE' />
+ <value enum='22' description='PRIVATELY_NEGOTIATED_TRADES' />
+ <value enum='23' description='SUBSTITUTION_OF_FUTURES_FOR_FORWARDS' />
+ <value enum='24' description='ERROR_TRADE' />
+ <value enum='25' description='SPECIAL_CUM_DIVIDEND' />
+ <value enum='26' description='SPECIAL_EX_DIVIDEND' />
+ <value enum='27' description='SPECIAL_CUM_COUPON' />
+ <value enum='28' description='SPECIAL_EX_COUPON' />
+ <value enum='29' description='CASH_SETTLEMENT' />
+ <value enum='30' description='SPECIAL_PRICE' />
+ <value enum='31' description='GUARANTEED_DELIVERY' />
+ <value enum='32' description='SPECIAL_CUM_RIGHTS' />
+ <value enum='33' description='SPECIAL_EX_RIGHTS' />
+ <value enum='34' description='SPECIAL_CUM_CAPITAL_REPAYMENTS' />
+ <value enum='35' description='SPECIAL_EX_CAPITAL_REPAYMENTS' />
+ <value enum='36' description='SPECIAL_CUM_BONUS' />
+ <value enum='37' description='SPECIAL_EX_BONUS' />
+ <value enum='38' description='BLOCK_TRADE_38' />
+ <value enum='39' description='WORKED_PRINCIPAL_TRADE' />
+ <value enum='40' description='BLOCK_TRADES' />
+ <value enum='41' description='NAME_CHANGE' />
+ <value enum='42' description='PORTFOLIO_TRANSFER' />
+ <value enum='43' description='PROROGATION_BUY' />
+ <value enum='44' description='PROROGATION_SELL' />
+ <value enum='45' description='OPTION_EXERCISE' />
+ <value enum='46' description='DELTA_NEUTRAL_TRANSACTION' />
+ <value enum='47' description='FINANCING_TRANSACTION' />
+ </field>
+ <field number='829' name='TrdSubType' type='INT'>
+ <value enum='0' description='CMTA' />
+ <value enum='1' description='INTERNAL_TRANSFER_OR_ADJUSTMENT' />
+ <value enum='2' description='EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT' />
+ <value enum='3' description='REJECT_FOR_SUBMITTING_SIDE' />
+ <value enum='4' description='ADVISORY_FOR_CONTRA_SIDE' />
+ <value enum='5' description='OFFSET_DUE_TO_AN_ALLOCATION' />
+ <value enum='6' description='ONSET_DUT_TO_AN_ALLOCATION' />
+ <value enum='7' description='DIFFERENTIAL_SPREAD' />
+ <value enum='8' description='IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT' />
+ <value enum='9' description='TRANSACTION_FROM_EXERCISE' />
+ <value enum='10' description='TRANSACTION_FROM_ASSIGNMENT' />
+ <value enum='11' description='ACATS' />
+ <value enum='14' description='AI' />
+ <value enum='15' description='B' />
+ <value enum='16' description='K' />
+ <value enum='17' description='LC' />
+ <value enum='18' description='M' />
+ <value enum='19' description='N' />
+ <value enum='20' description='NM' />
+ <value enum='21' description='NR' />
+ <value enum='22' description='P' />
+ <value enum='23' description='PA' />
+ <value enum='24' description='PC' />
+ <value enum='25' description='PN' />
+ <value enum='26' description='R' />
+ <value enum='27' description='RO' />
+ <value enum='28' description='RT' />
+ <value enum='29' description='SW' />
+ <value enum='30' description='T' />
+ <value enum='31' description='WN' />
+ <value enum='32' description='WT' />
+ </field>
+ <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='BASIS_POINTS' />
+ <value enum='2' description='TICKS' />
+ <value enum='3' description='PRICE_TIER' />
+ </field>
+ <field number='837' name='PegLimitType' type='INT'>
+ <value enum='0' description='OR_BETTER' />
+ <value enum='1' description='STRICT' />
+ <value enum='2' description='OR_WORSE' />
+ </field>
+ <field number='838' name='PegRoundDirection' type='INT'>
+ <value enum='1' description='MORE_AGGRESSIVE' />
+ <value enum='2' description='MORE_PASSIVE' />
+ </field>
+ <field number='839' name='PeggedPrice' type='PRICE' />
+ <field number='840' name='PegScope' type='INT'>
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ <value enum='4' description='NATIONAL_XXCLUDING_LOCAL' />
+ </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='BASIS_POINTS' />
+ <value enum='2' description='TICKS' />
+ <value enum='3' description='PRICE_TIER' />
+ </field>
+ <field number='843' name='DiscretionLimitType' type='INT'>
+ <value enum='0' description='OR_BETTER' />
+ <value enum='1' description='STRICT' />
+ <value enum='2' description='OR_WORSE' />
+ </field>
+ <field number='844' name='DiscretionRoundDirection' type='INT'>
+ <value enum='1' description='MORE_AGGRESSIVE' />
+ <value enum='2' description='MORE_PASSIVE' />
+ </field>
+ <field number='845' name='DiscretionPrice' type='PRICE' />
+ <field number='846' name='DiscretionScope' type='INT'>
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ <value enum='4' description='NATIONAL_EXCLUDING_LOCAL' />
+ </field>
+ <field number='847' name='TargetStrategy' type='INT'>
+ <value enum='1' description='VWAP' />
+ <value enum='2' description='PARTICIPATE' />
+ <value enum='3' description='MININIZE_MARKET_IMPACT' />
+ </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='ADDED_LIQUIDITY' />
+ <value enum='2' description='REMOVED_LIQUIDITY' />
+ <value enum='3' description='LIQUIDITY_ROUTED_OUT' />
+ </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='DEALER_SOLD_SHORT' />
+ <value enum='1' description='DEALER_SOLD_SHORT_EXEMPT' />
+ <value enum='2' description='SELLING_CUSTOMER_SOLD_SHORT' />
+ <value enum='3' description='SELLING_CUSTOMER_SOLD_SHORT_EXEMPT' />
+ <value enum='4' description='QUALIFIED_SERVICE_REPRESENTATIVE' />
+ <value enum='5' description='QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT' />
+ </field>
+ <field number='854' name='QtyType' type='INT'>
+ <value enum='0' description='UNITS' />
+ <value enum='1' description='CONTRACTS' />
+ <value enum='2' description='UNITS_OF_MEASURE_PER_TIME_UNIT' />
+ </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_1' />
+ <value enum='2' description='ACCEPT' />
+ <value enum='3' description='DECLINE' />
+ <value enum='4' description='ADDENDUM' />
+ <value enum='5' description='NO_WAS' />
+ <value enum='6' description='TRADE_REPORT_CANCEL' />
+ <value enum='7' description='7' />
+ <value enum='8' description='DEFAULTED' />
+ <value enum='9' description='INVALID_CMTA' />
+ <value enum='10' description='PENDED' />
+ <value enum='11' description='ALLEGED_NEW' />
+ <value enum='12' description='ALLEGED_ADDENDUM' />
+ <value enum='13' description='ALLEGED_NO_WAS' />
+ <value enum='14' description='ALLEGED_TRADE_REPORT_CANCEL' />
+ <value enum='15' description='ALLEGED_15' />
+ </field>
+ <field number='857' name='AllocNoOrdersType' type='INT'>
+ <value enum='0' description='NOT_SPECIFIED' />
+ <value enum='1' description='EXPLICIT_LIST_PROVIDED' />
+ </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='SINKING_FUND_CALL' />
+ <value enum='99' description='OTHER' />
+ <value enum='5' description='ACTIVATION' />
+ <value enum='6' description='INACTIVIATION' />
+ </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='ORIGINAL_ISSUE_DISCOUNT' />
+ <value enum='11' description='CALLABLE_PUTTABLE' />
+ <value enum='12' description='ESCROWED_TO_MATURITY' />
+ <value enum='13' description='ESCROWED_TO_REDEMPTION_DATE' />
+ <value enum='14' description='PRE_REFUNDED' />
+ <value enum='15' description='IN_DEFAULT' />
+ <value enum='16' description='UNRATED' />
+ <value enum='17' description='TAXABLE' />
+ <value enum='18' description='INDEXED' />
+ <value enum='19' description='SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX' />
+ <value enum='2' description='ZERO_COUPON' />
+ <value enum='20' description='ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE' />
+ <value enum='21' description='CALLABLE_BELOW_MATURITY_VALUE' />
+ <value enum='22' description='CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED' />
+ <value enum='3' description='INTEREST_BEARING' />
+ <value enum='4' description='NO_PERIODIC_PAYMENTS' />
+ <value enum='5' description='VARIABLE_RATE' />
+ <value enum='6' description='LESS_FEE_FOR_PUT' />
+ <value enum='7' description='STEPPED_COUPON' />
+ <value enum='8' description='COUPON_PERIOD' />
+ <value enum='9' description='WHEN_AND_IF_ISSUED' />
+ <value enum='99' description='TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE' />
+ </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='3' />
+ <value enum='2' description='4' />
+ <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='PER_UNIT' />
+ <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='TIME_WARNING' />
+ <value enum='3' description='MARGIN_DEFICIENCY' />
+ <value enum='4' description='MARGIN_EXCESS' />
+ <value enum='5' description='FORWARD_COLLATERAL_DEMAND' />
+ <value enum='6' description='EVENT_OF_DEFAULT' />
+ <value enum='7' description='ADVERSE_TAX_EVENT' />
+ </field>
+ <field number='896' name='CollInquiryQualifier' type='INT'>
+ <value enum='0' description='TRADE_DATE' />
+ <value enum='1' description='GC_INSTRUMENT' />
+ <value enum='2' description='COLLATERAL_INSTRUMENT' />
+ <value enum='3' description='SUBSTITUTION_ELIGIBLE' />
+ <value enum='4' description='NOT_ASSIGNED' />
+ <value enum='5' description='PARTIALLY_ASSIGNED' />
+ <value enum='6' description='FULLY_ASSIGNED' />
+ <value enum='7' description='OUTSTANDING_TRADES' />
+ </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='UNKNOWN_DEAL' />
+ <value enum='1' description='UNKNOWN_OR_INVALID_INSTRUMENT' />
+ <value enum='2' description='UNAUTHORIZED_TRANSACTION' />
+ <value enum='3' description='INSUFFICIENT_COLLATERAL' />
+ <value enum='4' description='INVALID_TYPE_OF_COLLATERAL' />
+ <value enum='5' description='EXCESSIVE_SUBSTITUTION' />
+ <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='PARTIALLY_ASSIGNED' />
+ <value enum='2' description='ASSIGNMENT_PROPOSED' />
+ <value enum='3' description='ASSIGNED' />
+ <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='VERSUS_PAYMENT_DELIVER' />
+ <value enum='1' description='FREE_DELIVER' />
+ <value enum='2' description='TRI_PARTY' />
+ <value enum='3' description='HOLD_IN_CUSTODY' />
+ </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='LOG_ON_USER' />
+ <value enum='2' description='LOG_OFF_USER' />
+ <value enum='3' description='CHANGE_PASSWORD_FOR_USER' />
+ <value enum='4' description='REQUEST_INDIVIDUAL_USER_STATUS' />
+ </field>
+ <field number='925' name='NewPassword' type='STRING' />
+ <field number='926' name='UserStatus' type='INT'>
+ <value enum='1' description='LOGGED_IN' />
+ <value enum='2' description='NOT_LOGGED_IN' />
+ <value enum='3' description='USER_NOT_RECOGNISED' />
+ <value enum='4' description='PASSWORD_INCORRECT' />
+ <value enum='5' description='PASSWORD_CHANGED' />
+ <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='NOT_CONNECTED_2' />
+ <value enum='3' description='NOT_CONNECTED_3' />
+ <value enum='4' description='IN_PROCESS' />
+ </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='STOP_SUBSCRIBING' />
+ <value enum='8' description='LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED' />
+ </field>
+ <field number='936' name='NoCompIDs' type='NUMINGROUP' />
+ <field number='937' name='NetworkStatusResponseType' type='INT'>
+ <value enum='1' description='FULL' />
+ <value enum='2' description='INCREMENTAL_UPDATE' />
+ </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' />
+ <value enum='3' description='ACCEPTED_WITH_ERRORS' />
+ </field>
+ <field number='940' name='AffirmStatus' type='INT'>
+ <value enum='1' description='RECEIVED' />
+ <value enum='2' description='CONFIRM_REJECTED_IE_NOT_AFFIRMED' />
+ <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='ACCEPTED_WITH_WARNINGS' />
+ <value enum='2' description='COMPLETED' />
+ <value enum='3' description='COMPLETED_WITH_WARNINGS' />
+ <value enum='4' description='REJECTED' />
+ </field>
+ <field number='946' name='CollInquiryResult' type='INT'>
+ <value enum='0' description='SUCCESSFUL' />
+ <value enum='1' description='INVALID_OR_UNKNOWN_INSTRUMENT' />
+ <value enum='2' description='INVALID_OR_UNKNOWN_COLLATERAL_TYPE' />
+ <value enum='3' description='INVALID_PARTIES' />
+ <value enum='4' description='INVALID_TRANSPORT_TYPE_REQUESTED' />
+ <value enum='5' description='INVALID_DESTINATION_REQUESTED' />
+ <value enum='6' description='NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED' />
+ <value enum='7' description='NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED' />
+ <value enum='8' description='COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED' />
+ <value enum='9' description='UNAUTHORIZED_FOR_COLLATERAL_INQUIRY' />
+ <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='957' name='NoStrategyParameters' type='NUMINGROUP' />
+ <field number='958' name='StrategyParameterName' type='STRING' />
+ <field number='959' name='StrategyParameterType' type='INT'>
+ <value enum='1' description='INT' />
+ <value enum='2' description='LENGTH' />
+ <value enum='3' description='NUMINGROUP' />
+ <value enum='4' description='SEQNUM' />
+ <value enum='5' description='TAGNUM' />
+ <value enum='6' description='FLOAT' />
+ <value enum='7' description='QTY' />
+ <value enum='8' description='PRICE' />
+ <value enum='9' description='PRICEOFFSET' />
+ <value enum='10' description='AMT' />
+ <value enum='11' description='PERCENTAGE' />
+ <value enum='12' description='CHAR' />
+ <value enum='13' description='BOOLEAN' />
+ <value enum='14' description='STRING' />
+ <value enum='15' description='MULTIPLECHARVALUE' />
+ <value enum='16' description='CURRENCY' />
+ <value enum='17' description='EXCHANGE' />
+ <value enum='18' description='MONTH_YEAR' />
+ <value enum='19' description='UTCTIMESTAMP' />
+ <value enum='20' description='UTCTIMEONLY' />
+ <value enum='21' description='LOCALMKTTIME' />
+ <value enum='22' description='UTCDATE' />
+ <value enum='23' description='DATA' />
+ <value enum='24' description='MULTIPLESTRINGVALUE' />
+ </field>
+ <field number='960' name='StrategyParameterValue' type='STRING' />
+ <field number='961' name='HostCrossID' type='STRING' />
+ <field number='962' name='SideTimeInForce' type='UTCTIMESTAMP' />
+ <field number='963' name='MDReportID' type='INT' />
+ <field number='964' name='SecurityReportID' type='INT' />
+ <field number='965' name='SecurityStatus' type='STRING'>
+ <value enum='1' description='ACTIVE' />
+ <value enum='2' description='INACTIVE' />
+ </field>
+ <field number='966' name='SettleOnOpenFlag' type='STRING' />
+ <field number='967' name='StrikeMultiplier' type='FLOAT' />
+ <field number='968' name='StrikeValue' type='FLOAT' />
+ <field number='969' name='MinPriceIncrement' type='FLOAT' />
+ <field number='970' name='PositionLimit' type='INT' />
+ <field number='971' name='NTPositionLimit' type='INT' />
+ <field number='972' name='UnderlyingAllocationPercent' type='PERCENTAGE' />
+ <field number='973' name='UnderlyingCashAmount' type='AMT' />
+ <field number='974' name='UnderlyingCashType' type='STRING'>
+ <value enum='FIXED' description='FIXED' />
+ <value enum='DIFF' description='DIFF' />
+ </field>
+ <field number='975' name='UnderlyingSettlementType' type='INT'>
+ <value enum='2' description='T_PLUS_1' />
+ <value enum='4' description='T_PLUS_3' />
+ <value enum='5' description='T_PLUS_4' />
+ </field>
+ <field number='976' name='QuantityDate' type='LOCALMKTDATE' />
+ <field number='977' name='ContIntRptID' type='STRING' />
+ <field number='978' name='LateIndicator' type='BOOLEAN' />
+ <field number='979' name='InputSource' type='STRING' />
+ <field number='980' name='SecurityUpdateAction' type='CHAR'>
+ <value enum='A' description='ADD' />
+ <value enum='D' description='DELETE' />
+ <value enum='M' description='MODIFY' />
+ </field>
+ <field number='981' name='NoExpiration' type='NUMINGROUP' />
+ <field number='982' name='ExpType' type='INT'>
+ <value enum='1' description='AUTO_EXERCISE' />
+ <value enum='2' description='NON_AUTO_EXERCISE' />
+ <value enum='3' description='FINAL_WILL_BE_EXERCISED' />
+ <value enum='4' description='CONTRARY_INTENTION' />
+ <value enum='5' description='DIFFERENCE' />
+ </field>
+ <field number='983' name='ExpQty' type='QTY' />
+ <field number='984' name='NoUnderlyingAmounts' type='NUMINGROUP' />
+ <field number='985' name='UnderlyingPayAmount' type='AMT' />
+ <field number='986' name='UnderlyingCollectAmount' type='AMT' />
+ <field number='987' name='UnderlyingSettlementDate' type='LOCALMKTDATE' />
+ <field number='988' name='UnderlyingSettlementStatus' type='STRING' />
+ <field number='989' name='SecondaryIndividualAllocID' type='STRING' />
+ <field number='990' name='LegReportID' type='STRING' />
+ <field number='991' name='RndPx' type='PRICE' />
+ <field number='992' name='IndividualAllocType' type='INT'>
+ <value enum='1' description='SUB_ALLOCATE' />
+ <value enum='2' description='THIRD_PARTY_ALLOCATION' />
+ </field>
+ <field number='993' name='AllocCustomerCapacity' type='STRING' />
+ <field number='994' name='TierCode' type='STRING' />
+ <field number='996' name='UnitOfMeasure' type='STRING'>
+ <value enum='MWh' description='MEGAWATT_HOURS' />
+ <value enum='MMBtu' description='ONE_MILLION_BTU' />
+ <value enum='Bbl' description='BARRELS' />
+ <value enum='Gal' description='GALLONS' />
+ <value enum='t' description='METRIC_TONS' />
+ <value enum='tn' description='TONS' />
+ <value enum='MMbbl' description='MILLION_BARRELS' />
+ <value enum='lbs' description='POUNDS' />
+ <value enum='oz_tr' description='TROY_OUNCES' />
+ <value enum='USD' description='US_DOLLARS' />
+ <value enum='Bcf' description='BILLION_CUBIC_FEET' />
+ <value enum='Bu' description='BUSHELS' />
+ </field>
+ <field number='997' name='TimeUnit' type='STRING'>
+ <value enum='S' description='SECOND' />
+ <value enum='Min' description='MINUTE' />
+ <value enum='H' description='HOUR' />
+ <value enum='D' description='DAY' />
+ <value enum='Wk' description='WEEK' />
+ <value enum='Mo' description='MONTH' />
+ <value enum='Yr' description='YEAR' />
+ </field>
+ <field number='998' name='UnderlyingUnitOfMeasure' type='STRING' />
+ <field number='999' name='LegUnitOfMeasure' type='STRING' />
+ <field number='1000' name='UnderlyingTimeUnit' type='STRING' />
+ <field number='1001' name='LegTimeUnit' type='STRING' />
+ <field number='1002' name='AllocMethod' type='INT'>
+ <value enum='1' description='AUTOMATIC' />
+ <value enum='2' description='GUARANTOR' />
+ <value enum='3' description='MANUAL' />
+ </field>
+ <field number='1003' name='TradeID' type='STRING' />
+ <field number='1005' name='SideTradeReportID' type='STRING' />
+ <field number='1006' name='SideFillStationCd' type='STRING' />
+ <field number='1007' name='SideReasonCd' type='STRING' />
+ <field number='1008' name='SideTrdSubTyp' type='INT'>
+ <value enum='0' description='CMTA' />
+ <value enum='1' description='INTERNAL_TRANSFER' />
+ <value enum='2' description='EXTERNAL_TRANSFER' />
+ <value enum='3' description='REJECT_FOR_SUBMITTING_TRADE' />
+ <value enum='4' description='ADVISORY_FOR_CONTRA_SIDE' />
+ <value enum='5' description='OFFSET_DUE_TO_AN_ALLOCATION' />
+ <value enum='6' description='ONSET_DUE_TO_AN_ALLOCATION' />
+ <value enum='7' description='DIFFERENTIAL_SPREAD' />
+ <value enum='8' description='IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT' />
+ <value enum='9' description='TRANSACTION_FROM_EXERCISE' />
+ <value enum='10' description='TRANSACTION_FROM_ASSIGNMENT' />
+ </field>
+ <field number='1009' name='SideQty' type='INT' />
+ <field number='1011' name='MessageEventSource' type='STRING' />
+ <field number='1012' name='SideTrdRegTimestamp' type='UTCTIMESTAMP' />
+ <field number='1013' name='SideTrdRegTimestampType' type='INT' />
+ <field number='1014' name='SideTrdRegTimestampSrc' type='STRING' />
+ <field number='1015' name='AsOfIndicator' type='CHAR'>
+ <value enum='0' description='FALSE' />
+ <value enum='1' description='TRUE' />
+ </field>
+ <field number='1016' name='NoSideTrdRegTS' type='NUMINGROUP' />
+ <field number='1017' name='LegOptionRatio' type='FLOAT' />
+ <field number='1018' name='NoInstrumentParties' type='NUMINGROUP' />
+ <field number='1019' name='InstrumentPartyID' type='STRING' />
+ <field number='1020' name='TradeVolume' type='QTY' />
+ <field number='1021' name='MDBookType' type='INT'>
+ <value enum='1' description='TOP_OF_BOOK' />
+ <value enum='2' description='PRICE_DEPTH' />
+ <value enum='3' description='ORDER_DEPTH' />
+ </field>
+ <field number='1022' name='MDFeedType' type='STRING' />
+ <field number='1023' name='MDPriceLevel' type='INT' />
+ <field number='1024' name='MDOriginType' type='INT'>
+ <value enum='0' description='BOOK' />
+ <value enum='1' description='OFF_BOOK' />
+ <value enum='2' description='CROSS' />
+ </field>
+ <field number='1025' name='FirstPx' type='PRICE' />
+ <field number='1026' name='MDEntrySpotRate' type='FLOAT' />
+ <field number='1027' name='MDEntryForwardPoints' type='PRICEOFFSET' />
+ <field number='1028' name='ManualOrderIndicator' type='BOOLEAN' />
+ <field number='1029' name='CustDirectedOrder' type='BOOLEAN' />
+ <field number='1030' name='ReceivedDeptID' type='STRING' />
+ <field number='1031' name='CustOrderHandlingInst' type='MULTIPLESTRINGVALUE'>
+ <value enum='ADD' description='ADD_ON_ORDER' />
+ <value enum='AON' description='ALL_OR_NONE' />
+ <value enum='CNH' description='CASH_NOT_HELD' />
+ <value enum='DIR' description='DIRECTED_ORDER' />
+ <value enum='E.W' description='EXCHANGE_FOR_PHYSICAL_TRANSACTION' />
+ <value enum='FOK' description='FILL_OR_KILL' />
+ <value enum='IO' description='IMBALANCE_ONLY' />
+ <value enum='IOC' description='IMMEDIATE_OR_CANCEL' />
+ <value enum='LOO' description='LIMIT_ON_OPEN' />
+ <value enum='LOC' description='LIMIT_ON_CLOSE' />
+ <value enum='MAO' description='MARKET_AT_OPEN' />
+ <value enum='MAC' description='MARKET_AT_CLOSE' />
+ <value enum='MOO' description='MARKET_ON_OPEN' />
+ <value enum='MOC' description='MARKET_ON_CLOSE' />
+ <value enum='MQT' description='MINIMUM_QUANTITY' />
+ <value enum='NH' description='NOT_HELD' />
+ <value enum='OVD' description='OVER_THE_DAY' />
+ <value enum='PEG' description='PEGGED' />
+ <value enum='RSV' description='RESERVE_SIZE_ORDER' />
+ <value enum='S.W' description='STOP_STOCK_TRANSACTION' />
+ <value enum='SCL' description='SCALE' />
+ <value enum='TMO' description='TIME_ORDER' />
+ <value enum='TS' description='TRAILING_STOP' />
+ <value enum='WRK' description='WORK' />
+ </field>
+ <field number='1032' name='OrderHandlingInstSource' type='INT'>
+ <value enum='1' description='NASD_OATS' />
+ </field>
+ <field number='1033' name='DeskType' type='STRING'>
+ <value enum='A' description='AGENCY' />
+ <value enum='AR' description='ARBITRAGE' />
+ <value enum='D' description='DERIVATIVES' />
+ <value enum='IN' description='INTERNATIONAL' />
+ <value enum='IS' description='INSTITUTIONAL' />
+ <value enum='O' description='OTHER' />
+ <value enum='PF' description='PREFERRED_TRADING' />
+ <value enum='PR' description='PROPRIETARY' />
+ <value enum='PT' description='PROGRAM_TRADING' />
+ <value enum='S' description='SALES' />
+ <value enum='T' description='TRADING' />
+ </field>
+ <field number='1034' name='DeskTypeSource' type='INT'>
+ <value enum='1' description='NASD_OATS' />
+ </field>
+ <field number='1035' name='DeskOrderHandlingInst' type='MULTIPLESTRINGVALUE'>
+ <value enum='ADD' description='ADD_ON_ORDER' />
+ <value enum='AON' description='ALL_OR_NONE' />
+ <value enum='CNH' description='CASH_NOT_HELD' />
+ <value enum='DIR' description='DIRECTED_ORDER' />
+ <value enum='E.W' description='EXCHANGE_FOR_PHYSICAL_TRANSACTION' />
+ <value enum='FOK' description='FILL_OR_KILL' />
+ <value enum='IO' description='IMBALANCE_ONLY' />
+ <value enum='IOC' description='IMMEDIATE_OR_CANCEL' />
+ <value enum='LOO' description='LIMIT_ON_OPEN' />
+ <value enum='LOC' description='LIMIT_ON_CLOSE' />
+ <value enum='MAO' description='MARKET_AT_OPEN' />
+ <value enum='MAC' description='MARKET_AT_CLOSE' />
+ <value enum='MOO' description='MARKET_ON_OPEN' />
+ <value enum='MOC' description='MARKET_ON_CLOSE' />
+ <value enum='MQT' description='MINIMUM_QUANTITY' />
+ <value enum='NH' description='NOT_HELD' />
+ <value enum='OVD' description='OVER_THE_DAY' />
+ <value enum='PEG' description='PEGGED' />
+ <value enum='RSV' description='RESERVE_SIZE_ORDER' />
+ <value enum='S.W' description='STOP_STOCK_TRANSACTION' />
+ <value enum='SCL' description='SCALE' />
+ <value enum='TMO' description='TIME_ORDER' />
+ <value enum='TS' description='TRAILING_STOP' />
+ <value enum='WRK' description='WORK' />
+ </field>
+ <field number='1036' name='ExecAckStatus' type='CHAR'>
+ <value enum='0' description='RECEIVED_NOT_YET_PROCESSED' />
+ <value enum='1' description='ACCEPTED' />
+ <value enum='2' description='DONT_KNOW' />
+ </field>
+ <field number='1037' name='UnderlyingDeliveryAmount' type='AMT' />
+ <field number='1038' name='UnderlyingCapValue' type='AMT' />
+ <field number='1039' name='UnderlyingSettlMethod' type='STRING' />
+ <field number='1040' name='SecondaryTradeID' type='STRING' />
+ <field number='1041' name='FirmTradeID' type='STRING' />
+ <field number='1042' name='SecondaryFirmTradeID' type='STRING' />
+ <field number='1043' name='CollApplType' type='INT'>
+ <value enum='0' description='SPECIFIC_DEPOSIT' />
+ <value enum='1' description='GENERAL' />
+ </field>
+ <field number='1044' name='UnderlyingAdjustedQuantity' type='QTY' />
+ <field number='1045' name='UnderlyingFXRate' type='FLOAT' />
+ <field number='1046' name='UnderlyingFXRateCalc' type='CHAR'>
+ <value enum='M' description='MULTIPLY' />
+ <value enum='D' description='DIVIDE' />
+ </field>
+ <field number='1047' name='AllocPositionEffect' type='CHAR'>
+ <value enum='O' description='OPEN' />
+ <value enum='C' description='CLOSE' />
+ <value enum='R' description='ROLLED' />
+ <value enum='F' description='FIFO' />
+ </field>
+ <field number='1048' name='DealingCapacity' type='PRICEOFFSET' />
+ <field number='1049' name='InstrmtAssignmentMethod' type='CHAR' />
+ <field number='1050' name='InstrumentPartyIDSource' type='CHAR' />
+ <field number='1051' name='InstrumentPartyRole' type='INT' />
+ <field number='1052' name='NoInstrumentPartySubIDs' type='NUMINGROUP' />
+ <field number='1053' name='InstrumentPartySubID' type='STRING' />
+ <field number='1054' name='InstrumentPartySubIDType' type='INT' />
+ <field number='1055' name='PositionCurrency' type='STRING' />
+ <field number='1056' name='CalculatedCcyLastQty' type='QTY' />
+ <field number='1057' name='AggressorIndicator' type='BOOLEAN'>
+ <value enum='Y' description='YES' />
+ <value enum='N' description='NO' />
+ </field>
+ <field number='1058' name='NoUndlyInstrumentParties' type='NUMINGROUP' />
+ <field number='1059' name='UndlyInstrumentPartyID' type='STRING' />
+ <field number='1060' name='UndlyInstrumentPartyIDSource' type='CHAR' />
+ <field number='1061' name='UndlyInstrumentPartyRole' type='INT' />
+ <field number='1062' name='NoUndlyInstrumentPartySubIDs' type='NUMINGROUP' />
+ <field number='1063' name='UndlyInstrumentPartySubID' type='STRING' />
+ <field number='1064' name='UndlyInstrumentPartySubIDType' type='INT' />
+ <field number='1065' name='BidSwapPoints' type='PRICEOFFSET' />
+ <field number='1066' name='OfferSwapPoints' type='PRICEOFFSET' />
+ <field number='1067' name='LegBidForwardPoints' type='PRICEOFFSET' />
+ <field number='1068' name='LegOfferForwardPoints' type='PRICEOFFSET' />
+ <field number='1069' name='SwapPoints' type='PRICEOFFSET' />
+ <field number='1070' name='MDQuoteType' type='INT'>
+ <value enum='0' description='INDICATIVE' />
+ <value enum='1' description='TRADEABLE' />
+ <value enum='2' description='RESTRICTED_TRADEABLE' />
+ <value enum='3' description='COUNTER' />
+ <value enum='4' description='INDICATIVE_AND_TRADEABLE' />
+ </field>
+ <field number='1071' name='LastSwapPoints' type='PRICEOFFSET' />
+ <field number='1072' name='SideGrossTradeAmt' type='AMT' />
+ <field number='1073' name='LegLastForwardPoints' type='PRICEOFFSET' />
+ <field number='1074' name='LegCalculatedCcyLastQty' type='QTY' />
+ <field number='1075' name='LegGrossTradeAmt' type='AMT' />
+ <field number='1079' name='MaturityTime' type='TZTIMEONLY' />
+ <field number='1080' name='RefOrderID' type='STRING' />
+ <field number='1081' name='RefOrderIDSource' type='CHAR'>
+ <value enum='0' description='SECONDARYORDEID' />
+ <value enum='1' description='ORDEID' />
+ <value enum='2' description='MENTRYID' />
+ <value enum='3' description='QUOTENTRYID' />
+ </field>
+ <field number='1082' name='SecondaryDisplayQty' type='QTY' />
+ <field number='1083' name='DisplayWhen' type='CHAR'>
+ <value enum='1' description='IMMEDIATE' />
+ <value enum='2' description='EXHAUST' />
+ </field>
+ <field number='1084' name='DisplayMethod' type='CHAR'>
+ <value enum='1' description='INITIAL' />
+ <value enum='2' description='NEW' />
+ <value enum='3' description='RANDOM' />
+ </field>
+ <field number='1085' name='DisplayLowQty' type='QTY' />
+ <field number='1086' name='DisplayHighQty' type='QTY' />
+ <field number='1087' name='DisplayMinIncr' type='QTY' />
+ <field number='1088' name='RefreshQty' type='QTY' />
+ <field number='1089' name='MatchIncrement' type='QTY' />
+ <field number='1090' name='MaxPriceLevels' type='INT' />
+ <field number='1091' name='PreTradeAnonymity' type='BOOLEAN' />
+ <field number='1092' name='PriceProtectionScope' type='CHAR'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ </field>
+ <field number='1093' name='LotType' type='CHAR'>
+ <value enum='1' description='ODD_LOT' />
+ <value enum='2' description='ROUND_LOT' />
+ <value enum='3' description='BLOCK_LOT' />
+ </field>
+ <field number='1094' name='PegPriceType' type='INT'>
+ <value enum='1' description='LAST_PEG' />
+ <value enum='2' description='MID_PRICE_PEG' />
+ <value enum='3' description='OPENING_PEG' />
+ <value enum='4' description='MARKET_PEG' />
+ <value enum='5' description='PRIMARY_PEG' />
+ <value enum='6' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' />
+ <value enum='7' description='PEG_TO_VWAP' />
+ <value enum='8' description='TRAILING_STOP_PEG' />
+ <value enum='9' description='PEG_TO_LIMIT_PRICE' />
+ </field>
+ <field number='1095' name='PeggedRefPrice' type='PRICE' />
+ <field number='1096' name='PegSecurityIDSource' type='STRING' />
+ <field number='1097' name='PegSecurityID' type='STRING' />
+ <field number='1098' name='PegSymbol' type='STRING' />
+ <field number='1099' name='PegSecurityDesc' type='STRING' />
+ <field number='1100' name='TriggerType' type='CHAR'>
+ <value enum='1' description='PARTIAL_EXECUTION' />
+ <value enum='2' description='SPECIFIED_TRADING_SESSION' />
+ <value enum='3' description='NEXT_AUCTION' />
+ <value enum='4' description='PRICE_MOVEMENT' />
+ </field>
+ <field number='1101' name='TriggerAction' type='CHAR'>
+ <value enum='1' description='ACTIVATE' />
+ <value enum='2' description='MODIFY' />
+ <value enum='3' description='CANCEL' />
+ </field>
+ <field number='1102' name='TriggerPrice' type='PRICE' />
+ <field number='1103' name='TriggerSymbol' type='STRING' />
+ <field number='1104' name='TriggerSecurityID' type='STRING' />
+ <field number='1105' name='TriggerSecurityIDSource' type='STRING' />
+ <field number='1106' name='TriggerSecurityDesc' type='STRING' />
+ <field number='1107' name='TriggerPriceType' type='CHAR'>
+ <value enum='1' description='BEST_OFFER' />
+ <value enum='2' description='LAST_TRADE' />
+ <value enum='3' description='BEST_BID' />
+ <value enum='4' description='BEST_BID_OR_LAST_TRADE' />
+ <value enum='5' description='BEST_OFFER_OR_LAST_TRADE' />
+ <value enum='6' description='BEST_MID' />
+ </field>
+ <field number='1108' name='TriggerPriceTypeScope' type='CHAR'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ </field>
+ <field number='1109' name='TriggerPriceDirection' type='CHAR'>
+ <value enum='U' description='TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE' />
+ <value enum='D' description='TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE' />
+ </field>
+ <field number='1110' name='TriggerNewPrice' type='PRICE' />
+ <field number='1111' name='TriggerOrderType' type='CHAR'>
+ <value enum='1' description='MARKET' />
+ <value enum='2' description='LIMIT' />
+ </field>
+ <field number='1112' name='TriggerNewQty' type='QTY' />
+ <field number='1113' name='TriggerTradingSessionID' type='STRING' />
+ <field number='1114' name='TriggerTradingSessionSubID' type='STRING' />
+ <field number='1115' name='OrderCategory' type='CHAR'>
+ <value enum='1' description='ORDER' />
+ <value enum='2' description='QUOTE' />
+ <value enum='3' description='PRIVATELY_NEGOTIATED_TRADE' />
+ <value enum='4' description='MULTILEG_ORDER' />
+ <value enum='5' description='LINKED_ORDER' />
+ <value enum='6' description='QUOTE_REQUEST' />
+ <value enum='7' description='IMPLIED_ORDER' />
+ <value enum='8' description='CROSS_ORDER' />
+ </field>
+ <field number='1116' name='NoRootPartyIDs' type='NUMINGROUP' />
+ <field number='1117' name='RootPartyID' type='STRING' />
+ <field number='1118' name='RootPartyIDSource' type='CHAR' />
+ <field number='1119' name='RootPartyRole' type='INT' />
+ <field number='1120' name='NoRootPartySubIDs' type='NUMINGROUP' />
+ <field number='1121' name='RootPartySubID' type='STRING' />
+ <field number='1122' name='RootPartySubIDType' type='INT' />
+ <field number='1123' name='TradeHandlingInstr' type='CHAR'>
+ <value enum='0' description='TRADE_CONFIRMATION' />
+ <value enum='1' description='TWO_PARTY_REPORT' />
+ <value enum='2' description='ONE_PARTY_REPORT_FOR_MATCHING' />
+ <value enum='3' description='ONE_PARTY_REPORT_FOR_PASS_THROUGH' />
+ <value enum='4' description='AUTOMATED_FLOOR_ORDER_ROUTING' />
+ </field>
+ <field number='1124' name='OrigTradeHandlingInstr' type='CHAR' />
+ <field number='1125' name='OrigTradeDate' type='LOCALMKTDATE' />
+ <field number='1126' name='OrigTradeID' type='STRING' />
+ <field number='1127' name='OrigSecondaryTradeID' type='STRING' />
+ <field number='1128' name='ApplVerID' type='STRING'>
+ <value enum='0' description='FIX27' />
+ <value enum='1' description='FIX30' />
+ <value enum='2' description='FIX40' />
+ <value enum='3' description='FIX41' />
+ <value enum='4' description='FIX42' />
+ <value enum='5' description='FIX43' />
+ <value enum='6' description='FIX44' />
+ <value enum='7' description='FIX50' />
+ </field>
+ <field number='1129' name='CstmApplVerID' type='STRING' />
+ <field number='1130' name='RefApplVerID' type='STRING' />
+ <field number='1131' name='RefCstmApplVerID' type='STRING' />
+ <field number='1132' name='TZTransactTime' type='TZTIMESTAMP' />
+ <field number='1133' name='ExDestinationIDSource' type='CHAR'>
+ <value enum='B' description='BIC' />
+ <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' />
+ <value enum='D' description='PROPRIETARY' />
+ <value enum='E' description='ISO_COUNTRY_CODE' />
+ <value enum='G' description='MIC' />
+ </field>
+ <field number='1134' name='ReportedPxDiff' type='BOOLEAN' />
+ <field number='1135' name='RptSys' type='STRING' />
+ <field number='1136' name='AllocClearingFeeIndicator' type='STRING' />
+ <field number='1137' name='DefaultApplVerID' type='STRING' />
+ <field number='1138' name='DisplayQty' type='QTY' />
+ <field number='1139' name='ExchangeSpecialInstructions' type='STRING' />
+ </fields>
+</fix> \ No newline at end of file
diff --git a/fix/FIX50SP1.xml b/fix/FIX50SP1.xml
new file mode 100644
index 0000000000..6bde1468d7
--- /dev/null
+++ b/fix/FIX50SP1.xml
@@ -0,0 +1,9629 @@
+<fix major='5' type='FIX' servicepack='1' minor='0'>
+ <header />
+ <messages>
+ <message name='IOI' msgcat='app' msgtype='6'>
+ <field name='IOIID' required='Y' />
+ <field name='IOITransType' required='Y' />
+ <field name='IOIRefID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='IOIQty' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='InstrmtLegIOIGrp' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='IOIQltyInd' required='N' />
+ <field name='IOINaturalFlag' required='N' />
+ <component name='IOIQualGrp' required='N' />
+ <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' />
+ <component name='RoutingGrp' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='Advertisement' msgcat='app' msgtype='7'>
+ <field name='AdvId' required='Y' />
+ <field name='AdvTransType' required='Y' />
+ <field name='AdvRefID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='AdvSide' required='Y' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='URLLink' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </message>
+ <message name='ExecutionReport' msgcat='app' msgtype='8'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='QuoteRespID' required='N' />
+ <field name='OrdStatusReqID' required='N' />
+ <field name='MassStatusReqID' required='N' />
+ <field name='TotNumReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <component name='ContraGrp' required='N' />
+ <field name='ListID' required='N' />
+ <field name='CrossID' required='N' />
+ <field name='OrigCrossID' required='N' />
+ <field name='CrossType' required='N' />
+ <field name='ExecID' required='Y' />
+ <field name='ExecRefID' required='N' />
+ <field name='ExecType' required='Y' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='OrdRejReason' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='PeggedPrice' required='N' />
+ <field name='DiscretionPrice' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='TargetStrategyPerformance' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='LastQty' required='N' />
+ <field name='UnderlyingLastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='UnderlyingLastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <field name='LastCapacity' required='N' />
+ <field name='LeavesQty' required='Y' />
+ <field name='CumQty' required='Y' />
+ <field name='AvgPx' required='N' />
+ <field name='DayOrderQty' required='N' />
+ <field name='DayCumQty' required='N' />
+ <field name='DayAvgPx' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='ReportToExch' required='N' />
+ <component name='CommissionData' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='TradedFlatSwitch' required='N' />
+ <field name='BasisFeatureDate' required='N' />
+ <field name='BasisFeaturePrice' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='MaxShow' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='LastForwardPoints2' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='ExecValuationPoint' required='N' />
+ <field name='ExecPriceType' required='N' />
+ <field name='ExecPriceAdjustment' required='N' />
+ <field name='PriorityIndicator' required='N' />
+ <field name='PriceImprovement' required='N' />
+ <field name='LastLiquidityInd' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='InstrmtLegExecGrp' required='N' />
+ <field name='CopyMsgIndicator' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='HostCrossID' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='OrderCategory' required='N' />
+ <field name='LotType' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PeggedRefPrice' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='Volatility' required='N' />
+ <field name='TimeToExpiration' required='N' />
+ <field name='RiskFreeRate' required='N' />
+ <field name='PriceDelta' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='TotNoFills' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='FillsGrp' required='N' />
+ <field name='DividendYield' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='OrderCancelReject' msgcat='app' msgtype='9'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='ListID' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='CxlRejResponseTo' required='Y' />
+ <field name='CxlRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='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' />
+ <component name='RoutingGrp' required='N' />
+ <component name='InstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='LinesOfTextGrp' required='Y' />
+ <field name='URLLink' required='N' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
+ <component name='ApplicationSequenceControl' 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' />
+ <component name='RoutingGrp' required='N' />
+ <component name='InstrmtGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <component name='LinesOfTextGrp' required='Y' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
+ </message>
+ <message name='NewOrderSingle' msgcat='app' msgtype='D'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='Side' required='Y' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='NewOrderList' msgcat='app' msgtype='E'>
+ <field name='ListID' required='Y' />
+ <field name='BidID' required='N' />
+ <field name='ClientBidID' required='N' />
+ <field name='ProgRptReqs' required='N' />
+ <field name='BidType' required='Y' />
+ <field name='ProgPeriodInterval' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='ListExecInstType' required='N' />
+ <field name='ListExecInst' required='N' />
+ <field name='EncodedListExecInstLen' required='N' />
+ <field name='EncodedListExecInst' required='N' />
+ <field name='AllowableOneSidednessPct' required='N' />
+ <field name='AllowableOneSidednessValue' required='N' />
+ <field name='AllowableOneSidednessCurr' required='N' />
+ <field name='TotNoOrders' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='ListOrdGrp' required='Y' />
+ <component name='RootParties' required='N' />
+ <field name='ContingencyType' required='N' />
+ </message>
+ <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
+ <field name='OrigClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='ListID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='ComplianceID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
+ <field name='OrderID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='ListID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='OrdStatusReqID' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ </message>
+ <message name='AllocationInstruction' msgcat='app' msgtype='J'>
+ <field name='AllocID' required='Y' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocType' required='Y' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='RndPx' required='N' />
+ </message>
+ <message name='ListCancelRequest' msgcat='app' msgtype='K'>
+ <field name='ListID' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='ListExecute' msgcat='app' msgtype='L'>
+ <field name='ListID' required='Y' />
+ <field name='ClientBidID' required='N' />
+ <field name='BidID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ListStatusRequest' msgcat='app' msgtype='M'>
+ <field name='ListID' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ListStatus' msgcat='app' msgtype='N'>
+ <field name='ListID' required='Y' />
+ <field name='ListStatusType' required='Y' />
+ <field name='NoRpts' required='Y' />
+ <field name='ListOrderStatus' required='Y' />
+ <field name='RptSeq' required='Y' />
+ <field name='ListStatusText' required='N' />
+ <field name='EncodedListStatusTextLen' required='N' />
+ <field name='EncodedListStatusText' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TotNoOrders' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='OrdListStatGrp' required='Y' />
+ <field name='ContingencyType' required='N' />
+ <field name='ListRejectReason' required='N' />
+ </message>
+ <message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
+ <field name='AllocID' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='AllocStatus' required='Y' />
+ <field name='AllocRejCode' required='N' />
+ <field name='AllocType' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='AllocAckGrp' required='N' />
+ </message>
+ <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ExecID' required='Y' />
+ <field name='DKReason' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='QuoteRequest' msgcat='app' msgtype='R'>
+ <field name='QuoteReqID' required='Y' />
+ <field name='RFQReqID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <component name='QuotReqGrp' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <field name='RespondentType' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ </message>
+ <message name='Quote' msgcat='app' msgtype='S'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='Y' />
+ <field name='QuoteRespID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotGrp' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='CommType' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='BidSwapPoints' required='N' />
+ <field name='OfferSwapPoints' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <field name='MinQty' required='N' />
+ </message>
+ <message name='SettlementInstructions' msgcat='app' msgtype='T'>
+ <field name='SettlInstMsgID' required='Y' />
+ <field name='SettlInstReqID' required='N' />
+ <field name='SettlInstMode' required='Y' />
+ <field name='SettlInstReqRejCode' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='SettlInstGrp' required='N' />
+ </message>
+ <message name='MarketDataRequest' msgcat='app' msgtype='V'>
+ <field name='MDReqID' required='Y' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='MarketDepth' required='Y' />
+ <field name='MDUpdateType' required='N' />
+ <field name='AggregatedBook' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='Scope' required='N' />
+ <field name='MDImplicitDelete' required='N' />
+ <component name='MDReqGrp' required='Y' />
+ <component name='InstrmtMDReqGrp' required='Y' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ApplQueueAction' required='N' />
+ <field name='ApplQueueMax' required='N' />
+ <field name='MDQuoteType' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
+ <field name='MDReqID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='NetChgPrevDay' required='N' />
+ <component name='MDFullGrp' required='Y' />
+ <field name='ApplQueueDepth' required='N' />
+ <field name='ApplQueueResolution' required='N' />
+ <field name='MDReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='MDBookType' required='N' />
+ <field name='MDFeedType' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='RoutingGrp' required='N' />
+ <field name='MDSubBookType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='TotNumReports' required='N' />
+ <field name='RefreshIndicator' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
+ <field name='MDReqID' required='N' />
+ <component name='MDIncGrp' required='Y' />
+ <field name='ApplQueueDepth' required='N' />
+ <field name='ApplQueueResolution' required='N' />
+ <field name='MDBookType' required='N' />
+ <field name='MDFeedType' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='RoutingGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
+ <field name='MDReqID' required='Y' />
+ <field name='MDReqRejReason' required='N' />
+ <component name='MDRjctGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='QuoteCancel' msgcat='app' msgtype='Z'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteCancelType' required='Y' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='QuotCxlEntriesGrp' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ </message>
+ <message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
+ <field name='QuoteStatusReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ </message>
+ <message name='MassQuoteAcknowledgement' msgcat='app' msgtype='b'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteStatus' required='Y' />
+ <field name='QuoteRejectReason' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='QuotSetAckGrp' required='N' />
+ <field name='QuoteCancelType' required='N' />
+ </message>
+ <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityRequestType' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='ExpirationCycle' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='SecurityDefinition' msgcat='app' msgtype='d'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityResponseType' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='SecurityReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='CorporateAction' required='N' />
+ <component name='MarketSegmentGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
+ <field name='SecurityStatusReqID' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='SecurityStatus' msgcat='app' msgtype='f'>
+ <field name='SecurityStatusReqID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='SecurityTradingStatus' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='HaltReasonChar' required='N' />
+ <field name='InViewOfCommon' required='N' />
+ <field name='DueToRelated' required='N' />
+ <field name='BuyVolume' required='N' />
+ <field name='SellVolume' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Adjustment' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='FirstPx' required='N' />
+ <field name='SecurityTradingEvent' required='N' />
+ <field name='MDBookType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
+ <field name='TradSesReqID' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='SecurityExchange' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='TradingSessionStatus' msgcat='app' msgtype='h'>
+ <field name='TradSesReqID' required='N' />
+ <field name='TradingSessionID' required='Y' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='TradSesStatus' required='Y' />
+ <field name='TradSesStatusRejReason' required='N' />
+ <field name='TradSesStartTime' required='N' />
+ <field name='TradSesOpenTime' required='N' />
+ <field name='TradSesPreCloseTime' required='N' />
+ <field name='TradSesCloseTime' required='N' />
+ <field name='TradSesEndTime' required='N' />
+ <field name='TotalVolumeTraded' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradSesEvent' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='MassQuote' msgcat='app' msgtype='i'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='Y' />
+ <field name='QuoteType' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DefBidSize' required='N' />
+ <field name='DefOfferSize' required='N' />
+ <component name='QuotSetGrp' required='Y' />
+ </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' />
+ <field name='RefApplVerID' required='N' />
+ <field name='RefApplExtID' required='N' />
+ <field name='RefCstmApplVerID' 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' />
+ <component name='BidDescReqGrp' required='N' />
+ <component name='BidCompReqGrp' required='N' />
+ <field name='LiquidityIndType' required='N' />
+ <field name='WtAverageLiquidity' required='N' />
+ <field name='ExchangeForPhysical' required='N' />
+ <field name='OutMainCntryUIndex' required='N' />
+ <field name='CrossPercent' required='N' />
+ <field name='ProgRptReqs' required='N' />
+ <field name='ProgPeriodInterval' required='N' />
+ <field name='IncTaxInd' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='NumBidders' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='BidTradeType' required='Y' />
+ <field name='BasisPxType' required='Y' />
+ <field name='StrikeTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='BidResponse' msgcat='app' msgtype='l'>
+ <field name='BidID' required='N' />
+ <field name='ClientBidID' required='N' />
+ <component name='BidCompRspGrp' required='Y' />
+ </message>
+ <message name='ListStrikePrice' msgcat='app' msgtype='m'>
+ <field name='ListID' required='Y' />
+ <field name='TotNoStrikes' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='InstrmtStrkPxGrp' required='Y' />
+ </message>
+ <message name='RegistrationInstructions' msgcat='app' msgtype='o'>
+ <field name='RegistID' required='Y' />
+ <field name='RegistTransType' required='Y' />
+ <field name='RegistRefID' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='RegistAcctType' required='N' />
+ <field name='TaxAdvantageType' required='N' />
+ <field name='OwnershipType' required='N' />
+ <component name='RgstDtlsGrp' required='N' />
+ <component name='RgstDistInstGrp' required='N' />
+ </message>
+ <message name='RegistrationInstructionsResponse' msgcat='app' msgtype='p'>
+ <field name='RegistID' required='Y' />
+ <field name='RegistTransType' required='Y' />
+ <field name='RegistRefID' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='RegistStatus' required='Y' />
+ <field name='RegistRejReasonCode' required='N' />
+ <field name='RegistRejReasonText' required='N' />
+ </message>
+ <message name='OrderMassCancelRequest' msgcat='app' msgtype='q'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='MassCancelRequestType' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='OrderMassCancelReport' msgcat='app' msgtype='r'>
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='MassCancelRequestType' required='Y' />
+ <field name='MassCancelResponse' required='Y' />
+ <field name='MassCancelRejectReason' required='N' />
+ <field name='TotalAffectedOrders' required='N' />
+ <component name='AffectedOrdGrp' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ <field name='MassActionReportID' required='Y' />
+ <component name='NotAffectedOrdersGrp' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='NewOrderCross' msgcat='app' msgtype='s'>
+ <field name='CrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdModGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='CrossOrderCancelReplaceRequest' msgcat='app' msgtype='t'>
+ <field name='OrderID' required='N' />
+ <field name='CrossID' required='Y' />
+ <field name='OrigCrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdModGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='HostCrossID' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='CrossOrderCancelRequest' msgcat='app' msgtype='u'>
+ <field name='OrderID' required='N' />
+ <field name='CrossID' required='Y' />
+ <field name='OrigCrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdCxlGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='HostCrossID' required='N' />
+ <component name='RootParties' required='N' />
+ </message>
+ <message name='SecurityTypeRequest' msgcat='app' msgtype='v'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='SecuritySubType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='SecurityTypes' msgcat='app' msgtype='w'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityResponseID' required='Y' />
+ <field name='SecurityResponseType' required='Y' />
+ <field name='TotNoSecurityTypes' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecTypesGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='SecurityListRequest' msgcat='app' msgtype='x'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityListRequestType' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='SecurityList' msgcat='app' msgtype='y'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecListGrp' required='N' />
+ <field name='SecurityReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='DerivativeSecurityListRequest' msgcat='app' msgtype='z'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityListRequestType' required='Y' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='SecuritySubType' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='DerivativeInstrument' required='N' />
+ </message>
+ <message name='DerivativeSecurityList' msgcat='app' msgtype='AA'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='Y' />
+ <field name='SecurityRequestResult' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='RelSymDerivSecGrp' required='N' />
+ <component name='DerivativeSecurityDefinition' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='NewOrderMultileg' msgcat='app' msgtype='AB'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocMlegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <component name='LegOrdGrp' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='MultiLegRptTypeReq' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='SwapPoints' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='MultilegModel' required='N' />
+ <field name='MultilegPriceMethod' required='N' />
+ <field name='RiskFreeRate' required='N' />
+ </message>
+ <message name='MultilegOrderCancelReplace' msgcat='app' msgtype='AC'>
+ <field name='OrderID' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocMlegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <component name='LegOrdGrp' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='MultiLegRptTypeReq' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='SwapPoints' required='N' />
+ <field name='MultilegModel' required='N' />
+ <field name='MultilegPriceMethod' required='N' />
+ <field name='RiskFreeRate' required='N' />
+ </message>
+ <message name='TradeCaptureReportRequest' msgcat='app' msgtype='AD'>
+ <field name='TradeRequestID' required='Y' />
+ <field name='TradeRequestType' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeReportID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='TrdCapDtGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <field name='Side' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
+ </message>
+ <message name='TradeCaptureReport' msgcat='app' msgtype='AE'>
+ <field name='TradeReportID' required='N' />
+ <field name='TradeReportTransType' required='N' />
+ <field name='TradeReportType' required='N' />
+ <field name='TradeRequestID' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='TotNumTradeReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='OrdStatus' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='UnderlyingTradingSessionID' required='N' />
+ <field name='UnderlyingTradingSessionSubID' required='N' />
+ <field name='LastQty' required='Y' />
+ <field name='LastPx' required='Y' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeLegRefID' required='N' />
+ <component name='TrdInstrmtLegGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='MatchType' required='N' />
+ <component name='TrdCapRptSideGrp' required='Y' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='PublishTrdIndicator' required='N' />
+ <field name='ShortSaleReason' required='N' />
+ <field name='TrdRptStatus' required='N' />
+ <field name='AsOfIndicator' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='TierCode' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='RndPx' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='UnderlyingSettlementDate' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='OrderCategory' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
+ <field name='OrigTradeHandlingInstr' required='N' />
+ <field name='OrigTradeDate' required='N' />
+ <field name='OrigTradeID' required='N' />
+ <field name='OrigSecondaryTradeID' required='N' />
+ <field name='TZTransactTime' required='N' />
+ <field name='ReportedPxDiff' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='RejectText' required='N' />
+ <field name='FeeMultiplier' required='N' />
+ <field name='Volatility' required='N' />
+ <field name='DividendYield' required='N' />
+ <field name='RiskFreeRate' required='N' />
+ <field name='CurrencyRatio' required='N' />
+ <component name='TrdRepIndicatorsGrp' required='N' />
+ <field name='TradePublishIndicator' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='OrderMassStatusRequest' msgcat='app' msgtype='AF'>
+ <field name='MassStatusReqID' required='Y' />
+ <field name='MassStatusReqType' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ </message>
+ <message name='QuoteRequestReject' msgcat='app' msgtype='AG'>
+ <field name='QuoteReqID' required='Y' />
+ <field name='RFQReqID' required='N' />
+ <field name='QuoteRequestRejectReason' required='Y' />
+ <component name='QuotReqRjctGrp' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <field name='RespondentType' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ </message>
+ <message name='RFQRequest' msgcat='app' msgtype='AH'>
+ <field name='RFQReqID' required='Y' />
+ <component name='RFQReqGrp' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='QuoteStatusReport' msgcat='app' msgtype='AI'>
+ <field name='QuoteStatusReqID' required='N' />
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteRespID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotStatGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='CommType' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='QuoteStatus' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='QuoteCancelType' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ <field name='QuoteRejectReason' required='N' />
+ <field name='MinQty' required='N' />
+ </message>
+ <message name='QuoteResponse' msgcat='app' msgtype='AJ'>
+ <field name='QuoteRespID' required='Y' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteRespType' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotGrp' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CommType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ </message>
+ <message name='Confirmation' msgcat='app' msgtype='AK'>
+ <field name='ConfirmID' required='Y' />
+ <field name='ConfirmRefID' required='N' />
+ <field name='ConfirmReqID' required='N' />
+ <field name='ConfirmTransType' required='Y' />
+ <field name='ConfirmType' required='Y' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <field name='ConfirmStatus' required='Y' />
+ <component name='Parties' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='TradeDate' required='Y' />
+ <component name='TrdRegTimestamps' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='Y' />
+ <component name='InstrmtLegGrp' required='Y' />
+ <component name='YieldData' required='N' />
+ <field name='AllocQty' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='Side' required='Y' />
+ <field name='Currency' required='N' />
+ <field name='LastMkt' required='N' />
+ <component name='CpctyConfGrp' required='Y' />
+ <field name='AllocAccount' required='Y' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocAccountType' required='N' />
+ <field name='AvgPx' required='Y' />
+ <field name='AvgPxPrecision' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='ReportedPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='GrossTradeAmt' required='Y' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='Y' />
+ <field name='MaturityNetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='SharedCommission' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ </message>
+ <message name='PositionMaintenanceRequest' msgcat='app' msgtype='AL'>
+ <field name='PosReqID' required='N' />
+ <field name='PosTransType' required='Y' />
+ <field name='PosMaintAction' required='Y' />
+ <field name='OrigPosReqRefID' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='PositionQty' required='Y' />
+ <field name='AdjustmentType' required='N' />
+ <field name='ContraryInstructionIndicator' required='N' />
+ <field name='PriorSpreadIndicator' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='PositionMaintenanceReport' msgcat='app' msgtype='AM'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosTransType' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='PosMaintAction' required='Y' />
+ <field name='OrigPosReqRefID' required='N' />
+ <field name='PosMaintStatus' required='Y' />
+ <field name='PosMaintResult' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='PositionQty' required='Y' />
+ <component name='PositionAmountData' required='N' />
+ <field name='AdjustmentType' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='ContraryInstructionIndicator' required='N' />
+ <field name='PriorSpreadIndicator' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
+ </message>
+ <message name='RequestForPositions' msgcat='app' msgtype='AN'>
+ <field name='PosReqID' required='Y' />
+ <field name='PosReqType' required='Y' />
+ <field name='MatchStatus' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='RequestForPositionsAck' msgcat='app' msgtype='AO'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='TotalNumPosReports' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='PosReqResult' required='Y' />
+ <field name='PosReqStatus' required='Y' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PosReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='PositionReport' msgcat='app' msgtype='AP'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='PosReqType' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TotalNumPosReports' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='PosReqResult' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='SettlPriceType' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='PosUndInstrmtGrp' required='N' />
+ <component name='PositionQty' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='RegistStatus' required='N' />
+ <field name='DeliveryDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='TradeCaptureReportRequestAck' msgcat='app' msgtype='AQ'>
+ <field name='TradeRequestID' required='Y' />
+ <field name='TradeRequestType' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TotNumTradeReports' required='N' />
+ <field name='TradeRequestResult' required='Y' />
+ <field name='TradeRequestStatus' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ </message>
+ <message name='TradeCaptureReportAck' msgcat='app' msgtype='AR'>
+ <field name='TradeReportID' required='N' />
+ <field name='TradeReportTransType' required='N' />
+ <field name='TradeReportType' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='TradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportRefID' required='N' />
+ <field name='TrdRptStatus' required='N' />
+ <field name='TradeReportRejectReason' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='TransactTime' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='TrdInstrmtLegGrp' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='OrdStatus' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='UnderlyingTradingSessionID' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='UnderlyingTradingSessionSubID' required='N' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeLegRefID' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='PublishTrdIndicator' required='N' />
+ <field name='ShortSaleReason' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='TierCode' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='RndPx' required='N' />
+ <component name='TrdCapRptAckSideGrp' required='N' />
+ <field name='AsOfIndicator' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
+ <field name='OrigTradeHandlingInstr' required='N' />
+ <field name='OrigTradeDate' required='N' />
+ <field name='OrigTradeID' required='N' />
+ <field name='OrigSecondaryTradeID' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='RptSys' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='FeeMultiplier' required='N' />
+ <component name='TrdRepIndicatorsGrp' required='N' />
+ <field name='TradePublishIndicator' required='N' />
+ </message>
+ <message name='AllocationReport' msgcat='app' msgtype='AS'>
+ <field name='AllocReportID' required='Y' />
+ <field name='AllocID' required='N' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocReportRefID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='AllocReportType' required='Y' />
+ <field name='AllocStatus' required='Y' />
+ <field name='AllocRejCode' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='Y' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='RndPx' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <component name='PositionAmountData' required='N' />
+ </message>
+ <message name='AllocationReportAck' msgcat='app' msgtype='AT'>
+ <field name='AllocReportID' required='Y' />
+ <field name='AllocID' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='AllocStatus' required='N' />
+ <field name='AllocRejCode' required='N' />
+ <field name='AllocReportType' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='AllocAckGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='AllocTransType' required='N' />
+ </message>
+ <message name='ConfirmationAck' msgcat='app' msgtype='AU'>
+ <field name='ConfirmID' required='Y' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='AffirmStatus' required='Y' />
+ <field name='ConfirmRejReason' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='SettlementInstructionRequest' msgcat='app' msgtype='AV'>
+ <field name='SettlInstReqID' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='Side' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='CFICode' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='StandInstDbType' required='N' />
+ <field name='StandInstDbName' required='N' />
+ <field name='StandInstDbID' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='AssignmentReport' msgcat='app' msgtype='AW'>
+ <field name='AsgnRptID' required='Y' />
+ <field name='TotNumAssignmentReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='PositionQty' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='SettlPriceType' required='N' />
+ <field name='UnderlyingSettlPrice' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='AssignmentMethod' required='N' />
+ <field name='AssignmentUnit' required='N' />
+ <field name='OpenInterest' required='N' />
+ <field name='ExerciseMethod' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='CollateralRequest' msgcat='app' msgtype='AX'>
+ <field name='CollReqID' required='Y' />
+ <field name='CollAsgnReason' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='ExpireTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='CollateralAssignment' msgcat='app' msgtype='AY'>
+ <field name='CollAsgnID' required='Y' />
+ <field name='CollReqID' required='N' />
+ <field name='CollAsgnReason' required='Y' />
+ <field name='CollAsgnTransType' required='Y' />
+ <field name='CollAsgnRefID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='ExpireTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='CollateralResponse' msgcat='app' msgtype='AZ'>
+ <field name='CollRespID' required='Y' />
+ <field name='CollAsgnID' required='N' />
+ <field name='CollReqID' required='N' />
+ <field name='CollAsgnReason' required='N' />
+ <field name='CollAsgnTransType' required='N' />
+ <field name='CollAsgnRespType' required='Y' />
+ <field name='CollAsgnRejectReason' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='CollApplType' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ </message>
+ <message name='CollateralReport' msgcat='app' msgtype='BA'>
+ <field name='CollRptID' required='Y' />
+ <field name='CollInquiryID' required='N' />
+ <field name='CollStatus' required='Y' />
+ <field name='TotNumReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='CollApplType' required='N' />
+ <field name='FinancialStatus' required='N' />
+ </message>
+ <message name='CollateralInquiry' msgcat='app' msgtype='BB'>
+ <field name='CollInquiryID' required='N' />
+ <component name='CollInqQualGrp' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='NetworkCounterpartySystemStatusRequest' msgcat='app' msgtype='BC'>
+ <field name='NetworkRequestType' required='Y' />
+ <field name='NetworkRequestID' required='Y' />
+ <component name='CompIDReqGrp' required='N' />
+ </message>
+ <message name='NetworkCounterpartySystemStatusResponse' msgcat='app' msgtype='BD'>
+ <field name='NetworkStatusResponseType' required='Y' />
+ <field name='NetworkRequestID' required='N' />
+ <field name='NetworkResponseID' required='Y' />
+ <field name='LastNetworkResponseID' required='N' />
+ <component name='CompIDStatGrp' required='Y' />
+ </message>
+ <message name='UserRequest' msgcat='app' msgtype='BE'>
+ <field name='UserRequestID' required='Y' />
+ <field name='UserRequestType' required='Y' />
+ <field name='Username' required='Y' />
+ <field name='Password' required='N' />
+ <field name='NewPassword' required='N' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
+ <field name='EncryptedPasswordMethod' required='N' />
+ <field name='EncryptedPasswordLen' required='N' />
+ <field name='EncryptedPassword' required='N' />
+ <field name='EncryptedNewPasswordLen' required='N' />
+ <field name='EncryptedNewPassword' required='N' />
+ </message>
+ <message name='UserResponse' msgcat='app' msgtype='BF'>
+ <field name='UserRequestID' required='Y' />
+ <field name='Username' required='Y' />
+ <field name='UserStatus' required='N' />
+ <field name='UserStatusText' required='N' />
+ </message>
+ <message name='CollateralInquiryAck' msgcat='app' msgtype='BG'>
+ <field name='CollInquiryID' required='Y' />
+ <field name='CollInquiryStatus' required='Y' />
+ <field name='CollInquiryResult' required='N' />
+ <component name='CollInqQualGrp' required='N' />
+ <field name='TotNumReports' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ConfirmationRequest' msgcat='app' msgtype='BH'>
+ <field name='ConfirmReqID' required='Y' />
+ <field name='ConfirmType' required='Y' />
+ <component name='OrdAllocGrp' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocAccountType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ContraryIntentionReport' msgcat='app' msgtype='BO'>
+ <field name='ContIntRptID' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='LateIndicator' required='N' />
+ <field name='InputSource' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <component name='Parties' required='Y' />
+ <component name='ExpirationQty' required='Y' />
+ <component name='Instrument' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='SecurityDefinitionUpdateReport' msgcat='app' msgtype='BP'>
+ <field name='SecurityReportID' required='N' />
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityResponseType' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SecurityUpdateAction' required='N' />
+ <field name='CorporateAction' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='MarketSegmentGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='SecurityListUpdateReport' msgcat='app' msgtype='BK'>
+ <field name='SecurityReportID' required='N' />
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SecurityUpdateAction' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecLstUpdRelSymGrp' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='AdjustedPositionReport' msgcat='app' msgtype='BL'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqType' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <component name='Parties' required='Y' />
+ <component name='PositionQty' required='Y' />
+ <component name='InstrmtGrp' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
+ </message>
+ <message name='AllocationInstructionAlert' msgcat='app' msgtype='BM'>
+ <field name='AllocID' required='Y' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocType' required='Y' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='RndPx' required='N' />
+ </message>
+ <message name='ExecutionAcknowledgement' msgcat='app' msgtype='BN'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='ExecAckStatus' required='Y' />
+ <field name='ExecID' required='Y' />
+ <field name='DKReason' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='CumQty' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='TradingSessionList' msgcat='app' msgtype='BJ'>
+ <field name='TradSesReqID' required='N' />
+ <component name='TrdSessLstGrp' required='Y' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='TradingSessionListRequest' msgcat='app' msgtype='BI'>
+ <field name='TradSesReqID' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SecurityExchange' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='SettlementObligationReport' msgcat='app' msgtype='BQ'>
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SettlementCycleNo' required='N' />
+ <field name='SettlObligMsgID' required='Y' />
+ <field name='SettlObligMode' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='SettlObligationInstructions' required='Y' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='DerivativeSecurityListUpdateReport' msgcat='app' msgtype='BR'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <field name='SecurityUpdateAction' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <component name='DerivativeSecurityDefinition' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='RelSymDerivSecUpdGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='TradingSessionListUpdateReport' msgcat='app' msgtype='BS'>
+ <field name='TradSesReqID' required='N' />
+ <field name='TradSesUpdateAction' required='N' />
+ <component name='TrdSessLstGrp' required='Y' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='MarketDefinitionRequest' msgcat='app' msgtype='BT'>
+ <field name='MarketReqID' required='Y' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='ParentMktSegmID' required='N' />
+ </message>
+ <message name='MarketDefinition' msgcat='app' msgtype='BU'>
+ <field name='MarketReportID' required='Y' />
+ <field name='MarketReqID' required='N' />
+ <field name='MarketID' required='Y' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='MarketSegmentDesc' required='N' />
+ <field name='EncodedMktSegmDescLen' required='N' />
+ <field name='EncodedMktSegmDesc' required='N' />
+ <field name='ParentMktSegmID' required='N' />
+ <field name='Currency' required='N' />
+ <component name='BaseTradingRules' required='N' />
+ <component name='OrdTypeRules' required='N' />
+ <component name='TimeInForceRules' required='N' />
+ <component name='ExecInstRules' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='MarketDefinitionUpdateReport' msgcat='app' msgtype='BV'>
+ <field name='MarketReportID' required='Y' />
+ <field name='MarketReqID' required='N' />
+ <field name='MarketUpdateAction' required='N' />
+ <field name='MarketID' required='Y' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='MarketSegmentDesc' required='N' />
+ <field name='EncodedMktSegmDescLen' required='N' />
+ <field name='EncodedMktSegmDesc' required='N' />
+ <field name='ParentMktSegmID' required='N' />
+ <field name='Currency' required='N' />
+ <component name='BaseTradingRules' required='N' />
+ <component name='OrdTypeRules' required='N' />
+ <component name='TimeInForceRules' required='N' />
+ <component name='ExecInstRules' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='ApplicationMessageRequest' msgcat='app' msgtype='BW'>
+ <field name='ApplReqID' required='Y' />
+ <field name='ApplReqType' required='Y' />
+ <component name='ApplIDRequestGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ApplicationMessageRequestAck' msgcat='app' msgtype='BX'>
+ <field name='ApplResponseID' required='Y' />
+ <field name='ApplReqID' required='N' />
+ <field name='ApplReqType' required='N' />
+ <field name='ApplResponseType' required='N' />
+ <field name='ApplTotalMessageCount' required='N' />
+ <component name='ApplIDRequestAckGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ApplicationMessageReport' msgcat='app' msgtype='BY'>
+ <field name='ApplReportID' required='Y' />
+ <field name='ApplReportType' required='Y' />
+ <component name='ApplIDReportGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='OrderMassActionReport' msgcat='app' msgtype='BZ'>
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='MassActionReportID' required='Y' />
+ <field name='MassActionType' required='Y' />
+ <field name='MassActionScope' required='Y' />
+ <field name='MassActionResponse' required='Y' />
+ <field name='MassActionRejectReason' required='N' />
+ <field name='TotalAffectedOrders' required='N' />
+ <component name='AffectedOrdGrp' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='NotAffectedOrdersGrp' required='N' />
+ </message>
+ <message name='OrderMassActionRequest' msgcat='app' msgtype='CA'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='MassActionType' required='Y' />
+ <field name='MassActionScope' required='Y' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='UserNotification' msgcat='app' msgtype='CB'>
+ <component name='UsernameGrp' required='N' />
+ <field name='UserStatus' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ </messages>
+ <trailer />
+ <components>
+ <component name='DerivativeSecurityXML'>
+ <field name='DerivativeSecurityXMLLen' required='N' />
+ <field name='DerivativeSecurityXML' required='N' />
+ <field name='DerivativeSecurityXMLSchema' 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' />
+ <component name='LegSecAltIDGrp' required='N' />
+ <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' />
+ <field name='LegUnitOfMeasure' required='N' />
+ <field name='LegTimeUnit' required='N' />
+ <field name='LegOptionRatio' required='N' />
+ <field name='LegPrice' required='N' />
+ <field name='LegMaturityTime' required='N' />
+ <field name='LegPutOrCall' required='N' />
+ <field name='LegExerciseStyle' required='N' />
+ <field name='LegUnitOfMeasureQty' required='N' />
+ <field name='LegPriceUnitOfMeasure' required='N' />
+ <field name='LegPriceUnitOfMeasureQty' required='N' />
+ </component>
+ <component name='InstrmtLegExecGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegLastPx' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ <field name='LegLastForwardPoints' required='N' />
+ <field name='LegCalculatedCcyLastQty' required='N' />
+ <field name='LegGrossTradeAmt' required='N' />
+ <component name='NestedParties3' required='N' />
+ <field name='LegAllocID' required='N' />
+ <component name='LegPreAllocGrp' required='N' />
+ <field name='LegVolatility' required='N' />
+ <field name='LegDividendYield' required='N' />
+ <field name='LegCurrencyRatio' required='N' />
+ <field name='LegExecInst' required='N' />
+ <field name='LegLastQty' required='N' />
+ </group>
+ </component>
+ <component name='TrdCapRptSideGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='OddLot' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='OrderInputDevice' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SideMultiLegReportingType' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='ExchangeRule' required='N' />
+ <field name='TradeAllocIndicator' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='TrdAllocGrp' required='N' />
+ <field name='SideQty' required='N' />
+ <field name='SideTradeReportID' required='N' />
+ <field name='SideFillStationCd' required='N' />
+ <field name='SideReasonCd' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='SideTrdSubTyp' required='N' />
+ <component name='SideTrdRegTS' required='N' />
+ <field name='ExecRefID' required='N' />
+ <field name='LotType' required='N' />
+ <field name='SideGrossTradeAmt' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='ExchangeSpecialInstructions' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SideCurrency' required='N' />
+ <field name='SideSettlCurrency' required='N' />
+ <component name='SettlDetails' required='N' />
+ </group>
+ </component>
+ <component name='PositionAmountData'>
+ <group name='NoPosAmt' required='N'>
+ <field name='PosAmtType' required='N' />
+ <field name='PosAmt' required='N' />
+ <field name='PositionCurrency' required='N' />
+ </group>
+ </component>
+ <component name='ApplicationSequenceControl'>
+ <field name='ApplID' required='N' />
+ <field name='ApplSeqNum' required='N' />
+ <field name='ApplLastSeqNum' required='N' />
+ <field name='ApplResendFlag' 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='MDReqGrp'>
+ <group name='NoMDEntryTypes' required='Y'>
+ <field name='MDEntryType' required='Y' />
+ </group>
+ </component>
+ <component name='TrdCapRptAckSideGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='OddLot' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='OrderInputDevice' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='SideMultiLegReportingType' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='ExchangeRule' required='N' />
+ <field name='TradeAllocIndicator' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='TrdAllocGrp' required='N' />
+ <field name='LotType' required='N' />
+ <field name='SideGrossTradeAmt' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='SideQty' required='N' />
+ <field name='SideTradeReportID' required='N' />
+ <field name='SideFillStationCd' required='N' />
+ <field name='SideReasonCd' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='SideTrdSubTyp' required='N' />
+ <component name='SideTrdRegTS' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SideCurrency' required='N' />
+ <field name='SideSettlCurrency' required='N' />
+ <component name='SettlDetails' required='N' />
+ </group>
+ </component>
+ <component name='SettlInstGrp'>
+ <group name='NoSettlInst' required='N'>
+ <field name='SettlInstID' required='N' />
+ <field name='SettlInstTransType' required='N' />
+ <field name='SettlInstRefID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Side' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='CFICode' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='PaymentMethod' required='N' />
+ <field name='PaymentRef' required='N' />
+ <field name='CardHolderName' required='N' />
+ <field name='CardNumber' required='N' />
+ <field name='CardStartDate' required='N' />
+ <field name='CardExpDate' required='N' />
+ <field name='CardIssNum' required='N' />
+ <field name='PaymentDate' required='N' />
+ <field name='PaymentRemitterID' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </group>
+ </component>
+ <component name='SecLstUpdRelSymGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='SecLstUpdRelSymsLegGrp' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='ListUpdateAction' required='N' />
+ <component name='SecurityTradingRules' required='N' />
+ <component name='StrikeRules' required='N' />
+ </group>
+ </component>
+ <component name='SecAltIDGrp'>
+ <group name='NoSecurityAltID' required='N'>
+ <field name='SecurityAltID' required='N' />
+ <field name='SecurityAltIDSource' required='N' />
+ </group>
+ </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='MatchRules'>
+ <group name='NoMatchRules' required='N'>
+ <field name='MatchAlgorithm' required='N' />
+ <field name='MatchType' required='N' />
+ </group>
+ </component>
+ <component name='LotTypeRules'>
+ <group name='NoLotTypeRules' required='N'>
+ <field name='LotType' required='N' />
+ <field name='MinLotSize' required='N' />
+ </group>
+ </component>
+ <component name='BidCompReqGrp'>
+ <group name='NoBidComponents' required='N'>
+ <field name='ListID' required='N' />
+ <field name='Side' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ </group>
+ </component>
+ <component name='TimeInForceRules'>
+ <group name='NoTimeInForceRules' required='N'>
+ <field name='TimeInForce' required='N' />
+ </group>
+ </component>
+ <component name='TrdSessLstGrp'>
+ <group name='NoTradingSessions' required='Y'>
+ <field name='TradingSessionID' required='Y' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SecurityExchange' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='TradSesStatus' required='Y' />
+ <field name='TradSesStatusRejReason' required='N' />
+ <field name='TradSesStartTime' required='N' />
+ <field name='TradSesOpenTime' required='N' />
+ <field name='TradSesPreCloseTime' required='N' />
+ <field name='TradSesCloseTime' required='N' />
+ <field name='TradSesEndTime' required='N' />
+ <field name='TotalVolumeTraded' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradingSessionDesc' required='N' />
+ <component name='TradingSessionRules' 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='ApplIDRequestAckGrp'>
+ <group name='NoApplIDs' required='N'>
+ <field name='RefApplID' required='N' />
+ <field name='ApplBegSeqNum' required='N' />
+ <field name='ApplEndSeqNum' required='N' />
+ <field name='RefApplLastSeqNum' required='N' />
+ <field name='ApplResponseError' required='N' />
+ </group>
+ </component>
+ <component name='UsernameGrp'>
+ <field name='Username' required='N' />
+ </component>
+ <component name='FinancingDetails'>
+ <field name='AgreementDesc' required='N' />
+ <field name='AgreementID' required='N' />
+ <field name='AgreementDate' required='N' />
+ <field name='AgreementCurrency' required='N' />
+ <field name='TerminationType' required='N' />
+ <field name='StartDate' required='N' />
+ <field name='EndDate' required='N' />
+ <field name='DeliveryType' required='N' />
+ <field name='MarginRatio' required='N' />
+ </component>
+ <component name='SettlParties'>
+ <group name='NoSettlPartyIDs' required='N'>
+ <field name='SettlPartyID' required='N' />
+ <field name='SettlPartyIDSource' required='N' />
+ <field name='SettlPartyRole' required='N' />
+ <component name='SettlPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='LegPreAllocGrp'>
+ <group name='NoLegAllocs' required='N'>
+ <field name='LegAllocAccount' required='N' />
+ <field name='LegIndividualAllocID' required='N' />
+ <field name='LegAllocQty' required='N' />
+ <field name='LegAllocAcctIDSource' required='N' />
+ <field name='LegAllocSettlCurrency' required='N' />
+ <component name='NestedParties2' required='N' />
+ </group>
+ </component>
+ <component name='PreAllocMlegGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties3' required='N' />
+ <field name='AllocQty' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegIOIGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegIOIQty' required='N' />
+ <component name='LegStipulations' required='N' />
+ </group>
+ </component>
+ <component name='BaseTradingRules'>
+ <component name='TickRules' required='N' />
+ <component name='LotTypeRules' required='N' />
+ <component name='PriceLimits' required='N' />
+ <field name='ExpirationCycle' required='N' />
+ <field name='MinTradeVol' required='N' />
+ <field name='MaxTradeVol' required='N' />
+ <field name='MaxPriceVariation' required='N' />
+ <field name='ImpliedMarketIndicator' required='N' />
+ <field name='TradingCurrency' required='N' />
+ <field name='RoundLot' required='N' />
+ <field name='MultilegModel' required='N' />
+ <field name='MultilegPriceMethod' required='N' />
+ <field name='PriceType' required='N' />
+ </component>
+ <component name='InstrumentExtension'>
+ <field name='DeliveryForm' required='N' />
+ <field name='PctAtRisk' required='N' />
+ <component name='AttrbGrp' required='N' />
+ </component>
+ <component name='LinesOfTextGrp'>
+ <group name='NoLinesOfText' required='Y'>
+ <field name='Text' required='Y' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='BidDescReqGrp'>
+ <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>
+ </component>
+ <component name='MaturityRules'>
+ <group name='NoMaturityRules' required='N'>
+ <field name='MaturityRuleID' required='N' />
+ <field name='MaturityMonthYearFormat' required='N' />
+ <field name='MaturityMonthYearIncrementUnits' required='N' />
+ <field name='StartMaturityMonthYear' required='N' />
+ <field name='EndMaturityMonthYear' required='N' />
+ <field name='MaturityMonthYearIncrement' required='N' />
+ </group>
+ </component>
+ <component name='StrikeRules'>
+ <group name='NoStrikeRules' required='N'>
+ <field name='StrikeRuleID' required='N' />
+ <field name='StartStrikePxRange' required='N' />
+ <field name='EndStrikePxRange' required='N' />
+ <field name='StrikeIncrement' required='N' />
+ <field name='StrikeExerciseStyle' required='N' />
+ <component name='MaturityRules' required='N' />
+ </group>
+ </component>
+ <component name='QuotQualGrp'>
+ <group name='NoQuoteQualifiers' required='N'>
+ <field name='QuoteQualifier' required='N' />
+ </group>
+ </component>
+ <component name='PreAllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='AllocQty' required='N' />
+ </group>
+ </component>
+ <component name='MDRjctGrp'>
+ <group name='NoAltMDSource' required='N'>
+ <field name='AltMDSourceID' required='N' />
+ </group>
+ </component>
+ <component name='Instrument'>
+ <field name='Symbol' required='N' />
+ <field name='SymbolSfx' required='N' />
+ <field name='SecurityID' required='N' />
+ <field name='SecurityIDSource' required='N' />
+ <component name='SecAltIDGrp' required='N' />
+ <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' />
+ <component name='EvntGrp' required='N' />
+ <field name='DatedDate' required='N' />
+ <field name='InterestAccrualDate' required='N' />
+ <field name='SecurityStatus' required='N' />
+ <field name='SettleOnOpenFlag' required='N' />
+ <field name='InstrmtAssignmentMethod' required='N' />
+ <field name='StrikeMultiplier' required='N' />
+ <field name='StrikeValue' required='N' />
+ <field name='MinPriceIncrement' required='N' />
+ <field name='PositionLimit' required='N' />
+ <field name='NTPositionLimit' required='N' />
+ <component name='InstrumentParties' required='N' />
+ <field name='UnitOfMeasure' required='N' />
+ <field name='TimeUnit' required='N' />
+ <field name='MaturityTime' required='N' />
+ <field name='SecurityGroup' required='N' />
+ <field name='MinPriceIncrementAmount' required='N' />
+ <field name='UnitOfMeasureQty' required='N' />
+ <component name='SecurityXML' required='N' />
+ <field name='ProductComplex' required='N' />
+ <field name='PriceUnitOfMeasure' required='N' />
+ <field name='PriceUnitOfMeasureQty' required='N' />
+ <field name='SettlMethod' required='N' />
+ <field name='ExerciseStyle' required='N' />
+ <field name='OptPayAmount' required='N' />
+ <field name='PriceQuoteMethod' required='N' />
+ <field name='ListMethod' required='N' />
+ <field name='CapPrice' required='N' />
+ <field name='FloorPrice' required='N' />
+ <field name='PutOrCall' required='N' />
+ <field name='FlexibleIndicator' required='N' />
+ <field name='FlexProductEligibilityIndicator' required='N' />
+ <field name='FuturesValuationMethod' required='N' />
+ </component>
+ <component name='TradeCapLegUnderlyingsGrp'>
+ <group name='NoOfLegUnderlyings' required='N'>
+ <component name='UnderlyingLegInstrument' required='N' />
+ </group>
+ </component>
+ <component name='HopGrp'>
+ <group name='NoHops' required='N'>
+ <field name='HopCompID' required='N' />
+ <field name='HopSendingTime' required='N' />
+ <field name='HopRefID' required='N' />
+ </group>
+ </component>
+ <component name='AllocAckGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocPrice' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='IndividualAllocRejCode' required='N' />
+ <field name='AllocText' required='N' />
+ <field name='EncodedAllocTextLen' required='N' />
+ <field name='EncodedAllocText' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='IndividualAllocType' required='N' />
+ <field name='AllocQty' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='AllocPositionEffect' required='N' />
+ </group>
+ </component>
+ <component name='QuotReqLegsGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <component name='LegBenchmarkCurveData' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegRefID' required='N' />
+ </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' />
+ <component name='NstdPtys2SubGrp' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtMDReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDEntrySize' required='N' />
+ </group>
+ </component>
+ <component name='SideCrossOrdModGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='SideComplianceID' required='N' />
+ <field name='SideTimeInForce' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ </group>
+ </component>
+ <component name='RootSubParties'>
+ <group name='NoRootPartySubIDs' required='N'>
+ <field name='RootPartySubID' required='N' />
+ <field name='RootPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='TrdCollGrp'>
+ <group name='NoTrades' required='N'>
+ <field name='TradeReportID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ </group>
+ </component>
+ <component name='NestedParties3'>
+ <group name='NoNested3PartyIDs' required='N'>
+ <field name='Nested3PartyID' required='N' />
+ <field name='Nested3PartyIDSource' required='N' />
+ <field name='Nested3PartyRole' required='N' />
+ <component name='NstdPtys3SubGrp' required='N' />
+ </group>
+ </component>
+ <component name='StrategyParametersGrp'>
+ <group name='NoStrategyParameters' required='N'>
+ <field name='StrategyParameterName' required='N' />
+ <field name='StrategyParameterType' required='N' />
+ <field name='StrategyParameterValue' required='N' />
+ </group>
+ </component>
+ <component name='NestedParties4'>
+ <group name='NoNested4PartyIDs' required='N'>
+ <field name='Nested4PartyID' required='N' />
+ <field name='Nested4PartyIDSource' required='N' />
+ <field name='Nested4PartyRole' required='N' />
+ <component name='NstdPtys4SubGrp' required='N' />
+ </group>
+ </component>
+ <component name='TrdRepIndicatorsGrp'>
+ <group name='NoTrdRepIndicators' required='N'>
+ <field name='TrdRepPartyRole' required='N' />
+ <field name='TrdRepIndicator' required='N' />
+ </group>
+ </component>
+ <component name='RelSymDerivSecUpdGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <field name='ListUpdateAction' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='SecondaryPriceLimits' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='CorporateAction' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrumentParties'>
+ <group name='NoDerivativeInstrumentParties' required='N'>
+ <field name='DerivativeInstrumentPartyID' required='N' />
+ <field name='DerivativeInstrumentPartyIDSource' required='N' />
+ <field name='DerivativeInstrumentPartyRole' required='N' />
+ <component name='DerivativeInstrumentPartySubIDsGrp' required='N' />
+ </group>
+ </component>
+ <component name='MarketDataFeedTypes'>
+ <group name='NoMDFeedTypes' required='N'>
+ <field name='MDFeedType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='MDBookType' required='N' />
+ </group>
+ </component>
+ <component name='TickRules'>
+ <group name='NoTickRules' required='N'>
+ <field name='StartTickPriceRange' required='N' />
+ <field name='EndTickPriceRange' required='N' />
+ <field name='TickIncrement' required='N' />
+ <field name='TickRuleType' required='N' />
+ </group>
+ </component>
+ <component name='RootParties'>
+ <group name='NoRootPartyIDs' required='N'>
+ <field name='RootPartyID' required='N' />
+ <field name='RootPartyIDSource' required='N' />
+ <field name='RootPartyRole' required='N' />
+ <component name='RootSubParties' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingInstrument'>
+ <field name='UnderlyingSymbol' required='N' />
+ <field name='UnderlyingSymbolSfx' required='N' />
+ <field name='UnderlyingSecurityID' required='N' />
+ <field name='UnderlyingSecurityIDSource' required='N' />
+ <component name='UndSecAltIDGrp' required='N' />
+ <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' />
+ <field name='UnderlyingAllocationPercent' required='N' />
+ <field name='UnderlyingSettlementType' required='N' />
+ <field name='UnderlyingCashAmount' required='N' />
+ <field name='UnderlyingCashType' required='N' />
+ <field name='UnderlyingUnitOfMeasure' required='N' />
+ <field name='UnderlyingTimeUnit' required='N' />
+ <field name='UnderlyingCapValue' required='N' />
+ <component name='UndlyInstrumentParties' required='N' />
+ <field name='UnderlyingSettlMethod' required='N' />
+ <field name='UnderlyingAdjustedQuantity' required='N' />
+ <field name='UnderlyingFXRate' required='N' />
+ <field name='UnderlyingFXRateCalc' required='N' />
+ <field name='UnderlyingMaturityTime' required='N' />
+ <field name='UnderlyingPutOrCall' required='N' />
+ <field name='UnderlyingExerciseStyle' required='N' />
+ <field name='UnderlyingUnitOfMeasureQty' required='N' />
+ <field name='UnderlyingPriceUnitOfMeasure' required='N' />
+ <field name='UnderlyingPriceUnitOfMeasureQty' required='N' />
+ </component>
+ <component name='QuotSetGrp'>
+ <group name='NoQuoteSets' required='Y'>
+ <field name='QuoteSetID' required='Y' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='QuoteSetValidUntilTime' required='N' />
+ <field name='TotNoQuoteEntries' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='QuotEntryGrp' required='Y' />
+ </group>
+ </component>
+ <component name='AllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='AllocPrice' required='N' />
+ <field name='AllocQty' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='NotifyBrokerOfCredit' required='N' />
+ <field name='AllocHandlInst' required='N' />
+ <field name='AllocText' required='N' />
+ <field name='EncodedAllocTextLen' required='N' />
+ <field name='EncodedAllocText' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='AllocAvgPx' required='N' />
+ <field name='AllocNetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='AllocSettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='AllocAccruedInterestAmt' required='N' />
+ <field name='AllocInterestAtMaturity' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='AllocSettlInstType' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocMethod' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='IndividualAllocType' required='N' />
+ <field name='AllocPositionEffect' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ </group>
+ </component>
+ <component name='SettlPtysSubGrp'>
+ <group name='NoSettlPartySubIDs' required='N'>
+ <field name='SettlPartySubID' required='N' />
+ <field name='SettlPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='InstrumentPtysSubGrp'>
+ <group name='NoInstrumentPartySubIDs' required='N'>
+ <field name='InstrumentPartySubID' required='N' />
+ <field name='InstrumentPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='SecLstUpdRelSymsLegGrp'>
+ <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>
+ <component name='QuotReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='Side' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='QuotReqLegsGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuotePriceType' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Price2' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ <field name='MinQty' required='N' />
+ </group>
+ </component>
+ <component name='QuotSetAckGrp'>
+ <group name='NoQuoteSets' required='N'>
+ <field name='QuoteSetID' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='TotNoQuoteEntries' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='QuotEntryAckGrp' required='N' />
+ <field name='TotNoCxldQuotes' required='N' />
+ <field name='TotNoAccQuotes' required='N' />
+ <field name='TotNoRejQuotes' required='N' />
+ </group>
+ </component>
+ <component name='RFQReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </group>
+ </component>
+ <component name='ApplIDReportGrp'>
+ <group name='NoApplIDs' required='N'>
+ <field name='RefApplID' required='N' />
+ <field name='ApplNewSeqNum' required='N' />
+ <field name='RefApplLastSeqNum' required='N' />
+ </group>
+ </component>
+ <component name='CpctyConfGrp'>
+ <group name='NoCapacities' required='Y'>
+ <field name='OrderCapacity' required='Y' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='OrderCapacityQty' required='Y' />
+ </group>
+ </component>
+ <component name='UndInstrmtGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ </group>
+ </component>
+ <component name='Parties'>
+ <group name='NoPartyIDs' required='N'>
+ <field name='PartyID' required='N' />
+ <field name='PartyIDSource' required='N' />
+ <field name='PartyRole' required='N' />
+ <component name='PtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='TradingSessionRulesGrp'>
+ <group name='NoTradingSessionRules' required='N'>
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='TradingSessionRules' required='N' />
+ </group>
+ </component>
+ <component name='UndlyInstrumentPtysSubGrp'>
+ <group name='NoUndlyInstrumentPartySubIDs' required='N'>
+ <field name='UndlyInstrumentPartySubID' required='N' />
+ <field name='UndlyInstrumentPartySubIDType' required='N' />
+ </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' />
+ <component name='NstdPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='TrdgSesGrp'>
+ <group name='NoTradingSessions' required='N'>
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </group>
+ </component>
+ <component name='AffectedOrdGrp'>
+ <group name='NoAffectedOrders' required='N'>
+ <field name='OrigClOrdID' required='N' />
+ <field name='AffectedOrderID' required='N' />
+ <field name='AffectedSecondaryOrderID' required='N' />
+ </group>
+ </component>
+ <component name='CommissionData'>
+ <field name='Commission' required='N' />
+ <field name='CommType' required='N' />
+ <field name='CommCurrency' required='N' />
+ <field name='FundRenewWaiv' required='N' />
+ </component>
+ <component name='FillsGrp'>
+ <group name='NoFills' required='N'>
+ <field name='FillExecID' required='N' />
+ <field name='FillPx' required='N' />
+ <field name='FillQty' required='N' />
+ <component name='NestedParties4' required='N' />
+ </group>
+ </component>
+ <component name='NotAffectedOrdersGrp'>
+ <group name='NoNotAffectedOrders' required='N'>
+ <field name='NotAffOrigClOrdID' required='N' />
+ <field name='NotAffectedOrderID' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrument'>
+ <field name='DerivativeSymbol' required='N' />
+ <field name='DerivativeSymbolSfx' required='N' />
+ <field name='DerivativeSecurityID' required='N' />
+ <field name='DerivativeSecurityIDSource' required='N' />
+ <component name='DerivativeSecurityAltIDGrp' required='N' />
+ <field name='DerivativeProduct' required='N' />
+ <field name='DerivativeProductComplex' required='N' />
+ <field name='DerivFlexProductEligibilityIndicator' required='N' />
+ <field name='DerivativeSecurityGroup' required='N' />
+ <field name='DerivativeCFICode' required='N' />
+ <field name='DerivativeSecurityType' required='N' />
+ <field name='DerivativeSecuritySubType' required='N' />
+ <field name='DerivativeMaturityMonthYear' required='N' />
+ <field name='DerivativeMaturityDate' required='N' />
+ <field name='DerivativeMaturityTime' required='N' />
+ <field name='DerivativeSettleOnOpenFlag' required='N' />
+ <field name='DerivativeInstrmtAssignmentMethod' required='N' />
+ <field name='DerivativeSecurityStatus' required='N' />
+ <field name='DerivativeIssueDate' required='N' />
+ <field name='DerivativeInstrRegistry' required='N' />
+ <field name='DerivativeCountryOfIssue' required='N' />
+ <field name='DerivativeStateOrProvinceOfIssue' required='N' />
+ <field name='DerivativeStrikePrice' required='N' />
+ <field name='DerivativeLocaleOfIssue' required='N' />
+ <field name='DerivativeStrikeCurrency' required='N' />
+ <field name='DerivativeStrikeMultiplier' required='N' />
+ <field name='DerivativeStrikeValue' required='N' />
+ <field name='DerivativeOptAttribute' required='N' />
+ <field name='DerivativeContractMultiplier' required='N' />
+ <field name='DerivativeMinPriceIncrement' required='N' />
+ <field name='DerivativeMinPriceIncrementAmount' required='N' />
+ <field name='DerivativeUnitOfMeasure' required='N' />
+ <field name='DerivativeUnitOfMeasureQty' required='N' />
+ <field name='DerivativePriceUnitOfMeasure' required='N' />
+ <field name='DerivativePriceUnitOfMeasureQty' required='N' />
+ <field name='DerivativeExerciseStyle' required='N' />
+ <field name='DerivativeOptPayAmount' required='N' />
+ <field name='DerivativeTimeUnit' required='N' />
+ <field name='DerivativeSecurityExchange' required='N' />
+ <field name='DerivativePositionLimit' required='N' />
+ <field name='DerivativeNTPositionLimit' required='N' />
+ <field name='DerivativeIssuer' required='N' />
+ <field name='DerivativeEncodedIssuerLen' required='N' />
+ <field name='DerivativeEncodedIssuer' required='N' />
+ <field name='DerivativeSecurityDesc' required='N' />
+ <field name='DerivativeEncodedSecurityDescLen' required='N' />
+ <field name='DerivativeEncodedSecurityDesc' required='N' />
+ <field name='DerivativeContractSettlMonth' required='N' />
+ <component name='DerivativeEventsGrp' required='N' />
+ <component name='DerivativeInstrumentParties' required='N' />
+ <field name='DerivativeSettlMethod' required='N' />
+ <field name='DerivativePriceQuoteMethod' required='N' />
+ <field name='DerivativeFuturesValuationMethod' required='N' />
+ <field name='DerivativeListMethod' required='N' />
+ <field name='DerivativeCapPrice' required='N' />
+ <field name='DerivativeFloorPrice' required='N' />
+ <field name='DerivativePutOrCall' required='N' />
+ <component name='DerivativeSecurityXML' required='N' />
+ </component>
+ <component name='LegOrdGrp'>
+ <group name='NoLegs' required='Y'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='LegPreAllocGrp' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegAllocID' required='N' />
+ <field name='LegVolatility' required='N' />
+ <field name='LegDividendYield' required='N' />
+ <field name='LegCurrencyRatio' required='N' />
+ <field name='LegExecInst' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ </group>
+ </component>
+ <component name='RelSymDerivSecGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='SecondaryPriceLimits' required='N' />
+ <field name='CorporateAction' required='N' />
+ </group>
+ </component>
+ <component name='DlvyInstGrp'>
+ <group name='NoDlvyInst' required='N'>
+ <field name='SettlInstSource' required='N' />
+ <field name='DlvyInstType' required='N' />
+ <component name='SettlParties' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtStrkPxGrp'>
+ <group name='NoStrikes' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='ContraGrp'>
+ <group name='NoContraBrokers' required='N'>
+ <field name='ContraBroker' required='N' />
+ <field name='ContraTrader' required='N' />
+ <field name='ContraTradeQty' required='N' />
+ <field name='ContraTradeTime' required='N' />
+ <field name='ContraLegRefID' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeSecurityDefinition'>
+ <component name='DerivativeInstrument' required='N' />
+ <component name='DerivativeInstrumentAttribute' required='N' />
+ <component name='MarketSegmentGrp' required='N' />
+ </component>
+ <component name='PriceLimits'>
+ <field name='PriceLimitType' required='N' />
+ <field name='LowLimitPrice' required='N' />
+ <field name='HighLimitPrice' required='N' />
+ <field name='TradingReferencePrice' required='N' />
+ </component>
+ <component name='InstrmtGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ </group>
+ </component>
+ <component name='SecListGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='InstrmtLegSecListGrp' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='SecurityTradingRules' required='N' />
+ <component name='StrikeRules' required='N' />
+ </group>
+ </component>
+ <component name='UndInstrmtCollGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='CollAction' required='N' />
+ </group>
+ </component>
+ <component name='CollInqQualGrp'>
+ <group name='NoCollInquiryQualifier' required='N'>
+ <field name='CollInquiryQualifier' required='N' />
+ </group>
+ </component>
+ <component name='CompIDStatGrp'>
+ <group name='NoCompIDs' required='Y'>
+ <field name='RefCompID' required='Y' />
+ <field name='RefSubID' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='StatusValue' required='Y' />
+ <field name='StatusText' 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='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='QuotCxlEntriesGrp'>
+ <group name='NoQuoteEntries' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ </group>
+ </component>
+ <component name='ContAmtGrp'>
+ <group name='NoContAmts' required='N'>
+ <field name='ContAmtType' required='N' />
+ <field name='ContAmtValue' required='N' />
+ <field name='ContAmtCurr' required='N' />
+ </group>
+ </component>
+ <component name='MDFullGrp'>
+ <group name='NoMDEntries' required='Y'>
+ <field name='MDEntryType' required='Y' />
+ <field name='MDEntryPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='MDEntrySize' required='N' />
+ <field name='MDEntryDate' required='N' />
+ <field name='MDEntryTime' required='N' />
+ <field name='TickDirection' required='N' />
+ <field name='MDMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='QuoteCondition' required='N' />
+ <field name='TradeCondition' required='N' />
+ <field name='MDEntryOriginator' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='SellerDays' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='QuoteEntryID' required='N' />
+ <field name='MDEntryBuyer' required='N' />
+ <field name='MDEntrySeller' required='N' />
+ <field name='NumberOfOrders' required='N' />
+ <field name='MDEntryPositionNo' required='N' />
+ <field name='Scope' required='N' />
+ <field name='PriceDelta' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MDPriceLevel' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='MDOriginType' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='TradeVolume' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDQuoteType' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='DealingCapacity' required='N' />
+ <field name='MDEntrySpotRate' required='N' />
+ <field name='MDEntryForwardPoints' required='N' />
+ <field name='MDEntryID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='SecSizesGrp' required='N' />
+ <field name='LotType' required='N' />
+ <field name='SecurityTradingStatus' required='N' />
+ <field name='HaltReasonChar' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtys4SubGrp'>
+ <group name='NoNested4PartySubIDs' required='N'>
+ <field name='Nested4PartySubID' required='N' />
+ <field name='Nested4PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='MDIncGrp'>
+ <group name='NoMDEntries' required='Y'>
+ <field name='MDUpdateAction' required='Y' />
+ <field name='DeleteReason' required='N' />
+ <field name='MDEntryType' required='N' />
+ <field name='MDEntryID' required='N' />
+ <field name='MDEntryRefID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' 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='TradingSessionSubID' required='N' />
+ <field name='QuoteCondition' required='N' />
+ <field name='TradeCondition' required='N' />
+ <field name='MDEntryOriginator' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='SellerDays' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='QuoteEntryID' required='N' />
+ <field name='MDEntryBuyer' required='N' />
+ <field name='MDEntrySeller' required='N' />
+ <field name='NumberOfOrders' required='N' />
+ <field name='MDEntryPositionNo' required='N' />
+ <field name='Scope' required='N' />
+ <field name='PriceDelta' required='N' />
+ <field name='NetChgPrevDay' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='MDOriginType' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='TradeVolume' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDQuoteType' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='DealingCapacity' required='N' />
+ <field name='MDEntrySpotRate' required='N' />
+ <field name='MDEntryForwardPoints' required='N' />
+ <field name='MDPriceLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='MDSubBookType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='SecSizesGrp' required='N' />
+ <field name='LotType' required='N' />
+ <field name='SecurityTradingStatus' required='N' />
+ <field name='HaltReasonChar' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='StatsIndGrp' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingAmount'>
+ <group name='NoUnderlyingAmounts' required='N'>
+ <field name='UnderlyingPayAmount' required='N' />
+ <field name='UnderlyingCollectAmount' required='N' />
+ <field name='UnderlyingSettlementDate' required='N' />
+ <field name='UnderlyingSettlementStatus' required='N' />
+ </group>
+ </component>
+ <component name='TrdRegTimestamps'>
+ <group name='NoTrdRegTimestamps' required='N'>
+ <field name='TrdRegTimestamp' required='N' />
+ <field name='TrdRegTimestampType' required='N' />
+ <field name='TrdRegTimestampOrigin' required='N' />
+ <field name='DeskType' required='N' />
+ <field name='DeskTypeSource' required='N' />
+ <field name='DeskOrderHandlingInst' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrumentAttribute'>
+ <group name='NoDerivativeInstrAttrib' required='N'>
+ <field name='DerivativeInstrAttribType' required='N' />
+ <field name='DerivativeInstrAttribValue' required='N' />
+ </group>
+ </component>
+ <component name='MarketSegmentGrp'>
+ <group name='NoMarketSegments' required='N'>
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='SecurityTradingRules' required='N' />
+ <component name='StrikeRules' required='N' />
+ </group>
+ </component>
+ <component name='LegQuotStatGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegOrderQty' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ </group>
+ </component>
+ <component name='QuotReqRjctGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='Side' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='QuotReqLegsGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuotePriceType' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Price2' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ </group>
+ </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' />
+ <field name='PegPriceType' required='N' />
+ <field name='PegSecurityIDSource' required='N' />
+ <field name='PegSecurityID' required='N' />
+ <field name='PegSymbol' required='N' />
+ <field name='PegSecurityDesc' required='N' />
+ </component>
+ <component name='InstrumentParties'>
+ <group name='NoInstrumentParties' required='N'>
+ <field name='InstrumentPartyID' required='N' />
+ <field name='InstrumentPartyIDSource' required='N' />
+ <field name='InstrumentPartyRole' required='N' />
+ <component name='InstrumentPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeSecurityAltIDGrp'>
+ <group name='NoDerivativeSecurityAltID' required='N'>
+ <field name='DerivativeSecurityAltID' required='N' />
+ <field name='DerivativeSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='SettlObligationInstructions'>
+ <group name='NoSettlOblig' required='N'>
+ <field name='NetGrossInd' required='N' />
+ <field name='SettlObligID' required='N' />
+ <field name='SettlObligTransType' required='N' />
+ <field name='SettlObligRefID' required='N' />
+ <field name='CcyAmt' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlDate' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='Parties' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <component name='SettlDetails' required='N' />
+ </group>
+ </component>
+ <component name='LegQuotGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegPriceType' required='N' />
+ <field name='LegBidPx' required='N' />
+ <field name='LegOfferPx' required='N' />
+ <component name='LegBenchmarkCurveData' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegBidForwardPoints' required='N' />
+ <field name='LegOfferForwardPoints' required='N' />
+ </group>
+ </component>
+ <component name='ExecAllocGrp'>
+ <group name='NoExecs' required='N'>
+ <field name='LastQty' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastCapacity' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ </group>
+ </component>
+ <component name='TrdCapDtGrp'>
+ <group name='NoDates' required='N'>
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ </group>
+ </component>
+ <component name='ExecInstRules'>
+ <group name='NoExecInstRules' required='N'>
+ <field name='ExecInstValue' required='N' />
+ </group>
+ </component>
+ <component name='TriggeringInstruction'>
+ <field name='TriggerType' required='N' />
+ <field name='TriggerAction' required='N' />
+ <field name='TriggerPrice' required='N' />
+ <field name='TriggerSymbol' required='N' />
+ <field name='TriggerSecurityID' required='N' />
+ <field name='TriggerSecurityIDSource' required='N' />
+ <field name='TriggerSecurityDesc' required='N' />
+ <field name='TriggerPriceType' required='N' />
+ <field name='TriggerPriceTypeScope' required='N' />
+ <field name='TriggerPriceDirection' required='N' />
+ <field name='TriggerNewPrice' required='N' />
+ <field name='TriggerOrderType' required='N' />
+ <field name='TriggerNewQty' required='N' />
+ <field name='TriggerTradingSessionID' required='N' />
+ <field name='TriggerTradingSessionSubID' required='N' />
+ </component>
+ <component name='IOIQualGrp'>
+ <group name='NoIOIQualifiers' required='N'>
+ <field name='IOIQualifier' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtysSubGrp'>
+ <group name='NoNestedPartySubIDs' required='N'>
+ <field name='NestedPartySubID' required='N' />
+ <field name='NestedPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='PositionQty'>
+ <group name='NoPositions' required='N'>
+ <field name='PosType' required='N' />
+ <field name='LongQty' required='N' />
+ <field name='ShortQty' required='N' />
+ <field name='PosQtyStatus' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='QuantityDate' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtys2SubGrp'>
+ <group name='NoNested2PartySubIDs' required='N'>
+ <field name='Nested2PartySubID' required='N' />
+ <field name='Nested2PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='PosUndInstrmtGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='UnderlyingSettlPrice' required='N' />
+ <field name='UnderlyingSettlPriceType' required='N' />
+ <component name='UnderlyingAmount' required='N' />
+ <field name='UnderlyingDeliveryAmount' 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' />
+ <component name='DlvyInstGrp' required='N' />
+ </component>
+ <component name='SideTrdRegTS'>
+ <group name='NoSideTrdRegTS' required='N'>
+ <field name='SideTrdRegTimestamp' required='N' />
+ <field name='SideTrdRegTimestampType' required='N' />
+ <field name='SideTrdRegTimestampSrc' required='N' />
+ </group>
+ </component>
+ <component name='TradingSessionRules'>
+ <component name='OrdTypeRules' required='N' />
+ <component name='TimeInForceRules' required='N' />
+ <component name='ExecInstRules' required='N' />
+ <component name='MatchRules' required='N' />
+ <component name='MarketDataFeedTypes' required='N' />
+ </component>
+ <component name='MsgTypeGrp'>
+ <group name='NoMsgTypes' required='N'>
+ <field name='RefMsgType' required='N' />
+ <field name='MsgDirection' required='N' />
+ <field name='RefApplVerID' required='N' />
+ <field name='RefCstmApplVerID' required='N' />
+ <field name='RefApplExtID' required='N' />
+ <field name='DefaultVerIndicator' required='N' />
+ </group>
+ </component>
+ <component name='UndSecAltIDGrp'>
+ <group name='NoUnderlyingSecurityAltID' required='N'>
+ <field name='UnderlyingSecurityAltID' required='N' />
+ <field name='UnderlyingSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='ExecCollGrp'>
+ <group name='NoExecs' required='N'>
+ <field name='ExecID' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingLegSecurityAltIDGrp'>
+ <group name='NoUnderlyingLegSecurityAltID' required='N'>
+ <field name='UnderlyingLegSecurityAltID' required='N' />
+ <field name='UnderlyingLegSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='DisplayInstruction'>
+ <field name='SecondaryDisplayQty' required='N' />
+ <field name='DisplayWhen' required='N' />
+ <field name='DisplayMethod' required='N' />
+ <field name='DisplayLowQty' required='N' />
+ <field name='DisplayHighQty' required='N' />
+ <field name='DisplayMinIncr' required='N' />
+ <field name='RefreshQty' required='N' />
+ <field name='DisplayQty' required='N' />
+ </component>
+ <component name='QuotEntryGrp'>
+ <group name='NoQuoteEntries' required='Y'>
+ <field name='QuoteEntryID' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrmtLegGrp' 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='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='Currency' required='N' />
+ </group>
+ </component>
+ <component name='RgstDtlsGrp'>
+ <group name='NoRegistDtls' required='N'>
+ <field name='RegistDtls' required='N' />
+ <field name='RegistEmail' required='N' />
+ <field name='MailingDtls' required='N' />
+ <field name='MailingInst' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='OwnerType' required='N' />
+ <field name='DateOfBirth' required='N' />
+ <field name='InvestorCountryOfResidence' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtys3SubGrp'>
+ <group name='NoNested3PartySubIDs' required='N'>
+ <field name='Nested3PartySubID' required='N' />
+ <field name='Nested3PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeEventsGrp'>
+ <group name='NoDerivativeEvents' required='N'>
+ <field name='DerivativeEventType' required='N' />
+ <field name='DerivativeEventDate' required='N' />
+ <field name='DerivativeEventTime' required='N' />
+ <field name='DerivativeEventPx' required='N' />
+ <field name='DerivativeEventText' required='N' />
+ </group>
+ </component>
+ <component name='NestedInstrumentAttribute'>
+ <group name='NoNestedInstrAttrib' required='N'>
+ <field name='NestedInstrAttribType' required='N' />
+ <field name='NestedInstrAttribValue' required='N' />
+ </group>
+ </component>
+ <component name='SecondaryPriceLimits'>
+ <field name='SecondaryPriceLimitType' required='N' />
+ <field name='SecondaryLowLimitPrice' required='N' />
+ <field name='SecondaryHighLimitPrice' required='N' />
+ <field name='SecondaryTradingReferencePrice' required='N' />
+ </component>
+ <component name='SecurityXML'>
+ <field name='SecurityXMLLen' required='N' />
+ <field name='SecurityXML' required='N' />
+ <field name='SecurityXMLSchema' required='N' />
+ </component>
+ <component name='EvntGrp'>
+ <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' />
+ <field name='EventTime' required='N' />
+ </group>
+ </component>
+ <component name='CompIDReqGrp'>
+ <group name='NoCompIDs' required='N'>
+ <field name='RefCompID' required='N' />
+ <field name='RefSubID' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingLegInstrument'>
+ <field name='UnderlyingLegSymbol' required='N' />
+ <field name='UnderlyingLegSymbolSfx' required='N' />
+ <field name='UnderlyingLegSecurityID' required='N' />
+ <field name='UnderlyingLegSecurityIDSource' required='N' />
+ <component name='UnderlyingLegSecurityAltIDGrp' required='N' />
+ <field name='UnderlyingLegCFICode' required='N' />
+ <field name='UnderlyingLegSecurityType' required='N' />
+ <field name='UnderlyingLegSecuritySubType' required='N' />
+ <field name='UnderlyingLegMaturityMonthYear' required='N' />
+ <field name='UnderlyingLegMaturityDate' required='N' />
+ <field name='UnderlyingLegMaturityTime' required='N' />
+ <field name='UnderlyingLegStrikePrice' required='N' />
+ <field name='UnderlyingLegOptAttribute' required='N' />
+ <field name='UnderlyingLegPutOrCall' required='N' />
+ <field name='UnderlyingLegSecurityExchange' required='N' />
+ <field name='UnderlyingLegSecurityDesc' required='N' />
+ </component>
+ <component name='SecSizesGrp'>
+ <group name='NoOfSecSizes' required='N'>
+ <field name='MDSecSizeType' required='N' />
+ <field name='MDSecSize' required='N' />
+ </group>
+ </component>
+ <component name='SecTypesGrp'>
+ <group name='NoSecurityTypes' required='N'>
+ <field name='SecurityType' required='N' />
+ <field name='SecuritySubType' required='N' />
+ <field name='Product' required='N' />
+ <field name='CFICode' required='N' />
+ </group>
+ </component>
+ <component name='AttrbGrp'>
+ <group name='NoInstrAttrib' required='N'>
+ <field name='InstrAttribType' required='N' />
+ <field name='InstrAttribValue' 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='MiscFeesGrp'>
+ <group name='NoMiscFees' required='N'>
+ <field name='MiscFeeAmt' required='N' />
+ <field name='MiscFeeCurr' required='N' />
+ <field name='MiscFeeType' required='N' />
+ <field name='MiscFeeBasis' required='N' />
+ </group>
+ </component>
+ <component name='RoutingGrp'>
+ <group name='NoRoutingIDs' required='N'>
+ <field name='RoutingType' required='N' />
+ <field name='RoutingID' required='N' />
+ </group>
+ </component>
+ <component name='RgstDistInstGrp'>
+ <group name='NoDistribInsts' required='N'>
+ <field name='DistribPaymentMethod' required='N' />
+ <field name='DistribPercentage' required='N' />
+ <field name='CashDistribCurr' required='N' />
+ <field name='CashDistribAgentName' required='N' />
+ <field name='CashDistribAgentCode' required='N' />
+ <field name='CashDistribAgentAcctNumber' required='N' />
+ <field name='CashDistribPayRef' required='N' />
+ <field name='CashDistribAgentAcctName' required='N' />
+ </group>
+ </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='ListOrdGrp'>
+ <group name='NoOrders' required='Y'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListSeqNo' required='Y' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='SettlInstMode' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' 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' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </group>
+ </component>
+ <component name='PtysSubGrp'>
+ <group name='NoPartySubIDs' required='N'>
+ <field name='PartySubID' required='N' />
+ <field name='PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='TrdInstrmtLegGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegLastPx' required='N' />
+ <field name='LegReportID' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ <field name='LegLastForwardPoints' required='N' />
+ <field name='LegCalculatedCcyLastQty' required='N' />
+ <field name='LegGrossTradeAmt' required='N' />
+ <field name='LegNumber' required='N' />
+ <component name='TradeCapLegUnderlyingsGrp' required='N' />
+ <field name='LegVolatility' required='N' />
+ <field name='LegDividendYield' required='N' />
+ <field name='LegCurrencyRatio' required='N' />
+ <field name='LegExecInst' required='N' />
+ <field name='LegLastQty' required='N' />
+ </group>
+ </component>
+ <component name='TrdAllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties2' required='N' />
+ <field name='AllocQty' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='AllocMethod' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocClearingFeeIndicator' required='N' />
+ </group>
+ </component>
+ <component name='ApplIDRequestGrp'>
+ <group name='NoApplIDs' required='N'>
+ <field name='RefApplID' required='N' />
+ <field name='ApplBegSeqNum' required='N' />
+ <field name='ApplEndSeqNum' required='N' />
+ </group>
+ </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='ClrInstGrp'>
+ <group name='NoClearingInstructions' required='N'>
+ <field name='ClearingInstruction' required='N' />
+ </group>
+ </component>
+ <component name='OrdAllocGrp'>
+ <group name='NoOrders' required='N'>
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListID' required='N' />
+ <component name='NestedParties2' required='N' />
+ <field name='OrderQty' required='N' />
+ <field name='OrderAvgPx' required='N' />
+ <field name='OrderBookingQty' required='N' />
+ </group>
+ </component>
+ <component name='SettlDetails'>
+ <group name='NoSettlDetails' required='N'>
+ <field name='SettlObligSource' required='N' />
+ <component name='SettlParties' required='N' />
+ </group>
+ </component>
+ <component name='OrdListStatGrp'>
+ <group name='NoOrders' required='Y'>
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='CumQty' required='Y' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='LeavesQty' required='Y' />
+ <field name='CxlQty' required='Y' />
+ <field name='AvgPx' required='Y' />
+ <field name='OrdRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='OrderID' required='N' />
+ </group>
+ </component>
+ <component name='BidCompRspGrp'>
+ <group name='NoBidComponents' required='Y'>
+ <component name='CommissionData' required='Y' />
+ <field name='ListID' required='N' />
+ <field name='Country' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='FairValue' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='OrdTypeRules'>
+ <group name='NoOrdTypeRules' required='N'>
+ <field name='OrdType' required='N' />
+ </group>
+ </component>
+ <component name='SideCrossOrdCxlGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='ComplianceID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='ExpirationQty'>
+ <group name='NoExpiration' required='N'>
+ <field name='ExpirationQtyType' required='N' />
+ <field name='ExpQty' required='N' />
+ </group>
+ </component>
+ <component name='QuotEntryAckGrp'>
+ <group name='NoQuoteEntries' required='N'>
+ <field name='QuoteEntryID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrmtLegGrp' 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='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='Currency' required='N' />
+ <field name='QuoteEntryRejectReason' required='N' />
+ <field name='QuoteEntryStatus' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrumentPartySubIDsGrp'>
+ <group name='NoDerivativeInstrumentPartySubIDs' required='N'>
+ <field name='DerivativeInstrumentPartySubID' required='N' />
+ <field name='DerivativeInstrumentPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='SecurityTradingRules'>
+ <component name='BaseTradingRules' required='N' />
+ <component name='TradingSessionRulesGrp' required='N' />
+ <component name='NestedInstrumentAttribute' required='N' />
+ </component>
+ <component name='LegSecAltIDGrp'>
+ <group name='NoLegSecurityAltID' required='N'>
+ <field name='LegSecurityAltID' required='N' />
+ <field name='LegSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='StatsIndGrp'>
+ <group name='NoStatsIndicators' required='N'>
+ <field name='StatsType' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegSecListGrp'>
+ <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>
+ <component name='UndlyInstrumentParties'>
+ <group name='NoUndlyInstrumentParties' required='N'>
+ <field name='UndlyInstrumentPartyID' required='N' />
+ <field name='UndlyInstrumentPartyIDSource' required='N' />
+ <field name='UndlyInstrumentPartyRole' required='N' />
+ <component name='UndlyInstrumentPtysSubGrp' required='N' />
+ </group>
+ </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='SEQNUM' />
+ <field number='8' name='BeginString' type='STRING' />
+ <field number='9' name='BodyLength' type='LENGTH' />
+ <field number='10' name='CheckSum' type='STRING' />
+ <field number='11' name='ClOrdID' type='STRING' />
+ <field number='12' name='Commission' type='AMT' />
+ <field number='13' name='CommType' type='CHAR'>
+ <value enum='1' description='PER_UNIT' />
+ <value enum='2' description='PERCENT' />
+ <value enum='3' description='ABSOLUTE' />
+ <value enum='4' description='PERCENTAGE_WAIVED_4' />
+ <value enum='5' description='PERCENTAGE_WAIVED_5' />
+ <value enum='6' description='POINTS_PER_BOND_OR_CONTRACT' />
+ </field>
+ <field number='14' name='CumQty' type='QTY' />
+ <field number='15' name='Currency' type='CURRENCY' />
+ <field number='16' name='EndSeqNo' type='SEQNUM' />
+ <field number='17' name='ExecID' type='STRING' />
+ <field number='18' name='ExecInst' type='MULTIPLECHARVALUE'>
+ <value enum='0' description='STAY_ON_OFFER_SIDE' />
+ <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='PARTICIPANT_DONT_INITIATE' />
+ <value enum='7' description='STRICT_SCALE' />
+ <value enum='8' description='TRY_TO_SCALE' />
+ <value enum='9' description='STAY_ON_BID_SIDE' />
+ <value enum='A' description='NO_CROSS' />
+ <value enum='a' description='TRAILING_STOP_PEG' />
+ <value enum='B' description='OK_TO_CROSS' />
+ <value enum='b' description='STRICT_LIMIT' />
+ <value enum='c' description='IGNORE_PRICE_VALIDITY_CHECKS' />
+ <value enum='C' description='CALL_FIRST' />
+ <value enum='d' description='PEG_TO_LIMIT_PRICE' />
+ <value enum='D' description='PERCENT_OF_VOLUME' />
+ <value enum='E' description='DO_NOT_INCREASE' />
+ <value enum='e' description='WORK_TO_TARGET_STRATEGY' />
+ <value enum='F' description='DO_NOT_REDUCE' />
+ <value enum='G' description='ALL_OR_NONE' />
+ <value enum='H' description='REINSTATE_ON_SYSTEM_FAILURE' />
+ <value enum='I' description='INSTITUTIONS_ONLY' />
+ <value enum='J' description='REINSTATE_ON_TRADING_HALT' />
+ <value enum='K' description='CANCEL_ON_TRADING_HALT' />
+ <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='Q' description='CANCEL_ON_SYSTEM_FAILURE' />
+ <value enum='R' description='PRIMARY_PEG' />
+ <value enum='S' description='SUSPEND' />
+ <value enum='U' description='CUSTOMER_DISPLAY_INSTRUCTION' />
+ <value enum='V' description='NETTING' />
+ <value enum='W' description='PEG_TO_VWAP' />
+ <value enum='X' description='TRADE_ALONG' />
+ <value enum='Y' description='TRY_TO_STOP' />
+ <value enum='Z' description='CANCEL_IF_NOT_BEST' />
+ <value enum='f' description='INTERMARKET_SWEEP' />
+ <value enum='j' description='SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE' />
+ <value enum='g' description='EXTERNAL_ROUTING_ALLOWED' />
+ <value enum='h' description='EXTERNAL_ROUTING_NOT_ALLOWED' />
+ <value enum='i' description='IMBALANCE_ONLY' />
+ <value enum='T' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' />
+ <value enum='k' description='BEST_EXECUTION' />
+ <value enum='l' description='SUSPEND_ON_SYSTEM_FAILURE' />
+ <value enum='m' description='SUSPEND_ON_TRADING_HALT' />
+ <value enum='n' description='REINSTATE_ON_CONNECTION_LOSS' />
+ <value enum='o' description='CANCEL_ON_CONNECTION_LOSS' />
+ <value enum='p' description='SUSPEND_ON_CONNECTION_LOSS' />
+ <value enum='q' description='RELEASE_FROM_SUSPENSION' />
+ <value enum='r' description='EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED' />
+ <value enum='s' description='EXECUTE_AS_DURATION_NEUTRAL' />
+ <value enum='t' description='EXECUTE_AS_FX_NEUTRAL' />
+ </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' />
+ <value enum='A' description='BLOOMBERG_SYMBOL' />
+ <value enum='B' description='WERTPAPIER' />
+ <value enum='C' description='DUTCH' />
+ <value enum='D' description='VALOREN' />
+ <value enum='E' description='SICOVAM' />
+ <value enum='F' description='BELGIAN' />
+ <value enum='G' description='COMMON' />
+ <value enum='H' description='CLEARING_HOUSE' />
+ <value enum='I' description='ISDA_FPML_PRODUCT_SPECIFICATION' />
+ <value enum='J' description='OPTION_PRICE_REPORTING_AUTHORITY' />
+ <value enum='L' description='LETTER_OF_CREDIT' />
+ <value enum='K' description='ISDA_FPML_PRODUCT_URL' />
+ <value enum='M' description='MARKETPLACE_ASSIGNED_IDENTIFIER' />
+ </field>
+ <field number='23' name='IOIID' type='STRING' />
+ <field number='24' name='IOIOthSvc' type='CHAR' />
+ <field number='25' name='IOIQltyInd' type='CHAR'>
+ <value enum='H' description='HIGH' />
+ <value enum='L' description='LOW' />
+ <value enum='M' description='MEDIUM' />
+ </field>
+ <field number='26' name='IOIRefID' type='STRING' />
+ <field number='27' name='IOIQty' type='STRING'>
+ <value enum='0' description='1000000000' />
+ <value enum='S' description='SMALL' />
+ <value enum='M' description='MEDIUM' />
+ <value enum='L' description='LARGE' />
+ <value enum='U' description='UNDISCLOSED_QUANTITY' />
+ </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='LastQty' type='QTY' />
+ <field number='33' name='NoLinesOfText' type='NUMINGROUP' />
+ <field number='34' name='MsgSeqNum' type='SEQNUM' />
+ <field number='35' name='MsgType' type='STRING'>
+ <value enum='0' description='HEARTBEAT' />
+ <value enum='1' description='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='AA' description='DERIVATIVE_SECURITY_LIST' />
+ <value enum='AB' description='NEW_ORDER_AB' />
+ <value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE' />
+ <value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST' />
+ <value enum='AE' description='TRADE_CAPTURE_REPORT' />
+ <value enum='AF' description='ORDER_MASS_STATUS_REQUEST' />
+ <value enum='AG' description='QUOTE_REQUEST_REJECT' />
+ <value enum='AH' description='RFQ_REQUEST' />
+ <value enum='AI' description='QUOTE_STATUS_REPORT' />
+ <value enum='AJ' description='QUOTE_RESPONSE' />
+ <value enum='AK' description='CONFIRMATION' />
+ <value enum='AL' description='POSITION_MAINTENANCE_REQUEST' />
+ <value enum='AM' description='POSITION_MAINTENANCE_REPORT' />
+ <value enum='AN' description='REQUEST_FOR_POSITIONS' />
+ <value enum='AO' description='REQUEST_FOR_POSITIONS_ACK' />
+ <value enum='AP' description='POSITION_REPORT' />
+ <value enum='AQ' description='TRADE_CAPTURE_REPORT_REQUEST_ACK' />
+ <value enum='AR' description='TRADE_CAPTURE_REPORT_ACK' />
+ <value enum='AS' description='ALLOCATION_REPORT' />
+ <value enum='AT' description='ALLOCATION_REPORT_ACK' />
+ <value enum='AU' description='CONFIRMATION_ACK' />
+ <value enum='AV' description='SETTLEMENT_INSTRUCTION_REQUEST' />
+ <value enum='AW' description='ASSIGNMENT_REPORT' />
+ <value enum='AX' description='COLLATERAL_REQUEST' />
+ <value enum='AY' description='COLLATERAL_ASSIGNMENT' />
+ <value enum='AZ' description='COLLATERAL_RESPONSE' />
+ <value enum='B' description='NEWS' />
+ <value enum='b' description='MASS_QUOTE_ACKNOWLEDGEMENT' />
+ <value enum='BA' description='COLLATERAL_REPORT' />
+ <value enum='BB' description='COLLATERAL_INQUIRY' />
+ <value enum='BC' description='NETWORK_COUNTERPARTY_SYSTEM_STATUS_REQUEST' />
+ <value enum='BD' description='NETWORK_COUNTERPARTY_SYSTEM_STATUS_RESPONSE' />
+ <value enum='BE' description='USER_REQUEST' />
+ <value enum='BF' description='USER_RESPONSE' />
+ <value enum='BG' description='COLLATERAL_INQUIRY_ACK' />
+ <value enum='BH' description='CONFIRMATION_REQUEST' />
+ <value enum='C' description='EMAIL' />
+ <value enum='c' description='SECURITY_DEFINITION_REQUEST' />
+ <value enum='d' description='SECURITY_DEFINITION' />
+ <value enum='D' description='NEW_ORDER_D' />
+ <value enum='e' description='SECURITY_STATUS_REQUEST' />
+ <value enum='E' description='NEW_ORDER_E' />
+ <value enum='F' description='ORDER_CANCEL_REQUEST' />
+ <value enum='f' description='SECURITY_STATUS' />
+ <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_INSTRUCTION' />
+ <value enum='k' description='BID_REQUEST' />
+ <value enum='K' description='LIST_CANCEL_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='XML_MESSAGE' />
+ <value enum='N' description='LIST_STATUS' />
+ <value enum='o' description='REGISTRATION_INSTRUCTIONS' />
+ <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE' />
+ <value enum='P' description='ALLOCATION_INSTRUCTION_ACK' />
+ <value enum='q' description='ORDER_MASS_CANCEL_REQUEST' />
+ <value enum='Q' description='DONT_KNOW_TRADE' />
+ <value enum='R' description='QUOTE_REQUEST' />
+ <value enum='r' description='ORDER_MASS_CANCEL_REPORT' />
+ <value enum='S' description='QUOTE' />
+ <value enum='s' description='NEW_ORDER_s' />
+ <value enum='T' description='SETTLEMENT_INSTRUCTIONS' />
+ <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST' />
+ <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST' />
+ <value enum='V' description='MARKET_DATA_REQUEST' />
+ <value enum='v' description='SECURITY_TYPE_REQUEST' />
+ <value enum='w' description='SECURITY_TYPES' />
+ <value enum='W' description='MARKET_DATA_W' />
+ <value enum='x' description='SECURITY_LIST_REQUEST' />
+ <value enum='X' description='MARKET_DATA_X' />
+ <value enum='Y' description='MARKET_DATA_REQUEST_REJECT' />
+ <value enum='y' description='SECURITY_LIST' />
+ <value enum='Z' description='QUOTE_CANCEL' />
+ <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST' />
+ <value enum='BO' description='CONTRARY_INTENTION_REPORT' />
+ <value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT' />
+ <value enum='BK' description='SECURITY_LIST_UPDATE_REPORT' />
+ <value enum='BL' description='ADJUSTED_POSITION_REPORT' />
+ <value enum='BM' description='ALLOCATION_INSTRUCTION_ALERT' />
+ <value enum='BN' description='EXECUTION_ACKNOWLEDGEMENT' />
+ <value enum='BJ' description='TRADING_SESSION_LIST' />
+ <value enum='BI' description='TRADING_SESSION_LIST_REQUEST' />
+ <value enum='BQ' description='SETTLEMENTOBLIGATIONREPORT' />
+ <value enum='BR' description='DERIVATIVESECURITYLISTUPDATEREPORT' />
+ <value enum='BS' description='TRADINGSESSIONLISTUPDATEREPORT' />
+ <value enum='BT' description='MARKETDEFINITIONREQUEST' />
+ <value enum='BU' description='MARKETDEFINITION' />
+ <value enum='BV' description='MARKETDEFINITIONUPDATEREPORT' />
+ <value enum='CB' description='USERNOTIFICATION' />
+ <value enum='BZ' description='ORDERMASSACTIONREPORT' />
+ <value enum='CA' description='ORDERMASSACTIONREQUEST' />
+ <value enum='BW' description='APPLICATIONMESSAGEREQUEST' />
+ <value enum='BX' description='APPLICATIONMESSAGEREQUESTACK' />
+ <value enum='BY' description='APPLICATIONMESSAGEREPORT' />
+ </field>
+ <field number='36' name='NewSeqNo' type='SEQNUM' />
+ <field number='37' name='OrderID' type='STRING' />
+ <field number='38' name='OrderQty' type='QTY' />
+ <field number='39' name='OrdStatus' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum='1' description='PARTIALLY_FILLED' />
+ <value enum='2' description='FILLED' />
+ <value enum='3' description='DONE_FOR_DAY' />
+ <value enum='4' description='CANCELED' />
+ <value enum='6' description='PENDING_CANCEL' />
+ <value enum='7' description='STOPPED' />
+ <value enum='8' description='REJECTED' />
+ <value enum='9' description='SUSPENDED' />
+ <value enum='A' description='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' />
+ <value enum='5' description='REPLACED' />
+ </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_MARKET' />
+ <value enum='D' description='PREVIOUSLY_QUOTED' />
+ <value enum='E' description='PREVIOUSLY_INDICATED' />
+ <value enum='F' description='FOREX_LIMIT' />
+ <value enum='G' description='FOREX_SWAP' />
+ <value enum='H' description='FOREX_PREVIOUSLY_QUOTED' />
+ <value enum='I' description='FUNARI' />
+ <value enum='J' description='MARKET_IF_TOUCHED' />
+ <value enum='K' description='MARKET_WITH_LEFT_OVER_AS_LIMIT' />
+ <value enum='L' description='PREVIOUS_FUND_VALUATION_POINT' />
+ <value enum='M' description='NEXT_FUND_VALUATION_POINT' />
+ <value enum='P' description='PEGGED' />
+ <value enum='Q' description='COUNTER_ORDER_SELECTION' />
+ </field>
+ <field number='41' name='OrigClOrdID' type='STRING' />
+ <field number='42' name='OrigTime' type='UTCTIMESTAMP' />
+ <field number='43' name='PossDupFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='44' name='Price' type='PRICE' />
+ <field number='45' name='RefSeqNum' type='SEQNUM' />
+ <field number='46' name='RelatdSym' type='STRING' />
+ <field number='47' name='Rule80A' type='CHAR'>
+ <value enum='A' description='AGENCY_SINGLE_ORDER' />
+ <value enum='B' description='SHORT_EXEMPT_TRANSACTION_B' />
+ <value enum='C' description='PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE' />
+ <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
+ <value enum='E' description='SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL' />
+ <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='PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING' />
+ <value enum='K' description='AGENCY_ALGORITHMIC_PROGRAM_TRADING' />
+ <value enum='L' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
+ <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
+ <value enum='N' description='AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE' />
+ <value enum='O' description='PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER' />
+ <value enum='P' description='PRINCIPAL' />
+ <value enum='R' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER' />
+ <value enum='S' description='SPECIALIST_TRADES' />
+ <value enum='T' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER' />
+ <value enum='U' description='AGENCY_INDEX_ARBITRAGE' />
+ <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='AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE' />
+ <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='Quantity' 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='A' description='CROSS_SHORT_EXXMPT' />
+ <value enum='B' description='AS_DEFINED' />
+ <value enum='C' description='OPPOSITE' />
+ <value enum='D' description='SUBSCRIBE' />
+ <value enum='E' description='REDEEM' />
+ <value enum='F' description='LEND' />
+ <value enum='G' description='BORROW' />
+ </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' />
+ <value enum='7' description='AT_THE_CLOSE' />
+ <value enum='8' description='GOOD_THROUGH_CROSSING' />
+ <value enum='9' description='AT_CROSSING' />
+ </field>
+ <field number='60' name='TransactTime' type='UTCTIMESTAMP' />
+ <field number='61' name='Urgency' type='CHAR'>
+ <value enum='0' description='NORMAL' />
+ <value enum='1' description='FLASH' />
+ <value enum='2' description='BACKGROUND' />
+ </field>
+ <field number='62' name='ValidUntilTime' type='UTCTIMESTAMP' />
+ <field number='63' name='SettlType' type='STRING'>
+ <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_AND_IF_ISSUED' />
+ <value enum='8' description='SELLERS_OPTION' />
+ <value enum='9' description='T_PLUS_5' />
+ <value enum='C' description='FX_SPOT_NEXT_SETTLEMENT' />
+ <value enum='B' description='BROKEN_DATE' />
+ </field>
+ <field number='64' name='SettlDate' type='LOCALMKTDATE' />
+ <field number='65' name='SymbolSfx' type='STRING'>
+ <value enum='CD' description='EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE' />
+ <value enum='WI' description='WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN' />
+ </field>
+ <field number='66' name='ListID' type='STRING' />
+ <field number='67' name='ListSeqNo' type='INT' />
+ <field number='68' name='TotNoOrders' type='INT' />
+ <field number='69' name='ListExecInst' type='STRING' />
+ <field number='70' name='AllocID' type='STRING' />
+ <field number='71' name='AllocTransType' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum='1' description='REPLACE' />
+ <value enum='2' description='CANCEL' />
+ <value enum='3' description='PRELIMINARY' />
+ <value enum='4' description='CALCULATED' />
+ <value enum='5' description='CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='6' description='REVERSAL' />
+ </field>
+ <field number='72' name='RefAllocID' type='STRING' />
+ <field number='73' name='NoOrders' type='NUMINGROUP' />
+ <field number='74' name='AvgPxPrecision' type='INT' />
+ <field number='75' name='TradeDate' type='LOCALMKTDATE' />
+ <field number='76' name='ExecBroker' type='STRING' />
+ <field number='77' name='PositionEffect' type='CHAR'>
+ <value enum='C' description='CLOSE' />
+ <value enum='F' description='FIFO' />
+ <value enum='O' description='OPEN' />
+ <value enum='R' description='ROLLED' />
+ <value enum='N' description='CLOSE_BUT_NOTIFY_ON_OPEN' />
+ <value enum='D' description='DEFAULT' />
+ </field>
+ <field number='78' name='NoAllocs' type='NUMINGROUP' />
+ <field number='79' name='AllocAccount' type='STRING' />
+ <field number='80' name='AllocQty' type='QTY' />
+ <field number='81' name='ProcessCode' type='CHAR'>
+ <value enum='0' description='REGULAR' />
+ <value enum='1' description='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='NUMINGROUP' />
+ <field number='86' name='DlvyInst' type='STRING' />
+ <field number='87' name='AllocStatus' type='INT'>
+ <value enum='0' description='ACCEPTED' />
+ <value enum='1' description='BLOCK_LEVEL_REJECT' />
+ <value enum='2' description='ACCOUNT_LEVEL_REJECT' />
+ <value enum='3' description='RECEIVED' />
+ <value enum='4' description='INCOMPLETE' />
+ <value enum='5' description='REJECTED_BY_INTERMEDIARY' />
+ <value enum='6' description='ALLOCATION_PENDING' />
+ <value enum='7' description='REVERSED' />
+ </field>
+ <field number='88' name='AllocRejCode' type='INT'>
+ <value enum='0' description='UNKNOWN_ACCOUNT' />
+ <value enum='1' description='INCORRECT_QUANTITY' />
+ <value enum='10' description='UNKNOWN_OR_STALE_EXECID' />
+ <value enum='11' description='MISMATCHED_DATA' />
+ <value enum='12' description='UNKNOWN_CLORDID' />
+ <value enum='13' description='WAREHOUSE_REQUEST_REJECTED' />
+ <value enum='2' description='INCORRECT_AVERAGEG_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' />
+ <value enum='8' description='INCORRECT_ALLOCATED_QUANTITY' />
+ <value enum='9' description='CALCULATION_DIFFERENCE' />
+ </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_1' />
+ <value enum='2' description='DES' />
+ <value enum='3' description='PKCS_3' />
+ <value enum='4' description='PGP_4' />
+ <value enum='5' description='PGP_5' />
+ <value enum='6' description='PEM' />
+ </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' />
+ <value enum='3' description='ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS' />
+ <value enum='4' description='UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST' />
+ <value enum='5' description='ORIGORDMODTIME' />
+ <value enum='6' description='DUPLICATE_CLORDID' />
+ <value enum='99' description='OTHER' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ <value enum='7' description='PRICE_EXCEEDS_CURRENT_PRICE' />
+ <value enum='8' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' />
+ </field>
+ <field number='103' name='OrdRejReason' type='INT'>
+ <value enum='0' description='BROKER' />
+ <value enum='1' description='UNKNOWN_SYMBOL' />
+ <value enum='10' description='INVALID_INVESTOR_ID' />
+ <value enum='11' description='UNSUPPORTED_ORDER_CHARACTERISTIC' />
+ <value enum='12' description='SURVEILLENCE_OPTION' />
+ <value enum='13' description='INCORRECT_QUANTITY' />
+ <value enum='14' description='INCORRECT_ALLOCATED_QUANTITY' />
+ <value enum='15' description='UNKNOWN_ACCOUNT' />
+ <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='9' description='TRADE_ALONG_REQUIRED' />
+ <value enum='99' description='OTHER' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ <value enum='16' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' />
+ </field>
+ <field number='104' name='IOIQualifier' type='CHAR'>
+ <value enum='A' description='ALL_OR_NONE' />
+ <value enum='B' description='MARKET_ON_CLOSE' />
+ <value enum='C' description='AT_THE_CLOSE' />
+ <value enum='D' description='VWAP' />
+ <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_SHOWN' />
+ <value enum='T' description='THROUGH_THE_DAY' />
+ <value enum='V' description='VERSUS' />
+ <value enum='W' description='INDIDCATION' />
+ <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='NUMINGROUP' />
+ <field number='125' name='CxlType' type='CHAR' />
+ <field number='126' name='ExpireTime' type='UTCTIMESTAMP' />
+ <field number='127' name='DKReason' type='CHAR'>
+ <value enum='A' description='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='F' description='CALCULATION_DIFFERENCE' />
+ <value enum='Z' description='OTHER' />
+ </field>
+ <field number='128' name='DeliverToCompID' type='STRING' />
+ <field number='129' name='DeliverToSubID' type='STRING' />
+ <field number='130' name='IOINaturalFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='131' name='QuoteReqID' type='STRING' />
+ <field number='132' name='BidPx' type='PRICE' />
+ <field number='133' name='OfferPx' type='PRICE' />
+ <field number='134' name='BidSize' type='QTY' />
+ <field number='135' name='OfferSize' type='QTY' />
+ <field number='136' name='NoMiscFees' type='NUMINGROUP' />
+ <field number='137' name='MiscFeeAmt' type='AMT' />
+ <field number='138' name='MiscFeeCurr' type='CURRENCY' />
+ <field number='139' name='MiscFeeType' type='STRING'>
+ <value enum='1' description='REGULATORY' />
+ <value enum='10' description='PER_TRANSACTION' />
+ <value enum='11' description='CONVERSION' />
+ <value enum='12' description='AGENT' />
+ <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' />
+ <value enum='13' description='TRANSFER_FEE' />
+ <value enum='14' description='SECURITY_LENDING' />
+ </field>
+ <field number='140' name='PrevClosePx' type='PRICE' />
+ <field number='141' name='ResetSeqNumFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='142' name='SenderLocationID' type='STRING' />
+ <field number='143' name='TargetLocationID' type='STRING' />
+ <field number='144' name='OnBehalfOfLocationID' type='STRING' />
+ <field number='145' name='DeliverToLocationID' type='STRING' />
+ <field number='146' name='NoRelatedSym' type='NUMINGROUP' />
+ <field number='147' name='Subject' type='STRING' />
+ <field number='148' name='Headline' type='STRING' />
+ <field number='149' name='URLLink' type='STRING' />
+ <field number='150' name='ExecType' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum='3' description='DONE_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='RESTATED' />
+ <value enum='E' description='PENDING_REPLACE' />
+ <value enum='F' description='TRADE' />
+ <value enum='G' description='TRADE_CORRECT' />
+ <value enum='H' description='TRADE_CANCEL' />
+ <value enum='I' description='ORDER_STATUS' />
+ <value enum='J' description='TRADE_IN_A_CLEARING_HOLD' />
+ <value enum='K' description='TRADE_HAS_BEEN_RELEASED_TO_CLEARING' />
+ <value enum='L' description='TRIGGERED_OR_ACTIVATED_BY_SYSTEM' />
+ </field>
+ <field number='151' name='LeavesQty' type='QTY' />
+ <field number='152' name='CashOrderQty' type='QTY' />
+ <field number='153' name='AllocAvgPx' type='PRICE' />
+ <field number='154' name='AllocNetMoney' type='AMT' />
+ <field number='155' name='SettlCurrFxRate' type='FLOAT' />
+ <field number='156' name='SettlCurrFxRateCalc' type='CHAR'>
+ <value enum='M' description='MULTIPLY' />
+ <value enum='D' description='DIVIDE' />
+ </field>
+ <field number='157' name='NumDaysInterest' type='INT' />
+ <field number='158' name='AccruedInterestRate' type='PERCENTAGE' />
+ <field number='159' name='AccruedInterestAmt' type='AMT' />
+ <field number='160' name='SettlInstMode' type='CHAR'>
+ <value enum='0' description='DEFAULT' />
+ <value enum='1' description='STANDING_INSTRUCTIONS_PROVIDED' />
+ <value enum='2' description='SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING' />
+ <value enum='3' description='SPECIFIC_ALLOCATION_ACCOUNT_STANDING' />
+ <value enum='4' description='SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT' />
+ <value enum='5' description='REQUEST_REJECT' />
+ </field>
+ <field number='161' name='AllocText' type='STRING' />
+ <field number='162' name='SettlInstID' type='STRING' />
+ <field number='163' name='SettlInstTransType' type='CHAR'>
+ <value enum='C' description='CANCEL' />
+ <value enum='N' description='NEW' />
+ <value enum='R' description='REPLACE' />
+ <value enum='T' description='RESTATE' />
+ </field>
+ <field number='164' name='EmailThreadID' type='STRING' />
+ <field number='165' name='SettlInstSource' type='CHAR'>
+ <value enum='1' description='BROKERS_INSTRUCTIONS' />
+ <value enum='2' description='INSTITUTIONS_INSTRUCTIONS' />
+ <value enum='3' description='INVESTOR' />
+ </field>
+ <field number='166' name='SettlLocation' type='STRING'>
+ <value enum='CED' description='CEDEL' />
+ <value enum='DTC' description='DEPOSITORY_TRUST_COMPANY' />
+ <value enum='EUR' description='EURO_CLEAR' />
+ <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='ABS' description='ASSET_BACKED_SECURITIES' />
+ <value enum='AMENDED' description='AMENDED_RESTATED' />
+ <value enum='AN' description='OTHER_ANTICIPATION_NOTES' />
+ <value enum='BA' description='BANKERS_ACCEPTANCE' />
+ <value enum='BN' description='BANK_NOTES' />
+ <value enum='BOX' description='BILL_OF_EXCHANGES' />
+ <value enum='BRADY' description='BRADY_BOND' />
+ <value enum='BRIDGE' description='BRIDGE_LOAN' />
+ <value enum='BUYSELL' description='BUY_SELLBACK' />
+ <value enum='CB' description='CONVERTIBLE_BOND' />
+ <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' />
+ <value enum='CL' description='CALL_LOANS' />
+ <value enum='CMBS' description='CORP_MORTGAGE_BACKED_SECURITIES' />
+ <value enum='CMO' description='COLLATERALIZED_MORTGAGE_OBLIGATION' />
+ <value enum='COFO' description='CERTIFICATE_OF_OBLIGATION' />
+ <value enum='COFP' description='CERTIFICATE_OF_PARTICIPATION' />
+ <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='DEFLTED' description='DEFAULTED' />
+ <value enum='DINP' description='DEBTOR_IN_POSSESSION' />
+ <value enum='DN' description='DEPOSIT_NOTES' />
+ <value enum='DUAL' description='DUAL_CURRENCY' />
+ <value enum='EUCD' description='EURO_CERTIFICATE_OF_DEPOSIT' />
+ <value enum='EUCORP' description='EURO_CORPORATE_BOND' />
+ <value enum='EUCP' description='EURO_COMMERCIAL_PAPER' />
+ <value enum='EUSOV' description='EURO_SOVEREIGNS' />
+ <value enum='EUSUPRA' description='EURO_SUPRANATIONAL_COUPONS' />
+ <value enum='FAC' description='FEDERAL_AGENCY_COUPON' />
+ <value enum='FADN' description='FEDERAL_AGENCY_DISCOUNT_NOTE' />
+ <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' />
+ <value enum='FORWARD' description='FORWARD' />
+ <value enum='FUT' description='FUTURE' />
+ <value enum='GO' description='GENERAL_OBLIGATION_BONDS' />
+ <value enum='IET' description='IOETTE_MORTGAGE' />
+ <value enum='LOFC' description='LETTER_OF_CREDIT' />
+ <value enum='LQN' description='LIQUIDITY_NOTE' />
+ <value enum='MATURED' description='MATURED' />
+ <value enum='MBS' description='MORTGAGE_BACKED_SECURITIES' />
+ <value enum='MF' description='MUTUAL_FUND' />
+ <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' />
+ <value enum='MLEG' description='MULTILEG_INSTRUMENT' />
+ <value enum='MPO' description='MORTGAGE_PRINCIPAL_ONLY' />
+ <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' />
+ <value enum='MPT' description='MISCELLANEOUS_PASS_THROUGH' />
+ <value enum='MT' description='MANDATORY_TENDER' />
+ <value enum='MTN' description='MEDIUM_TERM_NOTES' />
+ <value enum='NONE' description='NO_SECURITY_TYPE' />
+ <value enum='ONITE' description='OVERNIGHT' />
+ <value enum='OPT' description='OPTION' />
+ <value enum='PEF' description='PRIVATE_EXPORT_FUNDING' />
+ <value enum='PFAND' description='PFANDBRIEFE' />
+ <value enum='PN' description='PROMISSORY_NOTE' />
+ <value enum='PS' description='PREFERRED_STOCK' />
+ <value enum='PZFJ' description='PLAZOS_FIJOS' />
+ <value enum='RAN' description='REVENUE_ANTICIPATION_NOTE' />
+ <value enum='REPLACD' description='REPLACED' />
+ <value enum='REPO' description='REPURCHASE' />
+ <value enum='RETIRED' description='RETIRED' />
+ <value enum='REV' description='REVENUE_BONDS' />
+ <value enum='RVLV' description='REVOLVER_LOAN' />
+ <value enum='RVLVTRM' description='REVOLVER_TERM_LOAN' />
+ <value enum='SECLOAN' description='SECURITIES_LOAN' />
+ <value enum='SECPLEDGE' description='SECURITIES_PLEDGE' />
+ <value enum='SPCLA' description='SPECIAL_ASSESSMENT' />
+ <value enum='SPCLO' description='SPECIAL_OBLIGATION' />
+ <value enum='SPCLT' description='SPECIAL_TAX' />
+ <value enum='STN' description='SHORT_TERM_LOAN_NOTE' />
+ <value enum='STRUCT' description='STRUCTURED_NOTES' />
+ <value enum='SUPRA' description='USD_SUPRANATIONAL_COUPONS' />
+ <value enum='SWING' description='SWING_LINE_FACILITY' />
+ <value enum='TAN' description='TAX_ANTICIPATION_NOTE' />
+ <value enum='TAXA' description='TAX_ALLOCATION' />
+ <value enum='TBA' description='TO_BE_ANNOUNCED' />
+ <value enum='TBILL' description='US_TREASURY_BILL_TBILL' />
+ <value enum='TBOND' description='US_TREASURY_BOND' />
+ <value enum='TCAL' description='PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE' />
+ <value enum='TD' description='TIME_DEPOSIT' />
+ <value enum='TECP' description='TAX_EXEMPT_COMMERCIAL_PAPER' />
+ <value enum='TERM' description='TERM_LOAN' />
+ <value enum='TINT' description='INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE' />
+ <value enum='TIPS' description='TREASURY_INFLATION_PROTECTED_SECURITIES' />
+ <value enum='TNOTE' description='US_TREASURY_NOTE_TNOTE' />
+ <value enum='TPRN' description='PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE' />
+ <value enum='TRAN' description='TAX_REVENUE_ANTICIPATION_NOTE' />
+ <value enum='UST' description='US_TREASURY_NOTE_UST' />
+ <value enum='USTB' description='US_TREASURY_BILL_USTB' />
+ <value enum='VRDN' description='VARIABLE_RATE_DEMAND_NOTE' />
+ <value enum='WAR' description='WARRANT' />
+ <value enum='WITHDRN' description='WITHDRAWN' />
+ <value enum='?' description='WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST' />
+ <value enum='XCN' description='EXTENDED_COMM_NOTE' />
+ <value enum='XLINKD' description='INDEXED_LINKED' />
+ <value enum='YANK' description='YANKEE_CORPORATE_BOND' />
+ <value enum='YCD' description='YANKEE_CERTIFICATE_OF_DEPOSIT' />
+ <value enum='OOP' description='OPTIONS_ON_PHYSICAL' />
+ <value enum='OOF' description='OPTIONS_ON_FUTURES' />
+ <value enum='CASH' description='CASH' />
+ <value enum='OOC' description='OPTIONS_ON_COMBO' />
+ <value enum='IRS' description='INTEREST_RATE_SWAP' />
+ <value enum='BDN' description='BANK_DEPOSITORY_NOTE' />
+ <value enum='CAMM' description='CANADIAN_MONEY_MARKETS' />
+ <value enum='CAN' description='CANADIAN_TREASURY_NOTES' />
+ <value enum='CTB' description='CANADIAN_TREASURY_BILLS' />
+ <value enum='CDS' description='CREDIT_DEFAULT_SWAP' />
+ <value enum='CMB' description='CANADIAN_MORTGAGE_BONDS' />
+ <value enum='EUFRN' description='EURO_CORPORATE_FLOATING_RATE_NOTES' />
+ <value enum='FRN' description='US_CORPORATE_FLOATING_RATE_NOTES' />
+ <value enum='PROV' description='CANADIAN_PROVINCIAL_BONDS' />
+ <value enum='SLQN' description='SECURED_LIQUIDITY_NOTE' />
+ <value enum='TB' description='TREASURY_BILL' />
+ <value enum='TLQN' description='TERM_LIQUIDITY_NOTE' />
+ <value enum='TMCP' description='TAXABLE_MUNICIPAL_CP' />
+ </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' />
+ <value enum='4' description='ACCOUNTNET' />
+ </field>
+ <field number='170' name='StandInstDbName' type='STRING' />
+ <field number='171' name='StandInstDbID' type='STRING' />
+ <field number='172' name='SettlDeliveryType' type='INT'>
+ <value enum='0' description='VERSUS_PAYMENT_DELIVER' />
+ <value enum='1' description='FREE_DELIVER' />
+ <value enum='2' description='TRI_PARTY' />
+ <value enum='3' description='HOLD_IN_CUSTODY' />
+ </field>
+ <field number='173' name='SettlDepositoryCode' type='STRING' />
+ <field number='174' name='SettlBrkrCode' type='STRING' />
+ <field number='175' name='SettlInstCode' type='STRING' />
+ <field number='176' name='SecuritySettlAgentName' type='STRING' />
+ <field number='177' name='SecuritySettlAgentCode' type='STRING' />
+ <field number='178' name='SecuritySettlAgentAcctNum' type='STRING' />
+ <field number='179' name='SecuritySettlAgentAcctName' type='STRING' />
+ <field number='180' name='SecuritySettlAgentContactName' type='STRING' />
+ <field number='181' name='SecuritySettlAgentContactPhone' type='STRING' />
+ <field number='182' name='CashSettlAgentName' type='STRING' />
+ <field number='183' name='CashSettlAgentCode' type='STRING' />
+ <field number='184' name='CashSettlAgentAcctNum' type='STRING' />
+ <field number='185' name='CashSettlAgentAcctName' type='STRING' />
+ <field number='186' name='CashSettlAgentContactName' type='STRING' />
+ <field number='187' name='CashSettlAgentContactPhone' type='STRING' />
+ <field number='188' name='BidSpotRate' type='PRICE' />
+ <field number='189' name='BidForwardPoints' type='PRICEOFFSET' />
+ <field number='190' name='OfferSpotRate' type='PRICE' />
+ <field number='191' name='OfferForwardPoints' type='PRICEOFFSET' />
+ <field number='192' name='OrderQty2' type='QTY' />
+ <field number='193' name='SettlDate2' type='LOCALMKTDATE' />
+ <field number='194' name='LastSpotRate' type='PRICE' />
+ <field number='195' name='LastForwardPoints' type='PRICEOFFSET' />
+ <field number='196' name='AllocLinkID' type='STRING' />
+ <field number='197' name='AllocLinkType' type='INT'>
+ <value enum='0' description='FX_NETTING' />
+ <value enum='1' description='FX_SWAP' />
+ </field>
+ <field number='198' name='SecondaryOrderID' type='STRING' />
+ <field number='199' name='NoIOIQualifiers' type='NUMINGROUP' />
+ <field number='200' name='MaturityMonthYear' type='MONTHYEAR' />
+ <field number='201' name='PutOrCall' type='INT'>
+ <value enum='0' description='PUT' />
+ <value enum='1' description='CALL' />
+ </field>
+ <field number='202' name='StrikePrice' type='PRICE' />
+ <field number='203' name='CoveredOrUncovered' type='INT'>
+ <value enum='0' description='COVERED' />
+ <value enum='1' description='UNCOVERED' />
+ </field>
+ <field number='204' name='CustomerOrFirm' type='INT'>
+ <value enum='0' description='CUSTOMER' />
+ <value enum='1' description='FIRM' />
+ </field>
+ <field number='205' name='MaturityDay' type='DAYOFMONTH' />
+ <field number='206' name='OptAttribute' type='CHAR' />
+ <field number='207' name='SecurityExchange' type='EXCHANGE' />
+ <field number='208' name='NotifyBrokerOfCredit' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='209' name='AllocHandlInst' type='INT'>
+ <value enum='1' description='MATCH' />
+ <value enum='2' description='FORWARD' />
+ <value enum='3' description='FORWARD_AND_MATCH' />
+ </field>
+ <field number='210' name='MaxShow' type='QTY' />
+ <field number='211' name='PegOffsetValue' type='FLOAT' />
+ <field number='212' name='XmlDataLen' type='LENGTH' />
+ <field number='213' name='XmlData' type='DATA' />
+ <field number='214' name='SettlInstRefID' type='STRING' />
+ <field number='215' name='NoRoutingIDs' type='NUMINGROUP' />
+ <field number='216' name='RoutingType' type='INT'>
+ <value enum='1' description='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='5YR' />
+ <value enum='3' description='OLD5' />
+ <value enum='4' description='10YR' />
+ <value enum='5' description='OLD10' />
+ <value enum='6' description='30YR' />
+ <value enum='7' description='OLD30' />
+ <value enum='8' description='3MOLIBOR' />
+ <value enum='9' description='6MOLIBOR' />
+ </field>
+ <field number='220' name='BenchmarkCurveCurrency' type='CURRENCY' />
+ <field number='221' name='BenchmarkCurveName' type='STRING'>
+ <value enum='EONIA' description='EONIA' />
+ <value enum='EUREPO' description='EUREPO' />
+ <value enum='Euribor' description='EURIBOR' />
+ <value enum='FutureSWAP' description='FUTURESWAP' />
+ <value enum='LIBID' description='LIBID' />
+ <value enum='LIBOR' description='LIBOR' />
+ <value enum='MuniAAA' description='MUNIAAA' />
+ <value enum='OTHER' description='OTHER' />
+ <value enum='Pfandbriefe' description='PFANDBRIEFE' />
+ <value enum='SONIA' description='SONIA' />
+ <value enum='SWAP' description='SWAP' />
+ <value enum='Treasury' description='TREASURY' />
+ </field>
+ <field number='222' name='BenchmarkCurvePoint' type='STRING' />
+ <field number='223' name='CouponRate' type='PERCENTAGE' />
+ <field number='224' name='CouponPaymentDate' type='LOCALMKTDATE' />
+ <field number='225' name='IssueDate' type='LOCALMKTDATE' />
+ <field number='226' name='RepurchaseTerm' type='INT' />
+ <field number='227' name='RepurchaseRate' type='PERCENTAGE' />
+ <field number='228' name='Factor' type='FLOAT' />
+ <field number='229' name='TradeOriginationDate' type='LOCALMKTDATE' />
+ <field number='230' name='ExDate' type='LOCALMKTDATE' />
+ <field number='231' name='ContractMultiplier' type='FLOAT' />
+ <field number='232' name='NoStipulations' type='NUMINGROUP' />
+ <field number='233' name='StipulationType' type='STRING'>
+ <value enum='ABS' description='ABSOLUTE_PREPAYMENT_SPEED' />
+ <value enum='AMT' description='ALTERNATIVE_MINIMUM_TAX' />
+ <value enum='AUTOREINV' description='AUTO_REINVESTMENT_AT_RATE_OR_BETTER' />
+ <value enum='BANKQUAL' description='BANK_QUALIFIED' />
+ <value enum='BGNCON' description='BARGAIN_CONDITIONS' />
+ <value enum='COUPON' description='COUPON_RANGE' />
+ <value enum='CPP' description='CONSTANT_PREPAYMENT_PENALTY' />
+ <value enum='CPR' description='CONSTANT_PREPAYMENT_RATE' />
+ <value enum='CPY' description='CONSTANT_PREPAYMENT_YIELD' />
+ <value enum='CURRENCY' description='ISO_CURRENCY_CODE' />
+ <value enum='CUSTOMDATE' description='CUSTOM_START_END_DATE' />
+ <value enum='GEOG' description='GEOGRAPHICS_AND_RANGE' />
+ <value enum='HAIRCUT' description='VALUATION_DISCOUNT' />
+ <value enum='HEP' description='FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE' />
+ <value enum='INSURED' description='INSURED' />
+ <value enum='ISSUE' description='YEAR_OR_YEAR_MONTH_OF_ISSUE' />
+ <value enum='ISSUER' description='ISSUERS_TICKER' />
+ <value enum='ISSUESIZE' description='ISSUE_SIZE_RANGE' />
+ <value enum='LOOKBACK' description='LOOKBACK_DAYS' />
+ <value enum='LOT' description='EXPLICIT_LOT_IDENTIFIER' />
+ <value enum='LOTVAR' description='LOT_VARIANCE' />
+ <value enum='MAT' description='MATURITY_YEAR_AND_MONTH' />
+ <value enum='MATURITY' description='MATURITY_RANGE' />
+ <value enum='MAXSUBS' description='MAXIMUM_SUBSTITUTIONS' />
+ <value enum='MHP' description='PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE' />
+ <value enum='MINDNOM' description='MINIMUM_DENOMINATION' />
+ <value enum='MININCR' description='MINIMUM_INCREMENT' />
+ <value enum='MINQTY' description='MINIMUM_QUANTITY' />
+ <value enum='MPR' description='MONTHLY_PREPAYMENT_RATE' />
+ <value enum='PAYFREQ' description='PAYMENT_FREQUENCY_CALENDAR' />
+ <value enum='PIECES' description='NUMBER_OF_PIECES' />
+ <value enum='PMAX' description='POOLS_MAXIMUM' />
+ <value enum='PPC' description='PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE' />
+ <value enum='PPL' description='POOLS_PER_LOT' />
+ <value enum='PPM' description='POOLS_PER_MILLION' />
+ <value enum='PPT' description='POOLS_PER_TRADE' />
+ <value enum='PRICE' description='PRICE_RANGE' />
+ <value enum='PRICEFREQ' description='PRICING_FREQUENCY' />
+ <value enum='PROD' description='PRODUCTION_YEAR' />
+ <value enum='PROTECT' description='CALL_PROTECTION' />
+ <value enum='PSA' description='PERCENT_OF_BMA_PREPAYMENT_CURVE' />
+ <value enum='PURPOSE' description='PURPOSE' />
+ <value enum='PXSOURCE' description='BENCHMARK_PRICE_SOURCE' />
+ <value enum='RATING' description='RATING_SOURCE_AND_RANGE' />
+ <value enum='REDEMPTION' description='TYPE_OF_REDEMPTION' />
+ <value enum='RESTRICTED' description='RESTRICTED' />
+ <value enum='SECTOR' description='MARKET_SECTOR' />
+ <value enum='SECTYPE' description='SECURITY_TYPE_INCLUDED_OR_EXCLUDED' />
+ <value enum='SMM' description='SINGLE_MONTHLY_MORTALITY' />
+ <value enum='STRUCT' description='STRUCTURE' />
+ <value enum='SUBSFREQ' description='SUBSTITUTIONS_FREQUENCY' />
+ <value enum='SUBSLEFT' description='SUBSTITUTIONS_LEFT' />
+ <value enum='TEXT' description='FREEFORM_TEXT' />
+ <value enum='TRDVAR' description='TRADE_VARIANCE' />
+ <value enum='WAC' description='WEIGHTED_AVERAGE_COUPON' />
+ <value enum='WAL' description='WEIGHTED_AVERAGE_LIFE_COUPON' />
+ <value enum='WALA' description='WEIGHTED_AVERAGE_LOAN_AGE' />
+ <value enum='WAM' description='WEIGHTED_AVERAGE_MATURITY' />
+ <value enum='WHOLE' description='WHOLE_POOL' />
+ <value enum='YIELD' description='YIELD_RANGE' />
+ <value enum='AVFICO' description='AVERAGE_FICO_SCORE' />
+ <value enum='AVSIZE' description='AVERAGE_LOAN_SIZE' />
+ <value enum='MAXBAL' description='MAXIMUM_LOAN_BALANCE' />
+ <value enum='POOL' description='POOL_IDENTIFIER' />
+ <value enum='ROLLTYPE' description='TYPE_OF_ROLL_TRADE' />
+ <value enum='REFTRADE' description='REFERENCE_TO_ROLLING_OR_CLOSING_TRADE' />
+ <value enum='REFPRIN' description='PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE' />
+ <value enum='REFINT' description='INTEREST_OF_ROLLING_OR_CLOSING_TRADE' />
+ <value enum='AVAILQTY' description='AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET' />
+ <value enum='BROKERCREDIT' description='BROKERS_SALES_CREDIT' />
+ <value enum='INTERNALPX' description='OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS' />
+ <value enum='INTERNALQTY' description='OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS' />
+ <value enum='LEAVEQTY' description='THE_MINIMUM_RESIDUAL_OFFER_QUANTITY' />
+ <value enum='MAXORDQTY' description='MAXIMUM_ORDER_SIZE' />
+ <value enum='ORDRINCR' description='ORDER_QUANTITY_INCREMENT' />
+ <value enum='PRIMARY' description='PRIMARY_OR_SECONDARY_MARKET_INDICATOR' />
+ <value enum='SALESCREDITOVR' description='BROKER_SALES_CREDIT_OVERRIDE' />
+ <value enum='TRADERCREDIT' description='TRADERS_CREDIT' />
+ <value enum='DISCOUNT' description='DISCOUNT_RATE' />
+ <value enum='YTM' description='YIELD_TO_MATURITY' />
+ </field>
+ <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_AVG_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='GOVTEQUIV' description='GVNT_EQUIVALENT_YIELD' />
+ <value enum='GROSS' description='TRUE_GROSS_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='PREVCLOSE' description='PREVIOUS_CLOSE_YIELD' />
+ <value enum='PROCEEDS' description='PROCEEDS_YIELD' />
+ <value enum='PUT' description='YIELD_TO_NEXT_PUT' />
+ <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'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='259' name='BasisFeatureDate' type='LOCALMKTDATE' />
+ <field number='260' name='BasisFeaturePrice' type='PRICE' />
+ <field number='262' name='MDReqID' type='STRING' />
+ <field number='263' name='SubscriptionRequestType' type='CHAR'>
+ <value enum='0' description='SNAPSHOT' />
+ <value enum='1' description='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='Y' description='YES' />
+ <value enum='N' description='NO' />
+ </field>
+ <field number='267' name='NoMDEntryTypes' type='NUMINGROUP' />
+ <field number='268' name='NoMDEntries' type='NUMINGROUP' />
+ <field number='269' name='MDEntryType' type='CHAR'>
+ <value enum='0' description='BID' />
+ <value enum='1' description='OFFER' />
+ <value enum='2' description='TRADE' />
+ <value enum='3' description='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' />
+ <value enum='A' description='IMBALANCE' />
+ <value enum='B' description='TRADE_VOLUME' />
+ <value enum='C' description='OPEN_INTEREST' />
+ <value enum='D' description='COMPOSITE_UNDERLYING_PRICE' />
+ <value enum='E' description='SIMULATED_SELL_PRICE' />
+ <value enum='F' description='SIMULATED_BUY_PRICE' />
+ <value enum='G' description='MARGIN_RATE' />
+ <value enum='H' description='MID_PRICE' />
+ <value enum='J' description='EMPTY_BOOK' />
+ <value enum='K' description='SETTLE_HIGH_PRICE' />
+ <value enum='L' description='SETTLE_LOW_PRICE' />
+ <value enum='M' description='PRIOR_SETTLE_PRICE' />
+ <value enum='N' description='SESSION_HIGH_BID' />
+ <value enum='O' description='SESSION_LOW_OFFER' />
+ <value enum='P' description='EARLY_PRICES' />
+ <value enum='Q' description='AUCTION_CLEARING_PRICE' />
+ <value enum='S' description='SWAP_VALUE_FACTOR' />
+ <value enum='R' description='DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS' />
+ <value enum='T' description='CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS' />
+ <value enum='U' description='DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS' />
+ <value enum='V' description='CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS' />
+ </field>
+ <field number='270' name='MDEntryPx' type='PRICE' />
+ <field number='271' name='MDEntrySize' type='QTY' />
+ <field number='272' name='MDEntryDate' type='UTCDATEONLY' />
+ <field number='273' name='MDEntryTime' type='UTCTIMEONLY' />
+ <field number='274' name='TickDirection' type='CHAR'>
+ <value enum='0' description='PLUS_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='MULTIPLESTRINGVALUE'>
+ <value enum='A' description='OPEN_ACTIVE' />
+ <value enum='B' description='CLOSED_INACTIVE' />
+ <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' />
+ <value enum='L' description='MANUAL_SLOW_QUOTE' />
+ <value enum='J' description='OUTRIGHT_PRICE' />
+ <value enum='K' description='IMPLIED_PRICE' />
+ <value enum='M' description='DEPTH_ON_OFFER' />
+ <value enum='N' description='DEPTH_ON_BID' />
+ <value enum='O' description='CLOSING' />
+ <value enum='P' description='NEWS_DISSEMINATION' />
+ <value enum='Q' description='TRADING_RANGE' />
+ <value enum='R' description='ORDER_INFLUX' />
+ <value enum='S' description='DUE_TO_RELATED' />
+ <value enum='T' description='NEWS_PENDING' />
+ <value enum='U' description='ADDITIONAL_INFO' />
+ <value enum='V' description='ADDITIONAL_INFO_DUE_TO_RELATED' />
+ <value enum='W' description='RESUME' />
+ <value enum='X' description='VIEW_OF_COMMON' />
+ <value enum='Y' description='VOLUME_ALERT' />
+ <value enum='Z' description='ORDER_IMBALANCE' />
+ <value enum='a' description='EQUIPMENT_CHANGEOVER' />
+ <value enum='b' description='NO_OPEN' />
+ <value enum='c' description='REGULAR_ETH' />
+ <value enum='d' description='AUTOMATIC_EXECUTION' />
+ <value enum='e' description='AUTOMATIC_EXECUTION_ETH' />
+ <value enum='f ' description='FAST_MARKET_ETH' />
+ <value enum='g' description='INACTIVE_ETH' />
+ <value enum='h' description='ROTATION' />
+ <value enum='i' description='ROTATION_ETH' />
+ <value enum='j' description='HALT' />
+ <value enum='k' description='HALT_ETH' />
+ <value enum='l' description='DUE_TO_NEWS_DISSEMINATION' />
+ <value enum='m' description='DUE_TO_NEWS_PENDING' />
+ <value enum='n' description='TRADING_RESUME' />
+ <value enum='o' description='OUT_OF_SEQUENCE' />
+ <value enum='p' description='BID_SPECIALIST' />
+ <value enum='q' description='OFFER_SPECIALIST' />
+ <value enum='r' description='BID_OFFER_SPECIALIST' />
+ <value enum='s' description='END_OF_DAY_SAM' />
+ <value enum='t' description='FORBIDDEN_SAM' />
+ <value enum='u' description='FROZEN_SAM' />
+ <value enum='v' description='PREOPENING_SAM' />
+ <value enum='w' description='OPENING_SAM' />
+ <value enum='x' description='OPEN_SAM' />
+ <value enum='y' description='SURVEILLANCE_SAM' />
+ <value enum='z' description='SUSPENDED_SAM' />
+ <value enum='0' description='RESERVED_SAM' />
+ <value enum='1' description='NO_ACTIVE_SAM' />
+ <value enum='2' description='RESTRICTED' />
+ <value enum='3' description='REST_OF_BOOK_VWAP' />
+ <value enum='4' description='BETTER_PRICES_IN_CONDITIONAL_ORDERS' />
+ <value enum='5' description='MEDIAN_PRICE' />
+ </field>
+ <field number='277' name='TradeCondition' type='MULTIPLESTRINGVALUE'>
+ <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_REOPENING_TRADE_DETAIL' />
+ <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' />
+ <value enum='P' description='IMBALANCE_MORE_BUYERS' />
+ <value enum='Q' description='IMBALANCE_MORE_SELLERS' />
+ <value enum='R' description='OPENING_PRICE' />
+ <value enum='Y' description='TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE' />
+ <value enum='Z' description='TRADES_RESULTING_FROM_INTERMARKET_SWEEP' />
+ <value enum='S' description='BARGAIN_CONDITION' />
+ <value enum='T' description='CONVERTED_PRICE_INDICATOR' />
+ <value enum='U' description='EXCHANGE_LAST' />
+ <value enum='V' description='FINAL_PRICE_OF_SESSION' />
+ <value enum='W' description='EX_PIT' />
+ <value enum='X' description='CROSSED_X' />
+ <value enum='0' description='CANCEL' />
+ <value enum='a' description='VOLUME_ONLY' />
+ <value enum='b' description='DIRECT_PLUS' />
+ <value enum='c' description='ACQUISITION' />
+ <value enum='d' description='BUNCHED' />
+ <value enum='e' description='DISTRIBUTION' />
+ <value enum='f' description='BUNCHED_SALE' />
+ <value enum='g' description='SPLIT_TRADE' />
+ <value enum='h' description='CANCEL_STOPPED' />
+ <value enum='i' description='CANCEL_ETH' />
+ <value enum='j' description='CANCEL_STOPPED_ETH' />
+ <value enum='k' description='OUT_OF_SEQUENCE_ETH' />
+ <value enum='l' description='CANCEL_LAST_ETH' />
+ <value enum='m' description='SOLD_LAST_SALE_ETH' />
+ <value enum='n' description='CANCEL_LAST' />
+ <value enum='o' description='SOLD_LAST_SALE' />
+ <value enum='p' description='CANCEL_OPEN' />
+ <value enum='q' description='CANCEL_OPEN_ETH' />
+ <value enum='r' description='OPENED_SALE_ETH' />
+ <value enum='s' description='CANCEL_ONLY' />
+ <value enum='t' description='CANCEL_ONLY_ETH' />
+ <value enum='u' description='LATE_OPEN_ETH' />
+ <value enum='v' description='AUTO_EXECUTION_ETH' />
+ <value enum='w' description='REOPEN' />
+ <value enum='x' description='REOPEN_ETH' />
+ <value enum='y' description='ADJUSTED' />
+ <value enum='z' description='ADJUSTED_ETH' />
+ <value enum='AA' description='SPREAD' />
+ <value enum='AB' description='SPREAD_ETH' />
+ <value enum='AC' description='STRADDLE' />
+ <value enum='AD' description='STRADDLE_ETH' />
+ <value enum='AE' description='STOPPED' />
+ <value enum='AF' description='STOPPED_ETH' />
+ <value enum='AG' description='REGULAR_ETH' />
+ <value enum='AH' description='COMBO' />
+ <value enum='AI' description='COMBO_ETH' />
+ <value enum='AJ' description='OFFICIAL_CLOSING_PRICE' />
+ <value enum='AK' description='PRIOR_REFERENCE_PRICE' />
+ <value enum='AL' description='STOPPED_SOLD_LAST' />
+ <value enum='AM' description='STOPPED_OUT_OF_SEQUENCE' />
+ <value enum='AN' description='OFFICAL_CLOSING_PRICE' />
+ <value enum='AO' description='CROSSED_AO' />
+ <value enum='AP' description='FAST_MARKET' />
+ <value enum='AQ' description='AUTOMATIC_EXECUTION' />
+ <value enum='AR' description='FORM_T' />
+ <value enum='AS' description='BASKET_INDEX' />
+ <value enum='AT' description='BURST_BASKET' />
+ <value enum='1' description='IMPLIED_TRADE' />
+ <value enum='AV' description='OUTSIDE_SPREAD' />
+ <value enum='2' description='MARKETPLACE_ENTERED_TRADE' />
+ <value enum='3' description='MULT_ASSET_CLASS_MULTILEG_TRADE' />
+ <value enum='4' description='MULTILEG_TO_MULTILEG_TRADE' />
+ </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' />
+ <value enum='3' description='DELETE_THRU' />
+ <value enum='4' description='DELETE_FROM' />
+ <value enum='5' description='OVERLAY' />
+ </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' />
+ <value enum='9' description='UNSUPPORTED_TRADINGSESSIONID' />
+ <value enum='A' description='UNSUPPORTED_SCOPE' />
+ <value enum='B' description='UNSUPPORTED_OPENCLOSESETTLEFLAG' />
+ <value enum='C' description='UNSUPPORTED_MDIMPLICITDELETE' />
+ <value enum='D' description='INSUFFICIENT_CREDIT' />
+ </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='CANCELLATION' />
+ <value enum='1' description='ERROR' />
+ </field>
+ <field number='286' name='OpenCloseSettlFlag' type='MULTIPLECHARVALUE'>
+ <value enum='0' description='DAILY_OPEN' />
+ <value enum='1' description='SESSION_OPEN' />
+ <value enum='2' description='DELIVERY_SETTLEMENT_ENTRY' />
+ <value enum='3' description='EXPECTED_ENTRY' />
+ <value enum='4' description='ENTRY_FROM_PREVIOUS_BUSINESS_DAY' />
+ <value enum='5' description='THEORETICAL_PRICE_VALUE' />
+ </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='MULTIPLECHARVALUE'>
+ <value enum='1' description='BANKRUPT' />
+ <value enum='2' description='PENDING_DELISTING' />
+ <value enum='3' description='RESTRICTED' />
+ </field>
+ <field number='292' name='CorporateAction' type='MULTIPLECHARVALUE'>
+ <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' />
+ <value enum='F' description='CASH_DIVIDEND' />
+ <value enum='G' description='STOCK_DIVIDEND' />
+ <value enum='H' description='NON_INTEGER_STOCK_SPLIT' />
+ <value enum='I' description='REVERSE_STOCK_SPLIT' />
+ <value enum='J' description='STANDARD_INTEGER_STOCK_SPLIT' />
+ <value enum='K' description='POSITION_CONSOLIDATION' />
+ <value enum='L' description='LIQUIDATION_REORGANIZATION' />
+ <value enum='M' description='MERGER_REORGANIZATION' />
+ <value enum='N' description='RIGHTS_OFFERING' />
+ <value enum='O' description='SHAREHOLDER_MEETING' />
+ <value enum='P' description='SPINOFF' />
+ <value enum='Q' description='TENDER_OFFER' />
+ <value enum='R' description='WARRANT' />
+ <value enum='S' description='SPECIAL_ACTION' />
+ <value enum='T' description='SYMBOL_CONVERSION' />
+ <value enum='U' description='CUSIP' />
+ <value enum='V' description='LEAP_ROLLOVER' />
+ <value enum='W' description='SUCCESSION_EVENT' />
+ </field>
+ <field number='293' name='DefBidSize' type='QTY' />
+ <field number='294' name='DefOfferSize' type='QTY' />
+ <field number='295' name='NoQuoteEntries' type='NUMINGROUP' />
+ <field number='296' name='NoQuoteSets' type='NUMINGROUP' />
+ <field number='297' name='QuoteStatus' type='INT'>
+ <value enum='0' description='ACCEPTED' />
+ <value enum='1' description='CANCEL_FOR_SYMBOL' />
+ <value enum='10' description='PENDING' />
+ <value enum='11' description='PASS' />
+ <value enum='12' description='LOCKED_MARKET_WARNING' />
+ <value enum='13' description='CROSS_MARKET_WARNING' />
+ <value enum='14' description='CANCELED_DUE_TO_LOCK_MARKET' />
+ <value enum='15' description='CANCELED_DUE_TO_CROSS_MARKET' />
+ <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' />
+ <value enum='6' description='REMOVED_FROM_MARKET' />
+ <value enum='7' description='EXPIRED' />
+ <value enum='8' description='QUERY' />
+ <value enum='9' description='QUOTE_NOT_FOUND' />
+ <value enum='16' description='ACTIVE' />
+ <value enum='17' description='CANCELED' />
+ <value enum='18' description='UNSOLICITED_QUOTE_REPLENISHMENT' />
+ <value enum='19' description='PENDING_END_TRADE' />
+ <value enum='20' description='TOO_LATE_TO_END' />
+ </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_ALL_QUOTES' />
+ <value enum='5' description='CANCEL_QUOTE_SPECIFIED_IN_QUOTEID' />
+ </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' />
+ <value enum='99' description='OTHER' />
+ <value enum='10' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' />
+ <value enum='11' description='QUOTE_LOCKED' />
+ </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' />
+ <value enum='3' description='SUMMARY_ACKNOWLEDGEMENT' />
+ </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='TotNoQuoteEntries' type='INT' />
+ <field number='305' name='UnderlyingSecurityIDSource' type='STRING' />
+ <field number='306' name='UnderlyingIssuer' type='STRING' />
+ <field number='307' name='UnderlyingSecurityDesc' type='STRING' />
+ <field number='308' name='UnderlyingSecurityExchange' type='EXCHANGE' />
+ <field number='309' name='UnderlyingSecurityID' type='STRING' />
+ <field number='310' name='UnderlyingSecurityType' type='STRING' />
+ <field number='311' name='UnderlyingSymbol' type='STRING' />
+ <field number='312' name='UnderlyingSymbolSfx' type='STRING' />
+ <field number='313' name='UnderlyingMaturityMonthYear' type='MONTHYEAR' />
+ <field number='314' name='UnderlyingMaturityDay' type='DAYOFMONTH' />
+ <field number='315' name='UnderlyingPutOrCall' type='INT' />
+ <field number='316' name='UnderlyingStrikePrice' type='PRICE' />
+ <field number='317' name='UnderlyingOptAttribute' type='CHAR' />
+ <field number='318' name='UnderlyingCurrency' type='CURRENCY' />
+ <field number='319' name='RatioQty' type='QTY' />
+ <field number='320' name='SecurityReqID' type='STRING' />
+ <field number='321' name='SecurityRequestType' type='INT'>
+ <value enum='0' description='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' />
+ <value enum='4' description='SYMBOL' />
+ <value enum='5' description='SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='6' description='PRODUCT' />
+ <value enum='7' description='TRADINGSESSIONID' />
+ <value enum='8' description='ALL_SECURITIES' />
+ <value enum='9' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' />
+ </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='CANNOT_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='21' description='PRE_OPEN' />
+ <value enum='22' description='OPENING_ROTATION' />
+ <value enum='23' description='FAST_MARKET' />
+ <value enum='3' description='RESUME' />
+ <value enum='4' description='NO_OPEN' />
+ <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' />
+ <value enum='24' description='PRE_CROSS' />
+ <value enum='25' description='CROSS' />
+ </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='NEW_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'>
+ <value enum='1' description='DAY' />
+ <value enum='2' description='HALFDAY' />
+ <value enum='3' description='MORNING' />
+ <value enum='4' description='AFTERNOON' />
+ <value enum='5' description='EVENING' />
+ <value enum='6' description='AFTER_HOURS' />
+ </field>
+ <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='0' description='UNKNOWN' />
+ <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' />
+ <value enum='6' description='REQUEST_REJECTED' />
+ </field>
+ <field number='341' name='TradSesStartTime' type='UTCTIMESTAMP' />
+ <field number='342' name='TradSesOpenTime' type='UTCTIMESTAMP' />
+ <field number='343' name='TradSesPreCloseTime' type='UTCTIMESTAMP' />
+ <field number='344' name='TradSesCloseTime' type='UTCTIMESTAMP' />
+ <field number='345' name='TradSesEndTime' type='UTCTIMESTAMP' />
+ <field number='346' name='NumberOfOrders' type='INT' />
+ <field number='347' name='MessageEncoding' type='STRING' />
+ <field number='348' name='EncodedIssuerLen' type='LENGTH' />
+ <field number='349' name='EncodedIssuer' type='DATA' />
+ <field number='350' name='EncodedSecurityDescLen' type='LENGTH' />
+ <field number='351' name='EncodedSecurityDesc' type='DATA' />
+ <field number='352' name='EncodedListExecInstLen' type='LENGTH' />
+ <field number='353' name='EncodedListExecInst' type='DATA' />
+ <field number='354' name='EncodedTextLen' type='LENGTH' />
+ <field number='355' name='EncodedText' type='DATA' />
+ <field number='356' name='EncodedSubjectLen' type='LENGTH' />
+ <field number='357' name='EncodedSubject' type='DATA' />
+ <field number='358' name='EncodedHeadlineLen' type='LENGTH' />
+ <field number='359' name='EncodedHeadline' type='DATA' />
+ <field number='360' name='EncodedAllocTextLen' type='LENGTH' />
+ <field number='361' name='EncodedAllocText' type='DATA' />
+ <field number='362' name='EncodedUnderlyingIssuerLen' type='LENGTH' />
+ <field number='363' name='EncodedUnderlyingIssuer' type='DATA' />
+ <field number='364' name='EncodedUnderlyingSecurityDescLen' type='LENGTH' />
+ <field number='365' name='EncodedUnderlyingSecurityDesc' type='DATA' />
+ <field number='366' name='AllocPrice' type='PRICE' />
+ <field number='367' name='QuoteSetValidUntilTime' type='UTCTIMESTAMP' />
+ <field number='368' name='QuoteEntryRejectReason' type='INT' />
+ <field number='369' name='LastMsgSeqNumProcessed' type='SEQNUM' />
+ <field number='370' name='OnBehalfOfSendingTime' type='UTCTIMESTAMP' />
+ <field number='371' name='RefTagID' type='INT' />
+ <field number='372' name='RefMsgType' type='STRING' />
+ <field number='373' name='SessionRejectReason' type='INT'>
+ <value enum='0' description='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='12' description='XML_VALIDATION_ERROR' />
+ <value enum='13' description='TAG_APPEARS_MORE_THAN_ONCE' />
+ <value enum='14' description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' />
+ <value enum='15' description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' />
+ <value enum='16' description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' />
+ <value enum='17' description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' />
+ <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' />
+ <value enum='99' description='OTHER' />
+ <value enum='18' description='INVALID_UNSUPPORTED_APPLICATION_VERSION' />
+ </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='10' description='WAREHOUSE_RECAP' />
+ <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' />
+ <value enum='6' description='CANCEL_ON_TRADING_HALT' />
+ <value enum='7' description='CANCEL_ON_SYSTEM_FAILURE' />
+ <value enum='8' description='MARKET' />
+ <value enum='9' description='CANCELED_NOT_BEST' />
+ <value enum='99' description='OTHER' />
+ <value enum='11' description='PEG_REFRESH' />
+ </field>
+ <field number='379' name='BusinessRejectRefID' type='STRING' />
+ <field number='380' name='BusinessRejectReason' type='INT'>
+ <value enum='0' description='OTHER' />
+ <value enum='1' description='UNKNOWN_ID' />
+ <value enum='2' description='UNKNOWN_SECURITY' />
+ <value enum='3' description='UNKNOWN_MESSAGE_TYPE' />
+ <value enum='4' description='APPLICATION_NOT_AVAILABLE' />
+ <value enum='5' description='CONDITIONALLY_REQUIRED_FIELD_MISSING' />
+ <value enum='6' description='NOT_AUTHORIZED' />
+ <value enum='7' description='DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ </field>
+ <field number='381' name='GrossTradeAmt' type='AMT' />
+ <field number='382' name='NoContraBrokers' type='NUMINGROUP' />
+ <field number='383' name='MaxMessageSize' type='LENGTH' />
+ <field number='384' name='NoMsgTypes' type='NUMINGROUP' />
+ <field number='385' name='MsgDirection' type='CHAR'>
+ <value enum='R' description='RECEIVE' />
+ <value enum='S' description='SEND' />
+ </field>
+ <field number='386' name='NoTradingSessions' type='NUMINGROUP' />
+ <field number='387' name='TotalVolumeTraded' type='QTY' />
+ <field number='388' name='DiscretionInst' type='CHAR'>
+ <value enum='0' description='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' />
+ <value enum='6' description='RELATED_TO_VWAP' />
+ <value enum='7' description='AVERAGE_PRICE_GUARANTEE' />
+ </field>
+ <field number='389' name='DiscretionOffsetValue' type='FLOAT' />
+ <field number='390' name='BidID' type='STRING' />
+ <field number='391' name='ClientBidID' type='STRING' />
+ <field number='392' name='ListName' type='STRING' />
+ <field number='393' name='TotNoRelatedSym' type='INT' />
+ <field number='394' name='BidType' type='INT'>
+ <value enum='1' description='NON_DISCLOSED_STYLE' />
+ <value enum='2' description='DISCLOSED_SYTLE' />
+ <value enum='3' description='NO_BIDDING_PROCESS' />
+ </field>
+ <field number='395' name='NumTickets' type='INT' />
+ <field number='396' name='SideValue1' type='AMT' />
+ <field number='397' name='SideValue2' type='AMT' />
+ <field number='398' name='NoBidDescriptors' type='NUMINGROUP' />
+ <field number='399' name='BidDescriptorType' type='INT'>
+ <value enum='1' description='SECTOR' />
+ <value enum='2' description='COUNTRY' />
+ <value enum='3' description='INDEX' />
+ </field>
+ <field number='400' name='BidDescriptor' type='STRING' />
+ <field number='401' name='SideValueInd' type='INT'>
+ <value enum='1' description='SIDE_VALUE_1' />
+ <value enum='2' description='SIDE_VALUE_2' />
+ </field>
+ <field number='402' name='LiquidityPctLow' type='PERCENTAGE' />
+ <field number='403' name='LiquidityPctHigh' type='PERCENTAGE' />
+ <field number='404' name='LiquidityValue' type='AMT' />
+ <field number='405' name='EFPTrackingError' type='PERCENTAGE' />
+ <field number='406' name='FairValue' type='AMT' />
+ <field number='407' name='OutsideIndexPct' type='PERCENTAGE' />
+ <field number='408' name='ValueOfFutures' type='AMT' />
+ <field number='409' name='LiquidityIndType' type='INT'>
+ <value enum='1' description='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='PERCENTAGE' />
+ <field number='411' name='ExchangeForPhysical' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='412' name='OutMainCntryUIndex' type='AMT' />
+ <field number='413' name='CrossPercent' type='PERCENTAGE' />
+ <field number='414' name='ProgRptReqs' type='INT'>
+ <value enum='1' description='BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST' />
+ <value enum='2' description='SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_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='BidTradeType' 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_MORNINGN_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='NUMINGROUP' />
+ <field number='421' name='Country' type='COUNTRY' />
+ <field number='422' name='TotNoStrikes' type='INT' />
+ <field number='423' name='PriceType' type='INT'>
+ <value enum='1' description='PERCENTAGE' />
+ <value enum='10' description='FIXED_CABINET_TRADE_PRICE' />
+ <value enum='11' description='VARIABLE_CABINET_TRADE_PRICE' />
+ <value enum='2' description='PER_UNIT' />
+ <value enum='3' description='FIXED_AMOUNT' />
+ <value enum='4' description='DISCOUNT' />
+ <value enum='5' description='PREMIUM' />
+ <value enum='6' description='SPREAD' />
+ <value enum='7' description='TED_PRICE' />
+ <value enum='8' description='TED_YIELD' />
+ <value enum='9' description='YIELD' />
+ <value enum='13' description='PRODUCT_TICKS_IN_HALFS' />
+ <value enum='14' description='PRODUCT_TICKS_IN_FOURTHS' />
+ <value enum='15' description='PRODUCT_TICKS_IN_EIGHTS' />
+ <value enum='16' description='PRODUCT_TICKS_IN_SIXTEENTHS' />
+ <value enum='17' description='PRODUCT_TICKS_IN_THIRTY_SECONDS' />
+ <value enum='18' description='PRODUCT_TICKS_IN_SIXTY_FORTHS' />
+ <value enum='19' description='PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS' />
+ </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_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES' />
+ <value enum='2' description='ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE' />
+ </field>
+ <field number='428' name='NoStrikes' type='NUMINGROUP' />
+ <field number='429' name='ListStatusType' type='INT'>
+ <value enum='1' description='ACK' />
+ <value enum='2' description='RESPONSE' />
+ <value enum='3' description='TIMED' />
+ <value enum='4' description='EXEC_STARTED' />
+ <value enum='5' description='ALL_DONE' />
+ <value enum='6' description='ALERT' />
+ </field>
+ <field number='430' name='NetGrossInd' type='INT'>
+ <value enum='1' description='NET' />
+ <value enum='2' description='GROSS' />
+ </field>
+ <field number='431' name='ListOrderStatus' type='INT'>
+ <value enum='1' description='IN_BIDDING_PROCESS' />
+ <value enum='2' description='RECEIVED_FOR_EXECUTION' />
+ <value enum='3' description='EXECUTING' />
+ <value enum='4' description='CANCELLING' />
+ <value enum='5' description='ALERT' />
+ <value enum='6' description='ALL_DONE' />
+ <value enum='7' description='REJECT' />
+ </field>
+ <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_EXECUT_INSTRUCTION' />
+ <value enum='3' description='EXCHANGE_SWITCH_CIV_ORDER_3' />
+ <value enum='4' description='EXCHANGE_SWITCH_CIV_ORDER_4' />
+ <value enum='5' description='EXCHANGE_SWITCH_CIV_ORDER_5' />
+ </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='PERCENTAGE' />
+ <field number='436' name='UnderlyingContractMultiplier' type='FLOAT' />
+ <field number='437' name='ContraTradeQty' type='QTY' />
+ <field number='438' name='ContraTradeTime' type='UTCTIMESTAMP' />
+ <field number='439' name='ClearingFirm' type='STRING' />
+ <field number='440' name='ClearingAccount' type='STRING' />
+ <field number='441' name='LiquidityNumSecurities' type='INT' />
+ <field number='442' name='MultiLegReportingType' type='CHAR'>
+ <value enum='1' description='SINGLE_SECURITY' />
+ <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTILEG_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='KOREAN_INVESTOR_ID' />
+ <value enum='2' description='TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID' />
+ <value enum='3' description='TAIWANESE_TRADING_ACCT' />
+ <value enum='4' description='MALAYSIAN_CENTRAL_DEPOSITORY' />
+ <value enum='5' description='CHINESE_INVESTOR_ID' />
+ <value enum='6' description='UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER' />
+ <value enum='7' description='US_SOCIAL_SECURITY_NUMBER' />
+ <value enum='8' description='US_EMPLOYER_OR_TAX_ID_NUMBER' />
+ <value enum='9' description='AUSTRALIAN_BUSINESS_NUMBER' />
+ <value enum='A' description='AUSTRALIAN_TAX_FILE_NUMBER' />
+ <value enum='B' description='BIC' />
+ <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' />
+ <value enum='D' description='PROPRIETARY' />
+ <value enum='E' description='ISO_COUNTRY_CODE' />
+ <value enum='F' description='SETTLEMENT_ENTITY_LOCATION' />
+ <value enum='G' description='MIC' />
+ <value enum='H' description='CSD_PARTICIPANT_MEMBER_CODE' />
+ <value enum='I' description='DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT' />
+ </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='EXECUTING_FIRM' />
+ <value enum='10' description='SETTLEMENT_LOCATION' />
+ <value enum='11' description='ORDER_ORIGINATION_TRADER' />
+ <value enum='12' description='EXECUTING_TRADER' />
+ <value enum='13' description='ORDER_ORIGINATION_FIRM' />
+ <value enum='14' description='GIVEUP_CLEARING_FIRM' />
+ <value enum='15' description='CORRESPONDANT_CLEARING_FIRM' />
+ <value enum='16' description='EXECUTING_SYSTEM' />
+ <value enum='17' description='CONTRA_FIRM' />
+ <value enum='18' description='CONTRA_CLEARING_FIRM' />
+ <value enum='19' description='SPONSORING_FIRM' />
+ <value enum='2' description='BROKER_OF_CREDIT' />
+ <value enum='20' description='UNDERLYING_CONTRA_FIRM' />
+ <value enum='21' description='CLEARING_ORGANIZATION' />
+ <value enum='22' description='EXCHANGE' />
+ <value enum='24' description='CUSTOMER_ACCOUNT' />
+ <value enum='25' description='CORRESPONDENT_CLEARING_ORGANIZATION' />
+ <value enum='26' description='CORRESPONDENT_BROKER' />
+ <value enum='27' description='BUYER_SELLER' />
+ <value enum='28' description='CUSTODIAN' />
+ <value enum='29' description='INTERMEDIARY' />
+ <value enum='3' description='CLIENT_ID' />
+ <value enum='30' description='AGENT' />
+ <value enum='31' description='SUB_CUSTODIAN' />
+ <value enum='32' description='BENEFICIARY' />
+ <value enum='33' description='INTERESTED_PARTY' />
+ <value enum='34' description='REGULATORY_BODY' />
+ <value enum='35' description='LIQUIDITY_PROVIDER' />
+ <value enum='36' description='ENTERING_TRADER' />
+ <value enum='37' description='CONTRA_TRADER' />
+ <value enum='38' description='POSITION_ACCOUNT' />
+ <value enum='4' description='CLEARING_FIRM' />
+ <value enum='5' description='INVESTOR_ID' />
+ <value enum='6' description='INTRODUCING_FIRM' />
+ <value enum='7' description='ENTERING_FIRM' />
+ <value enum='8' description='LOCATE' />
+ <value enum='9' description='FUND_MANAGER_CLIENT_ID' />
+ <value enum='60' description='INTRODUCING_BROKER' />
+ <value enum='41' description='CONTRA_POSITION_ACCOUNT' />
+ <value enum='42' description='CONTRA_EXCHANGE' />
+ <value enum='43' description='INTERNAL_CARRY_ACCOUNT' />
+ <value enum='44' description='ORDER_ENTRY_OPERATOR_ID' />
+ <value enum='45' description='SECONDARY_ACCOUNT_NUMBER' />
+ <value enum='46' description='FORIEGN_FIRM' />
+ <value enum='47' description='THIRD_PARTY_ALLOCATION_FIRM' />
+ <value enum='48' description='CLAIMING_ACCOUNT' />
+ <value enum='49' description='ASSET_MANAGER' />
+ <value enum='50' description='PLEDGOR_ACCOUNT' />
+ <value enum='51' description='PLEDGEE_ACCOUNT' />
+ <value enum='52' description='LARGE_TRADER_REPORTABLE_ACCOUNT' />
+ <value enum='53' description='TRADER_MNEMONIC' />
+ <value enum='54' description='SENDER_LOCATION' />
+ <value enum='55' description='SESSION_ID' />
+ <value enum='56' description='ACCEPTABLE_COUNTERPARTY' />
+ <value enum='57' description='UNACCEPTABLE_COUNTERPARTY' />
+ <value enum='58' description='ENTERING_UNIT' />
+ <value enum='59' description='EXECUTING_UNIT' />
+ <value enum='39' description='CONTRA_INVESTOR_ID' />
+ <value enum='40' description='TRANSFER_TO_FIRM' />
+ <value enum='61' description='QUOTE_ORIGINATOR' />
+ <value enum='62' description='REPORT_ORIGINATOR' />
+ <value enum='63' description='SYSTEMATIC_INTERNALISER' />
+ <value enum='64' description='MULTILATERAL_TRADING_FACILITY' />
+ <value enum='65' description='REGULATED_MARKET' />
+ <value enum='66' description='MARKET_MAKER' />
+ <value enum='67' description='INVESTMENT_FIRM' />
+ <value enum='68' description='HOST_COMPETENT_AUTHORITY' />
+ <value enum='69' description='HOME_COMPETENT_AUTHORITY' />
+ <value enum='70' description='COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY' />
+ <value enum='71' description='COMPETENT_AUTHORITY_OF_THE_TRANSACTION' />
+ <value enum='72' description='REPORTING_INTERMEDIARY' />
+ <value enum='73' description='EXECUTION_VENUE' />
+ <value enum='74' description='MARKET_DATA_ENTRY_ORIGINATOR' />
+ <value enum='75' description='LOCATION_ID' />
+ <value enum='76' description='DESK_ID' />
+ <value enum='77' description='MARKET_DATA_MARKET' />
+ <value enum='78' description='ALLOCATION_ENTITY' />
+ <value enum='79' description='PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES' />
+ <value enum='80' description='STEP_OUT_FIRM' />
+ <value enum='81' description='BROKERCLEARINGID' />
+ </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='ROUND_TO_NEAREST' />
+ <value enum='1' description='ROUND_DOWN' />
+ <value enum='2' description='ROUND_UP' />
+ </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='HIGH_VALUE_CLEARING_SYSTEM_HVACS' />
+ <value enum='12' description='REINVEST_IN_FUND' />
+ <value enum='2' description='NSCC' />
+ <value enum='3' description='EUROCLEAR' />
+ <value enum='4' description='CLEARSTREAM' />
+ <value enum='5' description='CHEQUE' />
+ <value enum='6' description='TELEGRAPHIC_TRANSFER' />
+ <value enum='7' description='FED_WIRE' />
+ <value enum='8' description='DIRECT_CREDIT' />
+ <value enum='9' description='ACH_CREDIT' />
+ </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='NO_M' />
+ <value enum='N' description='NO_N' />
+ <value enum='O' description='NO_O' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='481' name='MoneyLaunderingStatus' type='CHAR'>
+ <value enum='1' description='EXEMPT_1' />
+ <value enum='2' description='EXEMPT_2' />
+ <value enum='3' description='EXEMPT_3' />
+ <value enum='N' description='NOT_CHECKED' />
+ <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='BID_PRICE' />
+ <value enum='C' description='CREATION_PRICE' />
+ <value enum='D' description='CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT' />
+ <value enum='E' description='CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT' />
+ <value enum='O' description='OFFER_PRICE' />
+ <value enum='P' description='OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT' />
+ <value enum='Q' description='OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT' />
+ <value enum='S' description='SINGLE_PRICE' />
+ </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' />
+ <value enum='5' description='CANCEL_DUE_TO_BACK_OUT_OF_TRADE' />
+ </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='DIRECT_CREDIT' />
+ <value enum='11' description='CREDIT_CARD' />
+ <value enum='12' description='ACH_DEBIT' />
+ <value enum='13' description='ACH_CREDIT' />
+ <value enum='14' description='BPAY' />
+ <value enum='15' description='HIGH_VALUE_CLEARING_SYSTEM' />
+ <value enum='2' description='NSCC' />
+ <value enum='3' description='EUROCLEAR' />
+ <value enum='4' description='CLEARSTREAM' />
+ <value enum='5' description='CHEQUE' />
+ <value enum='6' description='TELEGRAPHIC_TRANSFER' />
+ <value enum='7' description='FED_WIRE' />
+ <value enum='8' description='DEBIT_CARD' />
+ <value enum='9' description='DIRECT_DEBIT' />
+ </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_NOT_APPLICABLE' />
+ <value enum='1' description='MAXI_ISA' />
+ <value enum='10' description='EMPLOYEE_10' />
+ <value enum='11' description='EMPLOYER_11' />
+ <value enum='12' description='EMPLOYER_12' />
+ <value enum='13' description='NON_FUND_PROTOTYPE_IRA' />
+ <value enum='14' description='NON_FUND_QUALIFIED_PLAN' />
+ <value enum='15' description='DEFINED_CONTRIBUTION_PLAN' />
+ <value enum='16' description='INDIVIDUAL_RETIREMENT_ACCOUNT_16' />
+ <value enum='17' description='INDIVIDUAL_RETIREMENT_ACCOUNT_17' />
+ <value enum='18' description='KEOGH' />
+ <value enum='19' description='PROFIT_SHARING_PLAN' />
+ <value enum='2' description='TESSA' />
+ <value enum='20' description='401' />
+ <value enum='21' description='SELF_DIRECTED_IRA' />
+ <value enum='22' description='403' />
+ <value enum='23' description='457' />
+ <value enum='24' description='ROTH_IRA_24' />
+ <value enum='25' description='ROTH_IRA_25' />
+ <value enum='26' description='ROTH_CONVERSION_IRA_26' />
+ <value enum='27' description='ROTH_CONVERSION_IRA_27' />
+ <value enum='28' description='EDUCATION_IRA_28' />
+ <value enum='29' description='EDUCATION_IRA_29' />
+ <value enum='3' description='MINI_CASH_ISA' />
+ <value enum='4' description='MINI_STOCKS_AND_SHARES_ISA' />
+ <value enum='5' description='MINI_INSURANCE_ISA' />
+ <value enum='6' description='CURRENT_YEAR_PAYMENT' />
+ <value enum='7' description='PRIOR_YEAR_PAYMENT' />
+ <value enum='8' description='ASSET_TRANSFER' />
+ <value enum='9' description='EMPLOYEE_9' />
+ <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' />
+ <value enum='R' description='REJECTED' />
+ </field>
+ <field number='507' name='RegistRejReasonCode' type='INT'>
+ <value enum='1' description='INVALID_UNACCEPTABLE_ACCOUNT_TYPE' />
+ <value enum='10' description='INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE' />
+ <value enum='11' description='INVALID_UNACCEPTABLE_DATE_OF_BIRTH' />
+ <value enum='12' description='INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE' />
+ <value enum='13' description='INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS' />
+ <value enum='14' description='INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE' />
+ <value enum='15' description='INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD' />
+ <value enum='16' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME' />
+ <value enum='17' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE' />
+ <value enum='18' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM' />
+ <value enum='2' description='INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE' />
+ <value enum='3' description='INVALID_UNACCEPTABLE_OWNERSHIP_TYPE' />
+ <value enum='4' description='INVALID_UNACCEPTABLE_NO_REG_DETAILS' />
+ <value enum='5' description='INVALID_UNACCEPTABLE_REG_SEQ_NO' />
+ <value enum='6' description='INVALID_UNACCEPTABLE_REG_DETAILS' />
+ <value enum='7' description='INVALID_UNACCEPTABLE_MAILING_DETAILS' />
+ <value enum='8' description='INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS' />
+ <value enum='9' description='INVALID_UNACCEPTABLE_INVESTOR_ID' />
+ <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='COMMISSION_AMOUNT' />
+ <value enum='10' description='EXIT_CHARGE_PERCENT' />
+ <value enum='11' description='FUND_BASED_RENEWAL_COMMISSION_PERCENT' />
+ <value enum='12' description='PROJECTED_FUND_VALUE' />
+ <value enum='13' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13' />
+ <value enum='14' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14' />
+ <value enum='15' description='NET_SETTLEMENT_AMOUNT' />
+ <value enum='2' description='COMMISSION_PERCENT' />
+ <value enum='3' description='INITIAL_CHARGE_AMOUNT' />
+ <value enum='4' description='INITIAL_CHARGE_PERCENT' />
+ <value enum='5' description='DISCOUNT_AMOUNT' />
+ <value enum='6' description='DISCOUNT_PERCENT' />
+ <value enum='7' description='DILUTION_LEVY_AMOUNT' />
+ <value enum='8' description='DILUTION_LEVY_PERCENT' />
+ <value enum='9' description='EXIT_CHARGE_AMOUNT' />
+ </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='INDIVIDUAL_INVESTOR' />
+ <value enum='10' description='NETWORKING_SUB_ACCOUNT' />
+ <value enum='11' description='NON_PROFIT_ORGANIZATION' />
+ <value enum='12' description='CORPORATE_BODY' />
+ <value enum='13' description='NOMINEE' />
+ <value enum='2' description='PUBLIC_COMPANY' />
+ <value enum='3' description='PRIVATE_COMPANY' />
+ <value enum='4' description='INDIVIDUAL_TRUSTEE' />
+ <value enum='5' description='COMPANY_TRUSTEE' />
+ <value enum='6' description='PENSION_PLAN' />
+ <value enum='7' description='CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT' />
+ <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='RISKLESS_PRINCIPAL' />
+ <value enum='W' description='AGENT_FOR_OTHER_MEMBER' />
+ </field>
+ <field number='529' name='OrderRestrictions' type='MULTIPLECHARVALUE'>
+ <value enum='1' description='PROGRAM_TRADE' />
+ <value enum='2' description='INDEX_ARBITRAGE' />
+ <value enum='3' description='NON_INDEX_ARBITRAGE' />
+ <value enum='4' description='COMPETING_MARKET_MAKER' />
+ <value enum='5' description='ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY' />
+ <value enum='6' description='ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY' />
+ <value enum='7' description='FOREIGN_ENTITY' />
+ <value enum='8' description='EXTERNAL_MARKET_PARTICIPANT' />
+ <value enum='9' description='EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE' />
+ <value enum='A' description='RISKLESS_ARBITRAGE' />
+ <value enum='B' description='ISSUER_HOLDING' />
+ <value enum='C' description='ISSUE_PRICE_STABILIZATION' />
+ <value enum='D' description='NON_ALGORITHMIC' />
+ <value enum='E' description='ALGORITHMIC' />
+ </field>
+ <field number='530' name='MassCancelRequestType' type='CHAR'>
+ <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='CANCEL_ALL_ORDERS' />
+ <value enum='8' description='CANCEL_ORDERS_FOR_A_MARKET' />
+ <value enum='9' description='CANCEL_ORDERS_FOR_A_MARKET_SEGMENT' />
+ <value enum='A' description='CANCEL_ORDERS_FOR_A_SECURITY_GROUP' />
+ </field>
+ <field number='531' name='MassCancelResponse' type='CHAR'>
+ <value enum='0' description='CANCEL_REQUEST_REJECTED' />
+ <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='CANCEL_ALL_ORDERS' />
+ <value enum='8' description='CANCEL_ORDERS_FOR_A_MARKET' />
+ <value enum='9' description='CANCEL_ORDERS_FOR_A_MARKET_SEGMENT' />
+ <value enum='A' description='CANCEL_ORDERS_FOR_A_SECURITY_GROUP' />
+ </field>
+ <field number='532' name='MassCancelRejectReason' type='INT'>
+ <value enum='0' description='MASS_CANCEL_NOT_SUPPORTED' />
+ <value enum='1' description='INVALID_OR_UNKNOWN_SECURITY' />
+ <value enum='2' description='INVALID_OR_UNKOWN_UNDERLYING_SECURITY' />
+ <value enum='3' description='INVALID_OR_UNKNOWN_PRODUCT' />
+ <value enum='4' description='INVALID_OR_UNKNOWN_CFICODE' />
+ <value enum='5' description='INVALID_OR_UNKNOWN_SECURITYTYPE' />
+ <value enum='6' description='INVALID_OR_UNKNOWN_TRADING_SESSION' />
+ <value enum='99' description='OTHER' />
+ <value enum='7' description='INVALID_OR_UNKNOWN_MARKET' />
+ <value enum='8' description='INVALID_OR_UNKOWN_MARKET_SEGMENT' />
+ <value enum='9' description='INVALID_OR_UNKNOWN_SECURITY_GROUP' />
+ </field>
+ <field number='533' name='TotalAffectedOrders' type='INT' />
+ <field number='534' name='NoAffectedOrders' type='NUMINGROUP' />
+ <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='RESTRICTED_TRADEABLE' />
+ <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' />
+ <field number='544' name='CashMargin' type='CHAR'>
+ <value enum='1' description='CASH' />
+ <value enum='2' description='MARGIN_OPEN' />
+ <value enum='3' description='MARGIN_CLOSE' />
+ </field>
+ <field number='545' name='NestedPartySubID' type='STRING' />
+ <field number='546' name='Scope' type='MULTIPLECHARVALUE'>
+ <value enum='1' description='LOCAL_MARKET' />
+ <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='CROSS_AON' />
+ <value enum='2' description='CROSS_IOC' />
+ <value enum='3' description='CROSS_ONE_SIDE' />
+ <value enum='4' description='CROSS_SAME_PRICE' />
+ </field>
+ <field number='550' name='CrossPrioritization' type='INT'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='BUY_SIDE_IS_PRIORITIZED' />
+ <value enum='2' description='SELL_SIDE_IS_PRIORITIZED' />
+ </field>
+ <field number='551' name='OrigCrossID' type='STRING' />
+ <field number='552' name='NoSides' type='NUMINGROUP'>
+ <value enum='1' description='ONE_SIDE' />
+ <value enum='2' description='BOTH_SIDES' />
+ </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='SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='2' description='PRODUCT' />
+ <value enum='3' description='TRADINGSESSIONID' />
+ <value enum='4' description='ALL_SECURITIES' />
+ <value enum='5' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' />
+ </field>
+ <field number='560' name='SecurityRequestResult' 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='3' description='NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA' />
+ <value enum='4' description='INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE' />
+ <value enum='5' description='REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED' />
+ </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='UNKNOWN_OR_INVALID_TRADINGSESSIONID' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='568' name='TradeRequestID' type='STRING' />
+ <field number='569' name='TradeRequestType' type='INT'>
+ <value enum='0' description='ALL_TRADES' />
+ <value enum='1' description='MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST' />
+ <value enum='2' description='UNMATCHED_TRADES_THAT_MATCH_CRITERIA' />
+ <value enum='3' description='UNREPORTED_TRADES_THAT_MATCH_CRITERIA' />
+ <value enum='4' description='ADVISORIES_THAT_MATCH_CRITERIA' />
+ </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='COMPARED_MATCHED_OR_AFFIRMED' />
+ <value enum='1' description='UNCOMPARED_UNMATCHED_OR_UNAFFIRED' />
+ <value enum='2' description='ADVISORY_OR_ALERT' />
+ </field>
+ <field number='574' name='MatchType' type='STRING'>
+ <value enum='A1' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME' />
+ <value enum='A2' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES' />
+ <value enum='A3' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME' />
+ <value enum='A4' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES' />
+ <value enum='A5' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME' />
+ <value enum='M3' description='ACT_ACCEPTED_TRADE' />
+ <value enum='M4' description='ACT_DEFAULT_TRADE' />
+ <value enum='M5' description='ACT_DEFAULT_AFTER_M2' />
+ <value enum='M6' description='ACT_M6_MATCH' />
+ <value enum='AQ' description='COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS' />
+ <value enum='M1' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH' />
+ <value enum='M2' description='SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH' />
+ <value enum='MT' description='OCS_LOCKED_IN_NON_ACT' />
+ <value enum='S1' description='SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED' />
+ <value enum='S2' description='SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S3' description='SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S4' description='SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S5' description='SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='1' description='ONE_PARTY_TRADE_REPORT' />
+ <value enum='2' description='TWO_PARTY_TRADE_REPORT' />
+ <value enum='3' description='CONFIRMED_TRADE_REPORT' />
+ <value enum='4' description='AUTO_MATCH' />
+ <value enum='5' description='CROSS_AUCTION' />
+ <value enum='6' description='COUNTER_ORDER_SELECTION' />
+ <value enum='7' description='CALL_AUCTION' />
+ <value enum='8' description='ISSUING_BUY_BACK_AUCTION' />
+ </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='PROCESS_NORMALLY' />
+ <value enum='1' description='EXCLUDE_FROM_ALL_NETTING' />
+ <value enum='10' description='AUTOMATIC_GIVE_UP_MODE' />
+ <value enum='11' description='QUALIFIED_SERVICE_REPRESENTATIVE_QSR' />
+ <value enum='12' description='CUSTOMER_TRADE' />
+ <value enum='13' description='SELF_CLEARING' />
+ <value enum='2' description='BILATERAL_NETTING_ONLY' />
+ <value enum='3' description='EX_CLEARING' />
+ <value enum='4' description='SPECIAL_TRADE' />
+ <value enum='5' description='MULTILATERAL_NETTING' />
+ <value enum='6' description='CLEAR_AGAINST_CENTRAL_COUNTERPARTY' />
+ <value enum='7' description='EXCLUDE_FROM_CENTRAL_COUNTERPARTY' />
+ <value enum='8' description='MANUAL_MODE' />
+ <value enum='9' description='AUTOMATIC_POSTING_MODE' />
+ </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='ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS' />
+ <value enum='2' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='3' description='HOUSE_TRADER' />
+ <value enum='4' description='FLOOR_TRADER' />
+ <value enum='6' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED' />
+ <value enum='7' description='ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED' />
+ <value enum='8' description='JOINT_BACK_OFFICE_ACCOUNT' />
+ </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='STATUS_FOR_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='STATUS_FOR_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='STATUS_FOR_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='STATUS_FOR_ALL_ORDERS' />
+ <value enum='8' description='STATUS_FOR_ORDERS_FOR_A_PARTYID' />
+ </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' />
+ <value enum='1' description='SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING' />
+ <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='PRO_RATA' />
+ <value enum='1' description='DO_NOT_PRO_RATA' />
+ </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'>
+ <value enum='1' description='PRE_TRADING' />
+ <value enum='2' description='OPENING_OR_OPENING_AUCTION' />
+ <value enum='3' description='3' />
+ <value enum='4' description='CLOSING_OR_CLOSING_AUCTION' />
+ <value enum='5' description='POST_TRADING' />
+ <value enum='6' description='INTRADAY_AUCTION' />
+ <value enum='7' description='QUIESCENT' />
+ </field>
+ <field number='626' name='AllocType' type='INT'>
+ <value enum='1' description='CALCULATED' />
+ <value enum='2' description='PRELIMINARY' />
+ <value enum='3' description='SELLSIDE_CALCULATED_USING_PRELIMINARY' />
+ <value enum='4' description='SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='5' description='READY_TO_BOOK' />
+ <value enum='6' description='BUYSIDE_READY_TO_BOOK' />
+ <value enum='7' description='WAREHOUSE_INSTRUCTION' />
+ <value enum='8' description='REQUEST_TO_INTERMEDIARY' />
+ <value enum='9' description='ACCEPT' />
+ <value enum='10' description='REJECT' />
+ <value enum='11' description='ACCEPT_PENDING' />
+ <value enum='12' description='INCOMPLETE_GROUP' />
+ <value enum='13' description='COMPLETE_GROUP' />
+ <value enum='14' description='REVERSAL_PENDING' />
+ </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='1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='2' description='2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='3' description='3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='4' description='4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='5' description='5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='9' description='6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='B' description='CBOE_MEMBER' />
+ <value enum='C' description='NON_MEMBER_AND_CUSTOMER' />
+ <value enum='E' description='EQUITY_MEMBER_AND_CLEARING_MEMBER' />
+ <value enum='F' description='FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS' />
+ <value enum='H' description='106H_AND_106J_FIRMS' />
+ <value enum='I' description='GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS' />
+ <value enum='L' description='LESSEE_106F_EMPLOYEES' />
+ <value enum='M' description='ALL_OTHER_OWNERSHIP_TYPES' />
+ </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='PRIORITY_UNCHANGED' />
+ <value enum='1' description='LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE' />
+ </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='PENDING_APPROVAL' />
+ <value enum='1' description='APPROVED' />
+ <value enum='2' description='REJECTED' />
+ <value enum='3' description='UNAUTHORIZED_REQUEST' />
+ <value enum='4' description='INVALID_DEFINITION_REQUEST' />
+ </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='UNKNOWN_SYMBOL' />
+ <value enum='10' description='PASS' />
+ <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='INVALID_PRICE' />
+ <value enum='6' description='NOT_AUTHORIZED_TO_REQUEST_QUOTE' />
+ <value enum='7' description='NO_MATCH_FOR_INQUIRY' />
+ <value enum='8' description='NO_MARKET_FOR_INSTRUMENT' />
+ <value enum='9' description='NO_INVENTORY' />
+ <value enum='99' description='OTHER' />
+ <value enum='11' description='INSUFFICIENT_CREDIT' />
+ </field>
+ <field number='659' name='SideComplianceID' type='STRING' />
+ <field number='660' name='AcctIDSource' type='INT'>
+ <value enum='1' description='BIC' />
+ <value enum='2' description='SID_CODE' />
+ <value enum='3' description='TFM' />
+ <value enum='4' description='OMGEO' />
+ <value enum='5' description='DTCC_CODE' />
+ <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='MISMATCHED_ACCOUNT' />
+ <value enum='3' description='MISSING_SETTLEMENT_INSTRUCTIONS' />
+ <value enum='4' description='CONFIRMED' />
+ <value enum='5' description='REQUEST_REJECTED' />
+ </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='BOOK_ENTRY' />
+ <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='PAR_FOR_PAR' />
+ <value enum='2' description='MODIFIED_DURATION' />
+ <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='PER_SHARE' />
+ <value enum='3' description='FIXED_AMOUNT' />
+ <value enum='4' description='DISCOUNT' />
+ <value enum='5' description='PREMIUM' />
+ <value enum='6' description='SPREAD' />
+ <value enum='7' description='TED_PRICE' />
+ <value enum='8' description='TED_YIELD' />
+ <value enum='9' description='YIELD_SPREAD' />
+ </field>
+ <field number='693' name='QuoteRespID' type='STRING' />
+ <field number='694' name='QuoteRespType' type='INT'>
+ <value enum='1' description='HIT_LIFT' />
+ <value enum='2' description='COUNTER' />
+ <value enum='3' description='EXPIRED' />
+ <value enum='4' description='COVER' />
+ <value enum='5' description='DONE_AWAY' />
+ <value enum='6' description='PASS' />
+ <value enum='7' description='END_TRADE' />
+ <value enum='8' description='TIMED_OUT' />
+ </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='ALLOCATION_TRADE_QTY' />
+ <value enum='AS' description='OPTION_ASSIGNMENT' />
+ <value enum='ASF' description='AS_OF_TRADE_QTY' />
+ <value enum='DLV' description='DELIVERY_QTY' />
+ <value enum='ETR' description='ELECTRONIC_TRADE_QTY' />
+ <value enum='EX' description='OPTION_EXERCISE_QTY' />
+ <value enum='FIN' description='END_OF_DAY_QTY' />
+ <value enum='IAS' description='INTRA_SPREAD_QTY' />
+ <value enum='IES' description='INTER_SPREAD_QTY' />
+ <value enum='PA' description='ADJUSTMENT_QTY' />
+ <value enum='PIT' description='PIT_TRADE_QTY' />
+ <value enum='SOD' description='START_OF_DAY_QTY' />
+ <value enum='SPL' description='INTEGRAL_SPLIT' />
+ <value enum='TA' description='TRANSACTION_FROM_ASSIGNMENT' />
+ <value enum='TOT' description='TOTAL_TRANSACTION_QTY' />
+ <value enum='TQ' description='TRANSACTION_QUANTITY' />
+ <value enum='TRF' description='TRANSFER_TRADE_QTY' />
+ <value enum='TX' description='TRANSACTION_FROM_EXERCISE' />
+ <value enum='XM' description='CROSS_MARGIN_QTY' />
+ <value enum='RCV' description='RECEIVE_QUANTITY' />
+ <value enum='CAA' description='CORPORATE_ACTION_ADJUSTMENT' />
+ <value enum='DN' description='DELIVERY_NOTICE_QTY' />
+ <value enum='EP' description='EXCHANGE_FOR_PHYSICAL_QTY' />
+ <value enum='PNTN' description='PRIVATELY_NEGOTIATED_TRADE_QTY' />
+ </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='CASH_AMOUNT' />
+ <value enum='CRES' description='CASH_RESIDUAL_AMOUNT' />
+ <value enum='FMTM' description='FINAL_MARK_TO_MARKET_AMOUNT' />
+ <value enum='IMTM' description='INCREMENTAL_MARK_TO_MARKET_AMOUNT' />
+ <value enum='PREM' description='PREMIUM_AMOUNT' />
+ <value enum='SMTM' description='START_OF_DAY_MARK_TO_MARKET_AMOUNT' />
+ <value enum='TVAR' description='TRADE_VARIATION_AMOUNT' />
+ <value enum='VADJ' description='VALUE_ADJUSTED_AMOUNT' />
+ <value enum='SETL' description='SETTLEMENT_VALUE' />
+ </field>
+ <field number='708' name='PosAmt' type='AMT' />
+ <field number='709' name='PosTransType' type='INT'>
+ <value enum='1' description='EXERCISE' />
+ <value enum='2' description='DO_NOT_EXERCISE' />
+ <value enum='3' description='POSITION_ADJUSTMENT' />
+ <value enum='4' description='POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION' />
+ <value enum='5' description='PLEDGE' />
+ <value enum='6' description='LARGE_TRADER_SUBMISSION' />
+ </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' />
+ <value enum='4' description='REVERSE' />
+ </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'>
+ <value enum='ITD' description='INTRADAY' />
+ <value enum='RTH' description='REGULAR_TRADING_HOURS' />
+ <value enum='ETH' description='ELECTRONIC_TRADING_HOURS' />
+ <value enum='EOD' description='END_OF_DAY' />
+ </field>
+ <field number='717' name='SettlSessSubID' type='STRING' />
+ <field number='718' name='AdjustmentType' type='INT'>
+ <value enum='0' description='PROCESS_REQUEST_AS_MARGIN_DISPOSITION' />
+ <value enum='1' description='DELTA_PLUS' />
+ <value enum='2' description='DELTA_MINUS' />
+ <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='ACCEPTED_WITH_WARNINGS' />
+ <value enum='2' description='REJECTED' />
+ <value enum='3' description='COMPLETED' />
+ <value enum='4' description='COMPLETED_WITH_WARNINGS' />
+ </field>
+ <field number='723' name='PosMaintResult' type='INT'>
+ <value enum='0' description='SUCCESSFUL_COMPLETION' />
+ <value enum='1' description='REJECTED' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='724' name='PosReqType' type='INT'>
+ <value enum='0' description='POSITIONS' />
+ <value enum='1' description='TRADES' />
+ <value enum='2' description='EXERCISES' />
+ <value enum='3' description='ASSIGNMENTS' />
+ <value enum='4' description='SETTLEMENT_ACTIVITY' />
+ <value enum='5' description='BACKOUT_MESSAGE' />
+ </field>
+ <field number='725' name='ResponseTransportType' type='INT'>
+ <value enum='0' description='INBAND' />
+ <value enum='1' description='OUT_OF_BAND' />
+ </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='VALID_REQUEST' />
+ <value enum='1' description='INVALID_OR_UNSUPPORTED_REQUEST' />
+ <value enum='2' description='NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA' />
+ <value enum='3' description='NOT_AUTHORIZED_TO_REQUEST_POSITIONS' />
+ <value enum='4' description='REQUEST_FOR_POSITION_NOT_SUPPORTED' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='729' name='PosReqStatus' type='INT'>
+ <value enum='0' description='COMPLETED' />
+ <value enum='1' description='COMPLETED_WITH_WARNINGS' />
+ <value enum='2' description='REJECTED' />
+ </field>
+ <field number='730' name='SettlPrice' type='PRICE' />
+ <field number='731' name='SettlPriceType' type='INT'>
+ <value enum='1' description='FINAL' />
+ <value enum='2' description='THEORETICAL' />
+ </field>
+ <field number='732' name='UnderlyingSettlPrice' type='PRICE' />
+ <field number='733' name='UnderlyingSettlPriceType' type='INT' />
+ <field number='734' name='PriorSettlPrice' type='PRICE' />
+ <field number='735' name='NoQuoteQualifiers' type='NUMINGROUP' />
+ <field number='736' name='AllocSettlCurrency' type='CURRENCY' />
+ <field number='737' name='AllocSettlCurrAmt' type='AMT' />
+ <field number='738' name='InterestAtMaturity' type='AMT' />
+ <field number='739' name='LegDatedDate' type='LOCALMKTDATE' />
+ <field number='740' name='LegPool' type='STRING' />
+ <field number='741' name='AllocInterestAtMaturity' type='AMT' />
+ <field number='742' name='AllocAccruedInterestAmt' type='AMT' />
+ <field number='743' name='DeliveryDate' type='LOCALMKTDATE' />
+ <field number='744' name='AssignmentMethod' type='CHAR'>
+ <value enum='P' description='PRO_RATA' />
+ <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='INVALID_OR_UNKNOWN_INSTRUMENT' />
+ <value enum='2' description='INVALID_TYPE_OF_TRADE_REQUESTED' />
+ <value enum='3' description='INVALID_PARTIES' />
+ <value enum='4' description='INVALID_TRANSPORT_TYPE_REQUESTED' />
+ <value enum='5' description='INVALID_DESTINATION_REQUESTED' />
+ <value enum='8' description='TRADEREQUESTTYPE_NOT_SUPPORTED' />
+ <value enum='9' description='NOT_AUTHORIZED' />
+ <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='SUCCESSFUL' />
+ <value enum='1' description='INVALID_PARTY_ONFORMATION' />
+ <value enum='2' description='UNKNOWN_INSTRUMENT' />
+ <value enum='3' description='UNAUTHORIZED_TO_REPORT_TRADES' />
+ <value enum='4' description='INVALID_TRADE_TYPE' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='752' name='SideMultiLegReportingType' type='INT'>
+ <value enum='1' description='SINGLE_SECURITY' />
+ <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY' />
+ <value enum='3' description='MULTILEG_SECURITY' />
+ </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='EXECUTION_TIME' />
+ <value enum='2' description='TIME_IN' />
+ <value enum='3' description='TIME_OUT' />
+ <value enum='4' description='BROKER_RECEIPT' />
+ <value enum='5' description='BROKER_EXECUTION' />
+ <value enum='6' description='DESK_RECEIPT' />
+ </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='CONFIRMATION_REQUEST_REJECTED' />
+ </field>
+ <field number='774' name='ConfirmRejReason' type='INT'>
+ <value enum='1' description='MISMATCHED_ACCOUNT' />
+ <value enum='2' description='MISSING_SETTLEMENT_INSTRUCTIONS' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='775' name='BookingType' type='INT'>
+ <value enum='0' description='REGULAR_BOOKING' />
+ <value enum='1' description='CFD' />
+ <value enum='2' description='TOTAL_RETURN_SWAP' />
+ </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='USE_DEFAULT_INSTRUCTIONS' />
+ <value enum='1' description='DERIVE_FROM_PARAMETERS_PROVIDED' />
+ <value enum='2' description='FULL_DETAILS_PROVIDED' />
+ <value enum='3' description='SSI_DB_IDS_PROVIDED' />
+ <value enum='4' description='PHONE_FOR_INSTRUCTIONS' />
+ </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='UNABLE_TO_PROCESS_REQUEST' />
+ <value enum='1' description='UNKNOWN_ACCOUNT' />
+ <value enum='2' description='NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='793' name='SecondaryAllocID' type='STRING' />
+ <field number='794' name='AllocReportType' type='INT'>
+ <value enum='3' description='SELLSIDE_CALCULATED_USING_PRELIMINARY' />
+ <value enum='4' description='SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='5' description='WAREHOUSE_RECAP' />
+ <value enum='8' description='REQUEST_TO_INTERMEDIARY' />
+ <value enum='2' description='PRELIMINARY_REQUEST_TO_INTERMEDIARY' />
+ <value enum='9' description='ACCEPT' />
+ <value enum='10' description='REJECT' />
+ <value enum='11' description='ACCEPT_PENDING' />
+ <value enum='12' description='COMPLETE' />
+ <value enum='14' description='REVERSE_PENDING' />
+ </field>
+ <field number='795' name='AllocReportRefID' type='STRING' />
+ <field number='796' name='AllocCancReplaceReason' type='INT'>
+ <value enum='1' description='ORIGINAL_DETAILS_INCOMPLETE_INCORRECT' />
+ <value enum='2' description='CHANGE_IN_UNDERLYING_ORDER_DETAILS' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='797' name='CopyMsgIndicator' type='BOOLEAN' />
+ <field number='798' name='AllocAccountType' type='INT'>
+ <value enum='1' description='ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='2' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='3' description='HOUSE_TRADER' />
+ <value enum='4' description='FLOOR_TRADER' />
+ <value enum='6' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED' />
+ <value enum='7' description='ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED' />
+ <value enum='8' description='JOINT_BACK_OFFICE_ACCOUNT' />
+ </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='SECURITIES_ACCOUNT_NUMBER' />
+ <value enum='11' description='REGISTRATION_NUMBER' />
+ <value enum='12' description='REGISTERED_ADDRESS_12' />
+ <value enum='13' description='REGULATORY_STATUS' />
+ <value enum='14' description='REGISTRATION_NAME' />
+ <value enum='15' description='CASH_ACCOUNT_NUMBER' />
+ <value enum='16' description='BIC' />
+ <value enum='17' description='CSD_PARTICIPANT_MEMBER_CODE' />
+ <value enum='18' description='REGISTERED_ADDRESS_18' />
+ <value enum='19' description='FUND_ACCOUNT_NAME' />
+ <value enum='2' description='PERSON' />
+ <value enum='20' description='TELEX_NUMBER' />
+ <value enum='21' description='FAX_NUMBER' />
+ <value enum='22' description='SECURITIES_ACCOUNT_NAME' />
+ <value enum='23' description='CASH_ACCOUNT_NAME' />
+ <value enum='24' description='DEPARTMENT' />
+ <value enum='25' description='LOCATION_DESK' />
+ <value enum='26' description='POSITION_ACCOUNT_TYPE' />
+ <value enum='3' description='SYSTEM' />
+ <value enum='4' description='APPLICATION' />
+ <value enum='5' description='FULL_LEGAL_NAME_OF_FIRM' />
+ <value enum='6' description='POSTAL_ADDRESS' />
+ <value enum='7' description='PHONE_NUMBER' />
+ <value enum='8' description='EMAIL_ADDRESS' />
+ <value enum='9' description='CONTACT_NAME' />
+ <value enum='27' description='SECURITY_LOCATE_ID' />
+ <value enum='28' description='MARKET_MAKER' />
+ <value enum='29' description='ELIGIBLE_COUNTERPARTY' />
+ <value enum='30' description='PROFESSIONAL_CLIENT' />
+ <value enum='31' description='LOCATION' />
+ <value enum='32' description='EXECUTION_VENUE' />
+ <value enum='33' description='CURRENCY_DELIVERY_IDENTIFIER' />
+ </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='PENDING_ACCEPT' />
+ <value enum='2' description='PENDING_RELEASE' />
+ <value enum='3' description='PENDING_REVERSAL' />
+ <value enum='4' description='ACCEPT' />
+ <value enum='5' description='BLOCK_LEVEL_REJECT' />
+ <value enum='6' description='ACCOUNT_LEVEL_REJECT' />
+ </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='NO_ACTION_TAKEN' />
+ <value enum='1' description='QUEUE_FLUSHED' />
+ <value enum='2' description='OVERLAY_LAST' />
+ <value enum='3' description='END_SESSION' />
+ </field>
+ <field number='815' name='ApplQueueAction' type='INT'>
+ <value enum='0' description='NO_ACTION_TAKEN' />
+ <value enum='1' description='QUEUE_FLUSHED' />
+ <value enum='2' description='OVERLAY_LAST' />
+ <value enum='3' description='END_SESSION' />
+ </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='NO_AVERAGE_PRICING' />
+ <value enum='1' description='TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID' />
+ <value enum='2' description='LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID' />
+ </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='ALLOCATION_NOT_REQUIRED' />
+ <value enum='1' description='ALLOCATION_REQUIRED' />
+ <value enum='2' description='USE_ALLOCATION_PROVIDED_WITH_THE_TRADE' />
+ <value enum='3' description='ALLOCATION_GIVE_UP_EXECUTOR' />
+ <value enum='4' description='ALLOCATION_FROM_EXECUTOR' />
+ <value enum='5' description='ALLOCATION_TO_CLAIM_ACCOUNT' />
+ </field>
+ <field number='827' name='ExpirationCycle' type='INT'>
+ <value enum='0' description='EXPIRE_ON_TRADING_SESSION_CLOSE' />
+ <value enum='1' description='EXPIRE_ON_TRADING_SESSION_OPEN' />
+ <value enum='2' description='TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE' />
+ </field>
+ <field number='828' name='TrdType' type='INT'>
+ <value enum='0' description='REGULAR_TRADE' />
+ <value enum='1' description='BLOCK_TRADE_1' />
+ <value enum='10' description='AFTER_HOURS_TRADE' />
+ <value enum='2' description='EFP' />
+ <value enum='3' description='TRANSFER' />
+ <value enum='4' description='LATE_TRADE' />
+ <value enum='5' description='T_TRADE' />
+ <value enum='6' description='WEIGHTED_AVERAGE_PRICE_TRADE' />
+ <value enum='7' description='BUNCHED_TRADE' />
+ <value enum='8' description='LATE_BUNCHED_TRADE' />
+ <value enum='9' description='PRIOR_REFERENCE_PRICE_TRADE' />
+ <value enum='11' description='EXCHANGE_FOR_RISK' />
+ <value enum='12' description='EXCHANGE_FOR_SWAP' />
+ <value enum='13' description='EXCHANGE_OF_FUTURES_FOR' />
+ <value enum='14' description='EXCHANGE_OF_OPTIONS_FOR_OPTIONS' />
+ <value enum='15' description='TRADING_AT_SETTLEMENT' />
+ <value enum='16' description='ALL_OR_NONE' />
+ <value enum='17' description='FUTURES_LARGE_ORDER_EXECUTION' />
+ <value enum='18' description='EXCHANGE_OF_FUTURES_FOR_FUTURES' />
+ <value enum='19' description='OPTION_INTERIM_TRADE' />
+ <value enum='20' description='OPTION_CABINET_TRADE' />
+ <value enum='22' description='PRIVATELY_NEGOTIATED_TRADES' />
+ <value enum='23' description='SUBSTITUTION_OF_FUTURES_FOR_FORWARDS' />
+ <value enum='24' description='ERROR_TRADE' />
+ <value enum='25' description='SPECIAL_CUM_DIVIDEND' />
+ <value enum='26' description='SPECIAL_EX_DIVIDEND' />
+ <value enum='27' description='SPECIAL_CUM_COUPON' />
+ <value enum='28' description='SPECIAL_EX_COUPON' />
+ <value enum='29' description='CASH_SETTLEMENT' />
+ <value enum='30' description='SPECIAL_PRICE' />
+ <value enum='31' description='GUARANTEED_DELIVERY' />
+ <value enum='32' description='SPECIAL_CUM_RIGHTS' />
+ <value enum='33' description='SPECIAL_EX_RIGHTS' />
+ <value enum='34' description='SPECIAL_CUM_CAPITAL_REPAYMENTS' />
+ <value enum='35' description='SPECIAL_EX_CAPITAL_REPAYMENTS' />
+ <value enum='36' description='SPECIAL_CUM_BONUS' />
+ <value enum='37' description='SPECIAL_EX_BONUS' />
+ <value enum='38' description='BLOCK_TRADE_38' />
+ <value enum='39' description='WORKED_PRINCIPAL_TRADE' />
+ <value enum='40' description='BLOCK_TRADES' />
+ <value enum='41' description='NAME_CHANGE' />
+ <value enum='42' description='PORTFOLIO_TRANSFER' />
+ <value enum='43' description='PROROGATION_BUY' />
+ <value enum='44' description='PROROGATION_SELL' />
+ <value enum='45' description='OPTION_EXERCISE' />
+ <value enum='46' description='DELTA_NEUTRAL_TRANSACTION' />
+ <value enum='47' description='FINANCING_TRANSACTION' />
+ <value enum='48' description='NON_STANDARD_SETTLEMENT' />
+ <value enum='49' description='DERIVATIVE_RELATED_TRANSACTION' />
+ <value enum='50' description='PORTFOLIO_TRADE' />
+ <value enum='51' description='VOLUME_WEIGHTED_AVERAGE_TRADE' />
+ <value enum='52' description='EXCHANGE_GRANTED_TRADE' />
+ <value enum='53' description='REPURCHASE_AGREEMENT' />
+ <value enum='54' description='OTC' />
+ <value enum='55' description='EXCHANGE_BASIS_FACILITY' />
+ </field>
+ <field number='829' name='TrdSubType' type='INT'>
+ <value enum='0' description='CMTA' />
+ <value enum='1' description='INTERNAL_TRANSFER_OR_ADJUSTMENT' />
+ <value enum='2' description='EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT' />
+ <value enum='3' description='REJECT_FOR_SUBMITTING_SIDE' />
+ <value enum='4' description='ADVISORY_FOR_CONTRA_SIDE' />
+ <value enum='5' description='OFFSET_DUE_TO_AN_ALLOCATION' />
+ <value enum='6' description='ONSET_DUT_TO_AN_ALLOCATION' />
+ <value enum='7' description='DIFFERENTIAL_SPREAD' />
+ <value enum='8' description='IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT' />
+ <value enum='9' description='TRANSACTION_FROM_EXERCISE' />
+ <value enum='10' description='TRANSACTION_FROM_ASSIGNMENT' />
+ <value enum='11' description='ACATS' />
+ <value enum='14' description='AI' />
+ <value enum='15' description='B' />
+ <value enum='16' description='K' />
+ <value enum='17' description='LC' />
+ <value enum='18' description='M' />
+ <value enum='19' description='N' />
+ <value enum='20' description='NM' />
+ <value enum='21' description='NR' />
+ <value enum='22' description='P' />
+ <value enum='23' description='PA' />
+ <value enum='24' description='PC' />
+ <value enum='25' description='PN' />
+ <value enum='26' description='R' />
+ <value enum='27' description='RO' />
+ <value enum='28' description='RT' />
+ <value enum='29' description='SW' />
+ <value enum='30' description='T' />
+ <value enum='31' description='WN' />
+ <value enum='32' description='WT' />
+ <value enum='33' description='OFF_HOURS_TRADE' />
+ <value enum='34' description='ON_HOURS_TRADE' />
+ <value enum='35' description='OTC_QUOTE' />
+ <value enum='36' description='CONVERTED_SWAP' />
+ <value enum='37' description='CROSSED_TRADE' />
+ <value enum='38' description='INTERIM_PROTECTED_TRADE' />
+ <value enum='39' description='LARGE_IN_SCALE' />
+ </field>
+ <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='BASIS_POINTS' />
+ <value enum='2' description='TICKS' />
+ <value enum='3' description='PRICE_TIER' />
+ </field>
+ <field number='837' name='PegLimitType' type='INT'>
+ <value enum='0' description='OR_BETTER' />
+ <value enum='1' description='STRICT' />
+ <value enum='2' description='OR_WORSE' />
+ </field>
+ <field number='838' name='PegRoundDirection' type='INT'>
+ <value enum='1' description='MORE_AGGRESSIVE' />
+ <value enum='2' description='MORE_PASSIVE' />
+ </field>
+ <field number='839' name='PeggedPrice' type='PRICE' />
+ <field number='840' name='PegScope' type='INT'>
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ <value enum='4' description='NATIONAL_EXCLUDING_LOCAL' />
+ </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='BASIS_POINTS' />
+ <value enum='2' description='TICKS' />
+ <value enum='3' description='PRICE_TIER' />
+ </field>
+ <field number='843' name='DiscretionLimitType' type='INT'>
+ <value enum='0' description='OR_BETTER' />
+ <value enum='1' description='STRICT' />
+ <value enum='2' description='OR_WORSE' />
+ </field>
+ <field number='844' name='DiscretionRoundDirection' type='INT'>
+ <value enum='1' description='MORE_AGGRESSIVE' />
+ <value enum='2' description='MORE_PASSIVE' />
+ </field>
+ <field number='845' name='DiscretionPrice' type='PRICE' />
+ <field number='846' name='DiscretionScope' type='INT'>
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ <value enum='4' description='NATIONAL_EXCLUDING_LOCAL' />
+ </field>
+ <field number='847' name='TargetStrategy' type='INT'>
+ <value enum='1' description='VWAP' />
+ <value enum='2' description='PARTICIPATE' />
+ <value enum='3' description='MININIZE_MARKET_IMPACT' />
+ </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='ADDED_LIQUIDITY' />
+ <value enum='2' description='REMOVED_LIQUIDITY' />
+ <value enum='3' description='LIQUIDITY_ROUTED_OUT' />
+ <value enum='4' description='AUCTION' />
+ </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='DEALER_SOLD_SHORT' />
+ <value enum='1' description='DEALER_SOLD_SHORT_EXEMPT' />
+ <value enum='2' description='SELLING_CUSTOMER_SOLD_SHORT' />
+ <value enum='3' description='SELLING_CUSTOMER_SOLD_SHORT_EXEMPT' />
+ <value enum='4' description='QUALIFIED_SERVICE_REPRESENTATIVE' />
+ <value enum='5' description='QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT' />
+ </field>
+ <field number='854' name='QtyType' type='INT'>
+ <value enum='0' description='UNITS' />
+ <value enum='1' description='CONTRACTS' />
+ <value enum='2' description='UNITS_OF_MEASURE_PER_TIME_UNIT' />
+ </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_1' />
+ <value enum='2' description='ACCEPT' />
+ <value enum='3' description='DECLINE' />
+ <value enum='4' description='ADDENDUM' />
+ <value enum='5' description='NO_WAS' />
+ <value enum='6' description='TRADE_REPORT_CANCEL' />
+ <value enum='7' description='7' />
+ <value enum='8' description='DEFAULTED' />
+ <value enum='9' description='INVALID_CMTA' />
+ <value enum='10' description='PENDED' />
+ <value enum='11' description='ALLEGED_NEW' />
+ <value enum='12' description='ALLEGED_ADDENDUM' />
+ <value enum='13' description='ALLEGED_NO_WAS' />
+ <value enum='14' description='ALLEGED_TRADE_REPORT_CANCEL' />
+ <value enum='15' description='ALLEGED_15' />
+ </field>
+ <field number='857' name='AllocNoOrdersType' type='INT'>
+ <value enum='0' description='NOT_SPECIFIED' />
+ <value enum='1' description='EXPLICIT_LIST_PROVIDED' />
+ </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='SINKING_FUND_CALL' />
+ <value enum='99' description='OTHER' />
+ <value enum='5' description='ACTIVATION' />
+ <value enum='6' description='INACTIVIATION' />
+ <value enum='7' description='LAST_ELIGIBLE_TRADE_DATE' />
+ <value enum='8' description='SWAP_START_DATE' />
+ <value enum='9' description='SWAP_END_DATE' />
+ <value enum='11' description='SWAP_NEXT_START_DATE' />
+ <value enum='10' description='SWAP_ROLL_DATE' />
+ <value enum='12' description='SWAP_NEXT_ROLL_DATE' />
+ <value enum='13' description='FIRST_DELIVERY_DATE' />
+ <value enum='14' description='LAST_DELIVERY_DATE' />
+ <value enum='15' description='INITIAL_INVENTORY_DUE_DATE' />
+ <value enum='16' description='FINAL_INVENTORY_DUE_DATE' />
+ <value enum='17' description='FIRST_INTENT_DATE' />
+ <value enum='18' description='LAST_INTENT_DATE' />
+ <value enum='19' description='POSITION_REMOVAL_DATE' />
+ </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='ORIGINAL_ISSUE_DISCOUNT' />
+ <value enum='11' description='CALLABLE_PUTTABLE' />
+ <value enum='12' description='ESCROWED_TO_MATURITY' />
+ <value enum='13' description='ESCROWED_TO_REDEMPTION_DATE' />
+ <value enum='14' description='PRE_REFUNDED' />
+ <value enum='15' description='IN_DEFAULT' />
+ <value enum='16' description='UNRATED' />
+ <value enum='17' description='TAXABLE' />
+ <value enum='18' description='INDEXED' />
+ <value enum='19' description='SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX' />
+ <value enum='2' description='ZERO_COUPON' />
+ <value enum='20' description='ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE' />
+ <value enum='21' description='CALLABLE_BELOW_MATURITY_VALUE' />
+ <value enum='22' description='CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED' />
+ <value enum='3' description='INTEREST_BEARING' />
+ <value enum='4' description='NO_PERIODIC_PAYMENTS' />
+ <value enum='5' description='VARIABLE_RATE' />
+ <value enum='6' description='LESS_FEE_FOR_PUT' />
+ <value enum='7' description='STEPPED_COUPON' />
+ <value enum='8' description='COUPON_PERIOD' />
+ <value enum='9' description='WHEN_AND_IF_ISSUED' />
+ <value enum='99' description='TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE' />
+ <value enum='23' description='PRICE_TICK_RULES_FOR_SECURITY' />
+ <value enum='24' description='TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY' />
+ <value enum='25' description='INSTRUMENT_DENOMINATOR' />
+ <value enum='26' description='INSTRUMENT_NUMERATOR' />
+ <value enum='27' description='INSTRUMENT_PRICE_PRECISION' />
+ <value enum='28' description='INSTRUMENT_STRIKE_PRICE' />
+ <value enum='29' description='TRADEABLE_INDICATOR' />
+ </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='3' />
+ <value enum='2' description='4' />
+ <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='PER_UNIT' />
+ <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='TIME_WARNING' />
+ <value enum='3' description='MARGIN_DEFICIENCY' />
+ <value enum='4' description='MARGIN_EXCESS' />
+ <value enum='5' description='FORWARD_COLLATERAL_DEMAND' />
+ <value enum='6' description='EVENT_OF_DEFAULT' />
+ <value enum='7' description='ADVERSE_TAX_EVENT' />
+ </field>
+ <field number='896' name='CollInquiryQualifier' type='INT'>
+ <value enum='0' description='TRADE_DATE' />
+ <value enum='1' description='GC_INSTRUMENT' />
+ <value enum='2' description='COLLATERAL_INSTRUMENT' />
+ <value enum='3' description='SUBSTITUTION_ELIGIBLE' />
+ <value enum='4' description='NOT_ASSIGNED' />
+ <value enum='5' description='PARTIALLY_ASSIGNED' />
+ <value enum='6' description='FULLY_ASSIGNED' />
+ <value enum='7' description='OUTSTANDING_TRADES' />
+ </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='UNKNOWN_DEAL' />
+ <value enum='1' description='UNKNOWN_OR_INVALID_INSTRUMENT' />
+ <value enum='2' description='UNAUTHORIZED_TRANSACTION' />
+ <value enum='3' description='INSUFFICIENT_COLLATERAL' />
+ <value enum='4' description='INVALID_TYPE_OF_COLLATERAL' />
+ <value enum='5' description='EXCESSIVE_SUBSTITUTION' />
+ <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='PARTIALLY_ASSIGNED' />
+ <value enum='2' description='ASSIGNMENT_PROPOSED' />
+ <value enum='3' description='ASSIGNED' />
+ <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='VERSUS_PAYMENT_DELIVER' />
+ <value enum='1' description='FREE_DELIVER' />
+ <value enum='2' description='TRI_PARTY' />
+ <value enum='3' description='HOLD_IN_CUSTODY' />
+ </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='LOG_ON_USER' />
+ <value enum='2' description='LOG_OFF_USER' />
+ <value enum='3' description='CHANGE_PASSWORD_FOR_USER' />
+ <value enum='4' description='REQUEST_INDIVIDUAL_USER_STATUS' />
+ </field>
+ <field number='925' name='NewPassword' type='STRING' />
+ <field number='926' name='UserStatus' type='INT'>
+ <value enum='1' description='LOGGED_IN' />
+ <value enum='2' description='NOT_LOGGED_IN' />
+ <value enum='3' description='USER_NOT_RECOGNISED' />
+ <value enum='4' description='PASSWORD_INCORRECT' />
+ <value enum='5' description='PASSWORD_CHANGED' />
+ <value enum='6' description='OTHER' />
+ <value enum='7' description='FORCED_USER_LOGOUT_BY_EXCHANGE' />
+ <value enum='8' description='SESSION_SHUTDOWN_WARNING' />
+ </field>
+ <field number='927' name='UserStatusText' type='STRING' />
+ <field number='928' name='StatusValue' type='INT'>
+ <value enum='1' description='CONNECTED' />
+ <value enum='2' description='NOT_CONNECTED_2' />
+ <value enum='3' description='NOT_CONNECTED_3' />
+ <value enum='4' description='IN_PROCESS' />
+ </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='STOP_SUBSCRIBING' />
+ <value enum='8' description='LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED' />
+ </field>
+ <field number='936' name='NoCompIDs' type='NUMINGROUP' />
+ <field number='937' name='NetworkStatusResponseType' type='INT'>
+ <value enum='1' description='FULL' />
+ <value enum='2' description='INCREMENTAL_UPDATE' />
+ </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' />
+ <value enum='3' description='ACCEPTED_WITH_ERRORS' />
+ </field>
+ <field number='940' name='AffirmStatus' type='INT'>
+ <value enum='1' description='RECEIVED' />
+ <value enum='2' description='CONFIRM_REJECTED_IE_NOT_AFFIRMED' />
+ <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='ACCEPTED_WITH_WARNINGS' />
+ <value enum='2' description='COMPLETED' />
+ <value enum='3' description='COMPLETED_WITH_WARNINGS' />
+ <value enum='4' description='REJECTED' />
+ </field>
+ <field number='946' name='CollInquiryResult' type='INT'>
+ <value enum='0' description='SUCCESSFUL' />
+ <value enum='1' description='INVALID_OR_UNKNOWN_INSTRUMENT' />
+ <value enum='2' description='INVALID_OR_UNKNOWN_COLLATERAL_TYPE' />
+ <value enum='3' description='INVALID_PARTIES' />
+ <value enum='4' description='INVALID_TRANSPORT_TYPE_REQUESTED' />
+ <value enum='5' description='INVALID_DESTINATION_REQUESTED' />
+ <value enum='6' description='NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED' />
+ <value enum='7' description='NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED' />
+ <value enum='8' description='COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED' />
+ <value enum='9' description='UNAUTHORIZED_FOR_COLLATERAL_INQUIRY' />
+ <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='957' name='NoStrategyParameters' type='NUMINGROUP' />
+ <field number='958' name='StrategyParameterName' type='STRING' />
+ <field number='959' name='StrategyParameterType' type='INT'>
+ <value enum='1' description='INT' />
+ <value enum='2' description='LENGTH' />
+ <value enum='3' description='NUMINGROUP' />
+ <value enum='4' description='SEQNUM' />
+ <value enum='5' description='TAGNUM' />
+ <value enum='6' description='FLOAT' />
+ <value enum='7' description='QTY' />
+ <value enum='8' description='PRICE' />
+ <value enum='9' description='PRICEOFFSET' />
+ <value enum='10' description='AMT' />
+ <value enum='11' description='PERCENTAGE' />
+ <value enum='12' description='CHAR' />
+ <value enum='13' description='BOOLEAN' />
+ <value enum='14' description='STRING' />
+ <value enum='15' description='MULTIPLECHARVALUE' />
+ <value enum='16' description='CURRENCY' />
+ <value enum='17' description='EXCHANGE' />
+ <value enum='18' description='MONTH_YEAR' />
+ <value enum='19' description='UTCTIMESTAMP' />
+ <value enum='20' description='UTCTIMEONLY' />
+ <value enum='21' description='LOCALMKTTIME' />
+ <value enum='22' description='UTCDATE' />
+ <value enum='23' description='DATA' />
+ <value enum='24' description='MULTIPLESTRINGVALUE' />
+ </field>
+ <field number='960' name='StrategyParameterValue' type='STRING' />
+ <field number='961' name='HostCrossID' type='STRING' />
+ <field number='962' name='SideTimeInForce' type='UTCTIMESTAMP' />
+ <field number='963' name='MDReportID' type='INT' />
+ <field number='964' name='SecurityReportID' type='INT' />
+ <field number='965' name='SecurityStatus' type='STRING'>
+ <value enum='1' description='ACTIVE' />
+ <value enum='2' description='INACTIVE' />
+ </field>
+ <field number='966' name='SettleOnOpenFlag' type='STRING' />
+ <field number='967' name='StrikeMultiplier' type='FLOAT' />
+ <field number='968' name='StrikeValue' type='FLOAT' />
+ <field number='969' name='MinPriceIncrement' type='FLOAT' />
+ <field number='970' name='PositionLimit' type='INT' />
+ <field number='971' name='NTPositionLimit' type='INT' />
+ <field number='972' name='UnderlyingAllocationPercent' type='PERCENTAGE' />
+ <field number='973' name='UnderlyingCashAmount' type='AMT' />
+ <field number='974' name='UnderlyingCashType' type='STRING'>
+ <value enum='FIXED' description='FIXED' />
+ <value enum='DIFF' description='DIFF' />
+ </field>
+ <field number='975' name='UnderlyingSettlementType' type='INT'>
+ <value enum='2' description='T_PLUS_1' />
+ <value enum='4' description='T_PLUS_3' />
+ <value enum='5' description='T_PLUS_4' />
+ </field>
+ <field number='976' name='QuantityDate' type='LOCALMKTDATE' />
+ <field number='977' name='ContIntRptID' type='STRING' />
+ <field number='978' name='LateIndicator' type='BOOLEAN' />
+ <field number='979' name='InputSource' type='STRING' />
+ <field number='980' name='SecurityUpdateAction' type='CHAR'>
+ <value enum='A' description='ADD' />
+ <value enum='D' description='DELETE' />
+ <value enum='M' description='MODIFY' />
+ </field>
+ <field number='981' name='NoExpiration' type='NUMINGROUP' />
+ <field number='982' name='ExpirationQtyType' type='INT'>
+ <value enum='1' description='AUTO_EXERCISE' />
+ <value enum='2' description='NON_AUTO_EXERCISE' />
+ <value enum='3' description='FINAL_WILL_BE_EXERCISED' />
+ <value enum='4' description='CONTRARY_INTENTION' />
+ <value enum='5' description='DIFFERENCE' />
+ </field>
+ <field number='983' name='ExpQty' type='QTY' />
+ <field number='984' name='NoUnderlyingAmounts' type='NUMINGROUP' />
+ <field number='985' name='UnderlyingPayAmount' type='AMT' />
+ <field number='986' name='UnderlyingCollectAmount' type='AMT' />
+ <field number='987' name='UnderlyingSettlementDate' type='LOCALMKTDATE' />
+ <field number='988' name='UnderlyingSettlementStatus' type='STRING' />
+ <field number='989' name='SecondaryIndividualAllocID' type='STRING' />
+ <field number='990' name='LegReportID' type='STRING' />
+ <field number='991' name='RndPx' type='PRICE' />
+ <field number='992' name='IndividualAllocType' type='INT'>
+ <value enum='1' description='SUB_ALLOCATE' />
+ <value enum='2' description='THIRD_PARTY_ALLOCATION' />
+ </field>
+ <field number='993' name='AllocCustomerCapacity' type='STRING' />
+ <field number='994' name='TierCode' type='STRING' />
+ <field number='996' name='UnitOfMeasure' type='STRING'>
+ <value enum='MWh' description='MEGAWATT_HOURS' />
+ <value enum='MMBtu' description='ONE_MILLION_BTU' />
+ <value enum='Bbl' description='BARRELS' />
+ <value enum='Gal' description='GALLONS' />
+ <value enum='t' description='METRIC_TONS' />
+ <value enum='tn' description='TONS' />
+ <value enum='MMbbl' description='MILLION_BARRELS' />
+ <value enum='lbs' description='POUNDS' />
+ <value enum='oz_tr' description='TROY_OUNCES' />
+ <value enum='USD' description='US_DOLLARS' />
+ <value enum='Bcf' description='BILLION_CUBIC_FEET' />
+ <value enum='Bu' description='BUSHELS' />
+ </field>
+ <field number='997' name='TimeUnit' type='STRING'>
+ <value enum='S' description='SECOND' />
+ <value enum='Min' description='MINUTE' />
+ <value enum='H' description='HOUR' />
+ <value enum='D' description='DAY' />
+ <value enum='Wk' description='WEEK' />
+ <value enum='Mo' description='MONTH' />
+ <value enum='Yr' description='YEAR' />
+ </field>
+ <field number='998' name='UnderlyingUnitOfMeasure' type='STRING' />
+ <field number='999' name='LegUnitOfMeasure' type='STRING' />
+ <field number='1000' name='UnderlyingTimeUnit' type='STRING' />
+ <field number='1001' name='LegTimeUnit' type='STRING' />
+ <field number='1002' name='AllocMethod' type='INT'>
+ <value enum='1' description='AUTOMATIC' />
+ <value enum='2' description='GUARANTOR' />
+ <value enum='3' description='MANUAL' />
+ </field>
+ <field number='1003' name='TradeID' type='STRING' />
+ <field number='1005' name='SideTradeReportID' type='STRING' />
+ <field number='1006' name='SideFillStationCd' type='STRING' />
+ <field number='1007' name='SideReasonCd' type='STRING' />
+ <field number='1008' name='SideTrdSubTyp' type='INT'>
+ <value enum='0' description='CMTA' />
+ <value enum='1' description='INTERNAL_TRANSFER' />
+ <value enum='2' description='EXTERNAL_TRANSFER' />
+ <value enum='3' description='REJECT_FOR_SUBMITTING_TRADE' />
+ <value enum='4' description='ADVISORY_FOR_CONTRA_SIDE' />
+ <value enum='5' description='OFFSET_DUE_TO_AN_ALLOCATION' />
+ <value enum='6' description='ONSET_DUE_TO_AN_ALLOCATION' />
+ <value enum='7' description='DIFFERENTIAL_SPREAD' />
+ <value enum='8' description='IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT' />
+ <value enum='9' description='TRANSACTION_FROM_EXERCISE' />
+ <value enum='10' description='TRANSACTION_FROM_ASSIGNMENT' />
+ </field>
+ <field number='1009' name='SideQty' type='INT' />
+ <field number='1011' name='MessageEventSource' type='STRING' />
+ <field number='1012' name='SideTrdRegTimestamp' type='UTCTIMESTAMP' />
+ <field number='1013' name='SideTrdRegTimestampType' type='INT' />
+ <field number='1014' name='SideTrdRegTimestampSrc' type='STRING' />
+ <field number='1015' name='AsOfIndicator' type='CHAR'>
+ <value enum='0' description='FALSE' />
+ <value enum='1' description='TRUE' />
+ </field>
+ <field number='1016' name='NoSideTrdRegTS' type='NUMINGROUP' />
+ <field number='1017' name='LegOptionRatio' type='FLOAT' />
+ <field number='1018' name='NoInstrumentParties' type='NUMINGROUP' />
+ <field number='1019' name='InstrumentPartyID' type='STRING' />
+ <field number='1020' name='TradeVolume' type='QTY' />
+ <field number='1021' name='MDBookType' type='INT'>
+ <value enum='1' description='TOP_OF_BOOK' />
+ <value enum='2' description='PRICE_DEPTH' />
+ <value enum='3' description='ORDER_DEPTH' />
+ </field>
+ <field number='1022' name='MDFeedType' type='STRING' />
+ <field number='1023' name='MDPriceLevel' type='INT' />
+ <field number='1024' name='MDOriginType' type='INT'>
+ <value enum='0' description='BOOK' />
+ <value enum='1' description='OFF_BOOK' />
+ <value enum='2' description='CROSS' />
+ </field>
+ <field number='1025' name='FirstPx' type='PRICE' />
+ <field number='1026' name='MDEntrySpotRate' type='FLOAT' />
+ <field number='1027' name='MDEntryForwardPoints' type='PRICEOFFSET' />
+ <field number='1028' name='ManualOrderIndicator' type='BOOLEAN' />
+ <field number='1029' name='CustDirectedOrder' type='BOOLEAN' />
+ <field number='1030' name='ReceivedDeptID' type='STRING' />
+ <field number='1031' name='CustOrderHandlingInst' type='MULTIPLESTRINGVALUE'>
+ <value enum='ADD' description='ADD_ON_ORDER' />
+ <value enum='AON' description='ALL_OR_NONE' />
+ <value enum='CNH' description='CASH_NOT_HELD' />
+ <value enum='DIR' description='DIRECTED_ORDER' />
+ <value enum='E.W' description='EXCHANGE_FOR_PHYSICAL_TRANSACTION' />
+ <value enum='FOK' description='FILL_OR_KILL' />
+ <value enum='IO' description='IMBALANCE_ONLY' />
+ <value enum='IOC' description='IMMEDIATE_OR_CANCEL' />
+ <value enum='LOO' description='LIMIT_ON_OPEN' />
+ <value enum='LOC' description='LIMIT_ON_CLOSE' />
+ <value enum='MAO' description='MARKET_AT_OPEN' />
+ <value enum='MAC' description='MARKET_AT_CLOSE' />
+ <value enum='MOO' description='MARKET_ON_OPEN' />
+ <value enum='MOC' description='MARKET_ON_CLOSE' />
+ <value enum='MQT' description='MINIMUM_QUANTITY' />
+ <value enum='NH' description='NOT_HELD' />
+ <value enum='OVD' description='OVER_THE_DAY' />
+ <value enum='PEG' description='PEGGED' />
+ <value enum='RSV' description='RESERVE_SIZE_ORDER' />
+ <value enum='S.W' description='STOP_STOCK_TRANSACTION' />
+ <value enum='SCL' description='SCALE' />
+ <value enum='TMO' description='TIME_ORDER' />
+ <value enum='TS' description='TRAILING_STOP' />
+ <value enum='WRK' description='WORK' />
+ </field>
+ <field number='1032' name='OrderHandlingInstSource' type='INT'>
+ <value enum='1' description='NASD_OATS' />
+ </field>
+ <field number='1033' name='DeskType' type='STRING'>
+ <value enum='A' description='AGENCY' />
+ <value enum='AR' description='ARBITRAGE' />
+ <value enum='D' description='DERIVATIVES' />
+ <value enum='IN' description='INTERNATIONAL' />
+ <value enum='IS' description='INSTITUTIONAL' />
+ <value enum='O' description='OTHER' />
+ <value enum='PF' description='PREFERRED_TRADING' />
+ <value enum='PR' description='PROPRIETARY' />
+ <value enum='PT' description='PROGRAM_TRADING' />
+ <value enum='S' description='SALES' />
+ <value enum='T' description='TRADING' />
+ </field>
+ <field number='1034' name='DeskTypeSource' type='INT'>
+ <value enum='1' description='NASD_OATS' />
+ </field>
+ <field number='1035' name='DeskOrderHandlingInst' type='MULTIPLESTRINGVALUE'>
+ <value enum='ADD' description='ADD_ON_ORDER' />
+ <value enum='AON' description='ALL_OR_NONE' />
+ <value enum='CNH' description='CASH_NOT_HELD' />
+ <value enum='DIR' description='DIRECTED_ORDER' />
+ <value enum='E.W' description='EXCHANGE_FOR_PHYSICAL_TRANSACTION' />
+ <value enum='FOK' description='FILL_OR_KILL' />
+ <value enum='IO' description='IMBALANCE_ONLY' />
+ <value enum='IOC' description='IMMEDIATE_OR_CANCEL' />
+ <value enum='LOO' description='LIMIT_ON_OPEN' />
+ <value enum='LOC' description='LIMIT_ON_CLOSE' />
+ <value enum='MAO' description='MARKET_AT_OPEN' />
+ <value enum='MAC' description='MARKET_AT_CLOSE' />
+ <value enum='MOO' description='MARKET_ON_OPEN' />
+ <value enum='MOC' description='MARKET_ON_CLOSE' />
+ <value enum='MQT' description='MINIMUM_QUANTITY' />
+ <value enum='NH' description='NOT_HELD' />
+ <value enum='OVD' description='OVER_THE_DAY' />
+ <value enum='PEG' description='PEGGED' />
+ <value enum='RSV' description='RESERVE_SIZE_ORDER' />
+ <value enum='S.W' description='STOP_STOCK_TRANSACTION' />
+ <value enum='SCL' description='SCALE' />
+ <value enum='TMO' description='TIME_ORDER' />
+ <value enum='TS' description='TRAILING_STOP' />
+ <value enum='WRK' description='WORK' />
+ </field>
+ <field number='1036' name='ExecAckStatus' type='CHAR'>
+ <value enum='0' description='RECEIVED_NOT_YET_PROCESSED' />
+ <value enum='1' description='ACCEPTED' />
+ <value enum='2' description='DONT_KNOW' />
+ </field>
+ <field number='1037' name='UnderlyingDeliveryAmount' type='AMT' />
+ <field number='1038' name='UnderlyingCapValue' type='AMT' />
+ <field number='1039' name='UnderlyingSettlMethod' type='STRING' />
+ <field number='1040' name='SecondaryTradeID' type='STRING' />
+ <field number='1041' name='FirmTradeID' type='STRING' />
+ <field number='1042' name='SecondaryFirmTradeID' type='STRING' />
+ <field number='1043' name='CollApplType' type='INT'>
+ <value enum='0' description='SPECIFIC_DEPOSIT' />
+ <value enum='1' description='GENERAL' />
+ </field>
+ <field number='1044' name='UnderlyingAdjustedQuantity' type='QTY' />
+ <field number='1045' name='UnderlyingFXRate' type='FLOAT' />
+ <field number='1046' name='UnderlyingFXRateCalc' type='CHAR'>
+ <value enum='M' description='MULTIPLY' />
+ <value enum='D' description='DIVIDE' />
+ </field>
+ <field number='1047' name='AllocPositionEffect' type='CHAR'>
+ <value enum='O' description='OPEN' />
+ <value enum='C' description='CLOSE' />
+ <value enum='R' description='ROLLED' />
+ <value enum='F' description='FIFO' />
+ </field>
+ <field number='1048' name='DealingCapacity' type='PRICEOFFSET' />
+ <field number='1049' name='InstrmtAssignmentMethod' type='CHAR' />
+ <field number='1050' name='InstrumentPartyIDSource' type='CHAR' />
+ <field number='1051' name='InstrumentPartyRole' type='INT' />
+ <field number='1052' name='NoInstrumentPartySubIDs' type='NUMINGROUP' />
+ <field number='1053' name='InstrumentPartySubID' type='STRING' />
+ <field number='1054' name='InstrumentPartySubIDType' type='INT' />
+ <field number='1055' name='PositionCurrency' type='STRING' />
+ <field number='1056' name='CalculatedCcyLastQty' type='QTY' />
+ <field number='1057' name='AggressorIndicator' type='BOOLEAN'>
+ <value enum='Y' description='YES' />
+ <value enum='N' description='NO' />
+ </field>
+ <field number='1058' name='NoUndlyInstrumentParties' type='NUMINGROUP' />
+ <field number='1059' name='UndlyInstrumentPartyID' type='STRING' />
+ <field number='1060' name='UndlyInstrumentPartyIDSource' type='CHAR' />
+ <field number='1061' name='UndlyInstrumentPartyRole' type='INT' />
+ <field number='1062' name='NoUndlyInstrumentPartySubIDs' type='NUMINGROUP' />
+ <field number='1063' name='UndlyInstrumentPartySubID' type='STRING' />
+ <field number='1064' name='UndlyInstrumentPartySubIDType' type='INT' />
+ <field number='1065' name='BidSwapPoints' type='PRICEOFFSET' />
+ <field number='1066' name='OfferSwapPoints' type='PRICEOFFSET' />
+ <field number='1067' name='LegBidForwardPoints' type='PRICEOFFSET' />
+ <field number='1068' name='LegOfferForwardPoints' type='PRICEOFFSET' />
+ <field number='1069' name='SwapPoints' type='PRICEOFFSET' />
+ <field number='1070' name='MDQuoteType' type='INT'>
+ <value enum='0' description='INDICATIVE' />
+ <value enum='1' description='TRADEABLE' />
+ <value enum='2' description='RESTRICTED_TRADEABLE' />
+ <value enum='3' description='COUNTER' />
+ <value enum='4' description='INDICATIVE_AND_TRADEABLE' />
+ </field>
+ <field number='1071' name='LastSwapPoints' type='PRICEOFFSET' />
+ <field number='1072' name='SideGrossTradeAmt' type='AMT' />
+ <field number='1073' name='LegLastForwardPoints' type='PRICEOFFSET' />
+ <field number='1074' name='LegCalculatedCcyLastQty' type='QTY' />
+ <field number='1075' name='LegGrossTradeAmt' type='AMT' />
+ <field number='1079' name='MaturityTime' type='TZTIMEONLY' />
+ <field number='1080' name='RefOrderID' type='STRING' />
+ <field number='1081' name='RefOrderIDSource' type='CHAR'>
+ <value enum='0' description='SECONDARYORDERID' />
+ <value enum='1' description='ORDERID' />
+ <value enum='2' description='MDENTRYID' />
+ <value enum='3' description='QUOTEENTRYID' />
+ </field>
+ <field number='1082' name='SecondaryDisplayQty' type='QTY' />
+ <field number='1083' name='DisplayWhen' type='CHAR'>
+ <value enum='1' description='IMMEDIATE' />
+ <value enum='2' description='EXHAUST' />
+ </field>
+ <field number='1084' name='DisplayMethod' type='CHAR'>
+ <value enum='1' description='INITIAL' />
+ <value enum='2' description='NEW' />
+ <value enum='3' description='RANDOM' />
+ </field>
+ <field number='1085' name='DisplayLowQty' type='QTY' />
+ <field number='1086' name='DisplayHighQty' type='QTY' />
+ <field number='1087' name='DisplayMinIncr' type='QTY' />
+ <field number='1088' name='RefreshQty' type='QTY' />
+ <field number='1089' name='MatchIncrement' type='QTY' />
+ <field number='1090' name='MaxPriceLevels' type='INT' />
+ <field number='1091' name='PreTradeAnonymity' type='BOOLEAN' />
+ <field number='1092' name='PriceProtectionScope' type='CHAR'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ </field>
+ <field number='1093' name='LotType' type='CHAR'>
+ <value enum='1' description='ODD_LOT' />
+ <value enum='2' description='ROUND_LOT' />
+ <value enum='3' description='BLOCK_LOT' />
+ </field>
+ <field number='1094' name='PegPriceType' type='INT'>
+ <value enum='1' description='LAST_PEG' />
+ <value enum='2' description='MID_PRICE_PEG' />
+ <value enum='3' description='OPENING_PEG' />
+ <value enum='4' description='MARKET_PEG' />
+ <value enum='5' description='PRIMARY_PEG' />
+ <value enum='7' description='PEG_TO_VWAP' />
+ <value enum='8' description='TRAILING_STOP_PEG' />
+ <value enum='9' description='PEG_TO_LIMIT_PRICE' />
+ </field>
+ <field number='1095' name='PeggedRefPrice' type='PRICE' />
+ <field number='1096' name='PegSecurityIDSource' type='STRING' />
+ <field number='1097' name='PegSecurityID' type='STRING' />
+ <field number='1098' name='PegSymbol' type='STRING' />
+ <field number='1099' name='PegSecurityDesc' type='STRING' />
+ <field number='1100' name='TriggerType' type='CHAR'>
+ <value enum='1' description='PARTIAL_EXECUTION' />
+ <value enum='2' description='SPECIFIED_TRADING_SESSION' />
+ <value enum='3' description='NEXT_AUCTION' />
+ <value enum='4' description='PRICE_MOVEMENT' />
+ </field>
+ <field number='1101' name='TriggerAction' type='CHAR'>
+ <value enum='1' description='ACTIVATE' />
+ <value enum='2' description='MODIFY' />
+ <value enum='3' description='CANCEL' />
+ </field>
+ <field number='1102' name='TriggerPrice' type='PRICE' />
+ <field number='1103' name='TriggerSymbol' type='STRING' />
+ <field number='1104' name='TriggerSecurityID' type='STRING' />
+ <field number='1105' name='TriggerSecurityIDSource' type='STRING' />
+ <field number='1106' name='TriggerSecurityDesc' type='STRING' />
+ <field number='1107' name='TriggerPriceType' type='CHAR'>
+ <value enum='1' description='BEST_OFFER' />
+ <value enum='2' description='LAST_TRADE' />
+ <value enum='3' description='BEST_BID' />
+ <value enum='4' description='BEST_BID_OR_LAST_TRADE' />
+ <value enum='5' description='BEST_OFFER_OR_LAST_TRADE' />
+ <value enum='6' description='BEST_MID' />
+ </field>
+ <field number='1108' name='TriggerPriceTypeScope' type='CHAR'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ </field>
+ <field number='1109' name='TriggerPriceDirection' type='CHAR'>
+ <value enum='U' description='TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE' />
+ <value enum='D' description='TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE' />
+ </field>
+ <field number='1110' name='TriggerNewPrice' type='PRICE' />
+ <field number='1111' name='TriggerOrderType' type='CHAR'>
+ <value enum='1' description='MARKET' />
+ <value enum='2' description='LIMIT' />
+ </field>
+ <field number='1112' name='TriggerNewQty' type='QTY' />
+ <field number='1113' name='TriggerTradingSessionID' type='STRING' />
+ <field number='1114' name='TriggerTradingSessionSubID' type='STRING' />
+ <field number='1115' name='OrderCategory' type='CHAR'>
+ <value enum='1' description='ORDER' />
+ <value enum='2' description='QUOTE' />
+ <value enum='3' description='PRIVATELY_NEGOTIATED_TRADE' />
+ <value enum='4' description='MULTILEG_ORDER' />
+ <value enum='5' description='LINKED_ORDER' />
+ <value enum='6' description='QUOTE_REQUEST' />
+ <value enum='7' description='IMPLIED_ORDER' />
+ <value enum='8' description='CROSS_ORDER' />
+ <value enum='9' description='STREAMING_PRICE' />
+ </field>
+ <field number='1116' name='NoRootPartyIDs' type='NUMINGROUP' />
+ <field number='1117' name='RootPartyID' type='STRING' />
+ <field number='1118' name='RootPartyIDSource' type='CHAR' />
+ <field number='1119' name='RootPartyRole' type='INT' />
+ <field number='1120' name='NoRootPartySubIDs' type='NUMINGROUP' />
+ <field number='1121' name='RootPartySubID' type='STRING' />
+ <field number='1122' name='RootPartySubIDType' type='INT' />
+ <field number='1123' name='TradeHandlingInstr' type='CHAR'>
+ <value enum='0' description='TRADE_CONFIRMATION' />
+ <value enum='1' description='TWO_PARTY_REPORT' />
+ <value enum='2' description='ONE_PARTY_REPORT_FOR_MATCHING' />
+ <value enum='3' description='ONE_PARTY_REPORT_FOR_PASS_THROUGH' />
+ <value enum='4' description='AUTOMATED_FLOOR_ORDER_ROUTING' />
+ <value enum='5' description='TWO_PARTY_REPORT_FOR_CLAIM' />
+ </field>
+ <field number='1124' name='OrigTradeHandlingInstr' type='CHAR' />
+ <field number='1125' name='OrigTradeDate' type='LOCALMKTDATE' />
+ <field number='1126' name='OrigTradeID' type='STRING' />
+ <field number='1127' name='OrigSecondaryTradeID' type='STRING' />
+ <field number='1128' name='ApplVerID' type='STRING'>
+ <value enum='0' description='FIX27' />
+ <value enum='1' description='FIX30' />
+ <value enum='2' description='FIX40' />
+ <value enum='3' description='FIX41' />
+ <value enum='4' description='FIX42' />
+ <value enum='5' description='FIX43' />
+ <value enum='6' description='FIX44' />
+ <value enum='7' description='FIX50' />
+ <value enum='8' description='FIX50SP1' />
+ </field>
+ <field number='1129' name='CstmApplVerID' type='STRING' />
+ <field number='1130' name='RefApplVerID' type='STRING' />
+ <field number='1131' name='RefCstmApplVerID' type='STRING' />
+ <field number='1132' name='TZTransactTime' type='TZTIMESTAMP' />
+ <field number='1133' name='ExDestinationIDSource' type='CHAR'>
+ <value enum='B' description='BIC' />
+ <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' />
+ <value enum='D' description='PROPRIETARY' />
+ <value enum='E' description='ISO_COUNTRY_CODE' />
+ <value enum='G' description='MIC' />
+ </field>
+ <field number='1134' name='ReportedPxDiff' type='BOOLEAN' />
+ <field number='1135' name='RptSys' type='STRING' />
+ <field number='1136' name='AllocClearingFeeIndicator' type='STRING' />
+ <field number='1137' name='DefaultApplVerID' type='STRING' />
+ <field number='1138' name='DisplayQty' type='QTY' />
+ <field number='1139' name='ExchangeSpecialInstructions' type='STRING' />
+ <field number='1140' name='MaxTradeVol' type='QTY' />
+ <field number='1141' name='NoMDFeedTypes' type='NUMINGROUP' />
+ <field number='1142' name='MatchAlgorithm' type='STRING' />
+ <field number='1143' name='MaxPriceVariation' type='FLOAT' />
+ <field number='1144' name='ImpliedMarketIndicator' type='INT'>
+ <value enum='0' description='NOT_IMPLIED' />
+ <value enum='1' description='IMPLIED_IN' />
+ <value enum='2' description='IMPLIED_OUT' />
+ <value enum='3' description='BOTH_IMPLIED_IN_AND_IMPLIED_OUT' />
+ </field>
+ <field number='1145' name='EventTime' type='UTCTIMESTAMP' />
+ <field number='1146' name='MinPriceIncrementAmount' type='AMT' />
+ <field number='1147' name='UnitOfMeasureQty' type='QTY' />
+ <field number='1148' name='LowLimitPrice' type='PRICE' />
+ <field number='1149' name='HighLimitPrice' type='PRICE' />
+ <field number='1150' name='TradingReferencePrice' type='PRICE' />
+ <field number='1151' name='SecurityGroup' type='STRING' />
+ <field number='1152' name='LegNumber' type='INT' />
+ <field number='1153' name='SettlementCycleNo' type='INT' />
+ <field number='1154' name='SideCurrency' type='CURRENCY' />
+ <field number='1155' name='SideSettlCurrency' type='CURRENCY' />
+ <field number='1156' name='ApplExtID' type='INT' />
+ <field number='1157' name='CcyAmt' type='AMT' />
+ <field number='1158' name='NoSettlDetails' type='NUMINGROUP' />
+ <field number='1159' name='SettlObligMode' type='INT'>
+ <value enum='1' description='PRELIMINARY' />
+ <value enum='2' description='FINAL' />
+ </field>
+ <field number='1160' name='SettlObligMsgID' type='STRING' />
+ <field number='1161' name='SettlObligID' type='STRING' />
+ <field number='1162' name='SettlObligTransType' type='CHAR'>
+ <value enum='C' description='CANCEL' />
+ <value enum='N' description='NEW' />
+ <value enum='R' description='REPLACE' />
+ <value enum='T' description='RESTATE' />
+ </field>
+ <field number='1163' name='SettlObligRefID' type='STRING' />
+ <field number='1164' name='SettlObligSource' type='CHAR'>
+ <value enum='1' description='INSTRUCTIONS_OF_BROKER' />
+ <value enum='2' description='INSTRUCTIONS_FOR_INSTITUTION' />
+ <value enum='3' description='INVESTOR' />
+ </field>
+ <field number='1165' name='NoSettlOblig' type='NUMINGROUP' />
+ <field number='1166' name='QuoteMsgID' type='STRING' />
+ <field number='1167' name='QuoteEntryStatus' type='INT'>
+ <value enum='0' description='ACCEPTED' />
+ <value enum='5' description='REJECTED' />
+ <value enum='6' description='REMOVED_FROM_MARKET' />
+ <value enum='7' description='EXPIRED' />
+ <value enum='12' description='LOCKED_MARKET_WARNING' />
+ <value enum='13' description='CROSS_MARKET_WARNING' />
+ <value enum='14' description='CANCELED_DUE_TO_LOCK_MARKET' />
+ <value enum='15' description='CANCELED_DUE_TO_CROSS_MARKET' />
+ <value enum='16' description='ACTIVE' />
+ </field>
+ <field number='1168' name='TotNoCxldQuotes' type='INT' />
+ <field number='1169' name='TotNoAccQuotes' type='INT' />
+ <field number='1170' name='TotNoRejQuotes' type='INT' />
+ <field number='1171' name='PrivateQuote' type='BOOLEAN' />
+ <field number='1172' name='RespondentType' type='INT'>
+ <value enum='1' description='ALL_MARKET_PARTICIPANTS' />
+ <value enum='2' description='SPECIFIED_MARKET_PARTICIPANTS' />
+ <value enum='3' description='ALL_MARKET_MAKERS' />
+ <value enum='4' description='PRIMARY_MARKET_MAKER' />
+ </field>
+ <field number='1173' name='MDSubBookType' type='INT' />
+ <field number='1174' name='SecurityTradingEvent' type='INT'>
+ <value enum='1' description='ORDER_IMBALANCE_AUCTION_IS_EXTENDED' />
+ <value enum='2' description='TRADING_RESUMES' />
+ <value enum='3' description='PRICE_VOLATILITY_INTERRUPTION' />
+ <value enum='4' description='CHANGE_OF_TRADING_SESSION' />
+ <value enum='5' description='CHANGE_OF_TRADING_SUBSESSION' />
+ <value enum='6' description='CHANGE_OF_SECURITY_STATUS' />
+ <value enum='7' description='CHANGE_OF_BOOK_TYPE' />
+ <value enum='8' description='CHANGE_OF_MARKET_DEPTH' />
+ </field>
+ <field number='1175' name='NoStatsIndicators' type='NUMINGROUP' />
+ <field number='1176' name='StatsType' type='INT'>
+ <value enum='1' description='EXCHANGE_LAST' />
+ <value enum='2' description='HIGH' />
+ <value enum='3' description='AVERAGE_PRICE' />
+ <value enum='4' description='TURNOVER' />
+ </field>
+ <field number='1177' name='NoOfSecSizes' type='NUMINGROUP' />
+ <field number='1178' name='MDSecSizeType' type='INT'>
+ <value enum='1' description='CUSTOMER' />
+ </field>
+ <field number='1179' name='MDSecSize' type='QTY' />
+ <field number='1180' name='ApplID' type='STRING' />
+ <field number='1181' name='ApplSeqNum' type='SEQNUM' />
+ <field number='1182' name='ApplBegSeqNum' type='SEQNUM' />
+ <field number='1183' name='ApplEndSeqNum' type='SEQNUM' />
+ <field number='1184' name='SecurityXMLLen' type='LENGTH' />
+ <field number='1185' name='SecurityXML' type='XMLDATA' />
+ <field number='1186' name='SecurityXMLSchema' type='STRING' />
+ <field number='1187' name='RefreshIndicator' type='BOOLEAN' />
+ <field number='1188' name='Volatility' type='FLOAT' />
+ <field number='1189' name='TimeToExpiration' type='FLOAT' />
+ <field number='1190' name='RiskFreeRate' type='FLOAT' />
+ <field number='1191' name='PriceUnitOfMeasure' type='STRING' />
+ <field number='1192' name='PriceUnitOfMeasureQty' type='QTY' />
+ <field number='1193' name='SettlMethod' type='CHAR'>
+ <value enum='C' description='CASH_SETTLEMENT_REQUIRED' />
+ <value enum='P' description='PHYSICAL_SETTLEMENT_REQUIRED' />
+ </field>
+ <field number='1194' name='ExerciseStyle' type='INT'>
+ <value enum='0' description='EUROPEAN' />
+ <value enum='1' description='AMERICAN' />
+ <value enum='2' description='BERMUDA' />
+ </field>
+ <field number='1195' name='OptPayAmount' type='AMT' />
+ <field number='1196' name='PriceQuoteMethod' type='STRING'>
+ <value enum='STD' description='STANDARD' />
+ <value enum='INX' description='INDEX' />
+ <value enum='INT' description='INTEREST_RATE_INDEX' />
+ </field>
+ <field number='1197' name='FuturesValuationMethod' type='STRING'>
+ <value enum='EQTY' description='PREMIUM_STYLE' />
+ <value enum='FUT' description='FUTURES_STYLE_MARK_TO_MARKET' />
+ <value enum='FUTDA' description='FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT' />
+ </field>
+ <field number='1198' name='ListMethod' type='INT'>
+ <value enum='0' description='PRE_LISTED_ONLY' />
+ <value enum='1' description='USER_REQUESTED' />
+ </field>
+ <field number='1199' name='CapPrice' type='PRICE' />
+ <field number='1200' name='FloorPrice' type='PRICE' />
+ <field number='1201' name='NoStrikeRules' type='NUMINGROUP' />
+ <field number='1202' name='StartStrikePxRange' type='PRICE' />
+ <field number='1203' name='EndStrikePxRange' type='PRICE' />
+ <field number='1204' name='StrikeIncrement' type='FLOAT' />
+ <field number='1205' name='NoTickRules' type='NUMINGROUP' />
+ <field number='1206' name='StartTickPriceRange' type='PRICE' />
+ <field number='1207' name='EndTickPriceRange' type='PRICE' />
+ <field number='1208' name='TickIncrement' type='PRICE' />
+ <field number='1209' name='TickRuleType' type='INT'>
+ <value enum='0' description='REGULAR' />
+ <value enum='1' description='VARIABLE' />
+ <value enum='2' description='FIXED' />
+ <value enum='3' description='TRADED_AS_A_SPREAD_LEG' />
+ <value enum='4' description='SETTLED_AS_A_SPREAD_LEG' />
+ </field>
+ <field number='1210' name='NestedInstrAttribType' type='INT' />
+ <field number='1211' name='NestedInstrAttribValue' type='STRING' />
+ <field number='1212' name='LegMaturityTime' type='TZTIMEONLY' />
+ <field number='1213' name='UnderlyingMaturityTime' type='TZTIMEONLY' />
+ <field number='1214' name='DerivativeSymbol' type='STRING' />
+ <field number='1215' name='DerivativeSymbolSfx' type='STRING' />
+ <field number='1216' name='DerivativeSecurityID' type='STRING' />
+ <field number='1217' name='DerivativeSecurityIDSource' type='STRING' />
+ <field number='1218' name='NoDerivativeSecurityAltID' type='NUMINGROUP' />
+ <field number='1219' name='DerivativeSecurityAltID' type='STRING' />
+ <field number='1220' name='DerivativeSecurityAltIDSource' type='STRING' />
+ <field number='1221' name='SecondaryLowLimitPrice' type='PRICE' />
+ <field number='1222' name='MaturityRuleID' type='STRING' />
+ <field number='1223' name='StrikeRuleID' type='STRING' />
+ <field number='1224' name='LegUnitOfMeasureQty' type='QTY' />
+ <field number='1225' name='DerivativeOptPayAmount' type='AMT' />
+ <field number='1226' name='EndMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1227' name='ProductComplex' type='STRING' />
+ <field number='1228' name='DerivativeProductComplex' type='STRING' />
+ <field number='1229' name='MaturityMonthYearIncrement' type='INT' />
+ <field number='1230' name='SecondaryHighLimitPrice' type='PRICE' />
+ <field number='1231' name='MinLotSize' type='QTY' />
+ <field number='1232' name='NoExecInstRules' type='NUMINGROUP' />
+ <field number='1234' name='NoLotTypeRules' type='NUMINGROUP' />
+ <field number='1235' name='NoMatchRules' type='NUMINGROUP' />
+ <field number='1236' name='NoMaturityRules' type='NUMINGROUP' />
+ <field number='1237' name='NoOrdTypeRules' type='NUMINGROUP' />
+ <field number='1239' name='NoTimeInForceRules' type='NUMINGROUP' />
+ <field number='1240' name='SecondaryTradingReferencePrice' type='PRICE' />
+ <field number='1241' name='StartMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1242' name='FlexProductEligibilityIndicator' type='BOOLEAN' />
+ <field number='1243' name='DerivFlexProductEligibilityIndicator' type='BOOLEAN' />
+ <field number='1244' name='FlexibleIndicator' type='BOOLEAN' />
+ <field number='1245' name='TradingCurrency' type='CURRENCY' />
+ <field number='1246' name='DerivativeProduct' type='INT' />
+ <field number='1247' name='DerivativeSecurityGroup' type='STRING' />
+ <field number='1248' name='DerivativeCFICode' type='STRING' />
+ <field number='1249' name='DerivativeSecurityType' type='STRING' />
+ <field number='1250' name='DerivativeSecuritySubType' type='STRING' />
+ <field number='1251' name='DerivativeMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1252' name='DerivativeMaturityDate' type='LOCALMKTDATE' />
+ <field number='1253' name='DerivativeMaturityTime' type='TZTIMEONLY' />
+ <field number='1254' name='DerivativeSettleOnOpenFlag' type='STRING' />
+ <field number='1255' name='DerivativeInstrmtAssignmentMethod' type='CHAR' />
+ <field number='1256' name='DerivativeSecurityStatus' type='STRING' />
+ <field number='1257' name='DerivativeInstrRegistry' type='STRING' />
+ <field number='1258' name='DerivativeCountryOfIssue' type='COUNTRY' />
+ <field number='1259' name='DerivativeStateOrProvinceOfIssue' type='STRING' />
+ <field number='1260' name='DerivativeLocaleOfIssue' type='STRING' />
+ <field number='1261' name='DerivativeStrikePrice' type='PRICE' />
+ <field number='1262' name='DerivativeStrikeCurrency' type='CURRENCY' />
+ <field number='1263' name='DerivativeStrikeMultiplier' type='FLOAT' />
+ <field number='1264' name='DerivativeStrikeValue' type='FLOAT' />
+ <field number='1265' name='DerivativeOptAttribute' type='CHAR' />
+ <field number='1266' name='DerivativeContractMultiplier' type='FLOAT' />
+ <field number='1267' name='DerivativeMinPriceIncrement' type='FLOAT' />
+ <field number='1268' name='DerivativeMinPriceIncrementAmount' type='AMT' />
+ <field number='1269' name='DerivativeUnitOfMeasure' type='STRING' />
+ <field number='1270' name='DerivativeUnitOfMeasureQty' type='QTY' />
+ <field number='1271' name='DerivativeTimeUnit' type='STRING' />
+ <field number='1272' name='DerivativeSecurityExchange' type='EXCHANGE' />
+ <field number='1273' name='DerivativePositionLimit' type='INT' />
+ <field number='1274' name='DerivativeNTPositionLimit' type='INT' />
+ <field number='1275' name='DerivativeIssuer' type='STRING' />
+ <field number='1276' name='DerivativeIssueDate' type='LOCALMKTDATE' />
+ <field number='1277' name='DerivativeEncodedIssuerLen' type='LENGTH' />
+ <field number='1278' name='DerivativeEncodedIssuer' type='DATA' />
+ <field number='1279' name='DerivativeSecurityDesc' type='STRING' />
+ <field number='1280' name='DerivativeEncodedSecurityDescLen' type='LENGTH' />
+ <field number='1281' name='DerivativeEncodedSecurityDesc' type='DATA' />
+ <field number='1282' name='DerivativeSecurityXMLLen' type='LENGTH' />
+ <field number='1283' name='DerivativeSecurityXML' type='DATA' />
+ <field number='1284' name='DerivativeSecurityXMLSchema' type='STRING' />
+ <field number='1285' name='DerivativeContractSettlMonth' type='MONTHYEAR' />
+ <field number='1286' name='NoDerivativeEvents' type='NUMINGROUP' />
+ <field number='1287' name='DerivativeEventType' type='INT' />
+ <field number='1288' name='DerivativeEventDate' type='LOCALMKTDATE' />
+ <field number='1289' name='DerivativeEventTime' type='UTCTIMESTAMP' />
+ <field number='1290' name='DerivativeEventPx' type='PRICE' />
+ <field number='1291' name='DerivativeEventText' type='STRING' />
+ <field number='1292' name='NoDerivativeInstrumentParties' type='NUMINGROUP' />
+ <field number='1293' name='DerivativeInstrumentPartyID' type='STRING' />
+ <field number='1294' name='DerivativeInstrumentPartyIDSource' type='STRING' />
+ <field number='1295' name='DerivativeInstrumentPartyRole' type='INT' />
+ <field number='1296' name='NoDerivativeInstrumentPartySubIDs' type='NUMINGROUP' />
+ <field number='1297' name='DerivativeInstrumentPartySubID' type='STRING' />
+ <field number='1298' name='DerivativeInstrumentPartySubIDType' type='INT' />
+ <field number='1299' name='DerivativeExerciseStyle' type='CHAR' />
+ <field number='1300' name='MarketSegmentID' type='STRING' />
+ <field number='1301' name='MarketID' type='EXCHANGE' />
+ <field number='1302' name='MaturityMonthYearIncrementUnits' type='INT'>
+ <value enum='0' description='MONTHS' />
+ <value enum='1' description='DAYS' />
+ <value enum='2' description='WEEKS' />
+ <value enum='3' description='YEARS' />
+ </field>
+ <field number='1303' name='MaturityMonthYearFormat' type='INT'>
+ <value enum='0' description='YEARMONTH_ONLY' />
+ <value enum='1' description='YEARMONTHDAY' />
+ <value enum='2' description='YEARMONTHWEEK' />
+ </field>
+ <field number='1304' name='StrikeExerciseStyle' type='INT' />
+ <field number='1305' name='SecondaryPriceLimitType' type='INT' />
+ <field number='1306' name='PriceLimitType' type='INT'>
+ <value enum='0' description='PRICE' />
+ <value enum='1' description='TICKS' />
+ <value enum='2' description='PERCENTAGE' />
+ </field>
+ <field number='1307' name='DerivativeSecurityListRequestType' type='INT'>
+ <value enum='0' description='SYMBOL' />
+ <value enum='1' description='SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='2' description='PRODUCT' />
+ <value enum='3' description='TRADINGSESSIONID' />
+ <value enum='4' description='ALL_SECURITIES' />
+ <value enum='5' description='UNDELYINGSYMBOL' />
+ <value enum='6' description='UNDERLYING_SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='7' description='UNDERLYING_PRODUCT' />
+ <value enum='8' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' />
+ </field>
+ <field number='1308' name='ExecInstValue' type='CHAR' />
+ <field number='1309' name='NoTradingSessionRules' type='NUMINGROUP' />
+ <field number='1310' name='NoMarketSegments' type='NUMINGROUP' />
+ <field number='1311' name='NoDerivativeInstrAttrib' type='NUMINGROUP' />
+ <field number='1312' name='NoNestedInstrAttrib' type='NUMINGROUP' />
+ <field number='1313' name='DerivativeInstrAttribType' type='INT' />
+ <field number='1314' name='DerivativeInstrAttribValue' type='STRING' />
+ <field number='1315' name='DerivativePriceUnitOfMeasure' type='STRING' />
+ <field number='1316' name='DerivativePriceUnitOfMeasureQty' type='QTY' />
+ <field number='1317' name='DerivativeSettlMethod' type='CHAR' />
+ <field number='1318' name='DerivativePriceQuoteMethod' type='STRING' />
+ <field number='1319' name='DerivativeFuturesValuationMethod' type='STRING' />
+ <field number='1320' name='DerivativeListMethod' type='INT' />
+ <field number='1321' name='DerivativeCapPrice' type='PRICE' />
+ <field number='1322' name='DerivativeFloorPrice' type='PRICE' />
+ <field number='1323' name='DerivativePutOrCall' type='INT' />
+ <field number='1324' name='ListUpdateAction' type='CHAR' />
+ <field number='1325' name='ParentMktSegmID' type='STRING' />
+ <field number='1326' name='TradingSessionDesc' type='STRING' />
+ <field number='1327' name='TradSesUpdateAction' type='CHAR' />
+ <field number='1328' name='RejectText' type='STRING' />
+ <field number='1329' name='FeeMultiplier' type='FLOAT' />
+ <field number='1330' name='UnderlyingLegSymbol' type='STRING' />
+ <field number='1331' name='UnderlyingLegSymbolSfx' type='STRING' />
+ <field number='1332' name='UnderlyingLegSecurityID' type='STRING' />
+ <field number='1333' name='UnderlyingLegSecurityIDSource' type='STRING' />
+ <field number='1334' name='NoUnderlyingLegSecurityAltID' type='NUMINGROUP' />
+ <field number='1335' name='UnderlyingLegSecurityAltID' type='STRING' />
+ <field number='1336' name='UnderlyingLegSecurityAltIDSource' type='STRING' />
+ <field number='1337' name='UnderlyingLegSecurityType' type='STRING' />
+ <field number='1338' name='UnderlyingLegSecuritySubType' type='STRING' />
+ <field number='1339' name='UnderlyingLegMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1340' name='UnderlyingLegStrikePrice' type='PRICE' />
+ <field number='1341' name='UnderlyingLegSecurityExchange' type='STRING' />
+ <field number='1342' name='NoOfLegUnderlyings' type='NUMINGROUP' />
+ <field number='1343' name='UnderlyingLegPutOrCall' type='INT' />
+ <field number='1344' name='UnderlyingLegCFICode' type='STRING' />
+ <field number='1345' name='UnderlyingLegMaturityDate' type='LOCALMKTDATE' />
+ <field number='1346' name='ApplReqID' type='STRING' />
+ <field number='1347' name='ApplReqType' type='INT'>
+ <value enum='0' description='RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS' />
+ <value enum='1' description='SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS' />
+ <value enum='2' description='REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS' />
+ <value enum='3' description='REQUEST_VALID_SET_OF_APPLICATIONS' />
+ <value enum='4' description='UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS' />
+ </field>
+ <field number='1348' name='ApplResponseType' type='INT'>
+ <value enum='0' description='REQUEST_SUCCESSFULLY_PROCESSED' />
+ <value enum='1' description='APPLICATION_DOES_NOT_EXIST' />
+ <value enum='2' description='MESSAGES_NOT_AVAILABLE' />
+ </field>
+ <field number='1349' name='ApplTotalMessageCount' type='INT' />
+ <field number='1350' name='ApplLastSeqNum' type='SEQNUM' />
+ <field number='1351' name='NoApplIDs' type='NUMINGROUP' />
+ <field number='1352' name='ApplResendFlag' type='BOOLEAN' />
+ <field number='1353' name='ApplResponseID' type='STRING' />
+ <field number='1354' name='ApplResponseError' type='INT'>
+ <value enum='0' description='APPLICATION_DOES_NOT_EXIST' />
+ <value enum='1' description='MESSAGES_REQUESTED_ARE_NOT_AVAILABLE' />
+ <value enum='2' description='USER_NOT_AUTHORIZED_FOR_APPLICATION' />
+ </field>
+ <field number='1355' name='RefApplID' type='STRING' />
+ <field number='1356' name='ApplReportID' type='STRING' />
+ <field number='1357' name='RefApplLastSeqNum' type='SEQNUM' />
+ <field number='1358' name='LegPutOrCall' type='INT' />
+ <field number='1359' name='EncodedSymbolLen' type='LENGTH' />
+ <field number='1360' name='EncodedSymbol' type='DATA' />
+ <field number='1361' name='TotNoFills' type='INT' />
+ <field number='1362' name='NoFills' type='NUMINGROUP' />
+ <field number='1363' name='FillExecID' type='STRING' />
+ <field number='1364' name='FillPx' type='PRICE' />
+ <field number='1365' name='FillQty' type='QTY' />
+ <field number='1366' name='LegAllocID' type='STRING' />
+ <field number='1367' name='LegAllocSettlCurrency' type='CURRENCY' />
+ <field number='1368' name='TradSesEvent' type='INT'>
+ <value enum='0' description='TRADING_RESUMES' />
+ <value enum='1' description='CHANGE_OF_TRADING_SESSION' />
+ <value enum='2' description='CHANGE_OF_TRADING_SUBSESSION' />
+ <value enum='3' description='CHANGE_OF_TRADING_STATUS' />
+ </field>
+ <field number='1369' name='MassActionReportID' type='STRING' />
+ <field number='1370' name='NoNotAffectedOrders' type='NUMINGROUP' />
+ <field number='1371' name='NotAffectedOrderID' type='STRING' />
+ <field number='1372' name='NotAffOrigClOrdID' type='STRING' />
+ <field number='1373' name='MassActionType' type='INT'>
+ <value enum='1' description='SUSPEND_ORDERS' />
+ <value enum='2' description='RELEASE_ORDERS_FROM_SUSPENSION' />
+ <value enum='3' description='CANCEL_ORDERS' />
+ </field>
+ <field number='1374' name='MassActionScope' type='INT'>
+ <value enum='1' description='ALL_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='ALL_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='ALL_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='ALL_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='ALL_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='ALL_ORDERS' />
+ <value enum='8' description='ALL_ORDERS_FOR_A_MARKET' />
+ <value enum='9' description='ALL_ORDERS_FOR_A_MARKET_SEGMENT' />
+ <value enum='10' description='ALL_ORDERS_FOR_A_SECURITY_GROUP' />
+ </field>
+ <field number='1375' name='MassActionResponse' type='INT'>
+ <value enum='0' description='REJECTED' />
+ <value enum='1' description='ACCEPTED' />
+ </field>
+ <field number='1376' name='MassActionRejectReason' type='INT'>
+ <value enum='0' description='MASS_ACTION_NOT_SUPPORTED' />
+ <value enum='1' description='INVALID_OR_UNKNOWN_SECURITY' />
+ <value enum='2' description='INVALID_OR_UNKNOWN_UNDERLYING_SECURITY' />
+ <value enum='3' description='INVALID_OR_UNKNOWN_PRODUCT' />
+ <value enum='4' description='INVALID_OR_UNKNOWN_CFICODE' />
+ <value enum='5' description='INVALID_OR_UNKNOWN_SECURITYTYPE' />
+ <value enum='6' description='INVALID_OR_UNKNOWN_TRADING_SESSION' />
+ <value enum='7' description='INVALID_OR_UNKNOWN_MARKET' />
+ <value enum='8' description='INVALID_OR_UNKNOWN_MARKET_SEGMENT' />
+ <value enum='9' description='INVALID_OR_UNKNOWN_SECURITY_GROUP' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='1377' name='MultilegModel' type='INT'>
+ <value enum='0' description='PREDEFINED_MULTILEG_SECURITY' />
+ <value enum='1' description='USER_DEFINED_MULTLEG_SECURITY' />
+ <value enum='2' description='USER_DEFINED_NON_SECURITIZED_MULTILEG' />
+ </field>
+ <field number='1378' name='MultilegPriceMethod' type='INT'>
+ <value enum='0' description='NET_PRICE' />
+ <value enum='1' description='REVERSED_NET_PRICE' />
+ <value enum='2' description='YIELD_DIFFERENCE' />
+ <value enum='3' description='INDIVIDUAL' />
+ <value enum='4' description='CONTRACT_WEIGHTED_AVERAGE_PRICE' />
+ <value enum='5' description='MULTIPLIED_PRICE' />
+ </field>
+ <field number='1379' name='LegVolatility' type='FLOAT' />
+ <field number='1380' name='DividendYield' type='PERCENTAGE' />
+ <field number='1381' name='LegDividendYield' type='PERCENTAGE' />
+ <field number='1382' name='CurrencyRatio' type='FLOAT' />
+ <field number='1383' name='LegCurrencyRatio' type='FLOAT' />
+ <field number='1384' name='LegExecInst' type='MULTIPLECHARVALUE' />
+ <field number='1385' name='ContingencyType' type='INT'>
+ <value enum='1' description='ONE_CANCELS_THE_OTHER' />
+ <value enum='2' description='ONE_TRIGGERS_THE_OTHER' />
+ <value enum='3' description='ONE_UPDATES_THE_OTHER_3' />
+ <value enum='4' description='ONE_UPDATES_THE_OTHER_4' />
+ </field>
+ <field number='1386' name='ListRejectReason' type='INT'>
+ <value enum='0' description='BROKER' />
+ <value enum='2' description='EXCHANGE_CLOSED' />
+ <value enum='4' description='TOO_LATE_TO_ENTER' />
+ <value enum='5' description='UNKNOWN_ORDER' />
+ <value enum='6' description='DUPLICATE_ORDER' />
+ <value enum='11' description='UNSUPPORTED_ORDER_CHARACTERISTIC' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='1387' name='NoTrdRepIndicators' type='NUMINGROUP' />
+ <field number='1388' name='TrdRepPartyRole' type='INT' />
+ <field number='1389' name='TrdRepIndicator' type='BOOLEAN' />
+ <field number='1390' name='TradePublishIndicator' type='INT'>
+ <value enum='0' description='DO_NOT_PUBLISH_TRADE' />
+ <value enum='1' description='PUBLISH_TRADE' />
+ <value enum='2' description='DEFERRED_PUBLICATION' />
+ </field>
+ <field number='1391' name='UnderlyingLegOptAttribute' type='CHAR' />
+ <field number='1392' name='UnderlyingLegSecurityDesc' type='STRING' />
+ <field number='1393' name='MarketReqID' type='STRING' />
+ <field number='1394' name='MarketReportID' type='STRING' />
+ <field number='1395' name='MarketUpdateAction' type='CHAR'>
+ <value enum='A' description='ADD' />
+ <value enum='D' description='DELETE' />
+ <value enum='M' description='MODIFY' />
+ </field>
+ <field number='1396' name='MarketSegmentDesc' type='STRING' />
+ <field number='1397' name='EncodedMktSegmDescLen' type='LENGTH' />
+ <field number='1398' name='EncodedMktSegmDesc' type='DATA' />
+ <field number='1399' name='ApplNewSeqNum' type='SEQNUM' />
+ <field number='1400' name='EncryptedPasswordMethod' type='INT' />
+ <field number='1401' name='EncryptedPasswordLen' type='LENGTH' />
+ <field number='1402' name='EncryptedPassword' type='DATA' />
+ <field number='1403' name='EncryptedNewPasswordLen' type='LENGTH' />
+ <field number='1404' name='EncryptedNewPassword' type='DATA' />
+ <field number='1405' name='UnderlyingLegMaturityTime' type='TZTIMEONLY' />
+ <field number='1406' name='RefApplExtID' type='INT' />
+ <field number='1407' name='DefaultApplExtID' type='INT' />
+ <field number='1408' name='DefaultCstmApplVerID' type='STRING' />
+ <field number='1409' name='SessionStatus' type='INT'>
+ <value enum='0' description='SESSION_ACTIVE' />
+ <value enum='1' description='SESSION_PASSWORD_CHANGED' />
+ <value enum='2' description='SESSION_PASSWORD_DUE_TO_EXPIRE' />
+ <value enum='3' description='NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY' />
+ <value enum='4' description='SESSION_LOGOUT_COMPLETE' />
+ <value enum='5' description='INVALID_USERNAME_OR_PASSWORD' />
+ <value enum='6' description='ACCOUNT_LOCKED' />
+ <value enum='7' description='LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME' />
+ <value enum='8' description='PASSWORD_EXPIRED' />
+ </field>
+ <field number='1410' name='DefaultVerIndicator' type='BOOLEAN' />
+ <field number='1411' name='Nested4PartySubIDType' type='INT' />
+ <field number='1412' name='Nested4PartySubID' type='STRING' />
+ <field number='1413' name='NoNested4PartySubIDs' type='NUMINGROUP' />
+ <field number='1414' name='NoNested4PartyIDs' type='NUMINGROUP' />
+ <field number='1415' name='Nested4PartyID' type='STRING' />
+ <field number='1416' name='Nested4PartyIDSource' type='CHAR' />
+ <field number='1417' name='Nested4PartyRole' type='INT' />
+ <field number='1418' name='LegLastQty' type='QTY' />
+ <field number='1419' name='UnderlyingExerciseStyle' type='INT' />
+ <field number='1420' name='LegExerciseStyle' type='INT' />
+ <field number='1421' name='LegPriceUnitOfMeasure' type='STRING' />
+ <field number='1422' name='LegPriceUnitOfMeasureQty' type='QTY' />
+ <field number='1423' name='UnderlyingUnitOfMeasureQty' type='QTY' />
+ <field number='1424' name='UnderlyingPriceUnitOfMeasure' type='STRING' />
+ <field number='1425' name='UnderlyingPriceUnitOfMeasureQty' type='QTY' />
+ <field number='1426' name='ApplReportType' type='INT'>
+ <value enum='0' description='RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM' />
+ <value enum='1' description='REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM' />
+ <value enum='2' description='HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID' />
+ </field>
+ </fields>
+</fix> \ No newline at end of file
diff --git a/fix/FIX50SP2.xml b/fix/FIX50SP2.xml
new file mode 100644
index 0000000000..a97e87583a
--- /dev/null
+++ b/fix/FIX50SP2.xml
@@ -0,0 +1,10541 @@
+<fix major='5' type='FIX' servicepack='2' minor='0'>
+ <header />
+ <messages>
+ <message name='IOI' msgcat='app' msgtype='6'>
+ <field name='IOIID' required='Y' />
+ <field name='IOITransType' required='Y' />
+ <field name='IOIRefID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='IOIQty' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='InstrmtLegIOIGrp' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='IOIQltyInd' required='N' />
+ <field name='IOINaturalFlag' required='N' />
+ <component name='IOIQualGrp' required='N' />
+ <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' />
+ <component name='RoutingGrp' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='Advertisement' msgcat='app' msgtype='7'>
+ <field name='AdvId' required='Y' />
+ <field name='AdvTransType' required='Y' />
+ <field name='AdvRefID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='AdvSide' required='Y' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='URLLink' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </message>
+ <message name='ExecutionReport' msgcat='app' msgtype='8'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='QuoteRespID' required='N' />
+ <field name='OrdStatusReqID' required='N' />
+ <field name='MassStatusReqID' required='N' />
+ <field name='TotNumReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <component name='ContraGrp' required='N' />
+ <field name='ListID' required='N' />
+ <field name='CrossID' required='N' />
+ <field name='OrigCrossID' required='N' />
+ <field name='CrossType' required='N' />
+ <field name='ExecID' required='Y' />
+ <field name='ExecRefID' required='N' />
+ <field name='ExecType' required='Y' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='OrdRejReason' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='PeggedPrice' required='N' />
+ <field name='DiscretionPrice' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='TargetStrategyPerformance' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='LastQty' required='N' />
+ <field name='UnderlyingLastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='UnderlyingLastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <field name='LastCapacity' required='N' />
+ <field name='LeavesQty' required='Y' />
+ <field name='CumQty' required='Y' />
+ <field name='AvgPx' required='N' />
+ <field name='DayOrderQty' required='N' />
+ <field name='DayCumQty' required='N' />
+ <field name='DayAvgPx' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='ReportToExch' required='N' />
+ <component name='CommissionData' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='TradedFlatSwitch' required='N' />
+ <field name='BasisFeatureDate' required='N' />
+ <field name='BasisFeaturePrice' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='MaxShow' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='LastForwardPoints2' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='ExecValuationPoint' required='N' />
+ <field name='ExecPriceType' required='N' />
+ <field name='ExecPriceAdjustment' required='N' />
+ <field name='PriorityIndicator' required='N' />
+ <field name='PriceImprovement' required='N' />
+ <field name='LastLiquidityInd' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='InstrmtLegExecGrp' required='N' />
+ <field name='CopyMsgIndicator' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='HostCrossID' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='OrderCategory' required='N' />
+ <field name='LotType' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PeggedRefPrice' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='Volatility' required='N' />
+ <field name='TimeToExpiration' required='N' />
+ <field name='RiskFreeRate' required='N' />
+ <field name='PriceDelta' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='TotNoFills' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='FillsGrp' required='N' />
+ <field name='DividendYield' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <component name='RateSource' required='N' />
+ </message>
+ <message name='OrderCancelReject' msgcat='app' msgtype='9'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='ListID' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='CxlRejResponseTo' required='Y' />
+ <field name='CxlRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='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' />
+ <component name='RoutingGrp' required='N' />
+ <component name='InstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='LinesOfTextGrp' required='Y' />
+ <field name='URLLink' required='N' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='NewsID' required='N' />
+ <component name='NewsRefGrp' required='N' />
+ <field name='NewsCategory' required='N' />
+ <field name='LanguageCode' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' 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' />
+ <component name='RoutingGrp' required='N' />
+ <component name='InstrmtGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <component name='LinesOfTextGrp' required='Y' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
+ </message>
+ <message name='NewOrderSingle' msgcat='app' msgtype='D'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='Side' required='Y' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='NewOrderList' msgcat='app' msgtype='E'>
+ <field name='ListID' required='Y' />
+ <field name='BidID' required='N' />
+ <field name='ClientBidID' required='N' />
+ <field name='ProgRptReqs' required='N' />
+ <field name='BidType' required='Y' />
+ <field name='ProgPeriodInterval' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='ListExecInstType' required='N' />
+ <field name='ListExecInst' required='N' />
+ <field name='EncodedListExecInstLen' required='N' />
+ <field name='EncodedListExecInst' required='N' />
+ <field name='AllowableOneSidednessPct' required='N' />
+ <field name='AllowableOneSidednessValue' required='N' />
+ <field name='AllowableOneSidednessCurr' required='N' />
+ <field name='TotNoOrders' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='ListOrdGrp' required='Y' />
+ <component name='RootParties' required='N' />
+ <field name='ContingencyType' required='N' />
+ </message>
+ <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
+ <field name='OrigClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='ListID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='ComplianceID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
+ <field name='OrderID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='ListID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='ManualOrderIndicator' required='N' />
+ <field name='CustDirectedOrder' required='N' />
+ <field name='ReceivedDeptID' required='N' />
+ <field name='CustOrderHandlingInst' required='N' />
+ <field name='OrderHandlingInstSource' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='OrdStatusReqID' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='Y' />
+ </message>
+ <message name='AllocationInstruction' msgcat='app' msgtype='J'>
+ <field name='AllocID' required='Y' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocType' required='Y' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='RndPx' required='N' />
+ <component name='RateSource' required='N' />
+ </message>
+ <message name='ListCancelRequest' msgcat='app' msgtype='K'>
+ <field name='ListID' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='ListExecute' msgcat='app' msgtype='L'>
+ <field name='ListID' required='Y' />
+ <field name='ClientBidID' required='N' />
+ <field name='BidID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ListStatusRequest' msgcat='app' msgtype='M'>
+ <field name='ListID' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ListStatus' msgcat='app' msgtype='N'>
+ <field name='ListID' required='Y' />
+ <field name='ListStatusType' required='Y' />
+ <field name='NoRpts' required='Y' />
+ <field name='ListOrderStatus' required='Y' />
+ <field name='RptSeq' required='Y' />
+ <field name='ListStatusText' required='N' />
+ <field name='EncodedListStatusTextLen' required='N' />
+ <field name='EncodedListStatusText' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TotNoOrders' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='OrdListStatGrp' required='Y' />
+ <field name='ContingencyType' required='N' />
+ <field name='ListRejectReason' required='N' />
+ </message>
+ <message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
+ <field name='AllocID' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='AllocStatus' required='Y' />
+ <field name='AllocRejCode' required='N' />
+ <field name='AllocType' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='AllocAckGrp' required='N' />
+ </message>
+ <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ExecID' required='Y' />
+ <field name='DKReason' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='QuoteRequest' msgcat='app' msgtype='R'>
+ <field name='QuoteReqID' required='Y' />
+ <field name='RFQReqID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <component name='QuotReqGrp' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <field name='RespondentType' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ </message>
+ <message name='Quote' msgcat='app' msgtype='S'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='Y' />
+ <field name='QuoteRespID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotGrp' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='CommType' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='BidSwapPoints' required='N' />
+ <field name='OfferSwapPoints' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <component name='RateSource' required='N' />
+ </message>
+ <message name='SettlementInstructions' msgcat='app' msgtype='T'>
+ <field name='SettlInstMsgID' required='Y' />
+ <field name='SettlInstReqID' required='N' />
+ <field name='SettlInstMode' required='Y' />
+ <field name='SettlInstReqRejCode' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='SettlInstGrp' required='N' />
+ </message>
+ <message name='MarketDataRequest' msgcat='app' msgtype='V'>
+ <field name='MDReqID' required='Y' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='MarketDepth' required='Y' />
+ <field name='MDUpdateType' required='N' />
+ <field name='AggregatedBook' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='Scope' required='N' />
+ <field name='MDImplicitDelete' required='N' />
+ <component name='MDReqGrp' required='Y' />
+ <component name='InstrmtMDReqGrp' required='Y' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ApplQueueAction' required='N' />
+ <field name='ApplQueueMax' required='N' />
+ <field name='MDQuoteType' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
+ <field name='MDReqID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='NetChgPrevDay' required='N' />
+ <component name='MDFullGrp' required='Y' />
+ <field name='ApplQueueDepth' required='N' />
+ <field name='ApplQueueResolution' required='N' />
+ <field name='MDReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='MDBookType' required='N' />
+ <field name='MDFeedType' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='RoutingGrp' required='N' />
+ <field name='MDSubBookType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='TotNumReports' required='N' />
+ <field name='RefreshIndicator' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='MDStreamID' required='N' />
+ </message>
+ <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
+ <field name='MDReqID' required='N' />
+ <component name='MDIncGrp' required='Y' />
+ <field name='ApplQueueDepth' required='N' />
+ <field name='ApplQueueResolution' required='N' />
+ <field name='MDBookType' required='N' />
+ <field name='MDFeedType' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='RoutingGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
+ <field name='MDReqID' required='Y' />
+ <field name='MDReqRejReason' required='N' />
+ <component name='MDRjctGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='QuoteCancel' msgcat='app' msgtype='Z'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteCancelType' required='Y' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='QuotCxlEntriesGrp' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='TargetParties' required='N' />
+ </message>
+ <message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
+ <field name='QuoteStatusReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <component name='TargetParties' required='N' />
+ </message>
+ <message name='MassQuoteAcknowledgement' msgcat='app' msgtype='b'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteStatus' required='Y' />
+ <field name='QuoteRejectReason' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='QuotSetAckGrp' required='N' />
+ <field name='QuoteCancelType' required='N' />
+ <component name='TargetParties' required='N' />
+ </message>
+ <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityRequestType' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='ExpirationCycle' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='SecurityDefinition' msgcat='app' msgtype='d'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityResponseType' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='SecurityReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='CorporateAction' required='N' />
+ <component name='MarketSegmentGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='TransactTime' required='N' />
+ </message>
+ <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
+ <field name='SecurityStatusReqID' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='SecurityStatus' msgcat='app' msgtype='f'>
+ <field name='SecurityStatusReqID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='SecurityTradingStatus' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='HaltReasonInt' required='N' />
+ <field name='InViewOfCommon' required='N' />
+ <field name='DueToRelated' required='N' />
+ <field name='BuyVolume' required='N' />
+ <field name='SellVolume' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Adjustment' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='FirstPx' required='N' />
+ <field name='SecurityTradingEvent' required='N' />
+ <field name='MDBookType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
+ <field name='TradSesReqID' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='SecurityExchange' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='TradingSessionStatus' msgcat='app' msgtype='h'>
+ <field name='TradSesReqID' required='N' />
+ <field name='TradingSessionID' required='Y' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='TradSesStatus' required='Y' />
+ <field name='TradSesStatusRejReason' required='N' />
+ <field name='TradSesStartTime' required='N' />
+ <field name='TradSesOpenTime' required='N' />
+ <field name='TradSesPreCloseTime' required='N' />
+ <field name='TradSesCloseTime' required='N' />
+ <field name='TradSesEndTime' required='N' />
+ <field name='TotalVolumeTraded' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradSesEvent' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='MassQuote' msgcat='app' msgtype='i'>
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='Y' />
+ <field name='QuoteType' required='N' />
+ <field name='QuoteResponseLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DefBidSize' required='N' />
+ <field name='DefOfferSize' required='N' />
+ <component name='QuotSetGrp' required='Y' />
+ </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' />
+ <field name='RefApplVerID' required='N' />
+ <field name='RefApplExtID' required='N' />
+ <field name='RefCstmApplVerID' 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' />
+ <component name='BidDescReqGrp' required='N' />
+ <component name='BidCompReqGrp' required='N' />
+ <field name='LiquidityIndType' required='N' />
+ <field name='WtAverageLiquidity' required='N' />
+ <field name='ExchangeForPhysical' required='N' />
+ <field name='OutMainCntryUIndex' required='N' />
+ <field name='CrossPercent' required='N' />
+ <field name='ProgRptReqs' required='N' />
+ <field name='ProgPeriodInterval' required='N' />
+ <field name='IncTaxInd' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='NumBidders' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='BidTradeType' required='Y' />
+ <field name='BasisPxType' required='Y' />
+ <field name='StrikeTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='BidResponse' msgcat='app' msgtype='l'>
+ <field name='BidID' required='N' />
+ <field name='ClientBidID' required='N' />
+ <component name='BidCompRspGrp' required='Y' />
+ </message>
+ <message name='ListStrikePrice' msgcat='app' msgtype='m'>
+ <field name='ListID' required='Y' />
+ <field name='TotNoStrikes' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='InstrmtStrkPxGrp' required='Y' />
+ </message>
+ <message name='RegistrationInstructions' msgcat='app' msgtype='o'>
+ <field name='RegistID' required='Y' />
+ <field name='RegistTransType' required='Y' />
+ <field name='RegistRefID' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='RegistAcctType' required='N' />
+ <field name='TaxAdvantageType' required='N' />
+ <field name='OwnershipType' required='N' />
+ <component name='RgstDtlsGrp' required='N' />
+ <component name='RgstDistInstGrp' required='N' />
+ </message>
+ <message name='RegistrationInstructionsResponse' msgcat='app' msgtype='p'>
+ <field name='RegistID' required='Y' />
+ <field name='RegistTransType' required='Y' />
+ <field name='RegistRefID' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='RegistStatus' required='Y' />
+ <field name='RegistRejReasonCode' required='N' />
+ <field name='RegistRejReasonText' required='N' />
+ </message>
+ <message name='OrderMassCancelRequest' msgcat='app' msgtype='q'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='MassCancelRequestType' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='TargetParties' required='N' />
+ </message>
+ <message name='OrderMassCancelReport' msgcat='app' msgtype='r'>
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='MassCancelRequestType' required='Y' />
+ <field name='MassCancelResponse' required='Y' />
+ <field name='MassCancelRejectReason' required='N' />
+ <field name='TotalAffectedOrders' required='N' />
+ <component name='AffectedOrdGrp' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ <field name='MassActionReportID' required='Y' />
+ <component name='NotAffectedOrdersGrp' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='TargetParties' required='N' />
+ </message>
+ <message name='NewOrderCross' msgcat='app' msgtype='s'>
+ <field name='CrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdModGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='CrossOrderCancelReplaceRequest' msgcat='app' msgtype='t'>
+ <field name='OrderID' required='N' />
+ <field name='CrossID' required='Y' />
+ <field name='OrigCrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdModGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Stipulations' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='HostCrossID' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </message>
+ <message name='CrossOrderCancelRequest' msgcat='app' msgtype='u'>
+ <field name='OrderID' required='N' />
+ <field name='CrossID' required='Y' />
+ <field name='OrigCrossID' required='Y' />
+ <field name='CrossType' required='Y' />
+ <field name='CrossPrioritization' required='Y' />
+ <component name='SideCrossOrdCxlGrp' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='HostCrossID' required='N' />
+ <component name='RootParties' required='N' />
+ </message>
+ <message name='SecurityTypeRequest' msgcat='app' msgtype='v'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='SecuritySubType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='SecurityTypes' msgcat='app' msgtype='w'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityResponseID' required='Y' />
+ <field name='SecurityResponseType' required='Y' />
+ <field name='TotNoSecurityTypes' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecTypesGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='SecurityListRequest' msgcat='app' msgtype='x'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityListRequestType' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='SecurityListID' required='N' />
+ <field name='SecurityListType' required='N' />
+ <field name='SecurityListTypeSource' required='N' />
+ </message>
+ <message name='SecurityList' msgcat='app' msgtype='y'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecListGrp' required='N' />
+ <field name='SecurityReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='SecurityListID' required='N' />
+ <field name='SecurityListRefID' required='N' />
+ <field name='SecurityListDesc' required='N' />
+ <field name='EncodedSecurityListDescLen' required='N' />
+ <field name='EncodedSecurityListDesc' required='N' />
+ <field name='SecurityListType' required='N' />
+ <field name='SecurityListTypeSource' required='N' />
+ <field name='TransactTime' required='N' />
+ </message>
+ <message name='DerivativeSecurityListRequest' msgcat='app' msgtype='z'>
+ <field name='SecurityReqID' required='Y' />
+ <field name='SecurityListRequestType' required='Y' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='SecuritySubType' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='DerivativeInstrument' required='N' />
+ </message>
+ <message name='DerivativeSecurityList' msgcat='app' msgtype='AA'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='RelSymDerivSecGrp' required='N' />
+ <component name='DerivativeSecurityDefinition' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='SecurityReportID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TransactTime' required='N' />
+ </message>
+ <message name='NewOrderMultileg' msgcat='app' msgtype='AB'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocMlegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <component name='LegOrdGrp' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='MultiLegRptTypeReq' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='SwapPoints' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='MultilegModel' required='N' />
+ <field name='MultilegPriceMethod' required='N' />
+ <field name='RiskFreeRate' required='N' />
+ </message>
+ <message name='MultilegOrderCancelReplace' msgcat='app' msgtype='AC'>
+ <field name='OrderID' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocMlegGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <component name='LegOrdGrp' required='N' />
+ <field name='LocateReqd' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='Y' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='CancellationRights' required='N' />
+ <field name='MoneyLaunderingStatus' required='N' />
+ <field name='RegistID' required='N' />
+ <field name='Designation' required='N' />
+ <field name='MultiLegRptTypeReq' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='SwapPoints' required='N' />
+ <field name='MultilegModel' required='N' />
+ <field name='MultilegPriceMethod' required='N' />
+ <field name='RiskFreeRate' required='N' />
+ </message>
+ <message name='TradeCaptureReportRequest' msgcat='app' msgtype='AD'>
+ <field name='TradeRequestID' required='Y' />
+ <field name='TradeRequestType' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeReportID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='TrdCapDtGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <field name='Side' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
+ </message>
+ <message name='TradeCaptureReport' msgcat='app' msgtype='AE'>
+ <field name='TradeReportID' required='N' />
+ <field name='TradeReportTransType' required='N' />
+ <field name='TradeReportType' required='N' />
+ <field name='TradeRequestID' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='TotNumTradeReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='UnderlyingTradingSessionID' required='N' />
+ <field name='UnderlyingTradingSessionSubID' required='N' />
+ <field name='LastQty' required='Y' />
+ <field name='LastPx' required='Y' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeLegRefID' required='N' />
+ <component name='TrdInstrmtLegGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='MatchType' required='N' />
+ <component name='TrdCapRptSideGrp' required='Y' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='PublishTrdIndicator' required='N' />
+ <field name='ShortSaleReason' required='N' />
+ <field name='TrdRptStatus' required='N' />
+ <field name='AsOfIndicator' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='TierCode' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='RndPx' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='UnderlyingSettlementDate' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
+ <field name='OrigTradeHandlingInstr' required='N' />
+ <field name='OrigTradeDate' required='N' />
+ <field name='OrigTradeID' required='N' />
+ <field name='OrigSecondaryTradeID' required='N' />
+ <field name='TZTransactTime' required='N' />
+ <field name='ReportedPxDiff' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='RejectText' required='N' />
+ <field name='FeeMultiplier' required='N' />
+ <field name='Volatility' required='N' />
+ <field name='DividendYield' required='N' />
+ <field name='RiskFreeRate' required='N' />
+ <field name='CurrencyRatio' required='N' />
+ <component name='TrdRepIndicatorsGrp' required='N' />
+ <field name='TradePublishIndicator' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='VenueType' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='MarketID' required='N' />
+ </message>
+ <message name='OrderMassStatusRequest' msgcat='app' msgtype='AF'>
+ <field name='MassStatusReqID' required='Y' />
+ <field name='MassStatusReqType' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <component name='TargetParties' required='N' />
+ </message>
+ <message name='QuoteRequestReject' msgcat='app' msgtype='AG'>
+ <field name='QuoteReqID' required='Y' />
+ <field name='RFQReqID' required='N' />
+ <field name='QuoteRequestRejectReason' required='Y' />
+ <component name='QuotReqRjctGrp' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <field name='RespondentType' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ </message>
+ <message name='RFQRequest' msgcat='app' msgtype='AH'>
+ <field name='RFQReqID' required='Y' />
+ <component name='RFQReqGrp' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='PrivateQuote' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='QuoteStatusReport' msgcat='app' msgtype='AI'>
+ <field name='QuoteStatusReqID' required='N' />
+ <field name='QuoteReqID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteRespID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotStatGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='CommType' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='QuoteStatus' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='QuoteCancelType' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ <field name='QuoteRejectReason' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <component name='TargetParties' required='N' />
+ </message>
+ <message name='QuoteResponse' msgcat='app' msgtype='AJ'>
+ <field name='QuoteRespID' required='Y' />
+ <field name='QuoteID' required='N' />
+ <field name='QuoteRespType' required='Y' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteType' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Side' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='LegQuotGrp' required='N' />
+ <field name='BidPx' required='N' />
+ <field name='OfferPx' required='N' />
+ <field name='MktBidPx' required='N' />
+ <field name='MktOfferPx' required='N' />
+ <field name='MinBidSize' required='N' />
+ <field name='BidSize' required='N' />
+ <field name='MinOfferSize' required='N' />
+ <field name='OfferSize' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='BidSpotRate' required='N' />
+ <field name='OfferSpotRate' required='N' />
+ <field name='BidForwardPoints' required='N' />
+ <field name='OfferForwardPoints' required='N' />
+ <field name='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='SettlCurrBidFxRate' required='N' />
+ <field name='SettlCurrOfferFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='Commission' required='N' />
+ <field name='CommType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ExDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ <field name='QuoteMsgID' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ </message>
+ <message name='Confirmation' msgcat='app' msgtype='AK'>
+ <field name='ConfirmID' required='Y' />
+ <field name='ConfirmRefID' required='N' />
+ <field name='ConfirmReqID' required='N' />
+ <field name='ConfirmTransType' required='Y' />
+ <field name='ConfirmType' required='Y' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <field name='ConfirmStatus' required='Y' />
+ <component name='Parties' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='TradeDate' required='Y' />
+ <component name='TrdRegTimestamps' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='AllocQty' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='Side' required='Y' />
+ <field name='Currency' required='N' />
+ <field name='LastMkt' required='N' />
+ <component name='CpctyConfGrp' required='Y' />
+ <field name='AllocAccount' required='Y' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocAccountType' required='N' />
+ <field name='AvgPx' required='Y' />
+ <field name='AvgPxPrecision' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='ReportedPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='GrossTradeAmt' required='Y' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='Y' />
+ <field name='MaturityNetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='SharedCommission' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ </message>
+ <message name='PositionMaintenanceRequest' msgcat='app' msgtype='AL'>
+ <field name='PosReqID' required='N' />
+ <field name='PosTransType' required='Y' />
+ <field name='PosMaintAction' required='Y' />
+ <field name='OrigPosReqRefID' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='PositionQty' required='Y' />
+ <field name='AdjustmentType' required='N' />
+ <field name='ContraryInstructionIndicator' required='N' />
+ <field name='PriorSpreadIndicator' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='PositionMaintenanceReport' msgcat='app' msgtype='AM'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosTransType' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='PosMaintAction' required='Y' />
+ <field name='OrigPosReqRefID' required='N' />
+ <field name='PosMaintStatus' required='Y' />
+ <field name='PosMaintResult' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='PositionQty' required='Y' />
+ <component name='PositionAmountData' required='N' />
+ <field name='AdjustmentType' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='ContraryInstructionIndicator' required='N' />
+ <field name='PriorSpreadIndicator' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
+ </message>
+ <message name='RequestForPositions' msgcat='app' msgtype='AN'>
+ <field name='PosReqID' required='Y' />
+ <field name='PosReqType' required='Y' />
+ <field name='MatchStatus' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='RequestForPositionsAck' msgcat='app' msgtype='AO'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='TotalNumPosReports' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='PosReqResult' required='Y' />
+ <field name='PosReqStatus' required='Y' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PosReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='PositionReport' msgcat='app' msgtype='AP'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqID' required='N' />
+ <field name='PosReqType' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TotalNumPosReports' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='PosReqResult' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='SettlPriceType' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='PosUndInstrmtGrp' required='N' />
+ <component name='PositionQty' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='RegistStatus' required='N' />
+ <field name='DeliveryDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='ModelType' required='N' />
+ <field name='PriceDelta' required='N' />
+ </message>
+ <message name='TradeCaptureReportRequestAck' msgcat='app' msgtype='AQ'>
+ <field name='TradeRequestID' required='Y' />
+ <field name='TradeRequestType' required='Y' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TotNumTradeReports' required='N' />
+ <field name='TradeRequestResult' required='Y' />
+ <field name='TradeRequestStatus' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ </message>
+ <message name='TradeCaptureReportAck' msgcat='app' msgtype='AR'>
+ <field name='TradeReportID' required='N' />
+ <field name='TradeReportTransType' required='N' />
+ <field name='TradeReportType' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='SecondaryTrdType' required='N' />
+ <field name='TransferReason' required='N' />
+ <field name='ExecType' required='N' />
+ <field name='TradeReportRefID' required='N' />
+ <field name='SecondaryTradeReportRefID' required='N' />
+ <field name='TrdRptStatus' required='N' />
+ <field name='TradeReportRejectReason' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='TradeLinkID' required='N' />
+ <field name='TrdMatchID' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <component name='Instrument' required='Y' />
+ <field name='TransactTime' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='TrdInstrmtLegGrp' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='ExecRestatementReason' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='UnderlyingTradingSessionID' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='UnderlyingTradingSessionSubID' required='N' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastSpotRate' required='N' />
+ <field name='LastForwardPoints' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='TradeLegRefID' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='CopyMsgIndicator' required='N' />
+ <field name='PublishTrdIndicator' required='N' />
+ <field name='ShortSaleReason' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='TierCode' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='RndPx' required='N' />
+ <component name='TrdCapRptAckSideGrp' required='N' />
+ <field name='AsOfIndicator' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='SecondaryTradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ <field name='SecondaryFirmTradeID' required='N' />
+ <field name='CalculatedCcyLastQty' required='N' />
+ <field name='LastSwapPoints' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <component name='RootParties' required='N' />
+ <field name='TradeHandlingInstr' required='N' />
+ <field name='OrigTradeHandlingInstr' required='N' />
+ <field name='OrigTradeDate' required='N' />
+ <field name='OrigTradeID' required='N' />
+ <field name='OrigSecondaryTradeID' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='RptSys' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='FeeMultiplier' required='N' />
+ <component name='TrdRepIndicatorsGrp' required='N' />
+ <field name='TradePublishIndicator' required='N' />
+ <field name='VenueType' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='MarketID' required='N' />
+ </message>
+ <message name='AllocationReport' msgcat='app' msgtype='AS'>
+ <field name='AllocReportID' required='Y' />
+ <field name='AllocID' required='N' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocReportRefID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='AllocReportType' required='Y' />
+ <field name='AllocStatus' required='Y' />
+ <field name='AllocRejCode' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='Y' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='RndPx' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <component name='RateSource' required='N' />
+ </message>
+ <message name='AllocationReportAck' msgcat='app' msgtype='AT'>
+ <field name='AllocReportID' required='Y' />
+ <field name='AllocID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='AllocStatus' required='N' />
+ <field name='AllocRejCode' required='N' />
+ <field name='AllocReportType' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='AllocAckGrp' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='AllocTransType' required='N' />
+ </message>
+ <message name='ConfirmationAck' msgcat='app' msgtype='AU'>
+ <field name='ConfirmID' required='Y' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='AffirmStatus' required='Y' />
+ <field name='ConfirmRejReason' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='SettlementInstructionRequest' msgcat='app' msgtype='AV'>
+ <field name='SettlInstReqID' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='Side' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='CFICode' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <field name='StandInstDbType' required='N' />
+ <field name='StandInstDbName' required='N' />
+ <field name='StandInstDbID' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </message>
+ <message name='AssignmentReport' msgcat='app' msgtype='AW'>
+ <field name='AsgnRptID' required='Y' />
+ <field name='TotNumAssignmentReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='Y' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='PositionQty' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='ThresholdAmount' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='SettlPriceType' required='N' />
+ <field name='UnderlyingSettlPrice' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='AssignmentMethod' required='N' />
+ <field name='AssignmentUnit' required='N' />
+ <field name='OpenInterest' required='N' />
+ <field name='ExerciseMethod' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='PosReqID' required='N' />
+ </message>
+ <message name='CollateralRequest' msgcat='app' msgtype='AX'>
+ <field name='CollReqID' required='Y' />
+ <field name='CollAsgnReason' required='Y' />
+ <field name='TransactTime' required='Y' />
+ <field name='ExpireTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='CollateralAssignment' msgcat='app' msgtype='AY'>
+ <field name='CollAsgnID' required='Y' />
+ <field name='CollReqID' required='N' />
+ <field name='CollAsgnReason' required='Y' />
+ <field name='CollAsgnTransType' required='Y' />
+ <field name='CollAsgnRefID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='ExpireTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='CollateralResponse' msgcat='app' msgtype='AZ'>
+ <field name='CollRespID' required='Y' />
+ <field name='CollAsgnID' required='N' />
+ <field name='CollReqID' required='N' />
+ <field name='CollAsgnReason' required='N' />
+ <field name='CollAsgnTransType' required='N' />
+ <field name='CollAsgnRespType' required='Y' />
+ <field name='CollAsgnRejectReason' required='N' />
+ <field name='TransactTime' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtCollGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='CollApplType' required='N' />
+ <field name='FinancialStatus' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ </message>
+ <message name='CollateralReport' msgcat='app' msgtype='BA'>
+ <field name='CollRptID' required='Y' />
+ <field name='CollInquiryID' required='N' />
+ <field name='CollStatus' required='Y' />
+ <field name='TotNumReports' required='N' />
+ <field name='LastRptRequested' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='CollApplType' required='N' />
+ <field name='FinancialStatus' required='N' />
+ </message>
+ <message name='CollateralInquiry' msgcat='app' msgtype='BB'>
+ <field name='CollInquiryID' required='Y' />
+ <component name='CollInqQualGrp' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='MarginExcess' required='N' />
+ <field name='TotalNetValue' required='N' />
+ <field name='CashOutstanding' required='N' />
+ <component name='TrdRegTimestamps' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='NetworkCounterpartySystemStatusRequest' msgcat='app' msgtype='BC'>
+ <field name='NetworkRequestType' required='Y' />
+ <field name='NetworkRequestID' required='Y' />
+ <component name='CompIDReqGrp' required='N' />
+ </message>
+ <message name='NetworkCounterpartySystemStatusResponse' msgcat='app' msgtype='BD'>
+ <field name='NetworkStatusResponseType' required='Y' />
+ <field name='NetworkRequestID' required='N' />
+ <field name='NetworkResponseID' required='Y' />
+ <field name='LastNetworkResponseID' required='N' />
+ <component name='CompIDStatGrp' required='Y' />
+ </message>
+ <message name='UserRequest' msgcat='app' msgtype='BE'>
+ <field name='UserRequestID' required='Y' />
+ <field name='UserRequestType' required='Y' />
+ <field name='Username' required='Y' />
+ <field name='Password' required='N' />
+ <field name='NewPassword' required='N' />
+ <field name='RawDataLength' required='N' />
+ <field name='RawData' required='N' />
+ <field name='EncryptedPasswordMethod' required='N' />
+ <field name='EncryptedPasswordLen' required='N' />
+ <field name='EncryptedPassword' required='N' />
+ <field name='EncryptedNewPasswordLen' required='N' />
+ <field name='EncryptedNewPassword' required='N' />
+ </message>
+ <message name='UserResponse' msgcat='app' msgtype='BF'>
+ <field name='UserRequestID' required='Y' />
+ <field name='Username' required='Y' />
+ <field name='UserStatus' required='N' />
+ <field name='UserStatusText' required='N' />
+ </message>
+ <message name='CollateralInquiryAck' msgcat='app' msgtype='BG'>
+ <field name='CollInquiryID' required='Y' />
+ <field name='CollInquiryStatus' required='Y' />
+ <field name='CollInquiryResult' required='N' />
+ <component name='CollInqQualGrp' required='N' />
+ <field name='TotNumReports' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <component name='ExecCollGrp' required='N' />
+ <component name='TrdCollGrp' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Quantity' required='N' />
+ <field name='QtyType' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlSessID' required='N' />
+ <field name='SettlSessSubID' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='ResponseTransportType' required='N' />
+ <field name='ResponseDestination' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ConfirmationRequest' msgcat='app' msgtype='BH'>
+ <field name='ConfirmReqID' required='Y' />
+ <field name='ConfirmType' required='Y' />
+ <component name='OrdAllocGrp' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocAccountType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='ContraryIntentionReport' msgcat='app' msgtype='BO'>
+ <field name='ContIntRptID' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='LateIndicator' required='N' />
+ <field name='InputSource' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <component name='Parties' required='Y' />
+ <component name='ExpirationQty' required='Y' />
+ <component name='Instrument' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='SecurityDefinitionUpdateReport' msgcat='app' msgtype='BP'>
+ <field name='SecurityReportID' required='N' />
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityResponseType' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SecurityUpdateAction' required='N' />
+ <field name='CorporateAction' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='MarketSegmentGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='TransactTime' required='N' />
+ </message>
+ <message name='SecurityListUpdateReport' msgcat='app' msgtype='BK'>
+ <field name='SecurityReportID' required='N' />
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SecurityUpdateAction' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='SecLstUpdRelSymGrp' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='SecurityListID' required='N' />
+ <field name='SecurityListRefID' required='N' />
+ <field name='SecurityListDesc' required='N' />
+ <field name='EncodedSecurityListDescLen' required='N' />
+ <field name='EncodedSecurityListDesc' required='N' />
+ <field name='SecurityListType' required='N' />
+ <field name='SecurityListTypeSource' required='N' />
+ <field name='TransactTime' required='N' />
+ </message>
+ <message name='AdjustedPositionReport' msgcat='app' msgtype='BL'>
+ <field name='PosMaintRptID' required='Y' />
+ <field name='PosReqType' required='N' />
+ <field name='ClearingBusinessDate' required='Y' />
+ <field name='SettlSessID' required='N' />
+ <component name='Parties' required='Y' />
+ <component name='PositionQty' required='Y' />
+ <component name='InstrmtGrp' required='N' />
+ <field name='SettlPrice' required='N' />
+ <field name='PriorSettlPrice' required='N' />
+ <field name='PosMaintRptRefID' required='N' />
+ </message>
+ <message name='AllocationInstructionAlert' msgcat='app' msgtype='BM'>
+ <field name='AllocID' required='Y' />
+ <field name='AllocTransType' required='Y' />
+ <field name='AllocType' required='Y' />
+ <field name='SecondaryAllocID' required='N' />
+ <field name='RefAllocID' required='N' />
+ <field name='AllocCancReplaceReason' required='N' />
+ <field name='AllocIntermedReqType' required='N' />
+ <field name='AllocLinkID' required='N' />
+ <field name='AllocLinkType' required='N' />
+ <field name='BookingRefID' required='N' />
+ <field name='AllocNoOrdersType' required='N' />
+ <component name='OrdAllocGrp' required='N' />
+ <component name='ExecAllocGrp' required='N' />
+ <field name='PreviouslyReported' required='N' />
+ <field name='ReversalIndicator' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='Side' required='Y' />
+ <component name='Instrument' required='Y' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Quantity' required='Y' />
+ <field name='QtyType' required='N' />
+ <field name='LastMkt' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='AvgParPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='AvgPxPrecision' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeDate' required='Y' />
+ <field name='TransactTime' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='GrossTradeAmt' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='AutoAcceptIndicator' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='TotalAccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='LegalConfirm' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='PositionAmountData' required='N' />
+ <field name='TotNoAllocs' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='AllocGrp' required='N' />
+ <field name='AvgPxIndicator' required='N' />
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='TrdSubType' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='MultiLegReportingType' required='N' />
+ <field name='MessageEventSource' required='N' />
+ <field name='RndPx' required='N' />
+ </message>
+ <message name='ExecutionAcknowledgement' msgcat='app' msgtype='BN'>
+ <field name='OrderID' required='Y' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='ExecAckStatus' required='Y' />
+ <field name='ExecID' required='Y' />
+ <field name='DKReason' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Side' required='Y' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='LastQty' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='CumQty' required='N' />
+ <field name='AvgPx' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='TradingSessionList' msgcat='app' msgtype='BJ'>
+ <field name='TradSesReqID' required='N' />
+ <component name='TrdSessLstGrp' required='Y' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='TradingSessionListRequest' msgcat='app' msgtype='BI'>
+ <field name='TradSesReqID' required='Y' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SecurityExchange' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ </message>
+ <message name='SettlementObligationReport' msgcat='app' msgtype='BQ'>
+ <field name='ClearingBusinessDate' required='N' />
+ <field name='SettlementCycleNo' required='N' />
+ <field name='SettlObligMsgID' required='Y' />
+ <field name='SettlObligMode' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='SettlObligationInstructions' required='Y' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='DerivativeSecurityListUpdateReport' msgcat='app' msgtype='BR'>
+ <field name='SecurityReqID' required='N' />
+ <field name='SecurityResponseID' required='N' />
+ <field name='SecurityRequestResult' required='N' />
+ <field name='SecurityUpdateAction' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <component name='DerivativeSecurityDefinition' required='N' />
+ <field name='TotNoRelatedSym' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='RelSymDerivSecUpdGrp' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='TransactTime' required='N' />
+ </message>
+ <message name='TradingSessionListUpdateReport' msgcat='app' msgtype='BS'>
+ <field name='TradSesReqID' required='N' />
+ <component name='TrdSessLstGrp' required='Y' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='MarketDefinitionRequest' msgcat='app' msgtype='BT'>
+ <field name='MarketReqID' required='Y' />
+ <field name='SubscriptionRequestType' required='Y' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='ParentMktSegmID' required='N' />
+ </message>
+ <message name='MarketDefinition' msgcat='app' msgtype='BU'>
+ <field name='MarketReportID' required='Y' />
+ <field name='MarketReqID' required='N' />
+ <field name='MarketID' required='Y' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='MarketSegmentDesc' required='N' />
+ <field name='EncodedMktSegmDescLen' required='N' />
+ <field name='EncodedMktSegmDesc' required='N' />
+ <field name='ParentMktSegmID' required='N' />
+ <field name='Currency' required='N' />
+ <component name='BaseTradingRules' required='N' />
+ <component name='OrdTypeRules' required='N' />
+ <component name='TimeInForceRules' required='N' />
+ <component name='ExecInstRules' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='MarketDefinitionUpdateReport' msgcat='app' msgtype='BV'>
+ <field name='MarketReportID' required='Y' />
+ <field name='MarketReqID' required='N' />
+ <field name='MarketUpdateAction' required='N' />
+ <field name='MarketID' required='Y' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='MarketSegmentDesc' required='N' />
+ <field name='EncodedMktSegmDescLen' required='N' />
+ <field name='EncodedMktSegmDesc' required='N' />
+ <field name='ParentMktSegmID' required='N' />
+ <field name='Currency' required='N' />
+ <component name='BaseTradingRules' required='N' />
+ <component name='OrdTypeRules' required='N' />
+ <component name='TimeInForceRules' required='N' />
+ <component name='ExecInstRules' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='ApplicationSequenceControl' required='N' />
+ </message>
+ <message name='ApplicationMessageRequest' msgcat='app' msgtype='BW'>
+ <field name='ApplReqID' required='Y' />
+ <field name='ApplReqType' required='Y' />
+ <component name='ApplIDRequestGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='ApplicationMessageRequestAck' msgcat='app' msgtype='BX'>
+ <field name='ApplResponseID' required='Y' />
+ <field name='ApplReqID' required='N' />
+ <field name='ApplReqType' required='N' />
+ <field name='ApplResponseType' required='N' />
+ <field name='ApplTotalMessageCount' required='N' />
+ <component name='ApplIDRequestAckGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='Parties' required='N' />
+ </message>
+ <message name='ApplicationMessageReport' msgcat='app' msgtype='BY'>
+ <field name='ApplReportID' required='Y' />
+ <field name='ApplReportType' required='Y' />
+ <component name='ApplIDReportGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='ApplReqID' required='N' />
+ </message>
+ <message name='OrderMassActionReport' msgcat='app' msgtype='BZ'>
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='MassActionReportID' required='Y' />
+ <field name='MassActionType' required='Y' />
+ <field name='MassActionScope' required='Y' />
+ <field name='MassActionResponse' required='Y' />
+ <field name='MassActionRejectReason' required='N' />
+ <field name='TotalAffectedOrders' required='N' />
+ <component name='AffectedOrdGrp' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='NotAffectedOrdersGrp' required='N' />
+ <component name='TargetParties' required='N' />
+ </message>
+ <message name='OrderMassActionRequest' msgcat='app' msgtype='CA'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='MassActionType' required='Y' />
+ <field name='MassActionScope' required='Y' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='Parties' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='Side' required='N' />
+ <field name='TransactTime' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='TargetParties' required='N' />
+ </message>
+ <message name='UserNotification' msgcat='app' msgtype='CB'>
+ <component name='UsernameGrp' required='N' />
+ <field name='UserStatus' required='Y' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='StreamAssignmentRequest' msgcat='app' msgtype='CC'>
+ <field name='StreamAsgnReqID' required='Y' />
+ <field name='StreamAsgnReqType' required='Y' />
+ <component name='StrmAsgnReqGrp' required='Y' />
+ </message>
+ <message name='StreamAssignmentReport' msgcat='app' msgtype='CD'>
+ <field name='StreamAsgnRptID' required='Y' />
+ <field name='StreamAsgnReqType' required='N' />
+ <field name='StreamAsgnReqID' required='N' />
+ <component name='StrmAsgnRptGrp' required='N' />
+ </message>
+ <message name='StreamAssignmentReportACK' msgcat='app' msgtype='CE'>
+ <field name='StreamAsgnAckType' required='Y' />
+ <field name='StreamAsgnRptID' required='Y' />
+ <field name='StreamAsgnRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='PartyDetailsListRequest' msgcat='app' msgtype='CF'>
+ <field name='PartyDetailsListRequestID' required='Y' />
+ <component name='PartyListResponseTypeGrp' required='Y' />
+ <component name='Parties' required='N' />
+ <component name='RequestedPartyRoleGrp' required='N' />
+ <component name='PartyRelationships' required='N' />
+ <field name='SubscriptionRequestType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ <message name='PartyDetailsListReport' msgcat='app' msgtype='CG'>
+ <component name='ApplicationSequenceControl' required='N' />
+ <field name='PartyDetailsListReportID' required='Y' />
+ <field name='PartyDetailsListRequestID' required='N' />
+ <field name='PartyDetailsRequestResult' required='N' />
+ <field name='TotNoPartyList' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='PartyListGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </message>
+ </messages>
+ <trailer />
+ <components>
+ <component name='RelatedAltPtysSubGrp'>
+ <group name='NoRelatedPartyAltSubIDs' required='N'>
+ <field name='RelatedPartyAltSubID' required='N' />
+ <field name='RelatedPartyAltSubIDType' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeSecurityXML'>
+ <field name='DerivativeSecurityXMLLen' required='N' />
+ <field name='DerivativeSecurityXML' required='N' />
+ <field name='DerivativeSecurityXMLSchema' 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' />
+ <component name='LegSecAltIDGrp' required='N' />
+ <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' />
+ <field name='LegUnitOfMeasure' required='N' />
+ <field name='LegTimeUnit' required='N' />
+ <field name='LegOptionRatio' required='N' />
+ <field name='LegPrice' required='N' />
+ <field name='LegMaturityTime' required='N' />
+ <field name='LegPutOrCall' required='N' />
+ <field name='LegExerciseStyle' required='N' />
+ <field name='LegUnitOfMeasureQty' required='N' />
+ <field name='LegPriceUnitOfMeasure' required='N' />
+ <field name='LegPriceUnitOfMeasureQty' required='N' />
+ <field name='LegContractMultiplierUnit' required='N' />
+ <field name='LegFlowScheduleType' required='N' />
+ </component>
+ <component name='InstrmtLegExecGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegLastPx' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ <field name='LegLastForwardPoints' required='N' />
+ <field name='LegCalculatedCcyLastQty' required='N' />
+ <field name='LegGrossTradeAmt' required='N' />
+ <component name='NestedParties3' required='N' />
+ <field name='LegAllocID' required='N' />
+ <component name='LegPreAllocGrp' required='N' />
+ <field name='LegVolatility' required='N' />
+ <field name='LegDividendYield' required='N' />
+ <field name='LegCurrencyRatio' required='N' />
+ <field name='LegExecInst' required='N' />
+ <field name='LegLastQty' required='N' />
+ </group>
+ </component>
+ <component name='TrdCapRptSideGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='OddLot' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SideMultiLegReportingType' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='ExchangeRule' required='N' />
+ <field name='TradeAllocIndicator' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='TrdAllocGrp' required='N' />
+ <field name='SideLastQty' required='N' />
+ <field name='SideTradeReportID' required='N' />
+ <field name='SideFillStationCd' required='N' />
+ <field name='SideReasonCd' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='SideTrdSubTyp' required='N' />
+ <component name='SideTrdRegTS' required='N' />
+ <field name='SideGrossTradeAmt' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='ExchangeSpecialInstructions' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SideCurrency' required='N' />
+ <field name='SideSettlCurrency' required='N' />
+ <component name='SettlDetails' required='N' />
+ <field name='OrderCategory' required='N' />
+ <component name='TradeReportOrderDetail' required='N' />
+ <field name='SideExecID' required='N' />
+ <field name='OrderDelay' required='N' />
+ <field name='OrderDelayUnit' required='N' />
+ <field name='SideLiquidityInd' required='N' />
+ </group>
+ </component>
+ <component name='PositionAmountData'>
+ <group name='NoPosAmt' required='N'>
+ <field name='PosAmtType' required='N' />
+ <field name='PosAmt' required='N' />
+ <field name='PositionCurrency' required='N' />
+ </group>
+ </component>
+ <component name='ApplicationSequenceControl'>
+ <field name='ApplID' required='N' />
+ <field name='ApplSeqNum' required='N' />
+ <field name='ApplLastSeqNum' required='N' />
+ <field name='ApplResendFlag' 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='MDReqGrp'>
+ <group name='NoMDEntryTypes' required='Y'>
+ <field name='MDEntryType' required='Y' />
+ </group>
+ </component>
+ <component name='PartyListResponseTypeGrp'>
+ <group name='NoPartyListResponseTypes' required='Y'>
+ <field name='PartyListResponseType' required='Y' />
+ </group>
+ </component>
+ <component name='TrdCapRptAckSideGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <component name='Parties' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='ProcessCode' required='N' />
+ <field name='OddLot' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='TradeInputSource' required='N' />
+ <field name='TradeInputDevice' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TimeBracket' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='NumDaysInterest' required='N' />
+ <field name='ExDate' required='N' />
+ <field name='AccruedInterestRate' required='N' />
+ <field name='AccruedInterestAmt' required='N' />
+ <field name='InterestAtMaturity' required='N' />
+ <field name='EndAccruedInterestAmt' required='N' />
+ <field name='StartCash' required='N' />
+ <field name='EndCash' required='N' />
+ <field name='Concession' required='N' />
+ <field name='TotalTakedown' required='N' />
+ <field name='NetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='SideMultiLegReportingType' required='N' />
+ <component name='ContAmtGrp' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <field name='ExchangeRule' required='N' />
+ <field name='TradeAllocIndicator' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='TrdAllocGrp' required='N' />
+ <field name='SideGrossTradeAmt' required='N' />
+ <field name='AggressorIndicator' required='N' />
+ <field name='SideLastQty' required='N' />
+ <field name='SideTradeReportID' required='N' />
+ <field name='SideFillStationCd' required='N' />
+ <field name='SideReasonCd' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='SideTrdSubTyp' required='N' />
+ <component name='SideTrdRegTS' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SideCurrency' required='N' />
+ <field name='SideSettlCurrency' required='N' />
+ <component name='SettlDetails' required='N' />
+ <field name='SideExecID' required='N' />
+ <field name='OrderDelay' required='N' />
+ <field name='OrderDelayUnit' required='N' />
+ <field name='OrderCategory' required='N' />
+ <component name='TradeReportOrderDetail' required='N' />
+ </group>
+ </component>
+ <component name='SettlInstGrp'>
+ <group name='NoSettlInst' required='N'>
+ <field name='SettlInstID' required='N' />
+ <field name='SettlInstTransType' required='N' />
+ <field name='SettlInstRefID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='Side' required='N' />
+ <field name='Product' required='N' />
+ <field name='SecurityType' required='N' />
+ <field name='CFICode' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='PaymentMethod' required='N' />
+ <field name='PaymentRef' required='N' />
+ <field name='CardHolderName' required='N' />
+ <field name='CardNumber' required='N' />
+ <field name='CardStartDate' required='N' />
+ <field name='CardExpDate' required='N' />
+ <field name='CardIssNum' required='N' />
+ <field name='PaymentDate' required='N' />
+ <field name='PaymentRemitterID' required='N' />
+ <field name='SettlCurrency' required='N' />
+ </group>
+ </component>
+ <component name='SecLstUpdRelSymGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='SecLstUpdRelSymsLegGrp' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='ListUpdateAction' required='N' />
+ <component name='SecurityTradingRules' required='N' />
+ <component name='StrikeRules' required='N' />
+ <field name='RelSymTransactTime' required='N' />
+ </group>
+ </component>
+ <component name='SecAltIDGrp'>
+ <group name='NoSecurityAltID' required='N'>
+ <field name='SecurityAltID' required='N' />
+ <field name='SecurityAltIDSource' required='N' />
+ </group>
+ </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='RiskLimits'>
+ <group name='NoRiskLimits' required='N'>
+ <field name='RiskLimitType' required='N' />
+ <field name='RiskLimitAmount' required='N' />
+ <field name='RiskLimitCurrency' required='N' />
+ <field name='RiskLimitPlatform' required='N' />
+ <component name='RiskInstrumentScope' required='N' />
+ <component name='RiskWarningLevels' required='N' />
+ </group>
+ </component>
+ <component name='AltPtysSubGrp'>
+ <group name='NoPartyAltSubIDs' required='N'>
+ <field name='PartyAltSubID' required='N' />
+ <field name='PartyAltSubIDType' required='N' />
+ </group>
+ </component>
+ <component name='PartyDetail'>
+ <field name='PartyID' required='Y' />
+ <field name='PartyIDSource' required='Y' />
+ <field name='PartyRole' required='Y' />
+ <component name='PtysSubGrp' required='N' />
+ <component name='PartyAltIDs' required='N' />
+ <component name='ContextParties' required='N' />
+ <component name='RiskLimits' required='N' />
+ </component>
+ <component name='MatchRules'>
+ <group name='NoMatchRules' required='N'>
+ <field name='MatchAlgorithm' required='N' />
+ <field name='MatchType' required='N' />
+ </group>
+ </component>
+ <component name='LotTypeRules'>
+ <group name='NoLotTypeRules' required='N'>
+ <field name='LotType' required='N' />
+ <field name='MinLotSize' required='N' />
+ </group>
+ </component>
+ <component name='BidCompReqGrp'>
+ <group name='NoBidComponents' required='N'>
+ <field name='ListID' required='N' />
+ <field name='Side' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ </group>
+ </component>
+ <component name='TargetParties'>
+ <group name='NoTargetPartyIDs' required='N'>
+ <field name='TargetPartyID' required='N' />
+ <field name='TargetPartyIDSource' required='N' />
+ <field name='TargetPartyRole' required='N' />
+ </group>
+ </component>
+ <component name='TimeInForceRules'>
+ <group name='NoTimeInForceRules' required='N'>
+ <field name='TimeInForce' required='N' />
+ </group>
+ </component>
+ <component name='TrdSessLstGrp'>
+ <group name='NoTradingSessions' required='Y'>
+ <field name='TradingSessionID' required='Y' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SecurityExchange' required='N' />
+ <field name='TradSesMethod' required='N' />
+ <field name='TradSesMode' required='N' />
+ <field name='UnsolicitedIndicator' required='N' />
+ <field name='TradSesStatus' required='Y' />
+ <field name='TradSesStatusRejReason' required='N' />
+ <field name='TradSesStartTime' required='N' />
+ <field name='TradSesOpenTime' required='N' />
+ <field name='TradSesPreCloseTime' required='N' />
+ <field name='TradSesCloseTime' required='N' />
+ <field name='TradSesEndTime' required='N' />
+ <field name='TotalVolumeTraded' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <field name='TradingSessionDesc' required='N' />
+ <component name='TradingSessionRules' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TradSesUpdateAction' 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='ApplIDRequestAckGrp'>
+ <group name='NoApplIDs' required='N'>
+ <field name='RefApplID' required='N' />
+ <field name='ApplBegSeqNum' required='N' />
+ <field name='ApplEndSeqNum' required='N' />
+ <field name='RefApplLastSeqNum' required='N' />
+ <field name='ApplResponseError' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='RefApplReqID' required='N' />
+ </group>
+ </component>
+ <component name='UsernameGrp'>
+ <field name='Username' required='N' />
+ </component>
+ <component name='FinancingDetails'>
+ <field name='AgreementDesc' required='N' />
+ <field name='AgreementID' required='N' />
+ <field name='AgreementDate' required='N' />
+ <field name='AgreementCurrency' required='N' />
+ <field name='TerminationType' required='N' />
+ <field name='StartDate' required='N' />
+ <field name='EndDate' required='N' />
+ <field name='DeliveryType' required='N' />
+ <field name='MarginRatio' required='N' />
+ </component>
+ <component name='SettlParties'>
+ <group name='NoSettlPartyIDs' required='N'>
+ <field name='SettlPartyID' required='N' />
+ <field name='SettlPartyIDSource' required='N' />
+ <field name='SettlPartyRole' required='N' />
+ <component name='SettlPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='LegPreAllocGrp'>
+ <group name='NoLegAllocs' required='N'>
+ <field name='LegAllocAccount' required='N' />
+ <field name='LegIndividualAllocID' required='N' />
+ <field name='LegAllocQty' required='N' />
+ <field name='LegAllocAcctIDSource' required='N' />
+ <field name='LegAllocSettlCurrency' required='N' />
+ <component name='NestedParties2' required='N' />
+ </group>
+ </component>
+ <component name='RelatedPartyAltIDs'>
+ <group name='NoRelatedPartyAltIDs' required='N'>
+ <field name='RelatedPartyAltID' required='N' />
+ <field name='RelatedPartyAltIDSource' required='N' />
+ <component name='RelatedAltPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='PreAllocMlegGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties3' required='N' />
+ <field name='AllocQty' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegIOIGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegIOIQty' required='N' />
+ <component name='LegStipulations' required='N' />
+ </group>
+ </component>
+ <component name='RelationshipRiskWarningLevels'>
+ <group name='NoRelationshipRiskWarningLevels' required='N'>
+ <field name='RelationshipRiskWarningLevelPercent' required='N' />
+ <field name='RelationshipRiskWarningLevelName' required='N' />
+ </group>
+ </component>
+ <component name='BaseTradingRules'>
+ <component name='TickRules' required='N' />
+ <component name='LotTypeRules' required='N' />
+ <component name='PriceLimits' required='N' />
+ <field name='ExpirationCycle' required='N' />
+ <field name='MinTradeVol' required='N' />
+ <field name='MaxTradeVol' required='N' />
+ <field name='MaxPriceVariation' required='N' />
+ <field name='ImpliedMarketIndicator' required='N' />
+ <field name='TradingCurrency' required='N' />
+ <field name='RoundLot' required='N' />
+ <field name='MultilegModel' required='N' />
+ <field name='MultilegPriceMethod' required='N' />
+ <field name='PriceType' required='N' />
+ </component>
+ <component name='InstrumentExtension'>
+ <field name='DeliveryForm' required='N' />
+ <field name='PctAtRisk' required='N' />
+ <component name='AttrbGrp' required='N' />
+ </component>
+ <component name='LinesOfTextGrp'>
+ <group name='NoLinesOfText' required='Y'>
+ <field name='Text' required='Y' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='BidDescReqGrp'>
+ <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>
+ </component>
+ <component name='ContextPtysSubGrp'>
+ <group name='NoContextPartySubIDs' required='N'>
+ <field name='ContextPartySubID' required='N' />
+ <field name='ContextPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='MaturityRules'>
+ <group name='NoMaturityRules' required='N'>
+ <field name='MaturityRuleID' required='N' />
+ <field name='MaturityMonthYearFormat' required='N' />
+ <field name='MaturityMonthYearIncrementUnits' required='N' />
+ <field name='StartMaturityMonthYear' required='N' />
+ <field name='EndMaturityMonthYear' required='N' />
+ <field name='MaturityMonthYearIncrement' required='N' />
+ </group>
+ </component>
+ <component name='StrikeRules'>
+ <group name='NoStrikeRules' required='N'>
+ <field name='StrikeRuleID' required='N' />
+ <field name='StartStrikePxRange' required='N' />
+ <field name='EndStrikePxRange' required='N' />
+ <field name='StrikeIncrement' required='N' />
+ <field name='StrikeExerciseStyle' required='N' />
+ <component name='MaturityRules' required='N' />
+ </group>
+ </component>
+ <component name='QuotQualGrp'>
+ <group name='NoQuoteQualifiers' required='N'>
+ <field name='QuoteQualifier' required='N' />
+ </group>
+ </component>
+ <component name='PreAllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='AllocQty' required='N' />
+ </group>
+ </component>
+ <component name='MDRjctGrp'>
+ <group name='NoAltMDSource' required='N'>
+ <field name='AltMDSourceID' required='N' />
+ </group>
+ </component>
+ <component name='Instrument'>
+ <field name='Symbol' required='N' />
+ <field name='SymbolSfx' required='N' />
+ <field name='SecurityID' required='N' />
+ <field name='SecurityIDSource' required='N' />
+ <component name='SecAltIDGrp' required='N' />
+ <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' />
+ <component name='EvntGrp' required='N' />
+ <field name='DatedDate' required='N' />
+ <field name='InterestAccrualDate' required='N' />
+ <field name='SecurityStatus' required='N' />
+ <field name='SettleOnOpenFlag' required='N' />
+ <field name='InstrmtAssignmentMethod' required='N' />
+ <field name='StrikeMultiplier' required='N' />
+ <field name='StrikeValue' required='N' />
+ <field name='MinPriceIncrement' required='N' />
+ <field name='PositionLimit' required='N' />
+ <field name='NTPositionLimit' required='N' />
+ <component name='InstrumentParties' required='N' />
+ <field name='UnitOfMeasure' required='N' />
+ <field name='TimeUnit' required='N' />
+ <field name='MaturityTime' required='N' />
+ <field name='SecurityGroup' required='N' />
+ <field name='MinPriceIncrementAmount' required='N' />
+ <field name='UnitOfMeasureQty' required='N' />
+ <component name='SecurityXML' required='N' />
+ <field name='ProductComplex' required='N' />
+ <field name='PriceUnitOfMeasure' required='N' />
+ <field name='PriceUnitOfMeasureQty' required='N' />
+ <field name='SettlMethod' required='N' />
+ <field name='ExerciseStyle' required='N' />
+ <field name='OptPayoutAmount' required='N' />
+ <field name='PriceQuoteMethod' required='N' />
+ <field name='ListMethod' required='N' />
+ <field name='CapPrice' required='N' />
+ <field name='FloorPrice' required='N' />
+ <field name='PutOrCall' required='N' />
+ <field name='FlexibleIndicator' required='N' />
+ <field name='FlexProductEligibilityIndicator' required='N' />
+ <field name='ValuationMethod' required='N' />
+ <field name='ContractMultiplierUnit' required='N' />
+ <field name='FlowScheduleType' required='N' />
+ <field name='RestructuringType' required='N' />
+ <field name='Seniority' required='N' />
+ <field name='NotionalPercentageOutstanding' required='N' />
+ <field name='OriginalNotionalPercentageOutstanding' required='N' />
+ <field name='AttachmentPoint' required='N' />
+ <field name='DetachmentPoint' required='N' />
+ <field name='StrikePriceDeterminationMethod' required='N' />
+ <field name='StrikePriceBoundaryMethod' required='N' />
+ <field name='StrikePriceBoundaryPrecision' required='N' />
+ <field name='UnderlyingPriceDeterminationMethod' required='N' />
+ <field name='OptPayoutType' required='N' />
+ <component name='ComplexEvents' required='N' />
+ </component>
+ <component name='TradeCapLegUnderlyingsGrp'>
+ <group name='NoOfLegUnderlyings' required='N'>
+ <component name='UnderlyingLegInstrument' required='N' />
+ </group>
+ </component>
+ <component name='HopGrp'>
+ <group name='NoHops' required='N'>
+ <field name='HopCompID' required='N' />
+ <field name='HopSendingTime' required='N' />
+ <field name='HopRefID' required='N' />
+ </group>
+ </component>
+ <component name='AllocAckGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocPrice' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='IndividualAllocRejCode' required='N' />
+ <field name='AllocText' required='N' />
+ <field name='EncodedAllocTextLen' required='N' />
+ <field name='EncodedAllocText' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='IndividualAllocType' required='N' />
+ <field name='AllocQty' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='AllocPositionEffect' required='N' />
+ </group>
+ </component>
+ <component name='QuotReqLegsGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <component name='LegBenchmarkCurveData' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegRefID' required='N' />
+ </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' />
+ <component name='NstdPtys2SubGrp' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtMDReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Currency' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDEntrySize' required='N' />
+ <field name='MDStreamID' required='N' />
+ </group>
+ </component>
+ <component name='SideCrossOrdModGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <field name='AllocID' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='SideComplianceID' required='N' />
+ <field name='SideTimeInForce' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='OrigClOrdID' required='N' />
+ </group>
+ </component>
+ <component name='RootSubParties'>
+ <group name='NoRootPartySubIDs' required='N'>
+ <field name='RootPartySubID' required='N' />
+ <field name='RootPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='TrdCollGrp'>
+ <group name='NoTrades' required='N'>
+ <field name='TradeReportID' required='N' />
+ <field name='SecondaryTradeReportID' required='N' />
+ </group>
+ </component>
+ <component name='NestedParties3'>
+ <group name='NoNested3PartyIDs' required='N'>
+ <field name='Nested3PartyID' required='N' />
+ <field name='Nested3PartyIDSource' required='N' />
+ <field name='Nested3PartyRole' required='N' />
+ <component name='NstdPtys3SubGrp' required='N' />
+ </group>
+ </component>
+ <component name='StrategyParametersGrp'>
+ <group name='NoStrategyParameters' required='N'>
+ <field name='StrategyParameterName' required='N' />
+ <field name='StrategyParameterType' required='N' />
+ <field name='StrategyParameterValue' required='N' />
+ </group>
+ </component>
+ <component name='RelationshipRiskLimits'>
+ <group name='NoRelationshipRiskLimits' required='N'>
+ <field name='RelationshipRiskLimitType' required='N' />
+ <field name='RelationshipRiskLimitAmount' required='N' />
+ <field name='RelationshipRiskLimitCurrency' required='N' />
+ <field name='RelationshipRiskLimitPlatform' required='N' />
+ <component name='RelationshipRiskInstrumentScope' required='N' />
+ <component name='RelationshipRiskWarningLevels' required='N' />
+ </group>
+ </component>
+ <component name='PartyRelationships'>
+ <group name='NoPartyRelationships' required='N'>
+ <field name='PartyRelationship' required='N' />
+ </group>
+ </component>
+ <component name='StrmAsgnRptInstrmtGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='StreamAsgnType' required='N' />
+ <field name='MDStreamID' required='N' />
+ <field name='StreamAsgnRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='StrmAsgnReqInstrmtGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='MDEntrySize' required='N' />
+ <field name='MDStreamID' required='N' />
+ </group>
+ </component>
+ <component name='NestedParties4'>
+ <group name='NoNested4PartyIDs' required='N'>
+ <field name='Nested4PartyID' required='N' />
+ <field name='Nested4PartyIDSource' required='N' />
+ <field name='Nested4PartyRole' required='N' />
+ <component name='NstdPtys4SubGrp' required='N' />
+ </group>
+ </component>
+ <component name='TrdRepIndicatorsGrp'>
+ <group name='NoTrdRepIndicators' required='N'>
+ <field name='TrdRepPartyRole' required='N' />
+ <field name='TrdRepIndicator' required='N' />
+ </group>
+ </component>
+ <component name='RelSymDerivSecUpdGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <field name='ListUpdateAction' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='SecondaryPriceLimits' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='RelSymTransactTime' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrumentParties'>
+ <group name='NoDerivativeInstrumentParties' required='N'>
+ <field name='DerivativeInstrumentPartyID' required='N' />
+ <field name='DerivativeInstrumentPartyIDSource' required='N' />
+ <field name='DerivativeInstrumentPartyRole' required='N' />
+ <component name='DerivativeInstrumentPartySubIDsGrp' required='N' />
+ </group>
+ </component>
+ <component name='MarketDataFeedTypes'>
+ <group name='NoMDFeedTypes' required='N'>
+ <field name='MDFeedType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='MDBookType' required='N' />
+ </group>
+ </component>
+ <component name='TickRules'>
+ <group name='NoTickRules' required='N'>
+ <field name='StartTickPriceRange' required='N' />
+ <field name='EndTickPriceRange' required='N' />
+ <field name='TickIncrement' required='N' />
+ <field name='TickRuleType' required='N' />
+ </group>
+ </component>
+ <component name='RootParties'>
+ <group name='NoRootPartyIDs' required='N'>
+ <field name='RootPartyID' required='N' />
+ <field name='RootPartyIDSource' required='N' />
+ <field name='RootPartyRole' required='N' />
+ <component name='RootSubParties' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingInstrument'>
+ <field name='UnderlyingSymbol' required='N' />
+ <field name='UnderlyingSymbolSfx' required='N' />
+ <field name='UnderlyingSecurityID' required='N' />
+ <field name='UnderlyingSecurityIDSource' required='N' />
+ <component name='UndSecAltIDGrp' required='N' />
+ <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' />
+ <field name='UnderlyingAllocationPercent' required='N' />
+ <field name='UnderlyingSettlementType' required='N' />
+ <field name='UnderlyingCashAmount' required='N' />
+ <field name='UnderlyingCashType' required='N' />
+ <field name='UnderlyingUnitOfMeasure' required='N' />
+ <field name='UnderlyingTimeUnit' required='N' />
+ <field name='UnderlyingCapValue' required='N' />
+ <component name='UndlyInstrumentParties' required='N' />
+ <field name='UnderlyingSettlMethod' required='N' />
+ <field name='UnderlyingAdjustedQuantity' required='N' />
+ <field name='UnderlyingFXRate' required='N' />
+ <field name='UnderlyingFXRateCalc' required='N' />
+ <field name='UnderlyingMaturityTime' required='N' />
+ <field name='UnderlyingPutOrCall' required='N' />
+ <field name='UnderlyingExerciseStyle' required='N' />
+ <field name='UnderlyingUnitOfMeasureQty' required='N' />
+ <field name='UnderlyingPriceUnitOfMeasure' required='N' />
+ <field name='UnderlyingPriceUnitOfMeasureQty' required='N' />
+ <field name='UnderlyingContractMultiplierUnit' required='N' />
+ <field name='UnderlyingFlowScheduleType' required='N' />
+ <field name='UnderlyingRestructuringType' required='N' />
+ <field name='UnderlyingSeniority' required='N' />
+ <field name='UnderlyingNotionalPercentageOutstanding' required='N' />
+ <field name='UnderlyingOriginalNotionalPercentageOutstanding' required='N' />
+ <field name='UnderlyingAttachmentPoint' required='N' />
+ <field name='UnderlyingDetachmentPoint' required='N' />
+ </component>
+ <component name='QuotSetGrp'>
+ <group name='NoQuoteSets' required='Y'>
+ <field name='QuoteSetID' required='Y' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='QuoteSetValidUntilTime' required='N' />
+ <field name='TotNoQuoteEntries' required='Y' />
+ <field name='LastFragment' required='N' />
+ <component name='QuotEntryGrp' required='Y' />
+ </group>
+ </component>
+ <component name='AllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='MatchStatus' required='N' />
+ <field name='AllocPrice' required='N' />
+ <field name='AllocQty' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='NotifyBrokerOfCredit' required='N' />
+ <field name='AllocHandlInst' required='N' />
+ <field name='AllocText' required='N' />
+ <field name='EncodedAllocTextLen' required='N' />
+ <field name='EncodedAllocText' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='AllocAvgPx' required='N' />
+ <field name='AllocNetMoney' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='AllocSettlCurrAmt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlCurrFxRateCalc' required='N' />
+ <field name='AllocAccruedInterestAmt' required='N' />
+ <field name='AllocInterestAtMaturity' required='N' />
+ <component name='MiscFeesGrp' required='N' />
+ <component name='ClrInstGrp' required='N' />
+ <field name='AllocSettlInstType' required='N' />
+ <component name='SettlInstructionsData' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocMethod' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='IndividualAllocType' required='N' />
+ <field name='AllocPositionEffect' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ </group>
+ </component>
+ <component name='SettlPtysSubGrp'>
+ <group name='NoSettlPartySubIDs' required='N'>
+ <field name='SettlPartySubID' required='N' />
+ <field name='SettlPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='InstrumentPtysSubGrp'>
+ <group name='NoInstrumentPartySubIDs' required='N'>
+ <field name='InstrumentPartySubID' required='N' />
+ <field name='InstrumentPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='SecLstUpdRelSymsLegGrp'>
+ <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>
+ <component name='QuotReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='Side' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='QuotReqLegsGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuotePriceType' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ValidUntilTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Price2' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <component name='RateSource' required='N' />
+ </group>
+ </component>
+ <component name='QuotSetAckGrp'>
+ <group name='NoQuoteSets' required='N'>
+ <field name='QuoteSetID' required='N' />
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='TotNoQuoteEntries' required='N' />
+ <field name='LastFragment' required='N' />
+ <component name='QuotEntryAckGrp' required='N' />
+ <field name='TotNoCxldQuotes' required='N' />
+ <field name='TotNoAccQuotes' required='N' />
+ <field name='TotNoRejQuotes' required='N' />
+ <field name='QuoteSetValidUntilTime' required='N' />
+ </group>
+ </component>
+ <component name='RFQReqGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </group>
+ </component>
+ <component name='ApplIDReportGrp'>
+ <group name='NoApplIDs' required='N'>
+ <field name='RefApplID' required='N' />
+ <field name='ApplNewSeqNum' required='N' />
+ <field name='RefApplLastSeqNum' required='N' />
+ </group>
+ </component>
+ <component name='CpctyConfGrp'>
+ <group name='NoCapacities' required='Y'>
+ <field name='OrderCapacity' required='Y' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='OrderCapacityQty' required='Y' />
+ </group>
+ </component>
+ <component name='UndInstrmtGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ </group>
+ </component>
+ <component name='Parties'>
+ <group name='NoPartyIDs' required='N'>
+ <field name='PartyID' required='N' />
+ <field name='PartyIDSource' required='N' />
+ <field name='PartyRole' required='N' />
+ <component name='PtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='RequestedPartyRoleGrp'>
+ <group name='NoRequestedPartyRoles' required='N'>
+ <field name='RequestedPartyRole' required='N' />
+ </group>
+ </component>
+ <component name='TradingSessionRulesGrp'>
+ <group name='NoTradingSessionRules' required='N'>
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <component name='TradingSessionRules' required='N' />
+ </group>
+ </component>
+ <component name='UndlyInstrumentPtysSubGrp'>
+ <group name='NoUndlyInstrumentPartySubIDs' required='N'>
+ <field name='UnderlyingInstrumentPartySubID' required='N' />
+ <field name='UnderlyingInstrumentPartySubIDType' required='N' />
+ </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' />
+ <component name='NstdPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='TrdgSesGrp'>
+ <group name='NoTradingSessions' required='N'>
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ </group>
+ </component>
+ <component name='AffectedOrdGrp'>
+ <group name='NoAffectedOrders' required='N'>
+ <field name='OrigClOrdID' required='N' />
+ <field name='AffectedOrderID' required='N' />
+ <field name='AffectedSecondaryOrderID' required='N' />
+ </group>
+ </component>
+ <component name='CommissionData'>
+ <field name='Commission' required='N' />
+ <field name='CommType' required='N' />
+ <field name='CommCurrency' required='N' />
+ <field name='FundRenewWaiv' required='N' />
+ </component>
+ <component name='RelationshipRiskSecAltIDGrp'>
+ <group name='NoRelationshipRiskSecurityAltID' required='N'>
+ <field name='RelationshipRiskSecurityAltID' required='N' />
+ <field name='RelationshipRiskSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='FillsGrp'>
+ <group name='NoFills' required='N'>
+ <field name='FillExecID' required='N' />
+ <field name='FillPx' required='N' />
+ <field name='FillQty' required='N' />
+ <component name='NestedParties4' required='N' />
+ <field name='FillLiquidityInd' required='N' />
+ </group>
+ </component>
+ <component name='NotAffectedOrdersGrp'>
+ <group name='NoNotAffectedOrders' required='N'>
+ <field name='NotAffOrigClOrdID' required='N' />
+ <field name='NotAffectedOrderID' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrument'>
+ <field name='DerivativeSymbol' required='N' />
+ <field name='DerivativeSymbolSfx' required='N' />
+ <field name='DerivativeSecurityID' required='N' />
+ <field name='DerivativeSecurityIDSource' required='N' />
+ <component name='DerivativeSecurityAltIDGrp' required='N' />
+ <field name='DerivativeProduct' required='N' />
+ <field name='DerivativeProductComplex' required='N' />
+ <field name='DerivFlexProductEligibilityIndicator' required='N' />
+ <field name='DerivativeSecurityGroup' required='N' />
+ <field name='DerivativeCFICode' required='N' />
+ <field name='DerivativeSecurityType' required='N' />
+ <field name='DerivativeSecuritySubType' required='N' />
+ <field name='DerivativeMaturityMonthYear' required='N' />
+ <field name='DerivativeMaturityDate' required='N' />
+ <field name='DerivativeMaturityTime' required='N' />
+ <field name='DerivativeSettleOnOpenFlag' required='N' />
+ <field name='DerivativeInstrmtAssignmentMethod' required='N' />
+ <field name='DerivativeSecurityStatus' required='N' />
+ <field name='DerivativeIssueDate' required='N' />
+ <field name='DerivativeInstrRegistry' required='N' />
+ <field name='DerivativeCountryOfIssue' required='N' />
+ <field name='DerivativeStateOrProvinceOfIssue' required='N' />
+ <field name='DerivativeStrikePrice' required='N' />
+ <field name='DerivativeLocaleOfIssue' required='N' />
+ <field name='DerivativeStrikeCurrency' required='N' />
+ <field name='DerivativeStrikeMultiplier' required='N' />
+ <field name='DerivativeStrikeValue' required='N' />
+ <field name='DerivativeOptAttribute' required='N' />
+ <field name='DerivativeContractMultiplier' required='N' />
+ <field name='DerivativeMinPriceIncrement' required='N' />
+ <field name='DerivativeMinPriceIncrementAmount' required='N' />
+ <field name='DerivativeUnitOfMeasure' required='N' />
+ <field name='DerivativeUnitOfMeasureQty' required='N' />
+ <field name='DerivativePriceUnitOfMeasure' required='N' />
+ <field name='DerivativePriceUnitOfMeasureQty' required='N' />
+ <field name='DerivativeExerciseStyle' required='N' />
+ <field name='DerivativeOptPayAmount' required='N' />
+ <field name='DerivativeTimeUnit' required='N' />
+ <field name='DerivativeSecurityExchange' required='N' />
+ <field name='DerivativePositionLimit' required='N' />
+ <field name='DerivativeNTPositionLimit' required='N' />
+ <field name='DerivativeIssuer' required='N' />
+ <field name='DerivativeEncodedIssuerLen' required='N' />
+ <field name='DerivativeEncodedIssuer' required='N' />
+ <field name='DerivativeSecurityDesc' required='N' />
+ <field name='DerivativeEncodedSecurityDescLen' required='N' />
+ <field name='DerivativeEncodedSecurityDesc' required='N' />
+ <field name='DerivativeContractSettlMonth' required='N' />
+ <component name='DerivativeEventsGrp' required='N' />
+ <component name='DerivativeInstrumentParties' required='N' />
+ <field name='DerivativeSettlMethod' required='N' />
+ <field name='DerivativePriceQuoteMethod' required='N' />
+ <field name='DerivativeValuationMethod' required='N' />
+ <field name='DerivativeListMethod' required='N' />
+ <field name='DerivativeCapPrice' required='N' />
+ <field name='DerivativeFloorPrice' required='N' />
+ <field name='DerivativePutOrCall' required='N' />
+ <component name='DerivativeSecurityXML' required='N' />
+ <field name='DerivativeContractMultiplierUnit' required='N' />
+ <field name='DerivativeFlowScheduleType' required='N' />
+ </component>
+ <component name='LegOrdGrp'>
+ <group name='NoLegs' required='Y'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='LegPreAllocGrp' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegAllocID' required='N' />
+ <field name='LegVolatility' required='N' />
+ <field name='LegDividendYield' required='N' />
+ <field name='LegCurrencyRatio' required='N' />
+ <field name='LegExecInst' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ </group>
+ </component>
+ <component name='RelSymDerivSecGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <field name='Currency' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='SecondaryPriceLimits' required='N' />
+ <field name='CorporateAction' required='N' />
+ <field name='RelSymTransactTime' required='N' />
+ </group>
+ </component>
+ <component name='DlvyInstGrp'>
+ <group name='NoDlvyInst' required='N'>
+ <field name='SettlInstSource' required='N' />
+ <field name='DlvyInstType' required='N' />
+ <component name='SettlParties' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtStrkPxGrp'>
+ <group name='NoStrikes' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='N' />
+ <field name='Currency' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='ContraGrp'>
+ <group name='NoContraBrokers' required='N'>
+ <field name='ContraBroker' required='N' />
+ <field name='ContraTrader' required='N' />
+ <field name='ContraTradeQty' required='N' />
+ <field name='ContraTradeTime' required='N' />
+ <field name='ContraLegRefID' required='N' />
+ </group>
+ </component>
+ <component name='RelatedPartyGrp'>
+ <group name='NoRelatedPartyIDs' required='N'>
+ <component name='RelatedPartyDetail' required='N' />
+ <component name='PartyRelationships' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeSecurityDefinition'>
+ <component name='DerivativeInstrument' required='N' />
+ <component name='DerivativeInstrumentAttribute' required='N' />
+ <component name='MarketSegmentGrp' required='N' />
+ </component>
+ <component name='PriceLimits'>
+ <field name='PriceLimitType' required='N' />
+ <field name='LowLimitPrice' required='N' />
+ <field name='HighLimitPrice' required='N' />
+ <field name='TradingReferencePrice' required='N' />
+ </component>
+ <component name='InstrmtGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ </group>
+ </component>
+ <component name='SecListGrp'>
+ <group name='NoRelatedSym' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='InstrumentExtension' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <component name='InstrmtLegSecListGrp' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <component name='SecurityTradingRules' required='N' />
+ <component name='StrikeRules' required='N' />
+ <field name='RelSymTransactTime' required='N' />
+ </group>
+ </component>
+ <component name='UndInstrmtCollGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='CollAction' required='N' />
+ </group>
+ </component>
+ <component name='CollInqQualGrp'>
+ <group name='NoCollInquiryQualifier' required='N'>
+ <field name='CollInquiryQualifier' required='N' />
+ </group>
+ </component>
+ <component name='RateSource'>
+ <group name='NoRateSources' required='N'>
+ <field name='RateSource' required='N' />
+ <field name='RateSourceType' required='N' />
+ <field name='ReferencePage' required='N' />
+ </group>
+ </component>
+ <component name='TradeReportOrderDetail'>
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListID' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='RefOrdIDReason' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='OrdStatus' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='LeavesQty' required='N' />
+ <field name='CumQty' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='ExpireTime' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='OrigCustOrderCapacity' required='N' />
+ <field name='OrderInputDevice' required='N' />
+ <field name='LotType' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <field name='BookingType' required='N' />
+ </component>
+ <component name='CompIDStatGrp'>
+ <group name='NoCompIDs' required='Y'>
+ <field name='RefCompID' required='Y' />
+ <field name='RefSubID' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='StatusValue' required='Y' />
+ <field name='StatusText' 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='ComplexEventTimes'>
+ <group name='NoComplexEventTimes' required='N'>
+ <field name='ComplexEventStartTime' required='N' />
+ <field name='ComplexEventEndTime' required='N' />
+ </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='QuotCxlEntriesGrp'>
+ <group name='NoQuoteEntries' required='N'>
+ <component name='Instrument' required='N' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' required='N' />
+ </group>
+ </component>
+ <component name='ContAmtGrp'>
+ <group name='NoContAmts' required='N'>
+ <field name='ContAmtType' required='N' />
+ <field name='ContAmtValue' required='N' />
+ <field name='ContAmtCurr' required='N' />
+ </group>
+ </component>
+ <component name='MDFullGrp'>
+ <group name='NoMDEntries' required='Y'>
+ <field name='MDEntryType' required='Y' />
+ <field name='MDEntryPx' required='N' />
+ <field name='Currency' required='N' />
+ <field name='MDEntrySize' required='N' />
+ <field name='MDEntryDate' required='N' />
+ <field name='MDEntryTime' required='N' />
+ <field name='TickDirection' required='N' />
+ <field name='MDMkt' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='QuoteCondition' required='N' />
+ <field name='TradeCondition' required='N' />
+ <field name='MDEntryOriginator' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='SellerDays' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='QuoteEntryID' required='N' />
+ <field name='MDEntryBuyer' required='N' />
+ <field name='MDEntrySeller' required='N' />
+ <field name='NumberOfOrders' required='N' />
+ <field name='MDEntryPositionNo' required='N' />
+ <field name='Scope' required='N' />
+ <field name='PriceDelta' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='MDPriceLevel' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='MDOriginType' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='TradeVolume' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDQuoteType' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='DealingCapacity' required='N' />
+ <field name='MDEntrySpotRate' required='N' />
+ <field name='MDEntryForwardPoints' required='N' />
+ <field name='MDEntryID' required='N' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='SecSizesGrp' required='N' />
+ <field name='LotType' required='N' />
+ <field name='SecurityTradingStatus' required='N' />
+ <field name='HaltReasonInt' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <component name='RateSource' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='FirstPx' required='N' />
+ <field name='LastPx' required='N' />
+ </group>
+ </component>
+ <component name='RiskInstrumentScope'>
+ <group name='NoRiskInstruments' required='N'>
+ <field name='RiskInstrumentOperator' required='N' />
+ <field name='RiskSymbol' required='N' />
+ <field name='RiskSymbolSfx' required='N' />
+ <field name='RiskSecurityID' required='N' />
+ <field name='RiskSecurityIDSource' required='N' />
+ <component name='RiskSecAltIDGrp' required='N' />
+ <field name='RiskProduct' required='N' />
+ <field name='RiskProductComplex' required='N' />
+ <field name='RiskSecurityGroup' required='N' />
+ <field name='RiskCFICode' required='N' />
+ <field name='RiskSecurityType' required='N' />
+ <field name='RiskSecuritySubType' required='N' />
+ <field name='RiskMaturityMonthYear' required='N' />
+ <field name='RiskMaturityTime' required='N' />
+ <field name='RiskRestructuringType' required='N' />
+ <field name='RiskSeniority' required='N' />
+ <field name='RiskPutOrCall' required='N' />
+ <field name='RiskFlexibleIndicator' required='N' />
+ <field name='RiskCouponRate' required='N' />
+ <field name='RiskSecurityExchange' required='N' />
+ <field name='RiskSecurityDesc' required='N' />
+ <field name='RiskEncodedSecurityDescLen' required='N' />
+ <field name='RiskEncodedSecurityDesc' required='N' />
+ <field name='RiskInstrumentSettlType' required='N' />
+ <field name='RiskInstrumentMultiplier' required='N' />
+ </group>
+ </component>
+ <component name='ContextParties'>
+ <group name='NoContextPartyIDs' required='N'>
+ <field name='ContextPartyID' required='N' />
+ <field name='ContextPartyIDSource' required='N' />
+ <field name='ContextPartyRole' required='N' />
+ <component name='ContextPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtys4SubGrp'>
+ <group name='NoNested4PartySubIDs' required='N'>
+ <field name='Nested4PartySubID' required='N' />
+ <field name='Nested4PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='MDIncGrp'>
+ <group name='NoMDEntries' required='Y'>
+ <field name='MDUpdateAction' required='Y' />
+ <field name='DeleteReason' required='N' />
+ <field name='MDEntryType' required='N' />
+ <field name='MDEntryID' required='N' />
+ <field name='MDEntryRefID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <component name='InstrmtLegGrp' 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='TradingSessionSubID' required='N' />
+ <field name='QuoteCondition' required='N' />
+ <field name='TradeCondition' required='N' />
+ <field name='MDEntryOriginator' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ <field name='OpenCloseSettlFlag' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='SellerDays' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='QuoteEntryID' required='N' />
+ <field name='MDEntryBuyer' required='N' />
+ <field name='MDEntrySeller' required='N' />
+ <field name='NumberOfOrders' required='N' />
+ <field name='MDEntryPositionNo' required='N' />
+ <field name='Scope' required='N' />
+ <field name='PriceDelta' required='N' />
+ <field name='NetChgPrevDay' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='MDOriginType' required='N' />
+ <field name='HighPx' required='N' />
+ <field name='LowPx' required='N' />
+ <field name='TradeVolume' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='MDQuoteType' required='N' />
+ <field name='RptSeq' required='N' />
+ <field name='DealingCapacity' required='N' />
+ <field name='MDEntrySpotRate' required='N' />
+ <field name='MDEntryForwardPoints' required='N' />
+ <field name='MDPriceLevel' required='N' />
+ <component name='Parties' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='MDSubBookType' required='N' />
+ <field name='MarketDepth' required='N' />
+ <field name='PriceType' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='SecSizesGrp' required='N' />
+ <field name='LotType' required='N' />
+ <field name='SecurityTradingStatus' required='N' />
+ <field name='HaltReasonInt' required='N' />
+ <field name='TrdType' required='N' />
+ <field name='MatchType' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='TransBkdTime' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='StatsIndGrp' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <component name='RateSource' required='N' />
+ <field name='FirstPx' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='MDStreamID' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingAmount'>
+ <group name='NoUnderlyingAmounts' required='N'>
+ <field name='UnderlyingPayAmount' required='N' />
+ <field name='UnderlyingCollectAmount' required='N' />
+ <field name='UnderlyingSettlementDate' required='N' />
+ <field name='UnderlyingSettlementStatus' required='N' />
+ </group>
+ </component>
+ <component name='TrdRegTimestamps'>
+ <group name='NoTrdRegTimestamps' required='N'>
+ <field name='TrdRegTimestamp' required='N' />
+ <field name='TrdRegTimestampType' required='N' />
+ <field name='TrdRegTimestampOrigin' required='N' />
+ <field name='DeskType' required='N' />
+ <field name='DeskTypeSource' required='N' />
+ <field name='DeskOrderHandlingInst' required='N' />
+ </group>
+ </component>
+ <component name='ComplexEvents'>
+ <group name='NoComplexEvents' required='N'>
+ <field name='ComplexEventType' required='N' />
+ <field name='ComplexOptPayoutAmount' required='N' />
+ <field name='ComplexEventPrice' required='N' />
+ <field name='ComplexEventPriceBoundaryMethod' required='N' />
+ <field name='ComplexEventPriceBoundaryPrecision' required='N' />
+ <field name='ComplexEventPriceTimeType' required='N' />
+ <field name='ComplexEventCondition' required='N' />
+ <component name='ComplexEventDates' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrumentAttribute'>
+ <group name='NoDerivativeInstrAttrib' required='N'>
+ <field name='DerivativeInstrAttribType' required='N' />
+ <field name='DerivativeInstrAttribValue' required='N' />
+ </group>
+ </component>
+ <component name='MarketSegmentGrp'>
+ <group name='NoMarketSegments' required='N'>
+ <field name='MarketID' required='N' />
+ <field name='MarketSegmentID' required='N' />
+ <component name='SecurityTradingRules' required='N' />
+ <component name='StrikeRules' required='N' />
+ </group>
+ </component>
+ <component name='LegQuotStatGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegOrderQty' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ </group>
+ </component>
+ <component name='QuotReqRjctGrp'>
+ <group name='NoRelatedSym' required='Y'>
+ <component name='Instrument' required='Y' />
+ <component name='FinancingDetails' required='N' />
+ <component name='UndInstrmtGrp' required='N' />
+ <field name='PrevClosePx' required='N' />
+ <field name='QuoteRequestType' required='N' />
+ <field name='QuoteType' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='Side' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Currency' required='N' />
+ <component name='Stipulations' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <component name='QuotReqLegsGrp' required='N' />
+ <component name='QuotQualGrp' required='N' />
+ <field name='QuotePriceType' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='TransactTime' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='Price2' required='N' />
+ <component name='YieldData' required='N' />
+ <component name='Parties' required='N' />
+ </group>
+ </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' />
+ <field name='PegPriceType' required='N' />
+ <field name='PegSecurityIDSource' required='N' />
+ <field name='PegSecurityID' required='N' />
+ <field name='PegSymbol' required='N' />
+ <field name='PegSecurityDesc' required='N' />
+ </component>
+ <component name='InstrumentParties'>
+ <group name='NoInstrumentParties' required='N'>
+ <field name='InstrumentPartyID' required='N' />
+ <field name='InstrumentPartyIDSource' required='N' />
+ <field name='InstrumentPartyRole' required='N' />
+ <component name='InstrumentPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='RiskSecAltIDGrp'>
+ <group name='NoRiskSecurityAltID' required='N'>
+ <field name='RiskSecurityAltID' required='N' />
+ <field name='RiskSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeSecurityAltIDGrp'>
+ <group name='NoDerivativeSecurityAltID' required='N'>
+ <field name='DerivativeSecurityAltID' required='N' />
+ <field name='DerivativeSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='SettlObligationInstructions'>
+ <group name='NoSettlOblig' required='N'>
+ <field name='NetGrossInd' required='N' />
+ <field name='SettlObligID' required='N' />
+ <field name='SettlObligTransType' required='N' />
+ <field name='SettlObligRefID' required='N' />
+ <field name='CcyAmt' required='N' />
+ <field name='SettlCurrAmt' required='N' />
+ <field name='Currency' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='SettlCurrFxRate' required='N' />
+ <field name='SettlDate' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='Parties' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ <component name='SettlDetails' required='N' />
+ </group>
+ </component>
+ <component name='LegQuotGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <component name='LegStipulations' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegPriceType' required='N' />
+ <field name='LegBidPx' required='N' />
+ <field name='LegOfferPx' required='N' />
+ <component name='LegBenchmarkCurveData' required='N' />
+ <field name='LegOrderQty' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegBidForwardPoints' required='N' />
+ <field name='LegOfferForwardPoints' required='N' />
+ </group>
+ </component>
+ <component name='ExecAllocGrp'>
+ <group name='NoExecs' required='N'>
+ <field name='LastQty' required='N' />
+ <field name='ExecID' required='N' />
+ <field name='SecondaryExecID' required='N' />
+ <field name='LastPx' required='N' />
+ <field name='LastParPx' required='N' />
+ <field name='LastCapacity' required='N' />
+ <field name='TradeID' required='N' />
+ <field name='FirmTradeID' required='N' />
+ </group>
+ </component>
+ <component name='TrdCapDtGrp'>
+ <group name='NoDates' required='N'>
+ <field name='TradeDate' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='LastUpdateTime' required='N' />
+ </group>
+ </component>
+ <component name='ExecInstRules'>
+ <group name='NoExecInstRules' required='N'>
+ <field name='ExecInstValue' required='N' />
+ </group>
+ </component>
+ <component name='TriggeringInstruction'>
+ <field name='TriggerType' required='N' />
+ <field name='TriggerAction' required='N' />
+ <field name='TriggerPrice' required='N' />
+ <field name='TriggerSymbol' required='N' />
+ <field name='TriggerSecurityID' required='N' />
+ <field name='TriggerSecurityIDSource' required='N' />
+ <field name='TriggerSecurityDesc' required='N' />
+ <field name='TriggerPriceType' required='N' />
+ <field name='TriggerPriceTypeScope' required='N' />
+ <field name='TriggerPriceDirection' required='N' />
+ <field name='TriggerNewPrice' required='N' />
+ <field name='TriggerOrderType' required='N' />
+ <field name='TriggerNewQty' required='N' />
+ <field name='TriggerTradingSessionID' required='N' />
+ <field name='TriggerTradingSessionSubID' required='N' />
+ </component>
+ <component name='IOIQualGrp'>
+ <group name='NoIOIQualifiers' required='N'>
+ <field name='IOIQualifier' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtysSubGrp'>
+ <group name='NoNestedPartySubIDs' required='N'>
+ <field name='NestedPartySubID' required='N' />
+ <field name='NestedPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='RelationshipRiskInstrumentScope'>
+ <group name='NoRelationshipRiskInstruments' required='N'>
+ <field name='RelationshipRiskInstrumentOperator' required='N' />
+ <field name='RelationshipRiskSymbol' required='N' />
+ <field name='RelationshipRiskSymbolSfx' required='N' />
+ <field name='RelationshipRiskSecurityID' required='N' />
+ <field name='RelationshipRiskSecurityIDSource' required='N' />
+ <component name='RelationshipRiskSecAltIDGrp' required='N' />
+ <field name='RelationshipRiskProduct' required='N' />
+ <field name='RelationshipRiskProductComplex' required='N' />
+ <field name='RelationshipRiskSecurityGroup' required='N' />
+ <field name='RelationshipRiskCFICode' required='N' />
+ <field name='RelationshipRiskSecurityType' required='N' />
+ <field name='RelationshipRiskSecuritySubType' required='N' />
+ <field name='RelationshipRiskMaturityMonthYear' required='N' />
+ <field name='RelationshipRiskMaturityTime' required='N' />
+ <field name='RelationshipRiskRestructuringType' required='N' />
+ <field name='RelationshipRiskSeniority' required='N' />
+ <field name='RelationshipRiskPutOrCall' required='N' />
+ <field name='RelationshipRiskFlexibleIndicator' required='N' />
+ <field name='RelationshipRiskCouponRate' required='N' />
+ <field name='RelationshipRiskSecurityExchange' required='N' />
+ <field name='RelationshipRiskSecurityDesc' required='N' />
+ <field name='RelationshipRiskEncodedSecurityDescLen' required='N' />
+ <field name='RelationshipRiskEncodedSecurityDesc' required='N' />
+ <field name='RelationshipRiskInstrumentSettlType' required='N' />
+ <field name='RelationshipRiskInstrumentMultiplier' required='N' />
+ </group>
+ </component>
+ <component name='PartyAltIDs'>
+ <group name='NoPartyAltIDs' required='N'>
+ <field name='PartyAltID' required='N' />
+ <field name='PartyAltIDSource' required='N' />
+ <component name='AltPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='PositionQty'>
+ <group name='NoPositions' required='N'>
+ <field name='PosType' required='N' />
+ <field name='LongQty' required='N' />
+ <field name='ShortQty' required='N' />
+ <field name='PosQtyStatus' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='QuantityDate' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtys2SubGrp'>
+ <group name='NoNested2PartySubIDs' required='N'>
+ <field name='Nested2PartySubID' required='N' />
+ <field name='Nested2PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='PosUndInstrmtGrp'>
+ <group name='NoUnderlyings' required='N'>
+ <component name='UnderlyingInstrument' required='N' />
+ <field name='UnderlyingSettlPrice' required='N' />
+ <field name='UnderlyingSettlPriceType' required='N' />
+ <component name='UnderlyingAmount' required='N' />
+ <field name='UnderlyingDeliveryAmount' 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' />
+ <component name='DlvyInstGrp' required='N' />
+ </component>
+ <component name='SideTrdRegTS'>
+ <group name='NoSideTrdRegTS' required='N'>
+ <field name='SideTrdRegTimestamp' required='N' />
+ <field name='SideTrdRegTimestampType' required='N' />
+ <field name='SideTrdRegTimestampSrc' required='N' />
+ </group>
+ </component>
+ <component name='StrmAsgnRptGrp'>
+ <group name='NoAsgnReqs' required='N'>
+ <component name='Parties' required='N' />
+ <component name='StrmAsgnRptInstrmtGrp' required='N' />
+ </group>
+ </component>
+ <component name='TradingSessionRules'>
+ <component name='OrdTypeRules' required='N' />
+ <component name='TimeInForceRules' required='N' />
+ <component name='ExecInstRules' required='N' />
+ <component name='MatchRules' required='N' />
+ <component name='MarketDataFeedTypes' required='N' />
+ </component>
+ <component name='MsgTypeGrp'>
+ <group name='NoMsgTypes' required='N'>
+ <field name='RefMsgType' required='N' />
+ <field name='MsgDirection' required='N' />
+ <field name='RefApplVerID' required='N' />
+ <field name='RefCstmApplVerID' required='N' />
+ <field name='RefApplExtID' required='N' />
+ <field name='DefaultVerIndicator' required='N' />
+ </group>
+ </component>
+ <component name='UndSecAltIDGrp'>
+ <group name='NoUnderlyingSecurityAltID' required='N'>
+ <field name='UnderlyingSecurityAltID' required='N' />
+ <field name='UnderlyingSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='ExecCollGrp'>
+ <group name='NoExecs' required='N'>
+ <field name='ExecID' required='N' />
+ </group>
+ </component>
+ <component name='RelatedContextPtysSubGrp'>
+ <group name='NoRelatedContextPartySubIDs' required='N'>
+ <field name='RelatedContextPartySubID' required='N' />
+ <field name='RelatedContextPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingLegSecurityAltIDGrp'>
+ <group name='NoUnderlyingLegSecurityAltID' required='N'>
+ <field name='UnderlyingLegSecurityAltID' required='N' />
+ <field name='UnderlyingLegSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='DisplayInstruction'>
+ <field name='SecondaryDisplayQty' required='N' />
+ <field name='DisplayWhen' required='N' />
+ <field name='DisplayMethod' required='N' />
+ <field name='DisplayLowQty' required='N' />
+ <field name='DisplayHighQty' required='N' />
+ <field name='DisplayMinIncr' required='N' />
+ <field name='RefreshQty' required='N' />
+ <field name='DisplayQty' required='N' />
+ </component>
+ <component name='QuotEntryGrp'>
+ <group name='NoQuoteEntries' required='Y'>
+ <field name='QuoteEntryID' required='Y' />
+ <component name='Instrument' required='N' />
+ <component name='InstrmtLegGrp' 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='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='Currency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ </group>
+ </component>
+ <component name='RgstDtlsGrp'>
+ <group name='NoRegistDtls' required='N'>
+ <field name='RegistDtls' required='N' />
+ <field name='RegistEmail' required='N' />
+ <field name='MailingDtls' required='N' />
+ <field name='MailingInst' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='OwnerType' required='N' />
+ <field name='DateOfBirth' required='N' />
+ <field name='InvestorCountryOfResidence' required='N' />
+ </group>
+ </component>
+ <component name='NstdPtys3SubGrp'>
+ <group name='NoNested3PartySubIDs' required='N'>
+ <field name='Nested3PartySubID' required='N' />
+ <field name='Nested3PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='RelatedPartyDetail'>
+ <field name='RelatedPartyID' required='N' />
+ <field name='RelatedPartyIDSource' required='N' />
+ <field name='RelatedPartyRole' required='N' />
+ <component name='RelatedPtysSubGrp' required='N' />
+ <component name='RelatedPartyAltIDs' required='N' />
+ <component name='RelatedContextParties' required='N' />
+ <component name='RelationshipRiskLimits' required='N' />
+ </component>
+ <component name='DerivativeEventsGrp'>
+ <group name='NoDerivativeEvents' required='N'>
+ <field name='DerivativeEventType' required='N' />
+ <field name='DerivativeEventDate' required='N' />
+ <field name='DerivativeEventTime' required='N' />
+ <field name='DerivativeEventPx' required='N' />
+ <field name='DerivativeEventText' required='N' />
+ </group>
+ </component>
+ <component name='NestedInstrumentAttribute'>
+ <group name='NoNestedInstrAttrib' required='N'>
+ <field name='NestedInstrAttribType' required='N' />
+ <field name='NestedInstrAttribValue' required='N' />
+ </group>
+ </component>
+ <component name='SecondaryPriceLimits'>
+ <field name='SecondaryPriceLimitType' required='N' />
+ <field name='SecondaryLowLimitPrice' required='N' />
+ <field name='SecondaryHighLimitPrice' required='N' />
+ <field name='SecondaryTradingReferencePrice' required='N' />
+ </component>
+ <component name='SecurityXML'>
+ <field name='SecurityXMLLen' required='N' />
+ <field name='SecurityXML' required='N' />
+ <field name='SecurityXMLSchema' required='N' />
+ </component>
+ <component name='EvntGrp'>
+ <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' />
+ <field name='EventTime' required='N' />
+ </group>
+ </component>
+ <component name='CompIDReqGrp'>
+ <group name='NoCompIDs' required='N'>
+ <field name='RefCompID' required='N' />
+ <field name='RefSubID' required='N' />
+ <field name='LocationID' required='N' />
+ <field name='DeskID' required='N' />
+ </group>
+ </component>
+ <component name='UnderlyingLegInstrument'>
+ <field name='UnderlyingLegSymbol' required='N' />
+ <field name='UnderlyingLegSymbolSfx' required='N' />
+ <field name='UnderlyingLegSecurityID' required='N' />
+ <field name='UnderlyingLegSecurityIDSource' required='N' />
+ <component name='UnderlyingLegSecurityAltIDGrp' required='N' />
+ <field name='UnderlyingLegCFICode' required='N' />
+ <field name='UnderlyingLegSecurityType' required='N' />
+ <field name='UnderlyingLegSecuritySubType' required='N' />
+ <field name='UnderlyingLegMaturityMonthYear' required='N' />
+ <field name='UnderlyingLegMaturityDate' required='N' />
+ <field name='UnderlyingLegMaturityTime' required='N' />
+ <field name='UnderlyingLegStrikePrice' required='N' />
+ <field name='UnderlyingLegOptAttribute' required='N' />
+ <field name='UnderlyingLegPutOrCall' required='N' />
+ <field name='UnderlyingLegSecurityExchange' required='N' />
+ <field name='UnderlyingLegSecurityDesc' required='N' />
+ </component>
+ <component name='SecSizesGrp'>
+ <group name='NoOfSecSizes' required='N'>
+ <field name='MDSecSizeType' required='N' />
+ <field name='MDSecSize' required='N' />
+ </group>
+ </component>
+ <component name='SecTypesGrp'>
+ <group name='NoSecurityTypes' required='N'>
+ <field name='SecurityType' required='N' />
+ <field name='SecuritySubType' required='N' />
+ <field name='Product' required='N' />
+ <field name='CFICode' required='N' />
+ <field name='TransactTime' required='N' />
+ </group>
+ </component>
+ <component name='AttrbGrp'>
+ <group name='NoInstrAttrib' required='N'>
+ <field name='InstrAttribType' required='N' />
+ <field name='InstrAttribValue' 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='RelatedPtysSubGrp'>
+ <group name='NoRelatedPartySubIDs' required='N'>
+ <field name='RelatedPartySubID' required='N' />
+ <field name='RelatedPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='ComplexEventDates'>
+ <group name='NoComplexEventDates' required='N'>
+ <field name='ComplexEventStartDate' required='N' />
+ <field name='ComplexEventEndDate' required='N' />
+ <component name='ComplexEventTimes' required='N' />
+ </group>
+ </component>
+ <component name='MiscFeesGrp'>
+ <group name='NoMiscFees' required='N'>
+ <field name='MiscFeeAmt' required='N' />
+ <field name='MiscFeeCurr' required='N' />
+ <field name='MiscFeeType' required='N' />
+ <field name='MiscFeeBasis' required='N' />
+ </group>
+ </component>
+ <component name='RoutingGrp'>
+ <group name='NoRoutingIDs' required='N'>
+ <field name='RoutingType' required='N' />
+ <field name='RoutingID' required='N' />
+ </group>
+ </component>
+ <component name='PartyListGrp'>
+ <group name='NoPartyList' required='N'>
+ <component name='PartyDetail' required='N' />
+ <component name='RelatedPartyGrp' required='N' />
+ </group>
+ </component>
+ <component name='RgstDistInstGrp'>
+ <group name='NoDistribInsts' required='N'>
+ <field name='DistribPaymentMethod' required='N' />
+ <field name='DistribPercentage' required='N' />
+ <field name='CashDistribCurr' required='N' />
+ <field name='CashDistribAgentName' required='N' />
+ <field name='CashDistribAgentCode' required='N' />
+ <field name='CashDistribAgentAcctNumber' required='N' />
+ <field name='CashDistribPayRef' required='N' />
+ <field name='CashDistribAgentAcctName' required='N' />
+ </group>
+ </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='ListOrdGrp'>
+ <group name='NoOrders' required='Y'>
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListSeqNo' required='Y' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='SettlInstMode' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <field name='Account' required='N' />
+ <field name='AcctIDSource' required='N' />
+ <field name='AccountType' required='N' />
+ <field name='DayBookingInst' required='N' />
+ <field name='BookingUnit' required='N' />
+ <field name='AllocID' required='N' />
+ <field name='PreallocMethod' required='N' />
+ <component name='PreAllocGrp' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='CashMargin' required='N' />
+ <field name='ClearingFeeIndicator' required='N' />
+ <field name='HandlInst' required='N' />
+ <field name='ExecInst' required='N' />
+ <field name='MinQty' required='N' />
+ <field name='MaxFloor' required='N' />
+ <field name='ExDestination' required='N' />
+ <component name='TrdgSesGrp' required='N' />
+ <field name='ProcessCode' required='N' />
+ <component name='Instrument' required='Y' />
+ <component name='UndInstrmtGrp' 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' />
+ <component name='Stipulations' required='N' />
+ <field name='QtyType' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='OrdType' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='Price' required='N' />
+ <field name='StopPx' required='N' />
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
+ <component name='YieldData' required='N' />
+ <field name='Currency' required='N' />
+ <field name='ComplianceID' required='N' />
+ <field name='SolicitedFlag' required='N' />
+ <field name='IOIID' required='N' />
+ <field name='QuoteID' required='N' />
+ <field name='TimeInForce' required='N' />
+ <field name='EffectiveTime' required='N' />
+ <field name='ExpireDate' required='N' />
+ <field name='ExpireTime' required='N' />
+ <field name='GTBookingInst' required='N' />
+ <component name='CommissionData' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ <field name='CustOrderCapacity' required='N' />
+ <field name='ForexReq' required='N' />
+ <field name='SettlCurrency' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='Price2' required='N' />
+ <field name='PositionEffect' required='N' />
+ <field name='CoveredOrUncovered' required='N' />
+ <field name='MaxShow' required='N' />
+ <component name='PegInstructions' required='N' />
+ <component name='DiscretionInstructions' required='N' />
+ <field name='TargetStrategy' required='N' />
+ <field name='TargetStrategyParameters' required='N' />
+ <field name='ParticipationRate' required='N' />
+ <field name='Designation' required='N' />
+ <component name='StrategyParametersGrp' required='N' />
+ <field name='MatchIncrement' required='N' />
+ <field name='MaxPriceLevels' required='N' />
+ <component name='DisplayInstruction' required='N' />
+ <field name='PriceProtectionScope' required='N' />
+ <component name='TriggeringInstruction' required='N' />
+ <field name='RefOrderID' required='N' />
+ <field name='RefOrderIDSource' required='N' />
+ <field name='PreTradeAnonymity' required='N' />
+ <field name='ExDestinationIDSource' required='N' />
+ </group>
+ </component>
+ <component name='PtysSubGrp'>
+ <group name='NoPartySubIDs' required='N'>
+ <field name='PartySubID' required='N' />
+ <field name='PartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='TrdInstrmtLegGrp'>
+ <group name='NoLegs' required='N'>
+ <component name='InstrumentLeg' required='N' />
+ <field name='LegQty' required='N' />
+ <field name='LegSwapType' required='N' />
+ <component name='LegStipulations' required='N' />
+ <field name='LegPositionEffect' required='N' />
+ <field name='LegCoveredOrUncovered' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='LegRefID' required='N' />
+ <field name='LegSettlType' required='N' />
+ <field name='LegSettlDate' required='N' />
+ <field name='LegLastPx' required='N' />
+ <field name='LegReportID' required='N' />
+ <field name='LegSettlCurrency' required='N' />
+ <field name='LegLastForwardPoints' required='N' />
+ <field name='LegCalculatedCcyLastQty' required='N' />
+ <field name='LegGrossTradeAmt' required='N' />
+ <field name='LegNumber' required='N' />
+ <component name='TradeCapLegUnderlyingsGrp' required='N' />
+ <field name='LegVolatility' required='N' />
+ <field name='LegDividendYield' required='N' />
+ <field name='LegCurrencyRatio' required='N' />
+ <field name='LegExecInst' required='N' />
+ <field name='LegLastQty' required='N' />
+ </group>
+ </component>
+ <component name='TrdAllocGrp'>
+ <group name='NoAllocs' required='N'>
+ <field name='AllocAccount' required='N' />
+ <field name='AllocAcctIDSource' required='N' />
+ <field name='AllocSettlCurrency' required='N' />
+ <field name='IndividualAllocID' required='N' />
+ <component name='NestedParties2' required='N' />
+ <field name='AllocQty' required='N' />
+ <field name='AllocCustomerCapacity' required='N' />
+ <field name='AllocMethod' required='N' />
+ <field name='SecondaryIndividualAllocID' required='N' />
+ <field name='AllocClearingFeeIndicator' required='N' />
+ </group>
+ </component>
+ <component name='StrmAsgnReqGrp'>
+ <group name='NoAsgnReqs' required='N'>
+ <component name='Parties' required='N' />
+ <component name='StrmAsgnReqInstrmtGrp' required='N' />
+ </group>
+ </component>
+ <component name='ApplIDRequestGrp'>
+ <group name='NoApplIDs' required='N'>
+ <field name='RefApplID' required='N' />
+ <field name='ApplBegSeqNum' required='N' />
+ <field name='ApplEndSeqNum' required='N' />
+ <component name='NestedParties' required='N' />
+ <field name='RefApplReqID' required='N' />
+ </group>
+ </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='ClrInstGrp'>
+ <group name='NoClearingInstructions' required='N'>
+ <field name='ClearingInstruction' required='N' />
+ </group>
+ </component>
+ <component name='OrdAllocGrp'>
+ <group name='NoOrders' required='N'>
+ <field name='ClOrdID' required='N' />
+ <field name='OrderID' required='N' />
+ <field name='SecondaryOrderID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ListID' required='N' />
+ <component name='NestedParties2' required='N' />
+ <field name='OrderQty' required='N' />
+ <field name='OrderAvgPx' required='N' />
+ <field name='OrderBookingQty' required='N' />
+ </group>
+ </component>
+ <component name='RiskWarningLevels'>
+ <group name='NoRiskWarningLevels' required='N'>
+ <field name='RiskWarningLevelPercent' required='N' />
+ <field name='RiskWarningLevelName' required='N' />
+ </group>
+ </component>
+ <component name='NewsRefGrp'>
+ <group name='NoNewsRefIDs' required='N'>
+ <field name='NewsRefID' required='N' />
+ <field name='NewsRefType' required='N' />
+ </group>
+ </component>
+ <component name='SettlDetails'>
+ <group name='NoSettlDetails' required='N'>
+ <field name='SettlObligSource' required='N' />
+ <component name='SettlParties' required='N' />
+ </group>
+ </component>
+ <component name='OrdListStatGrp'>
+ <group name='NoOrders' required='Y'>
+ <field name='ClOrdID' required='N' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='CumQty' required='Y' />
+ <field name='OrdStatus' required='Y' />
+ <field name='WorkingIndicator' required='N' />
+ <field name='LeavesQty' required='Y' />
+ <field name='CxlQty' required='Y' />
+ <field name='AvgPx' required='Y' />
+ <field name='OrdRejReason' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ <field name='OrderID' required='N' />
+ </group>
+ </component>
+ <component name='BidCompRspGrp'>
+ <group name='NoBidComponents' required='Y'>
+ <component name='CommissionData' required='Y' />
+ <field name='ListID' required='N' />
+ <field name='Country' required='N' />
+ <field name='Side' required='N' />
+ <field name='Price' required='N' />
+ <field name='PriceType' required='N' />
+ <field name='FairValue' required='N' />
+ <field name='NetGrossInd' required='N' />
+ <field name='SettlType' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='OrdTypeRules'>
+ <group name='NoOrdTypeRules' required='N'>
+ <field name='OrdType' required='N' />
+ </group>
+ </component>
+ <component name='SideCrossOrdCxlGrp'>
+ <group name='NoSides' required='Y'>
+ <field name='Side' required='Y' />
+ <field name='OrigClOrdID' required='N' />
+ <field name='ClOrdID' required='Y' />
+ <field name='SecondaryClOrdID' required='N' />
+ <field name='ClOrdLinkID' required='N' />
+ <field name='OrigOrdModTime' required='N' />
+ <component name='Parties' required='N' />
+ <field name='TradeOriginationDate' required='N' />
+ <field name='TradeDate' required='N' />
+ <component name='OrderQtyData' required='Y' />
+ <field name='ComplianceID' required='N' />
+ <field name='Text' required='N' />
+ <field name='EncodedTextLen' required='N' />
+ <field name='EncodedText' required='N' />
+ </group>
+ </component>
+ <component name='RelatedContextParties'>
+ <group name='NoRelatedContextPartyIDs' required='N'>
+ <field name='RelatedContextPartyID' required='N' />
+ <field name='RelatedContextPartyIDSource' required='N' />
+ <field name='RelatedContextPartyRole' required='N' />
+ <component name='RelatedContextPtysSubGrp' required='N' />
+ </group>
+ </component>
+ <component name='ExpirationQty'>
+ <group name='NoExpiration' required='N'>
+ <field name='ExpirationQtyType' required='N' />
+ <field name='ExpQty' required='N' />
+ </group>
+ </component>
+ <component name='QuotEntryAckGrp'>
+ <group name='NoQuoteEntries' required='N'>
+ <field name='QuoteEntryID' required='N' />
+ <component name='Instrument' required='N' />
+ <component name='InstrmtLegGrp' 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='MidPx' required='N' />
+ <field name='BidYield' required='N' />
+ <field name='MidYield' required='N' />
+ <field name='OfferYield' required='N' />
+ <field name='TransactTime' required='N' />
+ <field name='TradingSessionID' required='N' />
+ <field name='TradingSessionSubID' required='N' />
+ <field name='SettlDate' required='N' />
+ <field name='OrdType' required='N' />
+ <field name='SettlDate2' required='N' />
+ <field name='OrderQty2' required='N' />
+ <field name='BidForwardPoints2' required='N' />
+ <field name='OfferForwardPoints2' required='N' />
+ <field name='Currency' required='N' />
+ <field name='QuoteEntryRejectReason' required='N' />
+ <field name='QuoteEntryStatus' required='N' />
+ <field name='BookingType' required='N' />
+ <field name='OrderCapacity' required='N' />
+ <field name='OrderRestrictions' required='N' />
+ </group>
+ </component>
+ <component name='DerivativeInstrumentPartySubIDsGrp'>
+ <group name='NoDerivativeInstrumentPartySubIDs' required='N'>
+ <field name='DerivativeInstrumentPartySubID' required='N' />
+ <field name='DerivativeInstrumentPartySubIDType' required='N' />
+ </group>
+ </component>
+ <component name='SecurityTradingRules'>
+ <component name='BaseTradingRules' required='N' />
+ <component name='TradingSessionRulesGrp' required='N' />
+ <component name='NestedInstrumentAttribute' required='N' />
+ </component>
+ <component name='LegSecAltIDGrp'>
+ <group name='NoLegSecurityAltID' required='N'>
+ <field name='LegSecurityAltID' required='N' />
+ <field name='LegSecurityAltIDSource' required='N' />
+ </group>
+ </component>
+ <component name='StatsIndGrp'>
+ <group name='NoStatsIndicators' required='N'>
+ <field name='StatsType' required='N' />
+ </group>
+ </component>
+ <component name='InstrmtLegSecListGrp'>
+ <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>
+ <component name='UndlyInstrumentParties'>
+ <group name='NoUndlyInstrumentParties' required='N'>
+ <field name='UnderlyingInstrumentPartyID' required='N' />
+ <field name='UnderlyingInstrumentPartyIDSource' required='N' />
+ <field name='UnderlyingInstrumentPartyRole' required='N' />
+ <component name='UndlyInstrumentPtysSubGrp' required='N' />
+ </group>
+ </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='SEQNUM' />
+ <field number='8' name='BeginString' type='STRING' />
+ <field number='9' name='BodyLength' type='LENGTH' />
+ <field number='10' name='CheckSum' type='STRING' />
+ <field number='11' name='ClOrdID' type='STRING' />
+ <field number='12' name='Commission' type='AMT' />
+ <field number='13' name='CommType' type='CHAR'>
+ <value enum='1' description='PER_UNIT' />
+ <value enum='2' description='PERCENT' />
+ <value enum='3' description='ABSOLUTE' />
+ <value enum='4' description='PERCENTAGE_WAIVED_4' />
+ <value enum='5' description='PERCENTAGE_WAIVED_5' />
+ <value enum='6' description='POINTS_PER_BOND_OR_CONTRACT' />
+ </field>
+ <field number='14' name='CumQty' type='QTY' />
+ <field number='15' name='Currency' type='CURRENCY' />
+ <field number='16' name='EndSeqNo' type='SEQNUM' />
+ <field number='17' name='ExecID' type='STRING' />
+ <field number='18' name='ExecInst' type='MULTIPLECHARVALUE'>
+ <value enum='0' description='STAY_ON_OFFER_SIDE' />
+ <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='PARTICIPANT_DONT_INITIATE' />
+ <value enum='7' description='STRICT_SCALE' />
+ <value enum='8' description='TRY_TO_SCALE' />
+ <value enum='9' description='STAY_ON_BID_SIDE' />
+ <value enum='A' description='NO_CROSS' />
+ <value enum='a' description='TRAILING_STOP_PEG' />
+ <value enum='B' description='OK_TO_CROSS' />
+ <value enum='b' description='STRICT_LIMIT' />
+ <value enum='c' description='IGNORE_PRICE_VALIDITY_CHECKS' />
+ <value enum='C' description='CALL_FIRST' />
+ <value enum='d' description='PEG_TO_LIMIT_PRICE' />
+ <value enum='D' description='PERCENT_OF_VOLUME' />
+ <value enum='E' description='DO_NOT_INCREASE' />
+ <value enum='e' description='WORK_TO_TARGET_STRATEGY' />
+ <value enum='F' description='DO_NOT_REDUCE' />
+ <value enum='G' description='ALL_OR_NONE' />
+ <value enum='H' description='REINSTATE_ON_SYSTEM_FAILURE' />
+ <value enum='I' description='INSTITUTIONS_ONLY' />
+ <value enum='J' description='REINSTATE_ON_TRADING_HALT' />
+ <value enum='K' description='CANCEL_ON_TRADING_HALT' />
+ <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='Q' description='CANCEL_ON_SYSTEM_FAILURE' />
+ <value enum='R' description='PRIMARY_PEG' />
+ <value enum='S' description='SUSPEND' />
+ <value enum='U' description='CUSTOMER_DISPLAY_INSTRUCTION' />
+ <value enum='V' description='NETTING' />
+ <value enum='W' description='PEG_TO_VWAP' />
+ <value enum='X' description='TRADE_ALONG' />
+ <value enum='Y' description='TRY_TO_STOP' />
+ <value enum='Z' description='CANCEL_IF_NOT_BEST' />
+ <value enum='f' description='INTERMARKET_SWEEP' />
+ <value enum='j' description='SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE' />
+ <value enum='g' description='EXTERNAL_ROUTING_ALLOWED' />
+ <value enum='h' description='EXTERNAL_ROUTING_NOT_ALLOWED' />
+ <value enum='i' description='IMBALANCE_ONLY' />
+ <value enum='T' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' />
+ <value enum='k' description='BEST_EXECUTION' />
+ <value enum='l' description='SUSPEND_ON_SYSTEM_FAILURE' />
+ <value enum='m' description='SUSPEND_ON_TRADING_HALT' />
+ <value enum='n' description='REINSTATE_ON_CONNECTION_LOSS' />
+ <value enum='o' description='CANCEL_ON_CONNECTION_LOSS' />
+ <value enum='p' description='SUSPEND_ON_CONNECTION_LOSS' />
+ <value enum='q' description='RELEASE_FROM_SUSPENSION' />
+ <value enum='r' description='EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED' />
+ <value enum='s' description='EXECUTE_AS_DURATION_NEUTRAL' />
+ <value enum='t' description='EXECUTE_AS_FX_NEUTRAL' />
+ </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' />
+ <value enum='A' description='BLOOMBERG_SYMBOL' />
+ <value enum='B' description='WERTPAPIER' />
+ <value enum='C' description='DUTCH' />
+ <value enum='D' description='VALOREN' />
+ <value enum='E' description='SICOVAM' />
+ <value enum='F' description='BELGIAN' />
+ <value enum='G' description='COMMON' />
+ <value enum='H' description='CLEARING_HOUSE' />
+ <value enum='I' description='ISDA_FPML_PRODUCT_SPECIFICATION' />
+ <value enum='J' description='OPTION_PRICE_REPORTING_AUTHORITY' />
+ <value enum='L' description='LETTER_OF_CREDIT' />
+ <value enum='K' description='ISDA_FPML_PRODUCT_URL' />
+ <value enum='M' description='MARKETPLACE_ASSIGNED_IDENTIFIER' />
+ </field>
+ <field number='23' name='IOIID' type='STRING' />
+ <field number='24' name='IOIOthSvc' type='CHAR' />
+ <field number='25' name='IOIQltyInd' type='CHAR'>
+ <value enum='H' description='HIGH' />
+ <value enum='L' description='LOW' />
+ <value enum='M' description='MEDIUM' />
+ </field>
+ <field number='26' name='IOIRefID' type='STRING' />
+ <field number='27' name='IOIQty' type='STRING'>
+ <value enum='0' description='1000000000' />
+ <value enum='S' description='SMALL' />
+ <value enum='M' description='MEDIUM' />
+ <value enum='L' description='LARGE' />
+ <value enum='U' description='UNDISCLOSED_QUANTITY' />
+ </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='LastQty' type='QTY' />
+ <field number='33' name='NoLinesOfText' type='NUMINGROUP' />
+ <field number='34' name='MsgSeqNum' type='SEQNUM' />
+ <field number='35' name='MsgType' type='STRING'>
+ <value enum='0' description='HEARTBEAT' />
+ <value enum='1' description='TESTREQUEST' />
+ <value enum='2' description='RESENDREQUEST' />
+ <value enum='3' description='REJECT' />
+ <value enum='4' description='SEQUENCERESET' />
+ <value enum='5' description='LOGOUT' />
+ <value enum='6' description='IOI' />
+ <value enum='7' description='ADVERTISEMENT' />
+ <value enum='8' description='EXECUTIONREPORT' />
+ <value enum='9' description='ORDERCANCELREJECT' />
+ <value enum='A' description='LOGON' />
+ <value enum='AA' description='DERIVATIVESECURITYLIST' />
+ <value enum='AB' description='NEWORDERMULTILEG' />
+ <value enum='AC' description='MULTILEGORDERCANCELREPLACE' />
+ <value enum='AD' description='TRADECAPTUREREPORTREQUEST' />
+ <value enum='AE' description='TRADECAPTUREREPORT' />
+ <value enum='AF' description='ORDERMASSSTATUSREQUEST' />
+ <value enum='AG' description='QUOTEREQUESTREJECT' />
+ <value enum='AH' description='RFQREQUEST' />
+ <value enum='AI' description='QUOTESTATUSREPORT' />
+ <value enum='AJ' description='QUOTERESPONSE' />
+ <value enum='AK' description='CONFIRMATION' />
+ <value enum='AL' description='POSITIONMAINTENANCEREQUEST' />
+ <value enum='AM' description='POSITIONMAINTENANCEREPORT' />
+ <value enum='AN' description='REQUESTFORPOSITIONS' />
+ <value enum='AO' description='REQUESTFORPOSITIONSACK' />
+ <value enum='AP' description='POSITIONREPORT' />
+ <value enum='AQ' description='TRADECAPTUREREPORTREQUESTACK' />
+ <value enum='AR' description='TRADECAPTUREREPORTACK' />
+ <value enum='AS' description='ALLOCATIONREPORT' />
+ <value enum='AT' description='ALLOCATIONREPORTACK' />
+ <value enum='AU' description='CONFIRMATION_ACK' />
+ <value enum='AV' description='SETTLEMENTINSTRUCTIONREQUEST' />
+ <value enum='AW' description='ASSIGNMENTREPORT' />
+ <value enum='AX' description='COLLATERALREQUEST' />
+ <value enum='AY' description='COLLATERALASSIGNMENT' />
+ <value enum='AZ' description='COLLATERALRESPONSE' />
+ <value enum='B' description='NEWS' />
+ <value enum='BA' description='COLLATERALREPORT' />
+ <value enum='BB' description='COLLATERALINQUIRY' />
+ <value enum='BC' description='NETWORKCOUNTERPARTYSYSTEMSTATUSREQUEST' />
+ <value enum='BD' description='NETWORKCOUNTERPARTYSYSTEMSTATUSRESPONSE' />
+ <value enum='BE' description='USERREQUEST' />
+ <value enum='BF' description='USERRESPONSE' />
+ <value enum='BG' description='COLLATERALINQUIRYACK' />
+ <value enum='BH' description='CONFIRMATIONREQUEST' />
+ <value enum='BI' description='TRADINGSESSIONLISTREQUEST' />
+ <value enum='BJ' description='TRADINGSESSIONLIST' />
+ <value enum='BK' description='SECURITYLISTUPDATEREPORT' />
+ <value enum='BL' description='ADJUSTEDPOSITIONREPORT' />
+ <value enum='BM' description='ALLOCATIONINSTRUCTIONALERT' />
+ <value enum='BN' description='EXECUTIONACKNOWLEDGEMENT' />
+ <value enum='BO' description='CONTRARYINTENTIONREPORT' />
+ <value enum='BP' description='SECURITYDEFINITIONUPDATEREPORT' />
+ <value enum='BQ' description='SETTLEMENTOBLIGATIONREPORT' />
+ <value enum='BR' description='DERIVATIVESECURITYLISTUPDATEREPORT' />
+ <value enum='BS' description='TRADINGSESSIONLISTUPDATEREPORT' />
+ <value enum='BT' description='MARKETDEFINITIONREQUEST' />
+ <value enum='BU' description='MARKETDEFINITION' />
+ <value enum='BV' description='MARKETDEFINITIONUPDATEREPORT' />
+ <value enum='BW' description='APPLICATIONMESSAGEREQUEST' />
+ <value enum='BX' description='APPLICATIONMESSAGEREQUESTACK' />
+ <value enum='BY' description='APPLICATIONMESSAGEREPORT' />
+ <value enum='BZ' description='ORDERMASSACTIONREPORT' />
+ <value enum='C' description='EMAIL' />
+ <value enum='CA' description='ORDERMASSACTIONREQUEST' />
+ <value enum='CB' description='USERNOTIFICATION' />
+ <value enum='CC' description='STREAMASSIGNMENTREQUEST' />
+ <value enum='CD' description='STREAMASSIGNMENTREPORT' />
+ <value enum='CE' description='STREAMASSIGNMENTREPORTACK' />
+ <value enum='CF' description='PARTYDETAILSLISTREQUEST' />
+ <value enum='CG' description='PARTYDETAILSLISTREPORT' />
+ <value enum='D' description='NEWORDERSINGLE' />
+ <value enum='E' description='NEWORDERLIST' />
+ <value enum='F' description='ORDERCANCELREQUEST' />
+ <value enum='G' description='ORDERCANCELREPLACEREQUEST' />
+ <value enum='H' description='ORDERSTATUSREQUEST' />
+ <value enum='J' description='ALLOCATIONINSTRUCTION' />
+ <value enum='K' description='LISTCANCELREQUEST' />
+ <value enum='L' description='LISTEXECUTE' />
+ <value enum='M' description='LISTSTATUSREQUEST' />
+ <value enum='N' description='LISTSTATUS' />
+ <value enum='P' description='ALLOCATIONINSTRUCTIONACK' />
+ <value enum='Q' description='DONTKNOWTRADEDK' />
+ <value enum='R' description='QUOTEREQUEST' />
+ <value enum='S' description='QUOTE' />
+ <value enum='T' description='SETTLEMENTINSTRUCTIONS' />
+ <value enum='V' description='MARKETDATAREQUEST' />
+ <value enum='W' description='MARKETDATASNAPSHOTFULLREFRESH' />
+ <value enum='X' description='MARKETDATAINCREMENTALREFRESH' />
+ <value enum='Y' description='MARKETDATAREQUESTREJECT' />
+ <value enum='Z' description='QUOTECANCEL' />
+ <value enum='a' description='QUOTESTATUSREQUEST' />
+ <value enum='b' description='MASSQUOTEACKNOWLEDGEMENT' />
+ <value enum='c' description='SECURITYDEFINITIONREQUEST' />
+ <value enum='d' description='SECURITYDEFINITION' />
+ <value enum='e' description='SECURITYSTATUSREQUEST' />
+ <value enum='f' description='SECURITYSTATUS' />
+ <value enum='g' description='TRADINGSESSIONSTATUSREQUEST' />
+ <value enum='h' description='TRADINGSESSIONSTATUS' />
+ <value enum='i' description='MASSQUOTE' />
+ <value enum='j' description='BUSINESSMESSAGEREJECT' />
+ <value enum='k' description='BIDREQUEST' />
+ <value enum='l' description='BIDRESPONSE' />
+ <value enum='m' description='LISTSTRIKEPRICE' />
+ <value enum='n' description='XML_NON_FIX' />
+ <value enum='o' description='REGISTRATIONINSTRUCTIONS' />
+ <value enum='p' description='REGISTRATIONINSTRUCTIONSRESPONSE' />
+ <value enum='q' description='ORDERMASSCANCELREQUEST' />
+ <value enum='r' description='ORDERMASSCANCELREPORT' />
+ <value enum='s' description='NEWORDERCROSS' />
+ <value enum='t' description='CROSSORDERCANCELREPLACEREQUEST' />
+ <value enum='u' description='CROSSORDERCANCELREQUEST' />
+ <value enum='v' description='SECURITYTYPEREQUEST' />
+ <value enum='w' description='SECURITYTYPES' />
+ <value enum='x' description='SECURITYLISTREQUEST' />
+ <value enum='y' description='SECURITYLIST' />
+ <value enum='z' description='DERIVATIVESECURITYLISTREQUEST' />
+ </field>
+ <field number='36' name='NewSeqNo' type='SEQNUM' />
+ <field number='37' name='OrderID' type='STRING' />
+ <field number='38' name='OrderQty' type='QTY' />
+ <field number='39' name='OrdStatus' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum='1' description='PARTIALLY_FILLED' />
+ <value enum='2' description='FILLED' />
+ <value enum='3' description='DONE_FOR_DAY' />
+ <value enum='4' description='CANCELED' />
+ <value enum='6' description='PENDING_CANCEL' />
+ <value enum='7' description='STOPPED' />
+ <value enum='8' description='REJECTED' />
+ <value enum='9' description='SUSPENDED' />
+ <value enum='A' description='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' />
+ <value enum='5' description='REPLACED' />
+ </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_MARKET' />
+ <value enum='D' description='PREVIOUSLY_QUOTED' />
+ <value enum='E' description='PREVIOUSLY_INDICATED' />
+ <value enum='F' description='FOREX_LIMIT' />
+ <value enum='G' description='FOREX_SWAP' />
+ <value enum='H' description='FOREX_PREVIOUSLY_QUOTED' />
+ <value enum='I' description='FUNARI' />
+ <value enum='J' description='MARKET_IF_TOUCHED' />
+ <value enum='K' description='MARKET_WITH_LEFT_OVER_AS_LIMIT' />
+ <value enum='L' description='PREVIOUS_FUND_VALUATION_POINT' />
+ <value enum='M' description='NEXT_FUND_VALUATION_POINT' />
+ <value enum='P' description='PEGGED' />
+ <value enum='Q' description='COUNTER_ORDER_SELECTION' />
+ </field>
+ <field number='41' name='OrigClOrdID' type='STRING' />
+ <field number='42' name='OrigTime' type='UTCTIMESTAMP' />
+ <field number='43' name='PossDupFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='44' name='Price' type='PRICE' />
+ <field number='45' name='RefSeqNum' type='SEQNUM' />
+ <field number='46' name='RelatdSym' type='STRING' />
+ <field number='47' name='Rule80A' type='CHAR'>
+ <value enum='A' description='AGENCY_SINGLE_ORDER' />
+ <value enum='B' description='SHORT_EXEMPT_TRANSACTION_B' />
+ <value enum='C' description='PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE' />
+ <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
+ <value enum='E' description='SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL' />
+ <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='PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING' />
+ <value enum='K' description='AGENCY_ALGORITHMIC_PROGRAM_TRADING' />
+ <value enum='L' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
+ <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
+ <value enum='N' description='AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE' />
+ <value enum='O' description='PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER' />
+ <value enum='P' description='PRINCIPAL' />
+ <value enum='R' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER' />
+ <value enum='S' description='SPECIALIST_TRADES' />
+ <value enum='T' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER' />
+ <value enum='U' description='AGENCY_INDEX_ARBITRAGE' />
+ <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='AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE' />
+ <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='Quantity' 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='A' description='CROSS_SHORT_EXEMPT' />
+ <value enum='B' description='AS_DEFINED' />
+ <value enum='C' description='OPPOSITE' />
+ <value enum='D' description='SUBSCRIBE' />
+ <value enum='E' description='REDEEM' />
+ <value enum='F' description='LEND' />
+ <value enum='G' description='BORROW' />
+ </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' />
+ <value enum='7' description='AT_THE_CLOSE' />
+ <value enum='8' description='GOOD_THROUGH_CROSSING' />
+ <value enum='9' description='AT_CROSSING' />
+ </field>
+ <field number='60' name='TransactTime' type='UTCTIMESTAMP' />
+ <field number='61' name='Urgency' type='CHAR'>
+ <value enum='0' description='NORMAL' />
+ <value enum='1' description='FLASH' />
+ <value enum='2' description='BACKGROUND' />
+ </field>
+ <field number='62' name='ValidUntilTime' type='UTCTIMESTAMP' />
+ <field number='63' name='SettlType' type='STRING'>
+ <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_AND_IF_ISSUED' />
+ <value enum='8' description='SELLERS_OPTION' />
+ <value enum='9' description='T_PLUS_5' />
+ <value enum='C' description='FX_SPOT_NEXT_SETTLEMENT' />
+ <value enum='B' description='BROKEN_DATE' />
+ </field>
+ <field number='64' name='SettlDate' type='LOCALMKTDATE' />
+ <field number='65' name='SymbolSfx' type='STRING'>
+ <value enum='CD' description='EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE' />
+ <value enum='WI' description='WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN' />
+ </field>
+ <field number='66' name='ListID' type='STRING' />
+ <field number='67' name='ListSeqNo' type='INT' />
+ <field number='68' name='TotNoOrders' type='INT' />
+ <field number='69' name='ListExecInst' type='STRING' />
+ <field number='70' name='AllocID' type='STRING' />
+ <field number='71' name='AllocTransType' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum='1' description='REPLACE' />
+ <value enum='2' description='CANCEL' />
+ <value enum='3' description='PRELIMINARY' />
+ <value enum='4' description='CALCULATED' />
+ <value enum='5' description='CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='6' description='REVERSAL' />
+ </field>
+ <field number='72' name='RefAllocID' type='STRING' />
+ <field number='73' name='NoOrders' type='NUMINGROUP' />
+ <field number='74' name='AvgPxPrecision' type='INT' />
+ <field number='75' name='TradeDate' type='LOCALMKTDATE' />
+ <field number='76' name='ExecBroker' type='STRING' />
+ <field number='77' name='PositionEffect' type='CHAR'>
+ <value enum='C' description='CLOSE' />
+ <value enum='F' description='FIFO' />
+ <value enum='O' description='OPEN' />
+ <value enum='R' description='ROLLED' />
+ <value enum='N' description='CLOSE_BUT_NOTIFY_ON_OPEN' />
+ <value enum='D' description='DEFAULT' />
+ </field>
+ <field number='78' name='NoAllocs' type='NUMINGROUP' />
+ <field number='79' name='AllocAccount' type='STRING' />
+ <field number='80' name='AllocQty' type='QTY' />
+ <field number='81' name='ProcessCode' type='CHAR'>
+ <value enum='0' description='REGULAR' />
+ <value enum='1' description='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='NUMINGROUP' />
+ <field number='86' name='DlvyInst' type='STRING' />
+ <field number='87' name='AllocStatus' type='INT'>
+ <value enum='0' description='ACCEPTED' />
+ <value enum='1' description='BLOCK_LEVEL_REJECT' />
+ <value enum='2' description='ACCOUNT_LEVEL_REJECT' />
+ <value enum='3' description='RECEIVED' />
+ <value enum='4' description='INCOMPLETE' />
+ <value enum='5' description='REJECTED_BY_INTERMEDIARY' />
+ <value enum='6' description='ALLOCATION_PENDING' />
+ <value enum='7' description='REVERSED' />
+ </field>
+ <field number='88' name='AllocRejCode' type='INT'>
+ <value enum='0' description='UNKNOWN_ACCOUNT' />
+ <value enum='1' description='INCORRECT_QUANTITY' />
+ <value enum='10' description='UNKNOWN_OR_STALE_EXECID' />
+ <value enum='11' description='MISMATCHED_DATA' />
+ <value enum='12' description='UNKNOWN_CLORDID' />
+ <value enum='13' description='WAREHOUSE_REQUEST_REJECTED' />
+ <value enum='2' description='INCORRECT_AVERAGEG_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_7' />
+ <value enum='8' description='INCORRECT_ALLOCATED_QUANTITY' />
+ <value enum='9' description='CALCULATION_DIFFERENCE' />
+ <value enum='99' description='OTHER_99' />
+ </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_1' />
+ <value enum='2' description='DES' />
+ <value enum='3' description='PKCS_3' />
+ <value enum='4' description='PGP_4' />
+ <value enum='5' description='PGP_5' />
+ <value enum='6' description='PEM' />
+ </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' />
+ <value enum='3' description='ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS' />
+ <value enum='4' description='UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST' />
+ <value enum='5' description='ORIGORDMODTIME' />
+ <value enum='6' description='DUPLICATE_CLORDID' />
+ <value enum='99' description='OTHER' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ <value enum='7' description='PRICE_EXCEEDS_CURRENT_PRICE' />
+ <value enum='8' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' />
+ </field>
+ <field number='103' name='OrdRejReason' type='INT'>
+ <value enum='0' description='BROKER' />
+ <value enum='1' description='UNKNOWN_SYMBOL' />
+ <value enum='10' description='INVALID_INVESTOR_ID' />
+ <value enum='11' description='UNSUPPORTED_ORDER_CHARACTERISTIC' />
+ <value enum='12' description='SURVEILLENCE_OPTION' />
+ <value enum='13' description='INCORRECT_QUANTITY' />
+ <value enum='14' description='INCORRECT_ALLOCATED_QUANTITY' />
+ <value enum='15' description='UNKNOWN_ACCOUNT' />
+ <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='9' description='TRADE_ALONG_REQUIRED' />
+ <value enum='99' description='OTHER' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ <value enum='16' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' />
+ </field>
+ <field number='104' name='IOIQualifier' type='CHAR'>
+ <value enum='A' description='ALL_OR_NONE' />
+ <value enum='B' description='MARKET_ON_CLOSE' />
+ <value enum='C' description='AT_THE_CLOSE' />
+ <value enum='D' description='VWAP' />
+ <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_SHOWN' />
+ <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='NUMINGROUP' />
+ <field number='125' name='CxlType' type='CHAR' />
+ <field number='126' name='ExpireTime' type='UTCTIMESTAMP' />
+ <field number='127' name='DKReason' type='CHAR'>
+ <value enum='A' description='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='F' description='CALCULATION_DIFFERENCE' />
+ <value enum='Z' description='OTHER' />
+ </field>
+ <field number='128' name='DeliverToCompID' type='STRING' />
+ <field number='129' name='DeliverToSubID' type='STRING' />
+ <field number='130' name='IOINaturalFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='131' name='QuoteReqID' type='STRING' />
+ <field number='132' name='BidPx' type='PRICE' />
+ <field number='133' name='OfferPx' type='PRICE' />
+ <field number='134' name='BidSize' type='QTY' />
+ <field number='135' name='OfferSize' type='QTY' />
+ <field number='136' name='NoMiscFees' type='NUMINGROUP' />
+ <field number='137' name='MiscFeeAmt' type='AMT' />
+ <field number='138' name='MiscFeeCurr' type='CURRENCY' />
+ <field number='139' name='MiscFeeType' type='STRING'>
+ <value enum='1' description='REGULATORY' />
+ <value enum='10' description='PER_TRANSACTION' />
+ <value enum='11' description='CONVERSION' />
+ <value enum='12' description='AGENT' />
+ <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' />
+ <value enum='13' description='TRANSFER_FEE' />
+ <value enum='14' description='SECURITY_LENDING' />
+ </field>
+ <field number='140' name='PrevClosePx' type='PRICE' />
+ <field number='141' name='ResetSeqNumFlag' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='142' name='SenderLocationID' type='STRING' />
+ <field number='143' name='TargetLocationID' type='STRING' />
+ <field number='144' name='OnBehalfOfLocationID' type='STRING' />
+ <field number='145' name='DeliverToLocationID' type='STRING' />
+ <field number='146' name='NoRelatedSym' type='NUMINGROUP' />
+ <field number='147' name='Subject' type='STRING' />
+ <field number='148' name='Headline' type='STRING' />
+ <field number='149' name='URLLink' type='STRING' />
+ <field number='150' name='ExecType' type='CHAR'>
+ <value enum='0' description='NEW' />
+ <value enum='3' description='DONE_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='RESTATED' />
+ <value enum='E' description='PENDING_REPLACE' />
+ <value enum='F' description='TRADE' />
+ <value enum='G' description='TRADE_CORRECT' />
+ <value enum='H' description='TRADE_CANCEL' />
+ <value enum='I' description='ORDER_STATUS' />
+ <value enum='J' description='TRADE_IN_A_CLEARING_HOLD' />
+ <value enum='K' description='TRADE_HAS_BEEN_RELEASED_TO_CLEARING' />
+ <value enum='L' description='TRIGGERED_OR_ACTIVATED_BY_SYSTEM' />
+ </field>
+ <field number='151' name='LeavesQty' type='QTY' />
+ <field number='152' name='CashOrderQty' type='QTY' />
+ <field number='153' name='AllocAvgPx' type='PRICE' />
+ <field number='154' name='AllocNetMoney' type='AMT' />
+ <field number='155' name='SettlCurrFxRate' type='FLOAT' />
+ <field number='156' name='SettlCurrFxRateCalc' type='CHAR'>
+ <value enum='M' description='MULTIPLY' />
+ <value enum='D' description='DIVIDE' />
+ </field>
+ <field number='157' name='NumDaysInterest' type='INT' />
+ <field number='158' name='AccruedInterestRate' type='PERCENTAGE' />
+ <field number='159' name='AccruedInterestAmt' type='AMT' />
+ <field number='160' name='SettlInstMode' type='CHAR'>
+ <value enum='0' description='DEFAULT' />
+ <value enum='1' description='STANDING_INSTRUCTIONS_PROVIDED' />
+ <value enum='2' description='SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING' />
+ <value enum='3' description='SPECIFIC_ALLOCATION_ACCOUNT_STANDING' />
+ <value enum='4' description='SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT' />
+ <value enum='5' description='REQUEST_REJECT' />
+ </field>
+ <field number='161' name='AllocText' type='STRING' />
+ <field number='162' name='SettlInstID' type='STRING' />
+ <field number='163' name='SettlInstTransType' type='CHAR'>
+ <value enum='C' description='CANCEL' />
+ <value enum='N' description='NEW' />
+ <value enum='R' description='REPLACE' />
+ <value enum='T' description='RESTATE' />
+ </field>
+ <field number='164' name='EmailThreadID' type='STRING' />
+ <field number='165' name='SettlInstSource' type='CHAR'>
+ <value enum='1' description='BROKERS_INSTRUCTIONS' />
+ <value enum='2' description='INSTITUTIONS_INSTRUCTIONS' />
+ <value enum='3' description='INVESTOR' />
+ </field>
+ <field number='166' name='SettlLocation' type='STRING'>
+ <value enum='CED' description='CEDEL' />
+ <value enum='DTC' description='DEPOSITORY_TRUST_COMPANY' />
+ <value enum='EUR' description='EURO_CLEAR' />
+ <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='ABS' description='ASSET_BACKED_SECURITIES' />
+ <value enum='AMENDED' description='AMENDED_RESTATED' />
+ <value enum='AN' description='OTHER_ANTICIPATION_NOTES' />
+ <value enum='BA' description='BANKERS_ACCEPTANCE' />
+ <value enum='BN' description='BANK_NOTES' />
+ <value enum='BOX' description='BILL_OF_EXCHANGES' />
+ <value enum='BRADY' description='BRADY_BOND' />
+ <value enum='BRIDGE' description='BRIDGE_LOAN' />
+ <value enum='BUYSELL' description='BUY_SELLBACK' />
+ <value enum='CB' description='CONVERTIBLE_BOND' />
+ <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' />
+ <value enum='CL' description='CALL_LOANS' />
+ <value enum='CMBS' description='CORP_MORTGAGE_BACKED_SECURITIES' />
+ <value enum='CMO' description='COLLATERALIZED_MORTGAGE_OBLIGATION' />
+ <value enum='COFO' description='CERTIFICATE_OF_OBLIGATION' />
+ <value enum='COFP' description='CERTIFICATE_OF_PARTICIPATION' />
+ <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='DEFLTED' description='DEFAULTED' />
+ <value enum='DINP' description='DEBTOR_IN_POSSESSION' />
+ <value enum='DN' description='DEPOSIT_NOTES' />
+ <value enum='DUAL' description='DUAL_CURRENCY' />
+ <value enum='EUCD' description='EURO_CERTIFICATE_OF_DEPOSIT' />
+ <value enum='EUCORP' description='EURO_CORPORATE_BOND' />
+ <value enum='EUCP' description='EURO_COMMERCIAL_PAPER' />
+ <value enum='EUSOV' description='EURO_SOVEREIGNS' />
+ <value enum='EUSUPRA' description='EURO_SUPRANATIONAL_COUPONS' />
+ <value enum='FAC' description='FEDERAL_AGENCY_COUPON' />
+ <value enum='FADN' description='FEDERAL_AGENCY_DISCOUNT_NOTE' />
+ <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' />
+ <value enum='FORWARD' description='FORWARD' />
+ <value enum='FUT' description='FUTURE' />
+ <value enum='GO' description='GENERAL_OBLIGATION_BONDS' />
+ <value enum='IET' description='IOETTE_MORTGAGE' />
+ <value enum='LOFC' description='LETTER_OF_CREDIT' />
+ <value enum='LQN' description='LIQUIDITY_NOTE' />
+ <value enum='MATURED' description='MATURED' />
+ <value enum='MBS' description='MORTGAGE_BACKED_SECURITIES' />
+ <value enum='MF' description='MUTUAL_FUND' />
+ <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' />
+ <value enum='MLEG' description='MULTILEG_INSTRUMENT' />
+ <value enum='MPO' description='MORTGAGE_PRINCIPAL_ONLY' />
+ <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' />
+ <value enum='MPT' description='MISCELLANEOUS_PASS_THROUGH' />
+ <value enum='MT' description='MANDATORY_TENDER' />
+ <value enum='MTN' description='MEDIUM_TERM_NOTES' />
+ <value enum='NONE' description='NO_SECURITY_TYPE' />
+ <value enum='ONITE' description='OVERNIGHT' />
+ <value enum='OPT' description='OPTION' />
+ <value enum='PEF' description='PRIVATE_EXPORT_FUNDING' />
+ <value enum='PFAND' description='PFANDBRIEFE' />
+ <value enum='PN' description='PROMISSORY_NOTE' />
+ <value enum='PS' description='PREFERRED_STOCK' />
+ <value enum='PZFJ' description='PLAZOS_FIJOS' />
+ <value enum='RAN' description='REVENUE_ANTICIPATION_NOTE' />
+ <value enum='REPLACD' description='REPLACED' />
+ <value enum='REPO' description='REPURCHASE' />
+ <value enum='RETIRED' description='RETIRED' />
+ <value enum='REV' description='REVENUE_BONDS' />
+ <value enum='RVLV' description='REVOLVER_LOAN' />
+ <value enum='RVLVTRM' description='REVOLVER_TERM_LOAN' />
+ <value enum='SECLOAN' description='SECURITIES_LOAN' />
+ <value enum='SECPLEDGE' description='SECURITIES_PLEDGE' />
+ <value enum='SPCLA' description='SPECIAL_ASSESSMENT' />
+ <value enum='SPCLO' description='SPECIAL_OBLIGATION' />
+ <value enum='SPCLT' description='SPECIAL_TAX' />
+ <value enum='STN' description='SHORT_TERM_LOAN_NOTE' />
+ <value enum='STRUCT' description='STRUCTURED_NOTES' />
+ <value enum='SUPRA' description='USD_SUPRANATIONAL_COUPONS' />
+ <value enum='SWING' description='SWING_LINE_FACILITY' />
+ <value enum='TAN' description='TAX_ANTICIPATION_NOTE' />
+ <value enum='TAXA' description='TAX_ALLOCATION' />
+ <value enum='TBA' description='TO_BE_ANNOUNCED' />
+ <value enum='TBILL' description='US_TREASURY_BILL_TBILL' />
+ <value enum='TBOND' description='US_TREASURY_BOND' />
+ <value enum='TCAL' description='PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE' />
+ <value enum='TD' description='TIME_DEPOSIT' />
+ <value enum='TECP' description='TAX_EXEMPT_COMMERCIAL_PAPER' />
+ <value enum='TERM' description='TERM_LOAN' />
+ <value enum='TINT' description='INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE' />
+ <value enum='TIPS' description='TREASURY_INFLATION_PROTECTED_SECURITIES' />
+ <value enum='TNOTE' description='US_TREASURY_NOTE_TNOTE' />
+ <value enum='TPRN' description='PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE' />
+ <value enum='TRAN' description='TAX_REVENUE_ANTICIPATION_NOTE' />
+ <value enum='UST' description='US_TREASURY_NOTE_UST' />
+ <value enum='USTB' description='US_TREASURY_BILL_USTB' />
+ <value enum='VRDN' description='VARIABLE_RATE_DEMAND_NOTE' />
+ <value enum='WAR' description='WARRANT' />
+ <value enum='WITHDRN' description='WITHDRAWN' />
+ <value enum='?' description='WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST' />
+ <value enum='XCN' description='EXTENDED_COMM_NOTE' />
+ <value enum='XLINKD' description='INDEXED_LINKED' />
+ <value enum='YANK' description='YANKEE_CORPORATE_BOND' />
+ <value enum='YCD' description='YANKEE_CERTIFICATE_OF_DEPOSIT' />
+ <value enum='OOP' description='OPTIONS_ON_PHYSICAL' />
+ <value enum='OOF' description='OPTIONS_ON_FUTURES' />
+ <value enum='CASH' description='CASH' />
+ <value enum='OOC' description='OPTIONS_ON_COMBO' />
+ <value enum='IRS' description='INTEREST_RATE_SWAP' />
+ <value enum='BDN' description='BANK_DEPOSITORY_NOTE' />
+ <value enum='CAMM' description='CANADIAN_MONEY_MARKETS' />
+ <value enum='CAN' description='CANADIAN_TREASURY_NOTES' />
+ <value enum='CTB' description='CANADIAN_TREASURY_BILLS' />
+ <value enum='CDS' description='CREDIT_DEFAULT_SWAP' />
+ <value enum='CMB' description='CANADIAN_MORTGAGE_BONDS' />
+ <value enum='EUFRN' description='EURO_CORPORATE_FLOATING_RATE_NOTES' />
+ <value enum='FRN' description='US_CORPORATE_FLOATING_RATE_NOTES' />
+ <value enum='PROV' description='CANADIAN_PROVINCIAL_BONDS' />
+ <value enum='SLQN' description='SECURED_LIQUIDITY_NOTE' />
+ <value enum='TB' description='TREASURY_BILL' />
+ <value enum='TLQN' description='TERM_LIQUIDITY_NOTE' />
+ <value enum='TMCP' description='TAXABLE_MUNICIPAL_CP' />
+ <value enum='FXNDF' description='NON_DELIVERABLE_FORWARD' />
+ <value enum='FXSPOT' description='FX_SPOT' />
+ <value enum='FXFWD' description='FX_FORWARD' />
+ <value enum='FXSWAP' description='FX_SWAP' />
+ </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' />
+ <value enum='4' description='ACCOUNTNET' />
+ </field>
+ <field number='170' name='StandInstDbName' type='STRING' />
+ <field number='171' name='StandInstDbID' type='STRING' />
+ <field number='172' name='SettlDeliveryType' type='INT'>
+ <value enum='0' description='VERSUS_PAYMENT_DELIVER' />
+ <value enum='1' description='FREE_DELIVER' />
+ <value enum='2' description='TRI_PARTY' />
+ <value enum='3' description='HOLD_IN_CUSTODY' />
+ </field>
+ <field number='173' name='SettlDepositoryCode' type='STRING' />
+ <field number='174' name='SettlBrkrCode' type='STRING' />
+ <field number='175' name='SettlInstCode' type='STRING' />
+ <field number='176' name='SecuritySettlAgentName' type='STRING' />
+ <field number='177' name='SecuritySettlAgentCode' type='STRING' />
+ <field number='178' name='SecuritySettlAgentAcctNum' type='STRING' />
+ <field number='179' name='SecuritySettlAgentAcctName' type='STRING' />
+ <field number='180' name='SecuritySettlAgentContactName' type='STRING' />
+ <field number='181' name='SecuritySettlAgentContactPhone' type='STRING' />
+ <field number='182' name='CashSettlAgentName' type='STRING' />
+ <field number='183' name='CashSettlAgentCode' type='STRING' />
+ <field number='184' name='CashSettlAgentAcctNum' type='STRING' />
+ <field number='185' name='CashSettlAgentAcctName' type='STRING' />
+ <field number='186' name='CashSettlAgentContactName' type='STRING' />
+ <field number='187' name='CashSettlAgentContactPhone' type='STRING' />
+ <field number='188' name='BidSpotRate' type='PRICE' />
+ <field number='189' name='BidForwardPoints' type='PRICEOFFSET' />
+ <field number='190' name='OfferSpotRate' type='PRICE' />
+ <field number='191' name='OfferForwardPoints' type='PRICEOFFSET' />
+ <field number='192' name='OrderQty2' type='QTY' />
+ <field number='193' name='SettlDate2' type='LOCALMKTDATE' />
+ <field number='194' name='LastSpotRate' type='PRICE' />
+ <field number='195' name='LastForwardPoints' type='PRICEOFFSET' />
+ <field number='196' name='AllocLinkID' type='STRING' />
+ <field number='197' name='AllocLinkType' type='INT'>
+ <value enum='0' description='FX_NETTING' />
+ <value enum='1' description='FX_SWAP' />
+ </field>
+ <field number='198' name='SecondaryOrderID' type='STRING' />
+ <field number='199' name='NoIOIQualifiers' type='NUMINGROUP' />
+ <field number='200' name='MaturityMonthYear' type='MONTHYEAR' />
+ <field number='201' name='PutOrCall' type='INT'>
+ <value enum='0' description='PUT' />
+ <value enum='1' description='CALL' />
+ </field>
+ <field number='202' name='StrikePrice' type='PRICE' />
+ <field number='203' name='CoveredOrUncovered' type='INT'>
+ <value enum='0' description='COVERED' />
+ <value enum='1' description='UNCOVERED' />
+ </field>
+ <field number='204' name='CustomerOrFirm' type='INT'>
+ <value enum='0' description='CUSTOMER' />
+ <value enum='1' description='FIRM' />
+ </field>
+ <field number='205' name='MaturityDay' type='DAYOFMONTH' />
+ <field number='206' name='OptAttribute' type='CHAR' />
+ <field number='207' name='SecurityExchange' type='EXCHANGE' />
+ <field number='208' name='NotifyBrokerOfCredit' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='209' name='AllocHandlInst' type='INT'>
+ <value enum='1' description='MATCH' />
+ <value enum='2' description='FORWARD' />
+ <value enum='3' description='FORWARD_AND_MATCH' />
+ </field>
+ <field number='210' name='MaxShow' type='QTY' />
+ <field number='211' name='PegOffsetValue' type='FLOAT' />
+ <field number='212' name='XmlDataLen' type='LENGTH' />
+ <field number='213' name='XmlData' type='DATA' />
+ <field number='214' name='SettlInstRefID' type='STRING' />
+ <field number='215' name='NoRoutingIDs' type='NUMINGROUP' />
+ <field number='216' name='RoutingType' type='INT'>
+ <value enum='1' description='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='5YR' />
+ <value enum='3' description='OLD5' />
+ <value enum='4' description='10YR' />
+ <value enum='5' description='OLD10' />
+ <value enum='6' description='30YR' />
+ <value enum='7' description='OLD30' />
+ <value enum='8' description='3MOLIBOR' />
+ <value enum='9' description='6MOLIBOR' />
+ </field>
+ <field number='220' name='BenchmarkCurveCurrency' type='CURRENCY' />
+ <field number='221' name='BenchmarkCurveName' type='STRING'>
+ <value enum='EONIA' description='EONIA' />
+ <value enum='EUREPO' description='EUREPO' />
+ <value enum='Euribor' description='EURIBOR' />
+ <value enum='FutureSWAP' description='FUTURESWAP' />
+ <value enum='LIBID' description='LIBID' />
+ <value enum='LIBOR' description='LIBOR' />
+ <value enum='MuniAAA' description='MUNIAAA' />
+ <value enum='OTHER' description='OTHER' />
+ <value enum='Pfandbriefe' description='PFANDBRIEFE' />
+ <value enum='SONIA' description='SONIA' />
+ <value enum='SWAP' description='SWAP' />
+ <value enum='Treasury' description='TREASURY' />
+ </field>
+ <field number='222' name='BenchmarkCurvePoint' type='STRING' />
+ <field number='223' name='CouponRate' type='PERCENTAGE' />
+ <field number='224' name='CouponPaymentDate' type='LOCALMKTDATE' />
+ <field number='225' name='IssueDate' type='LOCALMKTDATE' />
+ <field number='226' name='RepurchaseTerm' type='INT' />
+ <field number='227' name='RepurchaseRate' type='PERCENTAGE' />
+ <field number='228' name='Factor' type='FLOAT' />
+ <field number='229' name='TradeOriginationDate' type='LOCALMKTDATE' />
+ <field number='230' name='ExDate' type='LOCALMKTDATE' />
+ <field number='231' name='ContractMultiplier' type='FLOAT' />
+ <field number='232' name='NoStipulations' type='NUMINGROUP' />
+ <field number='233' name='StipulationType' type='STRING'>
+ <value enum='ABS' description='ABSOLUTE_PREPAYMENT_SPEED' />
+ <value enum='AMT' description='ALTERNATIVE_MINIMUM_TAX' />
+ <value enum='AUTOREINV' description='AUTO_REINVESTMENT_AT_RATE_OR_BETTER' />
+ <value enum='BANKQUAL' description='BANK_QUALIFIED' />
+ <value enum='BGNCON' description='BARGAIN_CONDITIONS' />
+ <value enum='COUPON' description='COUPON_RANGE' />
+ <value enum='CPP' description='CONSTANT_PREPAYMENT_PENALTY' />
+ <value enum='CPR' description='CONSTANT_PREPAYMENT_RATE' />
+ <value enum='CPY' description='CONSTANT_PREPAYMENT_YIELD' />
+ <value enum='CURRENCY' description='ISO_CURRENCY_CODE' />
+ <value enum='CUSTOMDATE' description='CUSTOM_START_END_DATE' />
+ <value enum='GEOG' description='GEOGRAPHICS_AND_RANGE' />
+ <value enum='HAIRCUT' description='VALUATION_DISCOUNT' />
+ <value enum='HEP' description='FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE' />
+ <value enum='INSURED' description='INSURED' />
+ <value enum='ISSUE' description='YEAR_OR_YEAR_MONTH_OF_ISSUE' />
+ <value enum='ISSUER' description='ISSUERS_TICKER' />
+ <value enum='ISSUESIZE' description='ISSUE_SIZE_RANGE' />
+ <value enum='LOOKBACK' description='LOOKBACK_DAYS' />
+ <value enum='LOT' description='EXPLICIT_LOT_IDENTIFIER' />
+ <value enum='LOTVAR' description='LOT_VARIANCE' />
+ <value enum='MAT' description='MATURITY_YEAR_AND_MONTH' />
+ <value enum='MATURITY' description='MATURITY_RANGE' />
+ <value enum='MAXSUBS' description='MAXIMUM_SUBSTITUTIONS' />
+ <value enum='MHP' description='PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE' />
+ <value enum='MINDNOM' description='MINIMUM_DENOMINATION' />
+ <value enum='MININCR' description='MINIMUM_INCREMENT' />
+ <value enum='MINQTY' description='MINIMUM_QUANTITY' />
+ <value enum='MPR' description='MONTHLY_PREPAYMENT_RATE' />
+ <value enum='PAYFREQ' description='PAYMENT_FREQUENCY_CALENDAR' />
+ <value enum='PIECES' description='NUMBER_OF_PIECES' />
+ <value enum='PMAX' description='POOLS_MAXIMUM' />
+ <value enum='PPC' description='PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE' />
+ <value enum='PPL' description='POOLS_PER_LOT' />
+ <value enum='PPM' description='POOLS_PER_MILLION' />
+ <value enum='PPT' description='POOLS_PER_TRADE' />
+ <value enum='PRICE' description='PRICE_RANGE' />
+ <value enum='PRICEFREQ' description='PRICING_FREQUENCY' />
+ <value enum='PROD' description='PRODUCTION_YEAR' />
+ <value enum='PROTECT' description='CALL_PROTECTION' />
+ <value enum='PSA' description='PERCENT_OF_BMA_PREPAYMENT_CURVE' />
+ <value enum='PURPOSE' description='PURPOSE' />
+ <value enum='PXSOURCE' description='BENCHMARK_PRICE_SOURCE' />
+ <value enum='RATING' description='RATING_SOURCE_AND_RANGE' />
+ <value enum='REDEMPTION' description='TYPE_OF_REDEMPTION' />
+ <value enum='RESTRICTED' description='RESTRICTED' />
+ <value enum='SECTOR' description='MARKET_SECTOR' />
+ <value enum='SECTYPE' description='SECURITY_TYPE_INCLUDED_OR_EXCLUDED' />
+ <value enum='SMM' description='SINGLE_MONTHLY_MORTALITY' />
+ <value enum='STRUCT' description='STRUCTURE' />
+ <value enum='SUBSFREQ' description='SUBSTITUTIONS_FREQUENCY' />
+ <value enum='SUBSLEFT' description='SUBSTITUTIONS_LEFT' />
+ <value enum='TEXT' description='FREEFORM_TEXT' />
+ <value enum='TRDVAR' description='TRADE_VARIANCE' />
+ <value enum='WAC' description='WEIGHTED_AVERAGE_COUPON' />
+ <value enum='WAL' description='WEIGHTED_AVERAGE_LIFE_COUPON' />
+ <value enum='WALA' description='WEIGHTED_AVERAGE_LOAN_AGE' />
+ <value enum='WAM' description='WEIGHTED_AVERAGE_MATURITY' />
+ <value enum='WHOLE' description='WHOLE_POOL' />
+ <value enum='YIELD' description='YIELD_RANGE' />
+ <value enum='AVFICO' description='AVERAGE_FICO_SCORE' />
+ <value enum='AVSIZE' description='AVERAGE_LOAN_SIZE' />
+ <value enum='MAXBAL' description='MAXIMUM_LOAN_BALANCE' />
+ <value enum='POOL' description='POOL_IDENTIFIER' />
+ <value enum='ROLLTYPE' description='TYPE_OF_ROLL_TRADE' />
+ <value enum='REFTRADE' description='REFERENCE_TO_ROLLING_OR_CLOSING_TRADE' />
+ <value enum='REFPRIN' description='PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE' />
+ <value enum='REFINT' description='INTEREST_OF_ROLLING_OR_CLOSING_TRADE' />
+ <value enum='AVAILQTY' description='AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET' />
+ <value enum='BROKERCREDIT' description='BROKERS_SALES_CREDIT' />
+ <value enum='INTERNALPX' description='OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS' />
+ <value enum='INTERNALQTY' description='OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS' />
+ <value enum='LEAVEQTY' description='THE_MINIMUM_RESIDUAL_OFFER_QUANTITY' />
+ <value enum='MAXORDQTY' description='MAXIMUM_ORDER_SIZE' />
+ <value enum='ORDRINCR' description='ORDER_QUANTITY_INCREMENT' />
+ <value enum='PRIMARY' description='PRIMARY_OR_SECONDARY_MARKET_INDICATOR' />
+ <value enum='SALESCREDITOVR' description='BROKER_SALES_CREDIT_OVERRIDE' />
+ <value enum='TRADERCREDIT' description='TRADERS_CREDIT' />
+ <value enum='DISCOUNT' description='DISCOUNT_RATE' />
+ <value enum='YTM' description='YIELD_TO_MATURITY' />
+ </field>
+ <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_AVG_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='GOVTEQUIV' description='GVNT_EQUIVALENT_YIELD' />
+ <value enum='GROSS' description='TRUE_GROSS_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='PREVCLOSE' description='PREVIOUS_CLOSE_YIELD' />
+ <value enum='PROCEEDS' description='PROCEEDS_YIELD' />
+ <value enum='PUT' description='YIELD_TO_NEXT_PUT' />
+ <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'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='259' name='BasisFeatureDate' type='LOCALMKTDATE' />
+ <field number='260' name='BasisFeaturePrice' type='PRICE' />
+ <field number='262' name='MDReqID' type='STRING' />
+ <field number='263' name='SubscriptionRequestType' type='CHAR'>
+ <value enum='0' description='SNAPSHOT' />
+ <value enum='1' description='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='Y' description='YES' />
+ <value enum='N' description='NO' />
+ </field>
+ <field number='267' name='NoMDEntryTypes' type='NUMINGROUP' />
+ <field number='268' name='NoMDEntries' type='NUMINGROUP' />
+ <field number='269' name='MDEntryType' type='CHAR'>
+ <value enum='0' description='BID' />
+ <value enum='1' description='OFFER' />
+ <value enum='2' description='TRADE' />
+ <value enum='3' description='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' />
+ <value enum='A' description='IMBALANCE' />
+ <value enum='B' description='TRADE_VOLUME' />
+ <value enum='C' description='OPEN_INTEREST' />
+ <value enum='D' description='COMPOSITE_UNDERLYING_PRICE' />
+ <value enum='E' description='SIMULATED_SELL_PRICE' />
+ <value enum='F' description='SIMULATED_BUY_PRICE' />
+ <value enum='G' description='MARGIN_RATE' />
+ <value enum='H' description='MID_PRICE' />
+ <value enum='J' description='EMPTY_BOOK' />
+ <value enum='K' description='SETTLE_HIGH_PRICE' />
+ <value enum='L' description='SETTLE_LOW_PRICE' />
+ <value enum='M' description='PRIOR_SETTLE_PRICE' />
+ <value enum='N' description='SESSION_HIGH_BID' />
+ <value enum='O' description='SESSION_LOW_OFFER' />
+ <value enum='P' description='EARLY_PRICES' />
+ <value enum='Q' description='AUCTION_CLEARING_PRICE' />
+ <value enum='S' description='SWAP_VALUE_FACTOR' />
+ <value enum='R' description='DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS' />
+ <value enum='T' description='CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS' />
+ <value enum='U' description='DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS' />
+ <value enum='V' description='CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS' />
+ <value enum='Y' description='RECOVERY_RATE' />
+ <value enum='Z' description='RECOVERY_RATE_FOR_LONG' />
+ <value enum='a' description='RECOVERY_RATE_FOR_SHORT' />
+ <value enum='W' description='FIXING_PRICE' />
+ <value enum='X' description='CASH_RATE' />
+ </field>
+ <field number='270' name='MDEntryPx' type='PRICE' />
+ <field number='271' name='MDEntrySize' type='QTY' />
+ <field number='272' name='MDEntryDate' type='UTCDATEONLY' />
+ <field number='273' name='MDEntryTime' type='UTCTIMEONLY' />
+ <field number='274' name='TickDirection' type='CHAR'>
+ <value enum='0' description='PLUS_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='MULTIPLESTRINGVALUE'>
+ <value enum='A' description='OPEN_ACTIVE' />
+ <value enum='B' description='CLOSED_INACTIVE' />
+ <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' />
+ <value enum='L' description='MANUAL_SLOW_QUOTE' />
+ <value enum='J' description='OUTRIGHT_PRICE' />
+ <value enum='K' description='IMPLIED_PRICE' />
+ <value enum='M' description='DEPTH_ON_OFFER' />
+ <value enum='N' description='DEPTH_ON_BID' />
+ <value enum='O' description='CLOSING' />
+ <value enum='P' description='NEWS_DISSEMINATION' />
+ <value enum='Q' description='TRADING_RANGE' />
+ <value enum='R' description='ORDER_INFLUX' />
+ <value enum='S' description='DUE_TO_RELATED' />
+ <value enum='T' description='NEWS_PENDING' />
+ <value enum='U' description='ADDITIONAL_INFO' />
+ <value enum='V' description='ADDITIONAL_INFO_DUE_TO_RELATED' />
+ <value enum='W' description='RESUME' />
+ <value enum='X' description='VIEW_OF_COMMON' />
+ <value enum='Y' description='VOLUME_ALERT' />
+ <value enum='Z' description='ORDER_IMBALANCE' />
+ <value enum='a' description='EQUIPMENT_CHANGEOVER' />
+ <value enum='b' description='NO_OPEN' />
+ <value enum='c' description='REGULAR_ETH' />
+ <value enum='d' description='AUTOMATIC_EXECUTION' />
+ <value enum='e' description='AUTOMATIC_EXECUTION_ETH' />
+ <value enum='f ' description='FAST_MARKET_ETH' />
+ <value enum='g' description='INACTIVE_ETH' />
+ <value enum='h' description='ROTATION' />
+ <value enum='i' description='ROTATION_ETH' />
+ <value enum='j' description='HALT' />
+ <value enum='k' description='HALT_ETH' />
+ <value enum='l' description='DUE_TO_NEWS_DISSEMINATION' />
+ <value enum='m' description='DUE_TO_NEWS_PENDING' />
+ <value enum='n' description='TRADING_RESUME' />
+ <value enum='o' description='OUT_OF_SEQUENCE' />
+ <value enum='p' description='BID_SPECIALIST' />
+ <value enum='q' description='OFFER_SPECIALIST' />
+ <value enum='r' description='BID_OFFER_SPECIALIST' />
+ <value enum='s' description='END_OF_DAY_SAM' />
+ <value enum='t' description='FORBIDDEN_SAM' />
+ <value enum='u' description='FROZEN_SAM' />
+ <value enum='v' description='PREOPENING_SAM' />
+ <value enum='w' description='OPENING_SAM' />
+ <value enum='x' description='OPEN_SAM' />
+ <value enum='y' description='SURVEILLANCE_SAM' />
+ <value enum='z' description='SUSPENDED_SAM' />
+ <value enum='0' description='RESERVED_SAM' />
+ <value enum='1' description='NO_ACTIVE_SAM' />
+ <value enum='2' description='RESTRICTED' />
+ <value enum='3' description='REST_OF_BOOK_VWAP' />
+ <value enum='4' description='BETTER_PRICES_IN_CONDITIONAL_ORDERS' />
+ <value enum='5' description='MEDIAN_PRICE' />
+ <value enum='6' description='FULL_CURVE' />
+ <value enum='7' description='FLAT_CURVE' />
+ </field>
+ <field number='277' name='TradeCondition' type='MULTIPLESTRINGVALUE'>
+ <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_REOPENING_TRADE_DETAIL' />
+ <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' />
+ <value enum='P' description='IMBALANCE_MORE_BUYERS' />
+ <value enum='Q' description='IMBALANCE_MORE_SELLERS' />
+ <value enum='R' description='OPENING_PRICE' />
+ <value enum='Y' description='TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE' />
+ <value enum='Z' description='TRADES_RESULTING_FROM_INTERMARKET_SWEEP' />
+ <value enum='S' description='BARGAIN_CONDITION' />
+ <value enum='T' description='CONVERTED_PRICE_INDICATOR' />
+ <value enum='U' description='EXCHANGE_LAST' />
+ <value enum='V' description='FINAL_PRICE_OF_SESSION' />
+ <value enum='W' description='EX_PIT' />
+ <value enum='X' description='CROSSED_X' />
+ <value enum='0' description='CANCEL' />
+ <value enum='a' description='VOLUME_ONLY' />
+ <value enum='b' description='DIRECT_PLUS' />
+ <value enum='c' description='ACQUISITION' />
+ <value enum='d' description='BUNCHED' />
+ <value enum='e' description='DISTRIBUTION' />
+ <value enum='f' description='BUNCHED_SALE' />
+ <value enum='g' description='SPLIT_TRADE' />
+ <value enum='h' description='CANCEL_STOPPED' />
+ <value enum='i' description='CANCEL_ETH' />
+ <value enum='j' description='CANCEL_STOPPED_ETH' />
+ <value enum='k' description='OUT_OF_SEQUENCE_ETH' />
+ <value enum='l' description='CANCEL_LAST_ETH' />
+ <value enum='m' description='SOLD_LAST_SALE_ETH' />
+ <value enum='n' description='CANCEL_LAST' />
+ <value enum='o' description='SOLD_LAST_SALE' />
+ <value enum='p' description='CANCEL_OPEN' />
+ <value enum='q' description='CANCEL_OPEN_ETH' />
+ <value enum='r' description='OPENED_SALE_ETH' />
+ <value enum='s' description='CANCEL_ONLY' />
+ <value enum='t' description='CANCEL_ONLY_ETH' />
+ <value enum='u' description='LATE_OPEN_ETH' />
+ <value enum='v' description='AUTO_EXECUTION_ETH' />
+ <value enum='w' description='REOPEN' />
+ <value enum='x' description='REOPEN_ETH' />
+ <value enum='y' description='ADJUSTED' />
+ <value enum='z' description='ADJUSTED_ETH' />
+ <value enum='AA' description='SPREAD' />
+ <value enum='AB' description='SPREAD_ETH' />
+ <value enum='AC' description='STRADDLE' />
+ <value enum='AD' description='STRADDLE_ETH' />
+ <value enum='AE' description='STOPPED' />
+ <value enum='AF' description='STOPPED_ETH' />
+ <value enum='AG' description='REGULAR_ETH' />
+ <value enum='AH' description='COMBO' />
+ <value enum='AI' description='COMBO_ETH' />
+ <value enum='AJ' description='OFFICIAL_CLOSING_PRICE' />
+ <value enum='AK' description='PRIOR_REFERENCE_PRICE' />
+ <value enum='AL' description='STOPPED_SOLD_LAST' />
+ <value enum='AM' description='STOPPED_OUT_OF_SEQUENCE' />
+ <value enum='AN' description='OFFICAL_CLOSING_PRICE' />
+ <value enum='AO' description='CROSSED_AO' />
+ <value enum='AP' description='FAST_MARKET' />
+ <value enum='AQ' description='AUTOMATIC_EXECUTION' />
+ <value enum='AR' description='FORM_T' />
+ <value enum='AS' description='BASKET_INDEX' />
+ <value enum='AT' description='BURST_BASKET' />
+ <value enum='1' description='IMPLIED_TRADE' />
+ <value enum='AV' description='OUTSIDE_SPREAD' />
+ <value enum='2' description='MARKETPLACE_ENTERED_TRADE' />
+ <value enum='3' description='MULT_ASSET_CLASS_MULTILEG_TRADE' />
+ <value enum='4' description='MULTILEG_TO_MULTILEG_TRADE' />
+ </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' />
+ <value enum='3' description='DELETE_THRU' />
+ <value enum='4' description='DELETE_FROM' />
+ <value enum='5' description='OVERLAY' />
+ </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' />
+ <value enum='9' description='UNSUPPORTED_TRADINGSESSIONID' />
+ <value enum='A' description='UNSUPPORTED_SCOPE' />
+ <value enum='B' description='UNSUPPORTED_OPENCLOSESETTLEFLAG' />
+ <value enum='C' description='UNSUPPORTED_MDIMPLICITDELETE' />
+ <value enum='D' description='INSUFFICIENT_CREDIT' />
+ </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='CANCELLATION' />
+ <value enum='1' description='ERROR' />
+ </field>
+ <field number='286' name='OpenCloseSettlFlag' type='MULTIPLECHARVALUE'>
+ <value enum='0' description='DAILY_OPEN' />
+ <value enum='1' description='SESSION_OPEN' />
+ <value enum='2' description='DELIVERY_SETTLEMENT_ENTRY' />
+ <value enum='3' description='EXPECTED_ENTRY' />
+ <value enum='4' description='ENTRY_FROM_PREVIOUS_BUSINESS_DAY' />
+ <value enum='5' description='THEORETICAL_PRICE_VALUE' />
+ </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='MULTIPLECHARVALUE'>
+ <value enum='1' description='BANKRUPT' />
+ <value enum='2' description='PENDING_DELISTING' />
+ <value enum='3' description='RESTRICTED' />
+ </field>
+ <field number='292' name='CorporateAction' type='MULTIPLECHARVALUE'>
+ <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' />
+ <value enum='F' description='CASH_DIVIDEND' />
+ <value enum='G' description='STOCK_DIVIDEND' />
+ <value enum='H' description='NON_INTEGER_STOCK_SPLIT' />
+ <value enum='I' description='REVERSE_STOCK_SPLIT' />
+ <value enum='J' description='STANDARD_INTEGER_STOCK_SPLIT' />
+ <value enum='K' description='POSITION_CONSOLIDATION' />
+ <value enum='L' description='LIQUIDATION_REORGANIZATION' />
+ <value enum='M' description='MERGER_REORGANIZATION' />
+ <value enum='N' description='RIGHTS_OFFERING' />
+ <value enum='O' description='SHAREHOLDER_MEETING' />
+ <value enum='P' description='SPINOFF' />
+ <value enum='Q' description='TENDER_OFFER' />
+ <value enum='R' description='WARRANT' />
+ <value enum='S' description='SPECIAL_ACTION' />
+ <value enum='T' description='SYMBOL_CONVERSION' />
+ <value enum='U' description='CUSIP' />
+ <value enum='V' description='LEAP_ROLLOVER' />
+ <value enum='W' description='SUCCESSION_EVENT' />
+ </field>
+ <field number='293' name='DefBidSize' type='QTY' />
+ <field number='294' name='DefOfferSize' type='QTY' />
+ <field number='295' name='NoQuoteEntries' type='NUMINGROUP' />
+ <field number='296' name='NoQuoteSets' type='NUMINGROUP' />
+ <field number='297' name='QuoteStatus' type='INT'>
+ <value enum='0' description='ACCEPTED' />
+ <value enum='1' description='CANCEL_FOR_SYMBOL' />
+ <value enum='10' description='PENDING' />
+ <value enum='11' description='PASS' />
+ <value enum='12' description='LOCKED_MARKET_WARNING' />
+ <value enum='13' description='CROSS_MARKET_WARNING' />
+ <value enum='14' description='CANCELED_DUE_TO_LOCK_MARKET' />
+ <value enum='15' description='CANCELED_DUE_TO_CROSS_MARKET' />
+ <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' />
+ <value enum='6' description='REMOVED_FROM_MARKET' />
+ <value enum='7' description='EXPIRED' />
+ <value enum='8' description='QUERY' />
+ <value enum='9' description='QUOTE_NOT_FOUND' />
+ <value enum='16' description='ACTIVE' />
+ <value enum='17' description='CANCELED' />
+ <value enum='18' description='UNSOLICITED_QUOTE_REPLENISHMENT' />
+ <value enum='19' description='PENDING_END_TRADE' />
+ <value enum='20' description='TOO_LATE_TO_END' />
+ </field>
+ <field number='298' name='QuoteCancelType' type='INT'>
+ <value enum='1' description='CANCEL_FOR_ONE_OR_MORE_SECURITIES' />
+ <value enum='2' description='CANCEL_FOR_SECURITY_TYPE' />
+ <value enum='3' description='CANCEL_FOR_UNDERLYING_SECURITY' />
+ <value enum='4' description='CANCEL_ALL_QUOTES' />
+ <value enum='5' description='CANCEL_QUOTE_SPECIFIED_IN_QUOTEID' />
+ <value enum='6' description='CANCEL_BY_QUOTETYPE' />
+ <value enum='7' description='CANCEL_FOR_SECURITY_ISSUER' />
+ <value enum='8' description='CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY' />
+ </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' />
+ <value enum='99' description='OTHER' />
+ <value enum='10' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' />
+ <value enum='11' description='QUOTE_LOCKED' />
+ <value enum='12' description='INVALID_OR_UNKNOWN_SECURITY_ISSUER' />
+ <value enum='13' description='INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_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_MESSAGE' />
+ <value enum='3' description='SUMMARY_ACKNOWLEDGEMENT' />
+ </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='TotNoQuoteEntries' type='INT' />
+ <field number='305' name='UnderlyingSecurityIDSource' type='STRING' />
+ <field number='306' name='UnderlyingIssuer' type='STRING' />
+ <field number='307' name='UnderlyingSecurityDesc' type='STRING' />
+ <field number='308' name='UnderlyingSecurityExchange' type='EXCHANGE' />
+ <field number='309' name='UnderlyingSecurityID' type='STRING' />
+ <field number='310' name='UnderlyingSecurityType' type='STRING' />
+ <field number='311' name='UnderlyingSymbol' type='STRING' />
+ <field number='312' name='UnderlyingSymbolSfx' type='STRING' />
+ <field number='313' name='UnderlyingMaturityMonthYear' type='MONTHYEAR' />
+ <field number='314' name='UnderlyingMaturityDay' type='DAYOFMONTH' />
+ <field number='315' name='UnderlyingPutOrCall' type='INT' />
+ <field number='316' name='UnderlyingStrikePrice' type='PRICE' />
+ <field number='317' name='UnderlyingOptAttribute' type='CHAR' />
+ <field number='318' name='UnderlyingCurrency' type='CURRENCY' />
+ <field number='319' name='RatioQty' type='QTY' />
+ <field number='320' name='SecurityReqID' type='STRING' />
+ <field number='321' name='SecurityRequestType' type='INT'>
+ <value enum='0' description='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' />
+ <value enum='4' description='SYMBOL' />
+ <value enum='5' description='SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='6' description='PRODUCT' />
+ <value enum='7' description='TRADINGSESSIONID' />
+ <value enum='8' description='ALL_SECURITIES' />
+ <value enum='9' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' />
+ </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='CANNOT_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='21' description='PRE_OPEN' />
+ <value enum='22' description='OPENING_ROTATION' />
+ <value enum='23' description='FAST_MARKET' />
+ <value enum='3' description='RESUME' />
+ <value enum='4' description='NO_OPEN' />
+ <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' />
+ <value enum='24' description='PRE_CROSS' />
+ <value enum='25' description='CROSS' />
+ <value enum='26' description='POST_CLOSE' />
+ </field>
+ <field number='327' name='HaltReasonInt' type='INT'>
+ <value enum='0' description='NEWS_DISSEMINATION' />
+ <value enum='1' description='ORDER_INFLUX' />
+ <value enum='2' description='ORDER_IMBALANCE' />
+ <value enum='3' description='ADDITIONAL_INFORMATION' />
+ <value enum='4' description='NEWS_PENDING' />
+ <value enum='5' 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'>
+ <value enum='1' description='DAY' />
+ <value enum='2' description='HALFDAY' />
+ <value enum='3' description='MORNING' />
+ <value enum='4' description='AFTERNOON' />
+ <value enum='5' description='EVENING' />
+ <value enum='6' description='AFTER_HOURS' />
+ </field>
+ <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='0' description='UNKNOWN' />
+ <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' />
+ <value enum='6' description='REQUEST_REJECTED' />
+ </field>
+ <field number='341' name='TradSesStartTime' type='UTCTIMESTAMP' />
+ <field number='342' name='TradSesOpenTime' type='UTCTIMESTAMP' />
+ <field number='343' name='TradSesPreCloseTime' type='UTCTIMESTAMP' />
+ <field number='344' name='TradSesCloseTime' type='UTCTIMESTAMP' />
+ <field number='345' name='TradSesEndTime' type='UTCTIMESTAMP' />
+ <field number='346' name='NumberOfOrders' type='INT' />
+ <field number='347' name='MessageEncoding' type='STRING' />
+ <field number='348' name='EncodedIssuerLen' type='LENGTH' />
+ <field number='349' name='EncodedIssuer' type='DATA' />
+ <field number='350' name='EncodedSecurityDescLen' type='LENGTH' />
+ <field number='351' name='EncodedSecurityDesc' type='DATA' />
+ <field number='352' name='EncodedListExecInstLen' type='LENGTH' />
+ <field number='353' name='EncodedListExecInst' type='DATA' />
+ <field number='354' name='EncodedTextLen' type='LENGTH' />
+ <field number='355' name='EncodedText' type='DATA' />
+ <field number='356' name='EncodedSubjectLen' type='LENGTH' />
+ <field number='357' name='EncodedSubject' type='DATA' />
+ <field number='358' name='EncodedHeadlineLen' type='LENGTH' />
+ <field number='359' name='EncodedHeadline' type='DATA' />
+ <field number='360' name='EncodedAllocTextLen' type='LENGTH' />
+ <field number='361' name='EncodedAllocText' type='DATA' />
+ <field number='362' name='EncodedUnderlyingIssuerLen' type='LENGTH' />
+ <field number='363' name='EncodedUnderlyingIssuer' type='DATA' />
+ <field number='364' name='EncodedUnderlyingSecurityDescLen' type='LENGTH' />
+ <field number='365' name='EncodedUnderlyingSecurityDesc' type='DATA' />
+ <field number='366' name='AllocPrice' type='PRICE' />
+ <field number='367' name='QuoteSetValidUntilTime' type='UTCTIMESTAMP' />
+ <field number='368' name='QuoteEntryRejectReason' type='INT' />
+ <field number='369' name='LastMsgSeqNumProcessed' type='SEQNUM' />
+ <field number='370' name='OnBehalfOfSendingTime' type='UTCTIMESTAMP' />
+ <field number='371' name='RefTagID' type='INT' />
+ <field number='372' name='RefMsgType' type='STRING' />
+ <field number='373' name='SessionRejectReason' type='INT'>
+ <value enum='0' description='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='12' description='XML_VALIDATION_ERROR' />
+ <value enum='13' description='TAG_APPEARS_MORE_THAN_ONCE' />
+ <value enum='14' description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' />
+ <value enum='15' description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' />
+ <value enum='16' description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' />
+ <value enum='17' description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' />
+ <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' />
+ <value enum='99' description='OTHER' />
+ <value enum='18' description='INVALID_UNSUPPORTED_APPLICATION_VERSION' />
+ </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='10' description='WAREHOUSE_RECAP' />
+ <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' />
+ <value enum='6' description='CANCEL_ON_TRADING_HALT' />
+ <value enum='7' description='CANCEL_ON_SYSTEM_FAILURE' />
+ <value enum='8' description='MARKET' />
+ <value enum='9' description='CANCELED_NOT_BEST' />
+ <value enum='99' description='OTHER' />
+ <value enum='11' description='PEG_REFRESH' />
+ </field>
+ <field number='379' name='BusinessRejectRefID' type='STRING' />
+ <field number='380' name='BusinessRejectReason' type='INT'>
+ <value enum='0' description='OTHER' />
+ <value enum='1' description='UNKNOWN_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' />
+ <value enum='6' description='NOT_AUTHORIZED' />
+ <value enum='7' description='DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME' />
+ <value enum='18' description='INVALID_PRICE_INCREMENT' />
+ </field>
+ <field number='381' name='GrossTradeAmt' type='AMT' />
+ <field number='382' name='NoContraBrokers' type='NUMINGROUP' />
+ <field number='383' name='MaxMessageSize' type='LENGTH' />
+ <field number='384' name='NoMsgTypes' type='NUMINGROUP' />
+ <field number='385' name='MsgDirection' type='CHAR'>
+ <value enum='R' description='RECEIVE' />
+ <value enum='S' description='SEND' />
+ </field>
+ <field number='386' name='NoTradingSessions' type='NUMINGROUP' />
+ <field number='387' name='TotalVolumeTraded' type='QTY' />
+ <field number='388' name='DiscretionInst' type='CHAR'>
+ <value enum='0' description='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' />
+ <value enum='6' description='RELATED_TO_VWAP' />
+ <value enum='7' description='AVERAGE_PRICE_GUARANTEE' />
+ </field>
+ <field number='389' name='DiscretionOffsetValue' type='FLOAT' />
+ <field number='390' name='BidID' type='STRING' />
+ <field number='391' name='ClientBidID' type='STRING' />
+ <field number='392' name='ListName' type='STRING' />
+ <field number='393' name='TotNoRelatedSym' type='INT' />
+ <field number='394' name='BidType' type='INT'>
+ <value enum='1' description='NON_DISCLOSED_STYLE' />
+ <value enum='2' description='DISCLOSED_SYTLE' />
+ <value enum='3' description='NO_BIDDING_PROCESS' />
+ </field>
+ <field number='395' name='NumTickets' type='INT' />
+ <field number='396' name='SideValue1' type='AMT' />
+ <field number='397' name='SideValue2' type='AMT' />
+ <field number='398' name='NoBidDescriptors' type='NUMINGROUP' />
+ <field number='399' name='BidDescriptorType' type='INT'>
+ <value enum='1' description='SECTOR' />
+ <value enum='2' description='COUNTRY' />
+ <value enum='3' description='INDEX' />
+ </field>
+ <field number='400' name='BidDescriptor' type='STRING' />
+ <field number='401' name='SideValueInd' type='INT'>
+ <value enum='1' description='SIDE_VALUE_1' />
+ <value enum='2' description='SIDE_VALUE_2' />
+ </field>
+ <field number='402' name='LiquidityPctLow' type='PERCENTAGE' />
+ <field number='403' name='LiquidityPctHigh' type='PERCENTAGE' />
+ <field number='404' name='LiquidityValue' type='AMT' />
+ <field number='405' name='EFPTrackingError' type='PERCENTAGE' />
+ <field number='406' name='FairValue' type='AMT' />
+ <field number='407' name='OutsideIndexPct' type='PERCENTAGE' />
+ <field number='408' name='ValueOfFutures' type='AMT' />
+ <field number='409' name='LiquidityIndType' type='INT'>
+ <value enum='1' description='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='PERCENTAGE' />
+ <field number='411' name='ExchangeForPhysical' type='BOOLEAN'>
+ <value enum='N' description='NO' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='412' name='OutMainCntryUIndex' type='AMT' />
+ <field number='413' name='CrossPercent' type='PERCENTAGE' />
+ <field number='414' name='ProgRptReqs' type='INT'>
+ <value enum='1' description='BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST' />
+ <value enum='2' description='SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_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='BidTradeType' 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_MORNINGN_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='NUMINGROUP' />
+ <field number='421' name='Country' type='COUNTRY' />
+ <field number='422' name='TotNoStrikes' type='INT' />
+ <field number='423' name='PriceType' type='INT'>
+ <value enum='1' description='PERCENTAGE' />
+ <value enum='10' description='FIXED_CABINET_TRADE_PRICE' />
+ <value enum='11' description='VARIABLE_CABINET_TRADE_PRICE' />
+ <value enum='2' description='PER_UNIT' />
+ <value enum='3' description='FIXED_AMOUNT' />
+ <value enum='4' description='DISCOUNT' />
+ <value enum='5' description='PREMIUM' />
+ <value enum='6' description='SPREAD' />
+ <value enum='7' description='TED_PRICE' />
+ <value enum='8' description='TED_YIELD' />
+ <value enum='9' description='YIELD' />
+ <value enum='13' description='PRODUCT_TICKS_IN_HALFS' />
+ <value enum='14' description='PRODUCT_TICKS_IN_FOURTHS' />
+ <value enum='15' description='PRODUCT_TICKS_IN_EIGHTS' />
+ <value enum='16' description='PRODUCT_TICKS_IN_SIXTEENTHS' />
+ <value enum='17' description='PRODUCT_TICKS_IN_THIRTY_SECONDS' />
+ <value enum='18' description='PRODUCT_TICKS_IN_SIXTY_FORTHS' />
+ <value enum='19' description='PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS' />
+ </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_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES' />
+ <value enum='2' description='ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE' />
+ </field>
+ <field number='428' name='NoStrikes' type='NUMINGROUP' />
+ <field number='429' name='ListStatusType' type='INT'>
+ <value enum='1' description='ACK' />
+ <value enum='2' description='RESPONSE' />
+ <value enum='3' description='TIMED' />
+ <value enum='4' description='EXEC_STARTED' />
+ <value enum='5' description='ALL_DONE' />
+ <value enum='6' description='ALERT' />
+ </field>
+ <field number='430' name='NetGrossInd' type='INT'>
+ <value enum='1' description='NET' />
+ <value enum='2' description='GROSS' />
+ </field>
+ <field number='431' name='ListOrderStatus' type='INT'>
+ <value enum='1' description='IN_BIDDING_PROCESS' />
+ <value enum='2' description='RECEIVED_FOR_EXECUTION' />
+ <value enum='3' description='EXECUTING' />
+ <value enum='4' description='CANCELLING' />
+ <value enum='5' description='ALERT' />
+ <value enum='6' description='ALL_DONE' />
+ <value enum='7' description='REJECT' />
+ </field>
+ <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_EXECUT_INSTRUCTION' />
+ <value enum='3' description='EXCHANGE_SWITCH_CIV_ORDER_3' />
+ <value enum='4' description='EXCHANGE_SWITCH_CIV_ORDER_4' />
+ <value enum='5' description='EXCHANGE_SWITCH_CIV_ORDER_5' />
+ </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='PERCENTAGE' />
+ <field number='436' name='UnderlyingContractMultiplier' type='FLOAT' />
+ <field number='437' name='ContraTradeQty' type='QTY' />
+ <field number='438' name='ContraTradeTime' type='UTCTIMESTAMP' />
+ <field number='439' name='ClearingFirm' type='STRING' />
+ <field number='440' name='ClearingAccount' type='STRING' />
+ <field number='441' name='LiquidityNumSecurities' type='INT' />
+ <field number='442' name='MultiLegReportingType' type='CHAR'>
+ <value enum='1' description='SINGLE_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='KOREAN_INVESTOR_ID' />
+ <value enum='2' description='TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID' />
+ <value enum='3' description='TAIWANESE_TRADING_ACCT' />
+ <value enum='4' description='MALAYSIAN_CENTRAL_DEPOSITORY' />
+ <value enum='5' description='CHINESE_INVESTOR_ID' />
+ <value enum='6' description='UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER' />
+ <value enum='7' description='US_SOCIAL_SECURITY_NUMBER' />
+ <value enum='8' description='US_EMPLOYER_OR_TAX_ID_NUMBER' />
+ <value enum='9' description='AUSTRALIAN_BUSINESS_NUMBER' />
+ <value enum='A' description='AUSTRALIAN_TAX_FILE_NUMBER' />
+ <value enum='B' description='BIC' />
+ <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' />
+ <value enum='D' description='PROPRIETARY' />
+ <value enum='E' description='ISO_COUNTRY_CODE' />
+ <value enum='F' description='SETTLEMENT_ENTITY_LOCATION' />
+ <value enum='G' description='MIC' />
+ <value enum='H' description='CSD_PARTICIPANT_MEMBER_CODE' />
+ <value enum='I' description='DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT' />
+ </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='EXECUTING_FIRM' />
+ <value enum='10' description='SETTLEMENT_LOCATION' />
+ <value enum='11' description='ORDER_ORIGINATION_TRADER' />
+ <value enum='12' description='EXECUTING_TRADER' />
+ <value enum='13' description='ORDER_ORIGINATION_FIRM' />
+ <value enum='14' description='GIVEUP_CLEARING_FIRM' />
+ <value enum='15' description='CORRESPONDANT_CLEARING_FIRM' />
+ <value enum='16' description='EXECUTING_SYSTEM' />
+ <value enum='17' description='CONTRA_FIRM' />
+ <value enum='18' description='CONTRA_CLEARING_FIRM' />
+ <value enum='19' description='SPONSORING_FIRM' />
+ <value enum='2' description='BROKER_OF_CREDIT' />
+ <value enum='20' description='UNDERLYING_CONTRA_FIRM' />
+ <value enum='21' description='CLEARING_ORGANIZATION' />
+ <value enum='22' description='EXCHANGE' />
+ <value enum='24' description='CUSTOMER_ACCOUNT' />
+ <value enum='25' description='CORRESPONDENT_CLEARING_ORGANIZATION' />
+ <value enum='26' description='CORRESPONDENT_BROKER' />
+ <value enum='27' description='BUYER_SELLER' />
+ <value enum='28' description='CUSTODIAN' />
+ <value enum='29' description='INTERMEDIARY' />
+ <value enum='3' description='CLIENT_ID' />
+ <value enum='30' description='AGENT' />
+ <value enum='31' description='SUB_CUSTODIAN' />
+ <value enum='32' description='BENEFICIARY' />
+ <value enum='33' description='INTERESTED_PARTY' />
+ <value enum='34' description='REGULATORY_BODY' />
+ <value enum='35' description='LIQUIDITY_PROVIDER' />
+ <value enum='36' description='ENTERING_TRADER' />
+ <value enum='37' description='CONTRA_TRADER' />
+ <value enum='38' description='POSITION_ACCOUNT' />
+ <value enum='4' description='CLEARING_FIRM' />
+ <value enum='5' description='INVESTOR_ID' />
+ <value enum='6' description='INTRODUCING_FIRM' />
+ <value enum='7' description='ENTERING_FIRM' />
+ <value enum='8' description='LOCATE' />
+ <value enum='9' description='FUND_MANAGER_CLIENT_ID' />
+ <value enum='60' description='INTRODUCING_BROKER' />
+ <value enum='41' description='CONTRA_POSITION_ACCOUNT' />
+ <value enum='42' description='CONTRA_EXCHANGE' />
+ <value enum='43' description='INTERNAL_CARRY_ACCOUNT' />
+ <value enum='44' description='ORDER_ENTRY_OPERATOR_ID' />
+ <value enum='45' description='SECONDARY_ACCOUNT_NUMBER' />
+ <value enum='46' description='FOREIGN_FIRM' />
+ <value enum='47' description='THIRD_PARTY_ALLOCATION_FIRM' />
+ <value enum='48' description='CLAIMING_ACCOUNT' />
+ <value enum='49' description='ASSET_MANAGER' />
+ <value enum='50' description='PLEDGOR_ACCOUNT' />
+ <value enum='51' description='PLEDGEE_ACCOUNT' />
+ <value enum='52' description='LARGE_TRADER_REPORTABLE_ACCOUNT' />
+ <value enum='53' description='TRADER_MNEMONIC' />
+ <value enum='54' description='SENDER_LOCATION' />
+ <value enum='55' description='SESSION_ID' />
+ <value enum='56' description='ACCEPTABLE_COUNTERPARTY' />
+ <value enum='57' description='UNACCEPTABLE_COUNTERPARTY' />
+ <value enum='58' description='ENTERING_UNIT' />
+ <value enum='59' description='EXECUTING_UNIT' />
+ <value enum='39' description='CONTRA_INVESTOR_ID' />
+ <value enum='40' description='TRANSFER_TO_FIRM' />
+ <value enum='61' description='QUOTE_ORIGINATOR' />
+ <value enum='62' description='REPORT_ORIGINATOR' />
+ <value enum='63' description='SYSTEMATIC_INTERNALISER' />
+ <value enum='64' description='MULTILATERAL_TRADING_FACILITY' />
+ <value enum='65' description='REGULATED_MARKET' />
+ <value enum='66' description='MARKET_MAKER' />
+ <value enum='67' description='INVESTMENT_FIRM' />
+ <value enum='68' description='HOST_COMPETENT_AUTHORITY' />
+ <value enum='69' description='HOME_COMPETENT_AUTHORITY' />
+ <value enum='70' description='COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY' />
+ <value enum='71' description='COMPETENT_AUTHORITY_OF_THE_TRANSACTION' />
+ <value enum='72' description='REPORTING_INTERMEDIARY' />
+ <value enum='73' description='EXECUTION_VENUE' />
+ <value enum='74' description='MARKET_DATA_ENTRY_ORIGINATOR' />
+ <value enum='75' description='LOCATION_ID' />
+ <value enum='76' description='DESK_ID' />
+ <value enum='77' description='MARKET_DATA_MARKET' />
+ <value enum='78' description='ALLOCATION_ENTITY' />
+ <value enum='79' description='PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES' />
+ <value enum='80' description='STEP_OUT_FIRM' />
+ <value enum='81' description='BROKERCLEARINGID' />
+ <value enum='82' description='CENTRAL_REGISTRATION_DEPOSITORY' />
+ <value enum='83' description='CLEARING_ACCOUNT' />
+ <value enum='84' description='ACCEPTABLE_SETTLING_COUNTERPARTY' />
+ <value enum='85' description='UNACCEPTABLE_SETTLING_COUNTERPARTY' />
+ </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='ROUND_TO_NEAREST' />
+ <value enum='1' description='ROUND_DOWN' />
+ <value enum='2' description='ROUND_UP' />
+ </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='HIGH_VALUE_CLEARING_SYSTEM_HVACS' />
+ <value enum='12' description='REINVEST_IN_FUND' />
+ <value enum='2' description='NSCC' />
+ <value enum='3' description='EUROCLEAR' />
+ <value enum='4' description='CLEARSTREAM' />
+ <value enum='5' description='CHEQUE' />
+ <value enum='6' description='TELEGRAPHIC_TRANSFER' />
+ <value enum='7' description='FED_WIRE' />
+ <value enum='8' description='DIRECT_CREDIT' />
+ <value enum='9' description='ACH_CREDIT' />
+ </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='NO_M' />
+ <value enum='N' description='NO_N' />
+ <value enum='O' description='NO_O' />
+ <value enum='Y' description='YES' />
+ </field>
+ <field number='481' name='MoneyLaunderingStatus' type='CHAR'>
+ <value enum='1' description='EXEMPT_1' />
+ <value enum='2' description='EXEMPT_2' />
+ <value enum='3' description='EXEMPT_3' />
+ <value enum='N' description='NOT_CHECKED' />
+ <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='BID_PRICE' />
+ <value enum='C' description='CREATION_PRICE' />
+ <value enum='D' description='CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT' />
+ <value enum='E' description='CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT' />
+ <value enum='O' description='OFFER_PRICE' />
+ <value enum='P' description='OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT' />
+ <value enum='Q' description='OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT' />
+ <value enum='S' description='SINGLE_PRICE' />
+ </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' />
+ <value enum='5' description='CANCEL_DUE_TO_BACK_OUT_OF_TRADE' />
+ </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='DIRECT_CREDIT' />
+ <value enum='11' description='CREDIT_CARD' />
+ <value enum='12' description='ACH_DEBIT' />
+ <value enum='13' description='ACH_CREDIT' />
+ <value enum='14' description='BPAY' />
+ <value enum='15' description='HIGH_VALUE_CLEARING_SYSTEM' />
+ <value enum='2' description='NSCC' />
+ <value enum='3' description='EUROCLEAR' />
+ <value enum='4' description='CLEARSTREAM' />
+ <value enum='5' description='CHEQUE' />
+ <value enum='6' description='TELEGRAPHIC_TRANSFER' />
+ <value enum='7' description='FED_WIRE' />
+ <value enum='8' description='DEBIT_CARD' />
+ <value enum='9' description='DIRECT_DEBIT' />
+ </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_NOT_APPLICABLE' />
+ <value enum='1' description='MAXI_ISA' />
+ <value enum='10' description='EMPLOYEE_10' />
+ <value enum='11' description='EMPLOYER_11' />
+ <value enum='12' description='EMPLOYER_12' />
+ <value enum='13' description='NON_FUND_PROTOTYPE_IRA' />
+ <value enum='14' description='NON_FUND_QUALIFIED_PLAN' />
+ <value enum='15' description='DEFINED_CONTRIBUTION_PLAN' />
+ <value enum='16' description='INDIVIDUAL_RETIREMENT_ACCOUNT_16' />
+ <value enum='17' description='INDIVIDUAL_RETIREMENT_ACCOUNT_17' />
+ <value enum='18' description='KEOGH' />
+ <value enum='19' description='PROFIT_SHARING_PLAN' />
+ <value enum='2' description='TESSA' />
+ <value enum='20' description='401' />
+ <value enum='21' description='SELF_DIRECTED_IRA' />
+ <value enum='22' description='403' />
+ <value enum='23' description='457' />
+ <value enum='24' description='ROTH_IRA_24' />
+ <value enum='25' description='ROTH_IRA_25' />
+ <value enum='26' description='ROTH_CONVERSION_IRA_26' />
+ <value enum='27' description='ROTH_CONVERSION_IRA_27' />
+ <value enum='28' description='EDUCATION_IRA_28' />
+ <value enum='29' description='EDUCATION_IRA_29' />
+ <value enum='3' description='MINI_CASH_ISA' />
+ <value enum='4' description='MINI_STOCKS_AND_SHARES_ISA' />
+ <value enum='5' description='MINI_INSURANCE_ISA' />
+ <value enum='6' description='CURRENT_YEAR_PAYMENT' />
+ <value enum='7' description='PRIOR_YEAR_PAYMENT' />
+ <value enum='8' description='ASSET_TRANSFER' />
+ <value enum='9' description='EMPLOYEE_9' />
+ <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' />
+ <value enum='R' description='REJECTED' />
+ </field>
+ <field number='507' name='RegistRejReasonCode' type='INT'>
+ <value enum='1' description='INVALID_UNACCEPTABLE_ACCOUNT_TYPE' />
+ <value enum='10' description='INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE' />
+ <value enum='11' description='INVALID_UNACCEPTABLE_DATE_OF_BIRTH' />
+ <value enum='12' description='INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE' />
+ <value enum='13' description='INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS' />
+ <value enum='14' description='INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE' />
+ <value enum='15' description='INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD' />
+ <value enum='16' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME' />
+ <value enum='17' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE' />
+ <value enum='18' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM' />
+ <value enum='2' description='INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE' />
+ <value enum='3' description='INVALID_UNACCEPTABLE_OWNERSHIP_TYPE' />
+ <value enum='4' description='INVALID_UNACCEPTABLE_NO_REG_DETAILS' />
+ <value enum='5' description='INVALID_UNACCEPTABLE_REG_SEQ_NO' />
+ <value enum='6' description='INVALID_UNACCEPTABLE_REG_DETAILS' />
+ <value enum='7' description='INVALID_UNACCEPTABLE_MAILING_DETAILS' />
+ <value enum='8' description='INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS' />
+ <value enum='9' description='INVALID_UNACCEPTABLE_INVESTOR_ID' />
+ <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='COMMISSION_AMOUNT' />
+ <value enum='10' description='EXIT_CHARGE_PERCENT' />
+ <value enum='11' description='FUND_BASED_RENEWAL_COMMISSION_PERCENT' />
+ <value enum='12' description='PROJECTED_FUND_VALUE' />
+ <value enum='13' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13' />
+ <value enum='14' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14' />
+ <value enum='15' description='NET_SETTLEMENT_AMOUNT' />
+ <value enum='2' description='COMMISSION_PERCENT' />
+ <value enum='3' description='INITIAL_CHARGE_AMOUNT' />
+ <value enum='4' description='INITIAL_CHARGE_PERCENT' />
+ <value enum='5' description='DISCOUNT_AMOUNT' />
+ <value enum='6' description='DISCOUNT_PERCENT' />
+ <value enum='7' description='DILUTION_LEVY_AMOUNT' />
+ <value enum='8' description='DILUTION_LEVY_PERCENT' />
+ <value enum='9' description='EXIT_CHARGE_AMOUNT' />
+ </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='INDIVIDUAL_INVESTOR' />
+ <value enum='10' description='NETWORKING_SUB_ACCOUNT' />
+ <value enum='11' description='NON_PROFIT_ORGANIZATION' />
+ <value enum='12' description='CORPORATE_BODY' />
+ <value enum='13' description='NOMINEE' />
+ <value enum='2' description='PUBLIC_COMPANY' />
+ <value enum='3' description='PRIVATE_COMPANY' />
+ <value enum='4' description='INDIVIDUAL_TRUSTEE' />
+ <value enum='5' description='COMPANY_TRUSTEE' />
+ <value enum='6' description='PENSION_PLAN' />
+ <value enum='7' description='CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT' />
+ <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='RISKLESS_PRINCIPAL' />
+ <value enum='W' description='AGENT_FOR_OTHER_MEMBER' />
+ </field>
+ <field number='529' name='OrderRestrictions' type='MULTIPLECHARVALUE'>
+ <value enum='1' description='PROGRAM_TRADE' />
+ <value enum='2' description='INDEX_ARBITRAGE' />
+ <value enum='3' description='NON_INDEX_ARBITRAGE' />
+ <value enum='4' description='COMPETING_MARKET_MAKER' />
+ <value enum='5' description='ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY' />
+ <value enum='6' description='ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY' />
+ <value enum='7' description='FOREIGN_ENTITY' />
+ <value enum='8' description='EXTERNAL_MARKET_PARTICIPANT' />
+ <value enum='9' description='EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE' />
+ <value enum='A' description='RISKLESS_ARBITRAGE' />
+ <value enum='B' description='ISSUER_HOLDING' />
+ <value enum='C' description='ISSUE_PRICE_STABILIZATION' />
+ <value enum='D' description='NON_ALGORITHMIC' />
+ <value enum='E' description='ALGORITHMIC' />
+ <value enum='F' description='CROSS' />
+ </field>
+ <field number='530' name='MassCancelRequestType' type='CHAR'>
+ <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='CANCEL_ALL_ORDERS' />
+ <value enum='8' description='CANCEL_ORDERS_FOR_A_MARKET' />
+ <value enum='9' description='CANCEL_ORDERS_FOR_A_MARKET_SEGMENT' />
+ <value enum='A' description='CANCEL_ORDERS_FOR_A_SECURITY_GROUP' />
+ <value enum='B' description='CANCEL_FOR_SECURITY_ISSUER' />
+ <value enum='C' description='CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY' />
+ </field>
+ <field number='531' name='MassCancelResponse' type='CHAR'>
+ <value enum='0' description='CANCEL_REQUEST_REJECTED' />
+ <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='CANCEL_ALL_ORDERS' />
+ <value enum='8' description='CANCEL_ORDERS_FOR_A_MARKET' />
+ <value enum='9' description='CANCEL_ORDERS_FOR_A_MARKET_SEGMENT' />
+ <value enum='A' description='CANCEL_ORDERS_FOR_A_SECURITY_GROUP' />
+ <value enum='B' description='CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER' />
+ <value enum='C' description='CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY' />
+ </field>
+ <field number='532' name='MassCancelRejectReason' type='INT'>
+ <value enum='0' description='MASS_CANCEL_NOT_SUPPORTED' />
+ <value enum='1' description='INVALID_OR_UNKNOWN_SECURITY' />
+ <value enum='2' description='INVALID_OR_UNKOWN_UNDERLYING_SECURITY' />
+ <value enum='3' description='INVALID_OR_UNKNOWN_PRODUCT' />
+ <value enum='4' description='INVALID_OR_UNKNOWN_CFICODE' />
+ <value enum='5' description='INVALID_OR_UNKNOWN_SECURITYTYPE' />
+ <value enum='6' description='INVALID_OR_UNKNOWN_TRADING_SESSION' />
+ <value enum='99' description='OTHER' />
+ <value enum='7' description='INVALID_OR_UNKNOWN_MARKET' />
+ <value enum='8' description='INVALID_OR_UNKOWN_MARKET_SEGMENT' />
+ <value enum='9' description='INVALID_OR_UNKNOWN_SECURITY_GROUP' />
+ <value enum='10' description='INVALID_OR_UNKNOWN_SECURITY_ISSUER' />
+ <value enum='11' description='INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY' />
+ </field>
+ <field number='533' name='TotalAffectedOrders' type='INT' />
+ <field number='534' name='NoAffectedOrders' type='NUMINGROUP' />
+ <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='RESTRICTED_TRADEABLE' />
+ <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' />
+ <field number='544' name='CashMargin' type='CHAR'>
+ <value enum='1' description='CASH' />
+ <value enum='2' description='MARGIN_OPEN' />
+ <value enum='3' description='MARGIN_CLOSE' />
+ </field>
+ <field number='545' name='NestedPartySubID' type='STRING' />
+ <field number='546' name='Scope' type='MULTIPLECHARVALUE'>
+ <value enum='1' description='LOCAL_MARKET' />
+ <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='CROSS_AON' />
+ <value enum='2' description='CROSS_IOC' />
+ <value enum='3' description='CROSS_ONE_SIDE' />
+ <value enum='4' description='CROSS_SAME_PRICE' />
+ </field>
+ <field number='550' name='CrossPrioritization' type='INT'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='BUY_SIDE_IS_PRIORITIZED' />
+ <value enum='2' description='SELL_SIDE_IS_PRIORITIZED' />
+ </field>
+ <field number='551' name='OrigCrossID' type='STRING' />
+ <field number='552' name='NoSides' type='NUMINGROUP'>
+ <value enum='1' description='ONE_SIDE' />
+ <value enum='2' description='BOTH_SIDES' />
+ </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='SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='2' description='PRODUCT' />
+ <value enum='3' description='TRADINGSESSIONID' />
+ <value enum='4' description='ALL_SECURITIES' />
+ <value enum='5' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' />
+ </field>
+ <field number='560' name='SecurityRequestResult' 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='3' description='NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA' />
+ <value enum='4' description='INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE' />
+ <value enum='5' description='REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED' />
+ </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='UNKNOWN_OR_INVALID_TRADINGSESSIONID' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='568' name='TradeRequestID' type='STRING' />
+ <field number='569' name='TradeRequestType' type='INT'>
+ <value enum='0' description='ALL_TRADES' />
+ <value enum='1' description='MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST' />
+ <value enum='2' description='UNMATCHED_TRADES_THAT_MATCH_CRITERIA' />
+ <value enum='3' description='UNREPORTED_TRADES_THAT_MATCH_CRITERIA' />
+ <value enum='4' description='ADVISORIES_THAT_MATCH_CRITERIA' />
+ </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='COMPARED_MATCHED_OR_AFFIRMED' />
+ <value enum='1' description='UNCOMPARED_UNMATCHED_OR_UNAFFIRMED' />
+ <value enum='2' description='ADVISORY_OR_ALERT' />
+ </field>
+ <field number='574' name='MatchType' type='STRING'>
+ <value enum='A1' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME' />
+ <value enum='A2' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES' />
+ <value enum='A3' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME' />
+ <value enum='A4' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES' />
+ <value enum='A5' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME' />
+ <value enum='M3' description='ACT_ACCEPTED_TRADE' />
+ <value enum='M4' description='ACT_DEFAULT_TRADE' />
+ <value enum='M5' description='ACT_DEFAULT_AFTER_M2' />
+ <value enum='M6' description='ACT_M6_MATCH' />
+ <value enum='AQ' description='COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS' />
+ <value enum='M1' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH' />
+ <value enum='M2' description='SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH' />
+ <value enum='MT' description='OCS_LOCKED_IN_NON_ACT' />
+ <value enum='S1' description='SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED' />
+ <value enum='S2' description='SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S3' description='SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S4' description='SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='S5' description='SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED' />
+ <value enum='1' description='ONE_PARTY_TRADE_REPORT' />
+ <value enum='2' description='TWO_PARTY_TRADE_REPORT' />
+ <value enum='3' description='CONFIRMED_TRADE_REPORT' />
+ <value enum='4' description='AUTO_MATCH' />
+ <value enum='5' description='CROSS_AUCTION' />
+ <value enum='6' description='COUNTER_ORDER_SELECTION' />
+ <value enum='7' description='CALL_AUCTION' />
+ <value enum='8' description='ISSUING_BUY_BACK_AUCTION' />
+ </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='PROCESS_NORMALLY' />
+ <value enum='1' description='EXCLUDE_FROM_ALL_NETTING' />
+ <value enum='10' description='AUTOMATIC_GIVE_UP_MODE' />
+ <value enum='11' description='QUALIFIED_SERVICE_REPRESENTATIVE_QSR' />
+ <value enum='12' description='CUSTOMER_TRADE' />
+ <value enum='13' description='SELF_CLEARING' />
+ <value enum='2' description='BILATERAL_NETTING_ONLY' />
+ <value enum='3' description='EX_CLEARING' />
+ <value enum='4' description='SPECIAL_TRADE' />
+ <value enum='5' description='MULTILATERAL_NETTING' />
+ <value enum='6' description='CLEAR_AGAINST_CENTRAL_COUNTERPARTY' />
+ <value enum='7' description='EXCLUDE_FROM_CENTRAL_COUNTERPARTY' />
+ <value enum='8' description='MANUAL_MODE' />
+ <value enum='9' description='AUTOMATIC_POSTING_MODE' />
+ </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='ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS' />
+ <value enum='2' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='3' description='HOUSE_TRADER' />
+ <value enum='4' description='FLOOR_TRADER' />
+ <value enum='6' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED' />
+ <value enum='7' description='ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED' />
+ <value enum='8' description='JOINT_BACK_OFFICE_ACCOUNT' />
+ </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='STATUS_FOR_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='STATUS_FOR_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='STATUS_FOR_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='STATUS_FOR_ALL_ORDERS' />
+ <value enum='8' description='STATUS_FOR_ORDERS_FOR_A_PARTYID' />
+ <value enum='9' description='STATUS_FOR_SECURITY_ISSUER' />
+ <value enum='10' description='STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY' />
+ </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' />
+ <value enum='1' description='SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING' />
+ <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='PRO_RATA' />
+ <value enum='1' description='DO_NOT_PRO_RATA' />
+ </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'>
+ <value enum='1' description='PRE_TRADING' />
+ <value enum='2' description='OPENING_OR_OPENING_AUCTION' />
+ <value enum='3' description='3' />
+ <value enum='4' description='CLOSING_OR_CLOSING_AUCTION' />
+ <value enum='5' description='POST_TRADING' />
+ <value enum='6' description='INTRADAY_AUCTION' />
+ <value enum='7' description='QUIESCENT' />
+ </field>
+ <field number='626' name='AllocType' type='INT'>
+ <value enum='1' description='CALCULATED' />
+ <value enum='2' description='PRELIMINARY' />
+ <value enum='3' description='SELLSIDE_CALCULATED_USING_PRELIMINARY' />
+ <value enum='4' description='SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='5' description='READY_TO_BOOK' />
+ <value enum='6' description='BUYSIDE_READY_TO_BOOK' />
+ <value enum='7' description='WAREHOUSE_INSTRUCTION' />
+ <value enum='8' description='REQUEST_TO_INTERMEDIARY' />
+ <value enum='9' description='ACCEPT' />
+ <value enum='10' description='REJECT' />
+ <value enum='11' description='ACCEPT_PENDING' />
+ <value enum='12' description='INCOMPLETE_GROUP' />
+ <value enum='13' description='COMPLETE_GROUP' />
+ <value enum='14' description='REVERSAL_PENDING' />
+ </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='1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='2' description='2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='3' description='3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='4' description='4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='5' description='5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='9' description='6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT' />
+ <value enum='B' description='CBOE_MEMBER' />
+ <value enum='C' description='NON_MEMBER_AND_CUSTOMER' />
+ <value enum='E' description='EQUITY_MEMBER_AND_CLEARING_MEMBER' />
+ <value enum='F' description='FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS' />
+ <value enum='H' description='106H_AND_106J_FIRMS' />
+ <value enum='I' description='GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS' />
+ <value enum='L' description='LESSEE_106F_EMPLOYEES' />
+ <value enum='M' description='ALL_OTHER_OWNERSHIP_TYPES' />
+ </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='PRIORITY_UNCHANGED' />
+ <value enum='1' description='LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE' />
+ </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='PENDING_APPROVAL' />
+ <value enum='1' description='APPROVED' />
+ <value enum='2' description='REJECTED' />
+ <value enum='3' description='UNAUTHORIZED_REQUEST' />
+ <value enum='4' description='INVALID_DEFINITION_REQUEST' />
+ </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='UNKNOWN_SYMBOL' />
+ <value enum='10' description='PASS' />
+ <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='INVALID_PRICE' />
+ <value enum='6' description='NOT_AUTHORIZED_TO_REQUEST_QUOTE' />
+ <value enum='7' description='NO_MATCH_FOR_INQUIRY' />
+ <value enum='8' description='NO_MARKET_FOR_INSTRUMENT' />
+ <value enum='9' description='NO_INVENTORY' />
+ <value enum='99' description='OTHER' />
+ <value enum='11' description='INSUFFICIENT_CREDIT' />
+ </field>
+ <field number='659' name='SideComplianceID' type='STRING' />
+ <field number='660' name='AcctIDSource' type='INT'>
+ <value enum='1' description='BIC' />
+ <value enum='2' description='SID_CODE' />
+ <value enum='3' description='TFM' />
+ <value enum='4' description='OMGEO' />
+ <value enum='5' description='DTCC_CODE' />
+ <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='MISMATCHED_ACCOUNT' />
+ <value enum='3' description='MISSING_SETTLEMENT_INSTRUCTIONS' />
+ <value enum='4' description='CONFIRMED' />
+ <value enum='5' description='REQUEST_REJECTED' />
+ </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='BOOK_ENTRY' />
+ <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='PAR_FOR_PAR' />
+ <value enum='2' description='MODIFIED_DURATION' />
+ <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='PER_SHARE' />
+ <value enum='3' description='FIXED_AMOUNT' />
+ <value enum='4' description='DISCOUNT' />
+ <value enum='5' description='PREMIUM' />
+ <value enum='6' description='SPREAD' />
+ <value enum='7' description='TED_PRICE' />
+ <value enum='8' description='TED_YIELD' />
+ <value enum='9' description='YIELD_SPREAD' />
+ </field>
+ <field number='693' name='QuoteRespID' type='STRING' />
+ <field number='694' name='QuoteRespType' type='INT'>
+ <value enum='1' description='HIT_LIFT' />
+ <value enum='2' description='COUNTER' />
+ <value enum='3' description='EXPIRED' />
+ <value enum='4' description='COVER' />
+ <value enum='5' description='DONE_AWAY' />
+ <value enum='6' description='PASS' />
+ <value enum='7' description='END_TRADE' />
+ <value enum='8' description='TIMED_OUT' />
+ </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='ALLOCATION_TRADE_QTY' />
+ <value enum='AS' description='OPTION_ASSIGNMENT' />
+ <value enum='ASF' description='AS_OF_TRADE_QTY' />
+ <value enum='DLV' description='DELIVERY_QTY' />
+ <value enum='ETR' description='ELECTRONIC_TRADE_QTY' />
+ <value enum='EX' description='OPTION_EXERCISE_QTY' />
+ <value enum='FIN' description='END_OF_DAY_QTY' />
+ <value enum='IAS' description='INTRA_SPREAD_QTY' />
+ <value enum='IES' description='INTER_SPREAD_QTY' />
+ <value enum='PA' description='ADJUSTMENT_QTY' />
+ <value enum='PIT' description='PIT_TRADE_QTY' />
+ <value enum='SOD' description='START_OF_DAY_QTY' />
+ <value enum='SPL' description='INTEGRAL_SPLIT' />
+ <value enum='TA' description='TRANSACTION_FROM_ASSIGNMENT' />
+ <value enum='TOT' description='TOTAL_TRANSACTION_QTY' />
+ <value enum='TQ' description='TRANSACTION_QUANTITY' />
+ <value enum='TRF' description='TRANSFER_TRADE_QTY' />
+ <value enum='TX' description='TRANSACTION_FROM_EXERCISE' />
+ <value enum='XM' description='CROSS_MARGIN_QTY' />
+ <value enum='RCV' description='RECEIVE_QUANTITY' />
+ <value enum='CAA' description='CORPORATE_ACTION_ADJUSTMENT' />
+ <value enum='DN' description='DELIVERY_NOTICE_QTY' />
+ <value enum='EP' description='EXCHANGE_FOR_PHYSICAL_QTY' />
+ <value enum='PNTN' description='PRIVATELY_NEGOTIATED_TRADE_QTY' />
+ <value enum='DLT' description='NET_DELTA_QTY' />
+ <value enum='CEA' description='CREDIT_EVENT_ADJUSTMENT' />
+ <value enum='SEA' description='SUCCESSION_EVENT_ADJUSTMENT' />
+ </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='CASH_AMOUNT' />
+ <value enum='CRES' description='CASH_RESIDUAL_AMOUNT' />
+ <value enum='FMTM' description='FINAL_MARK_TO_MARKET_AMOUNT' />
+ <value enum='IMTM' description='INCREMENTAL_MARK_TO_MARKET_AMOUNT' />
+ <value enum='PREM' description='PREMIUM_AMOUNT' />
+ <value enum='SMTM' description='START_OF_DAY_MARK_TO_MARKET_AMOUNT' />
+ <value enum='TVAR' description='TRADE_VARIATION_AMOUNT' />
+ <value enum='VADJ' description='VALUE_ADJUSTED_AMOUNT' />
+ <value enum='SETL' description='SETTLEMENT_VALUE' />
+ <value enum='ICPN' description='INITIAL_TRADE_COUPON_AMOUNT' />
+ <value enum='ACPN' description='ACCRUED_COUPON_AMOUNT' />
+ <value enum='CPN' description='COUPON_AMOUNT' />
+ <value enum='IACPN' description='INCREMENTAL_ACCRUED_COUPON' />
+ <value enum='CMTM' description='COLLATERALIZED_MARK_TO_MARKET' />
+ <value enum='ICMTM' description='INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET' />
+ <value enum='DLV' description='COMPENSATION_AMOUNT' />
+ <value enum='BANK' description='TOTAL_BANKED_AMOUNT' />
+ <value enum='COLAT' description='TOTAL_COLLATERALIZED_AMOUNT' />
+ </field>
+ <field number='708' name='PosAmt' type='AMT' />
+ <field number='709' name='PosTransType' type='INT'>
+ <value enum='1' description='EXERCISE' />
+ <value enum='2' description='DO_NOT_EXERCISE' />
+ <value enum='3' description='POSITION_ADJUSTMENT' />
+ <value enum='4' description='POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION' />
+ <value enum='5' description='PLEDGE' />
+ <value enum='6' description='LARGE_TRADER_SUBMISSION' />
+ </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' />
+ <value enum='4' description='REVERSE' />
+ </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'>
+ <value enum='ITD' description='INTRADAY' />
+ <value enum='RTH' description='REGULAR_TRADING_HOURS' />
+ <value enum='ETH' description='ELECTRONIC_TRADING_HOURS' />
+ <value enum='EOD' description='END_OF_DAY' />
+ </field>
+ <field number='717' name='SettlSessSubID' type='STRING' />
+ <field number='718' name='AdjustmentType' type='INT'>
+ <value enum='0' description='PROCESS_REQUEST_AS_MARGIN_DISPOSITION' />
+ <value enum='1' description='DELTA_PLUS' />
+ <value enum='2' description='DELTA_MINUS' />
+ <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='ACCEPTED_WITH_WARNINGS' />
+ <value enum='2' description='REJECTED' />
+ <value enum='3' description='COMPLETED' />
+ <value enum='4' description='COMPLETED_WITH_WARNINGS' />
+ </field>
+ <field number='723' name='PosMaintResult' type='INT'>
+ <value enum='0' description='SUCCESSFUL_COMPLETION' />
+ <value enum='1' description='REJECTED' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='724' name='PosReqType' type='INT'>
+ <value enum='0' description='POSITIONS' />
+ <value enum='1' description='TRADES' />
+ <value enum='2' description='EXERCISES' />
+ <value enum='3' description='ASSIGNMENTS' />
+ <value enum='4' description='SETTLEMENT_ACTIVITY' />
+ <value enum='5' description='BACKOUT_MESSAGE' />
+ <value enum='6' description='DELTA_POSITIONS' />
+ </field>
+ <field number='725' name='ResponseTransportType' type='INT'>
+ <value enum='0' description='INBAND' />
+ <value enum='1' description='OUT_OF_BAND' />
+ </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='VALID_REQUEST' />
+ <value enum='1' description='INVALID_OR_UNSUPPORTED_REQUEST' />
+ <value enum='2' description='NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA' />
+ <value enum='3' description='NOT_AUTHORIZED_TO_REQUEST_POSITIONS' />
+ <value enum='4' description='REQUEST_FOR_POSITION_NOT_SUPPORTED' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='729' name='PosReqStatus' type='INT'>
+ <value enum='0' description='COMPLETED' />
+ <value enum='1' description='COMPLETED_WITH_WARNINGS' />
+ <value enum='2' description='REJECTED' />
+ </field>
+ <field number='730' name='SettlPrice' type='PRICE' />
+ <field number='731' name='SettlPriceType' type='INT'>
+ <value enum='1' description='FINAL' />
+ <value enum='2' description='THEORETICAL' />
+ </field>
+ <field number='732' name='UnderlyingSettlPrice' type='PRICE' />
+ <field number='733' name='UnderlyingSettlPriceType' type='INT' />
+ <field number='734' name='PriorSettlPrice' type='PRICE' />
+ <field number='735' name='NoQuoteQualifiers' type='NUMINGROUP' />
+ <field number='736' name='AllocSettlCurrency' type='CURRENCY' />
+ <field number='737' name='AllocSettlCurrAmt' type='AMT' />
+ <field number='738' name='InterestAtMaturity' type='AMT' />
+ <field number='739' name='LegDatedDate' type='LOCALMKTDATE' />
+ <field number='740' name='LegPool' type='STRING' />
+ <field number='741' name='AllocInterestAtMaturity' type='AMT' />
+ <field number='742' name='AllocAccruedInterestAmt' type='AMT' />
+ <field number='743' name='DeliveryDate' type='LOCALMKTDATE' />
+ <field number='744' name='AssignmentMethod' type='CHAR'>
+ <value enum='P' description='PRO_RATA' />
+ <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='INVALID_OR_UNKNOWN_INSTRUMENT' />
+ <value enum='2' description='INVALID_TYPE_OF_TRADE_REQUESTED' />
+ <value enum='3' description='INVALID_PARTIES' />
+ <value enum='4' description='INVALID_TRANSPORT_TYPE_REQUESTED' />
+ <value enum='5' description='INVALID_DESTINATION_REQUESTED' />
+ <value enum='8' description='TRADEREQUESTTYPE_NOT_SUPPORTED' />
+ <value enum='9' description='NOT_AUTHORIZED' />
+ <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='SUCCESSFUL' />
+ <value enum='1' description='INVALID_PARTY_ONFORMATION' />
+ <value enum='2' description='UNKNOWN_INSTRUMENT' />
+ <value enum='3' description='UNAUTHORIZED_TO_REPORT_TRADES' />
+ <value enum='4' description='INVALID_TRADE_TYPE' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='752' name='SideMultiLegReportingType' type='INT'>
+ <value enum='1' description='SINGLE_SECURITY' />
+ <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY' />
+ <value enum='3' description='MULTILEG_SECURITY' />
+ </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='EXECUTION_TIME' />
+ <value enum='2' description='TIME_IN' />
+ <value enum='3' description='TIME_OUT' />
+ <value enum='4' description='BROKER_RECEIPT' />
+ <value enum='5' description='BROKER_EXECUTION' />
+ <value enum='6' description='DESK_RECEIPT' />
+ <value enum='7' description='SUBMISSION_TO_CLEARING' />
+ </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='CONFIRMATION_REQUEST_REJECTED' />
+ </field>
+ <field number='774' name='ConfirmRejReason' type='INT'>
+ <value enum='1' description='MISMATCHED_ACCOUNT' />
+ <value enum='2' description='MISSING_SETTLEMENT_INSTRUCTIONS' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='775' name='BookingType' type='INT'>
+ <value enum='0' description='REGULAR_BOOKING' />
+ <value enum='1' description='CFD' />
+ <value enum='2' description='TOTAL_RETURN_SWAP' />
+ </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='USE_DEFAULT_INSTRUCTIONS' />
+ <value enum='1' description='DERIVE_FROM_PARAMETERS_PROVIDED' />
+ <value enum='2' description='FULL_DETAILS_PROVIDED' />
+ <value enum='3' description='SSI_DB_IDS_PROVIDED' />
+ <value enum='4' description='PHONE_FOR_INSTRUCTIONS' />
+ </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='UNABLE_TO_PROCESS_REQUEST' />
+ <value enum='1' description='UNKNOWN_ACCOUNT' />
+ <value enum='2' description='NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='793' name='SecondaryAllocID' type='STRING' />
+ <field number='794' name='AllocReportType' type='INT'>
+ <value enum='3' description='SELLSIDE_CALCULATED_USING_PRELIMINARY' />
+ <value enum='4' description='SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY' />
+ <value enum='5' description='WAREHOUSE_RECAP' />
+ <value enum='8' description='REQUEST_TO_INTERMEDIARY' />
+ <value enum='2' description='PRELIMINARY_REQUEST_TO_INTERMEDIARY' />
+ <value enum='9' description='ACCEPT' />
+ <value enum='10' description='REJECT' />
+ <value enum='11' description='ACCEPT_PENDING' />
+ <value enum='12' description='COMPLETE' />
+ <value enum='14' description='REVERSE_PENDING' />
+ </field>
+ <field number='795' name='AllocReportRefID' type='STRING' />
+ <field number='796' name='AllocCancReplaceReason' type='INT'>
+ <value enum='1' description='ORIGINAL_DETAILS_INCOMPLETE_INCORRECT' />
+ <value enum='2' description='CHANGE_IN_UNDERLYING_ORDER_DETAILS' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='797' name='CopyMsgIndicator' type='BOOLEAN' />
+ <field number='798' name='AllocAccountType' type='INT'>
+ <value enum='1' description='ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='2' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS' />
+ <value enum='3' description='HOUSE_TRADER' />
+ <value enum='4' description='FLOOR_TRADER' />
+ <value enum='6' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED' />
+ <value enum='7' description='ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED' />
+ <value enum='8' description='JOINT_BACK_OFFICE_ACCOUNT' />
+ </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='SECURITIES_ACCOUNT_NUMBER' />
+ <value enum='11' description='REGISTRATION_NUMBER' />
+ <value enum='12' description='REGISTERED_ADDRESS_12' />
+ <value enum='13' description='REGULATORY_STATUS' />
+ <value enum='14' description='REGISTRATION_NAME' />
+ <value enum='15' description='CASH_ACCOUNT_NUMBER' />
+ <value enum='16' description='BIC' />
+ <value enum='17' description='CSD_PARTICIPANT_MEMBER_CODE' />
+ <value enum='18' description='REGISTERED_ADDRESS_18' />
+ <value enum='19' description='FUND_ACCOUNT_NAME' />
+ <value enum='2' description='PERSON' />
+ <value enum='20' description='TELEX_NUMBER' />
+ <value enum='21' description='FAX_NUMBER' />
+ <value enum='22' description='SECURITIES_ACCOUNT_NAME' />
+ <value enum='23' description='CASH_ACCOUNT_NAME' />
+ <value enum='24' description='DEPARTMENT' />
+ <value enum='25' description='LOCATION_DESK' />
+ <value enum='26' description='POSITION_ACCOUNT_TYPE' />
+ <value enum='3' description='SYSTEM' />
+ <value enum='4' description='APPLICATION' />
+ <value enum='5' description='FULL_LEGAL_NAME_OF_FIRM' />
+ <value enum='6' description='POSTAL_ADDRESS' />
+ <value enum='7' description='PHONE_NUMBER' />
+ <value enum='8' description='EMAIL_ADDRESS' />
+ <value enum='9' description='CONTACT_NAME' />
+ <value enum='27' description='SECURITY_LOCATE_ID' />
+ <value enum='28' description='MARKET_MAKER' />
+ <value enum='29' description='ELIGIBLE_COUNTERPARTY' />
+ <value enum='30' description='PROFESSIONAL_CLIENT' />
+ <value enum='31' description='LOCATION' />
+ <value enum='32' description='EXECUTION_VENUE' />
+ <value enum='33' description='CURRENCY_DELIVERY_IDENTIFIER' />
+ </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='PENDING_ACCEPT' />
+ <value enum='2' description='PENDING_RELEASE' />
+ <value enum='3' description='PENDING_REVERSAL' />
+ <value enum='4' description='ACCEPT' />
+ <value enum='5' description='BLOCK_LEVEL_REJECT' />
+ <value enum='6' description='ACCOUNT_LEVEL_REJECT' />
+ </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='NO_ACTION_TAKEN' />
+ <value enum='1' description='QUEUE_FLUSHED' />
+ <value enum='2' description='OVERLAY_LAST' />
+ <value enum='3' description='END_SESSION' />
+ </field>
+ <field number='815' name='ApplQueueAction' type='INT'>
+ <value enum='0' description='NO_ACTION_TAKEN' />
+ <value enum='1' description='QUEUE_FLUSHED' />
+ <value enum='2' description='OVERLAY_LAST' />
+ <value enum='3' description='END_SESSION' />
+ </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='NO_AVERAGE_PRICING' />
+ <value enum='1' description='TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID' />
+ <value enum='2' description='LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID' />
+ </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='ALLOCATION_NOT_REQUIRED' />
+ <value enum='1' description='ALLOCATION_REQUIRED' />
+ <value enum='2' description='USE_ALLOCATION_PROVIDED_WITH_THE_TRADE' />
+ <value enum='3' description='ALLOCATION_GIVE_UP_EXECUTOR' />
+ <value enum='4' description='ALLOCATION_FROM_EXECUTOR' />
+ <value enum='5' description='ALLOCATION_TO_CLAIM_ACCOUNT' />
+ </field>
+ <field number='827' name='ExpirationCycle' type='INT'>
+ <value enum='0' description='EXPIRE_ON_TRADING_SESSION_CLOSE' />
+ <value enum='1' description='EXPIRE_ON_TRADING_SESSION_OPEN' />
+ <value enum='2' description='TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE' />
+ </field>
+ <field number='828' name='TrdType' type='INT'>
+ <value enum='0' description='REGULAR_TRADE' />
+ <value enum='1' description='BLOCK_TRADE_1' />
+ <value enum='10' description='AFTER_HOURS_TRADE' />
+ <value enum='2' description='EFP' />
+ <value enum='3' description='TRANSFER' />
+ <value enum='4' description='LATE_TRADE' />
+ <value enum='5' description='T_TRADE' />
+ <value enum='6' description='WEIGHTED_AVERAGE_PRICE_TRADE' />
+ <value enum='7' description='BUNCHED_TRADE' />
+ <value enum='8' description='LATE_BUNCHED_TRADE' />
+ <value enum='9' description='PRIOR_REFERENCE_PRICE_TRADE' />
+ <value enum='11' description='EXCHANGE_FOR_RISK' />
+ <value enum='12' description='EXCHANGE_FOR_SWAP' />
+ <value enum='13' description='EXCHANGE_OF_FUTURES_FOR' />
+ <value enum='14' description='EXCHANGE_OF_OPTIONS_FOR_OPTIONS' />
+ <value enum='15' description='TRADING_AT_SETTLEMENT' />
+ <value enum='16' description='ALL_OR_NONE' />
+ <value enum='17' description='FUTURES_LARGE_ORDER_EXECUTION' />
+ <value enum='18' description='EXCHANGE_OF_FUTURES_FOR_FUTURES' />
+ <value enum='19' description='OPTION_INTERIM_TRADE' />
+ <value enum='20' description='OPTION_CABINET_TRADE' />
+ <value enum='22' description='PRIVATELY_NEGOTIATED_TRADES' />
+ <value enum='23' description='SUBSTITUTION_OF_FUTURES_FOR_FORWARDS' />
+ <value enum='24' description='ERROR_TRADE' />
+ <value enum='25' description='SPECIAL_CUM_DIVIDEND' />
+ <value enum='26' description='SPECIAL_EX_DIVIDEND' />
+ <value enum='27' description='SPECIAL_CUM_COUPON' />
+ <value enum='28' description='SPECIAL_EX_COUPON' />
+ <value enum='29' description='CASH_SETTLEMENT' />
+ <value enum='30' description='SPECIAL_PRICE' />
+ <value enum='31' description='GUARANTEED_DELIVERY' />
+ <value enum='32' description='SPECIAL_CUM_RIGHTS' />
+ <value enum='33' description='SPECIAL_EX_RIGHTS' />
+ <value enum='34' description='SPECIAL_CUM_CAPITAL_REPAYMENTS' />
+ <value enum='35' description='SPECIAL_EX_CAPITAL_REPAYMENTS' />
+ <value enum='36' description='SPECIAL_CUM_BONUS' />
+ <value enum='37' description='SPECIAL_EX_BONUS' />
+ <value enum='38' description='BLOCK_TRADE_38' />
+ <value enum='39' description='WORKED_PRINCIPAL_TRADE' />
+ <value enum='40' description='BLOCK_TRADES' />
+ <value enum='41' description='NAME_CHANGE' />
+ <value enum='42' description='PORTFOLIO_TRANSFER' />
+ <value enum='43' description='PROROGATION_BUY' />
+ <value enum='44' description='PROROGATION_SELL' />
+ <value enum='45' description='OPTION_EXERCISE' />
+ <value enum='46' description='DELTA_NEUTRAL_TRANSACTION' />
+ <value enum='47' description='FINANCING_TRANSACTION' />
+ <value enum='48' description='NON_STANDARD_SETTLEMENT' />
+ <value enum='49' description='DERIVATIVE_RELATED_TRANSACTION' />
+ <value enum='50' description='PORTFOLIO_TRADE' />
+ <value enum='51' description='VOLUME_WEIGHTED_AVERAGE_TRADE' />
+ <value enum='52' description='EXCHANGE_GRANTED_TRADE' />
+ <value enum='53' description='REPURCHASE_AGREEMENT' />
+ <value enum='54' description='OTC' />
+ <value enum='55' description='EXCHANGE_BASIS_FACILITY' />
+ </field>
+ <field number='829' name='TrdSubType' type='INT'>
+ <value enum='0' description='CMTA' />
+ <value enum='1' description='INTERNAL_TRANSFER_OR_ADJUSTMENT' />
+ <value enum='2' description='EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT' />
+ <value enum='3' description='REJECT_FOR_SUBMITTING_SIDE' />
+ <value enum='4' description='ADVISORY_FOR_CONTRA_SIDE' />
+ <value enum='5' description='OFFSET_DUE_TO_AN_ALLOCATION' />
+ <value enum='6' description='ONSET_DUE_TO_AN_ALLOCATION' />
+ <value enum='7' description='DIFFERENTIAL_SPREAD' />
+ <value enum='8' description='IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT' />
+ <value enum='9' description='TRANSACTION_FROM_EXERCISE' />
+ <value enum='10' description='TRANSACTION_FROM_ASSIGNMENT' />
+ <value enum='11' description='ACATS' />
+ <value enum='14' description='AI' />
+ <value enum='15' description='B' />
+ <value enum='16' description='K' />
+ <value enum='17' description='LC' />
+ <value enum='18' description='M' />
+ <value enum='19' description='N' />
+ <value enum='20' description='NM' />
+ <value enum='21' description='NR' />
+ <value enum='22' description='P' />
+ <value enum='23' description='PA' />
+ <value enum='24' description='PC' />
+ <value enum='25' description='PN' />
+ <value enum='26' description='R' />
+ <value enum='27' description='RO' />
+ <value enum='28' description='RT' />
+ <value enum='29' description='SW' />
+ <value enum='30' description='T' />
+ <value enum='31' description='WN' />
+ <value enum='32' description='WT' />
+ <value enum='33' description='OFF_HOURS_TRADE' />
+ <value enum='34' description='ON_HOURS_TRADE' />
+ <value enum='35' description='OTC_QUOTE' />
+ <value enum='36' description='CONVERTED_SWAP' />
+ <value enum='37' description='CROSSED_TRADE' />
+ <value enum='38' description='INTERIM_PROTECTED_TRADE' />
+ <value enum='39' description='LARGE_IN_SCALE' />
+ </field>
+ <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='BASIS_POINTS' />
+ <value enum='2' description='TICKS' />
+ <value enum='3' description='PRICE_TIER' />
+ </field>
+ <field number='837' name='PegLimitType' type='INT'>
+ <value enum='0' description='OR_BETTER' />
+ <value enum='1' description='STRICT' />
+ <value enum='2' description='OR_WORSE' />
+ </field>
+ <field number='838' name='PegRoundDirection' type='INT'>
+ <value enum='1' description='MORE_AGGRESSIVE' />
+ <value enum='2' description='MORE_PASSIVE' />
+ </field>
+ <field number='839' name='PeggedPrice' type='PRICE' />
+ <field number='840' name='PegScope' type='INT'>
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ <value enum='4' description='NATIONAL_EXCLUDING_LOCAL' />
+ </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='BASIS_POINTS' />
+ <value enum='2' description='TICKS' />
+ <value enum='3' description='PRICE_TIER' />
+ </field>
+ <field number='843' name='DiscretionLimitType' type='INT'>
+ <value enum='0' description='OR_BETTER' />
+ <value enum='1' description='STRICT' />
+ <value enum='2' description='OR_WORSE' />
+ </field>
+ <field number='844' name='DiscretionRoundDirection' type='INT'>
+ <value enum='1' description='MORE_AGGRESSIVE' />
+ <value enum='2' description='MORE_PASSIVE' />
+ </field>
+ <field number='845' name='DiscretionPrice' type='PRICE' />
+ <field number='846' name='DiscretionScope' type='INT'>
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ <value enum='4' description='NATIONAL_EXCLUDING_LOCAL' />
+ </field>
+ <field number='847' name='TargetStrategy' type='INT'>
+ <value enum='1' description='VWAP' />
+ <value enum='2' description='PARTICIPATE' />
+ <value enum='3' description='MININIZE_MARKET_IMPACT' />
+ </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='ADDED_LIQUIDITY' />
+ <value enum='2' description='REMOVED_LIQUIDITY' />
+ <value enum='3' description='LIQUIDITY_ROUTED_OUT' />
+ <value enum='4' description='AUCTION' />
+ </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='DEALER_SOLD_SHORT' />
+ <value enum='1' description='DEALER_SOLD_SHORT_EXEMPT' />
+ <value enum='2' description='SELLING_CUSTOMER_SOLD_SHORT' />
+ <value enum='3' description='SELLING_CUSTOMER_SOLD_SHORT_EXEMPT' />
+ <value enum='4' description='QUALIFIED_SERVICE_REPRESENTATIVE' />
+ <value enum='5' description='QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT' />
+ </field>
+ <field number='854' name='QtyType' type='INT'>
+ <value enum='0' description='UNITS' />
+ <value enum='1' description='CONTRACTS' />
+ <value enum='2' description='UNITS_OF_MEASURE_PER_TIME_UNIT' />
+ </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_1' />
+ <value enum='2' description='ACCEPT' />
+ <value enum='3' description='DECLINE' />
+ <value enum='4' description='ADDENDUM' />
+ <value enum='5' description='NO_WAS' />
+ <value enum='6' description='TRADE_REPORT_CANCEL' />
+ <value enum='7' description='7' />
+ <value enum='8' description='DEFAULTED' />
+ <value enum='9' description='INVALID_CMTA' />
+ <value enum='10' description='PENDED' />
+ <value enum='11' description='ALLEGED_NEW' />
+ <value enum='12' description='ALLEGED_ADDENDUM' />
+ <value enum='13' description='ALLEGED_NO_WAS' />
+ <value enum='14' description='ALLEGED_TRADE_REPORT_CANCEL' />
+ <value enum='15' description='ALLEGED_15' />
+ </field>
+ <field number='857' name='AllocNoOrdersType' type='INT'>
+ <value enum='0' description='NOT_SPECIFIED' />
+ <value enum='1' description='EXPLICIT_LIST_PROVIDED' />
+ </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='SINKING_FUND_CALL' />
+ <value enum='99' description='OTHER' />
+ <value enum='5' description='ACTIVATION' />
+ <value enum='6' description='INACTIVIATION' />
+ <value enum='7' description='LAST_ELIGIBLE_TRADE_DATE' />
+ <value enum='8' description='SWAP_START_DATE' />
+ <value enum='9' description='SWAP_END_DATE' />
+ <value enum='11' description='SWAP_NEXT_START_DATE' />
+ <value enum='10' description='SWAP_ROLL_DATE' />
+ <value enum='12' description='SWAP_NEXT_ROLL_DATE' />
+ <value enum='13' description='FIRST_DELIVERY_DATE' />
+ <value enum='14' description='LAST_DELIVERY_DATE' />
+ <value enum='15' description='INITIAL_INVENTORY_DUE_DATE' />
+ <value enum='16' description='FINAL_INVENTORY_DUE_DATE' />
+ <value enum='17' description='FIRST_INTENT_DATE' />
+ <value enum='18' description='LAST_INTENT_DATE' />
+ <value enum='19' description='POSITION_REMOVAL_DATE' />
+ </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='ORIGINAL_ISSUE_DISCOUNT' />
+ <value enum='11' description='CALLABLE_PUTTABLE' />
+ <value enum='12' description='ESCROWED_TO_MATURITY' />
+ <value enum='13' description='ESCROWED_TO_REDEMPTION_DATE' />
+ <value enum='14' description='PRE_REFUNDED' />
+ <value enum='15' description='IN_DEFAULT' />
+ <value enum='16' description='UNRATED' />
+ <value enum='17' description='TAXABLE' />
+ <value enum='18' description='INDEXED' />
+ <value enum='19' description='SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX' />
+ <value enum='2' description='ZERO_COUPON' />
+ <value enum='20' description='ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE' />
+ <value enum='21' description='CALLABLE_BELOW_MATURITY_VALUE' />
+ <value enum='22' description='CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED' />
+ <value enum='3' description='INTEREST_BEARING' />
+ <value enum='4' description='NO_PERIODIC_PAYMENTS' />
+ <value enum='5' description='VARIABLE_RATE' />
+ <value enum='6' description='LESS_FEE_FOR_PUT' />
+ <value enum='7' description='STEPPED_COUPON' />
+ <value enum='8' description='COUPON_PERIOD' />
+ <value enum='9' description='WHEN_AND_IF_ISSUED' />
+ <value enum='99' description='TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE' />
+ <value enum='23' description='PRICE_TICK_RULES_FOR_SECURITY' />
+ <value enum='24' description='TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY' />
+ <value enum='25' description='INSTRUMENT_DENOMINATOR' />
+ <value enum='26' description='INSTRUMENT_NUMERATOR' />
+ <value enum='27' description='INSTRUMENT_PRICE_PRECISION' />
+ <value enum='28' description='INSTRUMENT_STRIKE_PRICE' />
+ <value enum='29' description='TRADEABLE_INDICATOR' />
+ </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='3' />
+ <value enum='2' description='4' />
+ <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='PER_UNIT' />
+ <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='TIME_WARNING' />
+ <value enum='3' description='MARGIN_DEFICIENCY' />
+ <value enum='4' description='MARGIN_EXCESS' />
+ <value enum='5' description='FORWARD_COLLATERAL_DEMAND' />
+ <value enum='6' description='EVENT_OF_DEFAULT' />
+ <value enum='7' description='ADVERSE_TAX_EVENT' />
+ </field>
+ <field number='896' name='CollInquiryQualifier' type='INT'>
+ <value enum='0' description='TRADE_DATE' />
+ <value enum='1' description='GC_INSTRUMENT' />
+ <value enum='2' description='COLLATERAL_INSTRUMENT' />
+ <value enum='3' description='SUBSTITUTION_ELIGIBLE' />
+ <value enum='4' description='NOT_ASSIGNED' />
+ <value enum='5' description='PARTIALLY_ASSIGNED' />
+ <value enum='6' description='FULLY_ASSIGNED' />
+ <value enum='7' description='OUTSTANDING_TRADES' />
+ </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='UNKNOWN_DEAL' />
+ <value enum='1' description='UNKNOWN_OR_INVALID_INSTRUMENT' />
+ <value enum='2' description='UNAUTHORIZED_TRANSACTION' />
+ <value enum='3' description='INSUFFICIENT_COLLATERAL' />
+ <value enum='4' description='INVALID_TYPE_OF_COLLATERAL' />
+ <value enum='5' description='EXCESSIVE_SUBSTITUTION' />
+ <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='PARTIALLY_ASSIGNED' />
+ <value enum='2' description='ASSIGNMENT_PROPOSED' />
+ <value enum='3' description='ASSIGNED' />
+ <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='VERSUS_PAYMENT_DELIVER' />
+ <value enum='1' description='FREE_DELIVER' />
+ <value enum='2' description='TRI_PARTY' />
+ <value enum='3' description='HOLD_IN_CUSTODY' />
+ </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='LOG_ON_USER' />
+ <value enum='2' description='LOG_OFF_USER' />
+ <value enum='3' description='CHANGE_PASSWORD_FOR_USER' />
+ <value enum='4' description='REQUEST_INDIVIDUAL_USER_STATUS' />
+ </field>
+ <field number='925' name='NewPassword' type='STRING' />
+ <field number='926' name='UserStatus' type='INT'>
+ <value enum='1' description='LOGGED_IN' />
+ <value enum='2' description='NOT_LOGGED_IN' />
+ <value enum='3' description='USER_NOT_RECOGNISED' />
+ <value enum='4' description='PASSWORD_INCORRECT' />
+ <value enum='5' description='PASSWORD_CHANGED' />
+ <value enum='6' description='OTHER' />
+ <value enum='7' description='FORCED_USER_LOGOUT_BY_EXCHANGE' />
+ <value enum='8' description='SESSION_SHUTDOWN_WARNING' />
+ </field>
+ <field number='927' name='UserStatusText' type='STRING' />
+ <field number='928' name='StatusValue' type='INT'>
+ <value enum='1' description='CONNECTED' />
+ <value enum='2' description='NOT_CONNECTED_2' />
+ <value enum='3' description='NOT_CONNECTED_3' />
+ <value enum='4' description='IN_PROCESS' />
+ </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='STOP_SUBSCRIBING' />
+ <value enum='8' description='LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED' />
+ </field>
+ <field number='936' name='NoCompIDs' type='NUMINGROUP' />
+ <field number='937' name='NetworkStatusResponseType' type='INT'>
+ <value enum='1' description='FULL' />
+ <value enum='2' description='INCREMENTAL_UPDATE' />
+ </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' />
+ <value enum='3' description='ACCEPTED_WITH_ERRORS' />
+ </field>
+ <field number='940' name='AffirmStatus' type='INT'>
+ <value enum='1' description='RECEIVED' />
+ <value enum='2' description='CONFIRM_REJECTED_IE_NOT_AFFIRMED' />
+ <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='ACCEPTED_WITH_WARNINGS' />
+ <value enum='2' description='COMPLETED' />
+ <value enum='3' description='COMPLETED_WITH_WARNINGS' />
+ <value enum='4' description='REJECTED' />
+ </field>
+ <field number='946' name='CollInquiryResult' type='INT'>
+ <value enum='0' description='SUCCESSFUL' />
+ <value enum='1' description='INVALID_OR_UNKNOWN_INSTRUMENT' />
+ <value enum='2' description='INVALID_OR_UNKNOWN_COLLATERAL_TYPE' />
+ <value enum='3' description='INVALID_PARTIES' />
+ <value enum='4' description='INVALID_TRANSPORT_TYPE_REQUESTED' />
+ <value enum='5' description='INVALID_DESTINATION_REQUESTED' />
+ <value enum='6' description='NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED' />
+ <value enum='7' description='NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED' />
+ <value enum='8' description='COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED' />
+ <value enum='9' description='UNAUTHORIZED_FOR_COLLATERAL_INQUIRY' />
+ <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='957' name='NoStrategyParameters' type='NUMINGROUP' />
+ <field number='958' name='StrategyParameterName' type='STRING' />
+ <field number='959' name='StrategyParameterType' type='INT'>
+ <value enum='1' description='INT' />
+ <value enum='2' description='LENGTH' />
+ <value enum='3' description='NUMINGROUP' />
+ <value enum='4' description='SEQNUM' />
+ <value enum='5' description='TAGNUM' />
+ <value enum='6' description='FLOAT' />
+ <value enum='7' description='QTY' />
+ <value enum='8' description='PRICE' />
+ <value enum='9' description='PRICEOFFSET' />
+ <value enum='10' description='AMT' />
+ <value enum='11' description='PERCENTAGE' />
+ <value enum='12' description='CHAR' />
+ <value enum='13' description='BOOLEAN' />
+ <value enum='14' description='STRING' />
+ <value enum='15' description='MULTIPLECHARVALUE' />
+ <value enum='16' description='CURRENCY' />
+ <value enum='17' description='EXCHANGE' />
+ <value enum='18' description='MONTHYEAR' />
+ <value enum='19' description='UTCTIMESTAMP' />
+ <value enum='20' description='UTCTIMEONLY' />
+ <value enum='21' description='LOCALMKTDATE' />
+ <value enum='22' description='UTCDATEONLY' />
+ <value enum='23' description='DATA' />
+ <value enum='24' description='MULTIPLESTRINGVALUE' />
+ <value enum='25' description='COUNTRY' />
+ <value enum='26' description='LANGUAGE' />
+ <value enum='27' description='TZTIMEONLY' />
+ <value enum='28' description='TZTIMESTAMP' />
+ <value enum='29' description='TENOR' />
+ </field>
+ <field number='960' name='StrategyParameterValue' type='STRING' />
+ <field number='961' name='HostCrossID' type='STRING' />
+ <field number='962' name='SideTimeInForce' type='UTCTIMESTAMP' />
+ <field number='963' name='MDReportID' type='INT' />
+ <field number='964' name='SecurityReportID' type='INT' />
+ <field number='965' name='SecurityStatus' type='STRING'>
+ <value enum='1' description='ACTIVE' />
+ <value enum='2' description='INACTIVE' />
+ </field>
+ <field number='966' name='SettleOnOpenFlag' type='STRING' />
+ <field number='967' name='StrikeMultiplier' type='FLOAT' />
+ <field number='968' name='StrikeValue' type='FLOAT' />
+ <field number='969' name='MinPriceIncrement' type='FLOAT' />
+ <field number='970' name='PositionLimit' type='INT' />
+ <field number='971' name='NTPositionLimit' type='INT' />
+ <field number='972' name='UnderlyingAllocationPercent' type='PERCENTAGE' />
+ <field number='973' name='UnderlyingCashAmount' type='AMT' />
+ <field number='974' name='UnderlyingCashType' type='STRING'>
+ <value enum='FIXED' description='FIXED' />
+ <value enum='DIFF' description='DIFF' />
+ </field>
+ <field number='975' name='UnderlyingSettlementType' type='INT'>
+ <value enum='2' description='T_PLUS_1' />
+ <value enum='4' description='T_PLUS_3' />
+ <value enum='5' description='T_PLUS_4' />
+ </field>
+ <field number='976' name='QuantityDate' type='LOCALMKTDATE' />
+ <field number='977' name='ContIntRptID' type='STRING' />
+ <field number='978' name='LateIndicator' type='BOOLEAN' />
+ <field number='979' name='InputSource' type='STRING' />
+ <field number='980' name='SecurityUpdateAction' type='CHAR'>
+ <value enum='A' description='ADD' />
+ <value enum='D' description='DELETE' />
+ <value enum='M' description='MODIFY' />
+ </field>
+ <field number='981' name='NoExpiration' type='NUMINGROUP' />
+ <field number='982' name='ExpirationQtyType' type='INT'>
+ <value enum='1' description='AUTO_EXERCISE' />
+ <value enum='2' description='NON_AUTO_EXERCISE' />
+ <value enum='3' description='FINAL_WILL_BE_EXERCISED' />
+ <value enum='4' description='CONTRARY_INTENTION' />
+ <value enum='5' description='DIFFERENCE' />
+ </field>
+ <field number='983' name='ExpQty' type='QTY' />
+ <field number='984' name='NoUnderlyingAmounts' type='NUMINGROUP' />
+ <field number='985' name='UnderlyingPayAmount' type='AMT' />
+ <field number='986' name='UnderlyingCollectAmount' type='AMT' />
+ <field number='987' name='UnderlyingSettlementDate' type='LOCALMKTDATE' />
+ <field number='988' name='UnderlyingSettlementStatus' type='STRING' />
+ <field number='989' name='SecondaryIndividualAllocID' type='STRING' />
+ <field number='990' name='LegReportID' type='STRING' />
+ <field number='991' name='RndPx' type='PRICE' />
+ <field number='992' name='IndividualAllocType' type='INT'>
+ <value enum='1' description='SUB_ALLOCATE' />
+ <value enum='2' description='THIRD_PARTY_ALLOCATION' />
+ </field>
+ <field number='993' name='AllocCustomerCapacity' type='STRING' />
+ <field number='994' name='TierCode' type='STRING' />
+ <field number='996' name='UnitOfMeasure' type='STRING'>
+ <value enum='MWh' description='MEGAWATT_HOURS' />
+ <value enum='MMBtu' description='ONE_MILLION_BTU' />
+ <value enum='Bbl' description='BARRELS' />
+ <value enum='Gal' description='GALLONS' />
+ <value enum='t' description='METRIC_TONS' />
+ <value enum='tn' description='TONS' />
+ <value enum='MMbbl' description='MILLION_BARRELS' />
+ <value enum='lbs' description='POUNDS' />
+ <value enum='oz_tr' description='TROY_OUNCES' />
+ <value enum='USD' description='US_DOLLARS' />
+ <value enum='Bcf' description='BILLION_CUBIC_FEET' />
+ <value enum='Bu' description='BUSHELS' />
+ <value enum='Alw' description='ALLOWANCES' />
+ </field>
+ <field number='997' name='TimeUnit' type='STRING'>
+ <value enum='S' description='SECOND' />
+ <value enum='Min' description='MINUTE' />
+ <value enum='H' description='HOUR' />
+ <value enum='D' description='DAY' />
+ <value enum='Wk' description='WEEK' />
+ <value enum='Mo' description='MONTH' />
+ <value enum='Yr' description='YEAR' />
+ </field>
+ <field number='998' name='UnderlyingUnitOfMeasure' type='STRING' />
+ <field number='999' name='LegUnitOfMeasure' type='STRING' />
+ <field number='1000' name='UnderlyingTimeUnit' type='STRING' />
+ <field number='1001' name='LegTimeUnit' type='STRING' />
+ <field number='1002' name='AllocMethod' type='INT'>
+ <value enum='1' description='AUTOMATIC' />
+ <value enum='2' description='GUARANTOR' />
+ <value enum='3' description='MANUAL' />
+ </field>
+ <field number='1003' name='TradeID' type='STRING' />
+ <field number='1005' name='SideTradeReportID' type='STRING' />
+ <field number='1006' name='SideFillStationCd' type='STRING' />
+ <field number='1007' name='SideReasonCd' type='STRING' />
+ <field number='1008' name='SideTrdSubTyp' type='INT' />
+ <field number='1009' name='SideLastQty' type='INT' />
+ <field number='1011' name='MessageEventSource' type='STRING' />
+ <field number='1012' name='SideTrdRegTimestamp' type='UTCTIMESTAMP' />
+ <field number='1013' name='SideTrdRegTimestampType' type='INT' />
+ <field number='1014' name='SideTrdRegTimestampSrc' type='STRING' />
+ <field number='1015' name='AsOfIndicator' type='CHAR'>
+ <value enum='0' description='FALSE' />
+ <value enum='1' description='TRUE' />
+ </field>
+ <field number='1016' name='NoSideTrdRegTS' type='NUMINGROUP' />
+ <field number='1017' name='LegOptionRatio' type='FLOAT' />
+ <field number='1018' name='NoInstrumentParties' type='NUMINGROUP' />
+ <field number='1019' name='InstrumentPartyID' type='STRING' />
+ <field number='1020' name='TradeVolume' type='QTY' />
+ <field number='1021' name='MDBookType' type='INT'>
+ <value enum='1' description='TOP_OF_BOOK' />
+ <value enum='2' description='PRICE_DEPTH' />
+ <value enum='3' description='ORDER_DEPTH' />
+ </field>
+ <field number='1022' name='MDFeedType' type='STRING' />
+ <field number='1023' name='MDPriceLevel' type='INT' />
+ <field number='1024' name='MDOriginType' type='INT'>
+ <value enum='0' description='BOOK' />
+ <value enum='1' description='OFF_BOOK' />
+ <value enum='2' description='CROSS' />
+ </field>
+ <field number='1025' name='FirstPx' type='PRICE' />
+ <field number='1026' name='MDEntrySpotRate' type='FLOAT' />
+ <field number='1027' name='MDEntryForwardPoints' type='PRICEOFFSET' />
+ <field number='1028' name='ManualOrderIndicator' type='BOOLEAN' />
+ <field number='1029' name='CustDirectedOrder' type='BOOLEAN' />
+ <field number='1030' name='ReceivedDeptID' type='STRING' />
+ <field number='1031' name='CustOrderHandlingInst' type='MULTIPLESTRINGVALUE'>
+ <value enum='ADD' description='ADD_ON_ORDER' />
+ <value enum='AON' description='ALL_OR_NONE' />
+ <value enum='CNH' description='CASH_NOT_HELD' />
+ <value enum='DIR' description='DIRECTED_ORDER' />
+ <value enum='E.W' description='EXCHANGE_FOR_PHYSICAL_TRANSACTION' />
+ <value enum='FOK' description='FILL_OR_KILL' />
+ <value enum='IO' description='IMBALANCE_ONLY' />
+ <value enum='IOC' description='IMMEDIATE_OR_CANCEL' />
+ <value enum='LOO' description='LIMIT_ON_OPEN' />
+ <value enum='LOC' description='LIMIT_ON_CLOSE' />
+ <value enum='MAO' description='MARKET_AT_OPEN' />
+ <value enum='MAC' description='MARKET_AT_CLOSE' />
+ <value enum='MOO' description='MARKET_ON_OPEN' />
+ <value enum='MOC' description='MARKET_ON_CLOSE' />
+ <value enum='MQT' description='MINIMUM_QUANTITY' />
+ <value enum='NH' description='NOT_HELD' />
+ <value enum='OVD' description='OVER_THE_DAY' />
+ <value enum='PEG' description='PEGGED' />
+ <value enum='RSV' description='RESERVE_SIZE_ORDER' />
+ <value enum='S.W' description='STOP_STOCK_TRANSACTION' />
+ <value enum='SCL' description='SCALE' />
+ <value enum='TMO' description='TIME_ORDER' />
+ <value enum='TS' description='TRAILING_STOP' />
+ <value enum='WRK' description='WORK' />
+ </field>
+ <field number='1032' name='OrderHandlingInstSource' type='INT'>
+ <value enum='1' description='NASD_OATS' />
+ </field>
+ <field number='1033' name='DeskType' type='STRING'>
+ <value enum='A' description='AGENCY' />
+ <value enum='AR' description='ARBITRAGE' />
+ <value enum='D' description='DERIVATIVES' />
+ <value enum='IN' description='INTERNATIONAL' />
+ <value enum='IS' description='INSTITUTIONAL' />
+ <value enum='O' description='OTHER' />
+ <value enum='PF' description='PREFERRED_TRADING' />
+ <value enum='PR' description='PROPRIETARY' />
+ <value enum='PT' description='PROGRAM_TRADING' />
+ <value enum='S' description='SALES' />
+ <value enum='T' description='TRADING' />
+ </field>
+ <field number='1034' name='DeskTypeSource' type='INT'>
+ <value enum='1' description='NASD_OATS' />
+ </field>
+ <field number='1035' name='DeskOrderHandlingInst' type='MULTIPLESTRINGVALUE'>
+ <value enum='ADD' description='ADD_ON_ORDER' />
+ <value enum='AON' description='ALL_OR_NONE' />
+ <value enum='CNH' description='CASH_NOT_HELD' />
+ <value enum='DIR' description='DIRECTED_ORDER' />
+ <value enum='E.W' description='EXCHANGE_FOR_PHYSICAL_TRANSACTION' />
+ <value enum='FOK' description='FILL_OR_KILL' />
+ <value enum='IO' description='IMBALANCE_ONLY' />
+ <value enum='IOC' description='IMMEDIATE_OR_CANCEL' />
+ <value enum='LOO' description='LIMIT_ON_OPEN' />
+ <value enum='LOC' description='LIMIT_ON_CLOSE' />
+ <value enum='MAO' description='MARKET_AT_OPEN' />
+ <value enum='MAC' description='MARKET_AT_CLOSE' />
+ <value enum='MOO' description='MARKET_ON_OPEN' />
+ <value enum='MOC' description='MARKET_ON_CLOSE' />
+ <value enum='MQT' description='MINIMUM_QUANTITY' />
+ <value enum='NH' description='NOT_HELD' />
+ <value enum='OVD' description='OVER_THE_DAY' />
+ <value enum='PEG' description='PEGGED' />
+ <value enum='RSV' description='RESERVE_SIZE_ORDER' />
+ <value enum='S.W' description='STOP_STOCK_TRANSACTION' />
+ <value enum='SCL' description='SCALE' />
+ <value enum='TMO' description='TIME_ORDER' />
+ <value enum='TS' description='TRAILING_STOP' />
+ <value enum='WRK' description='WORK' />
+ </field>
+ <field number='1036' name='ExecAckStatus' type='CHAR'>
+ <value enum='0' description='RECEIVED_NOT_YET_PROCESSED' />
+ <value enum='1' description='ACCEPTED' />
+ <value enum='2' description='DONT_KNOW' />
+ </field>
+ <field number='1037' name='UnderlyingDeliveryAmount' type='AMT' />
+ <field number='1038' name='UnderlyingCapValue' type='AMT' />
+ <field number='1039' name='UnderlyingSettlMethod' type='STRING' />
+ <field number='1040' name='SecondaryTradeID' type='STRING' />
+ <field number='1041' name='FirmTradeID' type='STRING' />
+ <field number='1042' name='SecondaryFirmTradeID' type='STRING' />
+ <field number='1043' name='CollApplType' type='INT'>
+ <value enum='0' description='SPECIFIC_DEPOSIT' />
+ <value enum='1' description='GENERAL' />
+ </field>
+ <field number='1044' name='UnderlyingAdjustedQuantity' type='QTY' />
+ <field number='1045' name='UnderlyingFXRate' type='FLOAT' />
+ <field number='1046' name='UnderlyingFXRateCalc' type='CHAR'>
+ <value enum='M' description='MULTIPLY' />
+ <value enum='D' description='DIVIDE' />
+ </field>
+ <field number='1047' name='AllocPositionEffect' type='CHAR'>
+ <value enum='O' description='OPEN' />
+ <value enum='C' description='CLOSE' />
+ <value enum='R' description='ROLLED' />
+ <value enum='F' description='FIFO' />
+ </field>
+ <field number='1048' name='DealingCapacity' type='CHAR'>
+ <value enum='A' description='AGENT' />
+ <value enum='P' description='PRINCIPAL' />
+ <value enum='R' description='RISKLESS_PRINCIPAL' />
+ </field>
+ <field number='1049' name='InstrmtAssignmentMethod' type='CHAR' />
+ <field number='1050' name='InstrumentPartyIDSource' type='CHAR' />
+ <field number='1051' name='InstrumentPartyRole' type='INT' />
+ <field number='1052' name='NoInstrumentPartySubIDs' type='NUMINGROUP' />
+ <field number='1053' name='InstrumentPartySubID' type='STRING' />
+ <field number='1054' name='InstrumentPartySubIDType' type='INT' />
+ <field number='1055' name='PositionCurrency' type='STRING' />
+ <field number='1056' name='CalculatedCcyLastQty' type='QTY' />
+ <field number='1057' name='AggressorIndicator' type='BOOLEAN'>
+ <value enum='Y' description='YES' />
+ <value enum='N' description='NO' />
+ </field>
+ <field number='1058' name='NoUndlyInstrumentParties' type='NUMINGROUP' />
+ <field number='1059' name='UnderlyingInstrumentPartyID' type='STRING' />
+ <field number='1060' name='UnderlyingInstrumentPartyIDSource' type='CHAR' />
+ <field number='1061' name='UnderlyingInstrumentPartyRole' type='INT' />
+ <field number='1062' name='NoUndlyInstrumentPartySubIDs' type='NUMINGROUP' />
+ <field number='1063' name='UnderlyingInstrumentPartySubID' type='STRING' />
+ <field number='1064' name='UnderlyingInstrumentPartySubIDType' type='INT' />
+ <field number='1065' name='BidSwapPoints' type='PRICEOFFSET' />
+ <field number='1066' name='OfferSwapPoints' type='PRICEOFFSET' />
+ <field number='1067' name='LegBidForwardPoints' type='PRICEOFFSET' />
+ <field number='1068' name='LegOfferForwardPoints' type='PRICEOFFSET' />
+ <field number='1069' name='SwapPoints' type='PRICEOFFSET' />
+ <field number='1070' name='MDQuoteType' type='INT'>
+ <value enum='0' description='INDICATIVE' />
+ <value enum='1' description='TRADEABLE' />
+ <value enum='2' description='RESTRICTED_TRADEABLE' />
+ <value enum='3' description='COUNTER' />
+ <value enum='4' description='INDICATIVE_AND_TRADEABLE' />
+ </field>
+ <field number='1071' name='LastSwapPoints' type='PRICEOFFSET' />
+ <field number='1072' name='SideGrossTradeAmt' type='AMT' />
+ <field number='1073' name='LegLastForwardPoints' type='PRICEOFFSET' />
+ <field number='1074' name='LegCalculatedCcyLastQty' type='QTY' />
+ <field number='1075' name='LegGrossTradeAmt' type='AMT' />
+ <field number='1079' name='MaturityTime' type='TZTIMEONLY' />
+ <field number='1080' name='RefOrderID' type='STRING' />
+ <field number='1081' name='RefOrderIDSource' type='CHAR'>
+ <value enum='0' description='SECONDARYORDERID' />
+ <value enum='1' description='ORDERID' />
+ <value enum='2' description='MDENTRYID' />
+ <value enum='3' description='QUOTEENTRYID' />
+ <value enum='4' description='ORIGINAL_ORDER_ID' />
+ </field>
+ <field number='1082' name='SecondaryDisplayQty' type='QTY' />
+ <field number='1083' name='DisplayWhen' type='CHAR'>
+ <value enum='1' description='IMMEDIATE' />
+ <value enum='2' description='EXHAUST' />
+ </field>
+ <field number='1084' name='DisplayMethod' type='CHAR'>
+ <value enum='1' description='INITIAL' />
+ <value enum='2' description='NEW' />
+ <value enum='3' description='RANDOM' />
+ <value enum='4' description='UNDISCLOSED' />
+ </field>
+ <field number='1085' name='DisplayLowQty' type='QTY' />
+ <field number='1086' name='DisplayHighQty' type='QTY' />
+ <field number='1087' name='DisplayMinIncr' type='QTY' />
+ <field number='1088' name='RefreshQty' type='QTY' />
+ <field number='1089' name='MatchIncrement' type='QTY' />
+ <field number='1090' name='MaxPriceLevels' type='INT' />
+ <field number='1091' name='PreTradeAnonymity' type='BOOLEAN' />
+ <field number='1092' name='PriceProtectionScope' type='CHAR'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ </field>
+ <field number='1093' name='LotType' type='CHAR'>
+ <value enum='1' description='ODD_LOT' />
+ <value enum='2' description='ROUND_LOT' />
+ <value enum='3' description='BLOCK_LOT' />
+ <value enum='4' description='ROUND_LOT_BASED_UPON_UNITOFMEASURE' />
+ </field>
+ <field number='1094' name='PegPriceType' type='INT'>
+ <value enum='1' description='LAST_PEG' />
+ <value enum='2' description='MID_PRICE_PEG' />
+ <value enum='3' description='OPENING_PEG' />
+ <value enum='4' description='MARKET_PEG' />
+ <value enum='5' description='PRIMARY_PEG' />
+ <value enum='7' description='PEG_TO_VWAP' />
+ <value enum='8' description='TRAILING_STOP_PEG' />
+ <value enum='9' description='PEG_TO_LIMIT_PRICE' />
+ </field>
+ <field number='1095' name='PeggedRefPrice' type='PRICE' />
+ <field number='1096' name='PegSecurityIDSource' type='STRING' />
+ <field number='1097' name='PegSecurityID' type='STRING' />
+ <field number='1098' name='PegSymbol' type='STRING' />
+ <field number='1099' name='PegSecurityDesc' type='STRING' />
+ <field number='1100' name='TriggerType' type='CHAR'>
+ <value enum='1' description='PARTIAL_EXECUTION' />
+ <value enum='2' description='SPECIFIED_TRADING_SESSION' />
+ <value enum='3' description='NEXT_AUCTION' />
+ <value enum='4' description='PRICE_MOVEMENT' />
+ </field>
+ <field number='1101' name='TriggerAction' type='CHAR'>
+ <value enum='1' description='ACTIVATE' />
+ <value enum='2' description='MODIFY' />
+ <value enum='3' description='CANCEL' />
+ </field>
+ <field number='1102' name='TriggerPrice' type='PRICE' />
+ <field number='1103' name='TriggerSymbol' type='STRING' />
+ <field number='1104' name='TriggerSecurityID' type='STRING' />
+ <field number='1105' name='TriggerSecurityIDSource' type='STRING' />
+ <field number='1106' name='TriggerSecurityDesc' type='STRING' />
+ <field number='1107' name='TriggerPriceType' type='CHAR'>
+ <value enum='1' description='BEST_OFFER' />
+ <value enum='2' description='LAST_TRADE' />
+ <value enum='3' description='BEST_BID' />
+ <value enum='4' description='BEST_BID_OR_LAST_TRADE' />
+ <value enum='5' description='BEST_OFFER_OR_LAST_TRADE' />
+ <value enum='6' description='BEST_MID' />
+ </field>
+ <field number='1108' name='TriggerPriceTypeScope' type='CHAR'>
+ <value enum='0' description='NONE' />
+ <value enum='1' description='LOCAL' />
+ <value enum='2' description='NATIONAL' />
+ <value enum='3' description='GLOBAL' />
+ </field>
+ <field number='1109' name='TriggerPriceDirection' type='CHAR'>
+ <value enum='U' description='TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE' />
+ <value enum='D' description='TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE' />
+ </field>
+ <field number='1110' name='TriggerNewPrice' type='PRICE' />
+ <field number='1111' name='TriggerOrderType' type='CHAR'>
+ <value enum='1' description='MARKET' />
+ <value enum='2' description='LIMIT' />
+ </field>
+ <field number='1112' name='TriggerNewQty' type='QTY' />
+ <field number='1113' name='TriggerTradingSessionID' type='STRING' />
+ <field number='1114' name='TriggerTradingSessionSubID' type='STRING' />
+ <field number='1115' name='OrderCategory' type='CHAR'>
+ <value enum='1' description='ORDER' />
+ <value enum='2' description='QUOTE' />
+ <value enum='3' description='PRIVATELY_NEGOTIATED_TRADE' />
+ <value enum='4' description='MULTILEG_ORDER' />
+ <value enum='5' description='LINKED_ORDER' />
+ <value enum='6' description='QUOTE_REQUEST' />
+ <value enum='7' description='IMPLIED_ORDER' />
+ <value enum='8' description='CROSS_ORDER' />
+ <value enum='9' description='STREAMING_PRICE' />
+ </field>
+ <field number='1116' name='NoRootPartyIDs' type='NUMINGROUP' />
+ <field number='1117' name='RootPartyID' type='STRING' />
+ <field number='1118' name='RootPartyIDSource' type='CHAR' />
+ <field number='1119' name='RootPartyRole' type='INT' />
+ <field number='1120' name='NoRootPartySubIDs' type='NUMINGROUP' />
+ <field number='1121' name='RootPartySubID' type='STRING' />
+ <field number='1122' name='RootPartySubIDType' type='INT' />
+ <field number='1123' name='TradeHandlingInstr' type='CHAR'>
+ <value enum='0' description='TRADE_CONFIRMATION' />
+ <value enum='1' description='TWO_PARTY_REPORT' />
+ <value enum='2' description='ONE_PARTY_REPORT_FOR_MATCHING' />
+ <value enum='3' description='ONE_PARTY_REPORT_FOR_PASS_THROUGH' />
+ <value enum='4' description='AUTOMATED_FLOOR_ORDER_ROUTING' />
+ <value enum='5' description='TWO_PARTY_REPORT_FOR_CLAIM' />
+ </field>
+ <field number='1124' name='OrigTradeHandlingInstr' type='CHAR' />
+ <field number='1125' name='OrigTradeDate' type='LOCALMKTDATE' />
+ <field number='1126' name='OrigTradeID' type='STRING' />
+ <field number='1127' name='OrigSecondaryTradeID' type='STRING' />
+ <field number='1128' name='ApplVerID' type='STRING'>
+ <value enum='0' description='FIX27' />
+ <value enum='1' description='FIX30' />
+ <value enum='2' description='FIX40' />
+ <value enum='3' description='FIX41' />
+ <value enum='4' description='FIX42' />
+ <value enum='5' description='FIX43' />
+ <value enum='6' description='FIX44' />
+ <value enum='7' description='FIX50' />
+ <value enum='8' description='FIX50SP1' />
+ <value enum='9' description='FIX50SP2' />
+ </field>
+ <field number='1129' name='CstmApplVerID' type='STRING' />
+ <field number='1130' name='RefApplVerID' type='STRING' />
+ <field number='1131' name='RefCstmApplVerID' type='STRING' />
+ <field number='1132' name='TZTransactTime' type='TZTIMESTAMP' />
+ <field number='1133' name='ExDestinationIDSource' type='CHAR'>
+ <value enum='B' description='BIC' />
+ <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' />
+ <value enum='D' description='PROPRIETARY' />
+ <value enum='E' description='ISO_COUNTRY_CODE' />
+ <value enum='G' description='MIC' />
+ </field>
+ <field number='1134' name='ReportedPxDiff' type='BOOLEAN' />
+ <field number='1135' name='RptSys' type='STRING' />
+ <field number='1136' name='AllocClearingFeeIndicator' type='STRING' />
+ <field number='1137' name='DefaultApplVerID' type='STRING' />
+ <field number='1138' name='DisplayQty' type='QTY' />
+ <field number='1139' name='ExchangeSpecialInstructions' type='STRING' />
+ <field number='1140' name='MaxTradeVol' type='QTY' />
+ <field number='1141' name='NoMDFeedTypes' type='NUMINGROUP' />
+ <field number='1142' name='MatchAlgorithm' type='STRING' />
+ <field number='1143' name='MaxPriceVariation' type='FLOAT' />
+ <field number='1144' name='ImpliedMarketIndicator' type='INT'>
+ <value enum='0' description='NOT_IMPLIED' />
+ <value enum='1' description='IMPLIED_IN' />
+ <value enum='2' description='IMPLIED_OUT' />
+ <value enum='3' description='BOTH_IMPLIED_IN_AND_IMPLIED_OUT' />
+ </field>
+ <field number='1145' name='EventTime' type='UTCTIMESTAMP' />
+ <field number='1146' name='MinPriceIncrementAmount' type='AMT' />
+ <field number='1147' name='UnitOfMeasureQty' type='QTY' />
+ <field number='1148' name='LowLimitPrice' type='PRICE' />
+ <field number='1149' name='HighLimitPrice' type='PRICE' />
+ <field number='1150' name='TradingReferencePrice' type='PRICE' />
+ <field number='1151' name='SecurityGroup' type='STRING' />
+ <field number='1152' name='LegNumber' type='INT' />
+ <field number='1153' name='SettlementCycleNo' type='INT' />
+ <field number='1154' name='SideCurrency' type='CURRENCY' />
+ <field number='1155' name='SideSettlCurrency' type='CURRENCY' />
+ <field number='1156' name='ApplExtID' type='INT' />
+ <field number='1157' name='CcyAmt' type='AMT' />
+ <field number='1158' name='NoSettlDetails' type='NUMINGROUP' />
+ <field number='1159' name='SettlObligMode' type='INT'>
+ <value enum='1' description='PRELIMINARY' />
+ <value enum='2' description='FINAL' />
+ </field>
+ <field number='1160' name='SettlObligMsgID' type='STRING' />
+ <field number='1161' name='SettlObligID' type='STRING' />
+ <field number='1162' name='SettlObligTransType' type='CHAR'>
+ <value enum='C' description='CANCEL' />
+ <value enum='N' description='NEW' />
+ <value enum='R' description='REPLACE' />
+ <value enum='T' description='RESTATE' />
+ </field>
+ <field number='1163' name='SettlObligRefID' type='STRING' />
+ <field number='1164' name='SettlObligSource' type='CHAR'>
+ <value enum='1' description='INSTRUCTIONS_OF_BROKER' />
+ <value enum='2' description='INSTRUCTIONS_FOR_INSTITUTION' />
+ <value enum='3' description='INVESTOR' />
+ </field>
+ <field number='1165' name='NoSettlOblig' type='NUMINGROUP' />
+ <field number='1166' name='QuoteMsgID' type='STRING' />
+ <field number='1167' name='QuoteEntryStatus' type='INT'>
+ <value enum='0' description='ACCEPTED' />
+ <value enum='5' description='REJECTED' />
+ <value enum='6' description='REMOVED_FROM_MARKET' />
+ <value enum='7' description='EXPIRED' />
+ <value enum='12' description='LOCKED_MARKET_WARNING' />
+ <value enum='13' description='CROSS_MARKET_WARNING' />
+ <value enum='14' description='CANCELED_DUE_TO_LOCK_MARKET' />
+ <value enum='15' description='CANCELED_DUE_TO_CROSS_MARKET' />
+ <value enum='16' description='ACTIVE' />
+ </field>
+ <field number='1168' name='TotNoCxldQuotes' type='INT' />
+ <field number='1169' name='TotNoAccQuotes' type='INT' />
+ <field number='1170' name='TotNoRejQuotes' type='INT' />
+ <field number='1171' name='PrivateQuote' type='BOOLEAN' />
+ <field number='1172' name='RespondentType' type='INT'>
+ <value enum='1' description='ALL_MARKET_PARTICIPANTS' />
+ <value enum='2' description='SPECIFIED_MARKET_PARTICIPANTS' />
+ <value enum='3' description='ALL_MARKET_MAKERS' />
+ <value enum='4' description='PRIMARY_MARKET_MAKER' />
+ </field>
+ <field number='1173' name='MDSubBookType' type='INT' />
+ <field number='1174' name='SecurityTradingEvent' type='INT'>
+ <value enum='1' description='ORDER_IMBALANCE_AUCTION_IS_EXTENDED' />
+ <value enum='2' description='TRADING_RESUMES' />
+ <value enum='3' description='PRICE_VOLATILITY_INTERRUPTION' />
+ <value enum='4' description='CHANGE_OF_TRADING_SESSION' />
+ <value enum='5' description='CHANGE_OF_TRADING_SUBSESSION' />
+ <value enum='6' description='CHANGE_OF_SECURITY_TRADING_STATUS' />
+ <value enum='7' description='CHANGE_OF_BOOK_TYPE' />
+ <value enum='8' description='CHANGE_OF_MARKET_DEPTH' />
+ </field>
+ <field number='1175' name='NoStatsIndicators' type='NUMINGROUP' />
+ <field number='1176' name='StatsType' type='INT'>
+ <value enum='1' description='EXCHANGE_LAST' />
+ <value enum='2' description='HIGH' />
+ <value enum='3' description='AVERAGE_PRICE' />
+ <value enum='4' description='TURNOVER' />
+ </field>
+ <field number='1177' name='NoOfSecSizes' type='NUMINGROUP' />
+ <field number='1178' name='MDSecSizeType' type='INT'>
+ <value enum='1' description='CUSTOMER' />
+ </field>
+ <field number='1179' name='MDSecSize' type='QTY' />
+ <field number='1180' name='ApplID' type='STRING' />
+ <field number='1181' name='ApplSeqNum' type='SEQNUM' />
+ <field number='1182' name='ApplBegSeqNum' type='SEQNUM' />
+ <field number='1183' name='ApplEndSeqNum' type='SEQNUM' />
+ <field number='1184' name='SecurityXMLLen' type='LENGTH' />
+ <field number='1185' name='SecurityXML' type='XMLDATA' />
+ <field number='1186' name='SecurityXMLSchema' type='STRING' />
+ <field number='1187' name='RefreshIndicator' type='BOOLEAN' />
+ <field number='1188' name='Volatility' type='FLOAT' />
+ <field number='1189' name='TimeToExpiration' type='FLOAT' />
+ <field number='1190' name='RiskFreeRate' type='FLOAT' />
+ <field number='1191' name='PriceUnitOfMeasure' type='STRING' />
+ <field number='1192' name='PriceUnitOfMeasureQty' type='QTY' />
+ <field number='1193' name='SettlMethod' type='CHAR'>
+ <value enum='C' description='CASH_SETTLEMENT_REQUIRED' />
+ <value enum='P' description='PHYSICAL_SETTLEMENT_REQUIRED' />
+ </field>
+ <field number='1194' name='ExerciseStyle' type='INT'>
+ <value enum='0' description='EUROPEAN' />
+ <value enum='1' description='AMERICAN' />
+ <value enum='2' description='BERMUDA' />
+ </field>
+ <field number='1195' name='OptPayoutAmount' type='AMT' />
+ <field number='1196' name='PriceQuoteMethod' type='STRING'>
+ <value enum='STD' description='STANDARD' />
+ <value enum='INX' description='INDEX' />
+ <value enum='INT' description='INTEREST_RATE_INDEX' />
+ <value enum='PCTPAR' description='PERCENT_OF_PAR' />
+ </field>
+ <field number='1197' name='ValuationMethod' type='STRING'>
+ <value enum='EQTY' description='PREMIUM_STYLE' />
+ <value enum='FUT' description='FUTURES_STYLE_MARK_TO_MARKET' />
+ <value enum='FUTDA' description='FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT' />
+ <value enum='CDS' description='CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON' />
+ <value enum='CDSD' description='CDS_IN_DELIVERY' />
+ </field>
+ <field number='1198' name='ListMethod' type='INT'>
+ <value enum='0' description='PRE_LISTED_ONLY' />
+ <value enum='1' description='USER_REQUESTED' />
+ </field>
+ <field number='1199' name='CapPrice' type='PRICE' />
+ <field number='1200' name='FloorPrice' type='PRICE' />
+ <field number='1201' name='NoStrikeRules' type='NUMINGROUP' />
+ <field number='1202' name='StartStrikePxRange' type='PRICE' />
+ <field number='1203' name='EndStrikePxRange' type='PRICE' />
+ <field number='1204' name='StrikeIncrement' type='FLOAT' />
+ <field number='1205' name='NoTickRules' type='NUMINGROUP' />
+ <field number='1206' name='StartTickPriceRange' type='PRICE' />
+ <field number='1207' name='EndTickPriceRange' type='PRICE' />
+ <field number='1208' name='TickIncrement' type='PRICE' />
+ <field number='1209' name='TickRuleType' type='INT'>
+ <value enum='0' description='REGULAR' />
+ <value enum='1' description='VARIABLE' />
+ <value enum='2' description='FIXED' />
+ <value enum='3' description='TRADED_AS_A_SPREAD_LEG' />
+ <value enum='4' description='SETTLED_AS_A_SPREAD_LEG' />
+ </field>
+ <field number='1210' name='NestedInstrAttribType' type='INT' />
+ <field number='1211' name='NestedInstrAttribValue' type='STRING' />
+ <field number='1212' name='LegMaturityTime' type='TZTIMEONLY' />
+ <field number='1213' name='UnderlyingMaturityTime' type='TZTIMEONLY' />
+ <field number='1214' name='DerivativeSymbol' type='STRING' />
+ <field number='1215' name='DerivativeSymbolSfx' type='STRING' />
+ <field number='1216' name='DerivativeSecurityID' type='STRING' />
+ <field number='1217' name='DerivativeSecurityIDSource' type='STRING' />
+ <field number='1218' name='NoDerivativeSecurityAltID' type='NUMINGROUP' />
+ <field number='1219' name='DerivativeSecurityAltID' type='STRING' />
+ <field number='1220' name='DerivativeSecurityAltIDSource' type='STRING' />
+ <field number='1221' name='SecondaryLowLimitPrice' type='PRICE' />
+ <field number='1222' name='MaturityRuleID' type='STRING' />
+ <field number='1223' name='StrikeRuleID' type='STRING' />
+ <field number='1224' name='LegUnitOfMeasureQty' type='QTY' />
+ <field number='1225' name='DerivativeOptPayAmount' type='AMT' />
+ <field number='1226' name='EndMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1227' name='ProductComplex' type='STRING' />
+ <field number='1228' name='DerivativeProductComplex' type='STRING' />
+ <field number='1229' name='MaturityMonthYearIncrement' type='INT' />
+ <field number='1230' name='SecondaryHighLimitPrice' type='PRICE' />
+ <field number='1231' name='MinLotSize' type='QTY' />
+ <field number='1232' name='NoExecInstRules' type='NUMINGROUP' />
+ <field number='1234' name='NoLotTypeRules' type='NUMINGROUP' />
+ <field number='1235' name='NoMatchRules' type='NUMINGROUP' />
+ <field number='1236' name='NoMaturityRules' type='NUMINGROUP' />
+ <field number='1237' name='NoOrdTypeRules' type='NUMINGROUP' />
+ <field number='1239' name='NoTimeInForceRules' type='NUMINGROUP' />
+ <field number='1240' name='SecondaryTradingReferencePrice' type='PRICE' />
+ <field number='1241' name='StartMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1242' name='FlexProductEligibilityIndicator' type='BOOLEAN' />
+ <field number='1243' name='DerivFlexProductEligibilityIndicator' type='BOOLEAN' />
+ <field number='1244' name='FlexibleIndicator' type='BOOLEAN' />
+ <field number='1245' name='TradingCurrency' type='CURRENCY' />
+ <field number='1246' name='DerivativeProduct' type='INT' />
+ <field number='1247' name='DerivativeSecurityGroup' type='STRING' />
+ <field number='1248' name='DerivativeCFICode' type='STRING' />
+ <field number='1249' name='DerivativeSecurityType' type='STRING' />
+ <field number='1250' name='DerivativeSecuritySubType' type='STRING' />
+ <field number='1251' name='DerivativeMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1252' name='DerivativeMaturityDate' type='LOCALMKTDATE' />
+ <field number='1253' name='DerivativeMaturityTime' type='TZTIMEONLY' />
+ <field number='1254' name='DerivativeSettleOnOpenFlag' type='STRING' />
+ <field number='1255' name='DerivativeInstrmtAssignmentMethod' type='CHAR' />
+ <field number='1256' name='DerivativeSecurityStatus' type='STRING' />
+ <field number='1257' name='DerivativeInstrRegistry' type='STRING' />
+ <field number='1258' name='DerivativeCountryOfIssue' type='COUNTRY' />
+ <field number='1259' name='DerivativeStateOrProvinceOfIssue' type='STRING' />
+ <field number='1260' name='DerivativeLocaleOfIssue' type='STRING' />
+ <field number='1261' name='DerivativeStrikePrice' type='PRICE' />
+ <field number='1262' name='DerivativeStrikeCurrency' type='CURRENCY' />
+ <field number='1263' name='DerivativeStrikeMultiplier' type='FLOAT' />
+ <field number='1264' name='DerivativeStrikeValue' type='FLOAT' />
+ <field number='1265' name='DerivativeOptAttribute' type='CHAR' />
+ <field number='1266' name='DerivativeContractMultiplier' type='FLOAT' />
+ <field number='1267' name='DerivativeMinPriceIncrement' type='FLOAT' />
+ <field number='1268' name='DerivativeMinPriceIncrementAmount' type='AMT' />
+ <field number='1269' name='DerivativeUnitOfMeasure' type='STRING' />
+ <field number='1270' name='DerivativeUnitOfMeasureQty' type='QTY' />
+ <field number='1271' name='DerivativeTimeUnit' type='STRING' />
+ <field number='1272' name='DerivativeSecurityExchange' type='EXCHANGE' />
+ <field number='1273' name='DerivativePositionLimit' type='INT' />
+ <field number='1274' name='DerivativeNTPositionLimit' type='INT' />
+ <field number='1275' name='DerivativeIssuer' type='STRING' />
+ <field number='1276' name='DerivativeIssueDate' type='LOCALMKTDATE' />
+ <field number='1277' name='DerivativeEncodedIssuerLen' type='LENGTH' />
+ <field number='1278' name='DerivativeEncodedIssuer' type='DATA' />
+ <field number='1279' name='DerivativeSecurityDesc' type='STRING' />
+ <field number='1280' name='DerivativeEncodedSecurityDescLen' type='LENGTH' />
+ <field number='1281' name='DerivativeEncodedSecurityDesc' type='DATA' />
+ <field number='1282' name='DerivativeSecurityXMLLen' type='LENGTH' />
+ <field number='1283' name='DerivativeSecurityXML' type='DATA' />
+ <field number='1284' name='DerivativeSecurityXMLSchema' type='STRING' />
+ <field number='1285' name='DerivativeContractSettlMonth' type='MONTHYEAR' />
+ <field number='1286' name='NoDerivativeEvents' type='NUMINGROUP' />
+ <field number='1287' name='DerivativeEventType' type='INT' />
+ <field number='1288' name='DerivativeEventDate' type='LOCALMKTDATE' />
+ <field number='1289' name='DerivativeEventTime' type='UTCTIMESTAMP' />
+ <field number='1290' name='DerivativeEventPx' type='PRICE' />
+ <field number='1291' name='DerivativeEventText' type='STRING' />
+ <field number='1292' name='NoDerivativeInstrumentParties' type='NUMINGROUP' />
+ <field number='1293' name='DerivativeInstrumentPartyID' type='STRING' />
+ <field number='1294' name='DerivativeInstrumentPartyIDSource' type='STRING' />
+ <field number='1295' name='DerivativeInstrumentPartyRole' type='INT' />
+ <field number='1296' name='NoDerivativeInstrumentPartySubIDs' type='NUMINGROUP' />
+ <field number='1297' name='DerivativeInstrumentPartySubID' type='STRING' />
+ <field number='1298' name='DerivativeInstrumentPartySubIDType' type='INT' />
+ <field number='1299' name='DerivativeExerciseStyle' type='CHAR' />
+ <field number='1300' name='MarketSegmentID' type='STRING' />
+ <field number='1301' name='MarketID' type='EXCHANGE' />
+ <field number='1302' name='MaturityMonthYearIncrementUnits' type='INT'>
+ <value enum='0' description='MONTHS' />
+ <value enum='1' description='DAYS' />
+ <value enum='2' description='WEEKS' />
+ <value enum='3' description='YEARS' />
+ </field>
+ <field number='1303' name='MaturityMonthYearFormat' type='INT'>
+ <value enum='0' description='YEARMONTH_ONLY' />
+ <value enum='1' description='YEARMONTHDAY' />
+ <value enum='2' description='YEARMONTHWEEK' />
+ </field>
+ <field number='1304' name='StrikeExerciseStyle' type='INT' />
+ <field number='1305' name='SecondaryPriceLimitType' type='INT' />
+ <field number='1306' name='PriceLimitType' type='INT'>
+ <value enum='0' description='PRICE' />
+ <value enum='1' description='TICKS' />
+ <value enum='2' description='PERCENTAGE' />
+ </field>
+ <field number='1307' name='DerivativeSecurityListRequestType' type='INT'>
+ <value enum='0' description='SYMBOL' />
+ <value enum='1' description='SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='2' description='PRODUCT' />
+ <value enum='3' description='TRADINGSESSIONID' />
+ <value enum='4' description='ALL_SECURITIES' />
+ <value enum='5' description='UNDELYINGSYMBOL' />
+ <value enum='6' description='UNDERLYING_SECURITYTYPE_AND_OR_CFICODE' />
+ <value enum='7' description='UNDERLYING_PRODUCT' />
+ <value enum='8' description='MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID' />
+ </field>
+ <field number='1308' name='ExecInstValue' type='CHAR' />
+ <field number='1309' name='NoTradingSessionRules' type='NUMINGROUP' />
+ <field number='1310' name='NoMarketSegments' type='NUMINGROUP' />
+ <field number='1311' name='NoDerivativeInstrAttrib' type='NUMINGROUP' />
+ <field number='1312' name='NoNestedInstrAttrib' type='NUMINGROUP' />
+ <field number='1313' name='DerivativeInstrAttribType' type='INT' />
+ <field number='1314' name='DerivativeInstrAttribValue' type='STRING' />
+ <field number='1315' name='DerivativePriceUnitOfMeasure' type='STRING' />
+ <field number='1316' name='DerivativePriceUnitOfMeasureQty' type='QTY' />
+ <field number='1317' name='DerivativeSettlMethod' type='CHAR' />
+ <field number='1318' name='DerivativePriceQuoteMethod' type='STRING' />
+ <field number='1319' name='DerivativeValuationMethod' type='STRING' />
+ <field number='1320' name='DerivativeListMethod' type='INT' />
+ <field number='1321' name='DerivativeCapPrice' type='PRICE' />
+ <field number='1322' name='DerivativeFloorPrice' type='PRICE' />
+ <field number='1323' name='DerivativePutOrCall' type='INT' />
+ <field number='1324' name='ListUpdateAction' type='CHAR' />
+ <field number='1325' name='ParentMktSegmID' type='STRING' />
+ <field number='1326' name='TradingSessionDesc' type='STRING' />
+ <field number='1327' name='TradSesUpdateAction' type='CHAR' />
+ <field number='1328' name='RejectText' type='STRING' />
+ <field number='1329' name='FeeMultiplier' type='FLOAT' />
+ <field number='1330' name='UnderlyingLegSymbol' type='STRING' />
+ <field number='1331' name='UnderlyingLegSymbolSfx' type='STRING' />
+ <field number='1332' name='UnderlyingLegSecurityID' type='STRING' />
+ <field number='1333' name='UnderlyingLegSecurityIDSource' type='STRING' />
+ <field number='1334' name='NoUnderlyingLegSecurityAltID' type='NUMINGROUP' />
+ <field number='1335' name='UnderlyingLegSecurityAltID' type='STRING' />
+ <field number='1336' name='UnderlyingLegSecurityAltIDSource' type='STRING' />
+ <field number='1337' name='UnderlyingLegSecurityType' type='STRING' />
+ <field number='1338' name='UnderlyingLegSecuritySubType' type='STRING' />
+ <field number='1339' name='UnderlyingLegMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1340' name='UnderlyingLegStrikePrice' type='PRICE' />
+ <field number='1341' name='UnderlyingLegSecurityExchange' type='STRING' />
+ <field number='1342' name='NoOfLegUnderlyings' type='NUMINGROUP' />
+ <field number='1343' name='UnderlyingLegPutOrCall' type='INT' />
+ <field number='1344' name='UnderlyingLegCFICode' type='STRING' />
+ <field number='1345' name='UnderlyingLegMaturityDate' type='LOCALMKTDATE' />
+ <field number='1346' name='ApplReqID' type='STRING' />
+ <field number='1347' name='ApplReqType' type='INT'>
+ <value enum='0' description='RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS' />
+ <value enum='1' description='SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS' />
+ <value enum='2' description='REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS' />
+ <value enum='3' description='REQUEST_VALID_SET_OF_APPLICATIONS' />
+ <value enum='4' description='UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS' />
+ <value enum='5' description='CANCEL_RETRANSMISSION' />
+ <value enum='6' description='CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS' />
+ </field>
+ <field number='1348' name='ApplResponseType' type='INT'>
+ <value enum='0' description='REQUEST_SUCCESSFULLY_PROCESSED' />
+ <value enum='1' description='APPLICATION_DOES_NOT_EXIST' />
+ <value enum='2' description='MESSAGES_NOT_AVAILABLE' />
+ </field>
+ <field number='1349' name='ApplTotalMessageCount' type='INT' />
+ <field number='1350' name='ApplLastSeqNum' type='SEQNUM' />
+ <field number='1351' name='NoApplIDs' type='NUMINGROUP' />
+ <field number='1352' name='ApplResendFlag' type='BOOLEAN' />
+ <field number='1353' name='ApplResponseID' type='STRING' />
+ <field number='1354' name='ApplResponseError' type='INT'>
+ <value enum='0' description='APPLICATION_DOES_NOT_EXIST' />
+ <value enum='1' description='MESSAGES_REQUESTED_ARE_NOT_AVAILABLE' />
+ <value enum='2' description='USER_NOT_AUTHORIZED_FOR_APPLICATION' />
+ </field>
+ <field number='1355' name='RefApplID' type='STRING' />
+ <field number='1356' name='ApplReportID' type='STRING' />
+ <field number='1357' name='RefApplLastSeqNum' type='SEQNUM' />
+ <field number='1358' name='LegPutOrCall' type='INT' />
+ <field number='1359' name='EncodedSymbolLen' type='LENGTH' />
+ <field number='1360' name='EncodedSymbol' type='DATA' />
+ <field number='1361' name='TotNoFills' type='INT' />
+ <field number='1362' name='NoFills' type='NUMINGROUP' />
+ <field number='1363' name='FillExecID' type='STRING' />
+ <field number='1364' name='FillPx' type='PRICE' />
+ <field number='1365' name='FillQty' type='QTY' />
+ <field number='1366' name='LegAllocID' type='STRING' />
+ <field number='1367' name='LegAllocSettlCurrency' type='CURRENCY' />
+ <field number='1368' name='TradSesEvent' type='INT'>
+ <value enum='0' description='TRADING_RESUMES' />
+ <value enum='1' description='CHANGE_OF_TRADING_SESSION' />
+ <value enum='2' description='CHANGE_OF_TRADING_SUBSESSION' />
+ <value enum='3' description='CHANGE_OF_TRADING_STATUS' />
+ </field>
+ <field number='1369' name='MassActionReportID' type='STRING' />
+ <field number='1370' name='NoNotAffectedOrders' type='NUMINGROUP' />
+ <field number='1371' name='NotAffectedOrderID' type='STRING' />
+ <field number='1372' name='NotAffOrigClOrdID' type='STRING' />
+ <field number='1373' name='MassActionType' type='INT'>
+ <value enum='1' description='SUSPEND_ORDERS' />
+ <value enum='2' description='RELEASE_ORDERS_FROM_SUSPENSION' />
+ <value enum='3' description='CANCEL_ORDERS' />
+ </field>
+ <field number='1374' name='MassActionScope' type='INT'>
+ <value enum='1' description='ALL_ORDERS_FOR_A_SECURITY' />
+ <value enum='2' description='ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
+ <value enum='3' description='ALL_ORDERS_FOR_A_PRODUCT' />
+ <value enum='4' description='ALL_ORDERS_FOR_A_CFICODE' />
+ <value enum='5' description='ALL_ORDERS_FOR_A_SECURITYTYPE' />
+ <value enum='6' description='ALL_ORDERS_FOR_A_TRADING_SESSION' />
+ <value enum='7' description='ALL_ORDERS' />
+ <value enum='8' description='ALL_ORDERS_FOR_A_MARKET' />
+ <value enum='9' description='ALL_ORDERS_FOR_A_MARKET_SEGMENT' />
+ <value enum='10' description='ALL_ORDERS_FOR_A_SECURITY_GROUP' />
+ <value enum='11' description='CANCEL_FOR_SECURITY_ISSUER' />
+ <value enum='12' description='CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY' />
+ </field>
+ <field number='1375' name='MassActionResponse' type='INT'>
+ <value enum='0' description='REJECTED' />
+ <value enum='1' description='ACCEPTED' />
+ </field>
+ <field number='1376' name='MassActionRejectReason' type='INT'>
+ <value enum='0' description='MASS_ACTION_NOT_SUPPORTED' />
+ <value enum='1' description='INVALID_OR_UNKNOWN_SECURITY' />
+ <value enum='2' description='INVALID_OR_UNKNOWN_UNDERLYING_SECURITY' />
+ <value enum='3' description='INVALID_OR_UNKNOWN_PRODUCT' />
+ <value enum='4' description='INVALID_OR_UNKNOWN_CFICODE' />
+ <value enum='5' description='INVALID_OR_UNKNOWN_SECURITYTYPE' />
+ <value enum='6' description='INVALID_OR_UNKNOWN_TRADING_SESSION' />
+ <value enum='7' description='INVALID_OR_UNKNOWN_MARKET' />
+ <value enum='8' description='INVALID_OR_UNKNOWN_MARKET_SEGMENT' />
+ <value enum='9' description='INVALID_OR_UNKNOWN_SECURITY_GROUP' />
+ <value enum='99' description='OTHER' />
+ <value enum='10' description='INVALID_OR_UNKNOWN_SECURITY_ISSUER' />
+ <value enum='11' description='INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY' />
+ </field>
+ <field number='1377' name='MultilegModel' type='INT'>
+ <value enum='0' description='PREDEFINED_MULTILEG_SECURITY' />
+ <value enum='1' description='USER_DEFINED_MULTLEG_SECURITY' />
+ <value enum='2' description='USER_DEFINED_NON_SECURITIZED_MULTILEG' />
+ </field>
+ <field number='1378' name='MultilegPriceMethod' type='INT'>
+ <value enum='0' description='NET_PRICE' />
+ <value enum='1' description='REVERSED_NET_PRICE' />
+ <value enum='2' description='YIELD_DIFFERENCE' />
+ <value enum='3' description='INDIVIDUAL' />
+ <value enum='4' description='CONTRACT_WEIGHTED_AVERAGE_PRICE' />
+ <value enum='5' description='MULTIPLIED_PRICE' />
+ </field>
+ <field number='1379' name='LegVolatility' type='FLOAT' />
+ <field number='1380' name='DividendYield' type='PERCENTAGE' />
+ <field number='1381' name='LegDividendYield' type='PERCENTAGE' />
+ <field number='1382' name='CurrencyRatio' type='FLOAT' />
+ <field number='1383' name='LegCurrencyRatio' type='FLOAT' />
+ <field number='1384' name='LegExecInst' type='MULTIPLECHARVALUE' />
+ <field number='1385' name='ContingencyType' type='INT'>
+ <value enum='1' description='ONE_CANCELS_THE_OTHER' />
+ <value enum='2' description='ONE_TRIGGERS_THE_OTHER' />
+ <value enum='3' description='ONE_UPDATES_THE_OTHER_3' />
+ <value enum='4' description='ONE_UPDATES_THE_OTHER_4' />
+ </field>
+ <field number='1386' name='ListRejectReason' type='INT'>
+ <value enum='0' description='BROKER' />
+ <value enum='2' description='EXCHANGE_CLOSED' />
+ <value enum='4' description='TOO_LATE_TO_ENTER' />
+ <value enum='5' description='UNKNOWN_ORDER' />
+ <value enum='6' description='DUPLICATE_ORDER' />
+ <value enum='11' description='UNSUPPORTED_ORDER_CHARACTERISTIC' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='1387' name='NoTrdRepIndicators' type='NUMINGROUP' />
+ <field number='1388' name='TrdRepPartyRole' type='INT' />
+ <field number='1389' name='TrdRepIndicator' type='BOOLEAN' />
+ <field number='1390' name='TradePublishIndicator' type='INT'>
+ <value enum='0' description='DO_NOT_PUBLISH_TRADE' />
+ <value enum='1' description='PUBLISH_TRADE' />
+ <value enum='2' description='DEFERRED_PUBLICATION' />
+ </field>
+ <field number='1391' name='UnderlyingLegOptAttribute' type='CHAR' />
+ <field number='1392' name='UnderlyingLegSecurityDesc' type='STRING' />
+ <field number='1393' name='MarketReqID' type='STRING' />
+ <field number='1394' name='MarketReportID' type='STRING' />
+ <field number='1395' name='MarketUpdateAction' type='CHAR'>
+ <value enum='A' description='ADD' />
+ <value enum='D' description='DELETE' />
+ <value enum='M' description='MODIFY' />
+ </field>
+ <field number='1396' name='MarketSegmentDesc' type='STRING' />
+ <field number='1397' name='EncodedMktSegmDescLen' type='LENGTH' />
+ <field number='1398' name='EncodedMktSegmDesc' type='DATA' />
+ <field number='1399' name='ApplNewSeqNum' type='SEQNUM' />
+ <field number='1400' name='EncryptedPasswordMethod' type='INT' />
+ <field number='1401' name='EncryptedPasswordLen' type='LENGTH' />
+ <field number='1402' name='EncryptedPassword' type='DATA' />
+ <field number='1403' name='EncryptedNewPasswordLen' type='LENGTH' />
+ <field number='1404' name='EncryptedNewPassword' type='DATA' />
+ <field number='1405' name='UnderlyingLegMaturityTime' type='TZTIMEONLY' />
+ <field number='1406' name='RefApplExtID' type='INT' />
+ <field number='1407' name='DefaultApplExtID' type='INT' />
+ <field number='1408' name='DefaultCstmApplVerID' type='STRING' />
+ <field number='1409' name='SessionStatus' type='INT'>
+ <value enum='0' description='SESSION_ACTIVE' />
+ <value enum='1' description='SESSION_PASSWORD_CHANGED' />
+ <value enum='2' description='SESSION_PASSWORD_DUE_TO_EXPIRE' />
+ <value enum='3' description='NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY' />
+ <value enum='4' description='SESSION_LOGOUT_COMPLETE' />
+ <value enum='5' description='INVALID_USERNAME_OR_PASSWORD' />
+ <value enum='6' description='ACCOUNT_LOCKED' />
+ <value enum='7' description='LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME' />
+ <value enum='8' description='PASSWORD_EXPIRED' />
+ </field>
+ <field number='1410' name='DefaultVerIndicator' type='BOOLEAN' />
+ <field number='1411' name='Nested4PartySubIDType' type='INT' />
+ <field number='1412' name='Nested4PartySubID' type='STRING' />
+ <field number='1413' name='NoNested4PartySubIDs' type='NUMINGROUP' />
+ <field number='1414' name='NoNested4PartyIDs' type='NUMINGROUP' />
+ <field number='1415' name='Nested4PartyID' type='STRING' />
+ <field number='1416' name='Nested4PartyIDSource' type='CHAR' />
+ <field number='1417' name='Nested4PartyRole' type='INT' />
+ <field number='1418' name='LegLastQty' type='QTY' />
+ <field number='1419' name='UnderlyingExerciseStyle' type='INT' />
+ <field number='1420' name='LegExerciseStyle' type='INT' />
+ <field number='1421' name='LegPriceUnitOfMeasure' type='STRING' />
+ <field number='1422' name='LegPriceUnitOfMeasureQty' type='QTY' />
+ <field number='1423' name='UnderlyingUnitOfMeasureQty' type='QTY' />
+ <field number='1424' name='UnderlyingPriceUnitOfMeasure' type='STRING' />
+ <field number='1425' name='UnderlyingPriceUnitOfMeasureQty' type='QTY' />
+ <field number='1426' name='ApplReportType' type='INT'>
+ <value enum='0' description='RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM' />
+ <value enum='1' description='REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM' />
+ <value enum='2' description='HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID' />
+ <value enum='3' description='APPLICATION_MESSAGE_RE_SEND_COMPLETED' />
+ </field>
+ <field number='1427' name='SideExecID' type='STRING' />
+ <field number='1428' name='OrderDelay' type='INT' />
+ <field number='1429' name='OrderDelayUnit' type='INT'>
+ <value enum='0' description='SECONDS' />
+ <value enum='1' description='TENTHS_OF_A_SECOND' />
+ <value enum='2' description='HUNDREDTHS_OF_A_SECOND' />
+ <value enum='3' description='MILLISECONDS' />
+ <value enum='4' description='MICROSECONDS' />
+ <value enum='5' description='NANOSECONDS' />
+ <value enum='10' description='MINUTES' />
+ <value enum='11' description='HOURS' />
+ <value enum='12' description='DAYS' />
+ <value enum='13' description='WEEKS' />
+ <value enum='14' description='MONTHS' />
+ <value enum='15' description='YEARS' />
+ </field>
+ <field number='1430' name='VenueType' type='CHAR'>
+ <value enum='E' description='ELECTRONIC' />
+ <value enum='P' description='PIT' />
+ <value enum='X' description='EX_PIT' />
+ </field>
+ <field number='1431' name='RefOrdIDReason' type='INT'>
+ <value enum='0' description='GTC_FROM_PREVIOUS_DAY' />
+ <value enum='1' description='PARTIAL_FILL_REMAINING' />
+ <value enum='2' description='ORDER_CHANGED' />
+ </field>
+ <field number='1432' name='OrigCustOrderCapacity' 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='1433' name='RefApplReqID' type='STRING' />
+ <field number='1434' name='ModelType' type='INT'>
+ <value enum='0' description='UTILITY_PROVIDED_STANDARD_MODEL' />
+ <value enum='1' description='PROPRIETARY' />
+ </field>
+ <field number='1435' name='ContractMultiplierUnit' type='INT'>
+ <value enum='0' description='SHARES' />
+ <value enum='1' description='HOURS' />
+ <value enum='2' description='DAYS' />
+ </field>
+ <field number='1436' name='LegContractMultiplierUnit' type='INT' />
+ <field number='1437' name='UnderlyingContractMultiplierUnit' type='INT' />
+ <field number='1438' name='DerivativeContractMultiplierUnit' type='INT' />
+ <field number='1439' name='FlowScheduleType' type='INT'>
+ <value enum='0' description='NERC_EASTERN_OFF_PEAK' />
+ <value enum='1' description='NERC_WESTERN_OFF_PEAK' />
+ <value enum='2' description='NERC_CALENDAR_ALL_DAYS_IN_MONTH' />
+ <value enum='3' description='NERC_EASTERN_PEAK' />
+ <value enum='4' description='NERC_WESTERN_PEAK' />
+ </field>
+ <field number='1440' name='LegFlowScheduleType' type='INT' />
+ <field number='1441' name='UnderlyingFlowScheduleType' type='INT' />
+ <field number='1442' name='DerivativeFlowScheduleType' type='INT' />
+ <field number='1443' name='FillLiquidityInd' type='INT' />
+ <field number='1444' name='SideLiquidityInd' type='INT' />
+ <field number='1445' name='NoRateSources' type='NUMINGROUP' />
+ <field number='1446' name='RateSource' type='INT'>
+ <value enum='0' description='BLOOMBERG' />
+ <value enum='1' description='REUTERS' />
+ <value enum='2' description='TELERATE' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='1447' name='RateSourceType' type='INT'>
+ <value enum='0' description='PRIMARY' />
+ <value enum='1' description='SECONDARY' />
+ </field>
+ <field number='1448' name='ReferencePage' type='STRING' />
+ <field number='1449' name='RestructuringType' type='STRING'>
+ <value enum='FR' description='FULL_RESTRUCTURING' />
+ <value enum='MR' description='MODIFIED_RESTRUCTURING' />
+ <value enum='MM' description='MODIFIED_MOD_RESTRUCTURING' />
+ <value enum='XR' description='NO_RESTRUCTURING_SPECIFIED' />
+ </field>
+ <field number='1450' name='Seniority' type='STRING'>
+ <value enum='SD' description='SENIOR_SECURED' />
+ <value enum='SR' description='SENIOR' />
+ <value enum='SB' description='SUBORDINATED' />
+ </field>
+ <field number='1451' name='NotionalPercentageOutstanding' type='PERCENTAGE' />
+ <field number='1452' name='OriginalNotionalPercentageOutstanding' type='PERCENTAGE' />
+ <field number='1453' name='UnderlyingRestructuringType' type='STRING' />
+ <field number='1454' name='UnderlyingSeniority' type='STRING' />
+ <field number='1455' name='UnderlyingNotionalPercentageOutstanding' type='PERCENTAGE' />
+ <field number='1456' name='UnderlyingOriginalNotionalPercentageOutstanding' type='PERCENTAGE' />
+ <field number='1457' name='AttachmentPoint' type='PERCENTAGE' />
+ <field number='1458' name='DetachmentPoint' type='PERCENTAGE' />
+ <field number='1459' name='UnderlyingAttachmentPoint' type='PERCENTAGE' />
+ <field number='1460' name='UnderlyingDetachmentPoint' type='PERCENTAGE' />
+ <field number='1461' name='NoTargetPartyIDs' type='NUMINGROUP' />
+ <field number='1462' name='TargetPartyID' type='STRING' />
+ <field number='1463' name='TargetPartyIDSource' type='CHAR' />
+ <field number='1464' name='TargetPartyRole' type='INT' />
+ <field number='1465' name='SecurityListID' type='STRING' />
+ <field number='1466' name='SecurityListRefID' type='STRING' />
+ <field number='1467' name='SecurityListDesc' type='STRING' />
+ <field number='1468' name='EncodedSecurityListDescLen' type='LENGTH' />
+ <field number='1469' name='EncodedSecurityListDesc' type='DATA' />
+ <field number='1470' name='SecurityListType' type='INT'>
+ <value enum='1' description='INDUSTRY_CLASSIFICATION' />
+ <value enum='2' description='TRADING_LIST' />
+ <value enum='3' description='MARKET' />
+ <value enum='4' description='NEWSPAPER_LIST' />
+ </field>
+ <field number='1471' name='SecurityListTypeSource' type='INT'>
+ <value enum='1' description='ICB' />
+ <value enum='2' description='NAICS' />
+ <value enum='3' description='GICS' />
+ </field>
+ <field number='1472' name='NewsID' type='STRING' />
+ <field number='1473' name='NewsCategory' type='INT'>
+ <value enum='0' description='COMPANY_NEWS' />
+ <value enum='1' description='MARKETPLACE_NEWS' />
+ <value enum='2' description='FINANCIAL_MARKET_NEWS' />
+ <value enum='3' description='TECHNICAL_NEWS' />
+ <value enum='99' description='OTHER_NEWS' />
+ </field>
+ <field number='1474' name='LanguageCode' type='LANGUAGE' />
+ <field number='1475' name='NoNewsRefIDs' type='NUMINGROUP' />
+ <field number='1476' name='NewsRefID' type='STRING' />
+ <field number='1477' name='NewsRefType' type='INT'>
+ <value enum='0' description='REPLACEMENT' />
+ <value enum='1' description='OTHER_LANGUAGE' />
+ <value enum='2' description='COMPLIMENTARY' />
+ </field>
+ <field number='1478' name='StrikePriceDeterminationMethod' type='INT'>
+ <value enum='1' description='FIXED_STRIKE' />
+ <value enum='2' description='STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE' />
+ <value enum='3' description='STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION' />
+ <value enum='4' description='STRIKE_SET_TO_OPTIMAL_VALUE' />
+ </field>
+ <field number='1479' name='StrikePriceBoundaryMethod' type='INT'>
+ <value enum='1' description='LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY' />
+ <value enum='2' description='LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY' />
+ <value enum='3' description='EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY' />
+ <value enum='4' description='GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY' />
+ <value enum='5' description='GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY' />
+ </field>
+ <field number='1480' name='StrikePriceBoundaryPrecision' type='PERCENTAGE' />
+ <field number='1481' name='UnderlyingPriceDeterminationMethod' type='INT'>
+ <value enum='1' description='REGULAR' />
+ <value enum='2' description='SPECIAL_REFERENCE' />
+ <value enum='3' description='OPTIMAL_VALUE' />
+ <value enum='4' description='AVERAGE_VALUE' />
+ </field>
+ <field number='1482' name='OptPayoutType' type='INT'>
+ <value enum='1' description='VANILLA' />
+ <value enum='2' description='CAPPED' />
+ <value enum='3' description='BINARY' />
+ </field>
+ <field number='1483' name='NoComplexEvents' type='NUMINGROUP' />
+ <field number='1484' name='ComplexEventType' type='INT'>
+ <value enum='1' description='CAPPED' />
+ <value enum='2' description='TRIGGER' />
+ <value enum='3' description='KNOCK_IN_UP' />
+ <value enum='4' description='KOCK_IN_DOWN' />
+ <value enum='5' description='KNOCK_OUT_UP' />
+ <value enum='6' description='KNOCK_OUT_DOWN' />
+ <value enum='7' description='UNDERLYING' />
+ <value enum='8' description='RESET_BARRIER' />
+ <value enum='9' description='ROLLING_BARRIER' />
+ </field>
+ <field number='1485' name='ComplexOptPayoutAmount' type='AMT' />
+ <field number='1486' name='ComplexEventPrice' type='PRICE' />
+ <field number='1487' name='ComplexEventPriceBoundaryMethod' type='INT'>
+ <value enum='1' description='LESS_THAN_COMPLEXEVENTPRICE' />
+ <value enum='2' description='LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE' />
+ <value enum='3' description='EQUAL_TO_COMPLEXEVENTPRICE' />
+ <value enum='4' description='GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE' />
+ <value enum='5' description='GREATER_THAN_COMPLEXEVENTPRICE' />
+ </field>
+ <field number='1488' name='ComplexEventPriceBoundaryPrecision' type='PERCENTAGE' />
+ <field number='1489' name='ComplexEventPriceTimeType' type='INT'>
+ <value enum='1' description='EXPIRATION' />
+ <value enum='2' description='IMMEDIATE' />
+ <value enum='3' description='SPECIFIED_DATE_TIME' />
+ </field>
+ <field number='1490' name='ComplexEventCondition' type='INT'>
+ <value enum='1' description='AND' />
+ <value enum='2' description='OR' />
+ </field>
+ <field number='1491' name='NoComplexEventDates' type='NUMINGROUP' />
+ <field number='1492' name='ComplexEventStartDate' type='UTCTIMESTAMP' />
+ <field number='1493' name='ComplexEventEndDate' type='UTCTIMESTAMP' />
+ <field number='1494' name='NoComplexEventTimes' type='NUMINGROUP' />
+ <field number='1495' name='ComplexEventStartTime' type='UTCTIMEONLY' />
+ <field number='1496' name='ComplexEventEndTime' type='UTCTIMEONLY' />
+ <field number='1497' name='StreamAsgnReqID' type='STRING' />
+ <field number='1498' name='StreamAsgnReqType' type='INT'>
+ <value enum='1' description='STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER' />
+ <value enum='2' description='STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER' />
+ </field>
+ <field number='1499' name='NoAsgnReqs' type='NUMINGROUP' />
+ <field number='1500' name='MDStreamID' type='STRING' />
+ <field number='1501' name='StreamAsgnRptID' type='STRING' />
+ <field number='1502' name='StreamAsgnRejReason' type='INT'>
+ <value enum='0' description='UNKNOWN_CLIENT' />
+ <value enum='1' description='EXCEEDS_MAXIMUM_SIZE' />
+ <value enum='2' description='UNKNOWN_OR_INVALID_CURRENCY_PAIR' />
+ <value enum='3' description='NO_AVAILABLE_STREAM' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='1503' name='StreamAsgnAckType' type='INT'>
+ <value enum='0' description='ASSIGNMENT_ACCEPTED' />
+ <value enum='1' description='ASSIGNMENT_REJECTED' />
+ </field>
+ <field number='1504' name='RelSymTransactTime' type='UTCTIMESTAMP' />
+ <field number='1505' name='PartyDetailsListRequestID' type='STRING' />
+ <field number='1506' name='NoPartyListResponseTypes' type='NUMINGROUP' />
+ <field number='1507' name='PartyListResponseType' type='INT'>
+ <value enum='0' description='RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES' />
+ <value enum='1' description='RETURN_ONLY_PARTY_INFORMATION' />
+ <value enum='2' description='INCLUDE_INFORMATION_ON_RELATED_PARTIES' />
+ <value enum='3' description='INCLUDE_RISK_LIMIT_INFORMATION' />
+ </field>
+ <field number='1508' name='NoRequestedPartyRoles' type='NUMINGROUP' />
+ <field number='1509' name='RequestedPartyRole' type='INT' />
+ <field number='1510' name='PartyDetailsListReportID' type='STRING' />
+ <field number='1511' name='PartyDetailsRequestResult' type='INT'>
+ <value enum='0' description='VALID_REQUEST' />
+ <value enum='1' description='INVALID_OR_UNSUPPORTED_REQUEST' />
+ <value enum='2' description='NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA' />
+ <value enum='3' description='UNSUPPORTED_PARTYLISTRESPONSETYPE' />
+ <value enum='4' description='NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA' />
+ <value enum='5' description='PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE' />
+ <value enum='6' description='REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED' />
+ <value enum='99' description='OTHER' />
+ </field>
+ <field number='1512' name='TotNoPartyList' type='INT' />
+ <field number='1513' name='NoPartyList' type='NUMINGROUP' />
+ <field number='1514' name='NoPartyRelationships' type='NUMINGROUP' />
+ <field number='1515' name='PartyRelationship' type='INT'>
+ <value enum='0' description='IS_ALSO' />
+ <value enum='1' description='CLEARS_FOR' />
+ <value enum='2' description='CLEARS_THROUGH' />
+ <value enum='3' description='TRADES_FOR' />
+ <value enum='4' description='TRADES_THROUGH' />
+ <value enum='5' description='SPONSORS' />
+ <value enum='6' description='SPONSORED_THROUGH' />
+ <value enum='7' description='PROVIDES_GUARANTEE_FOR' />
+ <value enum='8' description='IS_GUARANTEED_BY' />
+ <value enum='9' description='MEMBER_OF' />
+ <value enum='10' description='HAS_MEMBERS' />
+ <value enum='11' description='PROVIDES_MARKETPLACE_FOR' />
+ <value enum='12' description='PARTICIPANT_OF_MARKETPLACE' />
+ <value enum='13' description='CARRIES_POSITIONS_FOR' />
+ <value enum='14' description='POSTS_TRADES_TO' />
+ <value enum='15' description='ENTERS_TRADES_FOR' />
+ <value enum='16' description='ENTERS_TRADES_THROUGH' />
+ <value enum='17' description='PROVIDES_QUOTES_TO' />
+ <value enum='18' description='REQUESTS_QUOTES_FROM' />
+ <value enum='19' description='INVESTS_FOR' />
+ <value enum='20' description='INVESTS_THROUGH' />
+ <value enum='21' description='BROKERS_TRADES_FOR' />
+ <value enum='22' description='BROKERS_TRADES_THROUGH' />
+ <value enum='23' description='PROVIDES_TRADING_SERVICES_FOR' />
+ <value enum='24' description='USES_TRADING_SERVICES_OF' />
+ <value enum='25' description='APPROVES_OF' />
+ <value enum='26' description='APPROVED_BY' />
+ <value enum='27' description='PARENT_FIRM_FOR' />
+ <value enum='28' description='SUBSIDIARY_OF' />
+ <value enum='29' description='REGULATORY_OWNER_OF' />
+ <value enum='30' description='OWNED_BY_30' />
+ <value enum='31' description='CONTROLS' />
+ <value enum='32' description='IS_CONTROLLED_BY' />
+ <value enum='33' description='LEGAL' />
+ <value enum='34' description='OWNED_BY_34' />
+ <value enum='35' description='BENEFICIAL_OWNER_OF' />
+ <value enum='36' description='OWNED_BY_36' />
+ </field>
+ <field number='1516' name='NoPartyAltIDs' type='NUMINGROUP' />
+ <field number='1517' name='PartyAltID' type='STRING' />
+ <field number='1518' name='PartyAltIDSource' type='CHAR' />
+ <field number='1519' name='NoPartyAltSubIDs' type='NUMINGROUP' />
+ <field number='1520' name='PartyAltSubID' type='STRING' />
+ <field number='1521' name='PartyAltSubIDType' type='INT' />
+ <field number='1522' name='NoContextPartyIDs' type='NUMINGROUP' />
+ <field number='1523' name='ContextPartyID' type='STRING' />
+ <field number='1524' name='ContextPartyIDSource' type='CHAR' />
+ <field number='1525' name='ContextPartyRole' type='INT' />
+ <field number='1526' name='NoContextPartySubIDs' type='NUMINGROUP' />
+ <field number='1527' name='ContextPartySubID' type='STRING' />
+ <field number='1528' name='ContextPartySubIDType' type='INT' />
+ <field number='1529' name='NoRiskLimits' type='NUMINGROUP' />
+ <field number='1530' name='RiskLimitType' type='INT'>
+ <value enum='1' description='GROSS_LIMIT' />
+ <value enum='2' description='NET_LIMIT' />
+ <value enum='3' description='EXPOSURE' />
+ <value enum='4' description='LONG_LIMIT' />
+ <value enum='5' description='SHORT_LIMIT' />
+ </field>
+ <field number='1531' name='RiskLimitAmount' type='AMT' />
+ <field number='1532' name='RiskLimitCurrency' type='CURRENCY' />
+ <field number='1533' name='RiskLimitPlatform' type='STRING' />
+ <field number='1534' name='NoRiskInstruments' type='NUMINGROUP' />
+ <field number='1535' name='RiskInstrumentOperator' type='INT'>
+ <value enum='1' description='INCLUDE' />
+ <value enum='2' description='EXCLUDE' />
+ </field>
+ <field number='1536' name='RiskSymbol' type='STRING' />
+ <field number='1537' name='RiskSymbolSfx' type='STRING' />
+ <field number='1538' name='RiskSecurityID' type='STRING' />
+ <field number='1539' name='RiskSecurityIDSource' type='STRING' />
+ <field number='1540' name='NoRiskSecurityAltID' type='NUMINGROUP' />
+ <field number='1541' name='RiskSecurityAltID' type='STRING' />
+ <field number='1542' name='RiskSecurityAltIDSource' type='STRING' />
+ <field number='1543' name='RiskProduct' type='INT' />
+ <field number='1544' name='RiskProductComplex' type='STRING' />
+ <field number='1545' name='RiskSecurityGroup' type='STRING' />
+ <field number='1546' name='RiskCFICode' type='STRING' />
+ <field number='1547' name='RiskSecurityType' type='STRING' />
+ <field number='1548' name='RiskSecuritySubType' type='STRING' />
+ <field number='1549' name='RiskMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1550' name='RiskMaturityTime' type='TZTIMEONLY' />
+ <field number='1551' name='RiskRestructuringType' type='STRING' />
+ <field number='1552' name='RiskSeniority' type='STRING' />
+ <field number='1553' name='RiskPutOrCall' type='INT' />
+ <field number='1554' name='RiskFlexibleIndicator' type='BOOLEAN' />
+ <field number='1555' name='RiskCouponRate' type='PERCENTAGE' />
+ <field number='1556' name='RiskSecurityDesc' type='STRING' />
+ <field number='1557' name='RiskInstrumentSettlType' type='STRING' />
+ <field number='1558' name='RiskInstrumentMultiplier' type='FLOAT' />
+ <field number='1559' name='NoRiskWarningLevels' type='NUMINGROUP' />
+ <field number='1560' name='RiskWarningLevelPercent' type='PERCENTAGE' />
+ <field number='1561' name='RiskWarningLevelName' type='STRING' />
+ <field number='1562' name='NoRelatedPartyIDs' type='NUMINGROUP' />
+ <field number='1563' name='RelatedPartyID' type='STRING' />
+ <field number='1564' name='RelatedPartyIDSource' type='CHAR' />
+ <field number='1565' name='RelatedPartyRole' type='INT' />
+ <field number='1566' name='NoRelatedPartySubIDs' type='NUMINGROUP' />
+ <field number='1567' name='RelatedPartySubID' type='STRING' />
+ <field number='1568' name='RelatedPartySubIDType' type='INT' />
+ <field number='1569' name='NoRelatedPartyAltIDs' type='NUMINGROUP' />
+ <field number='1570' name='RelatedPartyAltID' type='STRING' />
+ <field number='1571' name='RelatedPartyAltIDSource' type='CHAR' />
+ <field number='1572' name='NoRelatedPartyAltSubIDs' type='NUMINGROUP' />
+ <field number='1573' name='RelatedPartyAltSubID' type='STRING' />
+ <field number='1574' name='RelatedPartyAltSubIDType' type='INT' />
+ <field number='1575' name='NoRelatedContextPartyIDs' type='NUMINGROUP' />
+ <field number='1576' name='RelatedContextPartyID' type='STRING' />
+ <field number='1577' name='RelatedContextPartyIDSource' type='CHAR' />
+ <field number='1578' name='RelatedContextPartyRole' type='INT' />
+ <field number='1579' name='NoRelatedContextPartySubIDs' type='NUMINGROUP' />
+ <field number='1580' name='RelatedContextPartySubID' type='STRING' />
+ <field number='1581' name='RelatedContextPartySubIDType' type='INT' />
+ <field number='1582' name='NoRelationshipRiskLimits' type='NUMINGROUP' />
+ <field number='1583' name='RelationshipRiskLimitType' type='INT' />
+ <field number='1584' name='RelationshipRiskLimitAmount' type='AMT' />
+ <field number='1585' name='RelationshipRiskLimitCurrency' type='CURRENCY' />
+ <field number='1586' name='RelationshipRiskLimitPlatform' type='STRING' />
+ <field number='1587' name='NoRelationshipRiskInstruments' type='NUMINGROUP' />
+ <field number='1588' name='RelationshipRiskInstrumentOperator' type='INT' />
+ <field number='1589' name='RelationshipRiskSymbol' type='STRING' />
+ <field number='1590' name='RelationshipRiskSymbolSfx' type='STRING' />
+ <field number='1591' name='RelationshipRiskSecurityID' type='STRING' />
+ <field number='1592' name='RelationshipRiskSecurityIDSource' type='STRING' />
+ <field number='1593' name='NoRelationshipRiskSecurityAltID' type='NUMINGROUP' />
+ <field number='1594' name='RelationshipRiskSecurityAltID' type='STRING' />
+ <field number='1595' name='RelationshipRiskSecurityAltIDSource' type='STRING' />
+ <field number='1596' name='RelationshipRiskProduct' type='INT' />
+ <field number='1597' name='RelationshipRiskProductComplex' type='STRING' />
+ <field number='1598' name='RelationshipRiskSecurityGroup' type='STRING' />
+ <field number='1599' name='RelationshipRiskCFICode' type='STRING' />
+ <field number='1600' name='RelationshipRiskSecurityType' type='STRING' />
+ <field number='1601' name='RelationshipRiskSecuritySubType' type='STRING' />
+ <field number='1602' name='RelationshipRiskMaturityMonthYear' type='MONTHYEAR' />
+ <field number='1603' name='RelationshipRiskMaturityTime' type='TZTIMEONLY' />
+ <field number='1604' name='RelationshipRiskRestructuringType' type='STRING' />
+ <field number='1605' name='RelationshipRiskSeniority' type='STRING' />
+ <field number='1606' name='RelationshipRiskPutOrCall' type='INT' />
+ <field number='1607' name='RelationshipRiskFlexibleIndicator' type='BOOLEAN' />
+ <field number='1608' name='RelationshipRiskCouponRate' type='PERCENTAGE' />
+ <field number='1609' name='RelationshipRiskSecurityExchange' type='EXCHANGE' />
+ <field number='1610' name='RelationshipRiskSecurityDesc' type='STRING' />
+ <field number='1611' name='RelationshipRiskInstrumentSettlType' type='STRING' />
+ <field number='1612' name='RelationshipRiskInstrumentMultiplier' type='FLOAT' />
+ <field number='1613' name='NoRelationshipRiskWarningLevels' type='NUMINGROUP' />
+ <field number='1614' name='RelationshipRiskWarningLevelPercent' type='PERCENTAGE' />
+ <field number='1615' name='RelationshipRiskWarningLevelName' type='STRING' />
+ <field number='1616' name='RiskSecurityExchange' type='EXCHANGE' />
+ <field number='1617' name='StreamAsgnType' type='INT'>
+ <value enum='1' description='ASSIGNMENT' />
+ <value enum='2' description='REJECTED' />
+ <value enum='3' description='TERMINATE_UNASSIGN' />
+ </field>
+ <field number='1618' name='RelationshipRiskEncodedSecurityDescLen' type='LENGTH' />
+ <field number='1619' name='RelationshipRiskEncodedSecurityDesc' type='DATA' />
+ <field number='1620' name='RiskEncodedSecurityDescLen' type='LENGTH' />
+ <field number='1621' name='RiskEncodedSecurityDesc' type='DATA' />
+ </fields>
+</fix> \ No newline at end of file
diff --git a/fix/README b/fix/README
index f6a1e77b03..7c2b0f851b 100644
--- a/fix/README
+++ b/fix/README
@@ -1,6 +1,7 @@
FIX4x.xml from quickfixengine.org
+FIX5x.xml from http://sourceforge.net/projects/quickfix/files/
-FIX.xml is a modified FIX44.xml with fields from previous versions.
+FIX.xml is a modified FIX50SP2.xml with fields from previous versions.
cf new field attributes 'since' and 'until'.
hfField.xsl: generate hf_register_info list.
generated by cgit v1.2.1 (git 2.18.0) at 2024-05-14 17:40:51 +0000